@quantform/core 0.3.230 → 0.3.231

package/dist/adapter/adapter.js.map

@@ -1 +1 @@
-{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AAAA,sCAA2C;AAG3C,2CAAwC;AAGxC,MAAa,cAAc;IAKzB,YAA6B,OAAgB,EAAW,KAAY;QAAvC,YAAO,GAAP,OAAO,CAAS;QAAW,UAAK,GAAL,KAAK,CAAO;IAAG,CAAC;IAJxE,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;IAClC,CAAC;CAGF;AAND,wCAMC;AAED,MAAsB,OAAQ,SAAQ,aAAuC;IAI3E,SAAS;QACP,OAAO,IAAA,YAAG,GAAE,CAAC;IACf,CAAC;CACF;AAPD,0BAOC"}
+{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AAAA,sCAA2C;AAG3C,2CAAwC;AAMxC,MAAa,cAAc;IAQzB,YAA6B,OAAgB,EAAW,KAAY;QAAvC,YAAO,GAAP,OAAO,CAAS;QAAW,UAAK,GAAL,KAAK,CAAO;IAAG,CAAC;IAJxE,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;IAClC,CAAC;CAGF;AATD,wCASC;AAMD,MAAsB,OAAQ,SAAQ,aAAuC;IAI3E,SAAS;QACP,OAAO,IAAA,YAAG,GAAE,CAAC;IACf,CAAC;CACF;AAPD,0BAOC"}

package/dist/bin.d.ts

@@ -1,39 +1,6 @@
 import { BacktesterOptions, BacktesterStreamer } from './adapter/backtester';
 import { PaperOptions } from './adapter/paper';
 import { Session, SessionDescriptor } from './session';
-export interface IpcCommand {
-    type: any;
-}
-export declare class IpcPaperModeCommand implements IpcCommand {
-    type: string;
-    id?: number;
-    balance: {
-        [key: string]: number;
-    };
-}
-export declare class IpcBacktestModeCommand implements IpcCommand {
-    type: string;
-    from: number;
-    to: number;
-    balance: {
-        [key: string]: number;
-    };
-}
-export declare class IpcLiveModeCommand implements IpcCommand {
-    id?: number;
-    type: string;
-}
-export declare class IpcUniverseQuery implements IpcCommand {
-    type: string;
-    exchange: string;
-}
-export declare class IpcFeedCommand implements IpcCommand {
-    type: string;
-    instrument: string;
-    from: number;
-    to: number;
-}
-export declare function run(descriptor: SessionDescriptor, ...commands: IpcCommand[]): Promise<Session>;
 export declare function backtest(descriptor: SessionDescriptor, options: BacktesterOptions): [Session, BacktesterStreamer];
 export declare function paper(descriptor: SessionDescriptor, options: PaperOptions): Session;
 export declare function live(descriptor: SessionDescriptor): Session;

