Prepare v0.1.x release candidate @codex

BacktestingKit/Analysis/BKBacktestCoreModels.swift

@@ -16,13 +16,21 @@ public enum PositionStatus: String, Codable {
 
 /// Represents `BKBar` in the BacktestingKit public API.
 public struct BKBar: Codable, Equatable {
+    /// Timestamp associated with this value.
     public var time: Date
+    /// Open price for the bar.
     public var open: Double
+    /// High price for the bar.
     public var high: Double
+    /// Low price for the bar.
     public var low: Double
+    /// Close price for the bar.
     public var close: Double
+    /// Adjusted close price for the bar when available.
     public var adjustedClose: Double?
+    /// Trading volume for the bar.
     public var volume: Double
+    /// Indicators associated with this value.
     public var indicators: [String: Double]
 
     /// Creates a new instance.
@@ -62,7 +70,9 @@ public struct BKBar: Codable, Equatable {
 
 /// Represents `BKBacktestOptions` in the BacktestingKit public API.
 public struct BKBacktestOptions {
+    /// Whether to record stop price.
     public var recordStopPrice: Bool
+    /// Whether to record risk.
     public var recordRisk: Bool
 
     /// Creates a new instance.
@@ -74,21 +84,37 @@ public struct BKBacktestOptions {
 
 /// Represents `BKPosition` in the BacktestingKit public API.
 public struct BKPosition {
+    /// Direction associated with this value.
     public var direction: TradeDirection
+    /// Entry time associated with this value.
     public var entryTime: Date
+    /// Entry price associated with this value.
     public var entryPrice: Double
+    /// Profit associated with this value.
     public var profit: Double
+    /// Profit percentage associated with this value.
     public var profitPct: Double
+    /// Growth associated with this value.
     public var growth: Double
+    /// Initial unit risk associated with this value.
     public var initialUnitRisk: Double?
+    /// Initial risk percentage associated with this value.
     public var initialRiskPct: Double?
+    /// Current risk percentage associated with this value.
     public var curRiskPct: Double?
+    /// Current r multiple associated with this value.
     public var curRMultiple: Double?
+    /// Risk series associated with this value.
     public var riskSeries: [BKTimestampedValue]?
+    /// Holding period associated with this value.
     public var holdingPeriod: Int
+    /// Initial stop price associated with this value.
     public var initialStopPrice: Double?
+    /// Current stop price associated with this value.
     public var curStopPrice: Double?
+    /// Stop price series associated with this value.
     public var stopPriceSeries: [BKTimestampedValue]?
+    /// Profit target associated with this value.
     public var profitTarget: Double?
 }
 
@@ -99,7 +125,9 @@ public typealias ExitPositionFn = () -> Void
 
 /// Represents `BKEnterPositionOptions` in the BacktestingKit public API.
 public struct BKEnterPositionOptions {
+    /// Direction associated with this value.
     public var direction: TradeDirection?
+    /// Entry price associated with this value.
     public var entryPrice: Double?
 
     /// Creates a new instance.
@@ -111,8 +139,11 @@ public struct BKEnterPositionOptions {
 
 /// Represents `BKRuleParams` in the BacktestingKit public API.
 public struct BKRuleParams {
+    /// Bar associated with this value.
     public var bar: BKBar
+    /// Lookback associated with this value.
     public var lookback: [BKBar]
+    /// Parameters associated with this value.
     public var parameters: [String: Double]
 
     /// Creates a new instance.
@@ -125,10 +156,15 @@ public struct BKRuleParams {
 
 /// Represents `BKOpenPositionRuleArgs` in the BacktestingKit public API.
 public struct BKOpenPositionRuleArgs {
+    /// Entry price associated with this value.
     public var entryPrice: Double
+    /// Position associated with this value.
     public var position: BKPosition
+    /// Bar associated with this value.
     public var bar: BKBar
+    /// Lookback associated with this value.
     public var lookback: [BKBar]
+    /// Parameters associated with this value.
     public var parameters: [String: Double]
 }
 
