@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
|
@@ -1,81 +0,0 @@
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|
-
"use strict";
|
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2
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-
Object.defineProperty(exports, "__esModule", { value: true });
|
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3
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exports.PaperSpotSimulator = void 0;
|
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4
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const store_1 = require("../../../store");
|
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5
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const paper_simulator_1 = require("./paper-simulator");
|
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6
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class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
|
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7
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constructor(adapter) {
|
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8
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-
super(adapter);
|
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9
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this.adapter = adapter;
|
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10
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}
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11
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onOrderOpened(order) {
|
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12
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const timestamp = this.adapter.timestamp();
|
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13
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this.adapter.store.dispatch(...this.caluclateFreezAllocation(order, timestamp), new store_1.OrderNewEvent(order, timestamp));
|
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14
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this.adapter.store.dispatch(new store_1.OrderPendingEvent(order.id, timestamp));
|
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15
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}
|
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16
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onOrderCompleted(order, averageExecutionRate, timestamp) {
|
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17
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const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
|
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18
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const transacted = {
|
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base: 0,
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quote: 0
|
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21
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};
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22
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switch (order.side) {
|
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23
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case 'BUY':
|
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24
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transacted.base += instrument.base.floor(instrument.commission.applyMakerFee(order.quantity));
|
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25
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transacted.quote -= instrument.quote.floor(averageExecutionRate * order.quantity);
|
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break;
|
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27
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case 'SELL':
|
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28
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transacted.base -= instrument.base.floor(order.quantity);
|
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29
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transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * order.quantity));
|
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break;
|
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31
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}
|
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32
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this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new store_1.OrderFilledEvent(order.id, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
|
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33
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}
|
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34
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onOrderCanceled(order) {
|
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35
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const timestamp = this.adapter.timestamp();
|
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36
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this.adapter.store.dispatch(new store_1.OrderCancelingEvent(order.id, timestamp));
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37
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this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new store_1.OrderCanceledEvent(order.id, timestamp));
