@quantform/core 0.3.228 → 0.3.232

package/src/storage/measurement.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { Storage, StorageQueryOptions } from './storage';
 
 export interface Measure {

package/src/store/event/store-balance.event.spec.ts

@@ -1,7 +1,7 @@
-import { Asset, Commision } from '../../domain';
+import { Asset, Commission } from '../../domain';
 import { BalancePatchEvent } from '.';
 import { InstrumentPatchEvent } from './store-instrument.event';
-import { now } from '../../common';
+import { now } from '../../shared';
 import { Store } from '..';
 
 describe('balance event tests', () => {
@@ -15,7 +15,7 @@ describe('balance event tests', () => {
     store.changes$.subscribe(it => (component = it));
 
     store.dispatch(
-      new InstrumentPatchEvent(timestamp, base, quote, new Commision(0, 0), '')
+      new InstrumentPatchEvent(timestamp, base, quote, new Commission(0, 0), '')
     );
     store.dispatch(new BalancePatchEvent(base, 100, 0, timestamp));
 

package/src/store/event/store-balance.event.ts

@@ -1,5 +1,5 @@
-import { event } from '../../common/topic';
-import { timestamp } from '../../common';
+import { event } from '../../shared/topic';
+import { timestamp } from '../../shared';
 import { AssetSelector } from '../../domain/asset';
 import { Balance } from '../../domain/balance';
 import { State } from '../store.state';

package/src/store/event/store-candle.event.spec.ts

@@ -0,0 +1,32 @@
+import { Asset, Instrument } from '../../domain';
+import { CandleEvent, CandleEventHandler } from '.';
+import { State } from '../store.state';
+import { now } from '../../shared';
+
+const instrument = new Instrument(
+  new Asset('btc', 'binance', 8),
+  new Asset('usdt', 'binance', 2),
+  'binance:btc-usdt'
+);
+
+describe('candle patch event tests', () => {
+  test('should patch trade object', () => {
+    const timestamp = now();
+    const state = new State();
+
+    state.universe.instrument[instrument.toString()] = instrument;
+    state.subscription.instrument[instrument.toString()] = instrument;
+
+    const event = new CandleEvent(instrument, 1, 1, 1, 1, 1, 1, timestamp);
+
+    CandleEventHandler(event, state);
+
+    const trade = state.trade[instrument.toString()];
+
+    expect(trade.timestamp).toEqual(timestamp);
+    expect(trade.instrument.toString()).toEqual(instrument.toString());
+    expect(trade.rate).toEqual(1);
+    expect(trade.quantity).toEqual(1);
+    expect(state.timestamp).toEqual(timestamp);
+  });
+});

package/src/store/event/store-candle.event.ts

@@ -1,10 +1,10 @@
 import { TradePatchEventHandler } from './store-trade.event';
 import { OrderbookPatchEventHandler } from './store-orderbook.event';
-import { timestamp } from '../../common/datetime';
+import { timestamp } from '../../shared/datetime';
 import { InstrumentSelector } from '../../domain';
 import { State } from '../store.state';
 import { StoreEvent } from './store.event';
-import { event } from '../../common/topic';
+import { event } from '../../shared/topic';
 
 @event
 export class CandleEvent implements StoreEvent {

package/src/store/event/store-instrument.event.spec.ts

@@ -1,6 +1,6 @@
 import { Store } from '..';
-import { now } from '../../common';
-import { Asset, Commision } from '../../domain';
+import { now } from '../../shared';
+import { Asset, Commission } from '../../domain';
 import { InstrumentPatchEvent } from './store-instrument.event';
 
 describe('instrument patch event tests', () => {
@@ -11,7 +11,7 @@ describe('instrument patch event tests', () => {
     const quote = new Asset('usd', 'cex', 2);
 
     store.dispatch(
-      new InstrumentPatchEvent(timestamp, base, quote, new Commision(0, 0), '')
+      new InstrumentPatchEvent(timestamp, base, quote, new Commission(0, 0), '')
     );
 
     expect(store.snapshot.universe.instrument['cex:de30-usd'].base).toEqual(base);

