@quantform/core 0.3.219 → 0.3.223
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/adapter/adapter.event.js +2 -1
- package/dist/adapter/adapter.event.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.d.ts +1 -1
- package/dist/adapter/backtester/backtester-cursor.js +5 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +5 -5
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/session/session-descriptor.d.ts +0 -1
- package/dist/session/session-optimizer.js.map +1 -1
- package/dist/session/session.d.ts +10 -6
- package/dist/session/session.js +23 -16
- package/dist/session/session.js.map +1 -1
- package/dist/storage/feed.d.ts +7 -4
- package/dist/storage/feed.js +21 -0
- package/dist/storage/feed.js.map +1 -1
- package/dist/storage/index.d.ts +1 -2
- package/dist/storage/index.js +1 -2
- package/dist/storage/index.js.map +1 -1
- package/dist/storage/measurement.d.ts +7 -9
- package/dist/storage/measurement.js +25 -0
- package/dist/storage/measurement.js.map +1 -1
- package/dist/storage/storage.d.ts +23 -0
- package/dist/storage/storage.js +48 -0
- package/dist/storage/storage.js.map +1 -0
- package/dist/tests/backtester-adapter.spec.js +2 -2
- package/dist/tests/backtester-adapter.spec.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/backtester/backtester-cursor.spec.ts +6 -6
- package/src/adapter/backtester/backtester-cursor.ts +6 -2
- package/src/session/session-descriptor.ts +3 -12
- package/src/session/session-optimizer.ts +1 -1
- package/src/session/session.ts +42 -20
- package/src/storage/feed.ts +32 -7
- package/src/storage/index.ts +1 -2
- package/src/storage/measurement.ts +28 -15
- package/src/storage/storage.ts +76 -0
- package/src/tests/backtester-adapter.spec.ts +3 -3
- package/dist/storage/feed.interceptor.d.ts +0 -14
- package/dist/storage/feed.interceptor.js +0 -52
- package/dist/storage/feed.interceptor.js.map +0 -1
- package/dist/storage/in-memory.feed.d.ts +0 -10
- package/dist/storage/in-memory.feed.js +0 -30
- package/dist/storage/in-memory.feed.js.map +0 -1
- package/src/storage/feed.interceptor.ts +0 -92
- package/src/storage/in-memory.feed.ts +0 -38
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@@ -10,6 +10,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.AdapterFeedCommand = exports.AdapterHistoryQuery = exports.AdapterOrderCancelCommand = exports.AdapterOrderOpenCommand = exports.AdapterSubscribeCommand = exports.AdapterAccountCommand = exports.AdapterDisposeCommand = exports.AdapterAwakeCommand = void 0;
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+
const storage_1 = require("../storage");
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const domain_1 = require("../domain");
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const topic_1 = require("../common/topic");
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let AdapterAwakeCommand = class AdapterAwakeCommand {
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@@ -97,7 +98,7 @@ let AdapterFeedCommand = class AdapterFeedCommand {
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};
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AdapterFeedCommand = __decorate([
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topic_1.event,
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__metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number,
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__metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number, storage_1.Feed, Function])
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], AdapterFeedCommand);
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exports.AdapterFeedCommand = AdapterFeedCommand;
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//# sourceMappingURL=adapter.event.js.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"adapter.event.js","sourceRoot":"","sources":["../../src/adapter/adapter.event.ts"],"names":[],"mappings":";;;;;;;;;;;;
