@backtest/framework/esm/src/demo.js

Backtesting trading strategies in TypeScript / JavaScript

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
const main_1 = require("../main");
async function main() {
    (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 = await (0, main_1.findHistoricalData)('BTCEUR-8h');
    console.log('found:', found);
    if (found) {
        const deleted = await (0, main_1.deleteHistoricalData)('BTCEUR-8h');
        console.log('deleted:', deleted);
    }
    const downloaded2 = await (0, main_1.downloadHistoricalData)('BTCEUR', {
        interval: '1d',
        startDate: startDate,
        endDate: endDate
    });
    console.log('downloaded2:', downloaded2);
    const downloaded1 = await (0, main_1.downloadHistoricalData)('BTCEUR', {
        interval: '1h',
        startDate: startDate,
        endDate: endDate
    });
    console.log('downloaded1:', downloaded1);
    const downloaded = await (0, main_1.downloadHistoricalData)('BTCEUR', {
        interval: '8h',
        startDate: startDate,
        endDate: endDate
    });
    console.log('downloaded:', downloaded);
    const exported = await (0, main_1.exportFileCSV)('BTCEUR-8h');
    console.log('exported:', exported);
    const allNames = await (0, main_1.findHistoricalDataNames)();
    console.log('allNames:', allNames);
    const allSets = await (0, main_1.findHistoricalDataSets)();
    console.log('allSets:', allSets.map(({ name }) => name).join(','));
    const dataSet = await (0, main_1.findHistoricalData)('BTCEUR-8h');
    console.log('dataSet:', dataSet);
    const dataSet1 = await (0, main_1.findHistoricalData)('BTCEUR-1h');
    console.log('dataSet1:', dataSet1);
    const deleted = await (0, main_1.deleteHistoricalData)('BTCEUR-8h');
    console.log('deleted:', deleted);
    const imported = await (0, main_1.importFileCSV)('BTC', 'EUR', '8h', './csv/BTCEUR-8h.csv');
    console.log('imported:', imported);
    const dataSet2 = await (0, main_1.findHistoricalData)('BTCEUR-8h');
    console.log('dataSet2:', dataSet2);
    const scan = await (0, main_1.scanStrategies)();
    console.log('scan:', scan);
    const strategies = await (0, main_1.findStrategies)();
    console.log('strategies:', strategies);
    const strategiesNames = await (0, main_1.findStrategyNames)();
    console.log('strategiesNames:', strategiesNames);
    const runStrategyResult = await (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 = await (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 = await (0, main_1.saveResult)('demo-results', runStrategyResult, true);
    console.log('saved:', saved);
    const resultsNames = await (0, main_1.findResultNames)();
    console.log('resultsNames:', resultsNames);
    const allResults = await (0, main_1.findResults)();
    console.log('allResults:', allResults.length);
    const deletedResults = await (0, main_1.deleteResult)('demo-results');
    console.log('deletedResults:', deletedResults);
    const runMultiStrategyResult = await (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 = await (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 = await (0, main_1.saveMultiResult)('demo-multi-results', runMultiStrategyResult);
    console.log('savedMulti:', savedMulti);
    const multiResultsNames = await (0, main_1.findMultiResultNames)();
    console.log('multiResultsNames:', multiResultsNames);
    const allMultiResults = await (0, main_1.findMultiResults)();
    console.log('allMultiResults:', allMultiResults.length);
    const deletedMultiResult = await (0, main_1.deleteMultiResult)('demo-multi-results');
    console.log('deletedMultiResult:', deletedMultiResult);
    const multiResultsNames2 = await (0, main_1.findMultiResultNames)();
    console.log('multiResultsNames2:', multiResultsNames2);
    const runAdvancedStrategyResult = await (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 = await (0, main_1.parseRunResultsStats)(runAdvancedStrategyResult);
    console.log('parsedAdvanced:', parsedAdvanced.totals[0], parsedAdvanced.totals[1]);
}
main();
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