package/src/store/event/store-instrument.event.ts

@@ -1,6 +1,6 @@
-import { event } from '../../common/topic';
-import { timestamp } from '../../common';
-import { Asset, Commision } from '../../domain';
+import { event } from '../../shared/topic';
+import { timestamp } from '../../shared';
+import { Asset, Commission } from '../../domain';
 import { Instrument, InstrumentSelector } from '../../domain/instrument';
 import { State } from '../../store';
 import { StoreEvent } from './store.event';
@@ -13,7 +13,7 @@ export class InstrumentPatchEvent implements StoreEvent {
     readonly timestamp: timestamp,
     readonly base: Asset,
     readonly quote: Asset,
-    readonly commision: Commision,
+    readonly commision: Commission,
     readonly raw: string,
     readonly leverage?: number
   ) {}
@@ -37,7 +37,7 @@ export function InstrumentPatchEventHandler(event: InstrumentPatchEvent, state:
   }
 
   instrument.timestamp = event.timestamp;
-  instrument.commision = event.commision;
+  instrument.commission = event.commision;
 
   if (event.leverage) {
     instrument.leverage = event.leverage;

package/src/store/event/store-order.event.spec.ts

@@ -1,5 +1,5 @@
 import { State } from '../';
-import { now } from '../../common';
+import { now } from '../../shared';
 import { Asset, Instrument, Order } from '../../domain';
 import { OrderLoadEvent, OrderLoadEventHandler } from './store-order.event';
 

package/src/store/event/store-order.event.ts

@@ -1,5 +1,5 @@
-import { event } from '../../common/topic';
-import { timestamp } from '../../common';
+import { event } from '../../shared/topic';
+import { timestamp } from '../../shared';
 import { Order } from '../../domain';
 import { State } from '../store.state';
 import { StoreEvent } from './store.event';

package/src/store/event/store-orderbook.event.ts

@@ -1,5 +1,5 @@
-import { event } from '../../common/topic';
-import { timestamp } from '../../common';
+import { event } from '../../shared/topic';
+import { timestamp } from '../../shared';
 import { InstrumentSelector } from '../../domain/instrument';
 import { Orderbook } from '../../domain/orderbook';
 import { State } from '../store.state';

package/src/store/event/store-position.event.ts

@@ -1,5 +1,5 @@
-import { event } from '../../common/topic';
-import { timestamp } from '../../common';
+import { event } from '../../shared/topic';
+import { timestamp } from '../../shared';
 import { Position, Instrument, PositionMode } from '../../domain';
 import { State } from '../store.state';
 import { StoreEvent } from './store.event';

package/src/store/event/store-trade.event.spec.ts

@@ -1,7 +1,7 @@
 import { Asset, Instrument } from '../../domain';
 import { TradePatchEvent, TradePatchEventHandler } from '.';
 import { State } from '../store.state';
-import { now } from '../../common';
+import { now } from '../../shared';
 
 const instrument = new Instrument(
   new Asset('btc', 'binance', 8),
@@ -44,7 +44,7 @@ describe('trade patch event tests', () => {
     TradePatchEventHandler(new TradePatchEvent(instrument, 2000, 0.2, timestamp), state);
 
     expect(trade.timestamp).toEqual(timestamp);
-    expect(trade.instrument.toString()).toEqual(trade.instrument.toString());
+    expect(trade.instrument.toString()).toEqual(instrument.toString());
     expect(trade.rate).toEqual(2000);
     expect(trade.quantity).toEqual(0.2);
     expect(state.timestamp).toEqual(timestamp);

package/src/store/event/store-trade.event.ts

@@ -1,5 +1,5 @@
-import { event } from '../../common/topic';
-import { timestamp } from '../../common';
+import { event } from '../../shared/topic';
+import { timestamp } from '../../shared';
 import { Trade } from '../../domain';
 import { InstrumentSelector } from '../../domain/instrument';
 import { State } from '../store.state';

package/src/store/event/store.event.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../../common';
+import { timestamp } from '../../shared';
 
 export interface StoreEvent {
   type: string;

package/src/store/store.state.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import {
   Instrument,
   Balance,
@@ -13,6 +13,7 @@ import {
 export class State {
   timestamp: timestamp;
 
