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@backtest/framework

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Backtesting trading strategies in TypeScript / JavaScript

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import { Candle, LooseObject, StrategyResult, StrategyResultMulti } from '../helpers/interfaces'; export declare function dateToString(date: Date | number | string): string; export declare function roundTo(number?: number | undefined, decimal?: number): number; export declare function round(numberToConvert: number): number; export declare function parseCandles(symbol: string, interval: string, candles: Candle[]): Promise<Candle[]>; export declare function removeUnusedCandles(candles: number[][], requiredTime: number): Promise<number[][] | undefined>; export declare function getDiffInDays(startDate: number, endDate: number): string; export declare function parseRunResultsStats(results: StrategyResult | StrategyResultMulti): Promise<LooseObject>; export declare function generatePermutations(params: LooseObject): any[]; export declare function calculateSharpeRatio(entries: LooseObject, riskFreeRateAnnual?: number): number;