@quantform/core 0.3.232 → 0.3.238
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 +1 -1
- package/dist/adapter/adapter.event.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +2 -3
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +6 -0
- package/dist/adapter/backtester/backtester-streamer.js +10 -7
- package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +9 -7
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/domain/instrument.js.map +1 -1
- package/dist/domain/orderbook.d.ts +1 -0
- package/dist/domain/orderbook.js.map +1 -1
- package/dist/domain/trade.js.map +1 -1
- package/dist/ipc.js +43 -12
- package/dist/ipc.js.map +1 -1
- package/dist/ipc.spec.d.ts +1 -0
- package/dist/ipc.spec.js +67 -0
- package/dist/ipc.spec.js.map +1 -0
- package/dist/session/session.js +2 -1
- package/dist/session/session.js.map +1 -1
- package/dist/tests/backtester-adapter.spec.js +7 -5
- package/dist/tests/backtester-adapter.spec.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/adapter.event.ts +1 -1
- package/src/adapter/backtester/backtester-adapter.ts +2 -3
- package/src/adapter/backtester/backtester-streamer.spec.ts +9 -7
- package/src/adapter/backtester/backtester-streamer.ts +36 -7
- package/src/domain/asset.ts +3 -3
- package/src/domain/instrument.ts +3 -0
- package/src/domain/orderbook.ts +4 -1
- package/src/domain/trade.ts +4 -0
- package/src/ipc.spec.ts +56 -0
- package/src/ipc.ts +43 -17
- package/src/session/session.ts +1 -1
- package/src/tests/backtester-adapter.spec.ts +7 -5
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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,
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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,MAAM,CAAC;IAQX,CAAC;CACL,CAAA;AAVY,kBAAkB;IAD9B,aAAK;qCAKmB,2BAAkB,kBAGxB,cAAI;GAPV,kBAAkB,CAU9B;AAVY,gDAAkB"}
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@@ -1,13 +1,12 @@
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import { Adapter, AdapterContext } from '..';
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import { BacktesterStreamer } from './backtester-streamer';
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import { BacktesterListener, BacktesterStreamer } from './backtester-streamer';
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import { PaperAdapter, PaperOptions } from '../paper';
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import { timestamp } from '../../shared';
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import { AdapterSubscribeCommand, AdapterHistoryQuery } from '../adapter.event';
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export declare class BacktesterOptions extends PaperOptions {
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from: timestamp;
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to: timestamp;
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completed?: () => void;
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listener?: BacktesterListener;
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}
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export declare class BacktesterAdapter extends Adapter {
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readonly decoratedAdapter: Adapter;
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{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAE7C,oCAAsD;AACtD,8CAA6C;AAE7C,oDAAgF;AAChF,6CAAgE;AAEhE,MAAa,iBAAkB,SAAQ,oBAAY;