+  // all available trasing assets and instruments
   universe: {
     asset: Record<string, Asset>;
     instrument: Record<string, Instrument>;

package/src/store/store.ts

@@ -3,7 +3,7 @@ import { State } from './store.state';
 import { Component } from '../domain';
 import { Set } from 'typescript-collections';
 import { StoreEvent } from './event/store.event';
-import { handler, Topic } from '../common/topic';
+import { handler, Topic } from '../shared/topic';
 import { TradePatchEvent, TradePatchEventHandler } from './event/store-trade.event';
 import {
   BalanceFreezEvent,

package/src/tests/backtester-adapter.spec.ts

@@ -1,16 +1,16 @@
 import { AdapterAwakeCommand } from '../adapter';
 import { AdapterSubscribeCommand } from '../adapter';
-import { Asset, Commision, instrumentOf } from '../domain';
+import { Asset, Commission, instrumentOf } from '../domain';
 import { InMemoryStorage, Feed } from '../storage';
 import { Store } from '../store';
 import { InstrumentPatchEvent, TradePatchEvent } from '../store/event';
 import { Adapter, AdapterContext } from '../adapter/adapter';
-import { PaperSpotModel } from '../adapter/paper';
-import { PaperModel } from '../adapter/paper/model/paper-model';
+import { PaperSpotExecutor } from '../adapter/paper';
+import { PaperExecutor } from '../adapter/paper/executor/paper-executor';
 import { PaperAdapter } from '../adapter/paper/paper-adapter';
 import { BacktesterAdapter } from '../adapter/backtester/backtester-adapter';
 import { BacktesterStreamer } from '../adapter/backtester/backtester-streamer';
-import { handler } from '../common';
+import { handler } from '../shared';
 
 const base = new Asset('btc', 'binance', 8);
 const quote = new Asset('usdt', 'binance', 4);
@@ -22,8 +22,8 @@ class DefaultAdapter extends Adapter {
     return 123;
   }
 
-  createPaperModel(adapter: PaperAdapter): PaperModel {
-    return new PaperSpotModel(adapter);
+  createPaperExecutor(adapter: PaperAdapter): PaperExecutor {
+    return new PaperSpotExecutor(adapter);
   }
 
   @handler(AdapterAwakeCommand)
@@ -33,7 +33,7 @@ class DefaultAdapter extends Adapter {
         context.timestamp,
         base,
         quote,
-        new Commision(0.1, 0.1),
+        new Commission(0.1, 0.1),
         'btc-usdt'
       )
     );

package/dist/adapter/paper/model/paper-margin-model.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"paper-margin-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-margin-model.ts"],"names":[],"mappings":";;;AAAA,4CAAoD;AAEpD,gDAQ8B;AAE9B,+CAA2C;AAE3C,MAAa,gBAAiB,SAAQ,wBAAU;IAG9C,YAAY,OAAqB;QAC/B,KAAK,CAAC,OAAO,CAAC,CAAC;QAHjB,aAAQ,GAAG,EAAE,CAAC;IAId,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QACjE,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAiB;;QAC5E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE/E,IAAI,QAAQ,GAAG,UAAU,CAAC,KAAK,CAAC,KAAK,CACnC,CAAC,UAAU,CAAC,SAAS,CAAC,iBAAiB,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC/E,CAAC;QAEF,MAAM,EAAE,GAAG,UAAU,CAAC,QAAQ,EAAE,CAAC;QACjC,MAAM,QAAQ,GACZ,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC;QAEhF,IAAI,IAAI,GAAG,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,oBAAoB,mCAAI,CAAC,CAAC;QAC/C,IAAI,IAAI,GAAG,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,IAAI,mCAAI,CAAC,CAAC;QAC/B,IAAI,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;QAE9B,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,IAAI,IAAI,GAAG,CAAC,EAAE;oBACZ,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,QAAQ,CAAC,CAAC;oBAE3D,QAAQ,IAAI,IAAA,YAAG,EAAC,oBAAoB,EAAE,IAAI,EAAE,eAAe,CAAC,CAAC;oBAE7D,IAAI,IAAI,eAAe,CAAC;oBACxB,QAAQ,IAAI,eAAe,CAAC;iBAC7B;gBAED,IAAI,CAAC,IAAI,EAAE;oBACT,IAAI,GAAG,oBAAoB,CAAC;oBAC5B,IAAI,GAAG,QAAQ,CAAC;iBACjB;qBAAM;oBACL,IAAI,GAAG,IAAA,qBAAY,EAAC,CAAC,IAAI,EAAE,oBAAoB,CAAC,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC,CAAC;oBACpE,IAAI,IAAI,QAAQ,CAAC;iBAClB;gBAED,MAAM;YAER,KAAK,MAAM;gBACT,IAAI,IAAI,GAAG,CAAC,EAAE;oBACZ,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;oBAEjD,QAAQ,IAAI,IAAA,YAAG,EAAC,IAAI,EAAE,oBAAoB,EAAE,eAAe,CAAC,CAAC;oBAE7D,IAAI,IAAI,eAAe,CAAC;oBACxB,QAAQ,IAAI,eAAe,CAAC;iBAC7B;gBAED,IAAI,CAAC,IAAI,EAAE;oBACT,IAAI,GAAG,oBAAoB,CAAC;oBAC5B,IAAI,GAAG,CAAC,QAAQ,CAAC;iBAClB;qBAAM;oBACL,IAAI,GAAG,IAAA,qBAAY,EAAC,CAAC,IAAI,EAAE,oBAAoB,CAAC,EAAE,CAAC,IAAI,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC;oBACrE,IAAI,IAAI,QAAQ,CAAC;iBAClB;gBAED,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,SAAS,CAAC,EAC/D,IAAI,0BAAkB,CACpB,EAAE,EACF,UAAU,EACV,IAAI,EACJ,IAAI,EACJ,IAAI,CAAC,QAAQ,EACb,OAAO,EACP,SAAS,CACV,CACF,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC3E,CAAC;CACF;AA7FD,4CA6FC"}

