w-trade-solve 1.0.1

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Files changed (88) hide show
  1. package/.editorconfig +9 -0
  2. package/.eslintignore +3 -0
  3. package/.eslintrc.js +55 -0
  4. package/.jsdoc +25 -0
  5. package/README.md +132 -0
  6. package/SECURITY.md +5 -0
  7. package/babel.config.js +16 -0
  8. package/dist/w-trade-solve.umd.js +19 -0
  9. package/dist/w-trade-solve.umd.js.map +1 -0
  10. package/docs/calcFitness.mjs.html +205 -0
  11. package/docs/calcLevelNumTrade.mjs.html +164 -0
  12. package/docs/cont.mjs.html +94 -0
  13. package/docs/estimComps.mjs.html +190 -0
  14. package/docs/estimFinder.mjs.html +197 -0
  15. package/docs/estimKeys.mjs.html +571 -0
  16. package/docs/estimPicks.mjs.html +200 -0
  17. package/docs/fonts/Montserrat/Montserrat-Bold.eot +0 -0
  18. package/docs/fonts/Montserrat/Montserrat-Bold.ttf +0 -0
  19. package/docs/fonts/Montserrat/Montserrat-Bold.woff +0 -0
  20. package/docs/fonts/Montserrat/Montserrat-Bold.woff2 +0 -0
  21. package/docs/fonts/Montserrat/Montserrat-Regular.eot +0 -0
  22. package/docs/fonts/Montserrat/Montserrat-Regular.ttf +0 -0
  23. package/docs/fonts/Montserrat/Montserrat-Regular.woff +0 -0
  24. package/docs/fonts/Montserrat/Montserrat-Regular.woff2 +0 -0
  25. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.eot +0 -0
  26. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.svg +978 -0
  27. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.ttf +0 -0
  28. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.woff +0 -0
  29. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.woff2 +0 -0
  30. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.eot +0 -0
  31. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.svg +1049 -0
  32. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.ttf +0 -0
  33. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.woff +0 -0
  34. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.woff2 +0 -0
  35. package/docs/genSid.mjs.html +125 -0
  36. package/docs/genStrategyFileName.mjs.html +131 -0
  37. package/docs/genTid.mjs.html +113 -0
  38. package/docs/global.html +4932 -0
  39. package/docs/index.html +84 -0
  40. package/docs/ott.mjs.html +137 -0
  41. package/docs/p2r.mjs.html +111 -0
  42. package/docs/readStrategies.mjs.html +203 -0
  43. package/docs/scripts/collapse.js +39 -0
  44. package/docs/scripts/commonNav.js +28 -0
  45. package/docs/scripts/linenumber.js +25 -0
  46. package/docs/scripts/nav.js +12 -0
  47. package/docs/scripts/polyfill.js +4 -0
  48. package/docs/scripts/prettify/Apache-License-2.0.txt +202 -0
  49. package/docs/scripts/prettify/lang-css.js +2 -0
  50. package/docs/scripts/prettify/prettify.js +28 -0
  51. package/docs/scripts/search.js +99 -0
  52. package/docs/styles/jsdoc.css +776 -0
  53. package/docs/styles/prettify.css +80 -0
  54. package/g.mjs +110 -0
  55. package/package.json +31 -0
  56. package/script.txt +19 -0
  57. package/src/WTradeSolve.mjs +29 -0
  58. package/src/calcFitness.mjs +133 -0
  59. package/src/calcLevelNumTrade.mjs +92 -0
  60. package/src/cont.mjs +22 -0
  61. package/src/estimComps.mjs +118 -0
  62. package/src/estimFinder.mjs +125 -0
  63. package/src/estimKeys.mjs +499 -0
  64. package/src/estimPicks.mjs +128 -0
  65. package/src/genSid.mjs +53 -0
  66. package/src/genStrategyFileName.mjs +59 -0
  67. package/src/genTid.mjs +41 -0
  68. package/src/ott.mjs +65 -0
  69. package/src/p2r.mjs +39 -0
  70. package/src/readStrategies.mjs +131 -0
  71. package/test/unit-WTradeSolve.test.mjs +83 -0
  72. package/test/unit-calcFitness.test.mjs +121 -0
  73. package/test/unit-calcLevelNumTrade.test.mjs +80 -0
  74. package/test/unit-estimComps.test.mjs +193 -0
  75. package/test/unit-estimFinder.test.mjs +184 -0
  76. package/test/unit-estimKeys.test.mjs +260 -0
  77. package/test/unit-estimPicks.test.mjs +241 -0
  78. package/test/unit-genSid.test.mjs +75 -0
  79. package/test/unit-genStrategyFileName.test.mjs +85 -0
  80. package/test/unit-genTid.test.mjs +72 -0
  81. package/test/unit-p2r.test.mjs +51 -0
  82. package/test/unit-readStrategies.test.mjs +258 -0
  83. package/test/unit-setup.mjs +119 -0
  84. package/toolg/addVersion.mjs +4 -0
  85. package/toolg/cleanFolder.mjs +5 -0
  86. package/toolg/gDistRollup.mjs +37 -0
  87. package/toolg/gDocsExams.mjs +48 -0
  88. package/toolg/modifyReadme.mjs +4 -0
package/docs/estimFinder.mjs.html ADDED
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+ <!DOCTYPE html>
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+ <html lang="en">
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+ <head>
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+
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+ <meta charset="utf-8">
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+ <title>estimFinder.mjs - Documentation</title>
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+
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+
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+ <script src="scripts/prettify/prettify.js"></script>
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+ <script src="scripts/prettify/lang-css.js"></script>
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+ <!--[if lt IE 9]>
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+ <script src="//html5shiv.googlecode.com/svn/trunk/html5.js"></script>
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+ <![endif]-->
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+ <link type="text/css" rel="stylesheet" href="styles/prettify.css">
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+ <link type="text/css" rel="stylesheet" href="styles/jsdoc.css">
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+ <script src="scripts/nav.js" defer></script>
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+
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+ <meta name="viewport" content="width=device-width, initial-scale=1.0">
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+ </head>
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+ <body>
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+
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+ <input type="checkbox" id="nav-trigger" class="nav-trigger" />
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+ <label for="nav-trigger" class="navicon-button x">
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+ <div class="navicon"></div>
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+ </label>
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+
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+ <label for="nav-trigger" class="overlay"></label>