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{"version":3,"file":"adapter.event.js","sourceRoot":"","sources":["../../src/adapter/adapter.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,wCAAkC;AAElC,sCAAsD;AACtD,2CAAwC;AAGxC,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAAhC;QACE,SAAI,GAAG,OAAO,CAAC;IACjB,CAAC;CAAA,CAAA;AAFY,mBAAmB;IAD/B,aAAK;GACO,mBAAmB,CAE/B;AAFY,kDAAmB;AAKhC,IAAa,qBAAqB,GAAlC,MAAa,qBAAqB;IAAlC;QACE,SAAI,GAAG,SAAS,CAAC;IACnB,CAAC;CAAA,CAAA;AAFY,qBAAqB;IADjC,aAAK;GACO,qBAAqB,CAEjC;AAFY,sDAAqB;AAKlC,IAAa,qBAAqB,GAAlC,MAAa,qBAAqB;IAAlC;QACE,SAAI,GAAG,SAAS,CAAC;IACnB,CAAC;CAAA,CAAA;AAFY,qBAAqB;IADjC,aAAK;GACO,qBAAqB,CAEjC;AAFY,sDAAqB;AAKlC,IAAa,uBAAuB,GAApC,MAAa,uBAAuB;IAGlC,YAAqB,UAAqC;QAArC,eAAU,GAAV,UAAU,CAA2B;QAF1D,SAAI,GAAG,WAAW,CAAC;IAE0C,CAAC;CAC/D,CAAA;AAJY,uBAAuB;IADnC,aAAK;qCAI6B,KAAK;GAH3B,uBAAuB,CAInC;AAJY,0DAAuB;AAOpC,IAAa,uBAAuB,GAApC,MAAa,uBAAuB;IAGlC,YAAqB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAFjC,SAAI,GAAG,YAAY,CAAC;IAEgB,CAAC;CACtC,CAAA;AAJY,uBAAuB;IADnC,aAAK;qCAIwB,cAAK;GAHtB,uBAAuB,CAInC;AAJY,0DAAuB;AAOpC,IAAa,yBAAyB,GAAtC,MAAa,yBAAyB;IAGpC,YAAqB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAFjC,SAAI,GAAG,cAAc,CAAC;IAEc,CAAC;CACtC,CAAA;AAJY,yBAAyB;IADrC,aAAK;qCAIwB,cAAK;GAHtB,yBAAyB,CAIrC;AAJY,8DAAyB;AAOtC,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAG9B,YACW,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAFd,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAQ;QACjB,WAAM,GAAN,MAAM,CAAQ;QALzB,SAAI,GAAG,SAAS,CAAC;IAMd,CAAC;CACL,CAAA;AARY,mBAAmB;IAD/B,aAAK;qCAKmB,2BAAkB;GAJ9B,mBAAmB,CAQ/B;AARY,kDAAmB;AAWhC,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAG7B,YACW,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,IAAU,EACV,QAAqC;QAJrC,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAW;QACf,OAAE,GAAF,EAAE,CAAW;QACb,SAAI,GAAJ,IAAI,CAAM;QACV,aAAQ,GAAR,QAAQ,CAA6B;QAPhD,SAAI,GAAG,QAAQ,CAAC;IAQb,CAAC;CACL,CAAA;AAVY,kBAAkB;IAD9B,aAAK;qCAKmB,2BAAkB,kBAGxB,cAAI;GAPV,kBAAkB,CAU9B;AAVY,gDAAkB"}
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@@ -12,5 +12,5 @@ export declare class BacktesterCursor {
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constructor(instrument: InstrumentSelector, feed: Feed);
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peek(): StoreEvent;
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dequeue(): StoreEvent & any;
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fetchNextPage(from: timestamp, to:
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fetchNextPage(from: timestamp, to: number): Promise<void>;
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}
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@@ -29,7 +29,11 @@ class BacktesterCursor {
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throw new Error('page is not empty');
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}
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this.pageIndex = 0;
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this.page = await this.feed.
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this.page = await this.feed.query(this.instrument, {
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from,
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to,
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count: 10000
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});
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this.completed = this.page.length == 0;
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}
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}
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@@ -1 +1 @@
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-
{"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,
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{"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}
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@@ -7,9 +7,9 @@ const backtester_cursor_1 = require("./backtester-cursor");
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describe('backtester cursor tests', () => {
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test('should reapeat specific events', async () => {
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const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
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const feed = new storage_1.
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const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
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const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
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feed.
