@backtest/framework
Version:
Backtesting trading strategies in TypeScript / JavaScript
11 lines (10 loc) • 934 B
TypeScript
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;