package/dist/bin.js

@@ -1,198 +1,11 @@
 "use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.idle = exports.live = exports.paper = exports.backtest = exports.run = exports.IpcFeedCommand = exports.IpcUniverseQuery = exports.IpcLiveModeCommand = exports.IpcBacktestModeCommand = exports.IpcPaperModeCommand = void 0;
+exports.idle = exports.live = exports.paper = exports.backtest = void 0;
 const backtester_1 = require("./adapter/backtester");
 const adapter_1 = require("./adapter");
 const paper_1 = require("./adapter/paper");
 const session_1 = require("./session");
 const store_1 = require("./store");
-const domain_1 = require("./domain");
-const topic_1 = require("./shared/topic");
-const minimist = require("minimist");
-const shared_1 = require("./shared");
-let IpcPaperModeCommand = class IpcPaperModeCommand {
-    constructor() {
-        this.type = 'paper';
-    }
-};
-IpcPaperModeCommand = __decorate([
-    topic_1.event
-], IpcPaperModeCommand);
-exports.IpcPaperModeCommand = IpcPaperModeCommand;
-let IpcBacktestModeCommand = class IpcBacktestModeCommand {
-    constructor() {
-        this.type = 'backtest';
-    }
-};
-IpcBacktestModeCommand = __decorate([
-    topic_1.event
-], IpcBacktestModeCommand);
-exports.IpcBacktestModeCommand = IpcBacktestModeCommand;
-let IpcLiveModeCommand = class IpcLiveModeCommand {
-    constructor() {
-        this.type = 'live';
-    }
-};
-IpcLiveModeCommand = __decorate([
-    topic_1.event
-], IpcLiveModeCommand);
-exports.IpcLiveModeCommand = IpcLiveModeCommand;
-let IpcUniverseQuery = class IpcUniverseQuery {
-    constructor() {
-        this.type = 'universe';
-    }
-};
-IpcUniverseQuery = __decorate([
-    topic_1.event
-], IpcUniverseQuery);
-exports.IpcUniverseQuery = IpcUniverseQuery;
-let IpcFeedCommand = class IpcFeedCommand {
-    constructor() {
-        this.type = 'feed';
-    }
-};
-IpcFeedCommand = __decorate([
-    topic_1.event
-], IpcFeedCommand);
-exports.IpcFeedCommand = IpcFeedCommand;
-class ExecutionAccessor {
-}
-class ExecutionHandler extends topic_1.Topic {
-    constructor(descriptor) {
-        super();
-        this.descriptor = descriptor;
-    }
-    async onLiveMode(command, accessor) {
-        if (command.id) {
-            this.descriptor.id = command.id;
-        }
-        accessor.session = live(this.descriptor);
-        await accessor.session.awake();
-    }
-    async onPaperMode(command, accessor) {
-        if (command.id) {
-            this.descriptor.id = command.id;
-        }
-        accessor.session = paper(this.descriptor, {
-            balance: command.balance
-        });
-        await accessor.session.awake();
-    }
-    onBacktestMode(command, accessor) {
-        return new Promise(async (resolve) => {
-            const [session, streamer] = backtest(this.descriptor, {
-                from: command.from,
-                to: command.to,
-                balance: command.balance,
-                progress: timestamp => this.notify({
-                    type: 'backtest:updated',
-                    timestamp,
-                    from: command.from,
-                    to: command.to
-                }),
-                completed: async () => {
-                    const statement = {};
-                    await accessor.session.dispose();
-                    this.notify({ type: 'backtest:completed', statement });
-                    resolve();
-                }
-            });
-            accessor.session = session;
-            this.notify({ type: 'backtest:started' });
-            await accessor.session.awake();
-            await streamer.tryContinue().catch(it => shared_1.Logger.error(it));
-        });
-    }
-    onUniverse(query, accessor) {
-        var _a;
-        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : idle(this.descriptor);
-    }
-    async onFeed(command, accessor) {
-        var _a;
-        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : idle(this.descriptor);
-        const instrument = (0, domain_1.instrumentOf)(command.instrument);
-        await accessor.session.awake();
-        this.notify({ type: 'feed:started' });
-        await accessor.session.aggregate.dispatch(instrument.base.exchange, new adapter_1.AdapterFeedCommand(instrument, command.from, command.to, this.descriptor.feed, timestamp => this.notify({
-            type: 'feed:updated',
-            timestamp,
-            from: command.from,
-            to: command.to
-        })));
-        this.notify({ type: 'feed:completed' });
-        await accessor.session.dispose();
-    }
-    notify(message) {
-        if (!process.send) {
-            return;
-        }
-        process.send(message);
-    }
-}
-__decorate([
-    (0, topic_1.handler)(IpcLiveModeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcLiveModeCommand, ExecutionAccessor]),
-    __metadata("design:returntype", Promise)
-], ExecutionHandler.prototype, "onLiveMode", null);
-__decorate([
-    (0, topic_1.handler)(IpcPaperModeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcPaperModeCommand, ExecutionAccessor]),
-    __metadata("design:returntype", Promise)
-], ExecutionHandler.prototype, "onPaperMode", null);
-__decorate([
-    (0, topic_1.handler)(IpcBacktestModeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcBacktestModeCommand, ExecutionAccessor]),
-    __metadata("design:returntype", void 0)
-], ExecutionHandler.prototype, "onBacktestMode", null);
-__decorate([
-    (0, topic_1.handler)(IpcUniverseQuery),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcUniverseQuery, ExecutionAccessor]),
-    __metadata("design:returntype", void 0)
-], ExecutionHandler.prototype, "onUniverse", null);
-__decorate([
-    (0, topic_1.handler)(IpcFeedCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcFeedCommand, ExecutionAccessor]),
-    __metadata("design:returntype", Promise)
-], ExecutionHandler.prototype, "onFeed", null);
-async function run(descriptor, ...commands) {
-    const handler = new ExecutionHandler(descriptor);
-    const accessor = new ExecutionAccessor();
-    const argv = minimist(process.argv.slice(2));
-    if (argv.command) {
-        const json = Buffer.from(argv.command, 'base64').toString('utf-8');
-        commands.push(JSON.parse(json));
-    }
-    else {
-        if (!commands.length) {
-            commands.push(new IpcPaperModeCommand());
-        }
-    }
-    for (const command of commands) {
-        await handler.dispatch(command, accessor);
-    }
-    process.on('message', async (request) => {
-        const response = await handler.dispatch(request, accessor);
-        if (response) {
-            process.send(response);
-        }
-    });
-    return accessor.session;
-}
-exports.run = run;
 function backtest(descriptor, options) {
     const store = new store_1.Store();
     const streamer = new backtester_1.BacktesterStreamer(store, descriptor.feed, options);

