@quantform/core 0.4.9 → 0.5.14

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 (222) hide show
  1. package/dist/adapter/adapter-aggregate.d.ts +4 -2
  2. package/dist/adapter/adapter-aggregate.js +4 -3
  3. package/dist/adapter/adapter-aggregate.js.map +1 -1
  4. package/dist/adapter/adapter.d.ts +3 -2
  5. package/dist/adapter/adapter.js +5 -2
  6. package/dist/adapter/adapter.js.map +1 -1
  7. package/dist/adapter/backtester/backtester-adapter.d.ts +1 -1
  8. package/dist/adapter/backtester/backtester-adapter.js +2 -1
  9. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  10. package/dist/adapter/backtester/index.js +5 -1
  11. package/dist/adapter/backtester/index.js.map +1 -1
  12. package/dist/adapter/index.js +5 -1
  13. package/dist/adapter/index.js.map +1 -1
  14. package/dist/adapter/paper/index.js +5 -1
  15. package/dist/adapter/paper/index.js.map +1 -1
  16. package/dist/adapter/paper/paper-adapter.d.ts +1 -1
  17. package/dist/adapter/paper/paper-adapter.js +1 -1
  18. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  19. package/dist/adapter/paper/paper-adapter.spec.js +5 -3
  20. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  21. package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +1 -1
  22. package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +1 -1
  23. package/dist/adapter/paper/simulator/paper-simulator.d.ts +1 -1
  24. package/dist/adapter/paper/simulator/paper-simulator.js.map +1 -1
  25. package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +1 -1
  26. package/dist/adapter/paper/simulator/paper-spot-simulator.js +1 -1
  27. package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +1 -1
  28. package/dist/bootstrap.js +31 -15
  29. package/dist/bootstrap.js.map +1 -1
  30. package/dist/cli/build.d.ts +1 -0
  31. package/dist/cli/build.js +16 -0
  32. package/dist/cli/build.js.map +1 -0
  33. package/dist/cli/dev.d.ts +1 -0
  34. package/dist/cli/dev.js +17 -0
  35. package/dist/cli/dev.js.map +1 -0
  36. package/dist/cli/index.d.ts +2 -0
  37. package/dist/cli/index.js +72 -0
  38. package/dist/cli/index.js.map +1 -0
  39. package/dist/cli/internal/workspace.d.ts +8 -0
  40. package/dist/cli/internal/workspace.js +14 -0
  41. package/dist/cli/internal/workspace.js.map +1 -0
  42. package/dist/cli/pull.d.ts +1 -0
  43. package/dist/cli/pull.js +50 -0
  44. package/dist/cli/pull.js.map +1 -0
  45. package/dist/cli/run.d.ts +1 -0
  46. package/dist/cli/run.js +19 -0
  47. package/dist/cli/run.js.map +1 -0
  48. package/dist/cli/test.d.ts +1 -0
  49. package/dist/cli/test.js +37 -0
  50. package/dist/cli/test.js.map +1 -0
  51. package/dist/domain/balance.d.ts +4 -3
  52. package/dist/domain/balance.js +20 -19
  53. package/dist/domain/balance.js.map +1 -1
  54. package/dist/domain/balance.spec.js +2 -2
  55. package/dist/domain/balance.spec.js.map +1 -1
  56. package/dist/domain/candle.d.ts +4 -2
  57. package/dist/domain/candle.js +13 -9
  58. package/dist/domain/candle.js.map +1 -1
  59. package/dist/domain/candle.spec.js.map +1 -1
  60. package/dist/domain/component.d.ts +1 -0
  61. package/dist/domain/index.js +5 -1
  62. package/dist/domain/index.js.map +1 -1
  63. package/dist/domain/instrument.d.ts +1 -0
  64. package/dist/domain/instrument.js +1 -0
  65. package/dist/domain/instrument.js.map +1 -1
  66. package/dist/domain/order.d.ts +3 -2
  67. package/dist/domain/order.js +2 -0
  68. package/dist/domain/order.js.map +1 -1
  69. package/dist/domain/orderbook.d.ts +1 -0
  70. package/dist/domain/orderbook.js +1 -0
  71. package/dist/domain/orderbook.js.map +1 -1
