w-trade-solve 1.0.5 → 2.0.2
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- package/README.md +3 -2
- package/dist/w-trade-solve.umd.js +4 -4
- package/dist/w-trade-solve.umd.js.map +1 -1
- package/docs/calcFitness.mjs.html +1 -1
- package/docs/calcLevelNumTrade.mjs.html +1 -1
- package/docs/cont.mjs.html +2 -2
- package/docs/estimComps.mjs.html +1 -1
- package/docs/estimFinder.mjs.html +1 -1
- package/docs/estimKeys.mjs.html +145 -77
- package/docs/estimPicks.mjs.html +1 -1
- package/docs/genSid.mjs.html +1 -1
- package/docs/genStrategyFileName.mjs.html +14 -10
- package/docs/genTid.mjs.html +1 -1
- package/docs/global.html +192 -22
- package/docs/index.html +1 -1
- package/docs/ott.mjs.html +1 -1
- package/docs/p2r.mjs.html +1 -1
- package/docs/readStrategies.mjs.html +127 -43
- package/g.mjs +3 -2
- package/package.json +2 -2
- package/src/cont.mjs +1 -1
- package/src/estimKeys.mjs +144 -76
- package/src/genStrategyFileName.mjs +12 -8
- package/src/readStrategies.mjs +126 -42
- package/test/unit-estimKeys.test.mjs +222 -5
- package/test/unit-genStrategyFileName.test.mjs +56 -17
- package/test/unit-readStrategies.test.mjs +189 -53
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@@ -192,7 +192,7 @@ export default calcFitness
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package/docs/cont.mjs.html
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* 共用常數
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*
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* dlmSeps為tid與sid內各段(mode與各key或各cond)之分隔字串
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* dlmPkgs
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* dlmPkgs為舊版策略檔名內各段(tid、levelNumTrade、rEquivalentCumuProfitOrLossFinalNormYear)之分隔字串,自genStrategyFileName改採雜湊檔名後僅供readStrategies解析舊格式檔名使用
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*
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* @name cont
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* @const
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package/docs/estimComps.mjs.html
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@@ -182,7 +182,7 @@ export default estimComps
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package/docs/estimKeys.mjs.html
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@@ -54,13 +54,15 @@ import size from 'lodash-es/size.js'
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import cint from 'wsemi/src/cint.mjs'
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import dig from 'wsemi/src/dig.mjs'
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import fsCreateFolder from 'wsemi/src/fsCreateFolder.mjs'
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import
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import fsIsFile from 'wsemi/src/fsIsFile.mjs'
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import fsIsFolder from 'wsemi/src/fsIsFolder.mjs'
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import fsReadJson from 'wsemi/src/fsReadJson.mjs'
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import fsWriteJson from 'wsemi/src/fsWriteJson.mjs'
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import haskey from 'wsemi/src/haskey.mjs'
