@quantform/core 0.3.234 → 0.3.241
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-aggregate.js +5 -5
- package/dist/adapter/adapter-aggregate.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/adapter/paper/paper-adapter.js +2 -2
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/domain/asset.d.ts +3 -3
- package/dist/domain/asset.js +8 -8
- package/dist/domain/asset.js.map +1 -1
- package/dist/domain/asset.spec.js +4 -4
- package/dist/domain/asset.spec.js.map +1 -1
- package/dist/domain/instrument.d.ts +1 -1
- package/dist/domain/instrument.js +6 -6
- package/dist/domain/instrument.js.map +1 -1
- package/dist/domain/instrument.spec.js +7 -7
- package/dist/domain/instrument.spec.js.map +1 -1
- package/dist/domain/orderbook.d.ts +0 -1
- package/dist/ipc.d.ts +4 -1
- package/dist/ipc.js +50 -17
- package/dist/ipc.js.map +1 -1
- package/dist/ipc.spec.js +28 -0
- package/dist/ipc.spec.js.map +1 -1
- package/dist/session/session.js +7 -7
- package/dist/session/session.js.map +1 -1
- package/dist/store/event/store-instrument.event.js +1 -1
- package/dist/store/event/store-instrument.event.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-aggregate.ts +5 -5
- 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/adapter/paper/paper-adapter.ts +2 -2
- package/src/domain/asset.spec.ts +4 -4
- package/src/domain/asset.ts +9 -9
- package/src/domain/instrument.spec.ts +7 -7
- package/src/domain/instrument.ts +6 -6
- package/src/domain/orderbook.ts +1 -1
- package/src/ipc.spec.ts +30 -2
- package/src/ipc.ts +51 -22
- package/src/session/session.ts +7 -7
- package/src/store/event/store-instrument.event.ts +1 -1
- package/src/tests/backtester-adapter.spec.ts +7 -5
package/dist/ipc.spec.js
CHANGED
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@@ -27,6 +27,8 @@ class DefaultAdapter extends adapter_1.Adapter {
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return new paper_1.PaperSpotExecutor(adapter);
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}
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onAwake(command) { }
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+
onDispose(command) { }
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+
onSubscribe(command) { }
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onAccount(command) { }
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onFeed(command) { }
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}
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@@ -36,6 +38,18 @@ __decorate([
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__metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand]),
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__metadata("design:returntype", void 0)
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], DefaultAdapter.prototype, "onAwake", null);
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+
__decorate([
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(0, shared_1.handler)(adapter_1.AdapterDisposeCommand),
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__metadata("design:type", Function),
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__metadata("design:paramtypes", [adapter_1.AdapterDisposeCommand]),
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__metadata("design:returntype", void 0)
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], DefaultAdapter.prototype, "onDispose", null);
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__decorate([
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(0, shared_1.handler)(adapter_1.AdapterSubscribeCommand),
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__metadata("design:type", Function),
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__metadata("design:paramtypes", [adapter_1.AdapterSubscribeCommand]),
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__metadata("design:returntype", void 0)
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], DefaultAdapter.prototype, "onSubscribe", null);
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__decorate([
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(0, shared_1.handler)(adapter_1.AdapterAccountCommand),
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__metadata("design:type", Function),
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@@ -63,5 +77,19 @@ describe('ipc feed tests', () => {
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}, command);
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expect(session.descriptor).toBeUndefined();
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});
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test('should dispatch session started event', done => {
