@quantform/core 0.3.246 → 0.3.252
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.d.ts +11 -5
- package/dist/adapter/adapter-aggregate.js +38 -8
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.js +3 -0
- package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
- package/dist/bootstrap.d.ts +11 -0
- package/dist/bootstrap.js +57 -0
- package/dist/bootstrap.js.map +1 -0
- package/dist/index.d.ts +1 -1
- package/dist/index.js +1 -1
- package/dist/index.js.map +1 -1
- package/dist/ipc.d.ts +2 -0
- package/dist/ipc.js +34 -36
- package/dist/ipc.js.map +1 -1
- package/dist/session/session.js +6 -21
- package/dist/session/session.js.map +1 -1
- package/dist/session/session.spec.js +2 -2
- package/dist/session/session.spec.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/adapter-aggregate.ts +110 -13
- package/src/adapter/backtester/backtester-streamer.ts +4 -0
- package/src/bootstrap.ts +100 -0
- package/src/index.ts +1 -1
- package/src/ipc.ts +56 -51
- package/src/session/session.spec.ts +2 -4
- package/src/session/session.ts +6 -45
- package/dist/bin.d.ts +0 -5
- package/dist/bin.js +0 -28
- package/dist/bin.js.map +0 -1
- package/src/bin.ts +0 -71
package/src/bin.ts
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import {
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BacktesterAdapter,
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BacktesterListener,
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BacktesterStreamer
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} from './adapter/backtester';
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import { AdapterAggregate } from './adapter';
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import { PaperAdapter } from './adapter/paper';
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import { Session, SessionDescriptor } from './session';
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import { Store } from './store';
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/**
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* Starts a new backtest session.
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* @param descriptor session descriptor.
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* @param options backtest options.
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* @returns new session object.
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*/
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export function backtest(
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descriptor: SessionDescriptor,
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listener?: BacktesterListener
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): [Session, BacktesterStreamer] {
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const store = new Store();
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const streamer = new BacktesterStreamer(
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store,
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descriptor.feed,
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descriptor.options.backtester,
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listener
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);
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const aggregate = new AdapterAggregate(
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store,
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descriptor.adapter.map(
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it =>
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new PaperAdapter(
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new BacktesterAdapter(it, streamer),
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store,
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descriptor.options.backtester
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)
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)
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);
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return [new Session(store, aggregate, descriptor), streamer];
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}
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/**
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* Starts a new paper session.
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* @param descriptor session descriptor.
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* @param options backtest options.
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* @returns new session object.
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*/
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export function paper(descriptor: SessionDescriptor): Session {
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const store = new Store();
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const aggregate = new AdapterAggregate(
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store,
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descriptor.adapter.map(it => new PaperAdapter(it, store, descriptor.options.paper))
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);
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return new Session(store, aggregate, descriptor);
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}
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/**
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* Starts a new live session.
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* @param descriptor session descriptor.
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* @returns new session object.
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*/
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export function live(descriptor: SessionDescriptor): Session {
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const store = new Store();
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const aggregate = new AdapterAggregate(store, descriptor.adapter);
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return new Session(store, aggregate, descriptor);
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}
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