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feed.save(instrument, [
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new event_1.TradePatchEvent(instrument, 1, 1, 1),
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new event_1.TradePatchEvent(instrument, 2, 1, 2),
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new event_1.TradePatchEvent(instrument, 3, 1, 3),
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new event_1.TradePatchEvent(instrument, 7, 1, 7),
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new event_1.TradePatchEvent(instrument, 8, 1, 8)
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]);
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await cursor.fetchNextPage(0,
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await cursor.fetchNextPage(0, 4);
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expect(cursor.dequeue().rate).toEqual(1);
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expect(cursor.dequeue().rate).toEqual(2);
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expect(cursor.dequeue().rate).toEqual(3);
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expect(cursor.peek()).toEqual(undefined);
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await cursor.fetchNextPage(3,
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await cursor.fetchNextPage(3, 7);
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expect(cursor.dequeue().rate).toEqual(4);
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expect(cursor.dequeue().rate).toEqual(5);
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expect(cursor.dequeue().rate).toEqual(6);
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expect(cursor.peek()).toEqual(undefined);
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await cursor.fetchNextPage(6,
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await cursor.fetchNextPage(6, 10);
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expect(cursor.dequeue().rate).toEqual(7);
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expect(cursor.dequeue().rate).toEqual(8);
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expect(cursor.peek()).toEqual(undefined);
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{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,
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{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,2CAAsD;AACtD,6CAAoD;AACpD,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,gCAAgC,EAAE,KAAK,IAAI,EAAE;QAChD,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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{"version":3,"file":"session-optimizer.js","sourceRoot":"","sources":["../../src/session/session-optimizer.ts"],"names":[],"mappings":";;;AAAA,SAAgB,GAAG,CAAC,GAAW,EAAE,SAAiB;IAChD,OAAO,
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{"version":3,"file":"session-optimizer.js","sourceRoot":"","sources":["../../src/session/session-optimizer.ts"],"names":[],"mappings":";;;AAAA,SAAgB,GAAG,CAAC,GAAW,EAAE,SAAiB;IAChD,OAAO,UAAU,MAAW,EAAE,WAAmB;QAC/C,IAAI,kBAAkB,CAAC;QAEvB,IAAI,SAAS,EAAE;YACb,yBAAyB,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;SACnD;QAED,MAAM,CAAC,cAAc,CAAC,MAAM,EAAE,WAAW,EAAE;YACzC,GAAG,EAAE,GAAG,EAAE,WAAC,OAAA,MAAA,gBAAgB,CAAC,OAAO,CAAC,GAAG,CAAC,mCAAI,kBAAkB,CAAA,EAAA;YAC9D,GAAG,EAAE,CAAC,QAAa,EAAE,EAAE;gBACrB,IAAI,CAAC,kBAAkB,EAAE;oBACvB,kBAAkB,GAAG,QAAQ,CAAC;oBAC9B,OAAO;iBACR;gBAED,IAAI,kBAAkB,IAAI,QAAQ,EAAE;oBAClC,OAAO;iBACR;gBAED,MAAM,IAAI,KAAK,CAAC,4CAA4C,CAAC,CAAC;YAChE,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC;AACJ,CAAC;AAxBD,kBAwBC;AAED,MAAa,gBAAgB;IAG3B,MAAM,CAAC,OAAO,CAAC,GAAW;QACxB,OAAO,GAAG;aACP,KAAK,CAAC,GAAG,CAAC;aACV,MAAM,CACL,CAAC,SAAS,EAAE,YAAY,EAAE,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,EACzE,IAAI,CAAC,MAAM,CACZ,CAAC;IACN,CAAC;;AAVH,4CAWC;AAVQ,uBAAM,GAAQ,EAAE,CAAC;AAY1B,MAAa,yBAAyB;IAGpC,MAAM,KAAK,KAAK;QACd,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,MAAM,CACtC,CAAC,SAAS,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC,SAAS,IAAI,KAAK,CAAC,MAAM,CAAC,EACjD,CAAC,CACF,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,OAAO;QACZ,MAAM,MAAM,GAAG,EAAE,CAAC;QAClB,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QACtC,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,MAAM,CAC9C,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAC/E,CAAC,EAAE,CAAC,CACL,CAAC;QAEF,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,MAAM,MAAM,GAAG,EAAE,CAAC;YAElB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE;gBACpC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;gBACrB,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;gBAE9B,IAAI,EAAE,GAAG,MAAM,CAAC;gBAEhB,OAAO,KAAK,CAAC,MAAM,GAAG,CAAC,EAAE;oBACvB,MAAM,IAAI,GAAG,KAAK,CAAC,KAAK,EAAE,CAAC;oBAE3B,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC;iBAChC;gBAED,EAAE,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;aACzB;YAED,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;SACrB;QAED,OAAO,MAAM,CAAC;IAChB,CAAC;;AAxCH,8DAyCC;AAxCQ,gCAAM,GAA0B,EAAE,CAAC"}
|
|
@@ -4,7 +4,7 @@ import { Observable } from 'rxjs';
|
|
|
4
4
|
import { AdapterAggregate } from '../adapter/adapter-aggregate';
|
|
5
5
|
import { Trade } from '../domain/trade';
|
|
6
6
|
import { SessionDescriptor } from './session-descriptor';
|
|
7
|
-
|
|
7
|
+
declare type Optional<T, K extends keyof T> = Omit<T, K> & Partial<T>;
|
|
8
8
|
export declare class Session {
|
|
9
9
|
readonly store: Store;
|
|
10
10
|
readonly aggregate: AdapterAggregate;
|
|
@@ -13,15 +13,18 @@ export declare class Session {
|
|
|
13
13
|
private subscription;
|
|
14
14
|
private behaviour;
|
|
15
15
|
private worker;
|
|
16
|
+
get timestamp(): number;
|
|
16
17
|
constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
|
|
17
18
|
awake(): Promise<void>;
|
|
18
19
|
dispose(): Promise<void>;
|
|
19
|
-
save(...measure: Measure[]): void;
|
|
20
|
-
query(params: {
|
|
21
|
-
type: string;
|
|
22
|
-
timestamp?: number;
|
|
23
|
-
}): Observable<Measure>;
|
|
24
20
|
statement(output: Record<string, any>): void;
|
|
21
|
+
useMeasure<T extends {
|
|
22
|
+
timestamp: number;
|
|
23
|
+
}>(params: {
|
|
24
|
+
kind: string;
|
|
25
|
+
timestamp?: number;
|
|
26
|
+
}, defaultValue?: T): [Observable<T>, (value: Optional<T, 'timestamp'>) => void];
|
|
27
|
+
useOptimizer(path: string): any;
|
|
25
28
|
subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
|
|
26
29
|
open(...orders: Order[]): Promise<void>;
|
|
27
30
|
cancel(order: Order): Promise<void>;
|
|
@@ -39,3 +42,4 @@ export declare class Session {
|
|
|
39
42
|
balance(selector?: AssetSelector): Observable<Balance>;
|
|
40
43
|
history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
|
|
41
44
|
}
|
|
45
|
+
export {};
|
package/dist/session/session.js
CHANGED
|
@@ -16,6 +16,9 @@ class Session {
|
|
|
16
16
|
this.initialized = false;
|
|
17
17
|
this.worker = new common_1.Worker();
|
|
18
18
|
}
|
|
19
|
+
get timestamp() {
|
|
20
|
+
return this.store.snapshot.timestamp;
|
|
21
|
+
}
|
|
19
22
|
async awake() {
|
|
20
23
|
var _a;
|
|
21
24
|
if (this.initialized) {
|
|
@@ -46,22 +49,6 @@ class Session {
|
|
|
46
49
|
await this.aggregate.dispose();
|
|
47
50
|
await this.worker.wait();
|
|
48
51
|
}
|
|
49
|
-
save(...measure) {
|
|
50
|
-
var _a;
|
|
51
|
-
if (!((_a = this.descriptor) === null || _a === void 0 ? void 0 : _a.measurement)) {
|
|
52
|
-
return;
|
|
53
|
-
}
|
|
54
|
-
this.worker.enqueue(() => this.descriptor.measurement.save(this.descriptor.id, measure));
|
|
55
|
-
}
|
|
56
|
-
query(params) {
|
|
57
|
-
var _a;
|
|
58
|
-
return (0, rxjs_1.from)(this.descriptor.measurement.query(this.descriptor.id, {
|
|
59
|
-
type: params.type,
|
|
60
|
-
timestamp: (_a = params.timestamp) !== null && _a !== void 0 ? _a : this.store.snapshot.timestamp,
|
|
61
|
-
limit: 1,
|
|
62
|
-
direction: 'BACKWARD'
|
|
63
|
-
})).pipe((0, operators_1.map)(it => it[0]));
|
|
64
|
-
}
|
|
65
52
|
statement(output) {
|
|
66
53
|
var _a;
|