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{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAE7C,oCAAsD;AACtD,8CAA6C;AAE7C,oDAAgF;AAChF,6CAAgE;AAEhE,MAAa,iBAAkB,SAAQ,oBAAY;CAIlD;AAJD,8CAIC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YAAqB,gBAAyB,EAAW,QAA4B;QACnF,KAAK,EAAE,CAAC;QADW,qBAAgB,GAAhB,gBAAgB,CAAS;QAAW,aAAQ,GAAR,QAAQ,CAAoB;QAF5E,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAI3C,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;IACjC,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,CAAC,gBAAgB,CAAC,mBAAmB,CAAC,OAAO,CAAC,CAAC;IAC5D,CAAC;IAED,cAAc,CAAC,KAAuB,EAAE,OAAuB;QAC7D,OAAO,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACxD,CAAC;IAGD,WAAW,CAAC,OAAgC,EAAE,OAAuB;QACnE,OAAO,CAAC,UAAU,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YAC9B,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,GAAG,OAAO,CAAC,UAAU,CAAC,GAAG,CACvB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,CACnE,CACF,CAAC;IACJ,CAAC;IAGD,KAAK,CAAC,SAAS,CAAC,KAA0B,EAAE,OAAuB;QACjE,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtE,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;CACF;AAtBC;IADC,IAAA,eAAO,EAAC,uCAAuB,CAAC;;qCACZ,uCAAuB,EAAW,kBAAc;;oDAUpE;AAGD;IADC,IAAA,eAAO,EAAC,mCAAmB,CAAC;;qCACN,mCAAmB,EAAW,kBAAc;;kDAQlE;AAzCH,8CA0CC"}
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import { timestamp } from '../../shared';
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import { Feed } from '../../storage';
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import { BacktesterOptions } from './backtester-adapter';
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export interface BacktesterListener {
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onBacktestStarted?(streamer: BacktesterStreamer): void;
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onBacktestUpdated?(streamer: BacktesterStreamer): void;
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onBacktestCompleted?(streamer: BacktesterStreamer): void;
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}
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export declare class BacktesterStreamer {
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private readonly store;
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private readonly feed;
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private readonly options;
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private sequenceUpdateBatch;
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private cursor;
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private stopAcquire;
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timestamp: timestamp;
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this.store = store;
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this.feed = feed;
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this.options = options;
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this.sequenceUpdateBatch = 10000;
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this.cursor = {};
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this.stopAcquire = 1;
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}
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if (this.sequence == 0) {
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if (this.options.listener.onBacktestStarted) {
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this.options.listener.onBacktestStarted(this);
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}
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}
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this.options.
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if (this.sequence % this.sequenceUpdateBatch == 0) {