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import isearr from 'wsemi/src/isearr.mjs'
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import isestr from 'wsemi/src/isestr.mjs'
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import isnum from 'wsemi/src/isnum.mjs'
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import isbol from 'wsemi/src/isbol.mjs'
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import isfun from 'wsemi/src/isfun.mjs'
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import rang from 'wsemi/src/rang.mjs'
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import wround from 'wsemi/src/round.mjs'
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import omlRGA from 'w-optimization/src/omlRGA.mjs'
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@@ -70,7 +72,6 @@ import omlPSO from 'w-optimization/src/omlPSO.mjs'
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import omlACO from 'w-optimization/src/omlACO.mjs'
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import dataProvide from 'w-data-tdprovide'
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import runStrategy from 'w-trade-backtest/src/runStrategy.mjs'
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import readStrategies from './readStrategies.mjs'
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import genTid from './genTid.mjs'
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import genSid from './genSid.mjs'
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import p2r from './p2r.mjs'
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@@ -84,8 +85,9 @@ import genStrategyFileName from './genStrategyFileName.mjs'
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*
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* 設計變數為[止損比例, 止盈比例, ...各key之門檻],止損與止盈由opt.thsSl與opt.thsTp給予之百分比清單離散取值
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* 各key門檻取值範圍為[-thLim,thLim]切為thLim*20段,並各自平移+vdir與-vdir(vdir=thLim*5)為兩組,使解值恆大於0代表'>'條件、恆小於0代表'<'條件,還原時再扣除平移值,故單一設計變數即同時涵蓋大於與小於兩種條件
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* 以w-optimization之最佳化函數求解,由opt.methodOml指定演算法,各次計算皆以w-trade-backtest之runStrategy回測並經calcFitness
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* 各次計算結果若同時滿足交易次數、勝率與最終等效年化盈虧三門檻,則以genStrategyFileName產生檔名存入fdData
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* 以w-optimization之最佳化函數求解,由opt.methodOml指定演算法,各次計算皆以w-trade-backtest之runStrategy回測並經calcFitness計算適應值;亦可由opt.funRunStrategyCustom注入自訂評估核心加速求解(如以w-trade-backtest之buildStrategyFastSession預算first-touch表與因子對位序列),注入僅回傳精簡欄位之核心時可配合opt.useRunStrategyBeforeSave於存檔前重跑完整回測,使落地summary維持完整欄位口徑;存檔前重跑後檔內numTrade、levelNumTrade、tkid、fitness與檔名皆由重跑之summary重新衍生,確保檔名與檔案內容同源一致;重算檔名與原檔名不同(評估核心與重跑結果跨級距)時,對新檔名重做存在檢查、身分驗證與優劣比較,新檔名已有更佳者則放棄本次寫入
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* 各次計算結果若同時滿足交易次數、勝率與最終等效年化盈虧三門檻,則以genStrategyFileName產生檔名存入fdData;檔名為tkid(tid+交易次數級距)之純函數,故直接組出檔名查詢既有策略(O(1),不列舉全庫),同tkid已有策略時僅於最終等效年化盈虧更佳時原地覆寫,故同tkid恆僅一檔;覆寫前驗證舊檔內tkid、name與interval與本次一致,不一致代表雜湊碰撞,直接throw以避免無聲覆寫
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* 策略檔內容除策略本體(tid、sid、name、symbol、interval、keyOhlc、mode、conds、settings)與summary、fitness外,另落地tkid、numTrade、levelNumTrade、keys與solve區塊(timeStart、timeEnd、methodOml、thNumTrade、thRWin、thREquivalentCumuProfitOrLossFinalNormYear、thsTp、thsSl、timeSolved),使識別與求解條件欄位自足,不依賴檔名