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+
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+ <nav >
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+
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+
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+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#calcFitness">calcFitness</a></li><li><a href="global.html#calcLevelNumTrade">calcLevelNumTrade</a></li><li><a href="global.html#cont">cont</a></li><li><a href="global.html#estimComps">estimComps</a></li><li><a href="global.html#estimFinder">estimFinder</a></li><li><a href="global.html#estimKeys">estimKeys</a></li><li><a href="global.html#estimPicks">estimPicks</a></li><li><a href="global.html#genSid">genSid</a></li><li><a href="global.html#genStrategyFileName">genStrategyFileName</a></li><li><a href="global.html#genTid">genTid</a></li><li><a href="global.html#nowTpeStr">nowTpeStr</a></li><li><a href="global.html#nowTpeStrp">nowTpeStrp</a></li><li><a href="global.html#ott">ott</a></li><li><a href="global.html#p2r">p2r</a></li><li><a href="global.html#readStrategies">readStrategies</a></li></ul>
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+
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+ </nav>
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+
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+ <div id="main">
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+
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+ <h1 class="page-title">estimFinder.mjs</h1>
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+
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+
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+
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+
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+
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+
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+
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+ <section>
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+ <article>
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+ <pre class="prettyprint source linenums"><code>import get from 'lodash-es/get.js'
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+ import sample from 'lodash-es/sample.js'
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+ import isestr from 'wsemi/src/isestr.mjs'
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+ import estimComps from './estimComps.mjs'
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+
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+
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+ /**
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+ * 以隨機之交易方向與指標組成求解最佳策略
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+ *
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+ * 供批次探索用之進入點，未指定時mode由'long'與'short'隨機取一，comps由18種預設組成隨機取一，故重複呼叫即可隨機探索各種策略
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+ * 未指定時timeStart預設為'2022-07-01T00:00:00'，timeEnd則依mode給予不同值: 做多為'2025-04-08T00:00:00'(須涵蓋暴跌數據)，做空為'2025-10-06T00:00:00'(須涵蓋暴漲數據)，藉此提高率定難度
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+ * fdOhlc、fdParam與fdData無效時throw
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-estimFinder.test.mjs Github}
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+ * @function
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+ * @param {Function} ott 輸入時區時間函數，傳入時間字串回傳dayjs時間物件，可用src/ott.mjs
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+ * @param {Object} st 輸入設定物件，需可由opt.keySettings取得name、symbol與interval欄位
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+ * @param {String} fdOhlc 輸入儲存K線(ohlc)序列資料夾字串
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+ * @param {String} fdParam 輸入儲存指標參數序列資料夾字串
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+ * @param {String} fdData 輸入儲存策略資料夾字串，不存在時自動建立
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+ * @param {Object} [opt={}] 輸入設定物件，預設{}，全部欄位皆傳遞至estimComps
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+ * @param {String} [opt.mode=''] 輸入交易方向字串，可選'long'或'short'，未給予時隨機取一，預設''
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+ * @param {String} [opt.timeStart='2022-07-01T00:00:00'] 輸入回測起始時間字串，預設'2022-07-01T00:00:00'
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+ * @param {String} [opt.timeEnd=''] 輸入回測結束時間字串，未給予時做多為'2025-04-08T00:00:00'、做空為'2025-10-06T00:00:00'，預設''
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+ * @param {String} [opt.comps=''] 輸入指標組成字串，例如'2,1,0'，未給予時由18種預設組成隨機取一，預設''
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+ * @returns {Promise} 回傳Promise，resolve為undefined
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+ * @example
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+ *
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+ * import ott from './src/ott.mjs'
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+ *
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+ * let st = {
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+ * btc4hr: { name: 'btc', symbol: 'BTCUSDT', interval: '4hr' },
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+ * }
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+ *
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+ * //mode與comps皆隨機, 適合以迴圈重複呼叫批次探索
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+ * await estimFinder(ott, st, './data/ohlc', './data/param', './data/strategy', {
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+ * keySettings: 'btc4hr',
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+ * })
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+ *
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+ */
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+ let estimFinder = async (ott, st, fdOhlc, fdParam, fdData, opt = {}) => {
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+
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+ if (!isestr(fdOhlc)) {
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+ throw new Error(`invalid fdOhlc[${fdOhlc}]`)
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+ }
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+ if (!isestr(fdParam)) {
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+ throw new Error(`invalid fdParam[${fdParam}]`)
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+ }
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+ if (!isestr(fdData)) {
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+ throw new Error(`invalid fdData[${fdData}]`)
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+ }