|
67
54
|
if (!((_a = this.behaviour) === null || _a === void 0 ? void 0 : _a.statement)) {
|
|
@@ -69,6 +56,26 @@ class Session {
|
|
|
69
56
|
}
|
|
70
57
|
this.behaviour.statement(output);
|
|
71
58
|
}
|
|
59
|
+
useMeasure(params, defaultValue = undefined) {
|
|
60
|
+
var _a;
|
|
61
|
+
const stored$ = (0, rxjs_1.from)(this.descriptor.measurement.query(this.descriptor.id, {
|
|
62
|
+
to: (_a = params.timestamp) !== null && _a !== void 0 ? _a : this.timestamp,
|
|
63
|
+
kind: params.kind,
|
|
64
|
+
count: 1
|
|
65
|
+
})).pipe((0, operators_1.map)(it => it.length ? Object.assign({ timestamp: it[0].timestamp }, it[0].payload) : defaultValue), (0, operators_1.share)());
|
|
66
|
+
const subject$ = new rxjs_1.Subject();
|
|
67
|
+
const setter = (value) => {
|
|
68
|
+
var _a;
|
|
69
|
+
const timestamp = (_a = value.timestamp) !== null && _a !== void 0 ? _a : this.timestamp;
|
|
70
|
+
const measure = { timestamp, kind: params.kind, payload: value };
|
|
71
|
+
this.worker.enqueue(() => this.descriptor.measurement.save(this.descriptor.id, [measure]));
|
|
72
|
+
subject$.next(Object.assign(Object.assign({}, value), { timestamp }));
|
|
73
|
+
};
|
|
74
|
+
return [(0, rxjs_1.concat)(stored$, subject$.asObservable()), setter];
|
|
75
|
+
}
|
|
76
|
+
useOptimizer(path) {
|
|
77
|
+
return undefined;
|
|
78
|
+
}
|
|
72
79
|
async subscribe(instrument) {
|
|
73
80
|
const grouped = instrument
|
|
74
81
|
.filter(it => it != null)
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/session/session.ts"],"names":[],"mappings":";;;AAAA,
|
|
1
|
+
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|
package/dist/storage/feed.d.ts
CHANGED
|
@@ -1,7 +1,10 @@
|
|
|
1
1
|
import { StoreEvent } from '../store/event';
|
|
2
2
|
import { InstrumentSelector } from '../domain';
|
|
3
|
-
import {
|
|
4
|
-
export
|
|
5
|
-
|
|
6
|
-
|
|
3
|
+
import { Storage, StorageQueryOptions } from './storage';
|
|
4
|
+
export declare class Feed {
|
|
5
|
+
private readonly storage;
|
|
6
|
+
constructor(storage: Storage);
|
|
7
|
+
index(): Promise<Array<string>>;
|
|
8
|
+
save(instrument: InstrumentSelector, events: StoreEvent[]): Promise<void>;
|
|
9
|
+
query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StoreEvent[]>;
|
|
7
10
|
}
|
package/dist/storage/feed.js
CHANGED
|
@@ -1,3 +1,24 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.Feed = void 0;
|
|
4
|
+
class Feed {
|
|
5
|
+
constructor(storage) {
|
|
6
|
+
this.storage = storage;
|
|
7
|
+
}
|
|
8
|
+
index() {
|
|
9
|
+
return this.storage.index();
|
|
10
|
+
}
|
|
11
|
+
save(instrument, events) {
|
|
12
|
+
return this.storage.save(instrument.toString(), events.map(it => ({
|
|
13
|
+
timestamp: it.timestamp,
|
|
14
|
+
kind: it.type,
|
|
15
|
+
json: JSON.stringify(it, (key, value) => key != 'timestamp' && key != 'type' && key != 'instrument' ? value : undefined)
|
|
16
|
+
})));
|
|
17
|
+
}
|
|
18
|
+
async query(instrument, options) {
|
|
19
|
+
const rows = await this.storage.query(instrument.toString(), options);
|
|
20
|
+
return rows.map(it => (Object.assign({ timestamp: it.timestamp, type: it.kind, instrument }, JSON.parse(it.json))));
|
|
21
|
+
}
|
|
22
|
+
}
|
|
23
|
+
exports.Feed = Feed;
|
|
3
24
|
//# sourceMappingURL=feed.js.map
|
package/dist/storage/feed.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":""}
|
|
1
|
+
{"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;AAIA,MAAa,IAAI;IACf,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAEjD,KAAK;QACH,OAAO,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAED,IAAI,CAAC,UAA8B,EAAE,MAAoB;QACvD,OAAO,IAAI,CAAC,OAAO,CAAC,IAAI,CACtB,UAAU,CAAC,QAAQ,EAAE,EACrB,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAChB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,EAAE,CAAC,IAAI;YACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,EAAE,EAAE,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CACtC,GAAG,IAAI,WAAW,IAAI,GAAG,IAAI,MAAM,IAAI,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAC/E;SACF,CAAC,CAAC,CACJ,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,KAAK,CACT,UAA8B,EAC9B,OAA4B;QAE5B,MAAM,IAAI,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,EAAE,OAAO,CAAC,CAAC;QAEtE,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,iBACpB,SAAS,EAAE,EAAE,CAAC,SAAS,EACvB,IAAI,EAAE,EAAE,CAAC,IAAI,EACb,UAAU,IACP,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,EACtB,CAAC,CAAC;IACN,CAAC;CACF;AAjCD,oBAiCC"}