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const command = {
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type: 'paper',
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balance: { 'default:usd': 100 }
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};
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ipc_1.ipcSub.on('message', (message) => {
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expect(message.type).toBe('paper:started');
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done();
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});
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(0, ipc_1.run)({
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adapter: [new DefaultAdapter()],
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describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
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}, command);
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});
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});
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//# sourceMappingURL=ipc.spec.js.map
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package/dist/ipc.spec.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,
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1
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{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,uCAOmB;AACnB,2CAAkE;AAElE,+BAAoC;AACpC,uCAAkD;AAClD,qCAAwC;AACxC,qCAAmC;AAEnC,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAwBnB,CAAC;IAtBC,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,WAAW,CAAC,OAAgC,IAAG,CAAC;IAGhD,SAAS,CAAC,OAA8B,IAAG,CAAC;IAG5C,MAAM,CAAC,OAA2B,IAAG,CAAC;CACvC;AAbC;IADC,IAAA,gBAAO,EAAC,6BAAmB,CAAC;;qCACZ,6BAAmB;;6CAAI;AAGxC;IADC,IAAA,gBAAO,EAAC,+BAAqB,CAAC;;qCACZ,+BAAqB;;+CAAI;AAG5C;IADC,IAAA,gBAAO,EAAC,iCAAuB,CAAC;;qCACZ,iCAAuB;;iDAAI;AAGhD;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;IAEH,IAAI,CAAC,uCAAuC,EAAE,IAAI,CAAC,EAAE;QACnD,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,OAAO;YACb,OAAO,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE;SAChC,CAAC;QAEF,YAAM,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,OAAY,EAAE,EAAE;YACpC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;YAC3C,IAAI,EAAE,CAAC;QACT,CAAC,CAAC,CAAC;QAEH,IAAA,SAAG,EACD;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;YAC/B,QAAQ,EAAE,CAAC,OAAgB,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,CAAC,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;SAChF,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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package/dist/session/session.js
CHANGED
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@@ -72,12 +72,12 @@ class Session {
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const grouped = instrument
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.filter(it => it != null)
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.reduce((aggregate, it) => {
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const
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if (aggregate[
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aggregate[
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const adapter = it.base.adapter;
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if (aggregate[adapter]) {
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aggregate[adapter].push(it);
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}
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else {
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aggregate[
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aggregate[adapter] = [it];
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}
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return aggregate;
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}, {});
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@@ -86,10 +86,10 @@ class Session {
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}
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}
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async open(...orders) {
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await Promise.all(orders.map(it => this.aggregate.dispatch(it.instrument.base.
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await Promise.all(orders.map(it => this.aggregate.dispatch(it.instrument.base.adapter, new adapter_1.AdapterOrderOpenCommand(it))));
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}
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cancel(order) {