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if (this.options.listener.onBacktestUpdated) {
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this.options.listener.onBacktestUpdated(this);
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}
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}
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return;
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}
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}
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if (this.options.
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if (this.options.listener.onBacktestCompleted) {
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}
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async processNext() {
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{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AACA,2DAAuD;
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+
{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AACA,2DAAuD;AA0BvD,MAAa,kBAAkB;IAQ7B,YACmB,KAAY,EACZ,IAAU,EACV,OAA0B;QAF1B,UAAK,GAAL,KAAK,CAAO;QACZ,SAAI,GAAJ,IAAI,CAAM;QACV,YAAO,GAAP,OAAO,CAAmB;QAVrC,wBAAmB,GAAG,KAAK,CAAC;QAC5B,WAAM,GAAqC,EAAE,CAAC;QAC9C,gBAAW,GAAG,CAAC,CAAC;QAGxB,aAAQ,GAAG,CAAC,CAAC;QAOX,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC;IACrC,CAAC;IAED,SAAS,CAAC,UAA8B;QACtC,IAAI,UAAU,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE;YACxC,OAAO;SACR;QAED,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE3D,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,MAAM,CAAC;IAC9C,CAAC;IAKD,IAAI;QACF,IAAI,CAAC,WAAW,EAAE,CAAC;IACrB,CAAC;IAKD,KAAK,CAAC,WAAW;QACf,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;QAErD,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,QAAQ,IAAI,CAAC,EAAE;YACtB,IAAI,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,EAAE;gBAC3C,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;aAC/C;SACF;QAED,OAAO,MAAM,IAAI,CAAC,WAAW,EAAE,EAAE;YAC/B,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,IAAI,CAAC,EAAE;gBACjD,IAAI,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,EAAE;oBAC3C,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;iBAC/C;aACF;YAED,IAAI,IAAI,CAAC,WAAW,GAAG,CAAC,EAAE;gBACxB,OAAO;aACR;SACF;QAED,IAAI,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,mBAAmB,EAAE;YAC7C,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;SACjD;IACH,CAAC;IAEO,KAAK,CAAC,WAAW;QACvB,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QACnE,IAAI,CAAC,MAAM,EAAE;YACX,OAAO,KAAK,CAAC;SACd;QAED,MAAM,KAAK,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QACjC,IAAI,CAAC,QAAQ,EAAE,CAAC;QAEhB,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAE3B,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YACjD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;SAC7C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,KAAK,CAAC,OAAO,CAAC,IAAe,EAAE,EAAa;QAClD,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE;YAC/C,IAAI,MAAM,CAAC,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE;gBACzC,MAAM,MAAM,CAAC,aAAa,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;aACtC;SACF;QAED,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,IAAI,CAAC;aAC/B,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,CAAC;aAC/D,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;CACF;AAtGD,gDAsGC"}
|
|
@@ -16,13 +16,15 @@ describe('backtester streamer tests', () => {
|
|
|
16
16
|
balance: {},
|
|
17
17
|
from: 0,
|
|
18
18
|
to: 10,
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
19
|
+
listener: {
|
|
20
|
+
onBacktestCompleted: () => {
|
|
21
|
+
const trade = store.snapshot.trade[instrument.toString()];