package/dist/adapter/paper/model/paper-model.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"paper-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-model.ts"],"names":[],"mappings":";;;AAAA,8CAAqC;AACrC,4CAAyF;AAEzF,mEAA6C;AAE7C,MAAsB,UAAU;IAG9B,YAAqB,OAAqB;QAArB,YAAO,GAAP,OAAO,CAAc;QAFzB,YAAO,GAA+B,EAAE,CAAC;QAGxD,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;IAC9E,CAAC;IAYO,SAAS,CAAC,SAAoB;QACpC,IAAI,SAAS,YAAY,kBAAS,EAAE;YAClC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAChD,IAAI,CAAC,wBAAwB,CAAC,EAAE,EAAE,SAAS,CAAC,CAC7C,CAAC;SACH;aAAM,IAAI,SAAS,YAAY,cAAK,EAAE;YACrC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAChD,IAAI,CAAC,oBAAoB,CAAC,EAAE,EAAE,SAAS,CAAC,CACzC,CAAC;SACH;IACH,CAAC;IAEO,wBAAwB,CAAC,KAAY,EAAE,SAAoB;QACjE,IAAI,KAAK,CAAC,IAAI,IAAI,QAAQ,EAAE;YAC1B,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,SAAS,CAAC,WAAW,EAAE;gBAChD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,SAAS,CAAC,WAAW,EAAE;gBACxD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;YAED,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,OAAO,EAAE;YACzB,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,KAAK,CAAC,IAAI,IAAI,SAAS,CAAC,WAAW,EAAE;gBAC9D,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,KAAK,CAAC,IAAI,IAAI,SAAS,CAAC,WAAW,EAAE;gBACtE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;YAED,OAAO;SACR;IACH,CAAC;IAEO,oBAAoB,CAAC,KAAY,EAAE,KAAY;QACrD,IAAI,KAAK,CAAC,IAAI,IAAI,QAAQ,EAAE;YAC1B,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;YAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;YAE1D,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,OAAO,EAAE;YACzB,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,EAAE;gBAClD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;aAC3D;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,EAAE;gBAC1D,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;aAC3D;YAED,OAAO;SACR;IACH,CAAC;IAEO,SAAS,CAAC,UAA8B;QAC9C,IAAI,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAClD,IAAI,CAAC,OAAO,EAAE;YACZ,OAAO,GAAG,IAAI,4BAAG,EAAS,CAAC;YAE3B,IAAI,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,OAAO,CAAC;SAC/C;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,IAAI,CAAC,KAAY;QACf,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAEjD,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE;YACvB,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,aAAa,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAEjD,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,EAAE;YAC1B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,CAAC;IAC9B,CAAC;CACF;AA1GD,gCA0GC"}