|
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38
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}
|
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39
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caluclateFreezAllocation(order, timestamp) {
|
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40
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const snapshot = this.adapter.store.snapshot;
|
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41
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const quote = snapshot.balance[order.instrument.quote.toString()];
|
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42
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switch (order.side) {
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43
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case 'BUY':
|
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44
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switch (order.type) {
|
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45
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case 'MARKET':
|
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46
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return [new store_1.BalanceFreezEvent(order.instrument.quote, quote.free, timestamp)];
|
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47
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case 'LIMIT':
|
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48
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return [
|
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49
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new store_1.BalanceFreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
|
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50
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];
|
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51
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}
|
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52
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break;
|
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53
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case 'SELL':
|
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54
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return [new store_1.BalanceFreezEvent(order.instrument.base, order.quantity, timestamp)];
|
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55
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-
}
|
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56
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-
}
|
|
57
|
-
caluclateUnfreezAllocation(order, timestamp) {
|
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58
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-
const snapshot = this.adapter.store.snapshot;
|
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59
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-
const quote = snapshot.balance[order.instrument.quote.toString()];
|
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60
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switch (order.side) {
|
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61
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case 'BUY':
|
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62
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switch (order.type) {
|
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63
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case 'MARKET':
|
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64
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return [
|
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65
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new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.locked, timestamp)
|
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66
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];
|
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case 'LIMIT':
|
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return [
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new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
|
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70
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];
|
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71
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}
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72
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break;
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case 'SELL':
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return [
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new store_1.BalanceUnfreezEvent(order.instrument.base, order.quantity, timestamp)
|
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];
|
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}
|
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78
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}
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}
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exports.PaperSpotSimulator = PaperSpotSimulator;
|
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//# sourceMappingURL=paper-spot-simulator.js.map
|
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@@ -1 +0,0 @@
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1