|
|
22
|
+
expect(trade.timestamp).toEqual(8);
|
|
23
|
+
expect(trade.rate).toEqual(8);
|
|
24
|
+
expect(trade.quantity).toEqual(8);
|
|
25
|
+
expect(store.snapshot.timestamp).toEqual(8);
|
|
26
|
+
done();
|
|
27
|
+
}
|
|
26
28
|
}
|
|
27
29
|
});
|
|
28
30
|
feed
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,uCAAoC;AACpC,yCAA4D;AAC5D,2CAAsD;AACtD,6CAAgD;AAChD,+DAA2D;AAE3D,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACzC,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QACvE,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAE3E,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YACnD,OAAO,EAAE,EAAE;YACX,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;YACN,
|
|
1
|
+
{"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,uCAAoC;AACpC,yCAA4D;AAC5D,2CAAsD;AACtD,6CAAgD;AAChD,+DAA2D;AAE3D,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACzC,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QACvE,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAE3E,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YACnD,OAAO,EAAE,EAAE;YACX,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;YACN,QAAQ,EAAE;gBACR,mBAAmB,EAAE,GAAG,EAAE;oBACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;oBAE1D,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;oBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;oBAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;oBAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;oBAE5C,IAAI,EAAE,CAAC;gBACT,CAAC;aACF;SACF,CAAC,CAAC;QAEH,IAAI;aACD,IAAI,CAAC,UAAU,EAAE;YAChB,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC5D,CAAC;aACD,IAAI,CAAC,GAAG,EAAE;YACT,QAAQ,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YAC/B,QAAQ,CAAC,WAAW,EAAE,CAAC;QACzB,CAAC,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAA+C;AAI/C,MAAa,kBAAkB;IAM7B,YAAY,IAAY,EAAE,KAAa,EAAE,QAAgB;QACvD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAC1E,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAE5E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IACzD,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAhBD,gDAgBC;
|
|
1
|
+
{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAA+C;AAI/C,MAAa,kBAAkB;IAM7B,YAAY,IAAY,EAAE,KAAa,EAAE,QAAgB;QACvD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAC1E,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAE5E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IACzD,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAhBD,gDAgBC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAMhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;QADzB,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAF7E,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,QAAQ,IAAI,KAAK,CAAC,QAAQ,EAAE;YACnC,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;SACvC;IACH,CAAC;CACF;AAbD,gCAaC;AAED,SAAgB,YAAY,CAAC,UAAkB;IAC7C,MAAM,OAAO,GAAG,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEpC,OAAO,IAAI,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;AAChE,CAAC;AALD,oCAKC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAOA,MAAa,SAAS;IAWpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAJtD,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAID,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAhBD,8BAgBC"}
|
package/dist/domain/trade.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAKhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAEtD,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAVD,sBAUC"}
|
package/dist/ipc.js
CHANGED
|
@@ -69,19 +69,29 @@ class IpcHandler extends topic_1.Topic {
|
|
|
69
69
|
this.descriptor = descriptor;