package/dist/adapter/paper/model/paper-spot-model.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"paper-spot-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-spot-model.ts"],"names":[],"mappings":";;;AACA,gDAS8B;AAE9B,+CAA2C;AAG3C,MAAa,cAAe,SAAQ,wBAAU;IAC5C,YAAqB,OAAqB;QACxC,KAAK,CAAC,OAAO,CAAC,CAAC;QADI,YAAO,GAAP,OAAO,CAAc;IAE1C,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,wBAAwB,CAAC,KAAK,EAAE,SAAS,CAAC,EAClD,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CACpC,CAAC;QACF,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAoB;QAC/E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAC/E,MAAM,UAAU,GAAG;YACjB,IAAI,EAAE,CAAC;YACP,KAAK,EAAE,CAAC;SACT,CAAC;QAEF,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CACtC,UAAU,CAAC,SAAS,CAAC,aAAa,CAAC,KAAK,CAAC,QAAQ,CAAC,CACnD,CAAC;gBACF,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC;gBAClF,MAAM;YAER,KAAK,MAAM;gBACT,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;gBACzD,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CACxC,UAAU,CAAC,SAAS,CAAC,aAAa,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC1E,CAAC;gBACF,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,EACrE,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,SAAS,CAAC,CACxE,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAC5C,CAAC;IACJ,CAAC;IAEO,wBAAwB,CAC9B,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;oBAEhF,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,yBAAiB,CACnB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAC;SACpF;IACH,CAAC;IAEO,0BAA0B,CAChC,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO;4BACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,OAAO,EAAE,SAAS,CAAC;yBAC1E,CAAC;oBAEJ,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,2BAAmB,CACrB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO;oBACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC;iBAC1E,CAAC;SACL;IACH,CAAC;CACF;AAtHD,wCAsHC"}

package/dist/behaviour/behaviour.d.ts

@@ -1,6 +0,0 @@
-import { Observable } from 'rxjs';
-import { Session } from '../session';
-export interface Behaviour {
-    describe(session: Session): Observable<any>;
-    statement?(output: Record<string, any>): void;
-}

package/dist/behaviour/behaviour.js

@@ -1,3 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=behaviour.js.map

package/dist/behaviour/behaviour.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"behaviour.js","sourceRoot":"","sources":["../../src/behaviour/behaviour.ts"],"names":[],"mappings":""}

package/dist/behaviour/combined-behaviour.d.ts

@@ -1,14 +0,0 @@
-import { Observable } from 'rxjs';
-import { Session } from '../session';
-import { Behaviour } from './behaviour';
-export declare class CombinedBehaviour implements Behaviour {
-    private readonly behaviours;
-    constructor(behaviours: Behaviour[]);
-    describe(session: Session): Observable<any>;
-    statement?(output: Record<string, any>): void;
-}
-export declare class FunctionBehaviour implements Behaviour {
-    private readonly func;
-    constructor(func: (session: Session) => Observable<any>);
-    describe(session: Session): Observable<any>;
-}

package/dist/behaviour/combined-behaviour.js

@@ -1,26 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.FunctionBehaviour = exports.CombinedBehaviour = void 0;
-const rxjs_1 = require("rxjs");
-class CombinedBehaviour {
-    constructor(behaviours) {
-        this.behaviours = behaviours;
-    }
-    describe(session) {
-        return (0, rxjs_1.forkJoin)(this.behaviours.map(b => b.describe(session)));
-    }
-    statement(output) {
-        this.behaviours.forEach(it => it.statement && it.statement(output));
-    }
-}
-exports.CombinedBehaviour = CombinedBehaviour;
-class FunctionBehaviour {
-    constructor(func) {
-        this.func = func;
-    }
-    describe(session) {
-        return this.func(session);
-    }
-}
-exports.FunctionBehaviour = FunctionBehaviour;
-//# sourceMappingURL=combined-behaviour.js.map

package/dist/behaviour/combined-behaviour.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"combined-behaviour.js","sourceRoot":"","sources":["../../src/behaviour/combined-behaviour.ts"],"names":[],"mappings":";;;AAAA,+BAA4C;AAI5C,MAAa,iBAAiB;IAC5B,YAA6B,UAAuB;QAAvB,eAAU,GAAV,UAAU,CAAa;IAAG,CAAC;IAExD,QAAQ,CAAC,OAAgB;QACvB,OAAO,IAAA,eAAQ,EAAC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACjE,CAAC;IAED,SAAS,CAAE,MAA2B;QACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,SAAS,IAAI,EAAE,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IACtE,CAAC;CACF;AAVD,8CAUC;AAED,MAAa,iBAAiB;IAC5B,YAA6B,IAA2C;QAA3C,SAAI,GAAJ,IAAI,CAAuC;IAAG,CAAC;IAE5E,QAAQ,CAAC,OAAgB;QACvB,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IAC5B,CAAC;CACF;AAND,8CAMC"}

package/dist/behaviour/index.d.ts

@@ -1,3 +0,0 @@
-export * from './behaviour';
-export * from './combined-behaviour';
-export * from './statement/index';

package/dist/behaviour/index.js

@@ -1,16 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./behaviour"), exports);
-__exportStar(require("./combined-behaviour"), exports);
-__exportStar(require("./statement/index"), exports);
-//# sourceMappingURL=index.js.map

