crypto-backtest/lib/BacktestBase.d.ts

Backtesting on market data imported from crypto exchange

import { IAdvice } from "./IAdvice";
import { ICandle } from "./ICandle";
import { IRoundtrip } from "./IRoundtrip";
import { ITrade } from "./ITrade";
export declare abstract class BacktestBase {
    candles: ICandle[];
    initialBalance: number;
    stoplossLevel: number;
    fee: number;
    trades: ITrade[];
    roundtrips: IRoundtrip[];
    maxLosingSeriesLength: number;
    maxDrawDown: number;
    protected currencyBalance: number;
    protected advices: IAdvice[];
    private assetBalance;
    private stoplossPrice;
    constructor(options?: {
        candles?: ICandle[];
        initialBalance?: number;
        stoplossLevel?: number;
        fee?: number;
    });
    protected calculateRountrips(): void;
    protected candleHandler(candle: ICandle, index: number, candles: ICandle[]): void;
    private buy;
    private sell;
}