@quantform/core 0.3.247 → 0.3.253

package/src/tests/backtester-adapter.spec.ts

@@ -10,7 +10,7 @@ import { PaperExecutor } from '../adapter/paper/executor/paper-executor';
 import { PaperAdapter } from '../adapter/paper/paper-adapter';
 import { BacktesterAdapter } from '../adapter/backtester/backtester-adapter';
 import { BacktesterStreamer } from '../adapter/backtester/backtester-streamer';
-import { handler } from '../shared';
+import { handler, Worker } from '../shared';
 
 const base = new Asset('btc', 'binance', 8);
 const quote = new Asset('usdt', 'binance', 4);
@@ -49,7 +49,7 @@ describe('backtester adapter tests', () => {
   test('should return proper adapter name and timestamp', () => {
     const sut = new BacktesterAdapter(
       adapter,
-      new BacktesterStreamer(store, feed, {
+      new BacktesterStreamer(new Worker(), store, feed, {
         balance: {
           ['binance:usdt']: 1000
         },
@@ -64,6 +64,7 @@ describe('backtester adapter tests', () => {
 
   test('should stream data from input array', done => {
     const streamer = new BacktesterStreamer(
+      new Worker(),
       store,
       feed,
       {

package/dist/bin.d.ts

@@ -1,5 +0,0 @@
-import { BacktesterListener, BacktesterStreamer } from './adapter/backtester';
-import { Session, SessionDescriptor } from './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;

package/dist/bin.js

@@ -1,28 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-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, listener) {
-    const store = new store_1.Store();
-    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) {
-    const store = new store_1.Store();
-    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;
-function live(descriptor) {
-    const store = new store_1.Store();
-    const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter);
-    return new session_1.Session(store, aggregate, descriptor);
-}
-exports.live = live;
-//# sourceMappingURL=bin.js.map

package/dist/bin.js.map

@@ -1 +0,0 @@
-{"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/src/bin.ts

@@ -1,71 +0,0 @@
-import {
-  BacktesterAdapter,
-  BacktesterListener,
-  BacktesterStreamer
-} from './adapter/backtester';
-import { AdapterAggregate } from './adapter';
-import { PaperAdapter } from './adapter/paper';
-import { Session, SessionDescriptor } from './session';
-import { Store } from './store';
-
-/**
- * Starts a new backtest session.
- * @param descriptor session descriptor.
- * @param options backtest options.
- * @returns new session object.
- */
-export function backtest(
-  descriptor: SessionDescriptor,
-  listener?: BacktesterListener
-): [Session, BacktesterStreamer] {
-  const store = new Store();
-
-  const streamer = new BacktesterStreamer(
-    store,
-    descriptor.feed,
-    descriptor.options.backtester,
-    listener
-  );
-  const aggregate = new AdapterAggregate(
-    store,
-    descriptor.adapter.map(
-      it =>
-        new PaperAdapter(
-          new BacktesterAdapter(it, streamer),
-          store,
-          descriptor.options.backtester
-        )
-    )
-  );
-
-  return [new Session(store, aggregate, descriptor), streamer];
-}
-
-/**
- * Starts a new paper session.
- * @param descriptor session descriptor.
- * @param options backtest options.
- * @returns new session object.
- */
-export function paper(descriptor: SessionDescriptor): Session {
-  const store = new Store();
-
-  const aggregate = new AdapterAggregate(
-    store,
-    descriptor.adapter.map(it => new PaperAdapter(it, store, descriptor.options.paper))
-  );
-
-  return new Session(store, aggregate, descriptor);
-}
-
-/**
- * Starts a new live session.
- * @param descriptor session descriptor.
- * @returns new session object.
- */
-export function live(descriptor: SessionDescriptor): Session {
-  const store = new Store();
-  const aggregate = new AdapterAggregate(store, descriptor.adapter);
-
-  return new Session(store, aggregate, descriptor);
-}