@backtest/framework
Version:
Backtesting trading strategies in TypeScript / JavaScript
132 lines • 6.87 kB
JavaScript
"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
Object.defineProperty(exports, "__esModule", { value: true });
const main_1 = require("../main");
function main() {
return __awaiter(this, void 0, void 0, function* () {
(0, main_1.printInfo)();
const startDate = new Date('2024-01-01').getTime();
const endDate = new Date('2024-10-15').getTime();
const startTime = new Date('2024-03-01').getTime();
const endTime = new Date('2024-10-14').getTime();
const found = yield (0, main_1.findHistoricalData)('BTCEUR-8h');
console.log('found:', found);
if (found) {
const deleted = yield (0, main_1.deleteHistoricalData)('BTCEUR-8h');
console.log('deleted:', deleted);
}
const downloaded2 = yield (0, main_1.downloadHistoricalData)('BTCEUR', {
interval: '1d',
startDate: startDate,
endDate: endDate
});
console.log('downloaded2:', downloaded2);
const downloaded1 = yield (0, main_1.downloadHistoricalData)('BTCEUR', {
interval: '1h',
startDate: startDate,
endDate: endDate
});
console.log('downloaded1:', downloaded1);
const downloaded = yield (0, main_1.downloadHistoricalData)('BTCEUR', {
interval: '8h',
startDate: startDate,
endDate: endDate
});
console.log('downloaded:', downloaded);
const exported = yield (0, main_1.exportFileCSV)('BTCEUR-8h');
console.log('exported:', exported);
const allNames = yield (0, main_1.findHistoricalDataNames)();
console.log('allNames:', allNames);
const allSets = yield (0, main_1.findHistoricalDataSets)();
console.log('allSets:', allSets.map(({ name }) => name).join(','));
const dataSet = yield (0, main_1.findHistoricalData)('BTCEUR-8h');
console.log('dataSet:', dataSet);
const dataSet1 = yield (0, main_1.findHistoricalData)('BTCEUR-1h');
console.log('dataSet1:', dataSet1);
const deleted = yield (0, main_1.deleteHistoricalData)('BTCEUR-8h');
console.log('deleted:', deleted);
const imported = yield (0, main_1.importFileCSV)('BTC', 'EUR', '8h', './csv/BTCEUR-8h.csv');
console.log('imported:', imported);
const dataSet2 = yield (0, main_1.findHistoricalData)('BTCEUR-8h');
console.log('dataSet2:', dataSet2);
const scan = yield (0, main_1.scanStrategies)();
console.log('scan:', scan);
const strategies = yield (0, main_1.findStrategies)();
console.log('strategies:', strategies);
const strategiesNames = yield (0, main_1.findStrategyNames)();
console.log('strategiesNames:', strategiesNames);
const runStrategyResult = yield (0, main_1.runStrategy)({
strategyName: 'demo',
historicalData: ['BTCEUR-1d'],
params: {
lowSMA: 10,
highSMA: 50
},
startingAmount: 1000,
startTime: startTime,
endTime: endTime
});
console.log('runStrategyResult:', runStrategyResult.name);
const parsed = yield (0, main_1.parseRunResultsStats)(runStrategyResult);
console.log('parsed:', parsed === null || parsed === void 0 ? void 0 : parsed.totals[0], parsed === null || parsed === void 0 ? void 0 : parsed.totals[1]);
const saved = yield (0, main_1.saveResult)('demo-results', runStrategyResult, true);
console.log('saved:', saved);
const resultsNames = yield (0, main_1.findResultNames)();
console.log('resultsNames:', resultsNames);
const allResults = yield (0, main_1.findResults)();
console.log('allResults:', allResults.length);
const deletedResults = yield (0, main_1.deleteResult)('demo-results');
console.log('deletedResults:', deletedResults);
const runMultiStrategyResult = yield (0, main_1.runStrategy)({
strategyName: 'demo',
historicalData: ['BTCEUR-8h', 'BTCEUR-1h'],
params: {},
startingAmount: 1000,
startTime: startTime,
endTime: endTime,
percentFee: 0,
percentSlippage: 0
});
console.log('runMultiStrategyResult:', runMultiStrategyResult.name);
const parsedMulti = yield (0, main_1.parseRunResultsStats)(runMultiStrategyResult);
console.log('parsedMulti:', parsedMulti === null || parsedMulti === void 0 ? void 0 : parsedMulti.totals[0], parsedMulti === null || parsedMulti === void 0 ? void 0 : parsedMulti.totals[1]);
const savedMulti = yield (0, main_1.saveMultiResult)('demo-multi-results', runMultiStrategyResult);
console.log('savedMulti:', savedMulti);
const multiResultsNames = yield (0, main_1.findMultiResultNames)();
console.log('multiResultsNames:', multiResultsNames);
const allMultiResults = yield (0, main_1.findMultiResults)();
console.log('allMultiResults:', allMultiResults.length);
const deletedMultiResult = yield (0, main_1.deleteMultiResult)('demo-multi-results');
console.log('deletedMultiResult:', deletedMultiResult);
const multiResultsNames2 = yield (0, main_1.findMultiResultNames)();
console.log('multiResultsNames2:', multiResultsNames2);
const runAdvancedStrategyResult = yield (0, main_1.runStrategy)({
strategyName: 'demo',
historicalData: ['BTCEUR-1d', 'BTCEUR-8h'],
supportHistoricalData: ['BTCEUR-1h', 'BTCEUR-8h'],
startingAmount: 1000,
startTime: startTime,
endTime: endTime,
params: {
lowSMA: 10,
highSMA: 50
},
percentFee: 0,
percentSlippage: 0,
rootPath: undefined
});
console.log('runStrategyResult:', runStrategyResult.name);
const parsedAdvanced = yield (0, main_1.parseRunResultsStats)(runAdvancedStrategyResult);
console.log('parsedAdvanced:', parsedAdvanced.totals[0], parsedAdvanced.totals[1]);
});
}
main();
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