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* opt除下列各欄位外,其餘欄位皆原樣傳遞至所選之最佳化函數,兩者欄位名稱無重疊,故可一併給予求解設定
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* 各演算法共通之設定為NContiguous(最佳解連續未更新次數上限,預設100)、NRepeat、NCore、ModeOutLimit、UseRepeat、UseImmigration、LocalSearchMethod與funGetBetter、funGenerationBefore、funGenerationAfter三接口;族群數與迴圈數之欄位名稱各演算法不同,RGA與DE為Np與Ng、PSO為Np與Nl、HS為Ns與Ni、ACO為Na與Nl;另各演算法有其專屬超參數,如PSO之psoC1Start、RGA之rgaCrossover、DE之deF、HS之hsHMCR與ACO之acoAlphaStart等
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* 預設之求解量甚大(單一key約需1萬7千次回測),僅需快速試算時可調小族群數與NContiguous
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*
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* Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-estimKeys.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
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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,未傳入時回傳當下時間(供solve.timeSolved記錄),可用src/ott.mjs
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* @param {String} name 輸入幣種名稱字串,例如'btc',用於組出K線序列key(`${name}_price_${interval}`)與縮寫tid
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* @param {String} symbol 輸入交易對名稱字串,例如'BTCUSDT',僅儲存至策略內供辨識
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* @param {String} interval 輸入K線週期字串,例如'4hr'
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* @param {Number} [opt.thNumTrade=1] 輸入策略須儲存之最少交易次數數值,預設1
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* @param {Number} [opt.thRWin=0.5] 輸入策略須儲存之最低勝率比例數值,預設0.5
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* @param {Number} [opt.thREquivalentCumuProfitOrLossFinalNormYear=0.15] 輸入策略須儲存之最低最終等效年化盈虧比例數值,預設0.15
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* @param {Function} [opt.funRunStrategyCustom=null] 輸入自訂回測評估async函數,傳入{ott,strategy,funGetSeries}物件,須回傳{summary}且summary至少含numTrade、rWin、uEquityFinal與rEquivalentCumuProfitOrLossFinalNormYear四欄,各欄語義須與runStrategy等值,回傳之準確性由注入端負責;未給時採runStrategy,預設null
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* @param {Boolean} [opt.useRunStrategyBeforeSave=false] 輸入存檔前是否重跑一次回測並以其summary重新衍生檔案內容與檔名布林值,注入僅回傳精簡欄位之評估核心時應設true以維持策略檔欄位口徑,求解搜索仍全程使用自訂函數不受影響,預設false
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* @param {Function} [opt.funRunStrategyCustomBeforeSave=null] 輸入存檔前重跑用之自訂回測async函數,介面同opt.funRunStrategyCustom,僅於opt.useRunStrategyBeforeSave為true時生效,未給時採runStrategy,預設null
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* @param {Boolean} [opt.useShowLog=false] 輸入是否顯示求解過程log布林值,預設false
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* @returns {Promise} 回傳Promise,resolve為求解結果物件,含bestSolution(最佳解,內有ps設計變數陣列與fitness適應值)、stopMode(觸發停止之機制字串)、stopIteration(停止時之迴圈數)與stopExecutions(停止時之核心分析次數)等欄位
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* @example
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@@ -176,8 +181,8 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
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}
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let methodOml = get(opt, 'methodOml', '')
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if (
