@quantform/core 0.4.11 → 0.5.15

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.
Files changed (490) hide show
  1. package/dist/adapter/adapter-aggregate.d.ts +7 -3
  2. package/dist/adapter/adapter-aggregate.js +17 -18
  3. package/dist/adapter/adapter-aggregate.js.map +1 -1
  4. package/dist/adapter/adapter.d.ts +21 -21
  5. package/dist/adapter/adapter.js +8 -40
  6. package/dist/adapter/adapter.js.map +1 -1
  7. package/dist/adapter/backtester/backtester-adapter.d.ts +9 -7
  8. package/dist/adapter/backtester/backtester-adapter.js +15 -13
  9. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  10. package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
  11. package/dist/adapter/backtester/backtester-adapter.spec.js +82 -0
  12. package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
  13. package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
  14. package/dist/adapter/backtester/backtester-cursor.js +2 -1
  15. package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
  16. package/dist/adapter/backtester/backtester-cursor.spec.js +17 -18
  17. package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
  18. package/dist/adapter/backtester/backtester-streamer.d.ts +4 -1
  19. package/dist/adapter/backtester/backtester-streamer.js +39 -18
  20. package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
  21. package/dist/adapter/backtester/backtester-streamer.spec.js +13 -13
  22. package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
  23. package/dist/adapter/backtester/index.js +5 -1
  24. package/dist/adapter/backtester/index.js.map +1 -1
  25. package/dist/adapter/error.d.ts +2 -0
  26. package/dist/adapter/error.js +12 -0
  27. package/dist/adapter/error.js.map +1 -0
  28. package/dist/adapter/index.js +5 -1
  29. package/dist/adapter/index.js.map +1 -1
  30. package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
  31. package/dist/adapter/paper/engine/paper-engine.js +103 -0
  32. package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
  33. package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
  34. package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
  35. package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
  36. package/dist/adapter/paper/index.d.ts +1 -2
  37. package/dist/adapter/paper/index.js +6 -3
  38. package/dist/adapter/paper/index.js.map +1 -1
  39. package/dist/adapter/paper/paper-adapter.d.ts +7 -7
  40. package/dist/adapter/paper/paper-adapter.js +21 -19
  41. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  42. package/dist/adapter/paper/paper-adapter.spec.js +35 -15
  43. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  44. package/dist/bootstrap.js +32 -15
  45. package/dist/bootstrap.js.map +1 -1
  46. package/dist/cli/build.d.ts +1 -0
  47. package/dist/cli/build.js +16 -0
  48. package/dist/cli/build.js.map +1 -0
  49. package/dist/cli/dev.d.ts +1 -0
  50. package/dist/cli/dev.js +17 -0
  51. package/dist/cli/dev.js.map +1 -0
  52. package/dist/cli/index.d.ts +2 -0
  53. package/dist/cli/index.js +72 -0
  54. package/dist/cli/index.js.map +1 -0
  55. package/dist/cli/internal/workspace.d.ts +8 -0
  56. package/dist/cli/internal/workspace.js +14 -0
  57. package/dist/cli/internal/workspace.js.map +1 -0
  58. package/dist/cli/pull.d.ts +1 -0
  59. package/dist/cli/pull.js +52 -0
  60. package/dist/cli/pull.js.map +1 -0
  61. package/dist/cli/run.d.ts +1 -0
  62. package/dist/cli/run.js +19 -0
  63. package/dist/cli/run.js.map +1 -0
  64. package/dist/cli/test.d.ts +1 -0
  65. package/dist/cli/test.js +41 -0
  66. package/dist/cli/test.js.map +1 -0
  67. package/dist/domain/asset.d.ts +6 -5
  68. package/dist/domain/asset.js +22 -16
  69. package/dist/domain/asset.js.map +1 -1
  70. package/dist/domain/asset.spec.js +32 -32
  71. package/dist/domain/asset.spec.js.map +1 -1
  72. package/dist/domain/balance.d.ts +11 -10
  73. package/dist/domain/balance.js +38 -32
  74. package/dist/domain/balance.js.map +1 -1
  75. package/dist/domain/balance.operator.d.ts +6 -0
  76. package/dist/domain/balance.operator.js +10 -0
  77. package/dist/domain/balance.operator.js.map +1 -0
  78. package/dist/{ipc.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
  79. package/dist/domain/balance.operator.spec.js +23 -0
  80. package/dist/domain/balance.operator.spec.js.map +1 -0
  81. package/dist/domain/balance.spec.js +69 -9
  82. package/dist/domain/balance.spec.js.map +1 -1
  83. package/dist/domain/candle.d.ts +2 -15
  84. package/dist/domain/candle.js +3 -66
  85. package/dist/domain/candle.js.map +1 -1
  86. package/dist/domain/candle.operator.d.ts +9 -0
  87. package/dist/domain/candle.operator.js +64 -0
  88. package/dist/domain/candle.operator.js.map +1 -0
  89. package/dist/{shared/policy.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
  90. package/dist/domain/candle.operator.spec.js +111 -0
  91. package/dist/domain/candle.operator.spec.js.map +1 -0
  92. package/dist/domain/candle.spec.js +11 -53
  93. package/dist/domain/candle.spec.js.map +1 -1
  94. package/dist/domain/commission.d.ts +4 -1
  95. package/dist/domain/commission.js +2 -2
  96. package/dist/domain/commission.js.map +1 -1
  97. package/dist/{shared/topic.spec.d.ts → domain/commission.spec.d.ts} +0 -0
  98. package/dist/domain/commission.spec.js +30 -0
  99. package/dist/domain/commission.spec.js.map +1 -0
  100. package/dist/domain/component.d.ts +2 -0
  101. package/dist/domain/error.d.ts +5 -0
  102. package/dist/domain/error.js +24 -0
  103. package/dist/domain/error.js.map +1 -0
  104. package/dist/domain/index.d.ts +8 -1
  105. package/dist/domain/index.js +13 -2
  106. package/dist/domain/index.js.map +1 -1
  107. package/dist/domain/instrument.d.ts +4 -2
  108. package/dist/domain/instrument.js +18 -9
  109. package/dist/domain/instrument.js.map +1 -1
  110. package/dist/domain/instrument.operator.d.ts +6 -0
  111. package/dist/domain/instrument.operator.js +14 -0
  112. package/dist/domain/instrument.operator.js.map +1 -0
  113. package/dist/{shared/worker.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
  114. package/dist/domain/instrument.operator.spec.js +24 -0
  115. package/dist/domain/instrument.operator.spec.js.map +1 -0
  116. package/dist/domain/instrument.spec.js +22 -30
  117. package/dist/domain/instrument.spec.js.map +1 -1
  118. package/dist/domain/order.d.ts +15 -16
  119. package/dist/domain/order.js +39 -26
  120. package/dist/domain/order.js.map +1 -1
  121. package/dist/domain/order.operator.d.ts +7 -0
  122. package/dist/domain/order.operator.js +14 -0
  123. package/dist/domain/order.operator.js.map +1 -0
  124. package/dist/{store/event/store-balance.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
