@gabriel3615/ta_analysis/dist/analysis/backtest/Backtester.d.ts

stock ta analysis

import { Candle } from '../../types.js';
export type SignalDirection = 'long' | 'short' | 'flat';
export interface Signal {
    timestamp: Date;
    direction: SignalDirection;
    strength?: number;
    entry?: number;
    stop?: number;
    targets?: number[];
    reason?: string;
}
export interface Strategy {
    name: string;
    generateSignal: (history: Candle[], i: number) => Promise<Signal | null> | Signal | null;
}
export interface BacktestConfig {
    initialCapital: number;
    positionSizing: number;
    maxConcurrentPositions: number;
    commissionPerTrade: number;
    slippageBps: number;
    allowShort: boolean;
    exitParams?: {
        takeProfitPercent?: number;
        stopLossPercent?: number;
        trailingStopPercent?: number;
    };
}
export interface Trade {
    entryIdx: number;
    exitIdx: number;
    direction: 'long' | 'short';
    entryPrice: number;
    exitPrice: number;
    qty: number;
    pnl: number;
}
export interface BacktestResult {
    trades: Trade[];
    totalPnL: number;
    returns: number[];
    equity: number[];
    metrics: {
        winRate: number;
        avgWin: number;
        avgLoss: number;
        maxDrawdown: number;
        sharpe: number;
        tradeCount: number;
    };
}
export declare class Backtester {
    private config;
    constructor(config?: Partial<BacktestConfig>);
    run(candles: Candle[], strategy: Strategy): Promise<BacktestResult>;
}