package/dist/bin.js.map

@@ -1 +1 @@
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+{"version":3,"file":"bin.js","sourceRoot":"","sources":["../src/bin.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA6D;AAC7D,uCAAuD;AACvD,mCAAgC;AAQhC,SAAgB,QAAQ,CACtB,UAA6B,EAC7B,OAA0B;IAE1B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CAAC,KAAK,EAAE,UAAU,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;IACzE,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,GAAG,CACpB,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,IAAI,8BAAiB,CAAC,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,CAC5E,CACF,CAAC;IAEF,OAAO,CAAC,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,EAAE,QAAQ,CAAC,CAAC;AAC/D,CAAC;AAfD,4BAeC;AAQD,SAAgB,KAAK,CAAC,UAA6B,EAAE,OAAqB;IACxE,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,EAAE,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CACnE,CAAC;IAEF,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC;AATD,sBASC;AAOD,SAAgB,IAAI,CAAC,UAA6B;IAChD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CAAC,KAAK,EAAE,UAAU,CAAC,OAAO,CAAC,CAAC;IAElE,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC;AALD,oBAKC;AAMD,SAAgB,IAAI,CAAC,UAA6B;IAChD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CAAC,KAAK,EAAE,UAAU,CAAC,OAAO,CAAC,CAAC;IAElE,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC;AACvC,CAAC;AALD,oBAKC"}

package/dist/index.d.ts

@@ -9,3 +9,4 @@ export * from './storage';
 export * from './store';
 export * from './store/event';
 export * from './bin';
+export * from './ipc';

package/dist/index.js

@@ -21,4 +21,5 @@ __exportStar(require("./storage"), exports);
 __exportStar(require("./store"), exports);
 __exportStar(require("./store/event"), exports);
 __exportStar(require("./bin"), exports);
+__exportStar(require("./ipc"), exports);
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAyB;AACzB,2CAAyB;AACzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,4CAA0B;AAC1B,0CAAwB;AACxB,gDAA8B;AAC9B,wCAAsB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAyB;AACzB,2CAAyB;AACzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,4CAA0B;AAC1B,0CAAwB;AACxB,gDAA8B;AAC9B,wCAAsB;AACtB,wCAAsB"}

package/dist/ipc.d.ts

@@ -0,0 +1,34 @@
+import { Session, SessionDescriptor } from './session';
+export interface IpcCommand {
+    type: any;
+}
+export declare class IpcLiveCommand implements IpcCommand {
+    type: string;
+    id?: number;
+}
+export declare class IpcPaperCommand implements IpcCommand {
+    type: string;
+    id?: number;
+    balance: {
+        [key: string]: number;
+    };
+}
+export declare class IpcBacktestCommand implements IpcCommand {
+    type: string;
+    from: number;
+    to: number;
+    balance: {
+        [key: string]: number;
+    };
+}
+export declare class IpcUniverseQuery implements IpcCommand {
+    type: string;
+    exchange: string;
+}
+export declare class IpcFeedCommand implements IpcCommand {
+    type: string;
+    instrument: string;
+    from: number;
+    to: number;
+}
+export declare function run(descriptor: SessionDescriptor, ...commands: IpcCommand[]): Promise<Session>;