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methodOml = 'PSO'
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if (methodOml !== 'RGA' && methodOml !== 'DE' && methodOml !== 'HS' && methodOml !== 'PSO' && methodOml !== 'ACO') {
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methodOml = 'PSO' //非五者之一時採PSO, 使solve.methodOml記錄實際採用之演算法
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}
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let thsTp = get(opt, 'thsTp', null)
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if (!isearr(thsTp)) {
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@@ -199,6 +204,12 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
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if (!isnum(thREquivalentCumuProfitOrLossFinalNormYear)) {
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thREquivalentCumuProfitOrLossFinalNormYear = 0.15
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}
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let funRunStrategyCustom = get(opt, 'funRunStrategyCustom', null)
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let useRunStrategyBeforeSave = get(opt, 'useRunStrategyBeforeSave', null)
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if (!isbol(useRunStrategyBeforeSave)) {
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useRunStrategyBeforeSave = false
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}
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let funRunStrategyCustomBeforeSave = get(opt, 'funRunStrategyCustomBeforeSave', null)
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let useShowLog = get(opt, 'useShowLog', null)
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//provideData
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}
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//checkSavable, 檢查指定檔名處是否可寫入策略: 無檔案或舊檔非合法json回傳true(直接寫入);
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// 舊檔身分(tkid/name/interval)與本次不一致代表雜湊碰撞, 直接throw以避免無聲覆寫;
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// 新等效年化盈虧較佳時回傳true(原地覆寫), 否則回傳false(保留既有較佳者)
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let checkSavable = (fpStrategy, fnStrategy, tkid, rEquivalentCumuProfitOrLossFinalNormYearNew) => {
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//check, 無同檔名策略, 新出現須儲存
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if (!fsIsFile(fpStrategy)) {
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return true
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}
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//dataOld
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let dOld = fsReadJson(fpStrategy) //回傳{success}或{error}, 讀取或解析失敗時為null
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let dataOld = get(dOld, 'success', null)
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//check, 舊檔非合法json, 直接覆寫
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if (dataOld === null) {
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return true
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}
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//覆寫前驗證舊檔身分與本次一致, 不一致代表雜湊碰撞, 直接throw以避免無聲覆寫
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let tkidOld = get(dataOld, 'tkid', '')
