@quantform/core 0.3.260 → 0.3.265

package/src/adapter/adapter.event.ts

@@ -1,64 +0,0 @@
-import { Feed } from '../storage';
-import { timestamp } from '../shared';
-import { InstrumentSelector, Order } from '../domain';
-import { event } from '../shared/topic';
-
-@event
-export class AdapterAwakeCommand {
-  type = 'awake';
-}
-
-@event
-export class AdapterDisposeCommand {
-  type = 'dispose';
-}
-
-@event
-export class AdapterAccountCommand {
-  type = 'account';
-}
-
-@event
-export class AdapterSubscribeCommand {
-  type = 'subscribe';
-
-  constructor(readonly instrument: Array<InstrumentSelector>) {}
-}
-
-@event
-export class AdapterOrderOpenCommand {
-  type = 'order-open';
-
-  constructor(readonly order: Order) {}
-}
-
-@event
-export class AdapterOrderCancelCommand {
-  type = 'order-cancel';
-
-  constructor(readonly order: Order) {}
-}
-
-@event
-export class AdapterHistoryQuery {
-  type = 'history';
-
-  constructor(
-    readonly instrument: InstrumentSelector,
-    readonly timeframe: number,
-    readonly length: number
-  ) {}
-}
-
-@event
-export class AdapterFeedCommand {
-  type = 'feed';
-
-  constructor(
-    readonly instrument: InstrumentSelector,
-    readonly from: timestamp,
-    readonly to: timestamp,
-    readonly feed: Feed,
-    readonly progress: (timestamp: number) => void
-  ) {}
-}

package/src/session/index.ts

@@ -1,4 +0,0 @@
-export * from './session';
-export * from './session-descriptor';
-export * from './session-optimizer';
-export * from './session-statement';

package/src/session/session-optimizer.spec.ts

@@ -1,86 +0,0 @@
-import { Timeframe } from '../domain';
-import { SessionOptimizer, fit, SessionOptimizerGenerator } from './session-optimizer';
-
-describe('session optimizer tests', () => {
-  test('should ignore not provided value for property', () => {
-    class Target {
-      @fit('timeframe')
-      timeframe = Timeframe.H1;
-    }
-
-    const sut = new Target();
-
-    expect(sut.timeframe).toBe(Timeframe.H1);
-  });
-
-  test('should ignore not provided descendant value for property', () => {
-    class Target {
-      @fit('timeframe.daily')
-      timeframe = Timeframe.H1;
-    }
-
-    const sut = new Target();
-
-    expect(sut.timeframe).toBe(Timeframe.H1);
-  });
-
-  test('should set provided value for property', () => {
-    class Target {
-      @fit('timeframe')
-      timeframe = Timeframe.H1;
-    }
-
-    SessionOptimizer.source = {
-      timeframe: Timeframe.D1
-    };
-
-    const sut = new Target();
-
-    expect(sut.timeframe).toBe(Timeframe.D1);
-  });
-
-  test('should set provided descendant value for property', () => {
-    class Target {
-      @fit('timeframe.daily')
-      timeframe = Timeframe.H1;
-    }
-
-    SessionOptimizer.source = {
-      timeframe: {
-        daily: Timeframe.D1
-      }
-    };
-
-    const sut = new Target();
-
-    expect(sut.timeframe).toBe(Timeframe.D1);
-  });
-});
-
-describe('optimizer generator tests', () => {
-  test('should generate optimized input', () => {
-    // eslint-disable-next-line @typescript-eslint/no-unused-vars
-    class Target {
-      @fit('target.timeframe', [Timeframe.D1, Timeframe.H1])
-      timeframe;
-      @fit('target.length', [7, 14, 21])
-      length;
-      @fit('target.size', [0.1, 0.2, 0.3, 0.4])
-      size;
-    }
-
-    expect(SessionOptimizerGenerator.count).toBe(24);
-
-    const product = SessionOptimizerGenerator.product();
-
-    expect(product.length).toBe(24);
-
-    expect(product[0].target.timeframe).toBe(Timeframe.D1);
-    expect(product[0].target.length).toBe(7);
-    expect(product[0].target.size).toBe(0.1);
-
-    expect(product[23].target.timeframe).toBe(Timeframe.H1);
-    expect(product[23].target.length).toBe(21);
-    expect(product[23].target.size).toBe(0.4);
-  });
-});

package/src/session/session-optimizer.ts

@@ -1,81 +0,0 @@
-export function fit(key: string, generator?: any[]) {
-  return function (target: any, propertyKey: string) {
-    let defaultSetterValue;
-
-    if (generator) {
-      SessionOptimizerGenerator.values[key] = generator;
-    }
-
-    Object.defineProperty(target, propertyKey, {
-      get: () => SessionOptimizer.provide(key) ?? defaultSetterValue,
-      set: (newValue: any) => {
-        if (!defaultSetterValue) {
-          defaultSetterValue = newValue;
-          return;
-        }
-
-        if (defaultSetterValue == newValue) {
-          return;
-        }
-
-        throw new Error('can not set a value of optimized property.');
-      }
-    });
-  };
-}
-
-export class SessionOptimizer {
-  static source: any = {};
-
-  static provide(key: string): any {
-    return key
-      .split('.')
-      .reduce(
-        (aggregate, propertyName) => (aggregate ? aggregate[propertyName] : null),
-        this.source
-      );
-  }
-}
-
-export class SessionOptimizerGenerator {
-  static values: Record<string, any[]> = {};
-
-  static get count(): number {
-    return Object.values(this.values).reduce(
-      (aggregate, value) => (aggregate *= value.length),
-      1
-    );
-  }
-
-  static product(): any[] {
-    const matrix = [];
-    const keys = Object.keys(this.values);
-    const values = Object.values(this.values).reduce(
-      (a, b) => a.map(x => b.map(y => x.concat(y))).reduce((a, b) => a.concat(b), []),
-      [[]]
-    );
-
-    for (const value of values) {
-      const result = {};
-
-      for (let i = 0; i < keys.length; i++) {
-        const path = keys[i];
-        const parts = path.split('.');
-
-        let it = result;
-
-        while (parts.length > 1) {
-          const part = parts.shift();
-
-          it = it[part] = it[part] || {};
-        }
-
-        it[parts[0]] = value[i];
-      }
-
-      matrix.push(result);
-    }
-
-    return matrix;
-  }
-}