|
|
70
70
|
}
|
|
71
71
|
async onLiveMode(command, accessor) {
|
|
72
|
+
var _a;
|
|
72
73
|
if (command.id) {
|
|
73
74
|
this.descriptor.id = command.id;
|
|
74
75
|
}
|
|
75
76
|
accessor.session = (0, bin_1.live)(this.descriptor);
|
|
77
|
+
this.notify({
|
|
78
|
+
type: 'live:started',
|
|
79
|
+
session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
|
|
80
|
+
});
|
|
76
81
|
await accessor.session.awake();
|
|
77
82
|
}
|
|
78
83
|
async onPaperMode(command, accessor) {
|
|
84
|
+
var _a;
|
|
79
85
|
if (command.id) {
|
|
80
86
|
this.descriptor.id = command.id;
|
|
81
87
|
}
|
|
82
88
|
accessor.session = (0, bin_1.paper)(this.descriptor, {
|
|
83
89
|
balance: command.balance
|
|
84
90
|
});
|
|
91
|
+
this.notify({
|
|
92
|
+
type: 'paper:started',
|
|
93
|
+
session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
|
|
94
|
+
});
|
|
85
95
|
await accessor.session.awake();
|
|
86
96
|
}
|
|
87
97
|
onBacktestMode(command, accessor) {
|
|
@@ -90,21 +100,42 @@ class IpcHandler extends topic_1.Topic {
|
|
|
90
100
|
from: command.from,
|
|
91
101
|
to: command.to,
|
|
92
102
|
balance: command.balance,
|
|
93
|
-
|
|
94
|
-
|
|
95
|
-
|
|
96
|
-
|
|
97
|
-
|
|
98
|
-
|
|
99
|
-
|
|
100
|
-
|
|
101
|
-
|
|
102
|
-
|
|
103
|
-
|
|
103
|
+
listener: {
|
|
104
|
+
onBacktestStarted: (streamer) => {
|
|
105
|
+
var _a;
|
|
106
|
+
this.notify({
|
|
107
|
+
type: 'backtest:started',
|
|
108
|
+
session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
|
|
109
|
+
timestamp: streamer.timestamp,
|
|
110
|
+
from: command.from,
|
|
111
|
+
to: command.to
|
|
112
|
+
});
|
|
113
|
+
},
|
|
114
|
+
onBacktestUpdated: (streamer) => {
|
|
115
|
+
var _a;
|
|
116
|
+
this.notify({
|
|
117
|
+
type: 'backtest:updated',
|
|
118
|
+
session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
|
|
119
|
+
timestamp: streamer.timestamp,
|
|
120
|
+
from: command.from,
|
|
121
|
+
to: command.to
|
|
122
|
+
});
|
|
123
|
+
},
|
|
124
|
+
onBacktestCompleted: async (streamer) => {
|
|
125
|
+
var _a;
|
|
126
|
+
await accessor.session.dispose();
|
|
127
|
+
this.notify({
|
|
128
|
+
type: 'backtest:completed',
|
|
129
|
+
session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
|
|
130
|
+
timestamp: streamer.timestamp,
|
|
131
|
+
from: command.from,
|
|
132
|
+
to: command.to
|
|
133
|
+
});
|
|
134
|
+
resolve();
|
|
135
|
+
}
|
|
104
136
|
}
|
|
105
137
|
});
|
|
106
138
|
accessor.session = session;
|
|
107
|
-
this.notify({ type: 'backtest:started' });
|
|
108
139
|
await accessor.session.awake();
|
|
109
140
|
await streamer.tryContinue().catch(it => shared_1.Logger.error(it));
|
|
110
141
|
});
|
package/dist/ipc.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,uCAA+C;AAE/C,qCAAwC;AACxC,0CAAuD;AACvD,qCAAkC;AAClC,+BAAoD;
|
|
1
|
+
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,uCAA+C;AAE/C,qCAAwC;AACxC,0CAAuD;AACvD,qCAAkC;AAClC,+BAAoD;AAEpD,qCAAsC;AAgBtC,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAa3B,IAAa,eAAe,GAA5B,MAAa,eAAe;IAA5B;QACE,SAAI,GAAG,OAAO,CAAC;IAYjB,CAAC;CAAA,CAAA;AAbY,eAAe;IAD3B,aAAK;GACO,eAAe,CAa3B;AAbY,0CAAe;AAmB5B,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAA/B;QACE,SAAI,GAAG,UAAU,CAAC;IAiBpB,CAAC;CAAA,CAAA;AAlBY,kBAAkB;IAD9B,aAAK;GACO,kBAAkB,CAkB9B;AAlBY,gDAAkB;AAqB/B,IAAa,gBAAgB,GAA7B,MAAa,gBAAgB;IAA7B;QACE,SAAI,GAAG,UAAU,CAAC;IAEpB,CAAC;CAAA,CAAA;AAHY,gBAAgB;IAD5B,aAAK;GACO,gBAAgB,CAG5B;AAHY,4CAAgB;AAS7B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAgBhB,CAAC;CAAA,CAAA;AAjBY,cAAc;IAD1B,aAAK;GACO,cAAc,CAiB1B;AAjBY,wCAAc;AAsB3B,MAAM,kBAAkB;CAEvB;AAKD,MAAM,UAAW,SAAQ,aAA2C;IAClE,YAA6