  125. package/dist/domain/order.operator.spec.js +64 -0
  126. package/dist/domain/order.operator.spec.js.map +1 -0
  127. package/dist/{store/event/store-candle.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
  128. package/dist/domain/order.spec.js +33 -0
  129. package/dist/domain/order.spec.js.map +1 -0
  130. package/dist/domain/orderbook.d.ts +2 -0
  131. package/dist/domain/orderbook.js +2 -0
  132. package/dist/domain/orderbook.js.map +1 -1
  133. package/dist/domain/orderbook.operator.d.ts +6 -0
  134. package/dist/domain/orderbook.operator.js +10 -0
  135. package/dist/domain/orderbook.operator.js.map +1 -0
  136. package/dist/{store/event/store-instrument.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
  137. package/dist/domain/orderbook.operator.spec.js +22 -0
  138. package/dist/domain/orderbook.operator.spec.js.map +1 -0
  139. package/dist/{store/event/store-order.event.spec.d.ts → domain/orderbook.spec.d.ts} +0 -0
  140. package/dist/domain/orderbook.spec.js +13 -0
  141. package/dist/domain/orderbook.spec.js.map +1 -0
  142. package/dist/domain/position.d.ts +6 -10
  143. package/dist/domain/position.js +10 -31
  144. package/dist/domain/position.js.map +1 -1
  145. package/dist/domain/position.operator.d.ts +10 -0
  146. package/dist/domain/position.operator.js +38 -0
  147. package/dist/domain/position.operator.js.map +1 -0
  148. package/dist/{store/event/store-trade.event.spec.d.ts → domain/position.operator.spec.d.ts} +0 -0
  149. package/dist/domain/position.operator.spec.js +48 -0
  150. package/dist/domain/position.operator.spec.js.map +1 -0
  151. package/dist/domain/position.spec.js +21 -17
  152. package/dist/domain/position.spec.js.map +1 -1
  153. package/dist/domain/session.d.ts +18 -35
  154. package/dist/domain/session.js +27 -53
  155. package/dist/domain/session.js.map +1 -1
  156. package/dist/domain/session.spec.js +1 -1
  157. package/dist/domain/session.spec.js.map +1 -1
  158. package/dist/domain/trade.d.ts +3 -1
  159. package/dist/domain/trade.js +2 -0
  160. package/dist/domain/trade.js.map +1 -1
  161. package/dist/domain/trade.operator.d.ts +6 -0
  162. package/dist/domain/trade.operator.js +10 -0
  163. package/dist/domain/trade.operator.js.map +1 -0
  164. package/dist/domain/trade.operator.spec.d.ts +1 -0
  165. package/dist/domain/trade.operator.spec.js +24 -0
  166. package/dist/domain/trade.operator.spec.js.map +1 -0
  167. package/dist/domain/trade.spec.d.ts +1 -0
  168. package/dist/domain/trade.spec.js +13 -0
  169. package/dist/domain/trade.spec.js.map +1 -0
  170. package/dist/index.d.ts +0 -1
  171. package/dist/index.js +5 -2
  172. package/dist/index.js.map +1 -1
  173. package/dist/indicator/atr.js.map +1 -1
  174. package/dist/indicator/cross.spec.js +2 -2
  175. package/dist/indicator/cross.spec.js.map +1 -1
  176. package/dist/indicator/donchian.js.map +1 -1
  177. package/dist/indicator/ema.js.map +1 -1
  178. package/dist/indicator/ema.spec.js +1 -1
  179. package/dist/indicator/ema.spec.js.map +1 -1
  180. package/dist/indicator/envelope.js.map +1 -1
  181. package/dist/indicator/index.js +5 -1
  182. package/dist/indicator/index.js.map +1 -1
  183. package/dist/indicator/macd.js.map +1 -1
  184. package/dist/indicator/min-max.js.map +1 -1
  185. package/dist/indicator/rma.js.map +1 -1
  186. package/dist/indicator/sma.js.map +1 -1
  187. package/dist/indicator/sma.spec.js +1 -1
  188. package/dist/indicator/sma.spec.js.map +1 -1
  189. package/dist/indicator/swma.js.map +1 -1
  190. package/dist/indicator/tma.js.map +1 -1
  191. package/dist/indicator/tma.spec.js +1 -1
  192. package/dist/indicator/tma.spec.js.map +1 -1
  193. package/dist/indicator/trailing.spec.js +2 -2
  194. package/dist/indicator/trailing.spec.js.map +1 -1
  195. package/dist/indicator/truerange.js.map +1 -1
  196. package/dist/indicator/truerange.spec.js +1 -1
  197. package/dist/indicator/truerange.spec.js.map +1 -1
  198. package/dist/indicator/window.js.map +1 -1
  199. package/dist/indicator/wma.js.map +1 -1
  200. package/dist/indicator/wma.spec.js +1 -1
  201. package/dist/indicator/wma.spec.js.map +1 -1
  202. package/dist/shared/collections.d.ts +10 -0
  203. package/dist/shared/collections.js +33 -0
  204. package/dist/shared/collections.js.map +1 -0
  205. package/dist/shared/datetime.d.ts +0 -1
  206. package/dist/shared/datetime.js +1 -12
  207. package/dist/shared/datetime.js.map +1 -1
  208. package/dist/shared/decimals.d.ts +1 -1
  209. package/dist/shared/decimals.js +4 -5
  210. package/dist/shared/decimals.js.map +1 -1
  211. package/dist/shared/decimals.spec.js +2 -1
  212. package/dist/shared/decimals.spec.js.map +1 -1
  213. package/dist/shared/index.d.ts +1 -3
  214. package/dist/shared/index.js +6 -4
  215. package/dist/shared/index.js.map +1 -1
  216. package/dist/shared/io.js.map +1 -1
  217. package/dist/shared/policy.d.ts +0 -1
  218. package/dist/shared/policy.js +1 -11
  219. package/dist/shared/policy.js.map +1 -1
  220. package/dist/storage/cache.d.ts +9 -0
  221. package/dist/storage/cache.js +32 -0
  222. package/dist/storage/cache.js.map +1 -0
  223. package/dist/storage/cache.spec.d.ts +1 -0
  224. package/dist/storage/cache.spec.js +18 -0
  225. package/dist/storage/cache.spec.js.map +1 -0
  226. package/dist/storage/feed.d.ts +3 -4
  227. package/dist/storage/feed.js +16 -6
  228. package/dist/storage/feed.js.map +1 -1
  229. package/dist/storage/index.d.ts +1 -0
  230. package/dist/storage/index.js +6 -1
  231. package/dist/storage/index.js.map +1 -1
  232. package/dist/storage/storage.d.ts +2 -0
  233. package/dist/storage/storage.js +6 -1
  234. package/dist/storage/storage.js.map +1 -1
  235. package/dist/store/index.d.ts +8 -2
  236. package/dist/store/index.js +13 -3
  237. package/dist/store/index.js.map +1 -1
  238. package/dist/store/store-balance.event.d.ts +33 -0
  239. package/dist/store/store-balance.event.js +90 -0
  240. package/dist/store/store-balance.event.js.map +1 -0
  241. package/dist/store/store-balance.event.spec.d.ts +1 -0
  242. package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +8 -8
  243. package/dist/store/store-balance.event.spec.js.map +1 -0
  244. package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
  245. package/dist/store/store-instrument.event.js +52 -0
  246. package/dist/store/store-instrument.event.js.map +1 -0
  247. package/dist/store/store-instrument.event.spec.d.ts +1 -0
  248. package/dist/store/store-instrument.event.spec.js +22 -0
  249. package/dist/store/store-instrument.event.spec.js.map +1 -0
  250. package/dist/store/store-order.event.d.ts +59 -0
  251. package/dist/store/store-order.event.js +181 -0
