remove dependency on danfojs

package.json

@@ -32,7 +32,6 @@
   },
   "homepage": "https://github.com/fugle-dev/fugle-backtest-node#readme",
   "dependencies": {
-    "danfojs-node": "^1.1.2",
     "html-minifier": "^4.0.0",
     "lodash": "^4.17.21",
     "luxon": "^3.2.1",

src/backtest.ts

@@ -1,4 +1,3 @@
-import { DataFrame, Series, toJSON } from 'danfojs-node';
 import { intersection, maxBy } from 'lodash';
 import { Strategy as BaseStrategy } from './strategy';
 import { Broker } from './broker';
@@ -7,6 +6,9 @@ import { Stats } from './stats';
 import { HistoricalData, BacktestOptions, Context } from './interfaces';
 import { StatsIndex } from './enums';
 
+import DataFrame from './ndframe/dataframe';
+import Series from './ndframe/series';
+
 export class Backtest {
   private _data: DataFrame;
   private _stats?: Stats;
@@ -65,8 +67,7 @@ export class Backtest {
     });
     const strategy = new this.Strategy(data, broker);
 
-    // @ts-ignore
-    if (options?.params) strategy.params = options.params;
+    if (options?.params) (strategy as any).params = options.params;
 
     strategy.init();
 
@@ -161,7 +162,7 @@ export class Backtest {
 
       const data = {
         date: rows.index[0],
-        ...(toJSON(rows) as Record<string, number>[])[0],
+        ...(rows.toJSON() as Record<string, number>[])[0],
       };
 
       const indicators = new Map(

src/broker.ts

@@ -1,11 +1,12 @@
 import * as assert from 'assert';
-import { DataFrame } from 'danfojs-node';
 import { last, first, sumBy, remove } from 'lodash';
 import { Order } from './order';
 import { Trade } from './trade';
 import { Position } from './position';
 import { BrokerOptions, OrderOptions } from './interfaces';
 
+import DataFrame from './ndframe/dataframe';
+
 export class Broker {
   private _i: number;
   private _cash: number;
@@ -135,6 +136,7 @@ export class Broker {
         const isStopHit = order.isLong ? (high > stopPrice) : (low < stopPrice);
         /* istanbul ignore if */
         if (!isStopHit) continue;
+        // eslint-disable-next-line @typescript-eslint/ban-ts-comment
         // @ts-ignore
         delete order._stopPrice;
       }

src/interfaces/context.interface.ts

@@ -1,4 +1,4 @@
-import { DataFrame } from 'danfojs-node';
+import DataFrame from '../ndframe/dataframe';
 
 export interface Context {
   index: number;