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let nameOld = get(dataOld, 'name', '')
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let intervalOld = get(dataOld, 'interval', '')
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if ((isestr(tkidOld) && tkidOld !== tkid) || (isestr(nameOld) && nameOld !== name) || (isestr(intervalOld) && intervalOld !== interval)) {
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throw new Error(`hash collision: fnStrategy[${fnStrategy}], tkidOld[${tkidOld}] vs tkid[${tkid}], nameOld[${nameOld}] vs name[${name}], intervalOld[${intervalOld}] vs interval[${interval}]`)
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}
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//rEquivalentCumuProfitOrLossFinalNormYearOld
|
|
343
|
+
let rEquivalentCumuProfitOrLossFinalNormYearOld = p2r(get(dataOld, 'summary.rEquivalentCumuProfitOrLossFinalNormYear', ''))
|
|
344
|
+
|
|
345
|
+
//check, 出現更好的等效盈虧比例, 原地覆寫
|
|
346
|
+
if (rEquivalentCumuProfitOrLossFinalNormYearNew > rEquivalentCumuProfitOrLossFinalNormYearOld) {
|
|
347
|
+
|
|
348
|
+
if (useShowLog) {
|
|
349
|
+
console.log(`覆寫較差策略...`, `${rEquivalentCumuProfitOrLossFinalNormYearNew} > ${rEquivalentCumuProfitOrLossFinalNormYearOld}`, fpStrategy)
|
|
350
|
+
}
|
|
351
|
+
|
|
352
|
+
return true
|
|
353
|
+
}
|
|
354
|
+
|
|
355
|
+
//新等效盈虧未較佳, 不寫入
|
|
356
|
+
return false
|
|
357
|
+
}
|
|
358
|
+
|
|
304
359
|
//ifun, fitnessMin
|
|
305
360
|
let ifun = 0
|
|
306
361
|
let fitnessMin = 1e20
|
|
@@ -389,41 +444,69 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
|
|
|
389
444
|
}
|
|
390
445
|
|
|
391
446
|
//runStrategy
|
|
392
|
-
let r =
|
|
447
|
+
let r = null
|
|
448
|
+
if (isfun(funRunStrategyCustom)) {
|
|
449
|
+
r = await funRunStrategyCustom({ ott, strategy, funGetSeries })
|
|
450
|
+
}
|
|
451
|
+
else {
|
|
452
|
+
r = await runStrategy(ott, strategy, funGetSeries)
|
|
453
|
+
}
|
|
393
454
|
// console.log(ifun, 'summary', r.summary)
|
|
394
455
|
|
|
395
|
-
//
|
|
396
|
-
let
|
|
456
|
+
//rEquivalentCumuProfitOrLossFinalNormYear
|
|
457
|
+
let rEquivalentCumuProfitOrLossFinalNormYear = p2r(r.summary.rEquivalentCumuProfitOrLossFinalNormYear)
|
|
397
458
|
|
|
398
459
|
//rWin
|
|
399
460
|
let rWin = p2r(r.summary.rWin)
|
|
400
461
|
|
|
401
|
-
//
|
|
402
|
-
|
|
462
|
+
//genRes
|
|
463
|
+
let genRes = (r) => {
|
|
403
464
|
|
|
404
|
-
|
|
405
|
-
|
|
465
|
+
//fitness
|
|
466
|
+
let fitness = calcFitness(strategy.settings, r.summary)
|
|
406
467
|
|
|
407
|
-
|
|
408
|
-
|
|
468
|
+
//numTrade
|
|
469
|
+
let numTrade = cint(r.summary.numTrade)
|
|
409
470
|
|
|
410
|
-
|
|
411
|
-
|
|
471
|
+
//levelNumTrade
|
|
472
|
+
let levelNumTrade = calcLevelNumTrade(numTrade)
|
|
412
473
|
|
|
413
|
-
|
|
414
|
-
|
|
474
|
+
//tkid
|
|
475
|
+
let tkid = `${tid}:${levelNumTrade}`
|
|
415
476
|
|
|
416
|
-
|
|
417
|
-
|
|
477
|
+
return {
|
|
478
|
+
|
|
479
|
+
...strategy,
|
|
418
480
|
|
|
419
|
-
|
|
481
|
+
tkid,
|
|
482
|
+
numTrade,
|
|
483
|
+
levelNumTrade,
|
|
484
|
+
keys,
|
|
420
485
|
|
|
421
|
-
|
|
486
|
+
summary: r.summary,
|
|
422
487
|
|
|
423
|
-
|
|
488
|
+
fitness,
|
|
424
489
|
|
|
490
|
+
solve: {
|
|
491