  252. package/dist/store/store-order.event.js.map +1 -0
  253. package/dist/store/store-order.event.spec.d.ts +1 -0
  254. package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
  255. package/dist/store/store-order.event.spec.js.map +1 -0
  256. package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts} +4 -5
  257. package/dist/store/store-orderbook.event.js +42 -0
  258. package/dist/store/store-orderbook.event.js.map +1 -0
  259. package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts} +5 -7
  260. package/dist/store/store-position.event.js +77 -0
  261. package/dist/store/store-position.event.js.map +1 -0
  262. package/dist/store/store-state.d.ts +27 -0
  263. package/dist/store/store-state.js +29 -0
  264. package/dist/store/store-state.js.map +1 -0
  265. package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts} +4 -5
  266. package/dist/store/store-trade.event.js +25 -0
  267. package/dist/store/store-trade.event.js.map +1 -0
  268. package/dist/store/store-trade.event.spec.d.ts +1 -0
  269. package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js} +14 -14
  270. package/dist/store/store-trade.event.spec.js.map +1 -0
  271. package/dist/store/store.d.ts +4 -25
  272. package/dist/store/store.event.d.ts +6 -0
  273. package/dist/store/{event/store.event.js → store.event.js} +0 -0
  274. package/dist/store/store.event.js.map +1 -0
  275. package/dist/store/store.js +7 -195
  276. package/dist/store/store.js.map +1 -1
  277. package/dist/store/store.spec.d.ts +1 -0
  278. package/dist/store/store.spec.js +119 -0
  279. package/dist/store/store.spec.js.map +1 -0
  280. package/dist/tsconfig.tsbuildinfo +1 -1
  281. package/{jestconfig.unit.json → jestconfig.json} +1 -2
  282. package/package.json +24 -20
  283. package/src/adapter/adapter-aggregate.ts +31 -34
  284. package/src/adapter/adapter.ts +26 -49
  285. package/src/adapter/backtester/backtester-adapter.spec.ts +124 -0
  286. package/src/adapter/backtester/backtester-adapter.ts +30 -17
  287. package/src/adapter/backtester/backtester-cursor.spec.ts +18 -19
  288. package/src/adapter/backtester/backtester-cursor.ts +7 -7
  289. package/src/adapter/backtester/backtester-streamer.spec.ts +19 -19
  290. package/src/adapter/backtester/backtester-streamer.ts +50 -20
  291. package/src/adapter/error.ts +9 -0
  292. package/src/adapter/paper/engine/paper-engine.spec.ts +92 -0
  293. package/src/adapter/paper/engine/paper-engine.ts +135 -0
  294. package/src/adapter/paper/index.ts +1 -2
  295. package/src/adapter/paper/paper-adapter.spec.ts +55 -17
  296. package/src/adapter/paper/paper-adapter.ts +27 -24
  297. package/src/bootstrap.ts +57 -21
  298. package/src/cli/build.ts +15 -0
  299. package/src/cli/dev.ts +18 -0
  300. package/src/cli/index.ts +81 -0
  301. package/src/cli/internal/workspace.ts +18 -0
  302. package/src/cli/pull.ts +71 -0
  303. package/src/cli/run.ts +22 -0
  304. package/src/cli/test.ts +53 -0
  305. package/src/domain/asset.spec.ts +33 -29
  306. package/src/domain/asset.ts +27 -21
  307. package/src/domain/balance.operator.spec.ts +25 -0
  308. package/src/domain/balance.operator.ts +15 -0
  309. package/src/domain/balance.spec.ts +97 -9
  310. package/src/domain/balance.ts +48 -41
  311. package/src/domain/candle.operator.spec.ts +125 -0
  312. package/src/domain/candle.operator.ts +106 -0
  313. package/src/domain/candle.spec.ts +12 -67
  314. package/src/domain/candle.ts +2 -104
  315. package/src/domain/commission.spec.ts +33 -0
  316. package/src/domain/commission.ts +2 -2
  317. package/src/domain/component.ts +2 -0
  318. package/src/domain/error.ts +25 -0
  319. package/src/domain/index.ts +8 -1
  320. package/src/domain/instrument.operator.spec.ts +28 -0
  321. package/src/domain/instrument.operator.ts +25 -0
  322. package/src/domain/instrument.spec.ts +22 -30
  323. package/src/domain/instrument.ts +21 -11
  324. package/src/domain/order.operator.spec.ts +81 -0
  325. package/src/domain/order.operator.ts +23 -0
  326. package/src/domain/order.spec.ts +43 -0
  327. package/src/domain/order.ts +46 -47
  328. package/src/domain/orderbook.operator.spec.ts +28 -0
  329. package/src/domain/orderbook.operator.ts +15 -0
  330. package/src/domain/orderbook.spec.ts +17 -0
  331. package/src/domain/orderbook.ts +5 -1
  332. package/src/domain/position.operator.spec.ts +58 -0
  333. package/src/domain/position.operator.ts +61 -0
  334. package/src/domain/position.spec.ts +28 -24
  335. package/src/domain/position.ts +17 -47
  336. package/src/domain/session.spec.ts +1 -1
  337. package/src/domain/session.ts +57 -197
  338. package/src/domain/trade.operator.spec.ts +31 -0
  339. package/src/domain/trade.operator.ts +15 -0
  340. package/src/domain/trade.spec.ts +17 -0
  341. package/src/domain/trade.ts +6 -2
  342. package/src/index.ts +0 -1
  343. package/src/indicator/atr.ts +1 -0
  344. package/src/indicator/cross.spec.ts +3 -2
  345. package/src/indicator/donchian.ts +1 -0
  346. package/src/indicator/ema.spec.ts +2 -1
  347. package/src/indicator/ema.ts +1 -0
  348. package/src/indicator/envelope.ts +1 -0
  349. package/src/indicator/macd.ts +1 -0
  350. package/src/indicator/min-max.ts +1 -0
  351. package/src/indicator/rma.ts +1 -0
  352. package/src/indicator/sma.spec.ts +2 -1
  353. package/src/indicator/sma.ts +1 -0
  354. package/src/indicator/swma.ts +1 -0
  355. package/src/indicator/tma.spec.ts +2 -1
  356. package/src/indicator/tma.ts +1 -0
  357. package/src/indicator/trailing.spec.ts +3 -2
  358. package/src/indicator/truerange.spec.ts +2 -1
  359. package/src/indicator/truerange.ts +1 -0
  360. package/src/indicator/window.ts +1 -0
  361. package/src/indicator/wma.spec.ts +2 -1
  362. package/src/indicator/wma.ts +1 -0
  363. package/src/shared/collections.ts +35 -0
  364. package/src/shared/datetime.ts +0 -12
  365. package/src/shared/decimals.spec.ts +2 -1
  366. package/src/shared/decimals.ts +6 -6
  367. package/src/shared/index.ts +1 -3
  368. package/src/shared/io.ts +0 -2
  369. package/src/shared/policy.ts +0 -13
  370. package/src/storage/cache.spec.ts +18 -0
  371. package/src/storage/cache.ts +35 -0
  372. package/src/storage/feed.ts +26 -16
  373. package/src/storage/index.ts +1 -0
  374. package/src/storage/storage.ts +11 -0
  375. package/src/store/index.ts +8 -2
  376. package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +7 -7
  377. package/src/store/store-balance.event.ts +124 -0
  378. package/src/store/store-instrument.event.spec.ts +25 -0
  379. package/src/store/store-instrument.event.ts +72 -0
  380. package/src/store/store-order.event.spec.ts +28 -0
  381. package/src/store/store-order.event.ts +214 -0
  382. package/src/store/store-orderbook.event.ts +54 -0