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{"version":3,"file":"paper-spot-simulator.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.ts"],"names":[],"mappings":";;;AAEA,0CASwB;AAExB,uDAAmD;AAEnD,MAAa,kBAAmB,SAAQ,gCAAc;IACpD,YAAqB,OAAqB;QACxC,KAAK,CAAC,OAAO,CAAC,CAAC;QADI,YAAO,GAAP,OAAO,CAAc;IAE1C,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,wBAAwB,CAAC,KAAK,EAAE,SAAS,CAAC,EAClD,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CACpC,CAAC;QACF,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAoB;QAC/E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAC/E,MAAM,UAAU,GAAG;YACjB,IAAI,EAAE,CAAC;YACP,KAAK,EAAE,CAAC;SACT,CAAC;QAEF,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CACtC,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,KAAK,CAAC,QAAQ,CAAC,CACpD,CAAC;gBACF,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC;gBAClF,MAAM;YAER,KAAK,MAAM;gBACT,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;gBACzD,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CACxC,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC3E,CAAC;gBACF,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,EACrE,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,SAAS,CAAC,CACxE,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAC5C,CAAC;IACJ,CAAC;IAEO,wBAAwB,CAC9B,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;oBAEhF,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,yBAAiB,CACnB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAC;SACpF;IACH,CAAC;IAEO,0BAA0B,CAChC,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO;4BACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,MAAM,EAAE,SAAS,CAAC;yBACzE,CAAC;oBAEJ,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,2BAAmB,CACrB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO;oBACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC;iBAC1E,CAAC;SACL;IACH,CAAC;CACF;AAtHD,gDAsHC"}
|
|
@@ -1,49 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const paper_adapter_1 = require("../paper-adapter");
|
|
4
|
-
const domain_1 = require("./../../../domain");
|
|
5
|
-
const store_1 = require("./../../../store");
|
|
6
|
-
const adapter_1 = require("./../../adapter");
|
|
7
|
-
const paper_spot_simulator_1 = require("./paper-spot-simulator");
|
|
8
|
-
class DefaultAdapter extends adapter_1.Adapter {
|
|
9
|
-
constructor() {
|
|
10
|
-
super(...arguments);
|
|
11
|
-
this.name = 'default';
|
|
12
|
-
}
|
|
13
|
-
timestamp() {
|
|
14
|
-
return 0;
|
|
15
|
-
}
|
|
16
|
-
async awake(context) {
|
|
17
|
-
await super.awake(context);
|
|
18
|
-
context.dispatch(new store_1.InstrumentPatchEvent(context.timestamp, new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission(0.1, 0.1), 'a-b'));
|
|
19
|
-
}
|
|
20
|
-
createPaperSimulator(adapter) {
|
|
21
|
-
return new paper_spot_simulator_1.PaperSpotSimulator(adapter);
|
|
22
|
-
}
|
|
23
|
-
}
|
|
24
|
-
describe('paper spot simulator tests', () => {
|
|
25
|
-
const options = {
|
|
26
|
-
balance: {
|
|
27
|
-
['default:a']: 1000,
|
|
28
|
-
['default:b']: 200
|
|
29
|
-
}
|
|
30
|
-
};
|
|
31
|
-
test('should open an market order', async () => {
|
|
32
|
-
const store = new store_1.Store();
|
|
33
|
-
const adapter = new DefaultAdapter();
|
|
34
|
-
const order = domain_1.Order.buyMarket((0, domain_1.instrumentOf)('default:a-b'), 1);
|
|
35
|
-
store.dispatch(new store_1.InstrumentPatchEvent(0, new domain_1.Asset('a', 'default', 8), new domain_1.Asset('b', 'default', 4), (0, domain_1.commissionPercentOf)(0.1, 0.1), 'a-b'), new store_1.BalancePatchEvent((0, domain_1.assetOf)('default:a'), 1000, 0, 1));
|
|
36
|
-
store.dispatch(new store_1.BalancePatchEvent((0, domain_1.assetOf)('default:b'), 1000, 0, 1));
|
|
37
|
-
store.dispatch(new store_1.InstrumentSubscriptionEvent(1, (0, domain_1.instrumentOf)('default:a-b'), true));
|
|
38
|
-
const sut = new paper_spot_simulator_1.PaperSpotSimulator(new paper_adapter_1.PaperAdapter(adapter, store, options));
|
|
39
|
-
await sut.open(order);
|
|
40
|
-
expect(store.snapshot.order[order.id].state).toBe('PENDING');
|
|
41
|
-
store.dispatch(new store_1.TradePatchEvent((0, domain_1.instrumentOf)('default:a-b'), 5, 1, 2));
|
|
42
|
-
expect(store.snapshot.order[order.id].quantity).toBe(1);
|
|
43
|
-
expect(store.snapshot.order[order.id].averageExecutionRate).toBe(5);
|
|
44
|
-
expect(store.snapshot.order[order.id].state).toBe('FILLED');
|
|
45
|
-
expect(store.snapshot.balance['default:b'].free).toBe(995);
|
|
46
|
-
expect(store.snapshot.balance['default:a'].free).toBe(1000.999);
|
|
47
|
-
});
|
|
48
|
-
});
|
|
49
|
-
//# sourceMappingURL=paper-spot-simulator.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"paper-spot-simulator.spec.