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+
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+ let useMode = get(opt, 'mode', null)
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+ let useTimeStart = get(opt, 'timeStart', null)
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+ let useTimeEnd = get(opt, 'timeEnd', null)
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+ let uesComps = get(opt, 'comps', null)
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+
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+ //mode
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+ let mode = ''
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+ if (isestr(useMode)) {
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+ mode = useMode
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+ }
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+ else {
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+ mode = Math.random() &lt; 0.5 ? `long` : `short`
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+ }
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+
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+ //timeStart
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+ let timeStart = '2022-07-01T00:00:00'
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+ if (isestr(useTimeStart)) {
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+ timeStart = useTimeStart
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+ }
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+
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+ //timeEnd
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+ let timeEnd = ''
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+ if (isestr(useTimeEnd)) {
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+ timeEnd = useTimeEnd
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+ }
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+ else {
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+ if (mode === 'long') {
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+ timeEnd = '2025-04-08T00:00:00' //做多策略須使用至4/8暴跌數據, 提高難度 [tag:提高率定難度]
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+ }
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+ else {
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+ timeEnd = '2025-10-06T00:00:00' //做空策略須使用至10/6暴漲數據, 增加難度 [tag:提高率定難度]
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+ }
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+ }
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+
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+ //comps
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+ let compsAll = [
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+
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+ '2,0,0',
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+ '3,0,0',
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+ '4,0,0',
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+ '2,1,0',
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+ '3,1,0',
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+ '4,1,0',
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+ '2,2,0',
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+ '3,2,0',
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+ '4,2,0',
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+
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+ '2,0,1',
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+ '3,0,1',
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+ '4,0,1',
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+ '2,1,1',
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+ '3,1,1',
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+ '4,1,1',
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+ '2,2,1',
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+ '3,2,1',
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+ '4,2,1',
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+
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+ ]
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+ let comps = ''
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+ if (isestr(uesComps)) {
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+ comps = uesComps
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+ }
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+ else {
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+ comps = sample(compsAll) //例如comps='2,1,0', 此為挑2種norm, 1種index, 0種volumn
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+ }
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+
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+ //estimComps
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+ await estimComps(ott, st, fdOhlc, fdParam, timeStart, timeEnd, mode, comps, fdData, opt)
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+
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+ }
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+
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+
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+ export default estimFinder
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+ </code></pre>
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+ </article>
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+ </section>
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+
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+
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+ </div>
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+
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+ <br class="clear">
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+
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+ <footer>
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+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 04 2026 23:21:49 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
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+ </footer>
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+
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+ <script>prettyPrint();</script>
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+ <script src="scripts/polyfill.js"></script>
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+ <script src="scripts/linenumber.js"></script>
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+
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+
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+ </body>
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+ </html>