package/dist/behaviour/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/behaviour/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA4B;AAC5B,uDAAqC;AACrC,oDAAkC"}

package/dist/behaviour/statement/benchmark-statement.behaviour.d.ts

@@ -1,15 +0,0 @@
-import { Observable } from 'rxjs';
-import { InstrumentSelector } from '../../domain';
-import { Behaviour } from '..';
-import { Session } from '../../session';
-export declare class BenchmarkStatementBehaviour implements Behaviour {
-    private readonly instrument;
-    private balance;
-    private entry;
-    private exit;
-    private drawdown;
-    constructor(instrument: InstrumentSelector);
-    describe(session: Session): Observable<any>;
-    private update;
-    statement?(output: Record<string, any>): void;
-}

package/dist/behaviour/statement/benchmark-statement.behaviour.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BenchmarkStatementBehaviour = void 0;
-const rxjs_1 = require("rxjs");
-const common_1 = require("../../common");
-const operators_1 = require("rxjs/operators");
-const indicator_1 = require("../../indicator");
-class BenchmarkStatementBehaviour {
-    constructor(instrument) {
-        this.instrument = instrument;
-        this.drawdown = 0;
-    }
-    describe(session) {
-        return (0, rxjs_1.combineLatest)([
-            session.orderbook(this.instrument),
-            session.balance(this.instrument.quote),
-            session.orderbook(this.instrument).pipe((0, indicator_1.drawdown)(it => it.midRate), (0, operators_1.tap)(it => (this.drawdown = it)))
-        ]).pipe((0, operators_1.map)(it => this.update(it[0], it[1])));
-    }
-    update(orderbook, quote) {
-        const price = orderbook.midRate;
-        if (!this.balance) {
-            this.balance = quote.total;
-        }
-        if (!this.entry) {
-            this.entry = price;
-        }
-        this.exit = price;
-    }
-    statement(output) {
-        const pnl = this.exit / this.entry - 1;
-        const scale = (0, common_1.precision)(this.entry);
-        output['benchmark_entry'] = this.entry;
-        output['benchmark_exit'] = this.exit;
-        output['benchmark_pnl'] = (0, common_1.floor)(this.balance * pnl, scale);
-        output['benchmark_pnl_pp'] = (0, common_1.floor)(pnl * 100, 2);
-        output['benchmark_drawdown_pp'] = (0, common_1.floor)(this.drawdown * 100, 2);
-    }
-}
-exports.BenchmarkStatementBehaviour = BenchmarkStatementBehaviour;
-//# sourceMappingURL=benchmark-statement.behaviour.js.map

package/dist/behaviour/statement/benchmark-statement.behaviour.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"benchmark-statement.behaviour.js","sourceRoot":"","sources":["../../../src/behaviour/statement/benchmark-statement.behaviour.ts"],"names":[],"mappings":";;;AAAA,+BAAiD;AAIjD,yCAAgD;AAChD,8CAA0C;AAC1C,+CAA2C;AAE3C,MAAa,2BAA2B;IAOtC,YAA6B,UAA8B;QAA9B,eAAU,GAAV,UAAU,CAAoB;QAFnD,aAAQ,GAAG,CAAC,CAAC;IAEyC,CAAC;IAE/D,QAAQ,CAAC,OAAgB;QACvB,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC,UAAU,CAAC;YAClC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC;YACtC,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,IAAI,CACrC,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,OAAO,CAAC,EAC1B,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,QAAQ,GAAG,EAAE,CAAC,CAAC,CAChC;SACF,CAAC,CAAC,IAAI,CAAC,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAChD,CAAC;IAEO,MAAM,CAAC,SAAoB,EAAE,KAAc;QACjD,MAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC;QAEhC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE;YACjB,IAAI,CAAC,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;SAC5B;QAED,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE;YACf,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;SACpB;QAED,IAAI,CAAC,IAAI,GAAG,KAAK,CAAC;IACpB,CAAC;IAED,SAAS,CAAE,MAA2B;QACpC,MAAM,GAAG,GAAG,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;QACvC,MAAM,KAAK,GAAG,IAAA,kBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEpC,MAAM,CAAC,iBAAiB,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC;QACvC,MAAM,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC;QACrC,MAAM,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,IAAI,CAAC,OAAO,GAAG,GAAG,EAAE,KAAK,CAAC,CAAC;QAC3D,MAAM,CAAC,kBAAkB,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACjD,MAAM,CAAC,uBAAuB,CAAC,GAAG,IAAA,cAAK,EAAC,IAAI,CAAC,QAAQ,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;IAClE,CAAC;CACF;AA5CD,kEA4CC"}