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.spec.ts"],"names":[],"mappings":";;AAAA,oDAAgD;AAChD,8CAO2B;AAC3B,4CAM0B;AAC1B,6CAA0D;AAE1D,iEAA4D;AAE5D,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAuBnB,CAAC;IArBC,SAAS;QACP,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAE3B,OAAO,CAAC,QAAQ,CACd,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,yCAAkB,CAAC,OAAO,CAAC,CAAC;IACzC,CAAC;CACF;AAED,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,KAAK,IAAI,EAAE;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;QACrC,MAAM,KAAK,GAAG,cAAK,CAAC,SAAS,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9D,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CACtB,CAAC,EACD,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAA,4BAAmB,EAAC,GAAG,EAAE,GAAG,CAAC,EAC7B,KAAK,CACN,EACD,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACxD,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACxE,KAAK,CAAC,QAAQ,CAAC,IAAI,mCAA2B,CAAC,CAAC,EAAE,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;QAEtF,MAAM,GAAG,GAAG,IAAI,yCAAkB,CAAC,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC;QAE9E,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;QAE7D,KAAK,CAAC,QAAQ,CAAC,IAAI,uBAAe,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAE1E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,oBAAoB,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACpE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC5D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC3D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAClE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1,4 +0,0 @@
|
|
|
1
|
-
import { InstrumentSelector, Session } from '.';
|
|
2
|
-
export declare function period(): (session: Session) => import("rxjs").Observable<import("./component").Component>;
|
|
3
|
-
export declare function benchmark(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<void>;
|
|
4
|
-
export declare function equity(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<number>;
|
package/dist/domain/statement.js
DELETED
|
@@ -1,87 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.equity = exports.benchmark = exports.period = void 0;
|
|
4
|
-
const rxjs_1 = require("rxjs");
|
|
5
|
-
const indicator_1 = require("../indicator");
|
|
6
|
-
const shared_1 = require("../shared");
|
|
7
|
-
function period() {
|
|
8
|
-
return (session) => {
|
|
9
|
-
const period = session.useStatement('period');
|
|
10
|
-
return session.store.changes$.pipe((0, rxjs_1.finalize)(() => (period.to = new Date(session.timestamp).toISOString())), (0, rxjs_1.take)(1), (0, rxjs_1.tap)(it => (period.from = new Date(it.timestamp).toISOString())));
|
|
11
|
-
};
|
|
12
|
-
}
|
|
13
|
-
exports.period = period;
|
|
14
|
-
function benchmark(instrument) {
|
|
15
|
-
return (session) => {
|
|
16
|
-
const statement = session.useStatement('benchmark');
|
|
17
|
-
let balance, entry, exit;
|
|
18
|
-
let dd = 0;
|
|
19
|
-
return (0, rxjs_1.combineLatest)([
|
|
20
|
-
session.orderbook(instrument),
|
|
21
|
-
session.balance(instrument.quote),
|
|
22
|
-
session.orderbook(instrument).pipe((0, indicator_1.drawdown)(it => it.midRate), (0, rxjs_1.tap)(it => (dd = it)))
|
|
23
|
-
]).pipe((0, rxjs_1.map)(([orderbook, quote]) => {
|
|
24
|
-
const price = orderbook.midRate;
|
|
25
|
-
if (!balance) {
|
|
26
|
-
balance = quote.total;
|
|
27
|
-
}
|
|
28
|
-
if (!entry) {
|
|
29
|
-
entry = price;
|
|
30
|
-
}
|
|
31
|
-
exit = price;
|
|
32
|
-
}), (0, rxjs_1.finalize)(() => {
|
|
33
|
-
const pnl = exit / entry - 1;
|
|
34
|
-
statement.benchmark_entry = entry;
|
|
35
|
-
statement.benchmark_exit = exit;
|
|
36
|
-
statement.benchmark_pnl = (0, shared_1.floor)(balance * pnl, (0, shared_1.precision)(entry));
|
|
37
|
-
statement.benchmark_pnl_pp = (0, shared_1.floor)(pnl * 100, 2);
|
|
38
|
-
statement.benchmark_drawdown_pp = (0, shared_1.floor)(dd * 100, 2);
|
|
39
|
-
}));
|
|
40
|
-
};
|
|
41
|
-
}
|
|
42
|
-
exports.benchmark = benchmark;
|
|
43
|
-
function equity(instrument) {
|
|
44
|
-
return (session) => {
|
|
45
|
-
const statement = session.useStatement('benchmark');
|
|
46
|
-
let balance, min, max;
|
|
47
|
-
let dd = 0;
|
|
48
|
-
let equity = 0;
|
|
49
|
-
return (0, rxjs_1.combineLatest)([
|
|
50
|
-
session.orderbook(instrument),
|
|
51
|
-
session.balance(instrument.base),
|
|
52
|
-
session.balance(instrument.quote),
|
|
53
|
-
session.positions(instrument)
|
|
54
|
-
]).pipe((0, rxjs_1.tap)(([, , quote]) => {
|
|
55
|
-
if (!balance) {
|
|
56
|
-
balance = quote.total;
|
|
57
|
-
}
|
|
58
|
-
}), (0, rxjs_1.map)(([orderbook, base, quote, positions]) => orderbook.instrument.quote.fixed(quote.total +
|
|
59
|
-
base.total * orderbook.bestBidRate +
|
|
60
|
-
positions.reduce((agg, position) => agg + position.calculatePnL(orderbook.bestBidRate), 0))), (0, rxjs_1.tap)(it => {
|
|
61
|
-
if (!min) {
|
|
62
|
-
min = it;
|
|
63
|
-
}
|
|
64
|
-
else {
|
|
65
|
-
min = Math.min(min, it);
|
|
66
|
-
}
|
|
67
|
-
if (!max) {
|
|
68
|
-
max = it;
|
|
69
|
-
}
|
|
70
|
-
else {
|
|
71
|
-
max = Math.max(max, it);
|
|
72
|
-
}
|
|
73
|
-
equity = it;
|
|
74
|
-
}), (0, indicator_1.drawdown)(it => it), (0, rxjs_1.tap)(it => (dd = it)), (0, rxjs_1.finalize)(() => {
|
|
75
|
-
const pnl = equity / balance - 1;
|
|
76
|
-
const scale = (0, shared_1.precision)(equity);
|
|
77
|
-
statement.equity = equity;
|
|
78
|
-
statement.equity_min = min;
|
|
79
|
-
statement.equity_max = max;
|
|
80
|
-
statement.equity_pnl = (0, shared_1.floor)(balance * pnl, scale);
|
|
81
|
-
statement.equity_pnl_pp = (0, shared_1.floor)(pnl * 100, 2);
|
|
82
|
-
statement.equity_drawdown_pp = (0, shared_1.floor)(dd * 100, 2);
|
|
83
|
-
}));
|
|
84
|
-
};
|
|
85
|
-
}
|
|
86
|
-
exports.equity = equity;
|
|
87
|
-