B,UAA6B;QACxD,KAAK,EAAE,CAAC;QADmB,eAAU,GAAV,UAAU,CAAmB;IAE1D,CAAC;IAMD,KAAK,CAAC,UAAU,CAAC,OAAuB,EAAE,QAA4B;;QACpE,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC;SACjC;QAED,QAAQ,CAAC,OAAO,GAAG,IAAA,UAAI,EAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAEzC,IAAI,CAAC,MAAM,CAAC;YACV,IAAI,EAAE,cAAc;YACpB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IACjC,CAAC;IAMD,KAAK,CAAC,WAAW,CAAC,OAAwB,EAAE,QAA4B;;QACtE,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC;SACjC;QAED,QAAQ,CAAC,OAAO,GAAG,IAAA,WAAK,EAAC,IAAI,CAAC,UAAU,EAAE;YACxC,OAAO,EAAE,OAAO,CAAC,OAAO;SACzB,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC;YACV,IAAI,EAAE,eAAe;YACrB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IACjC,CAAC;IAMD,cAAc,CAAC,OAA2B,EAAE,QAA4B;QACtE,OAAO,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;YACvC,MAAM,CAAC,OAAO,EAAE,QAAQ,CAAC,GAAG,IAAA,cAAQ,EAAC,IAAI,CAAC,UAAU,EAAE;gBACpD,IAAI,EAAE,OAAO,CAAC,IAAI;gBAClB,EAAE,EAAE,OAAO,CAAC,EAAE;gBACd,OAAO,EAAE,OAAO,CAAC,OAAO;gBACxB,QAAQ,EAAE;oBACR,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;wBAClD,IAAI,CAAC,MAAM,CAAC;4BACV,IAAI,EAAE,kBAAkB;4BACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;4BAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;4BAC7B,IAAI,EAAE,OAAO,CAAC,IAAI;4BAClB,EAAE,EAAE,OAAO,CAAC,EAAE;yBACf,CAAC,CAAC;oBACL,CAAC;oBACD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;wBAClD,IAAI,CAAC,MAAM,CAAC;4BACV,IAAI,EAAE,kBAAkB;4BACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;4BAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;4BAC7B,IAAI,EAAE,OAAO,CAAC,IAAI;4BAClB,EAAE,EAAE,OAAO,CAAC,EAAE;yBACf,CAAC,CAAC;oBACL,CAAC;oBACD,mBAAmB,EAAE,KAAK,EAAE,QAA4B,EAAE,EAAE;;wBAC1D,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;wBAEjC,IAAI,CAAC,MAAM,CAAC;4BACV,IAAI,EAAE,oBAAoB;4BAC1B,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;4BAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;4BAC7B,IAAI,EAAE,OAAO,CAAC,IAAI;4BAClB,EAAE,EAAE,OAAO,CAAC,EAAE;yBACf,CAAC,CAAC;wBAEH,OAAO,EAAE,CAAC;oBACZ,CAAC;iBACF;aACF,CAAC,CAAC;YAEH,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;YAE3B,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;YAC/B,MAAM,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,eAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;QAC7D,CAAC,CAAC,CAAC;IACL,CAAC;IAMD,UAAU,CAAC,KAAuB,EAAE,QAA4B;;QAC9D,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAA,UAAI,EAAC,IAAI,CAAC,UAAU,CAAC,CAAC;IAC/D,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,OAAuB,EAAE,QAA4B;;QAChE,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAA,UAAI,EAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAC7D,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAEpD,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;QAE/B,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,CAAC,CAAC;QAEtC,MAAM,QAAQ,CAAC,OAAO,CAAC,SAAS,CAAC,QAAQ,CACvC,UAAU,CAAC,IAAI,CAAC,QAAQ,EACxB,IAAI,4BAAkB,CACpB,UAAU,EACV,OAAO,CAAC,IAAI,EACZ,OAAO,CAAC,EAAE,EACV,IAAI,CAAC,UAAU,CAAC,IAAI,EACpB,SAAS,CAAC,EAAE,CACV,IAAI,CAAC,MAAM,CAAC;YACV,IAAI,EAAE,cAAc;YACpB,SAAS;YACT,IAAI,EAAE,OAAO,CAAC,IAAI;YAClB,EAAE,EAAE,OAAO,CAAC,EAAE;SACf,CAAC,CACL,CACF,CAAC;QAEF,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,CAAC,CAAC;QAExC,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAKO,MAAM,CAAC,OAAY;QACzB,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE;YACjB,OAAO;SACR;QAED,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IACxB,CAAC;CACF;AA5IC;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACE,cAAc,EAAY,kBAAkB;;4CAarE;AAMD;IADC,IAAA,eAAO,EAAC,eAAe,CAAC;;qCACE,eAAe,EAAY,kBAAkB