@quantform/core 0.3.241 → 0.3.247

package/dist/adapter/backtester/backtester-adapter.d.ts

@@ -1,12 +1,11 @@
 import { Adapter, AdapterContext } from '..';
-import { BacktesterListener, BacktesterStreamer } from './backtester-streamer';
+import { BacktesterStreamer } from './backtester-streamer';
 import { PaperAdapter, PaperOptions } from '../paper';
 import { timestamp } from '../../shared';
 import { AdapterSubscribeCommand, AdapterHistoryQuery } from '../adapter.event';
 export declare class BacktesterOptions extends PaperOptions {
     from: timestamp;
     to: timestamp;
-    listener?: BacktesterListener;
 }
 export declare class BacktesterAdapter extends Adapter {
     readonly decoratedAdapter: Adapter;

package/dist/adapter/backtester/backtester-adapter.js.map

@@ -1 +1 @@
-{"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"}
+{"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;CAGlD;AAHD,8CAGC;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"}

package/dist/adapter/backtester/backtester-streamer.d.ts

@@ -12,12 +12,13 @@ export declare class BacktesterStreamer {
     private readonly store;
     private readonly feed;
     private readonly options;
+    private readonly listener?;
     private sequenceUpdateBatch;
     private cursor;
     private stopAcquire;
     timestamp: timestamp;
     sequence: number;
-    constructor(store: Store, feed: Feed, options: BacktesterOptions);
+    constructor(store: Store, feed: Feed, options: BacktesterOptions, listener?: BacktesterListener);
     subscribe(instrument: InstrumentSelector): void;
     stop(): void;
     tryContinue(): Promise<void>;

package/dist/adapter/backtester/backtester-streamer.js

@@ -3,10 +3,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterStreamer = void 0;
 const backtester_cursor_1 = require("./backtester-cursor");
 class BacktesterStreamer {
-    constructor(store, feed, options) {
+    constructor(store, feed, options, listener) {
         this.store = store;
         this.feed = feed;
         this.options = options;
+        this.listener = listener;
         this.sequenceUpdateBatch = 10000;
         this.cursor = {};
         this.stopAcquire = 1;
@@ -32,22 +33,22 @@ class BacktesterStreamer {
             return;
         }
         if (this.sequence == 0) {
-            if (this.options.listener.onBacktestStarted) {
-                this.options.listener.onBacktestStarted(this);
+            if (this.listener.onBacktestStarted) {
+                this.listener.onBacktestStarted(this);
             }
         }
         while (await this.processNext()) {
             if (this.sequence % this.sequenceUpdateBatch == 0) {
-                if (this.options.listener.onBacktestUpdated) {
-                    this.options.listener.onBacktestUpdated(this);
+                if (this.listener.onBacktestUpdated) {
+                    this.listener.onBacktestUpdated(this);
                 }
             }
             if (this.stopAcquire > 0) {
                 return;
             }
         }
-        if (this.options.listener.onBacktestCompleted) {
-            this.options.listener.onBacktestCompleted(this);
+        if (this.listener.onBacktestCompleted) {
+            this.listener.onBacktestCompleted(this);
         }
     }
     async processNext() {

package/dist/adapter/backtester/backtester-streamer.js.map

@@ -1 +1 @@
-{"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"}
+{"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,EAC1B,QAA6B;QAH7B,UAAK,GAAL,KAAK,CAAO;QACZ,SAAI,GAAJ,IAAI,CAAM;QACV,YAAO,GAAP,OAAO,CAAmB;QAC1B,aAAQ,GAAR,QAAQ,CAAqB;QAXxC,wBAAmB,GAAG,KAAK,CAAC;QAC5B,WAAM,GAAqC,EAAE,CAAC;QAC9C,gBAAW,GAAG,CAAC,CAAC;QAGxB,aAAQ,GAAG,CAAC,CAAC;QAQX,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,QAAQ,CAAC,iBAAiB,EAAE;gBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;aACvC;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,QAAQ,CAAC,iBAAiB,EAAE;oBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;iBACvC;aACF;YAED,IAAI,IAAI,CAAC,WAAW,GAAG,CAAC,EAAE;gBACxB,OAAO;aACR;SACF;QAED,IAAI,IAAI,CAAC,QAAQ,CAAC,mBAAmB,EAAE;YACrC,IAAI,CAAC,QAAQ,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;SACzC;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;AAvGD,gDAuGC"}

