@quantform/core 0.5.13 → 0.5.23
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 +8 -5
- package/dist/adapter/adapter-aggregate.js +18 -20
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +20 -32
- package/dist/adapter/adapter.js +8 -43
- package/dist/adapter/adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +11 -9
- package/dist/adapter/backtester/backtester-adapter.js +17 -16
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js +83 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
- package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
- package/dist/adapter/backtester/backtester-cursor.js +2 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +19 -18
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +3 -1
- package/dist/adapter/backtester/backtester-streamer.js +25 -14
- package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +17 -16
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/adapter/error.d.ts +2 -0
- package/dist/adapter/error.js +12 -0
- package/dist/adapter/error.js.map +1 -0
- package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
- package/dist/adapter/paper/engine/paper-engine.js +104 -0
- package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
- package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
- package/dist/adapter/paper/index.d.ts +1 -2
- package/dist/adapter/paper/index.js +1 -2
- package/dist/adapter/paper/index.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +10 -9
- package/dist/adapter/paper/paper-adapter.js +26 -23
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +36 -17
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/bootstrap.js +11 -10
- package/dist/bootstrap.js.map +1 -1
- package/dist/cli/pull.js +8 -11
- package/dist/cli/pull.js.map +1 -1
- package/dist/cli/test.js +5 -1
- package/dist/cli/test.js.map +1 -1
- package/dist/domain/asset.d.ts +10 -9
- package/dist/domain/asset.js +26 -23
- package/dist/domain/asset.js.map +1 -1
- package/dist/domain/asset.spec.js +36 -36
- package/dist/domain/asset.spec.js.map +1 -1
- package/dist/domain/balance.d.ts +13 -13
- package/dist/domain/balance.js +38 -32
- package/dist/domain/balance.js.map +1 -1
- package/dist/domain/balance.operator.d.ts +6 -0
- package/dist/domain/balance.operator.js +10 -0
- package/dist/domain/balance.operator.js.map +1 -0
- package/dist/{indicator/truerange.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
- package/dist/domain/balance.operator.spec.js +23 -0
- package/dist/domain/balance.operator.spec.js.map +1 -0
- package/dist/domain/balance.spec.js +73 -12
- package/dist/domain/balance.spec.js.map +1 -1
- package/dist/domain/candle.d.ts +8 -23
- package/dist/domain/candle.js +6 -72
- package/dist/domain/candle.js.map +1 -1
- package/dist/domain/candle.operator.d.ts +10 -0
- package/dist/domain/candle.operator.js +64 -0
- package/dist/domain/candle.operator.js.map +1 -0
- package/dist/{shared/policy.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
- package/dist/domain/candle.operator.spec.js +112 -0
- package/dist/domain/candle.operator.spec.js.map +1 -0
- package/dist/domain/candle.spec.js +16 -58
- package/dist/domain/candle.spec.js.map +1 -1
- package/dist/domain/commission.d.ts +12 -8
- package/dist/domain/commission.js +6 -6
- package/dist/domain/commission.js.map +1 -1
- package/dist/{shared/topic.spec.d.ts → domain/commission.spec.d.ts} +0 -0
- package/dist/domain/commission.spec.js +31 -0
- package/dist/domain/commission.spec.js.map +1 -0
- package/dist/domain/component.d.ts +1 -0
- package/dist/domain/error.d.ts +6 -0
- package/dist/domain/error.js +24 -0
- package/dist/domain/error.js.map +1 -0
- package/dist/domain/index.d.ts +8 -1
- package/dist/domain/index.js +8 -1
- package/dist/domain/index.js.map +1 -1
- package/dist/domain/instrument.d.ts +3 -2
- package/dist/domain/instrument.js +17 -9
- package/dist/domain/instrument.js.map +1 -1
- package/dist/domain/instrument.operator.d.ts +6 -0
- package/dist/domain/instrument.operator.js +14 -0
- package/dist/domain/instrument.operator.js.map +1 -0
- package/dist/{store/event/store-balance.event.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
- package/dist/domain/instrument.operator.spec.js +24 -0
- package/dist/domain/instrument.operator.spec.js.map +1 -0
- package/dist/domain/instrument.spec.js +22 -30
- package/dist/domain/instrument.spec.js.map +1 -1
- package/dist/domain/order.d.ts +16 -18
- package/dist/domain/order.js +39 -27
- package/dist/domain/order.js.map +1 -1
- package/dist/domain/order.operator.d.ts +7 -0
- package/dist/domain/order.operator.js +14 -0
- package/dist/domain/order.operator.js.map +1 -0
- package/dist/{store/event/store-candle.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
- package/dist/domain/order.operator.spec.js +65 -0
- package/dist/domain/order.operator.spec.js.map +1 -0
- package/dist/{store/event/store-instrument.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
- package/dist/domain/order.spec.js +34 -0
- package/dist/domain/order.spec.js.map +1 -0
- package/dist/domain/orderbook.d.ts +19 -6
- package/dist/domain/orderbook.js +6 -4
- package/dist/domain/orderbook.js.map +1 -1
- package/dist/domain/orderbook.operator.d.ts +6 -0
- package/dist/domain/orderbook.operator.js +10 -0
- package/dist/domain/orderbook.operator.js.map +1 -0
- package/dist/{store/event/store-order.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
- package/dist/domain/orderbook.operator.spec.js +22 -0
- package/dist/domain/orderbook.operator.spec.js.map +1 -0
- package/dist/{store/event/store-trade.event.spec.d.ts → domain/orderbook.spec.d.ts} +0 -0
- package/dist/domain/orderbook.spec.js +13 -0
- package/dist/domain/orderbook.spec.js.map +1 -0
- package/dist/domain/position.d.ts +9 -14
- package/dist/domain/position.js +9 -31
- package/dist/domain/position.js.map +1 -1
- package/dist/domain/position.operator.d.ts +11 -0
- package/dist/domain/position.operator.js +38 -0
- package/dist/domain/position.operator.js.map +1 -0