  72. package/dist/domain/position.d.ts +1 -0
  73. package/dist/domain/position.js +1 -0
  74. package/dist/domain/position.js.map +1 -1
  75. package/dist/domain/session.d.ts +4 -18
  76. package/dist/domain/session.js +7 -23
  77. package/dist/domain/session.js.map +1 -1
  78. package/dist/domain/statement.js +11 -11
  79. package/dist/domain/statement.js.map +1 -1
  80. package/dist/domain/trade.d.ts +2 -1
  81. package/dist/domain/trade.js +1 -0
  82. package/dist/domain/trade.js.map +1 -1
  83. package/dist/index.d.ts +0 -1
  84. package/dist/index.js +5 -2
  85. package/dist/index.js.map +1 -1
  86. package/dist/indicator/atr.js.map +1 -1
  87. package/dist/indicator/cross.spec.js.map +1 -1
  88. package/dist/indicator/donchian.js.map +1 -1
  89. package/dist/indicator/ema.js.map +1 -1
  90. package/dist/indicator/ema.spec.js.map +1 -1
  91. package/dist/indicator/envelope.js.map +1 -1
  92. package/dist/indicator/index.js +5 -1
  93. package/dist/indicator/index.js.map +1 -1
  94. package/dist/indicator/macd.js.map +1 -1
  95. package/dist/indicator/min-max.js.map +1 -1
  96. package/dist/indicator/rma.js.map +1 -1
  97. package/dist/indicator/sma.js.map +1 -1
  98. package/dist/indicator/sma.spec.js.map +1 -1
  99. package/dist/indicator/swma.js.map +1 -1
  100. package/dist/indicator/tma.js.map +1 -1
  101. package/dist/indicator/tma.spec.js.map +1 -1
  102. package/dist/indicator/trailing.spec.js.map +1 -1
  103. package/dist/indicator/truerange.js.map +1 -1
  104. package/dist/indicator/truerange.spec.js.map +1 -1
  105. package/dist/indicator/window.js.map +1 -1
  106. package/dist/indicator/wma.js.map +1 -1
  107. package/dist/indicator/wma.spec.js.map +1 -1
  108. package/dist/shared/index.d.ts +0 -2
  109. package/dist/shared/index.js +5 -3
  110. package/dist/shared/index.js.map +1 -1
  111. package/dist/shared/policy.spec.js +2 -6
  112. package/dist/shared/policy.spec.js.map +1 -1
  113. package/dist/storage/cache.d.ts +9 -0
  114. package/dist/storage/cache.js +32 -0
  115. package/dist/storage/cache.js.map +1 -0
  116. package/dist/storage/index.d.ts +1 -0
  117. package/dist/storage/index.js +6 -1
  118. package/dist/storage/index.js.map +1 -1
  119. package/dist/storage/storage.d.ts +7 -0
  120. package/dist/storage/storage.js +11 -1
  121. package/dist/storage/storage.js.map +1 -1
  122. package/dist/store/event/index.js +5 -1
  123. package/dist/store/event/index.js.map +1 -1
  124. package/dist/store/event/store-balance.event.spec.js +3 -3
  125. package/dist/store/event/store-balance.event.spec.js.map +1 -1
  126. package/dist/store/event/store-candle.event.d.ts +1 -1
  127. package/dist/store/event/store-candle.event.js.map +1 -1
  128. package/dist/store/event/store-candle.event.spec.js +1 -1
  129. package/dist/store/event/store-candle.event.spec.js.map +1 -1
  130. package/dist/store/event/store-instrument.event.spec.js +1 -1
  131. package/dist/store/event/store-instrument.event.spec.js.map +1 -1
  132. package/dist/store/event/store-trade.event.spec.js +2 -2
  133. package/dist/store/event/store-trade.event.spec.js.map +1 -1
  134. package/dist/store/index.js +5 -1
  135. package/dist/store/index.js.map +1 -1
  136. package/dist/store/store.js.map +1 -1
  137. package/dist/tests/backtester-adapter.spec.js +2 -1
  138. package/dist/tests/backtester-adapter.spec.js.map +1 -1
  139. package/dist/tsconfig.tsbuildinfo +1 -1
  140. package/package.json +24 -21
  141. package/src/adapter/adapter-aggregate.ts +8 -3
  142. package/src/adapter/adapter.ts +9 -3
  143. package/src/adapter/backtester/backtester-adapter.ts +3 -1
