ta-pattern-lib
Version:
Technical Analysis and Backtesting Framework for Node.js
28 lines (27 loc) • 1.02 kB
TypeScript
import { EventEmitter } from "events";
import { Candle } from "../types/types_ohlc";
import { FunctionRegistry } from "./feature_dsl_parser";
import { StrategySchema, StrategyTrade, StrategyReport } from "../types/types-strategy";
export declare class StrategyRunner extends EventEmitter {
private readonly candles;
private readonly strategy;
private readonly function_registry;
private readonly warmup_period;
private readonly lookback_period;
private start_time;
private trades;
private capital;
private state;
private candle_decisions;
constructor(candles: Candle[], strategy: StrategySchema, function_registry: FunctionRegistry);
/**
* Validates the strategy configuration to ensure it meets minimum requirements
* and has consistent settings.
* @throws Error if the strategy configuration is invalid
*/
private evaluateStrategy;
run(): Promise<StrategyTrade[]>;
private try_entry;
private try_exit;
get_report(): StrategyReport;
}