- package/dist/domain/position.operator.spec.d.ts +1 -0
- package/dist/domain/position.operator.spec.js +49 -0
- package/dist/domain/position.operator.spec.js.map +1 -0
- package/dist/domain/position.spec.js +22 -17
- package/dist/domain/position.spec.js.map +1 -1
- package/dist/domain/session.d.ts +15 -18
- package/dist/domain/session.js +21 -31
- package/dist/domain/session.js.map +1 -1
- package/dist/domain/session.spec.js +2 -2
- package/dist/domain/session.spec.js.map +1 -1
- package/dist/domain/trade.d.ts +4 -3
- package/dist/domain/trade.js +1 -0
- package/dist/domain/trade.js.map +1 -1
- package/dist/domain/trade.operator.d.ts +6 -0
- package/dist/domain/trade.operator.js +10 -0
- package/dist/domain/trade.operator.js.map +1 -0
- package/dist/domain/trade.operator.spec.d.ts +1 -0
- package/dist/domain/trade.operator.spec.js +24 -0
- package/dist/domain/trade.operator.spec.js.map +1 -0
- package/dist/domain/trade.spec.d.ts +1 -0
- package/dist/domain/trade.spec.js +13 -0
- package/dist/domain/trade.spec.js.map +1 -0
- package/dist/indicator/atr.d.ts +2 -1
- package/dist/indicator/atr.js +3 -3
- package/dist/indicator/atr.js.map +1 -1
- package/dist/indicator/cross.d.ts +3 -2
- package/dist/indicator/cross.js +13 -13
- package/dist/indicator/cross.js.map +1 -1
- package/dist/indicator/cross.spec.js +23 -22
- package/dist/indicator/cross.spec.js.map +1 -1
- package/dist/indicator/donchian.d.ts +3 -2
- package/dist/indicator/donchian.js.map +1 -1
- package/dist/indicator/drawdown.d.ts +2 -1
- package/dist/indicator/drawdown.js +3 -2
- package/dist/indicator/drawdown.js.map +1 -1
- package/dist/indicator/ema.d.ts +2 -1
- package/dist/indicator/ema.js +3 -2
- package/dist/indicator/ema.js.map +1 -1
- package/dist/indicator/ema.spec.js +4 -3
- package/dist/indicator/ema.spec.js.map +1 -1
- package/dist/indicator/envelope.d.ts +4 -3
- package/dist/indicator/envelope.js +4 -4
- package/dist/indicator/envelope.js.map +1 -1
- package/dist/indicator/index.d.ts +1 -1
- package/dist/indicator/index.js +1 -1
- package/dist/indicator/index.js.map +1 -1
- package/dist/indicator/macd.d.ts +2 -1
- package/dist/indicator/macd.js +1 -1
- package/dist/indicator/macd.js.map +1 -1
- package/dist/indicator/min-max.d.ts +4 -3
- package/dist/indicator/min-max.js +5 -4
- package/dist/indicator/min-max.js.map +1 -1
- package/dist/indicator/rma.d.ts +2 -1
- package/dist/indicator/rma.js +3 -2
- package/dist/indicator/rma.js.map +1 -1
- package/dist/indicator/sma.d.ts +2 -1
- package/dist/indicator/sma.js +4 -6
- package/dist/indicator/sma.js.map +1 -1
- package/dist/indicator/sma.spec.js +4 -3
- package/dist/indicator/sma.spec.js.map +1 -1
- package/dist/indicator/swma.d.ts +2 -1
- package/dist/indicator/swma.js +5 -1
- package/dist/indicator/swma.js.map +1 -1
- package/dist/indicator/tma.d.ts +2 -1
- package/dist/indicator/tma.js.map +1 -1
- package/dist/indicator/tma.spec.js +4 -3
- package/dist/indicator/tma.spec.js.map +1 -1
- package/dist/indicator/trailing.d.ts +8 -7
- package/dist/indicator/trailing.js +12 -11
- package/dist/indicator/trailing.js.map +1 -1
- package/dist/indicator/trailing.spec.js +15 -14
- package/dist/indicator/trailing.spec.js.map +1 -1
- package/dist/indicator/true-range.d.ts +4 -0
- package/dist/indicator/true-range.js +20 -0
- package/dist/indicator/true-range.js.map +1 -0
- package/dist/indicator/true-range.spec.d.ts +1 -0
- package/dist/indicator/true-range.spec.js +28 -0
- package/dist/indicator/true-range.spec.js.map +1 -0
- package/dist/indicator/window.d.ts +1 -1
- package/dist/indicator/window.js +1 -1
- package/dist/indicator/window.js.map +1 -1
- package/dist/indicator/wma.d.ts +2 -1
- package/dist/indicator/wma.js +6 -5
- package/dist/indicator/wma.js.map +1 -1
- package/dist/indicator/wma.spec.js +4 -3
- package/dist/indicator/wma.spec.js.map +1 -1
- package/dist/shared/collections.d.ts +26 -0
- package/dist/shared/collections.js +115 -0
- package/dist/shared/collections.js.map +1 -0
- package/dist/shared/collections.spec.d.ts +1 -0
- package/dist/shared/collections.spec.js +28 -0
- package/dist/shared/collections.spec.js.map +1 -0
- package/dist/shared/datetime.d.ts +0 -1
- package/dist/shared/datetime.js +1 -12
- package/dist/shared/datetime.js.map +1 -1
- package/dist/shared/decimals.d.ts +15 -6
- package/dist/shared/decimals.js +22 -36
- package/dist/shared/decimals.js.map +1 -1
- package/dist/shared/decimals.spec.js +18 -22
- package/dist/shared/decimals.spec.js.map +1 -1
- package/dist/shared/index.d.ts +2 -1
- package/dist/shared/index.js +2 -1
- package/dist/shared/index.js.map +1 -1
- package/dist/shared/io.js.map +1 -1
- package/dist/shared/pipe.d.ts +4 -0
- package/dist/shared/pipe.js +9 -0
- package/dist/shared/pipe.js.map +1 -0
- package/dist/shared/policy.d.ts +0 -1
- package/dist/shared/policy.js +1 -11
- package/dist/shared/policy.js.map +1 -1
- package/dist/storage/cache.js +1 -1
- package/dist/storage/cache.js.map +1 -1
- package/dist/storage/cache.spec.d.ts +1 -0
- package/dist/storage/cache.spec.js +18 -0
- package/dist/storage/cache.spec.js.map +1 -0
- package/dist/storage/feed.d.ts +7 -4
- package/dist/storage/feed.js +55 -8
- package/dist/storage/feed.js.map +1 -1
- package/dist/storage/storage.d.ts +2 -7
- package/dist/storage/storage.js +6 -11
- package/dist/storage/storage.js.map +1 -1
- package/dist/store/index.d.ts +8 -2
- package/dist/store/index.js +8 -2
- package/dist/store/index.js.map +1 -1
- package/dist/store/store-balance.event.d.ts +33 -0
- package/dist/store/store-balance.event.js +90 -0
- package/dist/store/store-balance.event.js.map +1 -0
- package/dist/store/store-balance.event.spec.d.ts +1 -0
- package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +10 -10
- package/dist/store/store-balance.event.spec.js.map +1 -0
- package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
- package/dist/store/store-instrument.event.js +52 -0
- package/dist/store/store-instrument.event.js.map +1 -0