  144. package/src/adapter/paper/paper-adapter.spec.ts +5 -3
  145. package/src/adapter/paper/paper-adapter.ts +1 -1
  146. package/src/adapter/paper/simulator/paper-margin-simulator.ts +1 -1
  147. package/src/adapter/paper/simulator/paper-simulator.ts +2 -1
  148. package/src/adapter/paper/simulator/paper-spot-simulator.ts +2 -2
  149. package/src/bootstrap.ts +47 -18
  150. package/src/cli/build.ts +15 -0
  151. package/src/cli/dev.ts +18 -0
  152. package/src/cli/index.ts +81 -0
  153. package/src/cli/internal/workspace.ts +18 -0
  154. package/src/cli/pull.ts +67 -0
  155. package/src/cli/run.ts +22 -0
  156. package/src/cli/test.ts +50 -0
  157. package/src/domain/balance.spec.ts +2 -2
  158. package/src/domain/balance.ts +20 -19
  159. package/src/domain/candle.spec.ts +1 -0
  160. package/src/domain/candle.ts +20 -10
  161. package/src/domain/component.ts +1 -0
  162. package/src/domain/instrument.ts +1 -0
  163. package/src/domain/order.ts +3 -1
  164. package/src/domain/orderbook.ts +1 -0
  165. package/src/domain/position.ts +2 -0
  166. package/src/domain/session.ts +17 -67
  167. package/src/domain/statement.ts +13 -12
  168. package/src/domain/trade.ts +2 -1
  169. package/src/index.ts +0 -1
  170. package/src/indicator/atr.ts +1 -0
  171. package/src/indicator/cross.spec.ts +1 -0
  172. package/src/indicator/donchian.ts +1 -0
  173. package/src/indicator/ema.spec.ts +1 -0
  174. package/src/indicator/ema.ts +1 -0
  175. package/src/indicator/envelope.ts +1 -0
  176. package/src/indicator/macd.ts +1 -0
  177. package/src/indicator/min-max.ts +1 -0
  178. package/src/indicator/rma.ts +1 -0
  179. package/src/indicator/sma.spec.ts +1 -0
  180. package/src/indicator/sma.ts +1 -0
  181. package/src/indicator/swma.ts +1 -0
  182. package/src/indicator/tma.spec.ts +1 -0
  183. package/src/indicator/tma.ts +1 -0
  184. package/src/indicator/trailing.spec.ts +1 -0
  185. package/src/indicator/truerange.spec.ts +1 -0
  186. package/src/indicator/truerange.ts +1 -0
  187. package/src/indicator/window.ts +1 -0
  188. package/src/indicator/wma.spec.ts +1 -0
  189. package/src/indicator/wma.ts +1 -0
  190. package/src/shared/index.ts +0 -2
  191. package/src/shared/policy.spec.ts +2 -6
  192. package/src/storage/cache.ts +35 -0
  193. package/src/storage/index.ts +1 -0
  194. package/src/storage/storage.ts +15 -0
  195. package/src/store/event/store-balance.event.spec.ts +3 -3
  196. package/src/store/event/store-candle.event.spec.ts +1 -1
  197. package/src/store/event/store-candle.event.ts +2 -2
  198. package/src/store/event/store-instrument.event.spec.ts +1 -1
  199. package/src/store/event/store-trade.event.spec.ts +2 -2
  200. package/src/store/store.ts +1 -0
  201. package/src/tests/backtester-adapter.spec.ts +3 -2
  202. package/tsconfig.json +2 -2
  203. package/dist/ipc.d.ts +0 -33
  204. package/dist/ipc.js +0 -244
  205. package/dist/ipc.js.map +0 -1
  206. package/dist/ipc.spec.d.ts +0 -1
  207. package/dist/ipc.spec.js +0 -57
  208. package/dist/ipc.spec.js.map +0 -1
  209. package/dist/shared/task.d.ts +0 -6
  210. package/dist/shared/task.js +0 -25
  211. package/dist/shared/task.js.map +0 -1
  212. package/dist/shared/worker.d.ts +0 -10
  213. package/dist/shared/worker.js +0 -46
  214. package/dist/shared/worker.js.map +0 -1
  215. package/dist/shared/worker.spec.d.ts +0 -1
  216. package/dist/shared/worker.spec.js +0 -18
  217. package/dist/shared/worker.spec.js.map +0 -1
  218. package/src/ipc.spec.ts +0 -73
  219. package/src/ipc.ts +0 -321
  220. package/src/shared/task.ts +0 -30
  221. package/src/shared/worker.spec.ts +0 -25