;;6CAevE;AAMD;IADC,IAAA,eAAO,EAAC,kBAAkB,CAAC;;qCACJ,kBAAkB,EAAY,kBAAkB;;gDA8CvE;AAMD;IADC,IAAA,eAAO,EAAC,gBAAgB,CAAC;;qCACR,gBAAgB,EAAY,kBAAkB;;4CAE/D;AAMD;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACF,cAAc,EAAY,kBAAkB;;wCA4BjE;AAoBI,KAAK,UAAU,GAAG,CACvB,UAA6B,EAC7B,GAAG,QAAsB;IAEzB,MAAM,OAAO,GAAG,IAAI,UAAU,CAAC,UAAU,CAAC,CAAC;IAC3C,MAAM,QAAQ,GAAG,IAAI,kBAAkB,EAAE,CAAC;IAC1C,MAAM,IAAI,GAAG,QAAQ,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAE7C,IAAI,IAAI,CAAC,OAAO,EAAE;QAChB,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC;QAEnE,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;KACjC;SAAM;QACL,IAAI,CAAC,QAAQ,CAAC,MAAM,EAAE;YACpB,QAAQ,CAAC,IAAI,CAAC,IAAI,eAAe,EAAE,CAAC,CAAC;SACtC;KACF;IAED,KAAK,MAAM,OAAO,IAAI,QAAQ,EAAE;QAC9B,MAAM,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,CAAC,EAAE,CAAC,SAAS,EAAE,KAAK,EAAE,OAAY,EAAE,EAAE;QAC3C,MAAM,QAAQ,GAAG,MAAM,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAE3D,IAAI,QAAQ,EAAE;YACZ,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;SACxB;IACH,CAAC,CAAC,CAAC;IAEH,OAAO,QAAQ,CAAC,OAAO,CAAC;AAC1B,CAAC;AA/BD,kBA+BC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|
package/dist/ipc.spec.js
ADDED
|
@@ -0,0 +1,67 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
|
3
|
+
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
|
4
|
+
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
|
5
|
+
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;
|
|
6
|
+
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
|
7
|
+
};
|
|
8
|
+
var __metadata = (this && this.__metadata) || function (k, v) {
|
|
9
|
+
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
|
10
|
+
};
|
|
11
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
+
const adapter_1 = require("./adapter");
|
|
13
|
+
const paper_1 = require("./adapter/paper");
|
|
14
|
+
const ipc_1 = require("./ipc");
|
|
15
|
+
const storage_1 = require("./storage");
|
|
16
|
+
const domain_1 = require("./domain");
|
|
17
|
+
const shared_1 = require("./shared");
|
|
18
|
+
class DefaultAdapter extends adapter_1.Adapter {
|
|
19
|
+
constructor() {
|
|
20
|
+
super(...arguments);
|
|
21
|
+
this.name = 'default';
|
|
22
|
+
}
|
|
23
|
+
timestamp() {
|
|
24
|
+
return 123;
|
|
25
|
+
}
|
|
26
|
+
createPaperExecutor(adapter) {
|
|
27
|
+
return new paper_1.PaperSpotExecutor(adapter);
|
|
28
|
+
}
|
|
29
|
+
onAwake(command) { }
|
|
30
|
+
onAccount(command) { }
|
|
31
|
+
onFeed(command) { }
|
|
32
|
+
}
|
|
33
|
+
__decorate([
|
|
34
|
+
(0, shared_1.handler)(adapter_1.AdapterAwakeCommand),
|
|
35
|
+
__metadata("design:type", Function),
|
|
36
|
+
__metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand]),
|
|
37
|
+
__metadata("design:returntype", void 0)
|
|
38
|
+
], DefaultAdapter.prototype, "onAwake", null);
|
|
39
|
+
__decorate([
|
|
40
|
+
(0, shared_1.handler)(adapter_1.AdapterAccountCommand),
|
|
41
|
+
__metadata("design:type", Function),
|
|
42
|
+
__metadata("design:paramtypes", [adapter_1.AdapterAccountCommand]),
|
|
43
|
+
__metadata("design:returntype", void 0)
|
|
44
|
+
], DefaultAdapter.prototype, "onAccount", null);
|
|
45
|
+
__decorate([
|
|
46
|
+
(0, shared_1.handler)(adapter_1.AdapterFeedCommand),
|
|
47
|
+
__metadata("design:type", Function),
|
|
48
|
+
__metadata("design:paramtypes", [adapter_1.AdapterFeedCommand]),
|
|
49
|
+
__metadata("design:returntype", void 0)
|
|
50
|
+
], DefaultAdapter.prototype, "onFeed", null);
|
|
51
|
+
describe('ipc feed tests', () => {
|
|
52
|
+
test('should trigger adapter feed command', async () => {
|
|
53
|
+
const command = {
|
|
54
|
+
type: 'feed',
|
|
55
|