- package/dist/store/store-instrument.event.spec.d.ts +1 -0
- package/dist/store/store-instrument.event.spec.js +22 -0
- package/dist/store/store-instrument.event.spec.js.map +1 -0
- package/dist/store/store-order.event.d.ts +59 -0
- package/dist/store/store-order.event.js +181 -0
- package/dist/store/store-order.event.js.map +1 -0
- package/dist/store/store-order.event.spec.d.ts +1 -0
- package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
- package/dist/store/store-order.event.spec.js.map +1 -0
- package/dist/store/store-orderbook.event.d.ts +12 -0
- package/dist/store/store-orderbook.event.js +42 -0
- package/dist/store/store-orderbook.event.js.map +1 -0
- package/dist/store/store-orderbook.event.spec.d.ts +1 -0
- package/dist/store/store-orderbook.event.spec.js +28 -0
- package/dist/store/store-orderbook.event.spec.js.map +1 -0
- package/dist/store/store-position.event.d.ts +21 -0
- package/dist/store/store-position.event.js +89 -0
- package/dist/store/store-position.event.js.map +1 -0
- package/dist/store/store-state.d.ts +27 -0
- package/dist/store/store-state.js +29 -0
- package/dist/store/store-state.js.map +1 -0
- package/dist/store/store-trade.event.d.ts +12 -0
- package/dist/store/store-trade.event.js +25 -0
- package/dist/store/store-trade.event.js.map +1 -0
- package/dist/store/store-trade.event.spec.d.ts +1 -0
- package/dist/store/store-trade.event.spec.js +44 -0
- package/dist/store/store-trade.event.spec.js.map +1 -0
- package/dist/store/store.d.ts +4 -25
- package/dist/store/store.event.d.ts +6 -0
- package/dist/store/{event/store.event.js → store.event.js} +0 -0
- package/dist/store/store.event.js.map +1 -0
- package/dist/store/store.js +7 -195
- package/dist/store/store.js.map +1 -1
- package/dist/store/store.spec.d.ts +1 -0
- package/dist/store/store.spec.js +119 -0
- package/dist/store/store.spec.js.map +1 -0
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/{jestconfig.unit.json → jestconfig.json} +2 -2
- package/package.json +4 -6
- package/src/adapter/adapter-aggregate.ts +39 -38
- package/src/adapter/adapter.ts +39 -71
- package/src/adapter/backtester/backtester-adapter.spec.ts +133 -0
- package/src/adapter/backtester/backtester-adapter.ts +41 -21
- package/src/adapter/backtester/backtester-cursor.spec.ts +19 -18
- package/src/adapter/backtester/backtester-cursor.ts +7 -7
- package/src/adapter/backtester/backtester-streamer.spec.ts +23 -22
- package/src/adapter/backtester/backtester-streamer.ts +28 -15
- package/src/adapter/error.ts +9 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +99 -0
- package/src/adapter/paper/engine/paper-engine.ts +142 -0
- package/src/adapter/paper/index.ts +1 -2
- package/src/adapter/paper/paper-adapter.spec.ts +65 -20
- package/src/adapter/paper/paper-adapter.ts +42 -27
- package/src/bootstrap.ts +26 -19
- package/src/cli/pull.ts +11 -6
- package/src/cli/test.ts +5 -2
- package/src/domain/asset.spec.ts +37 -33
- package/src/domain/asset.ts +33 -34
- package/src/domain/balance.operator.spec.ts +25 -0
- package/src/domain/balance.operator.ts +15 -0
- package/src/domain/balance.spec.ts +101 -12
- package/src/domain/balance.ts +57 -51
- package/src/domain/candle.operator.spec.ts +126 -0
- package/src/domain/candle.operator.ts +107 -0
- package/src/domain/candle.spec.ts +18 -73
- package/src/domain/candle.ts +9 -121
- package/src/domain/commission.spec.ts +34 -0
- package/src/domain/commission.ts +13 -11
- package/src/domain/component.ts +1 -0
- package/src/domain/error.ts +27 -0
- package/src/domain/index.ts +8 -1
- package/src/domain/instrument.operator.spec.ts +28 -0
- package/src/domain/instrument.operator.ts +25 -0
- package/src/domain/instrument.spec.ts +22 -30
- package/src/domain/instrument.ts +20 -11
- package/src/domain/order.operator.spec.ts +82 -0
- package/src/domain/order.operator.ts +23 -0
- package/src/domain/order.spec.ts +44 -0
- package/src/domain/order.ts +55 -55
- package/src/domain/orderbook.operator.spec.ts +28 -0
- package/src/domain/orderbook.operator.ts +15 -0
- package/src/domain/orderbook.spec.ts +17 -0
- package/src/domain/orderbook.ts +18 -9
- package/src/domain/position.operator.spec.ts +59 -0
- package/src/domain/position.operator.ts +64 -0
- package/src/domain/position.spec.ts +28 -23
- package/src/domain/position.ts +17 -49
- package/src/domain/session.spec.ts +4 -4
- package/src/domain/session.ts +42 -134
- package/src/domain/trade.operator.spec.ts +31 -0
- package/src/domain/trade.operator.ts +15 -0
- package/src/domain/trade.spec.ts +17 -0
- package/src/domain/trade.ts +7 -4
- package/src/indicator/atr.ts +6 -5
- package/src/indicator/cross.spec.ts +33 -48
- package/src/indicator/cross.ts +18 -10
- package/src/indicator/donchian.ts +5 -4
- package/src/indicator/drawdown.ts +7 -5
- package/src/indicator/ema.spec.ts +5 -4
- package/src/indicator/ema.ts +7 -6
- package/src/indicator/envelope.ts +11 -6
- package/src/indicator/index.ts +1 -1
- package/src/indicator/macd.ts +5 -4
- package/src/indicator/min-max.ts +10 -7
- package/src/indicator/rma.ts +7 -6
- package/src/indicator/sma.spec.ts +5 -4
- package/src/indicator/sma.ts +9 -8
- package/src/indicator/swma.ts +8 -4
- package/src/indicator/tma.spec.ts +5 -4
- package/src/indicator/tma.ts +4 -3
- package/src/indicator/trailing.spec.ts +29 -16
- package/src/indicator/trailing.ts +22 -16
- package/src/indicator/true-range.spec.ts +32 -0
- package/src/indicator/true-range.ts +32 -0
- package/src/indicator/window.ts +3 -3
- package/src/indicator/wma.spec.ts +5 -4
- package/src/indicator/wma.ts +8 -7
- package/src/shared/collections.spec.ts +30 -0
- package/src/shared/collections.ts +141 -0
- package/src/shared/datetime.ts +0 -12
- package/src/shared/decimals.spec.ts +19 -24
- package/src/shared/decimals.ts +22 -55
- package/src/shared/index.ts +2 -1
- package/src/shared/io.ts +0 -2
- package/src/shared/pipe.ts +12 -0
- package/src/shared/policy.ts +0 -13
- package/src/storage/cache.spec.ts +18 -0
- package/src/storage/cache.ts +1 -1