|
package/dist/storage/index.d.ts
CHANGED
package/dist/storage/index.js
CHANGED
|
@@ -11,7 +11,6 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
|
|
|
11
11
|
};
|
|
12
12
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
13
13
|
__exportStar(require("./feed"), exports);
|
|
14
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__exportStar(require("./
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__exportStar(require("./feed.interceptor"), exports);
|
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__exportStar(require("./storage"), exports);
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__exportStar(require("./measurement"), exports);
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//# sourceMappingURL=index.js.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,yCAAuB;AACvB,
|
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1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,yCAAuB;AACvB,4CAA0B;AAC1B,gDAA8B"}
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@@ -1,16 +1,14 @@
|
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1
1
|
import { timestamp } from '../common';
|
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2
|
+
import { Storage, StorageQueryOptions } from './storage';
|
|
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3
|
export interface Measure {
|
|
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4
|
timestamp: timestamp;
|
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4
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-
|
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5
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-
|
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|
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kind: string;
|
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|
+
payload: any;
|
|
6
7
|
}
|
|
7
|
-
export
|
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8
|
+
export declare class Measurement {
|
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9
|
+
private readonly storage;
|
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10
|
+
constructor(storage: Storage);
|
|
8
11
|
index(): Promise<Array<number>>;
|
|
9
|
-
query(session: number, options: {
|
|
10
|
-
timestamp: timestamp;
|
|
11
|
-
type?: string;
|
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12
|
-
limit: number;
|
|
13
|
-
direction: 'FORWARD' | 'BACKWARD';
|
|
14
|
-
}): Promise<Measure[]>;
|
|
15
12
|
save(session: number, measurements: Measure[]): Promise<void>;
|
|
13
|
+
query(session: number, options: StorageQueryOptions): Promise<Measure[]>;
|
|
16
14
|
}
|
|
@@ -1,3 +1,28 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.Measurement = void 0;
|
|
4
|
+
class Measurement {
|
|
5
|
+
constructor(storage) {
|
|
6
|
+
this.storage = storage;
|
|
7
|
+
}
|
|
8
|
+
async index() {
|
|
9
|
+
return (await this.storage.index()).map(it => Number(it));
|
|
10
|
+
}
|
|
11
|
+
save(session, measurements) {
|
|
12
|
+
return this.storage.save(session.toString(), measurements.map(it => ({
|
|
13
|
+
timestamp: it.timestamp,
|
|
14
|
+
kind: it.kind,
|
|
15
|
+
json: JSON.stringify(it.payload)
|
|
16
|
+
})));
|
|
17
|
+
}
|
|
18
|
+
async query(session, options) {
|
|
19
|
+
const rows = await this.storage.query(session.toString(), options);
|
|
20
|
+
return rows.map(it => ({
|
|
21
|
+
timestamp: it.timestamp,
|
|
22
|
+
kind: it.kind,
|
|
23
|
+
payload: JSON.parse(it.json)
|
|
24
|
+
}));
|
|
25
|
+
}
|
|
26
|
+
}
|
|
27
|
+
exports.Measurement = Measurement;
|
|
3
28
|