package/dist/behaviour/statement/equity-statement.behaviour.d.ts

@@ -1,15 +0,0 @@
-import { InstrumentSelector } from '../../domain';
-import { Behaviour } from '..';
-import { Session } from '../../session';
-import { Observable } from 'rxjs';
-export declare class EquityStatementBehaviour implements Behaviour {
-    private readonly instrument;
-    private balance;
-    private drawdown;
-    private equity;
-    private min;
-    private max;
-    constructor(instrument: InstrumentSelector);
-    describe(session: Session): Observable<any>;
-    statement?(output: Record<string, any>): void;
-}

package/dist/behaviour/statement/equity-statement.behaviour.js

@@ -1,54 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.EquityStatementBehaviour = void 0;
-const indicator_1 = require("../../indicator");
-const common_1 = require("../../common");
-const rxjs_1 = require("rxjs");
-const operators_1 = require("rxjs/operators");
-class EquityStatementBehaviour {
-    constructor(instrument) {
-        this.instrument = instrument;
-        this.drawdown = 0;
-        this.equity = 0;
-    }
-    describe(session) {
-        return (0, rxjs_1.combineLatest)([
-            session.orderbook(this.instrument),
-            session.balance(this.instrument.base),
-            session.balance(this.instrument.quote),
-            session.positions(this.instrument)
-        ]).pipe((0, operators_1.tap)(([, , quote]) => {
-            if (!this.balance) {
-                this.balance = quote.total;
-            }
-        }), (0, operators_1.map)(([orderbook, base, quote, positions]) => orderbook.instrument.quote.fixed(quote.total +
-            base.total * orderbook.bestBidRate +
-            positions.reduce((agg, position) => agg + position.calculatePnL(orderbook.bestBidRate), 0))), (0, operators_1.tap)(it => {
-            if (!this.min) {
-                this.min = it;
-            }
-            else {
-                this.min = Math.min(this.min, it);
-            }
-            if (!this.max) {
-                this.max = it;
-            }
-            else {
-                this.max = Math.max(this.max, it);
-            }
-            this.equity = it;
-        }), (0, indicator_1.drawdown)(it => it), (0, operators_1.tap)(it => (this.drawdown = it)));
-    }
-    statement(output) {
-        const pnl = this.equity / this.balance - 1;
-        const scale = (0, common_1.precision)(this.equity);
-        output['equity'] = this.equity;
-        output['equity_min'] = this.min;
-        output['equity_max'] = this.max;
-        output['equity_pnl'] = (0, common_1.floor)(this.balance * pnl, scale);
-        output['equity_pnl_pp'] = (0, common_1.floor)(pnl * 100, 2);
-        output['equity_drawdown_pp'] = (0, common_1.floor)(this.drawdown * 100, 2);
-    }
-}
-exports.EquityStatementBehaviour = EquityStatementBehaviour;
-//# sourceMappingURL=equity-statement.behaviour.js.map