- package/src/storage/feed.ts +88 -23
- package/src/storage/storage.ts +9 -13
- package/src/store/index.ts +8 -2
- package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +10 -10
- package/src/store/store-balance.event.ts +124 -0
- package/src/store/store-instrument.event.spec.ts +25 -0
- package/src/store/store-instrument.event.ts +72 -0
- package/src/store/store-order.event.spec.ts +28 -0
- package/src/store/store-order.event.ts +214 -0
- package/src/store/store-orderbook.event.spec.ts +37 -0
- package/src/store/store-orderbook.event.ts +54 -0
- package/src/store/store-position.event.ts +114 -0
- package/src/store/store-state.ts +48 -0
- package/src/store/store-trade.event.spec.ts +60 -0
- package/src/store/store-trade.event.ts +36 -0
- package/src/store/store.event.ts +8 -0
- package/src/store/store.spec.ts +180 -0
- package/src/store/store.ts +10 -208
- package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
- package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
- package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
- package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
- package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
- package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
- package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
- package/dist/domain/statement.d.ts +0 -4
- package/dist/domain/statement.js +0 -87
- package/dist/domain/statement.js.map +0 -1
- package/dist/indicator/truerange.d.ts +0 -3
- package/dist/indicator/truerange.js +0 -19
- package/dist/indicator/truerange.js.map +0 -1
- package/dist/indicator/truerange.spec.js +0 -28
- package/dist/indicator/truerange.spec.js.map +0 -1
- package/dist/shared/policy.spec.js +0 -22
- package/dist/shared/policy.spec.js.map +0 -1
- package/dist/shared/topic.d.ts +0 -14
- package/dist/shared/topic.js +0 -40
- package/dist/shared/topic.js.map +0 -1
- package/dist/shared/topic.spec.js +0 -43
- package/dist/shared/topic.spec.js.map +0 -1
- package/dist/store/event/index.d.ts +0 -8
- package/dist/store/event/index.js +0 -25
- package/dist/store/event/index.js.map +0 -1
- package/dist/store/event/store-balance.event.d.ts +0 -37
- package/dist/store/event/store-balance.event.js +0 -119
- package/dist/store/event/store-balance.event.js.map +0 -1
- package/dist/store/event/store-balance.event.spec.js.map +0 -1
- package/dist/store/event/store-candle.event.d.ts +0 -18
- package/dist/store/event/store-candle.event.js +0 -63
- package/dist/store/event/store-candle.event.js.map +0 -1
- package/dist/store/event/store-candle.event.spec.js +0 -23
- package/dist/store/event/store-candle.event.spec.js.map +0 -1
- package/dist/store/event/store-instrument.event.js +0 -78
- package/dist/store/event/store-instrument.event.js.map +0 -1
- package/dist/store/event/store-instrument.event.spec.js +0 -21
- package/dist/store/event/store-instrument.event.spec.js.map +0 -1
- package/dist/store/event/store-order.event.d.ts +0 -61
- package/dist/store/event/store-order.event.js +0 -205
- package/dist/store/event/store-order.event.js.map +0 -1
- package/dist/store/event/store-order.event.spec.js.map +0 -1
- package/dist/store/event/store-orderbook.event.d.ts +0 -15
- package/dist/store/event/store-orderbook.event.js +0 -65
- package/dist/store/event/store-orderbook.event.js.map +0 -1
- package/dist/store/event/store-position.event.d.ts +0 -23
- package/dist/store/event/store-position.event.js +0 -97
- package/dist/store/event/store-position.event.js.map +0 -1
- package/dist/store/event/store-trade.event.d.ts +0 -13
- package/dist/store/event/store-trade.event.js +0 -47
- package/dist/store/event/store-trade.event.js.map +0 -1
- package/dist/store/event/store-trade.event.spec.js +0 -44
- package/dist/store/event/store-trade.event.spec.js.map +0 -1
- package/dist/store/event/store.event.d.ts +0 -5
- package/dist/store/event/store.event.js.map +0 -1
- package/dist/store/store.state.d.ts +0 -21
- package/dist/store/store.state.js +0 -21
- package/dist/store/store.state.js.map +0 -1
- package/dist/tests/backtester-adapter.spec.js +0 -61
- package/dist/tests/backtester-adapter.spec.js.map +0 -1
- package/dist/tests/session.spec.d.ts +0 -0
- package/dist/tests/session.spec.js +0 -1
- package/dist/tests/session.spec.js.map +0 -1
- package/jestconfig.integration.json +0 -12
- package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
- package/src/adapter/paper/simulator/paper-simulator.ts +0 -121
- package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
- package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
- package/src/domain/statement.ts +0 -119
- package/src/indicator/truerange.spec.ts +0 -32
- package/src/indicator/truerange.ts +0 -31
- package/src/shared/policy.spec.ts +0 -25
- package/src/shared/topic.spec.ts +0 -34
- package/src/shared/topic.ts +0 -43
- package/src/store/event/index.ts +0 -8
- package/src/store/event/store-balance.event.ts +0 -161
- package/src/store/event/store-candle.event.spec.ts +0 -30
- package/src/store/event/store-candle.event.ts +0 -71
- package/src/store/event/store-instrument.event.spec.ts +0 -25
- package/src/store/event/store-instrument.event.ts +0 -84
- package/src/store/event/store-order.event.spec.ts +0 -28
- package/src/store/event/store-order.event.ts +0 -218
- package/src/store/event/store-orderbook.event.ts +0 -70
- package/src/store/event/store-position.event.ts +0 -109
- package/src/store/event/store-trade.event.spec.ts +0 -60
- package/src/store/event/store-trade.event.ts +0 -52
- package/src/store/event/store.event.ts +0 -6
- package/src/store/store.state.ts +0 -43
- package/src/tests/backtester-adapter.spec.ts +0 -88
- package/src/tests/session.spec.ts +0 -121
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import { Candle, InstrumentSelector, Order } from '../domain';
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export declare class AdapterAggregate {
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constructor(