//# sourceMappingURL=measurement.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"measurement.js","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":""}
|
|
1
|
+
{"version":3,"file":"measurement.js","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":";;;AASA,MAAa,WAAW;IACtB,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAEjD,KAAK,CAAC,KAAK;QACT,OAAO,CAAC,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;IAC5D,CAAC;IAED,IAAI,CAAC,OAAe,EAAE,YAAuB;QAC3C,OAAO,IAAI,CAAC,OAAO,CAAC,IAAI,CACtB,OAAO,CAAC,QAAQ,EAAE,EAClB,YAAY,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACtB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,EAAE,CAAC,IAAI;YACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,OAAO,CAAC;SACjC,CAAC,CAAC,CACJ,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAe,EAAE,OAA4B;QACvD,MAAM,IAAI,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,EAAE,OAAO,CAAC,CAAC;QAEnE,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACrB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,EAAE,CAAC,IAAI;YACb,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC;SAC7B,CAAC,CAAC,CAAC;IACN,CAAC;CACF;AA3BD,kCA2BC"}
|
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
export declare type StorageDocument = {
|
|
2
|
+
timestamp: number;
|
|
3
|
+
kind: string;
|
|
4
|
+
json: string;
|
|
5
|
+
};
|
|
6
|
+
export declare type StorageQueryOptions = {
|
|
7
|
+
from?: number;
|
|
8
|
+
to?: number;
|
|
9
|
+
kind?: string;
|
|
10
|
+
count: number;
|
|
11
|
+
};
|
|
12
|
+
export interface Storage {
|
|
13
|
+
index(): Promise<Array<string>>;
|
|
14
|
+
save(library: string, documents: StorageDocument[]): Promise<void>;
|
|
15
|
+
query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
|
|
16
|
+
}
|
|
17
|
+
export declare class InMemoryStorage implements Storage {
|
|
18
|
+
private tables;
|
|
19
|
+
index(): Promise<Array<string>>;
|
|
20
|
+
query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
|
|
21
|
+
save(library: string, documents: StorageDocument[]): Promise<void>;
|
|
22
|
+
clear(): void;
|
|
23
|
+
}
|
|
@@ -0,0 +1,48 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.InMemoryStorage = void 0;
|
|
4
|
+
class InMemoryStorage {
|
|
5
|
+
constructor() {
|
|
6
|
+
this.tables = {};
|
|
7
|
+
}
|
|
8
|
+
async index() {
|
|
9
|
+
return Object.keys(this.tables);
|
|
10
|
+
}
|
|
11
|
+
async query(library, options) {
|
|
12
|
+
if (!this.tables[library]) {
|
|
13
|
+
return [];
|
|
14
|
+
}
|
|
15
|
+
let query = this.tables[library];
|
|
16
|
+
if (options.from) {
|
|
17
|
+
query = query.filter(it => it.timestamp > options.from);
|
|
18
|
+
}
|
|
19
|
+
if (options.to) {
|
|
20
|
+
query = query.filter(it => it.timestamp < options.to);
|
|
21
|
+
}
|
|
22
|
+
if (options.kind) {
|
|
23
|
+
query = query.filter(it => it.kind == options.kind);
|
|
24
|
+
}
|
|
25
|
+
if (options.from == undefined && options.to) {
|
|
26
|
+
query = query.reverse();
|
|
27
|
+
}
|
|
28
|
+
if (options.count) {
|
|
29
|
+
query = query.slice(0, options.count);
|
|
30
|
+
}
|
|
31
|
+
return query;
|
|
32
|
+
}
|
|
33
|
+
async save(library, documents) {
|
|
34
|
+
if (!this.tables[library]) {
|
|
35
|
+
this.tables[library] = [];
|
|
36
|
+
}
|
|
37
|
+
const buffer = this.tables[library];
|
|
38
|
+
for (const document of documents) {
|
|
39
|
+
buffer.push(document);
|
|
40
|
+
}
|
|
41
|
+
buffer.sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
|
|
42
|
+
}
|
|
43
|
+
clear() {
|
|
44
|
+
this.tables = {};
|
|
45
|
+
}
|
|
46
|
+
}
|
|
47
|
+
exports.InMemoryStorage = InMemoryStorage;
|
|
48
|
+