//# sourceMappingURL=statement.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"statement.js","sourceRoot":"","sources":["../../src/domain/statement.ts"],"names":[],"mappings":";;;AAAA,+BAA+D;AAE/D,4CAAwC;AACxC,sCAA6C;AAG7C,SAAgB,MAAM;IACpB,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,MAAM,GAAG,OAAO,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC;QAE9C,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAChC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,CAAC,MAAM,CAAC,EAAE,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,EACvE,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,GAAG,IAAI,IAAI,CAAC,EAAE,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,CAChE,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAVD,wBAUC;AAED,SAAgB,SAAS,CAAC,UAA8B;IACtD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,KAAa,EAAE,IAAY,CAAC;QACjD,IAAI,EAAE,GAAG,CAAC,CAAC;QAEX,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,IAAI,CAChC,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,OAAO,CAAC,EAC1B,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CACrB;SACF,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,KAAK,CAAC,EAAE,EAAE;YACzB,MAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC;YAEhC,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;YAED,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,KAAK,CAAC;aACf;YAED,IAAI,GAAG,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,IAAI,GAAG,KAAK,GAAG,CAAC,CAAC;YAE7B,SAAS,CAAC,eAAe,GAAG,KAAK,CAAC;YAClC,SAAS,CAAC,cAAc,GAAG,IAAI,CAAC;YAChC,SAAS,CAAC,aAAa,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,IAAA,kBAAS,EAAC,KAAK,CAAC,CAAC,CAAC;YACjE,SAAS,CAAC,gBAAgB,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACjD,SAAS,CAAC,qBAAqB,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACvD,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvCD,8BAuCC;AAED,SAAgB,MAAM,CAAC,UAA8B;IACnD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,GAAW,EAAE,GAAW,CAAC;QAC9C,IAAI,EAAE,GAAG,CAAC,CAAC;QACX,IAAI,MAAM,GAAG,CAAC,CAAC;QAEf,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,CAAC;YAChC,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;SAC9B,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,CAAC,EAAE,EAAE;YAClB,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;QACH,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,EAAE,CAC1C,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAC9B,KAAK,CAAC,KAAK;YACT,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,WAAW;YAClC,SAAS,CAAC,MAAM,CACd,CAAC,GAAG,EAAE,QAAQ,EAAE,EAAE,CAAC,GAAG,GAAG,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,WAAW,CAAC,EACrE,CAAC,CACF,CACJ,CACF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,MAAM,GAAG,EAAE,CAAC;QACd,CAAC,CAAC,EACF,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,EACpB,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,GAAG,OAAO,GAAG,CAAC,CAAC;YACjC,MAAM,KAAK,GAAG,IAAA,kBAAS,EAAC,MAAM,CAAC,CAAC;YAEhC,SAAS,CAAC,MAAM,GAAG,MAAM,CAAC;YAC1B,SAAS,CAAC,UAAU,GAAG,GAAG,CAAC;YAC3B,SAAS,CAAC,UAAU,GAAG,GAAG,CAAC;YAC3B,SAAS,CAAC,UAAU,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,KAAK,CAAC,CAAC;YACnD,SAAS,CAAC,aAAa,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YAC9C,SAAS,CAAC,kBAAkB,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACpD,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA3DD,wBA2DC"}
|
|
@@ -1,19 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.truerange = void 0;
|
|
4
|
-
const rxjs_1 = require("rxjs");
|
|
5
|
-
function truerange(fn) {
|
|
6
|
-
return function (source) {
|
|
7
|
-
let previous;
|
|
8
|
-
return source.pipe((0, rxjs_1.map)(it => {
|
|
9
|
-
const current = fn(it);
|
|
10
|
-
const value = previous == null
|
|
11
|
-
? current.high - current.low
|
|
12
|
-
: Math.max(Math.max(current.high - current.low, Math.abs(current.high - previous.close)), Math.abs(current.low - previous.close));
|
|
13
|
-
const tuple = [it, value];
|
|
14
|
-
return tuple;
|
|
15
|
-
}), (0, rxjs_1.share)());
|
|
16
|
-
};
|
|
17
|
-
}
|
|
18
|
-
exports.truerange = truerange;
|
|
19
|
-
//# sourceMappingURL=truerange.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"truerange.js","sourceRoot":"","sources":["../../src/indicator/truerange.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAI9C,SAAgB,SAAS,CAAI,EAAqB;IAChD,OAAO,UAAU,MAAqB;QACpC,IAAI,QAAQ,CAAC;QAEb,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,OAAO,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAEvB,MAAM,KAAK,GACT,QAAQ,IAAI,IAAI;gBACd,CAAC,CAAC,OAAO,CAAC,IAAI,GAAG,OAAO,CAAC,GAAG;gBAC5B,CAAC,CAAC,IAAI,CAAC,GAAG,CACN,IAAI,CAAC,GAAG,CACN,OAAO,CAAC,IAAI,GAAG,OAAO,CAAC,GAAG,EAC1B,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,GAAG,QAAQ,CAAC,KAAK,CAAC,CACxC,EACD,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,GAAG,GAAG,QAAQ,CAAC,KAAK,CAAC,CACvC,CAAC;YAER,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,8BA0BC"}
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"use strict";
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const rxjs_1 = require("rxjs");
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const domain_1 = require("../domain");
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const shared_1 = require("../shared");
|
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const sma_1 = require("./sma");
|
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|
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const truerange_1 = require("./truerange");
|
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describe('truerange atr tests', () => {
|
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test('should return expected value', done => {
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let value;
|
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(0, rxjs_1.from)([