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constructor(factories: AdapterFactory[], timeProvider: AdapterTimeProvider, store: Store, cache: Cache);
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get(adapterName: string): Adapter;
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awake(): Promise<void>;
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dispose(): Promise<any>;
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subscribe(selectors: InstrumentSelector[]): Promise<void>;
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history(
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feed(
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history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
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const
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constructor(
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constructor(factories, timeProvider, store, cache) {
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const adapter = it.base.adapterName;
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open(order) {
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feed(
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createContext(adapter) {
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//# sourceMappingURL=adapter-aggregate.js.map
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{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,
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{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,sCAA8C;AAK9C,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,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;SACrF;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,CAAC,CAAC;SACnF;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;CACF;AAzID,4CAyIC"}
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import { Candle, InstrumentSelector, Order } from '../domain';
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import { timestamp } from '../shared';
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import { Cache,
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import {
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import { Cache, StorageEvent } from '../storage';
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import { Store } from '../store';
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import { PaperAdapter } from './paper';
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import {
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export declare
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private readonly store;
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readonly cache: Cache;
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get timestamp(): timestamp;
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get snapshot(): State;
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constructor(adapter: Adapter, store: Store, cache: Cache);
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14
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dispatch(...events: StoreEvent[]): void;
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15
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}
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export declare type HistoryQuery = {
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17
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instrument: InstrumentSelector;
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timeframe: number;
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length: number;
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|
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import { PaperEngine } from './paper/engine/paper-engine';
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|
7
|
+
export declare type AdapterTimeProvider = {
|
|
8
|
+
timestamp: () => number;
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9
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};
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|
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export declare
|
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from: timestamp;
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to: timestamp;
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destination: Feed;
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26
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-
callback: (timestamp: number) => void;
|
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|
+
export declare const DefaultTimeProvider: {
|
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11
|
+
timestamp: () => number;
|
|
27
12
|
};
|
|
13
|
+
export declare type FeedAsyncCallback = (timestamp: number, chunk: StorageEvent[]) => void;
|
|
14
|
+
export declare type AdapterFactory = (timeProvider: AdapterTimeProvider, store: Store, cache: Cache) => Adapter;
|
|
28
15
|
export declare abstract class Adapter {
|
|
29
|
-
|
|
16
|
+
private readonly timeProvider;
|
|
30
17
|
abstract name: string;
|
|
31
18
|
timestamp(): timestamp;
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
abstract
|
|
19
|
+
constructor(timeProvider: AdapterTimeProvider);
|
|
20
|
+
abstract awake(): Promise<void>;
|
|
21
|
+
abstract dispose(): Promise<void>;
|
|
22
|
+
abstract subscribe(instruments: InstrumentSelector[]): Promise<void>;
|
|
23
|
+
abstract account(): Promise<void>;
|
|
24
|
+
abstract open(order: Order): Promise<void>;
|
|
25
|
+
abstract cancel(order: Order): Promise<void>;
|
|
26
|
+
abstract history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
|
|
27
|
+
abstract feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
|
|
28
|
+
abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
|
|
41
29
|
}
|
package/dist/adapter/adapter.js
CHANGED
|
@@ -1,51 +1,16 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.Adapter = exports.