package/dist/behaviour/statement/equity-statement.behaviour.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"equity-statement.behaviour.js","sourceRoot":"","sources":["../../../src/behaviour/statement/equity-statement.behaviour.ts"],"names":[],"mappings":";;;AAGA,+CAA2C;AAC3C,yCAAgD;AAChD,+BAAiD;AACjD,8CAA0C;AAE1C,MAAa,wBAAwB;IAOnC,YAA6B,UAA8B;QAA9B,eAAU,GAAV,UAAU,CAAoB;QALnD,aAAQ,GAAG,CAAC,CAAC;QACb,WAAM,GAAG,CAAC,CAAC;IAI2C,CAAC;IAE/D,QAAQ,CAAC,OAAgB;QACvB,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC,UAAU,CAAC;YAClC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC;YACrC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC;YACtC,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC,UAAU,CAAC;SACnC,CAAC,CAAC,IAAI,CACL,IAAA,eAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,CAAC,EAAE,EAAE;YAClB,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE;gBACjB,IAAI,CAAC,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aAC5B;QACH,CAAC,CAAC,EACF,IAAA,eAAG,EAAC,CAAC,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,EAAE,CAC1C,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAC9B,KAAK,CAAC,KAAK;YACT,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,WAAW;YAClC,SAAS,CAAC,MAAM,CACd,CAAC,GAAG,EAAE,QAAQ,EAAE,EAAE,CAAC,GAAG,GAAG,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,WAAW,CAAC,EACrE,CAAC,CACF,CACJ,CACF,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE;gBACb,IAAI,CAAC,GAAG,GAAG,EAAE,CAAC;aACf;iBAAM;gBACL,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACnC;YAED,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE;gBACb,IAAI,CAAC,GAAG,GAAG,EAAE,CAAC;aACf;iBAAM;gBACL,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACnC;YAED,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;QACnB,CAAC,CAAC,EACF,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,QAAQ,GAAG,EAAE,CAAC,CAAC,CAChC,CAAC;IACJ,CAAC;IAED,SAAS,CAAE,MAA2B;QACpC,MAAM,GAAG,GAAG,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,OAAO,GAAG,CAAC,CAAC;QAC3C,MAAM,KAAK,GAAG,IAAA,kBAAS,EAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAErC,MAAM,CAAC,QAAQ,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;QAC/B,MAAM,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC;QAChC,MAAM,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC;QAChC,MAAM,CAAC,YAAY,CAAC,GAAG,IAAA,cAAK,EAAC,IAAI,CAAC,OAAO,GAAG,GAAG,EAAE,KAAK,CAAC,CAAC;QACxD,MAAM,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QAC9C,MAAM,CAAC,oBAAoB,CAAC,GAAG,IAAA,cAAK,EAAC,IAAI,CAAC,QAAQ,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;IAC/D,CAAC;CACF;AA9DD,4DA8DC"}

package/dist/behaviour/statement/index.d.ts

@@ -1 +0,0 @@
-export * from './statement.behaviour';

package/dist/behaviour/statement/index.js

@@ -1,14 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./statement.behaviour"), exports);
-//# sourceMappingURL=index.js.map

package/dist/behaviour/statement/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/behaviour/statement/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,wDAAsC"}

package/dist/behaviour/statement/period-statement.behaviour.d.ts

@@ -1,9 +0,0 @@
-import { Observable } from 'rxjs';
-import { Session } from '../../session';
-import { Behaviour } from '..';
-export declare class PeriodStatementBehaviour implements Behaviour {
-    private from;
-    private to;
-    describe(session: Session): Observable<any>;
-    statement?(statement: Record<string, any>): void;
-}

package/dist/behaviour/statement/period-statement.behaviour.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PeriodStatementBehaviour = void 0;
-const operators_1 = require("rxjs/operators");
-class PeriodStatementBehaviour {
-    describe(session) {
-        return session.store.changes$.pipe((0, operators_1.map)(it => {
-            if (!this.from) {
-                this.from = it.timestamp;
-            }
-            this.to = it.timestamp;
-        }));
-    }
-    statement(statement) {
-        statement['period_from'] = new Date(this.from).toISOString();
-        statement['period_to'] = new Date(this.to).toISOString();
-    }
-}
-exports.PeriodStatementBehaviour = PeriodStatementBehaviour;
-//# sourceMappingURL=period-statement.behaviour.js.map

package/dist/behaviour/statement/period-statement.behaviour.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"period-statement.behaviour.js","sourceRoot":"","sources":["../../../src/behaviour/statement/period-statement.behaviour.ts"],"names":[],"mappings":";;;AAGA,8CAAqC;AAErC,MAAa,wBAAwB;IAInC,QAAQ,CAAC,OAAgB;QACvB,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAChC,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;gBACd,IAAI,CAAC,IAAI,GAAG,EAAE,CAAC,SAAS,CAAC;aAC1B;YAED,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC,SAAS,CAAC;QACzB,CAAC,CAAC,CACH,CAAC;IACJ,CAAC;IAED,SAAS,CAAE,SAA8B;QACvC,SAAS,CAAC,aAAa,CAAC,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,WAAW,EAAE,CAAC;QAC7D,SAAS,CAAC,WAAW,CAAC,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,WAAW,EAAE,CAAC;IAC3D,CAAC;CACF;AApBD,4DAoBC"}

package/dist/behaviour/statement/statement.behaviour.d.ts

@@ -1,7 +0,0 @@
-import { InstrumentSelector } from '../../domain';
-import { Behaviour } from '../behaviour';
-export declare class Statement {
-    static period(): Behaviour;
-    static benchmark(instrument: InstrumentSelector): Behaviour;
-    static equity(instrument: InstrumentSelector): Behaviour;
-}