crypto-backtest/lib/IdealBacktest.js

Backtesting on market data imported from crypto exchange

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.IdealBacktest = void 0;
const Advisor_1 = require("./Advisor");
const BacktestBase_1 = require("./BacktestBase");
class IdealBacktest extends BacktestBase_1.BacktestBase {
    constructor(options) {
        super(options);
        Object.assign(this, options);
    }
    execute() {
        const { candles, fee, initialBalance } = this;
        this.currencyBalance = initialBalance;
        this.advices = Advisor_1.Advisor.idealExecute(candles, fee);
        candles.forEach(this.candleHandler.bind(this));
        this.calculateRountrips();
    }
}
exports.IdealBacktest = IdealBacktest;
//# sourceMappingURL=IdealBacktest.js.map