package/dist/adapter/backtester/backtester-streamer.spec.js

@@ -15,16 +15,15 @@ describe('backtester streamer tests', () => {
         const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
             balance: {},
             from: 0,
-            to: 10,
-            listener: {
-                onBacktestCompleted: () => {
-                    const trade = store.snapshot.trade[instrument.toString()];
-                    expect(trade.timestamp).toEqual(8);
-                    expect(trade.rate).toEqual(8);
-                    expect(trade.quantity).toEqual(8);
-                    expect(store.snapshot.timestamp).toEqual(8);
-                    done();
-                }
+            to: 10
+        }, {
+            onBacktestCompleted: () => {
+                const trade = store.snapshot.trade[instrument.toString()];
+                expect(trade.timestamp).toEqual(8);
+                expect(trade.rate).toEqual(8);
+                expect(trade.quantity).toEqual(8);
+                expect(store.snapshot.timestamp).toEqual(8);
+                done();
             }
         });
         feed

package/dist/adapter/backtester/backtester-streamer.spec.js.map

@@ -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,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"}
+{"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,CACrC,KAAK,EACL,IAAI,EACJ;YACE,OAAO,EAAE,EAAE;YACX,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;SACP,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;gBAE1D,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAE5C,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,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"}

package/dist/bin.d.ts

@@ -1,7 +1,5 @@
-import { BacktesterOptions, BacktesterStreamer } from './adapter/backtester';
-import { PaperOptions } from './adapter/paper';
+import { BacktesterListener, BacktesterStreamer } from './adapter/backtester';
 import { Session, SessionDescriptor } from './session';
-export declare function backtest(descriptor: SessionDescriptor, options: BacktesterOptions): [Session, BacktesterStreamer];
-export declare function paper(descriptor: SessionDescriptor, options: PaperOptions): Session;
+export declare function backtest(descriptor: SessionDescriptor, listener?: BacktesterListener): [Session, BacktesterStreamer];
+export declare function paper(descriptor: SessionDescriptor): Session;
 export declare function live(descriptor: SessionDescriptor): Session;
-export declare function idle(descriptor: SessionDescriptor): Session;

package/dist/bin.js

@@ -1,21 +1,21 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.idle = exports.live = exports.paper = exports.backtest = void 0;
+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");
-function backtest(descriptor, options) {
+function backtest(descriptor, listener) {
     const store = new store_1.Store();
-    const streamer = new backtester_1.BacktesterStreamer(store, descriptor.feed, options);
-    const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter.map(it => new paper_1.PaperAdapter(new backtester_1.BacktesterAdapter(it, streamer), store, options)));
+    const streamer = new backtester_1.BacktesterStreamer(store, descriptor.feed, descriptor.options.backtester, listener);
+    const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter.map(it => new paper_1.PaperAdapter(new backtester_1.BacktesterAdapter(it, streamer), store, descriptor.options.backtester)));
     return [new session_1.Session(store, aggregate, descriptor), streamer];
 }
 exports.backtest = backtest;
-function paper(descriptor, options) {
+function paper(descriptor) {
     const store = new store_1.Store();
-    const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter.map(it => new paper_1.PaperAdapter(it, store, options)));
+    const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter.map(it => new paper_1.PaperAdapter(it, store, descriptor.options.paper)));
     return new session_1.Session(store, aggregate, descriptor);
 }
 exports.paper = paper;
@@ -25,10 +25,4 @@ function live(descriptor) {
     return new session_1.Session(store, aggregate, descriptor);
 }
 exports.live = live;
-function idle(descriptor) {
-    const store = new store_1.Store();
-    const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter);
-    return new session_1.Session(store, aggregate);
-}
-exports.idle = idle;
 //# sourceMappingURL=bin.js.map

