qpace/lib/node/index.js

📊 The Quant SDK for Python and Javascript. Written in Rust.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.VERSION = exports.Client = exports.zipOhlcvBars = exports.roundToMinTick = exports.roundContracts = exports.validateContracts = exports.orderSize = exports.orderSizeForEquityPct = exports.expectancy = exports.expectancyScore = exports.pnl = exports.profitFactor = exports.longNetProfitRatio = exports.winRate = exports.avgTrade = exports.avgWinningTrade = exports.avgLosingTrade = exports.avgWinLossRatio = exports.sharpeRatio = exports.sharpeRatioFromReturns = exports.sortinoRatio = exports.sortinoRatioFromReturns = exports.omegaRatio = exports.omegaRatioFromReturns = exports.netProfitPct = exports.grossProfitPct = exports.grossLossPct = exports.longNetProfitPct = exports.shortNetProfitPct = exports.accuracy = exports.precision = exports.recall = exports.f1 = exports.sum = exports.mean = exports.variance = exports.stdev = exports.returns = exports.TradeEvent = exports.TradeDirection = exports.Trade = exports.Timeframe = exports.Signal = exports.Backtest = exports.CtxSkip = exports.Ctx = exports.SymKind = exports.Sym = exports.OhlcvBar = exports.Ohlcv = void 0;
exports.ta = exports.CORE_VERSION = void 0;
const tslib_1 = require("tslib");
var pkg_napi_1 = require("../../core/pkg_napi");
Object.defineProperty(exports, "Ohlcv", { enumerable: true, get: function () { return pkg_napi_1.NodeOhlcv; } });
Object.defineProperty(exports, "OhlcvBar", { enumerable: true, get: function () { return pkg_napi_1.NodeOhlcvBar; } });
Object.defineProperty(exports, "Sym", { enumerable: true, get: function () { return pkg_napi_1.NodeSym; } });
Object.defineProperty(exports, "SymKind", { enumerable: true, get: function () { return pkg_napi_1.NodeSymKind; } });
Object.defineProperty(exports, "Ctx", { enumerable: true, get: function () { return pkg_napi_1.NodeCtx; } });
Object.defineProperty(exports, "CtxSkip", { enumerable: true, get: function () { return pkg_napi_1.NodeCtxSkip; } });
Object.defineProperty(exports, "Backtest", { enumerable: true, get: function () { return pkg_napi_1.NodeBacktest; } });
Object.defineProperty(exports, "Signal", { enumerable: true, get: function () { return pkg_napi_1.NodeSignal; } });
Object.defineProperty(exports, "Timeframe", { enumerable: true, get: function () { return pkg_napi_1.NodeTimeframe; } });
Object.defineProperty(exports, "Trade", { enumerable: true, get: function () { return pkg_napi_1.NodeTrade; } });
Object.defineProperty(exports, "TradeDirection", { enumerable: true, get: function () { return pkg_napi_1.NodeTradeDirection; } });
Object.defineProperty(exports, "TradeEvent", { enumerable: true, get: function () { return pkg_napi_1.NodeTradeEvent; } });
Object.defineProperty(exports, "returns", { enumerable: true, get: function () { return pkg_napi_1.returns; } });
Object.defineProperty(exports, "stdev", { enumerable: true, get: function () { return pkg_napi_1.stdev; } });
Object.defineProperty(exports, "variance", { enumerable: true, get: function () { return pkg_napi_1.variance; } });
Object.defineProperty(exports, "mean", { enumerable: true, get: function () { return pkg_napi_1.mean; } });
Object.defineProperty(exports, "sum", { enumerable: true, get: function () { return pkg_napi_1.sum; } });
Object.defineProperty(exports, "f1", { enumerable: true, get: function () { return pkg_napi_1.f1; } });
Object.defineProperty(exports, "recall", { enumerable: true, get: function () { return pkg_napi_1.recall; } });
Object.defineProperty(exports, "precision", { enumerable: true, get: function () { return pkg_napi_1.precision; } });
Object.defineProperty(exports, "accuracy", { enumerable: true, get: function () { return pkg_napi_1.accuracy; } });