|
|
3
|
+
exports.Adapter = exports.DefaultTimeProvider = void 0;
|
|
4
4
|
const shared_1 = require("../shared");
|
|
5
|
-
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
this.store = store;
|
|
9
|
-
this.cache = cache;
|
|
10
|
-
}
|
|
11
|
-
get timestamp() {
|
|
12
|
-
return this.adapter.timestamp();
|
|
13
|
-
}
|
|
14
|
-
get snapshot() {
|
|
15
|
-
return this.store.snapshot;
|
|
16
|
-
}
|
|
17
|
-
dispatch(...events) {
|
|
18
|
-
return this.store.dispatch(...events);
|
|
19
|
-
}
|
|
20
|
-
}
|
|
21
|
-
exports.AdapterContext = AdapterContext;
|
|
5
|
+
exports.DefaultTimeProvider = {
|
|
6
|
+
timestamp: () => (0, shared_1.now)()
|
|
7
|
+
};
|
|
22
8
|
class Adapter {
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
}
|
|
26
|
-
async awake(context) {
|
|
27
|
-
this.context = context;
|
|
9
|
+
constructor(timeProvider) {
|
|
10
|
+
this.timeProvider = timeProvider;
|
|
28
11
|
}
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
}
|
|
32
|
-
subscribe(instruments) {
|
|
33
|
-
throw new Error('method not implemented');
|
|
34
|
-
}
|
|
35
|
-
account() {
|
|
36
|
-
throw new Error('method not implemented');
|
|
37
|
-
}
|
|
38
|
-
open(order) {
|
|
39
|
-
throw new Error('method not implemented');
|
|
40
|
-
}
|
|
41
|
-
cancel(order) {
|
|
42
|
-
throw new Error('method not implemented');
|
|
43
|
-
}
|
|
44
|
-
history(query) {
|
|
45
|
-
throw new Error('method not implemented');
|
|
46
|
-
}
|
|
47
|
-
feed(query) {
|
|
48
|
-
throw new Error('method not implemented');
|
|
12
|
+
timestamp() {
|
|
13
|
+
return this.timeProvider.timestamp();
|
|
49
14
|
}
|
|
50
15
|
}
|
|
51
16
|
exports.Adapter = Adapter;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AACA,sCAA2C;
|
|
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;AAcF,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;CAkDF;AAvDD,0BAuDC"}
|
|
@@ -1,27 +1,29 @@
|
|
|
1
1
|
import { Candle, InstrumentSelector, Order } from '../../domain';
|
|
2
2
|
import { timestamp } from '../../shared';
|
|
3
|
-
import {
|
|
4
|
-
import {
|
|
3
|
+
import { Store } from '../../store';
|
|
4
|
+
import { Adapter } from '..';
|
|
5
|
+
import { AdapterFactory, FeedAsyncCallback } from '../adapter';
|
|
5
6
|
import { PaperAdapter, PaperOptions } from '../paper';
|
|
6
|
-
import {
|
|
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
|
-
|
|
17
|
-
|
|
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>;
|
|
22
24
|
open(order: Order): Promise<void>;
|
|
23
25
|
cancel(order: Order): Promise<void>;
|
|
24
|
-
history(
|
|
25
|
-
feed(
|
|
26
|
-
|
|
26
|
+
history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
|
|
27
|
+
feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
|
|
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;
|
|
3
|
+
exports.BacktesterAdapter = exports.createBacktesterAdapterFactory = void 0;
|
|
4
4
|
const store_1 = require("../../store");
|
|
5
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
|
-
|
|
14
|
-
|
|
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 +25,7 @@ class BacktesterAdapter extends __1.Adapter {
|
|
|
24
25
|
instruments.forEach(it => {
|
|
25
26
|
this.streamer.subscribe(it);
|
|
26
27
|
});
|
|
27
|
-
this.