package/dist/bin.js.map

@@ -1 +1 @@
-{"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"}
+{"version":3,"file":"bin.js","sourceRoot":"","sources":["../src/bin.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA+C;AAC/C,uCAAuD;AACvD,mCAAgC;AAQhC,SAAgB,QAAQ,CACtB,UAA6B,EAC7B,QAA6B;IAE7B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,EACL,UAAU,CAAC,IAAI,EACf,UAAU,CAAC,OAAO,CAAC,UAAU,EAC7B,QAAQ,CACT,CAAC;IACF,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,GAAG,CACpB,EAAE,CAAC,EAAE,CACH,IAAI,oBAAY,CACd,IAAI,8BAAiB,CAAC,EAAE,EAAE,QAAQ,CAAC,EACnC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,UAAU,CAC9B,CACJ,CACF,CAAC;IAEF,OAAO,CAAC,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,EAAE,QAAQ,CAAC,CAAC;AAC/D,CAAC;AAzBD,4BAyBC;AAQD,SAAgB,KAAK,CAAC,UAA6B;IACjD,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,UAAU,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CACpF,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"}

package/dist/ipc.d.ts

@@ -1,7 +1,6 @@
 /// <reference types="node" />
 import { Session, SessionDescriptor } from './session';
 import { EventEmitter } from 'events';
-export declare const ipcSub: EventEmitter;
 export interface IpcCommand {
     type: any;
 }
@@ -12,26 +11,21 @@ export declare class IpcLiveCommand implements IpcCommand {
 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;
-    adapter: string;
 }
 export declare class IpcFeedCommand implements IpcCommand {
     type: string;
     instrument: string;
-    from: number;
-    to: number;
+    from?: number;
+    to?: number;
+}
+export declare class IpcTaskCommand implements IpcCommand {
+    type: string;
+    taskName: string;
 }
-export declare function run(descriptor: SessionDescriptor, ...commands: IpcCommand[]): Promise<Session>;
+export declare type IpcSessionDescriptor = SessionDescriptor & {
+    ipcSub?: EventEmitter;
+};
+export declare function run(descriptor: IpcSessionDescriptor, ...commands: IpcCommand[]): Promise<Session>;