  383. package/src/store/store-position.event.ts +102 -0
  384. package/src/store/store-state.ts +48 -0
  385. package/src/store/{event/store-trade.event.spec.ts → store-trade.event.spec.ts} +15 -15
  386. package/src/store/store-trade.event.ts +36 -0
  387. package/src/store/store.event.ts +8 -0
  388. package/src/store/store.spec.ts +180 -0
  389. package/src/store/store.ts +11 -208
  390. package/tsconfig.json +2 -2
  391. package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
  392. package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
  393. package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
  394. package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
  395. package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
  396. package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
  397. package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
  398. package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
  399. package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
  400. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
  401. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
  402. package/dist/domain/statement.d.ts +0 -4
  403. package/dist/domain/statement.js +0 -87
  404. package/dist/domain/statement.js.map +0 -1
  405. package/dist/ipc.d.ts +0 -33
  406. package/dist/ipc.js +0 -244
  407. package/dist/ipc.js.map +0 -1
  408. package/dist/ipc.spec.js +0 -57
  409. package/dist/ipc.spec.js.map +0 -1
  410. package/dist/shared/policy.spec.js +0 -26
  411. package/dist/shared/policy.spec.js.map +0 -1
  412. package/dist/shared/task.d.ts +0 -6
  413. package/dist/shared/task.js +0 -25
  414. package/dist/shared/task.js.map +0 -1
  415. package/dist/shared/topic.d.ts +0 -14
  416. package/dist/shared/topic.js +0 -40
  417. package/dist/shared/topic.js.map +0 -1
  418. package/dist/shared/topic.spec.js +0 -43
  419. package/dist/shared/topic.spec.js.map +0 -1
  420. package/dist/shared/worker.d.ts +0 -10
  421. package/dist/shared/worker.js +0 -46
  422. package/dist/shared/worker.js.map +0 -1
  423. package/dist/shared/worker.spec.js +0 -18
  424. package/dist/shared/worker.spec.js.map +0 -1
  425. package/dist/store/event/index.d.ts +0 -8
  426. package/dist/store/event/index.js +0 -21
  427. package/dist/store/event/index.js.map +0 -1
  428. package/dist/store/event/store-balance.event.d.ts +0 -37
  429. package/dist/store/event/store-balance.event.js +0 -119
  430. package/dist/store/event/store-balance.event.js.map +0 -1
  431. package/dist/store/event/store-balance.event.spec.js.map +0 -1
  432. package/dist/store/event/store-candle.event.d.ts +0 -18
  433. package/dist/store/event/store-candle.event.js +0 -63
  434. package/dist/store/event/store-candle.event.js.map +0 -1
  435. package/dist/store/event/store-candle.event.spec.js +0 -23
  436. package/dist/store/event/store-candle.event.spec.js.map +0 -1
  437. package/dist/store/event/store-instrument.event.js +0 -78
  438. package/dist/store/event/store-instrument.event.js.map +0 -1
  439. package/dist/store/event/store-instrument.event.spec.js +0 -21
  440. package/dist/store/event/store-instrument.event.spec.js.map +0 -1
  441. package/dist/store/event/store-order.event.d.ts +0 -61
  442. package/dist/store/event/store-order.event.js +0 -205
  443. package/dist/store/event/store-order.event.js.map +0 -1
  444. package/dist/store/event/store-order.event.spec.js.map +0 -1
  445. package/dist/store/event/store-orderbook.event.js +0 -65
  446. package/dist/store/event/store-orderbook.event.js.map +0 -1
  447. package/dist/store/event/store-position.event.js +0 -97
  448. package/dist/store/event/store-position.event.js.map +0 -1
  449. package/dist/store/event/store-trade.event.js +0 -47
  450. package/dist/store/event/store-trade.event.js.map +0 -1
  451. package/dist/store/event/store-trade.event.spec.js.map +0 -1
  452. package/dist/store/event/store.event.d.ts +0 -5
  453. package/dist/store/event/store.event.js.map +0 -1
  454. package/dist/store/store.state.d.ts +0 -21
  455. package/dist/store/store.state.js +0 -21
  456. package/dist/store/store.state.js.map +0 -1
  457. package/dist/tests/backtester-adapter.spec.js +0 -60
  458. package/dist/tests/backtester-adapter.spec.js.map +0 -1
  459. package/dist/tests/session.spec.d.ts +0 -0
  460. package/dist/tests/session.spec.js +0 -1
  461. package/dist/tests/session.spec.js.map +0 -1
  462. package/jestconfig.integration.json +0 -12
  463. package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
  464. package/src/adapter/paper/simulator/paper-simulator.ts +0 -120
  465. package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
  466. package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
  467. package/src/domain/statement.ts +0 -118
  468. package/src/ipc.spec.ts +0 -73
  469. package/src/ipc.ts +0 -321
  470. package/src/shared/policy.spec.ts +0 -29
  471. package/src/shared/task.ts +0 -30
  472. package/src/shared/topic.spec.ts +0 -34
  473. package/src/shared/topic.ts +0 -43
  474. package/src/shared/worker.spec.ts +0 -25
  475. package/src/shared/worker.ts +0 -55
  476. package/src/store/event/index.ts +0 -8
  477. package/src/store/event/store-balance.event.ts +0 -161
  478. package/src/store/event/store-candle.event.spec.ts +0 -30
  479. package/src/store/event/store-candle.event.ts +0 -71
  480. package/src/store/event/store-instrument.event.spec.ts +0 -25
  481. package/src/store/event/store-instrument.event.ts +0 -84
  482. package/src/store/event/store-order.event.spec.ts +0 -28
  483. package/src/store/event/store-order.event.ts +0 -218
  484. package/src/store/event/store-orderbook.event.ts +0 -70
  485. package/src/store/event/store-position.event.ts +0 -109
  486. package/src/store/event/store-trade.event.ts +0 -52
  487. package/src/store/event/store.event.ts +0 -6
  488. package/src/store/store.state.ts +0 -43
  489. package/src/tests/backtester-adapter.spec.ts +0 -87
  490. package/src/tests/session.spec.ts +0 -121
@@ -1,10 +1,15 @@
1
- import { Adapter, FeedQuery, HistoryQuery } from '.';
2
1
  import { Candle, InstrumentSelector, Order } from '../domain';
2
+ import { Cache } from '../storage';
3
3
  import { Store } from '../store';
4
+ import { Adapter, FeedQuery, HistoryQuery } from '.';
5
+ import { AdapterFactory, AdapterTimeProvider } from './adapter';
4
6
  export declare class AdapterAggregate {
7
+ private readonly factories;
8
+ private readonly timeProvider;
5
9
  private readonly store;
10
+ private readonly cache;
6
11
  private readonly adapter;
7
- constructor(adapters: Adapter[], store: Store);
12
+ constructor(factories: AdapterFactory[], timeProvider: AdapterTimeProvider, store: Store, cache: Cache);