|
|
28
|
+
this.store.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.timestamp(), it, true)));
|
|
28
29
|
this.streamer.tryContinue();
|
|
29
30
|
}
|
|
30
31
|
account() {
|
|
@@ -36,17 +37,17 @@ class BacktesterAdapter extends __1.Adapter {
|
|
|
36
37
|
cancel(order) {
|
|
37
38
|
return this.decoratedAdapter.cancel(order);
|
|
38
39
|
}
|
|
39
|
-
async history(
|
|
40
|
+
async history(instrument, timeframe, length) {
|
|
40
41
|
this.streamer.stop();
|
|
41
|
-
const response = await this.decoratedAdapter.history(
|
|
42
|
+
const response = await this.decoratedAdapter.history(instrument, timeframe, length);
|
|
42
43
|
this.streamer.tryContinue();
|
|
43
44
|
return response;
|
|
44
45
|
}
|
|
45
|
-
feed(
|
|
46
|
-
return this.decoratedAdapter.feed(
|
|
46
|
+
feed(instrument, from, to, callback) {
|
|
47
|
+
return this.decoratedAdapter.feed(instrument, from, to, callback);
|
|
47
48
|
}
|
|
48
|
-
|
|
49
|
-
return this.decoratedAdapter.
|
|
49
|
+
createPaperEngine(adapter) {
|
|
50
|
+
return this.decoratedAdapter.createPaperEngine(adapter);
|
|
50
51
|
}
|
|
51
52
|
}
|
|
52
53
|
exports.BacktesterAdapter = BacktesterAdapter;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAEA,
|
|
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,CACX,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;QAEpF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,CAAC,CAAC;IACpE,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,CAAC,gBAAgB,CAAC,iBAAiB,CAAC,OAAO,CAAC,CAAC;IAC1D,CAAC;CACF;AAvED,8CAuEC"}
|
|
File without changes
|
|
@@ -0,0 +1,83 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
const domain_1 = require("../../domain");
|
|
4
|
+
const shared_1 = require("../../shared");
|
|
5
|
+
const storage_1 = require("../../storage");
|
|
6
|
+
const store_1 = require("../../store");
|
|
7
|
+
const adapter_1 = require("../adapter");
|
|
8
|
+
const paper_engine_1 = require("../paper/engine/paper-engine");
|
|
9
|
+
const backtester_adapter_1 = require("./backtester-adapter");
|
|
10
|
+
const backtester_streamer_1 = require("./backtester-streamer");
|
|
11
|
+
const base = new domain_1.Asset('btc', 'binance', 8);
|
|
12
|
+
const quote = new domain_1.Asset('usdt', 'binance', 4);
|
|
13
|
+
class DefaultAdapter extends adapter_1.Adapter {
|
|
14
|
+
constructor(timeProvider, store) {
|
|
15
|
+
super(timeProvider);
|
|
16
|
+
this.store = store;
|
|
17
|
+
this.name = 'default';
|
|
18
|
+
}
|
|
19
|
+
dispose() {
|
|
20
|
+
throw new Error('Method not implemented.');
|
|
21
|
+
}
|
|
22
|
+
subscribe(instruments) {
|
|
23
|
+
throw new Error('Method not implemented.');
|
|
24
|
+
}
|
|
25
|
+
account() {
|
|
26
|
+
throw new Error('Method not implemented.');
|
|
27
|
+
}
|
|
28
|
+
open(order) {
|
|
29
|
+
throw new Error('Method not implemented.');
|
|
30
|
+
}
|
|
31
|
+
cancel(order) {
|
|
32
|
+
throw new Error('Method not implemented.');
|
|
33
|
+
}
|
|
34
|
+
history(instrument, timeframe, length) {
|
|
35
|
+
throw new Error('Method not implemented.');
|
|
36
|
+
}
|
|
37
|
+
feed(instrument, from, to, callback) {
|
|
38
|
+
throw new Error('Method not implemented.');
|
|
39
|
+
}
|
|
40
|
+
timestamp() {
|
|
41
|
+
return 123;
|
|
42
|
+
}
|
|
43
|
+
createPaperEngine(adapter) {
|
|
44
|
+
return new paper_engine_1.PaperEngine(adapter.store);
|
|
45
|
+
}
|
|
46
|
+
async awake() {
|
|
47
|
+
this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), base, quote, new domain_1.Commission((0, shared_1.d)(0.1), (0, shared_1.d)(0.1)), 'btc-usdt'));
|
|
48
|
+
}
|
|
49
|
+
}
|
|
50
|
+
const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
|
|
51
|
+
const store = new store_1.Store();
|
|
52
|
+
const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
|
|
53
|
+
const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
|
|
54
|
+
const cache = new storage_1.Cache(new storage_1.InMemoryStorage());
|
|
55
|
+
describe('BacktesterAdapter', () => {
|
|
56
|
+
test('should return proper adapter name and timestamp', () => {
|
|
57
|
+
const sut = new backtester_adapter_1.BacktesterAdapter(adapter, new backtester_streamer_1.BacktesterStreamer(store, feed, {
|
|
58
|
+
from: 1,
|
|
59
|
+
to: 100
|
|
60
|
+
}), store);
|
|
61
|
+
expect(sut.name).toEqual('default');
|
|
62
|
+
expect(sut.timestamp()).toEqual(1);
|
|
63
|
+
});
|
|
64
|
+
test('should stream data from input array', done => {
|
|
65
|
+
const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
|
|
66
|
+
from: 0,
|
|
67
|
+
to: 100
|
|
68
|
+
}, {
|
|
69
|
+
onBacktestCompleted: () => {
|
|
70
|
+
expect(store.snapshot.timestamp).toEqual(1);
|
|
71
|
+
expect(store.snapshot.trade.get(instrument.id).rate).toEqual((0, shared_1.d)(100));
|
|
72
|
+
expect(store.snapshot.trade.get(instrument.id).quantity).toEqual((0, shared_1.d)(10));
|
|
73
|
+
done();
|
|
74
|
+
}
|
|
75
|
+
});
|
|
76
|
+
feed.save([new store_1.TradePatchEvent(instrument, (0, shared_1.d)(100), (0, shared_1.d)(10), 1)]);
|
|
77
|
+
const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer, store);
|
|
78
|
+
sut.awake();
|
|
79
|
+
sut.subscribe([instrument]);
|
|
80
|
+
expect(sut.name).toEqual('default');
|
|
81
|
+
});
|
|
82
|
+
});
|
|
83
|
+
//# 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,yCAA4C;AAC5C,2CAA6D;AAC7D,uCAA2E;AAC3E,wCAKoB;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;IAiClC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAF5E,SAAI,GAAG,SAAS,CAAC;IAIjB,CAAC;IAlCD,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,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,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,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,EAC9B,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,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;gBACrE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;gBAExE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,CAAC,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