package/dist/ipc.js

@@ -9,15 +9,16 @@ 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 = exports.ipcSub = void 0;
+exports.run = exports.IpcTaskCommand = exports.IpcFeedCommand = 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 events_1 = require("events");
+const path_1 = require("path");
 const minimist = require("minimist");
-exports.ipcSub = new events_1.EventEmitter();
+const dotenv = require("dotenv");
+dotenv.config();
 let IpcLiveCommand = class IpcLiveCommand {
     constructor() {
         this.type = 'live';
@@ -45,15 +46,6 @@ 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';
@@ -63,6 +55,15 @@ IpcFeedCommand = __decorate([
     topic_1.event
 ], IpcFeedCommand);
 exports.IpcFeedCommand = IpcFeedCommand;
+let IpcTaskCommand = class IpcTaskCommand {
+    constructor() {
+        this.type = 'task';
+    }
+};
+IpcTaskCommand = __decorate([
+    topic_1.event
+], IpcTaskCommand);
+exports.IpcTaskCommand = IpcTaskCommand;
 class IpcSessionAccessor {
 }
 class IpcHandler extends topic_1.Topic {
@@ -80,77 +81,66 @@ class IpcHandler extends topic_1.Topic {
             type: 'live:started',
             session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
         });
-        await accessor.session.awake();
+        await accessor.session.awake(this.describe());
     }
     async onPaperMode(command, accessor) {
         var _a;
         if (command.id) {
             this.descriptor.id = command.id;
         }
-        accessor.session = (0, bin_1.paper)(this.descriptor, {
-            balance: command.balance
-        });
+        accessor.session = (0, bin_1.paper)(this.descriptor);
         this.notify({
             type: 'paper:started',
             session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
         });
-        await accessor.session.awake();
+        await accessor.session.awake(this.describe());
     }
     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,
-                listener: {
-                    onBacktestStarted: (streamer) => {
-                        var _a;
-                        this.notify({
-                            type: 'backtest:started',
-                            session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
-                            timestamp: streamer.timestamp,
-                            from: command.from,
-                            to: command.to
-                        });
-                    },
-                    onBacktestUpdated: (streamer) => {
-                        var _a;
-                        this.notify({
-                            type: 'backtest:updated',
-                            session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
-                            timestamp: streamer.timestamp,
-                            from: command.from,
-                            to: command.to
-                        });
-                    },
-                    onBacktestCompleted: async (streamer) => {
-                        var _a;
-                        await accessor.session.dispose();
-                        this.notify({
-                            type: 'backtest:completed',
-                            session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
-                            timestamp: streamer.timestamp,
-                            from: command.from,
-                            to: command.to
-                        });
-                        resolve();
-                    }
+                onBacktestStarted: (streamer) => {
+                    var _a;
+                    this.notify({
+                        type: 'backtest:started',
+                        session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
+                        timestamp: streamer.timestamp,
+                        from: this.descriptor.options.backtester.from,
+                        to: this.descriptor.options.backtester.to
+                    });
+                },
+                onBacktestUpdated: (streamer) => {
+                    var _a;
+                    this.notify({
+                        type: 'backtest:updated',
+                        session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
+                        timestamp: streamer.timestamp,
+                        from: this.descriptor.options.backtester.from,
+                        to: this.descriptor.options.backtester.to
+                    });
+                },
+                onBacktestCompleted: async (streamer) => {
+                    var _a;
+                    await accessor.session.dispose();
+                    this.notify({
+                        type: 'backtest:completed',
+                        session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
+                        timestamp: streamer.timestamp,
+                        from: this.descriptor.options.backtester.from,
+                        to: this.descriptor.options.backtester.to
+                    });
+                    resolve();
                 }
             });
             accessor.session = session;
-            await accessor.session.awake();
+            await accessor.session.awake(this.describe());
             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);
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
         const instrument = (0, domain_1.instrumentOf)(command.instrument);
-        await accessor.session.awake();
+        await accessor.session.awake(undefined);
         this.notify({ type: 'feed:started' });
         await accessor.session.aggregate.dispatch(instrument.base.adapter, new adapter_1.AdapterFeedCommand(instrument, command.from, command.to, this.descriptor.feed, timestamp => this.notify({
             type: 'feed:updated',
@@ -161,11 +151,36 @@ class IpcHandler extends topic_1.Topic {
         this.notify({ type: 'feed:completed' });
         await accessor.session.dispose();
     }
+    async onTask(query, accessor) {
+        var _a;
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
+        await accessor.session.awake(undefined);
+        this.notify({ type: 'task:started', taskName: query.taskName });
+        let result = undefined;
+        try {
+            result = await (0, shared_1.runTask)(query.taskName, accessor.session);
+        }
+        catch (e) {
+            result = e;
+        }
+        this.notify({ type: 'task:completed', taskName: query.taskName, result });
+        await accessor.session.dispose();
+    }
+    describe() {
+        var _a;
+        const pkg = require((0, path_1.join)(process.cwd(), 'package.json'));
+        const describe = (_a = require((0, path_1.join)(process.cwd(), pkg.main))) === null || _a === void 0 ? void 0 : _a.default;
+        if (describe instanceof Function) {
+            return describe;
+        }
+        return undefined;
+    }
     notify(message) {
+        var _a;
         if (process.send) {
             process.send(message);
         }
-        exports.ipcSub.emit('message', message);
+        (_a = this.descriptor.ipcSub) === null || _a === void 0 ? void 0 : _a.emit('message', message);
     }
 }
 __decorate([
@@ -186,18 +201,18 @@ __decorate([
     __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);
+__decorate([
+    (0, topic_1.handler)(IpcTaskCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcTaskCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onTask", null);
 async function run(descriptor, ...commands) {
     const handler = new IpcHandler(descriptor);
     const accessor = new IpcSessionAccessor();

