├── README.md ├── backtest_javascript_wasm.js └── package.json /README.md: -------------------------------------------------------------------------------- 1 | # backtest_javascript 2 | 3 | FMZ backtest engine javascript package 4 | support talib TA 5 | 6 | ## install 7 | ``` 8 | npm install git+https://github.com/fmzquant/backtest_javascript.git 9 | ``` 10 | 11 | ## simple example 12 | ```javascript 13 | var fmz = require("fmz") 14 | 15 | var task = fmz.VCtx({ 16 | start: '2019-09-06 00:00:00', 17 | end: '2019-10-05 00:00:00', 18 | period: '1h', 19 | exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}] 20 | }) 21 | 22 | console.log(exchange.GetTicker()) 23 | console.log(exchange.GetAccount()) 24 | 25 | console.log(task.Join()) 26 | ``` 27 | 28 | The config string can be generated automatically by saving the backtest configuration in the strategy edit page. 29 | 30 | 配置字符串可以通过策略编辑界面里的保存回测配置来自动生成 31 | 32 | ![meta](https://www.fmz.com/upload/asset/aa67494fc6306759753385bf7634ee4cd437f3f2.png) 33 | 34 | ## api 35 | https://www.fmz.com/api 36 | 37 | -------------------------------------------------------------------------------- /package.json: -------------------------------------------------------------------------------- 1 | { 2 | "name": "fmz", 3 | "version": "0.0.2", 4 | "description": "fmz backtest engine for javascript", 5 | "main": "backtest_javascript_wasm.js", 6 | "homepage": "https://github.com/fmzquant/backtest_javascript", 7 | "keywords": [ 8 | "backtest", 9 | "quant" 10 | ], 11 | "author": "support@fmz.com", 12 | "contributors": [], 13 | "license": "MIT", 14 | "dependencies": { 15 | "sync-request": "6.1.0" 16 | }, 17 | "repository": { 18 | "type": "git", 19 | "url": "git://github.com/fmzquant/backtest_javascript.git" 20 | } 21 | } 22 | --------------------------------------------------------------------------------