This commit is contained in:
Boki 2025-06-11 10:35:15 -04:00
parent d85cd58acd
commit 597c6efc9b
91 changed files with 2224 additions and 1400 deletions

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@ -1,34 +1,34 @@
{
"name": "@stock-bot/vector-engine",
"version": "1.0.0",
"description": "Vectorized computation engine for high-performance backtesting",
"main": "dist/index.js",
"types": "dist/index.d.ts",
"type": "module",
"scripts": {
"build": "tsc",
"test": "bun test",
"clean": "rimraf dist"
},
"dependencies": {
"@stock-bot/logger": "*",
"@stock-bot/utils": "*",
"@stock-bot/data-frame": "*"
},
"devDependencies": {
"@types/node": "^20.11.0",
"typescript": "^5.3.0",
"bun-types": "^1.2.15"
},
"exports": {
".": {
"import": "./dist/index.js",
"require": "./dist/index.js",
"types": "./dist/index.d.ts"
}
},
"files": [
"dist",
"README.md"
]
}
{
"name": "@stock-bot/vector-engine",
"version": "1.0.0",
"description": "Vectorized computation engine for high-performance backtesting",
"main": "dist/index.js",
"types": "dist/index.d.ts",
"type": "module",
"scripts": {
"build": "tsc",
"test": "bun test",
"clean": "rimraf dist"
},
"dependencies": {
"@stock-bot/logger": "*",
"@stock-bot/utils": "*",
"@stock-bot/data-frame": "*"
},
"devDependencies": {
"@types/node": "^20.11.0",
"typescript": "^5.3.0",
"bun-types": "^1.2.15"
},
"exports": {
".": {
"import": "./dist/index.js",
"require": "./dist/index.js",
"types": "./dist/index.d.ts"
}
},
"files": [
"dist",
"README.md"
]
}

View file

@ -326,7 +326,7 @@ export class VectorEngine {
let peak = equity[0];
for (const eq of equity) {
if (eq > peak) peak = eq;
if (eq > peak) {peak = eq;}
drawdown.push((peak - eq) / peak);
}

View file

@ -1,14 +1,14 @@
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"references": [
{ "path": "../types" },
{ "path": "../logger" },
{ "path": "../utils" },
{ "path": "../data-frame" }
]
}
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"references": [
{ "path": "../types" },
{ "path": "../logger" },
{ "path": "../utils" },
{ "path": "../data-frame" }
]
}