Object.defineProperty(exports, "shortNetProfitPct", { enumerable: true, get: function () { return pkg_napi_1.shortNetProfitPct; } });
Object.defineProperty(exports, "longNetProfitPct", { enumerable: true, get: function () { return pkg_napi_1.longNetProfitPct; } });
Object.defineProperty(exports, "grossLossPct", { enumerable: true, get: function () { return pkg_napi_1.grossLossPct; } });
Object.defineProperty(exports, "grossProfitPct", { enumerable: true, get: function () { return pkg_napi_1.grossProfitPct; } });
Object.defineProperty(exports, "netProfitPct", { enumerable: true, get: function () { return pkg_napi_1.netProfitPct; } });
Object.defineProperty(exports, "omegaRatioFromReturns", { enumerable: true, get: function () { return pkg_napi_1.omegaRatioFromReturns; } });
Object.defineProperty(exports, "omegaRatio", { enumerable: true, get: function () { return pkg_napi_1.omegaRatio; } });
Object.defineProperty(exports, "sortinoRatioFromReturns", { enumerable: true, get: function () { return pkg_napi_1.sortinoRatioFromReturns; } });
Object.defineProperty(exports, "sortinoRatio", { enumerable: true, get: function () { return pkg_napi_1.sortinoRatio; } });
Object.defineProperty(exports, "sharpeRatioFromReturns", { enumerable: true, get: function () { return pkg_napi_1.sharpeRatioFromReturns; } });
Object.defineProperty(exports, "sharpeRatio", { enumerable: true, get: function () { return pkg_napi_1.sharpeRatio; } });
Object.defineProperty(exports, "avgWinLossRatio", { enumerable: true, get: function () { return pkg_napi_1.avgWinLossRatio; } });
Object.defineProperty(exports, "avgLosingTrade", { enumerable: true, get: function () { return pkg_napi_1.avgLosingTrade; } });
Object.defineProperty(exports, "avgWinningTrade", { enumerable: true, get: function () { return pkg_napi_1.avgWinningTrade; } });
Object.defineProperty(exports, "avgTrade", { enumerable: true, get: function () { return pkg_napi_1.avgTrade; } });
Object.defineProperty(exports, "winRate", { enumerable: true, get: function () { return pkg_napi_1.winRate; } });
Object.defineProperty(exports, "longNetProfitRatio", { enumerable: true, get: function () { return pkg_napi_1.longNetProfitRatio; } });
Object.defineProperty(exports, "profitFactor", { enumerable: true, get: function () { return pkg_napi_1.profitFactor; } });
Object.defineProperty(exports, "pnl", { enumerable: true, get: function () { return pkg_napi_1.pnl; } });
Object.defineProperty(exports, "expectancyScore", { enumerable: true, get: function () { return pkg_napi_1.expectancyScore; } });
Object.defineProperty(exports, "expectancy", { enumerable: true, get: function () { return pkg_napi_1.expectancy; } });
Object.defineProperty(exports, "orderSizeForEquityPct", { enumerable: true, get: function () { return pkg_napi_1.orderSizeForEquityPct; } });
Object.defineProperty(exports, "orderSize", { enumerable: true, get: function () { return pkg_napi_1.orderSize; } });
Object.defineProperty(exports, "validateContracts", { enumerable: true, get: function () { return pkg_napi_1.validateContracts; } });
Object.defineProperty(exports, "roundContracts", { enumerable: true, get: function () { return pkg_napi_1.roundContracts; } });
Object.defineProperty(exports, "roundToMinTick", { enumerable: true, get: function () { return pkg_napi_1.roundToMinTick; } });
Object.defineProperty(exports, "zipOhlcvBars", { enumerable: true, get: function () { return pkg_napi_1.zipOhlcvBars; } });
var client_1 = require("./client");
Object.defineProperty(exports, "Client", { enumerable: true, get: function () { return client_1.Client; } });
const package_json_1 = require("../../package.json");
exports.VERSION = package_json_1.version;
exports.CORE_VERSION = package_json_1.coreVersion;
exports.ta = tslib_1.__importStar(require("../../content/node/node/ta"));
//# sourceMappingURL=index.js.map