8
13
  get(adapterName: string): Adapter;
9
14
  awake(): Promise<void>;
10
15
  dispose(): Promise<any>;
@@ -13,5 +18,4 @@ export declare class AdapterAggregate {
13
18
  cancel(order: Order): Promise<void>;
14
19
  history(query: HistoryQuery): Promise<Candle[]>;
15
20
  feed(query: FeedQuery): Promise<void>;
16
- private createContext;
17
21
  }
@@ -1,30 +1,34 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.AdapterAggregate = void 0;
4
- const _1 = require(".");
5
4
  const shared_1 = require("../shared");
5
+ const error_1 = require("./error");
6
6
  class AdapterAggregate {
7
- constructor(adapters, store) {
7
+ constructor(factories, timeProvider, store, cache) {
8
+ this.factories = factories;
9
+ this.timeProvider = timeProvider;
8
10
  this.store = store;
11
+ this.cache = cache;
9
12
  this.adapter = {};
10
- adapters.forEach(it => (this.adapter[it.name] = it));
11
13
  }
12
14
  get(adapterName) {
13
15
  const adapter = this.adapter[adapterName];
14
16
  if (!adapter) {
15
- throw new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
17
+ throw (0, error_1.adapterNotFoundError)(adapterName);
16
18
  }
17
19
  return adapter;
18
20
  }
19
21
  async awake() {
20
- for (const adapter of Object.values(this.adapter)) {
22
+ for (const factory of this.factories) {
23
+ const adapter = factory(this.timeProvider, this.store, this.cache);
21
24
  try {
22
- await adapter.awake(this.createContext(adapter));
25
+ await adapter.awake();
23
26
  await adapter.account();
24
27
  }
25
28
  catch (e) {
26
29
  shared_1.Logger.error(e);
27
30
  }
31
+ this.adapter[adapter.name] = adapter;
28
32
  }
29
33
  }
30
34
  async dispose() {
@@ -38,10 +42,8 @@ class AdapterAggregate {
38
42
  }
39
43
  }
40
44
  async subscribe(selectors) {
41
- const grouped = selectors
42
- .filter(it => it != null)
43
- .reduce((aggregate, it) => {
44
- const adapter = it.base.adapter;
45
+ const grouped = selectors.reduce((aggregate, it) => {
46
+ const adapter = it.base.adapterName;
45
47
  if (aggregate[adapter]) {
46
48
  aggregate[adapter].push(it);
47
49
  }
@@ -59,9 +61,9 @@ class AdapterAggregate {
59
61
  }
60
62
  }
61
63
  }
62
- open(order) {
64
+ async open(order) {
63
65
  try {
64
- return this.get(order.instrument.base.adapter).open(order);
66
+ await this.get(order.instrument.base.adapterName).open(order);
65
67
  }
66
68
  catch (e) {
67
69
  shared_1.Logger.error(e);
@@ -69,7 +71,7 @@ class AdapterAggregate {
69
71
  }
70
72
  cancel(order) {
71
73
  try {
72
- return this.get(order.instrument.base.adapter).cancel(order);
74
+ return this.get(order.instrument.base.adapterName).cancel(order);
73
75
  }
74
76
  catch (e) {
75
77
  shared_1.Logger.error(e);
@@ -77,7 +79,7 @@ class AdapterAggregate {
77
79
  }
78
80
  history(query) {
79
81
  try {
80
- return this.get(query.instrument.base.adapter).history(query);
82
+ return this.get(query.instrument.base.adapterName).history(query);
81
83
  }
82
84
  catch (e) {
83
85
  shared_1.Logger.error(e);
@@ -85,15 +87,12 @@ class AdapterAggregate {
85
87
  }
86
88
  feed(query) {
87
89
  try {
88
- return this.get(query.instrument.base.adapter).feed(query);
90
+ return this.get(query.instrument.base.adapterName).feed(query);
89
91
  }
90
92
  catch (e) {
91
93
  shared_1.Logger.error(e);
92
94
  }
93
95
  }
94
- createContext(adapter) {
95
- return new _1.AdapterContext(adapter, this.store);
96
- }
97
96
  }
98
97
  exports.AdapterAggregate = AdapterAggregate;
99
98
  //# sourceMappingURL=adapter-aggregate.js.map
@@ -1 +1 @@
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+ {"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,sCAAmC;AAKnC,mCAA+C;AAM/C,MAAa,gBAAgB;IAG3B,YACmB,SAA2B,EAC3B,YAAiC,EACjC,KAAY,EACZ,KAAY;QAHZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,iBAAY,GAAZ,YAAY,CAAqB;QACjC,UAAK,GAAL,KAAK,CAAO;QACZ,UAAK,GAAL,KAAK,CAAO;QANd,YAAO,GAA4B,EAAE,CAAC;IAOpD,CAAC;IAOJ,GAAG,CAAC,WAAmB;QACrB,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;QAE1C,IAAI,CAAC,OAAO,EAAE;YACZ,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAKD,KAAK,CAAC,KAAK;QACT,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,SAAS,EAAE;YACpC,MAAM,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC,YAAY,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;YAEnE,IAAI;gBACF,MAAM,OAAO,CAAC,KAAK,EAAE,CAAC;gBACtB,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;YAED,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,OAAO,CAAC;SACtC;IACH,CAAC;IAKD,KAAK,CAAC,OAAO;QACX,KAAK,MAAM,OAAO,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACjD,IAAI;gBACF,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,KAAK,CAAC,SAAS,CAAC,SAA+B;QAC7C,MAAM,OAAO,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACjD,MAAM,OAAO,GAAG,EAAE,CAAC,IAAI,CAAC,WAAW,CAAC;YAEpC,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;QAEP,KAAK,MAAM,WAAW,IAAI,OAAO,EAAE;YACjC,IAAI;gBACF,MAAM,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAC;aAC7D;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,KAAK,CAAC,IAAI,CAAC,KAAY;QACrB,IAAI;YACF,MAAM,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAC/D;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SAClE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,OAAO,CAAC,KAAmB;QACzB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;SACnE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,IAAI,CAAC,KAAgB;QACnB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAChE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;CACF;AAhID,4CAgIC"}
@@ -1,17 +1,16 @@
1
1
  import { Candle, InstrumentSelector, Order } from '../domain';
2
2
  import { timestamp } from '../shared';
3
- import { Feed } from '../storage';
4
- import { State, Store, StoreEvent } from '../store';
3
+ import { Cache, Feed } from '../storage';
4
+ import { Store } from '../store';
5
5
  import { PaperAdapter } from './paper';
6
- import { PaperSimulator } from './paper/simulator/paper-simulator';
7
- export declare class AdapterContext {
8
- private readonly adapter;
9
- private readonly store;
10
- get timestamp(): timestamp;
11
- get snapshot(): State;
12
- constructor(adapter: Adapter, store: Store);
13
- dispatch(...events: StoreEvent[]): void;
14
- }
6
+ import { PaperEngine } from './paper/engine/paper-engine';
7
+ export declare type AdapterTimeProvider = {
8
+ timestamp: () => number;
9
+ };
10
+ export declare const DefaultTimeProvider: {
11
+ timestamp: () => number;
12
+ };
13
+ export declare type AdapterFactory = (timeProvider: AdapterTimeProvider, store: Store, cache: Cache) => Adapter;
15
14
  export declare type HistoryQuery = {
16
15
  instrument: InstrumentSelector;
17
16
  timeframe: number;