|
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new domain_1.Candle((0, shared_1.now)(), 18127.81, 18149.75, 18100.0, 18136.17),
|
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new domain_1.Candle((0, shared_1.now)(), 18136.17, 18136.18, 18089.75, 18092.15),
|
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new domain_1.Candle((0, shared_1.now)(), 18092.15, 18120.03, 18081.0, 18082.39),
|
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new domain_1.Candle((0, shared_1.now)(), 18082.39, 18087.04, 18041.0, 18065.4),
|
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new domain_1.Candle((0, shared_1.now)(), 18066.11, 18079.15, 18041.0, 18046.47)
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])
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.pipe((0, truerange_1.truerange)(it => it), (0, sma_1.sma)(4, ([, it]) => it))
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.subscribe({
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next: ([, it]) => (value = it),
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complete: () => {
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expect(parseFloat(value.toFixed(2))).toBe(42.41);
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done();
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}
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{"version":3,"file":"truerange.spec.js","sourceRoot":"","sources":["../../src/indicator/truerange.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAmC;AACnC,sCAAgC;AAChC,+BAA4B;AAC5B,2CAAwC;AAExC,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACnC,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC;YACH,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC;YACxD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,CAAC;YACzD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC;YACxD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,OAAO,CAAC;YACvD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC;SACzD,CAAC;aACC,IAAI,CACH,IAAA,qBAAS,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EACnB,IAAA,SAAG,EAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,CACvB;aACA,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;gBACjD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
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"use strict";
|
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|
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Object.defineProperty(exports, "__esModule", { value: true });
|
|
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|
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const policy_1 = require("./policy");
|
|
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|
-
describe('cache policy tests', () => {
|
|
5
|
-
test('string as key cache', async () => {
|
|
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|
-
let counter = 0;
|
|
7
|
-
const request = async () => ++counter;
|
|
8
|
-
expect(await (0, policy_1.cache)('abc', request)).toBe(1);
|
|
9
|
-
expect(await (0, policy_1.cache)('abc', request)).toBe(1);
|
|
10
|
-
expect(await (0, policy_1.cache)('abc', () => request())).toBe(1);
|
|
11
|
-
expect(await (0, policy_1.cache)('abc', () => request())).toBe(1);
|
|
12
|
-
});
|
|
13
|
-
test('object as key cache', async () => {
|
|
14
|
-
let counter = 0;
|
|
15
|
-
const request = async () => ++counter;
|
|
16
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, request)).toBe(1);
|
|
17
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, request)).toBe(1);
|
|
18
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, () => request())).toBe(1);
|
|
19
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, () => request())).toBe(1);
|
|
20
|
-
});
|
|
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|
-
});
|
|
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|
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//# sourceMappingURL=policy.spec.js.map
|
|
@@ -1 +0,0 @@
|
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|
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|
-
{"version":3,"file":"policy.spec.js","sourceRoot":"","sources":["../../src/shared/policy.spec.ts"],"names":[],"mappings":";;AAAA,qCAAiC;AAEjC,QAAQ,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAClC,IAAI,CAAC,qBAAqB,EAAE,KAAK,IAAI,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,MAAM,OAAO,GAAG,KAAK,IAAI,EAAE,CAAC,EAAE,OAAO,CAAC;QAEtC,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACpD,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qBAAqB,EAAE,KAAK,IAAI,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,MAAM,OAAO,GAAG,KAAK,IAAI,EAAE,CAAC,EAAE,OAAO,CAAC;QAEtC,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACzE,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACzE,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACnF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
package/dist/shared/topic.d.ts
DELETED
|
@@ -1,14 +0,0 @@
|
|
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|
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import 'reflect-metadata';
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export declare class Topic<T extends {
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type: string;
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} = {
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type: string;
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}, C = any> {