1
|
import { InstrumentSelector } from '../../domain';
|
|
2
2
|
import { timestamp } from '../../shared';
|
|
3
|
-
import { Feed } from '../../storage';
|
|
4
|
-
import { StoreEvent } from '../../store';
|
|
3
|
+
import { Feed, StorageEvent } from '../../storage';
|
|
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():
|
|
14
|
-
dequeue
|
|
12
|
+
peek(): StorageEvent;
|
|
13
|
+
dequeue(): StorageEvent;
|
|
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
|
|
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":";;;
|
|
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,EAAgB,CAAC;QACjC,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"}
|
|
@@ -1,37 +1,38 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const domain_1 = require("../../domain");
|
|
4
|
+
const shared_1 = require("../../shared");
|
|
4
5
|
const storage_1 = require("../../storage");
|
|
5
6
|
const store_1 = require("../../store");
|
|
6
7
|
const backtester_cursor_1 = require("./backtester-cursor");
|
|
7
|
-
describe('
|
|
8
|
+
describe('BacktesterCursor', () => {
|
|
8
9
|
test('should repeat specific events', async () => {
|
|
9
10
|
const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
|
|
10
11
|
const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
|
|
11
12
|
const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
|
|
12
|
-
feed.save(
|
|
13
|
-
new store_1.TradePatchEvent(instrument, 1, 1, 1),
|
|
14
|
-
new store_1.TradePatchEvent(instrument, 2,
|
|
15
|
-
new store_1.TradePatchEvent(instrument, 3,
|
|
16
|
-
new store_1.TradePatchEvent(instrument, 4,
|
|
17
|
-
new store_1.TradePatchEvent(instrument, 5,
|
|
18
|
-
new store_1.TradePatchEvent(instrument, 6,
|
|
19
|
-
new store_1.TradePatchEvent(instrument, 7,
|
|
20
|
-
new store_1.TradePatchEvent(instrument, 8,
|
|
13
|
+
feed.save([
|
|
14
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
|
|
15
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
|
|
16
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
|
|
17
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
|
|
18
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
|
|
19
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
|
|
20
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
|
|
21
|
+
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
|
|
21
22
|
]);
|
|
22
23
|
await cursor.fetchNextPage(0, 4);
|
|
23
|
-
expect(cursor.dequeue()
|
|
24
|
-
expect(cursor.dequeue()
|
|
25
|
-
expect(cursor.dequeue()
|
|
24
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1));
|
|
25
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2));
|
|
26
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3));
|
|
26
27
|
expect(cursor.peek()).toEqual(undefined);
|
|
27
28
|
await cursor.fetchNextPage(3, 7);
|
|
28
|
-
expect(cursor.dequeue()
|
|
29
|
-
expect(cursor.dequeue()
|
|
30
|
-
expect(cursor.dequeue()
|
|
29
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4));
|
|
30
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5));
|
|
31
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6));
|
|
31
32
|
expect(cursor.peek()).toEqual(undefined);
|
|
32
33
|
await cursor.fetchNextPage(6, 10);
|
|
33
|
-
expect(cursor.dequeue()
|
|
34
|
-
expect(cursor.dequeue()
|
|
34
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7));
|
|
35
|
+
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8));
|
|
35
36
|
expect(cursor.peek()).toEqual(undefined);
|
|
36
37
|
});
|
|
37
38
|
});
|
|
@@ -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,
|
|
1
|
+
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@@ -2,6 +2,7 @@ import { InstrumentSelector } from '../../domain';
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2
2
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import { timestamp } from '../../shared';
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3
3
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import { Feed } from '../../storage';
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4
4
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import { Store } from '../../store';
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5
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+
import { AdapterTimeProvider } from '../adapter';
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5
6
|
export interface BacktesterListener {
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6
7
|
onBacktestStarted?(streamer: BacktesterStreamer): void;
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7
8
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onBacktestUpdated?(streamer: BacktesterStreamer): void;
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@@ -21,9 +22,10 @@ export declare class BacktesterStreamer {
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21
22
|
from: number;
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22
23
|
to: number;
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23
24
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}, listener?: BacktesterListener);
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25
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+
getTimeProvider(): AdapterTimeProvider;
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24
26
|
subscribe(instrument: InstrumentSelector): void;
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25
27
|
stop(): void;
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26
|
-
tryContinue():
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|
28
|
+
tryContinue(): void;
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27
29
|
private processNext;
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28
30
|
private current;
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|
29
31
|
}
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