@@ -25,16 +24,17 @@ export declare type FeedQuery = {
25
24
  callback: (timestamp: number) => void;
26
25
  };
27
26
  export declare abstract class Adapter {
28
- context: AdapterContext;
27
+ private readonly timeProvider;
29
28
  abstract name: string;
30
29
  timestamp(): timestamp;
31
- awake(context: AdapterContext): Promise<void>;
32
- dispose(): Promise<void>;
33
- subscribe(instruments: InstrumentSelector[]): Promise<void>;
34
- account(): Promise<void>;
35
- open(order: Order): Promise<void>;
36
- cancel(order: Order): Promise<void>;
37
- history(query: HistoryQuery): Promise<Candle[]>;
38
- feed(query: FeedQuery): Promise<void>;
39
- abstract createPaperSimulator(adapter: PaperAdapter): PaperSimulator;
30
+ constructor(timeProvider: AdapterTimeProvider);
31
+ abstract awake(): Promise<void>;
32
+ abstract dispose(): Promise<void>;
33
+ abstract subscribe(instruments: InstrumentSelector[]): Promise<void>;
34
+ abstract account(): Promise<void>;
35
+ abstract open(order: Order): Promise<void>;
36
+ abstract cancel(order: Order): Promise<void>;
37
+ abstract history(query: HistoryQuery): Promise<Candle[]>;
38
+ abstract feed(query: FeedQuery): Promise<void>;
39
+ abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
40
40
  }
@@ -1,48 +1,16 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.Adapter = exports.AdapterContext = void 0;
3
+ exports.Adapter = exports.DefaultTimeProvider = void 0;
4
4
  const shared_1 = require("../shared");
5
- class AdapterContext {
6
- constructor(adapter, store) {
7
- this.adapter = adapter;
8
- this.store = store;
9
- }
10
- get timestamp() {
11
- return this.adapter.timestamp();
12
- }
13
- get snapshot() {
14
- return this.store.snapshot;
15
- }
16
- dispatch(...events) {
17
- return this.store.dispatch(...events);
18
- }
19
- }
20
- exports.AdapterContext = AdapterContext;
5
+ exports.DefaultTimeProvider = {
6
+ timestamp: () => (0, shared_1.now)()
7
+ };
21
8
  class Adapter {
22
- timestamp() {
23
- return (0, shared_1.now)();
24
- }
25
- async awake(context) {
26
- this.context = context;
9
+ constructor(timeProvider) {
10
+ this.timeProvider = timeProvider;
27
11
  }
28
- async dispose() { }
29
- subscribe(instruments) {
30
- throw new Error('method not implemented');
31
- }
32
- account() {
33
- throw new Error('method not implemented');
34
- }
35
- open(order) {
36
- throw new Error('method not implemented');
37
- }
38
- cancel(order) {
39
- throw new Error('method not implemented');
40
- }
41
- history(query) {
42
- throw new Error('method not implemented');
43
- }
44
- feed(query) {
45
- throw new Error('method not implemented');
12
+ timestamp() {
13
+ return this.timeProvider.timestamp();
46
14
  }
47
15
  }
48
16
  exports.Adapter = Adapter;
@@ -1 +1 @@
1
- {"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AACA,sCAA2C;AAS3C,MAAa,cAAc;IAYzB,YAA6B,OAAgB,EAAmB,KAAY;QAA/C,YAAO,GAAP,OAAO,CAAS;QAAmB,UAAK,GAAL,KAAK,CAAO;IAAG,CAAC;IARhF,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;IAClC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC;IAC7B,CAAC;IAID,QAAQ,CAAC,GAAG,MAAoB;QAC9B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,GAAG,MAAM,CAAC,CAAC;IACxC,CAAC;CACF;AAjBD,wCAiBC;AAoBD,MAAsB,OAAO;IAK3B,SAAS;QACP,OAAO,IAAA,YAAG,GAAE,CAAC;IACf,CAAC;IAMD,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;IACzB,CAAC;IAKD,KAAK,CAAC,OAAO,KAAmB,CAAC;IAMjC,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAKD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAMD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAED,OAAO,CAAC,KAAmB;QACzB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;CAGF;AA7DD,0BA6DC"}
1
+ {"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AACA,sCAA2C;AAU9B,QAAA,mBAAmB,GAAG;IACjC,SAAS,EAAE,GAAG,EAAE,CAAC,IAAA,YAAG,GAAE;CACvB,CAAC;AA0BF,MAAsB,OAAO;IAO3B,YAA6B,YAAiC;QAAjC,iBAAY,GAAZ,YAAY,CAAqB;IAAG,CAAC;IAJlE,SAAS;QACP,OAAO,IAAI,CAAC,YAAY,CAAC,SAAS,EAAE,CAAC;IACvC,CAAC;CAyCF;AA9CD,0BA8CC"}
@@ -1,21 +1,23 @@
1
- import { Adapter, AdapterContext } from '..';
2
1
  import { Candle, InstrumentSelector, Order } from '../../domain';
3
2
  import { timestamp } from '../../shared';
4
- import { FeedQuery, HistoryQuery } from '../adapter';
3
+ import { Store } from '../../store';
4
+ import { Adapter } from '..';
5
+ import { AdapterFactory, FeedQuery, HistoryQuery } from '../adapter';
5
6
  import { PaperAdapter, PaperOptions } from '../paper';
6
- import { PaperSimulator } from '../paper/simulator/paper-simulator';
7
+ import { PaperEngine } from '../paper/engine/paper-engine';
7
8
  import { BacktesterStreamer } from './backtester-streamer';
8
9
  export interface BacktesterOptions extends PaperOptions {
9
10
  from: timestamp;
10
11
  to: timestamp;
11
12
  }
13
+ export declare function createBacktesterAdapterFactory(decoratedAdapterFactory: AdapterFactory, streamer: BacktesterStreamer): AdapterFactory;
12
14
  export declare class BacktesterAdapter extends Adapter {
13
15
  readonly decoratedAdapter: Adapter;
14
16
  readonly streamer: BacktesterStreamer;
17
+ readonly store: Store;
15
18
  readonly name: string;
16
- timestamp(): number;
17
- constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer);
18
- awake(context: AdapterContext): Promise<void>;
19
+ constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer, store: Store);
20
+ awake(): Promise<void>;
19
21
  dispose(): Promise<void>;
20
22
  subscribe(instruments: InstrumentSelector[]): Promise<void>;
21
23
  account(): Promise<void>;
@@ -23,5 +25,5 @@ export declare class BacktesterAdapter extends Adapter {
23
25
  cancel(order: Order): Promise<void>;
24
26
  history(query: HistoryQuery): Promise<Candle[]>;
25
27
  feed(query: FeedQuery): Promise<void>;
26
- createPaperSimulator(adapter: PaperAdapter): PaperSimulator;
28
+ createPaperEngine(adapter: PaperAdapter): PaperEngine;
27
29
  }
@@ -1,21 +1,22 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.BacktesterAdapter = void 0;
4
- const __1 = require("..");
3
+ exports.BacktesterAdapter = exports.createBacktesterAdapterFactory = void 0;
5
4
  const store_1 = require("../../store");
5
+ const __1 = require("..");
6
+ function createBacktesterAdapterFactory(decoratedAdapterFactory, streamer) {
7
+ return (timeProvider, store, cache) => new BacktesterAdapter(decoratedAdapterFactory(timeProvider, store, cache), streamer, store);
8
+ }
9
+ exports.createBacktesterAdapterFactory = createBacktesterAdapterFactory;
6
10
  class BacktesterAdapter extends __1.Adapter {
7
- constructor(decoratedAdapter, streamer) {
8
- super();
11
+ constructor(decoratedAdapter, streamer, store) {
12
+ super(streamer.getTimeProvider());
9
13
  this.decoratedAdapter = decoratedAdapter;
10
14
  this.streamer = streamer;