|
+
timeStart,
|
|
492
|
+
timeEnd,
|
|
493
|
+
methodOml,
|
|
494
|
+
thNumTrade,
|
|
495
|
+
thRWin,
|
|
496
|
+
thREquivalentCumuProfitOrLossFinalNormYear,
|
|
497
|
+
thsTp,
|
|
498
|
+
thsSl,
|
|
499
|
+
timeSolved: ott().format('YYYY-MM-DDTHH:mm:ss'),
|
|
500
|
+
},
|
|
501
|
+
|
|
502
|
+
}
|
|
425
503
|
}
|
|
504
|
+
|
|
505
|
+
//res, 除策略本體與summary、fitness外, 落地tkid、levelNumTrade、keys與solve使欄位自足, 識別與求解條件不依賴檔名
|
|
506
|
+
let res = genRes(r)
|
|
426
507
|
// console.log(ifun, res)
|
|
508
|
+
|
|
509
|
+
//resBrief
|
|
427
510
|
let resBrief = {
|
|
428
511
|
|
|
429
512
|
'方向': res.mode,
|
|
@@ -446,20 +529,20 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
|
|
|
446
529
|
// console.log(ifun, resBrief)
|
|
447
530
|
|
|
448
531
|
//update fitnessMin
|
|
449
|
-
if (fitnessMin > fitness) {
|
|
532
|
+
if (fitnessMin > res.fitness) {
|
|
450
533
|
|
|
451
534
|
if (useShowLog) {
|
|
452
535
|
console.log(ifun, '更新最佳解', resBrief)
|
|
453
536
|
}
|
|
454
537
|
|
|
455
538
|
//update
|
|
456
|
-
fitnessMin = fitness
|
|
539
|
+
fitnessMin = res.fitness
|
|
457
540
|
|
|
458
541
|
}
|
|
459
542
|
|
|
460
543
|
//儲存可用參數組
|
|
461
544
|
if (
|
|
462
|
-
numTrade >= thNumTrade &&
|
|
545
|
+
res.numTrade >= thNumTrade &&
|
|
463
546
|
rWin >= thRWin &&
|
|
464
547
|
// rCumuProfitOrLossFinal > 0 &&
|
|
465
548
|
// rTradeAllMax <= 0.8 &&
|
|
@@ -472,73 +555,58 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
|
|
|
472
555
|
console.log(ifun, '可用參數組', resBrief)
|
|
473
556
|
}
|
|
474
557
|
|
|
475
|
-
//
|
|
476
|
-
let
|
|
477
|
-
if (true) {
|
|
478
|
-
let ss = readStrategies(fdData, { readContent: false })
|
|
479
|
-
each(ss, (s) => {
|
|
480
|
-
kpTkid[s.tkid] = s
|
|
481
|
-
})
|
|
482
|
-
}
|
|
483
|
-
// console.log('kpTkid', kpTkid)
|
|
484
|
-
|
|
485
|
-
//levelNumTrade
|
|
486
|
-
let levelNumTrade = calcLevelNumTrade(numTrade)
|
|
487
|
-
|
|
488
|
-
//tkid
|
|
489
|
-
let tkid = `${tid}:${levelNumTrade}`
|
|
490
|
-
|
|
491
|
-
//b
|
|
492
|
-
let b = false
|
|
558
|
+
//fnStrategy, 檔名為tkid之純函數, 故可直接組出檔名查詢既有策略, 不需列舉全庫
|
|
559
|
+
let fnStrategy = genStrategyFileName(name, interval, mode, keys, strategy.settings, r.summary)
|
|
493
560
|
|
|
494
|
-
//
|
|
495
|
-
let
|
|
561
|
+
//fpStrategy
|
|
562
|
+
let fpStrategy = path.resolve(fdData, fnStrategy)
|
|
496
563
|
|
|
497
|
-
|
|
498
|
-
|
|
564
|
+
//b, 檢查是否已有同tkid策略, 無檔案或舊檔非合法json即寫入, 已有者僅於新等效年化盈虧更佳時覆寫
|
|
565
|
+
let b = checkSavable(fpStrategy, fnStrategy, res.tkid, rEquivalentCumuProfitOrLossFinalNormYear)
|
|
499
566
|
|
|
500
|
-
|
|
501
|
-
|
|
502
|
-
|
|
503
|
-
//check
|
|
504
|
-
if (rEquivalentCumuProfitOrLossFinalNormYearNew > rEquivalentCumuProfitOrLossFinalNormYearOld) {
|
|
567
|
+
//save
|
|
568
|
+
if (b) {
|
|
505
569
|
|
|
506
|
-
|
|
507
|
-
|
|
570
|
+
//useRunStrategyBeforeSave
|
|
571
|
+
if (useRunStrategyBeforeSave) {
|
|
508
572
|
|
|
509
|
-
|
|
510
|
-
|
|
511
|
-
|
|
573
|
+
if (isfun(funRunStrategyCustomBeforeSave)) {
|
|
574
|
+
r = await funRunStrategyCustomBeforeSave({ ott, strategy, funGetSeries })
|
|
575
|
+
}
|
|
576
|
+
else {
|
|
577
|
+
r = await runStrategy(ott, strategy, funGetSeries)
|
|
512
578
|
}
|
|
513
|
-
fsDeleteFile(kpTkid[tkid].path)
|
|
514
579
|
|
|
515
|
-
|