  222. package/src/shared/worker.ts +0 -55
package/dist/tsconfig.tsbuildinfo CHANGED
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package/package.json CHANGED
@@ -1,6 +1,8 @@
1
1
  {
2
2
  "name": "@quantform/core",
3
- "version": "0.4.9",
3
+ "version": "0.5.14",
4
+ "author": "Mateusz Majchrzak",
5
+ "license": "MIT",
4
6
  "description": "Node.js library for building systematic trading strategies in reactive way.",
5
7
  "repository": {
6
8
  "type": "git",
@@ -9,6 +11,9 @@
9
11
  "publishConfig": {
10
12
  "access": "public"
11
13
  },
14
+ "bin": {
15
+ "qf": "./dist/cli/index.js"
16
+ },
12
17
  "main": "dist/index.js",
13
18
  "types": "dist/index.d.ts",
14
19
  "scripts": {
@@ -19,14 +24,16 @@
19
24
  "test:integration": "jest -c jestconfig.integration.json --setupFiles dotenv/config",
20
25
  "test:integration:watch": "jest -c jestconfig.integration.json --watch --setupFiles dotenv/config"
21
26
  },
22
- "author": "Mateusz Majchrzak",
23
- "license": "MIT",
24
27
  "dependencies": {
25
- "dotenv": "^10.0.0",
26
- "minimist": "^1.2.5",
27
- "object-hash": "^2.2.0",
28
+ "@swc/cli": "^0.1.57",
29
+ "@swc/core": "^1.2.170",
30
+ "cli-progress": "^3.10.0",
31
+ "commander": "^9.1.0",
32
+ "dotenv": "^16.0.0",
33
+ "node-watch": "^0.7.3",
34
+ "object-hash": "^3.0.0",
28
35
  "reflect-metadata": "^0.1.13",
29
- "ts-retry": "^2.3.6",
36
+ "ts-retry": "^2.4.0",
30
37
  "typescript-collections": "^1.3.3",
31
38
  "uuid": "^8.3.2"
32
39
  },
@@ -34,20 +41,16 @@
34
41
  "rxjs": "*"
35
42
  },
36
43
  "devDependencies": {
37
- "@types/jest": "^27.0.2",
38
- "@types/node": "^16.10.3",
39
- "@typescript-eslint/eslint-plugin": "^5.0.0",
40
- "@typescript-eslint/parser": "^5.0.0",
41
- "eslint": "^8.0.0",
42
- "eslint-config-prettier": "^8.3.0",
43
- "eslint-plugin-import": "^2.25.1",
44
- "jest": "^27.2.5",
45
- "prettier": "^2.4.1",
46
- "ts-jest": "^27.0.5",
47
- "ts-loader": "^9.2.6",
48
- "ts-node": "^10.3.0",
49
- "tsconfig-paths": "^3.11.0",
50
- "typescript": "^4.4.3"
44
+ "@types/jest": "^27.4.1",
45
+ "@types/node": "^17.0.23",
46
+ "@types/tsc-watch": "^4.2.0",
47
+ "jest": "^27.5.1",
48
+ "prettier": "^2.6.1",
49
+ "ts-jest": "^27.1.4",
50
+ "ts-loader": "^9.2.8",
51
+ "ts-node": "^10.7.0",
52
+ "tsconfig-paths": "^3.14.1",
53
+ "typescript": "^4.6.3"
51
54
  },
52
55
  "engines": {
53
56
  "node": ">= 14.18.1"
package/src/adapter/adapter-aggregate.ts CHANGED
@@ -1,7 +1,8 @@
1
- import { Adapter, AdapterContext, FeedQuery, HistoryQuery } from '.';
2
1
  import { Candle, InstrumentSelector, Order } from '../domain';
3
2
  import { Logger } from '../shared';
3
+ import { Cache } from '../storage';
4
4
  import { Store } from '../store';
5
+ import { Adapter, AdapterContext, FeedQuery, HistoryQuery } from '.';
5
6
 
6
7
  /**
7
8
  * Manages instances of all adapters provided in session descriptor.
@@ -10,7 +11,11 @@ import { Store } from '../store';
10
11
  export class AdapterAggregate {
11
12
  private readonly adapter: Record<string, Adapter> = {};
12
13
 
13
- constructor(adapters: Adapter[], private readonly store: Store) {
14
+ constructor(
15
+ adapters: Adapter[],
16
+ private readonly store: Store,
17
+ private readonly cache: Cache
18
+ ) {
14
19
  adapters.forEach(it => (this.adapter[it.name] = it));
15
20
  }
16
21
 
@@ -139,6 +144,6 @@ export class AdapterAggregate {
139
144
  * @returns
140
145
  */
141
146
  private createContext(adapter: Adapter) {
142
- return new AdapterContext(adapter, this.store);
147
+ return new AdapterContext(adapter, this.store, this.cache);
143
148
  }
144
149
  }