@gabriel3615/ta_analysis/dist/strategy/RollingUpTrendStrategy.d.ts

stock ta analysis

interface ExpectedReturnParams {
    symbol: string;
    initialShares: number;
    feePerTrade: number;
    downPercent: number;
    upPercent: number;
    tradingRatio: number;
    stopLossPercent: number;
}
/**
 * 模拟特定波动率下的股价路径
 * @returns 每日股价数组
 * @param symbol
 */
declare function getPrices(symbol: string): Promise<number[]>;
/**
 * 计算在特定价格路径下滚仓策略的收益
 * @param pricePath 价格路径数组
 * @param params 策略参数
 * @returns 策略收益结果
 */
declare function calculateStrategyReturns(pricePath: number[], params: ExpectedReturnParams): {
    initialInvestment: number;
    finalShares: number;
    finalAvgCost: number;
    finalMarketValue: number;
    cashBalance: number;
    totalFees: number;
    totalTrades: number;
    totalReturn: number;
    returnRate: number;
    breakevenGrowthNeeded: number;
    trades: any[];
    stopLossCount: number;
};
/**
 * 分析滚仓策略在多种市场情景下的预期收益
 * @param params 策略和模拟参数
 * @returns 综合分析结果
 */
declare function analyzeExpectedReturns(params: ExpectedReturnParams): Promise<{
    simulationParams: {
        initialPrice: number;
        currentPrice: number;
        stopLossPercent: number;
    };
    averageResults: {
        averageTotalReturn: number;
        averageReturnRate: number;
        averageTrades: any[];
        averageFinalCost: number;
        stopLossCount: number;
    };
    allResults: {
        initialInvestment: number;
        finalShares: number;
        finalAvgCost: number;
        finalMarketValue: number;
        cashBalance: number;
        totalFees: number;
        totalTrades: number;
        totalReturn: number;
        returnRate: number;
        breakevenGrowthNeeded: number;
        trades: any[];
        stopLossCount: number;
    };
}>;
/**
 * 运行滚仓策略的期待收益分析
 * @param params 分析参数
 * @returns 格式化的分析结果
 */
declare function runExpectedReturnsAnalysis(params: ExpectedReturnParams): Promise<string>;
export { ExpectedReturnParams, getPrices, calculateStrategyReturns, analyzeExpectedReturns, runExpectedReturnsAnalysis, };