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

stock ta analysis

import type { Candle } from '../../types.js';
import { Backtester, type BacktestResult, type Strategy } from './Backtester.js';
export type ParamGrid = Record<string, number[] | string[] | boolean[]>;
export interface GridSearchConfig {
    initialCapital?: number;
    positionSizing?: number;
    maxConcurrentPositions?: number;
    commissionPerTrade?: number;
    slippageBps?: number;
    allowShort?: boolean;
}
export interface GridSearchResultItem {
    params: Record<string, any>;
    result: BacktestResult;
}
export interface GridSearchSummaryMetrics {
    bestByTotalPnL: GridSearchResultItem | null;
    bestBySharpe: GridSearchResultItem | null;
    bestByMaxDrawdown: GridSearchResultItem | null;
}
export interface GridSearchOutput {
    runs: GridSearchResultItem[];
    summary: GridSearchSummaryMetrics;
}
export type StrategyFactory = (params: Record<string, any>) => Strategy;
export declare function runGridSearch(candles: Candle[], grid: ParamGrid, strategyFactory: StrategyFactory, backtesterInstance?: Backtester): Promise<GridSearchOutput>;
export declare function formatMetricsPanel(run: GridSearchResultItem): string;