crypto-backtest/lib/Backtest.js

Backtesting on market data imported from crypto exchange

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.Backtest = void 0;
const Advisor_1 = require("./Advisor");
const BacktestBase_1 = require("./BacktestBase");
class Backtest extends BacktestBase_1.BacktestBase {
    constructor(options) {
        super(options);
        Object.assign(this, options);
    }
    async execute() {
        const { candles, strategy, initialBalance } = this;
        this.currencyBalance = initialBalance;
        this.advices = await Advisor_1.Advisor.execute(candles, strategy);
        candles.forEach(this.candleHandler.bind(this));
        this.calculateRountrips();
    }
}
exports.Backtest = Backtest;
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