+
instrument: 'default:btc-usdt',
|
|
56
|
+
from: 0,
|
|
57
|
+
to: 100
|
|
58
|
+
};
|
|
59
|
+
const session = await (0, ipc_1.run)({
|
|
60
|
+
adapter: [new DefaultAdapter()],
|
|
61
|
+
feed: new storage_1.Feed(new storage_1.InMemoryStorage()),
|
|
62
|
+
describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
|
|
63
|
+
}, command);
|
|
64
|
+
expect(session.descriptor).toBeUndefined();
|
|
65
|
+
});
|
|
66
|
+
});
|
|
67
|
+
//# sourceMappingURL=ipc.spec.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,uCAKmB;AACnB,2CAAkE;AAElE,+BAA4C;AAC5C,uCAAkD;AAClD,qCAAwC;AACxC,qCAAmC;AAEnC,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAkBnB,CAAC;IAhBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,yBAAiB,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;IAGD,OAAO,CAAC,OAA4B,IAAG,CAAC;IAGxC,SAAS,CAAC,OAA8B,IAAG,CAAC;IAG5C,MAAM,CAAC,OAA2B,IAAG,CAAC;CACvC;AAPC;IADC,IAAA,gBAAO,EAAC,6BAAmB,CAAC;;qCACZ,6BAAmB;;6CAAI;AAGxC;IADC,IAAA,gBAAO,EAAC,+BAAqB,CAAC;;qCACZ,+BAAqB;;+CAAI;AAG5C;IADC,IAAA,gBAAO,EAAC,4BAAkB,CAAC;;qCACZ,4BAAkB;;4CAAI;AAGxC,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,qCAAqC,EAAE,KAAK,IAAI,EAAE;QACrD,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,MAAM;YACZ,UAAU,EAAE,kBAAkB;YAC9B,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC;QAEF,MAAM,OAAO,GAAG,MAAM,IAAA,SAAG,EACvB;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;YAC/B,IAAI,EAAE,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC;YACrC,QAAQ,EAAE,CAAC,OAAgB,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,CAAC,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;SAChF,EACD,OAAO,CACR,CAAC;QAEF,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,aAAa,EAAE,CAAC;IAC7C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
package/dist/session/session.js
CHANGED
|
@@ -23,12 +23,13 @@ class Session {
|
|
|
23
23
|
return this.store.snapshot.timestamp;
|
|
24
24
|
}
|
|
25
25
|
async awake() {
|
|
26
|
+
var _a;
|
|
26
27
|
if (this.initialized) {
|
|
27
28
|
return;
|
|
28
29
|
}
|
|
29
30
|
this.initialized = true;
|
|
30
31
|
await this.aggregate.awake(this.descriptor != null);
|
|
31
|
-
if (this.descriptor.describe) {
|
|
32
|
+
if ((_a = this.descriptor) === null || _a === void 0 ? void 0 : _a.describe) {
|
|
32
33
|
this.subscription = this.descriptor.describe(this).subscribe();
|
|
33
34
|
}
|
|
34
35
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/session/session.ts"],"names":[],"mappings":";;;AAAA,8CAUwB;AACxB,sCAUmB;AAEnB,+BAAuE;AAEvE,sCAAwC;AACxC,2CAAwC;AAExC,wCAKoB;AAIpB,MAAa,OAAO;IAWlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAbjC,gBAAW,GAAG,KAAK,CAAC;QAEpB,WAAM,GAAG,IAAI,eAAM,EAAE,CAAC;QAMrB,cAAS,GAAwC,EAAE,CAAC;QAQ3D,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAfD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAeD,KAAK,CAAC,KAAK
|
|
1
|
+
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|
|
@@ -66,11 +66,13 @@ describe('backtester adapter tests', () => {
|
|
|
66
66
|
},
|
|
67
67
|
from: 0,
|
|
68
68
|
to: 100,
|
|
69
|
-
|
|
70
|
-
|
|
71
|
-
|
|
72
|
-
|
|
73
|
-
|
|
69
|
+
listener: {
|
|
70
|
+
onBacktestCompleted: () => {
|
|
71
|
+
expect(store.snapshot.timestamp).toEqual(1);
|
|
72
|
+
expect(store.snapshot.trade[instrument.toString()].rate).toEqual(100);
|
|
73
|
+
expect(store.snapshot.trade[instrument.toString()].quantity).toEqual(10);
|
|
74
|
+
done();
|
|
75
|
+
}
|
|
74
76
|
}
|
|
75
77
|
});
|
|
76
78
|
feed.save(instrument, [new event_1.TradePatchEvent(instrument, 100, 10, 1)]);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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