@backtest/framework/esm/src/helpers/interfaces.d.ts

Backtesting trading strategies in TypeScript / JavaScript

export interface RunStrategy {
    strategyName: string;
    historicalData: string[];
    supportHistoricalData?: string[];
    startingAmount: number;
    startTime: number;
    endTime: number;
    params: LooseObject;
    percentFee?: number;
    percentSlippage?: number;
    rootPath?: string;
    alwaysFreshLoad?: boolean;
}
export interface BuySell {
    price?: number;
    position?: string;
    amount?: number | string;
    baseAmount?: number;
    stopLoss?: number;
    takeProfit?: number;
    percentFee?: number;
    percentSlippage?: number;
    note?: string;
}
export interface BuySellReal {
    currentClose: number;
    price?: number;
    position?: string;
    amount?: number | string;
    baseAmount?: number;
    percentFee?: number;
    percentSlippage?: number;
    date: number;
    note?: string;
}
export interface GetCandles {
    symbol: string;
    interval: string;
    startTime?: number;
    endTime?: number;
    limit?: number;
}
export interface Candle {
    symbol: string;
    interval: string;
    openTime: number;
    open: number;
    high: number;
    low: number;
    close: number;
    volume: number;
    closeTime: number;
    assetVolume: number;
    numberOfTrades: number;
}
export interface MetaCandle {
    name: string;
    symbol: string;
    interval: string;
    base: string;
    quote: string;
    startTime: number;
    endTime: number;
    importedFromCSV: boolean;
    creationTime: number;
    lastUpdatedTime: number;
}
export interface BTH {
    tradingInterval: string;
    tradingCandle: boolean;
    currentCandle: Candle;
    params: LooseObject;
    orderBook: OrderBook;
    allOrders: Order[];
    buy: Function;
    sell: Function;
    getCandles: Function;
}
export interface OrderBook {
    bought: boolean;
    boughtLong: boolean;
    boughtShort: boolean;
    baseAmount: number;
    quoteAmount: number;
    borrowedBaseAmount: number;
    limitAmount: number;
    preBoughtQuoteAmount: number;
    stopLoss: number | string;
    takeProfit: number | string;
}
export interface ImportCSV {
    interval: string;
    base: string;
    quote: string;
    path: string;
}
export interface StrategyResult {
    name: string;
    historicalDataName: string;
    strategyName: string;
    params: LooseObject;
    startTime: number;
    endTime: number;
    startingAmount: number;
    txFee: number;
    slippage: number;
    runMetaData: RunMetaData;
    allOrders: Order[];
    allWorths: Worth[];
}
export interface GetStrategyResult extends StrategyResult {
    candleMetaData: MetaCandle;
    candles: Candle[];
}
export interface StrategyResultMulti {
    name: string;
    symbols: string[];
    permutationCount: number;
    strategyName: string;
    params: LooseObject;
    startTime: number;
    endTime: number;
    startingAmount: number;
    txFee: number;
    slippage: number;
    multiResults: LooseObject[];
    isMultiValue: boolean;
    isMultiSymbol: boolean;
}
export interface Order {
    type: string;
    position: string;
    price: number;
    amount: number;
    worth: number;
    quoteAmount: number;
    baseAmount: number;
    borrowedBaseAmount: number;
    profitAmount: number;
    profitPercent: number;
    time: number;
    note?: string;
}
export interface Worth {
    close: number;
    high: number;
    low: number;
    open: number;
    time: number;
}
export interface RunMetaData {
    highestAmount: number;
    highestAmountDate: number;
    lowestAmount: number;
    lowestAmountDate: number;
    maxDrawdownAmount: number;
    maxDrawdownAmountDates: string;
    maxDrawdownPercent: number;
    maxDrawdownPercentDates: string;
    startingAssetAmount: number;
    startingAssetAmountDate: number;
    endingAssetAmount: number;
    endingAssetAmountDate: number;
    highestAssetAmount: number;
    highestAssetAmountDate: number;
    lowestAssetAmount: number;
    lowestAssetAmountDate: number;
    numberOfCandles: number;
    numberOfCandlesInvested: number;
    sharpeRatio: number;
    id?: number;
    strategyResultId?: number;
}
export interface StrategyMeta {
    name: string;
    params: string[];
    dynamicParams: boolean;
    creationTime: number;
    lastRunTime: number;
}
export interface LooseObject {
    [key: string]: any;
}
export interface ScanAction {
    strategyName: string;
    action: string;
    error?: boolean;
    message?: string;
}
export interface AssetAmounts {
    startingAssetAmount: number;
    endingAssetAmount: number;
    highestAssetAmount: number;
    highestAssetAmountDate: number;
    lowestAssetAmount: number;
    lowestAssetAmountDate: number;
    numberOfCandles: number;
}
export interface RunStrategyResultMulti {
    [key: string]: any;
    symbol: string;
    interval: string;
    endAmount: number;
    maxDrawdownAmount: number;
    maxDrawdownPercent: number;
    numberOfCandlesInvested: number;
    sharpeRatio: number;
    assetAmounts: AssetAmounts;
}
export interface RunStrategyResult {
    runMetaData: RunMetaData;
    allOrders: Order[];
    allWorths: Worth[];
    allCandles: Candle[];
}