Add openBrowser and outputFile to backtest options for passthrough

src/backtest.ts

@@ -63,6 +63,8 @@ export class Backtest {
       tradeOnClose: false,
       hedging: false,
       exclusiveOrders: false,
+      outputFile: '',
+      openBrowser: true,
       ...this.options,
     });
     const strategy = new this.Strategy(data, broker);
@@ -85,7 +87,7 @@ export class Backtest {
       strategy,
       new Series(broker.equities),
       broker.closedTrades as Trade[],
-      { riskFreeRate: 0 },
+      { riskFreeRate: 0, filename: this.options?.outputFile, openBrowser: this.options?.openBrowser },
     ).compute();
 
     this._stats = stats;

src/interfaces/backtest-options.interface.ts

@@ -5,4 +5,6 @@ export interface BacktestOptions {
   tradeOnClose?: boolean;
   hedging?: boolean;
   exclusiveOrders?: boolean;
+  outputFile?: string;
+  openBrowser?: boolean;
 }

src/interfaces/broker-options.interface.ts

@@ -1,3 +1,3 @@
 import { BacktestOptions } from './backtest-options.interface';
 
-export interface BrokerOptions extends Required<BacktestOptions> {}
+export interface BrokerOptions extends Required<Omit<BacktestOptions, 'outputFile' | 'openBrowser'>> {}

src/interfaces/stats-options.interface.ts

@@ -2,4 +2,6 @@ export interface StatsOptions {
   riskFreeRate?: number;
   precision?: number;
   digits?: number;
+  filename?: string;
+  openBrowser?: boolean;
 }

src/plotting.ts

@@ -13,7 +13,7 @@ export class Plotting {
 
   constructor(private readonly stats: Stats, private readonly options?: PlottingOptions) {
     this.openBrowser = options?.openBrowser ?? true;
-    this.filename = options?.filename ?? 'output.html';
+    this.filename = options?.filename?.toLowerCase() ?? 'output.html';
   }
 
   public plot() {
@@ -26,7 +26,7 @@ export class Plotting {
       removeOptionalTags: true,
       minifyJS: true
     });
-    const outputFile = `./${this.filename}`;
+    const outputFile = this.filename.endsWith('.html') ? `./${this.filename}` : `./${this.filename}.html`;
     fs.writeFileSync(outputFile, html);
 
     if (this.openBrowser) open(outputFile);

src/stats.ts

@@ -176,7 +176,7 @@ export class Stats {
     if (!this.results) {
       throw new Error('No stats results');
     }
-    new Plotting(this).plot();
+    new Plotting(this, { openBrowser: this.options.openBrowser, filename: this.options.filename }).plot();
   }
 
   private computeExposureTime(index: string[], tradeLog: DataFrame) {
@@ -267,6 +267,7 @@ export class Stats {
   private computeGeometricMean(returns: Series) {
     returns = returns.fillNa(0).add(1) as Series;
     /* istanbul ignore next */
+    // @ts-ignore
     if (returns.values.some(v => v <= 0)) return 0;
     /* istanbul ignore next */
     return Math.exp(returns.apply(v => Math.log(v)).sum() / (returns.values.length || 0)) - 1;