|
580
|
+
//res, 檔內全部衍生欄位由重跑之summary重新衍生, 確保檔案內容同源一致
|
|
581
|
+
res = genRes(r)
|
|
516
582
|
|
|
517
|
-
|
|
518
|
-
|
|
583
|
+
//fnStrategyRe, 以重跑之summary重算檔名, 使檔名級距與檔內同源
|
|
584
|
+
let fnStrategyRe = genStrategyFileName(name, interval, mode, keys, strategy.settings, r.summary)
|
|
519
585
|
|
|
520
|
-
|
|
521
|
-
|
|
586
|
+
//check, 檔名有變代表評估核心與重跑結果跨級距, 新檔名須重做存在檢查/身分驗證/優劣比較, 不可沿用原檔名之通過結果
|
|
587
|
+
if (fnStrategyRe !== fnStrategy) {
|
|
522
588
|
|
|
523
|
-
|
|
589
|
+
//fnStrategy, fpStrategy
|
|
590
|
+
fnStrategy = fnStrategyRe
|
|
591
|
+
fpStrategy = path.resolve(fdData, fnStrategy)
|
|
524
592
|
|
|
525
|
-
|
|
526
|
-
|
|
593
|
+
//b, 以重跑之等效年化盈虧對新檔名重檢
|
|
594
|
+
b = checkSavable(fpStrategy, fnStrategy, res.tkid, p2r(get(r, 'summary.rEquivalentCumuProfitOrLossFinalNormYear', '')))
|
|
527
595
|
|
|
528
|
-
|
|
529
|
-
let fnStrategy = genStrategyFileName(name, interval, mode, keys, strategy.settings, r.summary)
|
|
596
|
+
}
|
|
530
597
|
|
|
531
|
-
|
|
532
|
-
let fpStrategy = path.resolve(fdData, fnStrategy)
|
|
598
|
+
}
|
|
533
599
|
|
|
534
600
|
//fsWriteJson
|
|
535
|
-
|
|
601
|
+
if (b) {
|
|
602
|
+
fsWriteJson(fpStrategy, res, { useFormat: true })
|
|
603
|
+
}
|
|
536
604
|
|
|
537
605
|
}
|
|
538
606
|
|
|
539
607
|
}
|
|
540
608
|
|
|
541
|
-
return fitness
|
|
609
|
+
return res.fitness
|
|
542
610
|
}
|
|
543
611
|
|
|
544
612
|
//oml
|
|
@@ -593,7 +661,7 @@ export default estimKeys
|
|
|
593
661
|
<br class="clear">
|
|
594
662
|
|
|
595
663
|
<footer>
|
|
596
|
-
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on
|
|
664
|
+
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Wed Aug 12 2026 16:01:18 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
|
|
597
665
|
</footer>
|
|
598
666
|
|
|
599
667
|
<script>prettyPrint();</script>
|
package/docs/estimPicks.mjs.html
CHANGED
|
@@ -192,7 +192,7 @@ export default estimPicks
|
|
|
192
192
|
<br class="clear">
|
|
193
193
|
|
|
194
194
|
<footer>
|
|
195
|
-
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on
|
|
195
|
+
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Wed Aug 12 2026 16:01:18 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
|
|
196
196
|
</footer>
|
|
197
197
|
|
|
198
198
|
<script>prettyPrint();</script>
|
package/docs/genSid.mjs.html
CHANGED
|
@@ -112,7 +112,7 @@ export default genSid
|
|
|
112
112
|
<br class="clear">
|
|
113
113
|
|
|
114
114
|
<footer>
|
|
115
|
-
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on
|
|
115
|
+
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Wed Aug 12 2026 16:01:18 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
|
|
116
116
|
</footer>
|
|
117
117
|
|
|
118
118
|
<script>prettyPrint();</script>
|
|
@@ -45,8 +45,8 @@
|
|
|
45
45
|
|
|
46
46
|
<section>
|
|
47
47
|
<article>
|
|
48
|
-
<pre class="prettyprint source linenums"><code>import
|
|
49
|
-
import
|
|
48
|
+
<pre class="prettyprint source linenums"><code>import crypto from 'crypto'
|
|
49
|
+
import cint from 'wsemi/src/cint.mjs'
|
|
50
50
|
import genTid from './genTid.mjs'
|
|
51
51
|
import calcLevelNumTrade from './calcLevelNumTrade.mjs'
|
|
52
52
|
|
|
@@ -54,9 +54,12 @@ import calcLevelNumTrade from './calcLevelNumTrade.mjs'
|
|
|
54
54
|
/**
|
|
55
55
|