//# sourceMappingURL=storage.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"storage.js","sourceRoot":"","sources":["../../src/storage/storage.ts"],"names":[],"mappings":";;;AAqBA,MAAa,eAAe;IAA5B;QACU,WAAM,GAAsC,EAAE,CAAC;IAqDzD,CAAC;IAnDC,KAAK,CAAC,KAAK;QACT,OAAO,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IAClC,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAe,EAAE,OAA4B;QACvD,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE;YACzB,OAAO,EAAE,CAAC;SACX;QAED,IAAI,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAEjC,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,SAAS,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;SACzD;QAED,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,SAAS,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;SACvD;QAED,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;SACrD;QAED,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,IAAI,OAAO,CAAC,EAAE,EAAE;YAC3C,KAAK,GAAG,KAAK,CAAC,OAAO,EAAE,CAAC;SACzB;QAED,IAAI,OAAO,CAAC,KAAK,EAAE;YACjB,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE,OAAO,CAAC,KAAK,CAAC,CAAC;SACvC;QAED,OAAO,KAAK,CAAC;IACf,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,OAAe,EAAE,SAA4B;QACtD,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE;YACzB,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC;SAC3B;QAED,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAEpC,KAAK,MAAM,QAAQ,IAAI,SAAS,EAAE;YAChC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;SACvB;QAED,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CAAC;IAC3D,CAAC;IAED,KAAK;QACH,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;IACnB,CAAC;CACF;AAtDD,0CAsDC"}
|
|
@@ -46,7 +46,7 @@ __decorate([
|
|
|
46
46
|
const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
|
|
47
47
|
const adapter = new DefaultAdapter();
|
|
48
48
|
const store = new store_1.Store();
|
|
49
|
-
const feed = new storage_1.
|
|
49
|
+
const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
|
|
50
50
|
describe('backtester adapter tests', () => {
|
|
51
51
|
test('should return proper adapter name and timestamp', () => {
|
|
52
52
|
const sut = new backtester_adapter_1.BacktesterAdapter(adapter, new backtester_streamer_1.BacktesterStreamer(store, feed, {
|
|
@@ -73,7 +73,7 @@ describe('backtester adapter tests', () => {
|
|
|
73
73
|
done();
|
|
74
74
|
}
|
|
75
75
|
});
|
|
76
|
-
feed.
|
|
76
|
+
feed.save(instrument, [new event_1.TradePatchEvent(instrument, 100, 10, 1)]);
|
|
77
77
|
const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer);
|
|
78
78
|
sut.dispatch(new adapter_1.AdapterAwakeCommand(), new adapter_3.AdapterContext(sut, store));
|
|
79
79
|
sut.dispatch(new adapter_2.AdapterSubscribeCommand([instrument]), new adapter_3.AdapterContext(sut, store));
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,wCAAiD;AACjD,wCAAqD;AACrD,sCAA2D;AAC3D,
|
|
1
|
+
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,wCAAiD;AACjD,wCAAqD;AACrD,sCAA2D;AAC3D,wCAAmD;AACnD,oCAAiC;AACjC,0CAAuE;AACvE,gDAA6D;AAC7D,4CAAkD;AAGlD,iFAA6E;AAC7E,mFAA+E;AAC/E,sCAAoC;AAEpC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAsBnB,CAAC;IApBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,gBAAgB,CAAC,OAAqB;QACpC,OAAO,IAAI,sBAAc,CAAC,OAAO,CAAC,CAAC;IACrC,CAAC;IAGD,OAAO,CAAC,OAA4B,EAAE,OAAuB;QAC3D,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,EACJ,KAAK,EACL,IAAI,kBAAS,CAAC,GAAG,EAAE,GAAG,CAAC,EACvB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAXC;IADC,IAAA,gBAAO,EAAC,6BAAmB,CAAC;;qCACZ,6BAAmB,EAAW,wBAAc;;6CAU5D;AAGH,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;AACrC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE7C,QAAQ,CAAC,0BAA0B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,CACH,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YACnD,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;YACP,SAAS,EAAE,GAAG,EAAE;gBACd,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBACtE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAEzE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,GAAG,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAErE,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAErD,GAAG,CAAC,QAAQ,CAAC,IAAI,6BAAmB,EAAE,EAAE,IAAI,wBAAc,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;QAExE,GAAG,CAAC,QAAQ,CACV,IAAI,iCAAuB,CAAC,CAAC,UAAU,CAAC,CAAC,EACzC,IAAI,wBAAc,CAAC,GAAG,EAAE,KAAK,CAAC,CAC/B,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|