package/dist/ipc.js.map

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package/dist/ipc.spec.js

@@ -13,8 +13,9 @@ const adapter_1 = require("./adapter");
 const paper_1 = require("./adapter/paper");
 const ipc_1 = require("./ipc");
 const storage_1 = require("./storage");
-const domain_1 = require("./domain");
 const shared_1 = require("./shared");
+const events_1 = require("events");
+const rxjs_1 = require("rxjs");
 class DefaultAdapter extends adapter_1.Adapter {
     constructor() {
         super(...arguments);
@@ -72,23 +73,38 @@ describe('ipc feed tests', () => {
         };
         const session = await (0, ipc_1.run)({
             adapter: [new DefaultAdapter()],
-            feed: new storage_1.Feed(new storage_1.InMemoryStorage()),
-            describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
+            feed: new storage_1.Feed(new storage_1.InMemoryStorage())
         }, command);
-        expect(session.descriptor).toBeUndefined();
     });
     test('should dispatch session started event', done => {
         const command = {
-            type: 'paper',
-            balance: { 'default:usd': 100 }
+            type: 'paper'
         };
-        ipc_1.ipcSub.on('message', (message) => {
+        const ipcSub = new events_1.EventEmitter();
+        ipcSub.on('message', (message) => {
             expect(message.type).toBe('paper:started');
             done();
         });
         (0, ipc_1.run)({
             adapter: [new DefaultAdapter()],
-            describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
+            ipcSub,
+            options: {
+                paper: {
+                    balance: { 'default:usd': 100 }
+                }
+            }
+        }, command);
+    });
+    test('should execute user task', done => {
+        (0, shared_1.task)('hello-world', session => {
+            return (0, rxjs_1.of)(1).pipe((0, rxjs_1.take)(1), (0, rxjs_1.tap)(() => done()));
+        });
+        const command = {
+            type: 'task',
+            taskName: 'hello-world'
+        };
+        (0, ipc_1.run)({
+            adapter: [new DefaultAdapter()]
         }, command);
     });
 });

package/dist/ipc.spec.js.map

@@ -1 +1 @@
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package/dist/session/session-descriptor.d.ts

@@ -1,12 +1,15 @@
 import { Adapter } from '../adapter';
-import { Session } from '.';
 import { Measurement } from '../storage/measurement';
 import { Feed } from '../storage';
-import { Observable } from 'rxjs';
+import { BacktesterOptions } from './../adapter/backtester';
+import { PaperOptions } from './../adapter/paper';
 export interface SessionDescriptor {
     id?: number;
     adapter: Adapter[];
     feed?: Feed;
     measurement?: Measurement;
-    describe?: (session: Session) => Observable<any>;
+    options?: {
+        backtester?: BacktesterOptions;
+        paper?: PaperOptions;
+    };
 }

package/dist/session/session.d.ts

@@ -15,7 +15,7 @@ export declare class Session {
     get timestamp(): number;
     readonly statement: Record<string, Record<string, any>>;
     constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
-    awake(): Promise<void>;
+    awake(describe: (session: Session) => Observable<any>): Promise<void>;
     dispose(): Promise<void>;
     useStatement(section: string): Record<string, any>;
     useMeasure<T extends {
@@ -39,7 +39,7 @@ export declare class Session {
     pending(selector?: InstrumentSelector): Observable<Order[]>;
     filled(selector?: InstrumentSelector): Observable<Order[]>;
     canceled(selector?: InstrumentSelector): Observable<Order[]>;
-    balance(selector?: AssetSelector): Observable<Balance>;
+    balance(selector: AssetSelector): Observable<Balance>;
     history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
 }
 export {};