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/estimPicks.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>estimPicks.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">estimPicks.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 each from 'lodash-es/each.js'
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+ import get from 'lodash-es/get.js'
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+ import isestr from 'wsemi/src/isestr.mjs'
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+ import isfun from 'wsemi/src/isfun.mjs'
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+ import dataProvide from 'w-data-tdprovide'
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+ import estimKeys from './estimKeys.mjs'
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+
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+
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+ /**
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+ * 由fdParam內全部指標key分類後挑選keys，再率定各key之門檻與止盈止損，求解最佳策略
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+ *
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+ * 先由fdParam列舉全部指標key，並依名稱分為3類: 開頭為'index_'者為keysIndex(指數類)、含'_vbs_'者為keysVolumn(成交量類)、其餘為keysNorm(一般類)
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+ * 分類後各類可經opt內對應之過濾函數再行篩選，接著呼叫funPickKeys由3類挑出待率定之keys，最後交由estimKeys求解
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+ * fdOhlc、fdParam、timeStart、timeEnd、fdData無效或mode非'long'或'short'或funPickKeys非函數時throw
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-estimPicks.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} timeStart 輸入回測起始時間字串，格式'YYYY-MM-DDTHH:mm:ss'
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+ * @param {String} timeEnd 輸入回測結束時間字串，格式'YYYY-MM-DDTHH:mm:ss'
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+ * @param {String} mode 輸入交易方向字串，可選'long'或'short'
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+ * @param {Function} funPickKeys 輸入挑選keys函數，傳入{keysNorm,keysIndex,keysVolumn}物件，回傳待率定之指標key字串陣列
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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{}，其餘欄位皆傳遞至estimKeys
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+ * @param {Function} [opt.funFilterKeysNorm=null] 輸入過濾一般類key之async函數，傳入keysNorm陣列回傳過濾後陣列，預設null
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+ * @param {Function} [opt.funFilterKeysIndex=null] 輸入過濾指數類key之async函數，傳入keysIndex陣列回傳過濾後陣列，預設null
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+ * @param {Function} [opt.funFilterKeysVolumn=null] 輸入過濾成交量類key之async函數，傳入keysVolumn陣列回傳過濾後陣列，預設null
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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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+ * //funPickKeys, 由一般類挑第1個key為待率定key
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+ * let funPickKeys = ({ keysNorm, keysIndex, keysVolumn }) => {
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+ * return [keysNorm[0]]
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+ * }
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+ *
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+ * await estimPicks(ott, st, './data/ohlc', './data/param', '2022-07-01T00:00:00', '2025-04-08T00:00:00', 'long', funPickKeys, './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 estimPicks = async (ott, st, fdOhlc, fdParam, timeStart, timeEnd, mode, funPickKeys, 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(timeStart)) {
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+ throw new Error(`invalid timeStart[${timeStart}]`)
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+ }
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+ if (!isestr(timeEnd)) {
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+ throw new Error(`invalid timeEnd[${timeEnd}]`)
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+ }
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+ if (mode !== 'long' &amp;&amp; mode !== 'short') {
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+ throw new Error(`invalid mode[${mode}]`)
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+ }
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+ if (!isfun(funPickKeys)) {
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+ throw new Error(`funPickKeys is not a function`)
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+ }
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+ if (!isestr(fdData)) {
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+ throw new Error(`invalid fdData[${fdData}]`)
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+ }
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+
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+ let funFilterKeysNorm = get(opt, 'funFilterKeysNorm', null)
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+ let funFilterKeysIndex = get(opt, 'funFilterKeysIndex', null)
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+ let funFilterKeysVolumn = get(opt, 'funFilterKeysVolumn', null)
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+
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+ //provideData
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+ let provideData = dataProvide(fdOhlc, fdParam)
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+
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+ //keysParam
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+ let keysParam = provideData.getKeysParam()
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+ // console.log('keysParam', keysParam)
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+
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+ //keysIndex, keysVolumn, keysNorm
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+ let keysIndex = []
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+ let keysVolumn = []
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+ let keysNorm = []
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+ each(keysParam, (v) => {
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+ let b1 = v.indexOf('index_') === 0
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+ let b2 = v.indexOf('_vbs_') >= 0
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+ let b3 = !(b1 || b2)
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+ if (b1) {
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+ keysIndex.push(v)
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+ }
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+ else if (b2) {
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+ keysVolumn.push(v)
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+ }
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+ else if (b3) {
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+ keysNorm.push(v)
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+ }
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+ })
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+ // console.log('keysIndex', keysIndex)
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+ // console.log('keysVolumn', keysVolumn)
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+ // console.log('keysNorm', keysNorm)
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+ // console.log(size(keysIndex) + size(keysVolumn) + size(keysNorm))
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+
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+ if (isfun(funFilterKeysNorm)) {
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+ keysNorm = await funFilterKeysNorm(keysNorm)
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+ }
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+ if (isfun(funFilterKeysIndex)) {
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+ keysIndex = await funFilterKeysIndex(keysIndex)
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+ }
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+ if (isfun(funFilterKeysVolumn)) {
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+ keysVolumn = await funFilterKeysVolumn(keysVolumn)
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+ }
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+
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+ //keys
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+ let keys = funPickKeys({ keysNorm, keysIndex, keysVolumn })
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+ // console.log('keys', keys)
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+
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+ //estimKeys
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+ await estimKeys(ott, st, fdOhlc, fdParam, timeStart, timeEnd, mode, keys, fdData, opt)
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+
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+ }
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+
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+
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+ export default estimPicks
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+ </code></pre>
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+ </article>
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+ </section>
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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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+ </body>
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+ </html>