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return this.aggregate.dispatch(order.instrument.base.
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return this.aggregate.dispatch(order.instrument.base.adapter, new adapter_1.AdapterOrderCancelCommand(order));
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}
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instrument(selector) {
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this.subscribe([selector]);
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@@ -146,7 +146,7 @@ class Session {
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(!selector || it.asset.toString() == selector.toString())), (0, operators_1.map)(it => it));
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}
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history(selector, timeframe, length) {
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return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.dispatch(selector.base.
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return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.dispatch(selector.base.adapter, new adapter_1.AdapterHistoryQuery(selector, timeframe, length)))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
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}
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}
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exports.Session = Session;
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@@ -1 +1 @@
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{"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;;QACT,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,IAAI,IAAI,CAAC,CAAC;QAEpD,IAAI,MAAA,IAAI,CAAC,UAAU,0CAAE,QAAQ,EAAE;YAC7B,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,SAAS,EAAE,CAAC;SAChE;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;SACjC;QAED,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAC/B,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;IAC3B,CAAC;IAED,YAAY,CAAC,OAAe;;QAC1B,OAAO,MAAA,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,mCAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC;IACnE,CAAC;IAYD,UAAU,CACR,MAA4C,EAC5C,eAAkB,SAAS;;QAE3B,MAAM,OAAO,GAAG,IAAA,WAAI,EAClB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YACpD,EAAE,EAAE,MAAA,MAAM,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS;YACtC,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,KAAK,EAAE,CAAC;SACT,CAAC,CACH,CAAC,IAAI,CACJ,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CACP,EAAE,CAAC,MAAM,CAAC,CAAC,iBAAG,SAAS,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,IAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,EAAG,CAAC,CAAC,YAAY,CAC5E,EACD,IAAA,iBAAK,GAAE,CACR,CAAC;QAEF,MAAM,QAAQ,GAAG,IAAI,cAAO,EAAK,CAAC;QAElC,MAAM,MAAM,GAAG,CAAC,KAAQ,EAAE,EAAE;;YAC1B,MAAM,SAAS,GAAG,MAAA,KAAK,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS,CAAC;YACpD,MAAM,OAAO,GAAG,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,CAAC,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;YAEjE,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CACvB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,OAAO,CAAC,CAAC,CAChE,CAAC;YAEF,QAAQ,CAAC,IAAI,iCAAM,KAAK,KAAE,SAAS,IAAG,CAAC;QACzC,CAAC,CAAC;QAEF,OAAO,CAAC,IAAA,aAAM,EAAC,OAAO,EAAE,QAAQ,CAAC,YAAY,EAAE,CAAC,EAAE,MAAM,CAAC,CAAC;IAC5D,CAAC;IAOD,YAAY,CAAC,IAAY;QACvB,OAAO,SAAS,CAAC;IACnB,CAAC;IAMD,KAAK,CAAC,SAAS,CAAC,UAAqC;QACnD,MAAM,OAAO,GAAG,UAAU;aACvB,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC;aACxB,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACxB,MAAM,
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+
{"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;;QACT,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,IAAI,IAAI,CAAC,CAAC;QAEpD,IAAI,MAAA,IAAI,CAAC,UAAU,0CAAE,QAAQ,EAAE;YAC7B,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,SAAS,EAAE,CAAC;SAChE;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;SACjC;QAED,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAC/B,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;IAC3B,CAAC;IAED,YAAY,CAAC,OAAe;;QAC1B,OAAO,MAAA,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,mCAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC;IACnE,CAAC;IAYD,UAAU,CACR,MAA4C,EAC5C,eAAkB,SAAS;;QAE3B,MAAM,OAAO,GAAG,IAAA,WAAI,EAClB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YACpD,EAAE,EAAE,MAAA,MAAM,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS;YACtC,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,KAAK,EAAE,CAAC;SACT,CAAC,CACH,CAAC,IAAI,CACJ,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CACP,EAAE,CAAC,MAAM,CAAC,CAAC,iBAAG,SAAS,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,IAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,EAAG,CAAC,CAAC,YAAY,CAC5E,EACD,IAAA,iBAAK,GAAE,CACR,CAAC;QAEF,MAAM,QAAQ,GAAG,IAAI,cAAO,EAAK,CAAC;QAElC,MAAM,MAAM,GAAG,CAAC,KAAQ,EAAE,EAAE;;YAC1B,MAAM,SAAS,GAAG,MAAA,KAAK,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS,CAAC;YACpD,MAAM,OAAO,GAAG,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,CAAC,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;YAEjE,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CACvB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,OAAO,CAAC,CAAC,CAChE,CAAC;YAEF,QAAQ,CAAC,IAAI,iCAAM,KAAK,KAAE,SAAS,IAAG,CAAC;QACzC,CAAC,CAAC;QAEF,OAAO,CAAC,IAAA,aAAM,EAAC,OAAO,EAAE,QAAQ,CAAC,YAAY,EAAE,CAAC,EAAE,MAAM,CAAC,CAAC;IAC5D,CAAC;IAOD,YAAY,CAAC,IAAY;QACvB,OAAO,SAAS,CAAC;IACnB,CAAC;IAMD,KAAK,CAAC,SAAS,CAAC,UAAqC;QACnD,MAAM,OAAO,GAAG,UAAU;aACvB,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC;aACxB,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACxB,MAAM,OAAO,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC;YAEhC,IAAI,SAAS,CAAC,OAAO,CAAC,EAAE;gBACtB,SAAS,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;aAC7B;iBAAM;gBACL,SAAS,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;aAC3B;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAE,CAAC,CAAC;QAET,KAAK,MAAM,KAAK,IAAI,OAAO,EAAE;YAC3B,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,IAAI,iCAAuB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SAC7E;IACH,CAAC;IAOD,KAAK,CAAC,IAAI,CAAC,GAAG,MAAe;QAC3B,MAAM,OAAO,CAAC,GAAG,CACf,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CACd,IAAI,CAAC,SAAS,CAAC,QAAQ,CACrB,EAAE,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,EAC1B,IAAI,iCAAuB,CAAC,EAAE,CAAC,CAChC,CACF,CACF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,SAAS,CAAC,QAAQ,CAC5B,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,EAC7B,IAAI,mCAAyB,CAAC,KAAK,CAAC,CACrC,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,EAC9E,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;IACJ,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,CAAC,EACtC,IAAA,eAAG,EAAC,GAAG,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,qBAAS,EAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,gCAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;IACJ,CAAC;IAKD,KAAK,CAAC,QAA6B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,aAAK;YACnB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CACjE,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,SAAS,CAAC,QAA6B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,kBAAS;YACvB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CACjE,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAe,CAAC,CAC3B,CAAC;IACJ,CAAC;IAKD,QAAQ,CAAC,QAA6B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC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@@ -32,7 +32,7 @@ InstrumentPatchEvent = __decorate([
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32
32
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], InstrumentPatchEvent);
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33
33
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exports.InstrumentPatchEvent = InstrumentPatchEvent;
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34
34
|
function InstrumentPatchEventHandler(event, state) {
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35
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-
const selector = new instrument_1.InstrumentSelector(event.base.name, event.quote.name, event.base.
|
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35
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+
const selector = new instrument_1.InstrumentSelector(event.base.name, event.quote.name, event.base.adapter);
|
|
36
36
|
let instrument = state.universe.instrument[selector.toString()];
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37
37
|
if (!instrument) {
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|
38
38
|
instrument = new instrument_1.Instrument(event.base, event.quote, event.raw);
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@@ -1 +1 @@
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1
|
-
{"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,yCAAiD;AACjD,wDAAyE;AAKzE,IAAa,oBAAoB,GAAjC,MAAa,oBAAoB;IAG/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,SAAqB,EACrB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAY;QACrB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;QAR5B,SAAI,GAAG,kBAAkB,CAAC;IASvB,CAAC;CACL,CAAA;AAXY,oBAAoB;IADhC,aAAK;6CAMa,cAAK;QACJ,cAAK;QACD,mBAAU;GAPrB,oBAAoB,CAWhC;AAXY,oDAAoB;AAajC,SAAgB,2BAA2B,CAAC,KAA2B,EAAE,KAAY;IACnF,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,CAAC,IAAI,CAAC,IAAI,EACf,KAAK,CAAC,KAAK,CAAC,IAAI,EAChB,KAAK,CAAC,IAAI,CAAC,