@@ -143,13 +179,21 @@ public typealias BKProfitTargetFn = (_ args: BKOpenPositionRuleArgs) -> Double
 
 /// Represents `BKStrategy` in the BacktestingKit public API.
 public struct BKStrategy {
+    /// Parameters associated with this value.
     public var parameters: [String: Double]
+    /// Lookback period associated with this value.
     public var lookbackPeriod: Int
+    /// Prep indicators associated with this value.
     public var prepIndicators: ((_ input: [BKBar], _ parameters: [String: Double]) -> [BKBar])?
+    /// Entry rule associated with this value.
     public var entryRule: BKEntryRuleFn
+    /// Exit rule associated with this value.
     public var exitRule: BKExitRuleFn?
+    /// Stop loss associated with this value.
     public var stopLoss: BKStopLossFn?
+    /// Trailing stop loss associated with this value.
     public var trailingStopLoss: BKStopLossFn?
+    /// Profit target associated with this value.
     public var profitTarget: BKProfitTargetFn?
 
     /// Creates a new instance.

BacktestingKit/Analysis/BKOptimizationModels.swift

@@ -11,9 +11,13 @@ public enum OptimizeSearchDirection: String, Codable {
 
 /// Represents `ParameterDef` in the BacktestingKit public API.
 public struct ParameterDef: Codable, Equatable {
+    /// Name associated with this value.
     public var name: String
+    /// Starting value associated with this value.
     public var startingValue: Double
+    /// Ending value associated with this value.
     public var endingValue: Double
+    /// Step size associated with this value.
     public var stepSize: Double
 }
 
@@ -25,11 +29,17 @@ public enum OptimizationType: String, Codable {
 
 /// Represents `OptimizationOptions` in the BacktestingKit public API.
 public struct OptimizationOptions: Codable, Equatable {
+    /// Search direction associated with this value.
     public var searchDirection: OptimizeSearchDirection?
+    /// Optimization type associated with this value.
     public var optimizationType: OptimizationType?
+    /// Whether to record all results.
     public var recordAllResults: Bool?
+    /// Random seed associated with this value.
     public var randomSeed: Double?
+    /// Number starting points represented by this value.
     public var numStartingPoints: Int?
+    /// Whether to record duration.
     public var recordDuration: Bool?
 
     /// Creates a new instance.
@@ -52,26 +62,35 @@ public struct OptimizationOptions: Codable, Equatable {
 
 /// Represents `OptimizationIterationResult` in the BacktestingKit public API.
 public struct OptimizationIterationResult<ParameterT: Codable & Equatable>: Codable, Equatable {
+    /// Params associated with this value.
     public var params: ParameterT
+    /// Result associated with this value.
     public var result: Double
+    /// Number trades represented by this value.
     public var numTrades: Int
 }
 
 /// Represents `OptimizationResult` in the BacktestingKit public API.
 public struct OptimizationResult<ParameterT: Codable & Equatable>: Codable, Equatable {
+    /// Best result associated with this value.
     public var bestResult: Double
+    /// Best parameter values associated with this value.
     public var bestParameterValues: ParameterT
+    /// All results associated with this value.
     public var allResults: [OptimizationIterationResult<ParameterT>]?
+    /// Duration ms associated with this value.
     public var durationMS: Double?
 }
 
 /// Represents `WalkForwardOptimizationResult` in the BacktestingKit public API.
 public struct WalkForwardOptimizationResult: Codable, Equatable {
+    /// Trades associated with this value.
     public var trades: [BKTrade]
 }
 
 /// Represents `MonteCarloOptions` in the BacktestingKit public API.
 public struct MonteCarloOptions: Codable, Equatable {
+    /// Random seed associated with this value.
     public var randomSeed: Double?
     /// Creates a new instance.
     public init(randomSeed: Double? = nil) {

BacktestingKit/Analysis/BKRandom.swift

@@ -1,5 +1,6 @@
 import Foundation
 
+/// Deterministic pseudo-random number generator used by optimization helpers.
 public final class Random {
     private var state: UInt64