package/dist/ipc.js

@@ -0,0 +1,193 @@
+"use strict";
+var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
+    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
+    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
+    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
+    return c > 3 && r && Object.defineProperty(target, key, r), r;
+};
+var __metadata = (this && this.__metadata) || function (k, v) {
+    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.run = exports.IpcFeedCommand = exports.IpcUniverseQuery = exports.IpcBacktestCommand = exports.IpcPaperCommand = exports.IpcLiveCommand = void 0;
+const adapter_1 = require("./adapter");
+const domain_1 = require("./domain");
+const topic_1 = require("./shared/topic");
+const shared_1 = require("./shared");
+const bin_1 = require("./bin");
+const minimist = require("minimist");
+let IpcLiveCommand = class IpcLiveCommand {
+    constructor() {
+        this.type = 'live';
+    }
+};
+IpcLiveCommand = __decorate([
+    topic_1.event
+], IpcLiveCommand);
+exports.IpcLiveCommand = IpcLiveCommand;
+let IpcPaperCommand = class IpcPaperCommand {
+    constructor() {
+        this.type = 'paper';
+    }
+};
+IpcPaperCommand = __decorate([
+    topic_1.event
+], IpcPaperCommand);
+exports.IpcPaperCommand = IpcPaperCommand;
+let IpcBacktestCommand = class IpcBacktestCommand {
+    constructor() {
+        this.type = 'backtest';
+    }
+};
+IpcBacktestCommand = __decorate([
+    topic_1.event
+], IpcBacktestCommand);
+exports.IpcBacktestCommand = IpcBacktestCommand;
+let IpcUniverseQuery = class IpcUniverseQuery {
+    constructor() {
+        this.type = 'universe';
+    }
+};
+IpcUniverseQuery = __decorate([
+    topic_1.event
+], IpcUniverseQuery);
+exports.IpcUniverseQuery = IpcUniverseQuery;
+let IpcFeedCommand = class IpcFeedCommand {
+    constructor() {
+        this.type = 'feed';
+    }
+};
+IpcFeedCommand = __decorate([
+    topic_1.event
+], IpcFeedCommand);
+exports.IpcFeedCommand = IpcFeedCommand;
+class IpcSessionAccessor {
+}
+class IpcHandler extends topic_1.Topic {
+    constructor(descriptor) {
+        super();
+        this.descriptor = descriptor;
+    }
+    async onLiveMode(command, accessor) {
+        if (command.id) {
+            this.descriptor.id = command.id;
+        }
+        accessor.session = (0, bin_1.live)(this.descriptor);
+        await accessor.session.awake();
+    }
+    async onPaperMode(command, accessor) {
+        if (command.id) {
+            this.descriptor.id = command.id;
+        }
+        accessor.session = (0, bin_1.paper)(this.descriptor, {
+            balance: command.balance
+        });
+        await accessor.session.awake();
+    }
+    onBacktestMode(command, accessor) {
+        return new Promise(async (resolve) => {
+            const [session, streamer] = (0, bin_1.backtest)(this.descriptor, {
+                from: command.from,
+                to: command.to,
+                balance: command.balance,
+                progress: timestamp => this.notify({
+                    type: 'backtest:updated',
+                    timestamp,
+                    from: command.from,
+                    to: command.to
+                }),
+                completed: async () => {
+                    const statement = {};
+                    await accessor.session.dispose();
+                    this.notify({ type: 'backtest:completed', statement });
+                    resolve();
+                }
+            });
+            accessor.session = session;
+            this.notify({ type: 'backtest:started' });
+            await accessor.session.awake();
+            await streamer.tryContinue().catch(it => shared_1.Logger.error(it));
+        });
+    }
+    onUniverse(query, accessor) {
+        var _a;
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.idle)(this.descriptor);
+    }
+    async onFeed(command, accessor) {
+        var _a;
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.idle)(this.descriptor);
+        const instrument = (0, domain_1.instrumentOf)(command.instrument);
+        await accessor.session.awake();
+        this.notify({ type: 'feed:started' });
+        await accessor.session.aggregate.dispatch(instrument.base.exchange, new adapter_1.AdapterFeedCommand(instrument, command.from, command.to, this.descriptor.feed, timestamp => this.notify({
+            type: 'feed:updated',
+            timestamp,
+            from: command.from,
+            to: command.to
+        })));
+        this.notify({ type: 'feed:completed' });
+        await accessor.session.dispose();
+    }
+    notify(message) {
+        if (!process.send) {
+            return;
+        }
+        process.send(message);
+    }
+}
+__decorate([
+    (0, topic_1.handler)(IpcLiveCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcLiveCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onLiveMode", null);
+__decorate([
+    (0, topic_1.handler)(IpcPaperCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcPaperCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onPaperMode", null);
+__decorate([
+    (0, topic_1.handler)(IpcBacktestCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcBacktestCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", void 0)
+], IpcHandler.prototype, "onBacktestMode", null);
+__decorate([
+    (0, topic_1.handler)(IpcUniverseQuery),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcUniverseQuery, IpcSessionAccessor]),
+    __metadata("design:returntype", void 0)
+], IpcHandler.prototype, "onUniverse", null);
+__decorate([
+    (0, topic_1.handler)(IpcFeedCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcFeedCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onFeed", null);
+async function run(descriptor, ...commands) {
+    const handler = new IpcHandler(descriptor);
+    const accessor = new IpcSessionAccessor();
+    const argv = minimist(process.argv.slice(2));
+    if (argv.command) {
+        const json = Buffer.from(argv.command, 'base64').toString('utf-8');
+        commands.push(JSON.parse(json));
+    }
+    else {
+        if (!commands.length) {
+            commands.push(new IpcPaperCommand());
+        }
+    }
+    for (const command of commands) {
+        await handler.dispatch(command, accessor);
+    }
+    process.on('message', async (request) => {
+        const response = await handler.dispatch(request, accessor);
+        if (response) {
+            process.send(response);
+        }
+    });
+    return accessor.session;
+}
+exports.run = run;
+//# sourceMappingURL=ipc.js.map

package/dist/ipc.js.map

@@ -0,0 +1 @@
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