15
+ this.store = store;
11
16
  this.name = this.decoratedAdapter.name;
12
17
  }
13
- timestamp() {
14
- return this.streamer.timestamp;
15
- }
16
- async awake(context) {
17
- await super.awake(context);
18
- await this.decoratedAdapter.awake(context);
18
+ async awake() {
19
+ await this.decoratedAdapter.awake();
19
20
  }
20
21
  dispose() {
21
22
  return this.decoratedAdapter.dispose();
@@ -24,7 +25,8 @@ class BacktesterAdapter extends __1.Adapter {
24
25
  instruments.forEach(it => {
25
26
  this.streamer.subscribe(it);
26
27
  });
27
- this.context.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.context.timestamp, it, true)));
28
+ this.store.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.timestamp(), it, true)));
29
+ this.streamer.tryContinue();
28
30
  }
29
31
  account() {
30
32
  return this.decoratedAdapter.account();
@@ -44,8 +46,8 @@ class BacktesterAdapter extends __1.Adapter {
44
46
  feed(query) {
45
47
  return this.decoratedAdapter.feed(query);
46
48
  }
47
- createPaperSimulator(adapter) {
48
- return this.decoratedAdapter.createPaperSimulator(adapter);
49
+ createPaperEngine(adapter) {
50
+ return this.decoratedAdapter.createPaperEngine(adapter);
49
51
  }
50
52
  }
51
53
  exports.BacktesterAdapter = BacktesterAdapter;
@@ -1 +1 @@
1
- {"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAAA,0BAA6C;AAG7C,uCAA0D;AAW1D,MAAa,iBAAkB,SAAQ,WAAO;IAO5C,YAAqB,gBAAyB,EAAW,QAA4B;QACnF,KAAK,EAAE,CAAC;QADW,qBAAgB,GAAhB,gBAAgB,CAAS;QAAW,aAAQ,GAAR,QAAQ,CAAoB;QAN5E,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAQ3C,CAAC;IAND,SAAS;QACP,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;IACjC,CAAC;IAMD,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAC3B,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IAC7C,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,WAAiC;QAC/C,WAAW,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YACvB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,OAAO,CAAC,QAAQ,CACnB,GAAG,WAAW,CAAC,GAAG,CAChB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,CACxE,CACF,CAAC;IACJ,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,KAAmB;QAC/B,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE5D,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,CAAC,gBAAgB,CAAC,oBAAoB,CAAC,OAAO,CAAC,CAAC;IAC7D,CAAC;CACF;AA7DD,8CA6DC"}
1
+ {"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAEA,uCAAiE;AACjE,0BAA6B;AAW7B,SAAgB,8BAA8B,CAC5C,uBAAuC,EACvC,QAA4B;IAE5B,OAAO,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CACpC,IAAI,iBAAiB,CACnB,uBAAuB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,EACnD,QAAQ,EACR,KAAK,CACN,CAAC;AACN,CAAC;AAVD,wEAUC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YACW,gBAAyB,EACzB,QAA4B,EAC5B,KAAY;QAErB,KAAK,CAAC,QAAQ,CAAC,eAAe,EAAE,CAAC,CAAC;QAJzB,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,aAAQ,GAAR,QAAQ,CAAoB;QAC5B,UAAK,GAAL,KAAK,CAAO;QALd,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAQ3C,CAAC;IAED,KAAK,CAAC,KAAK;QACT,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,CAAC;IACtC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,WAAiC;QAC/C,WAAW,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YACvB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,GAAG,WAAW,CAAC,GAAG,CAChB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,IAAI,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE,IAAI,CAAC,CAClE,CACF,CAAC;QAEF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;IAC9B,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,KAAmB;QAC/B,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE5D,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,CAAC,gBAAgB,CAAC,iBAAiB,CAAC,OAAO,CAAC,CAAC;IAC1D,CAAC;CACF;AA9DD,8CA8DC"}
@@ -0,0 +1,82 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const domain_1 = require("../../domain");
4
+ const storage_1 = require("../../storage");
5
+ const store_1 = require("../../store");
6
+ const adapter_1 = require("../adapter");
7
+ const paper_engine_1 = require("../paper/engine/paper-engine");
8
+ const backtester_adapter_1 = require("./backtester-adapter");
9
+ const backtester_streamer_1 = require("./backtester-streamer");
10
+ const base = new domain_1.Asset('btc', 'binance', 8);
11
+ const quote = new domain_1.Asset('usdt', 'binance', 4);
12
+ class DefaultAdapter extends adapter_1.Adapter {
13
+ constructor(timeProvider, store) {
14
+ super(timeProvider);
15
+ this.store = store;
16
+ this.name = 'default';
17
+ }
18
+ dispose() {
19
+ throw new Error('Method not implemented.');
20
+ }
21
+ subscribe(instruments) {
22
+ throw new Error('Method not implemented.');
23
+ }
24
+ account() {
25
+ throw new Error('Method not implemented.');
26
+ }
27
+ open(order) {
28
+ throw new Error('Method not implemented.');
29
+ }
30
+ cancel(order) {
31
+ throw new Error('Method not implemented.');
32
+ }
33
+ history(query) {
34
+ throw new Error('Method not implemented.');
35
+ }
36
+ feed(query) {
37
+ throw new Error('Method not implemented.');
38
+ }
39
+ timestamp() {
40
+ return 123;
41
+ }
42
+ createPaperEngine(adapter) {
43
+ return new paper_engine_1.PaperEngine(adapter.store);
44
+ }
45
+ async awake() {
46
+ this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
47
+ }
48
+ }
49
+ const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
50
+ const store = new store_1.Store();
51
+ const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
52
+ const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
53
+ const cache = new storage_1.Cache(new storage_1.InMemoryStorage());
54
+ describe('BacktesterAdapter', () => {
55
+ test('should return proper adapter name and timestamp', () => {
56
+ const sut = new backtester_adapter_1.BacktesterAdapter(adapter, new backtester_streamer_1.BacktesterStreamer(store, feed, {
57
+ from: 1,
58
+ to: 100
59
+ }), store);
60
+ expect(sut.name).toEqual('default');
61
+ expect(sut.timestamp()).toEqual(1);
62
+ });
63
+ test('should stream data from input array', done => {
64
+ const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
65
+ from: 0,
66
+ to: 100
67
+ }, {
68
+ onBacktestCompleted: () => {
69
+ expect(store.snapshot.timestamp).toEqual(1);
70
+ expect(store.snapshot.trade.get(instrument.id).rate).toEqual(100);
71
+ expect(store.snapshot.trade.get(instrument.id).quantity).toEqual(10);
72
+ done();
73
+ }
74
+ });
75
+ feed.save(instrument, [new domain_1.Candle(1, 100, 100, 100, 100, 10)]);
76
+ const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer, store);
77
+ sut.awake();
78
+ sut.subscribe([instrument]);
79
+ expect(sut.name).toEqual('default');
80
+ });
81
+ });
82