* 產生策略儲存檔名
|
|
56
56
|
*
|
|
57
|
-
* 檔名為`${
|
|
57
|
+
* 檔名為`${mode}_${levelNumTrade}_${hash}.json`,hash為md5(`${coin}:${interval}:${tid}:${levelNumTrade}`)取前16碼(64bits)
|
|
58
58
|
* tid由genTid以coin、interval、mode與keys產生,levelNumTrade由calcLevelNumTrade以summary.numTrade產生
|
|
59
|
-
*
|
|
59
|
+
* 檔名為(coin,interval,tid,levelNumTrade)之純函數且與求解結果(等效年化盈虧)無關,故同tkid恆對應同一檔名,
|
|
60
|
+
* 存檔端可直接組出檔名以fsIsFile查詢既有策略(O(1)),不需列舉全庫,且更新為原地覆寫,結構上不會出現同tkid多檔
|
|
61
|
+
* 因genTid會剔除`${coin}_`與`${interval}_`樣式,不同幣種或週期之同組keys會得到相同tid,故hash輸入需含coin與interval以避免跨幣種/跨週期碰撞
|
|
62
|
+
* 採定長雜湊係因NTFS單一檔名段上限為255字元(UTF-16計,LongPathsEnabled無法放寬),keys個數多時舊式`${tid} ⊙ ...`檔名會超限
|
|
60
63
|
* settings目前未參與檔名組成
|
|
61
64
|
*
|
|
62
65
|
* Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-genStrategyFileName.test.mjs Github}
|
|
@@ -66,7 +69,7 @@ import calcLevelNumTrade from './calcLevelNumTrade.mjs'
|
|
|
66
69
|
* @param {String} mode 輸入交易方向字串,可選'long'或'short'
|
|
67
70
|
* @param {Array} keys 輸入指標key字串陣列
|
|
68
71
|
* @param {Object} settings 輸入策略設定物件
|
|
69
|
-
* @param {Object} summary 輸入回測統計摘要物件,需含numTrade(交易次數)
|
|
72
|
+
* @param {Object} summary 輸入回測統計摘要物件,需含numTrade(交易次數)欄位
|
|
70
73
|
* @returns {String} 回傳策略儲存檔名字串
|
|
71
74
|
* @example
|
|
72
75
|
*
|
|
@@ -78,7 +81,8 @@ import calcLevelNumTrade from './calcLevelNumTrade.mjs'
|
|
|
78
81
|
*
|
|
79
82
|
* let fn = genStrategyFileName('btc', '4hr', 'long', keys, settings, summary)
|
|
80
83
|
* console.log(fn)
|
|
81
|
-
* // => '
|
|
84
|
+
* // => 'long_12_9fce6961e8f56493.json'
|
|
85
|
+
* //tid為'long ║ p_ma_1day', 級距為12, hash為md5('btc:4hr:long ║ p_ma_1day:12')前16碼
|
|
82
86
|
*
|
|
83
87
|
*/
|
|
84
88
|
let genStrategyFileName = (coin, interval, mode, keys, settings, summary) => {
|
|
@@ -93,11 +97,11 @@ let genStrategyFileName = (coin, interval, mode, keys, settings, summary) => {
|
|
|
93
97
|
//levelNumTrade
|
|
94
98
|
let levelNumTrade = calcLevelNumTrade(numTrade)
|
|
95
99
|
|
|
96
|
-
//
|
|
97
|
-
let
|
|
100
|
+
//hash, 含coin與interval避免跨幣種/跨週期之同名tid碰撞
|
|
101
|
+
let hash = crypto.createHash('md5').update(`${coin}:${interval}:${tid}:${levelNumTrade}`, 'utf8').digest('hex').slice(0, 16)
|
|
98
102
|
|
|
99
103
|
//fnStrategy
|
|
100
|
-
let fnStrategy = `${
|
|
104
|
+
let fnStrategy = `${mode}_${levelNumTrade}_${hash}.json`
|
|
101
105
|
|
|
102
106
|
return fnStrategy
|
|
103
107
|
}
|
|
@@ -118,7 +122,7 @@ export default genStrategyFileName
|
|
|
118
122
|
<br class="clear">
|
|
119
123
|
|
|
120
124
|
<footer>
|
|
121
|
-
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on
|
|
125
|
+
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Wed Aug 12 2026 16:01:18 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
|
|
122
126
|
</footer>
|
|
123
127
|
|
|
124
128
|
<script>prettyPrint();</script>
|
package/docs/genTid.mjs.html
CHANGED
|
@@ -100,7 +100,7 @@ export default genTid
|
|
|
100
100
|
<br class="clear">
|
|
101
101
|
|
|
102
102
|
<footer>
|
|
103
|
-
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on
|
|
103
|
+
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Wed Aug 12 2026 16:01:18 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
|
|
104
104
|
</footer>
|
|
105
105
|
|
|
106
106
|
<script>prettyPrint();</script>
|