|
|
1
|
+
{"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,yCAAiD;AACjD,wDAAyE;AAKzE,IAAa,oBAAoB,GAAjC,MAAa,oBAAoB;IAG/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,SAAqB,EACrB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAY;QACrB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;QAR5B,SAAI,GAAG,kBAAkB,CAAC;IASvB,CAAC;CACL,CAAA;AAXY,oBAAoB;IADhC,aAAK;6CAMa,cAAK;QACJ,cAAK;QACD,mBAAU;GAPrB,oBAAoB,CAWhC;AAXY,oDAAoB;AAajC,SAAgB,2BAA2B,CAAC,KAA2B,EAAE,KAAY;IACnF,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,CAAC,IAAI,CAAC,IAAI,EACf,KAAK,CAAC,KAAK,CAAC,IAAI,EAChB,KAAK,CAAC,IAAI,CAAC,OAAO,CACnB,CAAC;IAEF,IAAI,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChE,IAAI,CAAC,UAAU,EAAE;QACf,UAAU,GAAG,IAAI,uBAAU,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,KAAK,CAAC,GAAG,CAAC,CAAC;QAGhE,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC;QACzD,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3D,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;KAC7D;IAED,UAAU,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACvC,UAAU,CAAC,UAAU,GAAG,KAAK,CAAC,SAAS,CAAC;IAExC,IAAI,KAAK,CAAC,QAAQ,EAAE;QAClB,UAAU,CAAC,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;KACtC;IAED,OAAO,UAAU,CAAC;AACpB,CAAC;AAzBD,kEAyBC;AAGD,IAAa,2BAA2B,GAAxC,MAAa,2BAA2B;IAGtC,YACW,SAAoB,EACpB,UAA8B,EAC9B,UAAmB;QAFnB,cAAS,GAAT,SAAS,CAAW;QACpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,eAAU,GAAV,UAAU,CAAS;QAL9B,SAAI,GAAG,yBAAyB,CAAC;IAM9B,CAAC;CACL,CAAA;AARY,2BAA2B;IADvC,aAAK;6CAMmB,+BAAkB;GAL9B,2BAA2B,CAQvC;AARY,kEAA2B;AAUxC,SAAgB,kCAAkC,CAChD,KAAkC,EAClC,KAAY;IAEZ,MAAM,aAAa,GAAG,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAElD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE;QACjD,MAAM,IAAI,KAAK,CAAC,4CAA4C,aAAa,EAAE,CAAC,CAAC;KAC9E;IAED,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC;IAE5D,IAAI,KAAK,CAAC,UAAU,EAAE;QACpB,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAClE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,IAAI,CAAC;QACvE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC;KAC1E;IAED,OAAO,UAAU,CAAC;AACpB,CAAC;AAnBD,gFAmBC"}
|
|
@@ -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
|
-
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,wCAAiD;AACjD,wCAAqD;AACrD,sCAA4D;AAC5D,wCAAmD;AACnD,oCAAiC;AACjC,0CAAuE;AACvE,gDAA6D;AAC7D,4CAAqD;AAGrD,iFAA6E;AAC7E,mFAA+E;AAC/E,sCAAoC;AAEpC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAsBnB,CAAC;IApBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,yBAAiB,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;IAGD,OAAO,CAAC,OAA4B,EAAE,OAAuB;QAC3D,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAXC;IADC,IAAA,gBAAO,EAAC,6BAAmB,CAAC;;qCACZ,6BAAmB,EAAW,wBAAc;;6CAU5D;AAGH,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;AACrC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE7C,QAAQ,CAAC,0BAA0B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,CACH,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YACnD,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;YACP,
|
|
1
|
+
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,wCAAiD;AACjD,wCAAqD;AACrD,sCAA4D;AAC5D,wCAAmD;AACnD,oCAAiC;AACjC,0CAAuE;AACvE,gDAA6D;AAC7D,4CAAqD;AAGrD,iFAA6E;AAC7E,mFAA+E;AAC/E,sCAAoC;AAEpC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAsBnB,CAAC;IApBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,yBAAiB,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;IAGD,OAAO,CAAC,OAA4B,EAAE,OAAuB;QAC3D,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAXC;IADC,IAAA,gBAAO,EAAC,6BAAmB,CAAC;;qCACZ,6BAAmB,EAAW,wBAAc;;6CAU5D;AAGH,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;AACrC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE7C,QAAQ,CAAC,0BAA0B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,CACH,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YACnD,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;YACP,QAAQ,EAAE;gBACR,mBAAmB,EAAE,GAAG,EAAE;oBACxB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;oBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;oBACtE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;oBAEzE,IAAI,EAAE,CAAC;gBACT,CAAC;aACF;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,GAAG,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAErE,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAErD,GAAG,CAAC,QAAQ,CAAC,IAAI,6BAAmB,EAAE,EAAE,IAAI,wBAAc,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;QAExE,GAAG,CAAC,QAAQ,CACV,IAAI,iCAAuB,CAAC,CAAC,UAAU,CAAC,CAAC,EACzC,IAAI,wBAAc,CAAC,GAAG,EAAE,KAAK,CAAC,CAC/B,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|