+ //# sourceMappingURL=backtester-adapter.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.spec.ts"],"names":[],"mappings":";;AAAA,yCAOsB;AACtB,2CAA6D;AAC7D,uCAA0D;AAC1D,wCAMoB;AACpB,+DAA2D;AAE3D,6DAAyD;AACzD,+DAA2D;AAE3D,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;IAwBlC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAF5E,SAAI,GAAG,SAAS,CAAC;IAIjB,CAAC;IAzBD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO,CAAC,KAAmB;QACzB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAgB;QACnB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IAOD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;IAED,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAED,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;AAC/D,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAC7C,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE/C,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,EACF,KAAK,CACN,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,CACrC,KAAK,EACL,IAAI,EACJ;YACE,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAClE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAErE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,IAAI,eAAM,CAAC,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QAE5D,GAAG,CAAC,KAAK,EAAE,CAAC;QACZ,GAAG,CAAC,SAAS,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC;QAE5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,7 +1,6 @@
1
- import { InstrumentSelector } from '../../domain';
1
+ import { Candle, InstrumentSelector } from '../../domain';
2
2
  import { timestamp } from '../../shared';
3
3
  import { Feed } from '../../storage';
4
- import { StoreEvent } from '../../store';
5
4
  export declare class BacktesterCursor {
6
5
  readonly instrument: InstrumentSelector;
7
6
  private readonly feed;
@@ -10,7 +9,7 @@ export declare class BacktesterCursor {
10
9
  completed: boolean;
11
10
  get size(): number;
12
11
  constructor(instrument: InstrumentSelector, feed: Feed);
13
- peek(): StoreEvent;
14
- dequeue<T extends StoreEvent>(): T;
12
+ peek(): Candle;
13
+ dequeue(): Candle;
15
14
  fetchNextPage(from: timestamp, to: number): Promise<void>;
16
15
  }
@@ -1,6 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.BacktesterCursor = void 0;
4
+ const error_1 = require("../error");
4
5
  class BacktesterCursor {
5
6
  constructor(instrument, feed) {
6
7
  this.instrument = instrument;
@@ -26,7 +27,7 @@ class BacktesterCursor {
26
27
  return;
27
28
  }
28
29
  if (this.size > 0) {
29
- throw new Error('page is not empty');
30
+ throw (0, error_1.backtestPageNotEmpty)();
30
31
  }
31
32
  this.pageIndex = 0;
32
33
  this.page = await this.feed.query(this.instrument, {
@@ -1 +1 @@
1
- {"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAM,CAAC;IAC1C,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}
1
+ {"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAGA,oCAAgD;AAEhD,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAU,CAAC;QAC3B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}
@@ -2,36 +2,35 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const domain_1 = require("../../domain");
4
4
  const storage_1 = require("../../storage");
5
- const store_1 = require("../../store");
6
5
  const backtester_cursor_1 = require("./backtester-cursor");
7
- describe('backtester cursor tests', () => {
6
+ describe('BacktesterCursor', () => {
8
7
  test('should repeat specific events', async () => {
9
8
  const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
10
9
  const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
11
10
  const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
12
11
  feed.save(instrument, [
13
- new store_1.TradePatchEvent(instrument, 1, 1, 1),
14
- new store_1.TradePatchEvent(instrument, 2, 1, 2),
15
- new store_1.TradePatchEvent(instrument, 3, 1, 3),
16
- new store_1.TradePatchEvent(instrument, 4, 1, 4),
17
- new store_1.TradePatchEvent(instrument, 5, 1, 5),
18
- new store_1.TradePatchEvent(instrument, 6, 1, 6),
19
- new store_1.TradePatchEvent(instrument, 7, 1, 7),
20
- new store_1.TradePatchEvent(instrument, 8, 1, 8)
12
+ new domain_1.Candle(1, 1, 1, 1, 1),
13
+ new domain_1.Candle(2, 2, 2, 2, 2),
14
+ new domain_1.Candle(3, 3, 3, 3, 3),
15
+ new domain_1.Candle(4, 4, 4, 4, 4),
16
+ new domain_1.Candle(5, 5, 5, 5, 5),
17
+ new domain_1.Candle(6, 6, 6, 6, 6),
18
+ new domain_1.Candle(7, 7, 7, 7, 7),
19
+ new domain_1.Candle(8, 8, 8, 8, 8)
21
20
  ]);
22
21
  await cursor.fetchNextPage(0, 4);
23
- expect(cursor.dequeue().rate).toEqual(1);
24
- expect(cursor.dequeue().rate).toEqual(2);
25
- expect(cursor.dequeue().rate).toEqual(3);
22
+ expect(cursor.dequeue().open).toEqual(1);
23
+ expect(cursor.dequeue().open).toEqual(2);
24
+ expect(cursor.dequeue().open).toEqual(3);
26
25
  expect(cursor.peek()).toEqual(undefined);
27
26
  await cursor.fetchNextPage(3, 7);
28
- expect(cursor.dequeue().rate).toEqual(4);
29
- expect(cursor.dequeue().rate).toEqual(5);
30
- expect(cursor.dequeue().rate).toEqual(6);
27
+ expect(cursor.dequeue().open).toEqual(4);
28
+ expect(cursor.dequeue().open).toEqual(5);
29
+ expect(cursor.dequeue().open).toEqual(6);
31
30
  expect(cursor.peek()).toEqual(undefined);
32
31
  await cursor.fetchNextPage(6, 10);
33
- expect(cursor.dequeue().rate).toEqual(7);
34
- expect(cursor.dequeue().rate).toEqual(8);
32
+ expect(cursor.dequeue().open).toEqual(7);
33
+ expect(cursor.dequeue().open).toEqual(8);
35
34
  expect(cursor.peek()).toEqual(undefined);
36
35
  });
37
36
  });
@@ -1 +1 @@
1
- {"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,2CAAsD;AACtD,uCAA8C;AAC9C,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,+BAA+B,EAAE,KAAK,IAAI,EAAE;QAC/C,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAAoD;AACpD,2CAAsD;AACtD,2DAAuD;AAEvD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,+BAA+B,EAAE,KAAK,IAAI,EAAE;QAC/C,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC1B,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -2,6 +2,7 @@ import { InstrumentSelector } from '../../domain';
2
2
  import { timestamp } from '../../shared';
3
3
  import { Feed } from '../../storage';
4
4
  import { Store } from '../../store';
5
+ import { AdapterTimeProvider } from '../adapter';
5
6
  export interface BacktesterListener {
6
7
  onBacktestStarted?(streamer: BacktesterStreamer): void;
7
8
  onBacktestUpdated?(streamer: BacktesterStreamer): void;
@@ -21,9 +22,11 @@ export declare class BacktesterStreamer {
21
22
  from: number;
22
23
  to: number;
23
24
  }, listener?: BacktesterListener);
25
+ getTimeProvider(): AdapterTimeProvider;
24
26
  subscribe(instrument: InstrumentSelector): void;
25
27
  stop(): void;
26
- tryContinue(): Promise<void>;
28
+ tryContinue(): void;
27
29
  private processNext;
30
+ private dispatch;
28
31
  private current;
29
32
  }