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constructor();
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register(target: any): void;
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dispatch(event: T, context: C): any;
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}
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export declare function handler(event: any): (target: any, key: string) => void;
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export declare const event: (target: any) => void;
|
package/dist/shared/topic.js
DELETED
|
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|
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"use strict";
|
|
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|
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.event = exports.handler = exports.Topic = void 0;
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require("reflect-metadata");
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class Topic {
|
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constructor() {
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}
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register(target) {
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|
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continue;
|
|
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|
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}
|
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this.handler[key] = Reflect.getMetadata(key, target.constructor.prototype);
|
|
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|
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}
|
|
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|
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}
|
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|
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dispatch(event, context) {
|
|
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|
-
const handler = this.handler['event:' + event.type];
|
|
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|
-
return handler
|
|
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|
-
? handler.call(this, event, context)
|
|
22
|
-
: this.onUnknownEvent(event, context);
|
|
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|
-
}
|
|
24
|
-
onUnknownEvent(event, context) {
|
|
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|
-
throw new Error(`No handler for event ${event.type}`);
|
|
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|
-
}
|
|
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|
-
}
|
|
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|
-
exports.Topic = Topic;
|
|
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|
-
function handler(event) {
|
|
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|
-
return function (target, key) {
|
|
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|
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const type = Reflect.getMetadata('event:type', event.prototype);
|
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|
|
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|
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};
|
|
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|
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}
|
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|
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exports.handler = handler;
|
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|
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|
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};
|
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|
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exports.event = event;
|
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//# sourceMappingURL=topic.js.map
|
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DELETED
|
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|
|
|
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|
-
{"version":3,"file":"topic.js","sourceRoot":"","sources":["../../src/shared/topic.ts"],"names":[],"mappings":";;;AAAA,4BAA0B;AAE1B,MAAa,KAAK;IAGhB;QAFiB,YAAO,GAA6B,EAAE,CAAC;QAGtD,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;IAED,QAAQ,CAAC,MAAW;QAClB,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,eAAe,CAAC,MAAM,CAAC,WAAW,CAAC,SAAS,CAAC,EAAE;YACvE,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,QAAQ,CAAC,EAAE;gBAC7B,SAAS;aACV;YAED,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,OAAO,CAAC,WAAW,CAAC,GAAG,EAAE,MAAM,CAAC,WAAW,CAAC,SAAS,CAAC,CAAC;SAC5E;IACH,CAAC;IAED,QAAQ,CAAC,KAAQ,EAAE,OAAU;QAC3B,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,QAAQ,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC;QAEpD,OAAO,OAAO;YACZ,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,EAAE,OAAO,CAAC;YACpC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IAC1C,CAAC;IAED,cAAc,CAAC,KAAQ,EAAE,OAAU;QACjC,MAAM,IAAI,KAAK,CAAC,wBAAwB,KAAK,CAAC,IAAI,EAAE,CAAC,CAAC;IACxD,CAAC;CACF;AA5BD,sBA4BC;AAED,SAAgB,OAAO,CAAC,KAAU;IAChC,OAAO,UAAU,MAAW,EAAE,GAAW;QACvC,MAAM,IAAI,GAAG,OAAO,CAAC,WAAW,CAAC,YAAY,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;QAEhE,OAAO,CAAC,cAAc,CAAC,QAAQ,GAAG,IAAI,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,MAAM,CAAC,CAAC;IAC/D,CAAC,CAAC;AACJ,CAAC;AAND,0BAMC;AAEM,MAAM,KAAK,GAAG,CAAC,MAAW,EAAE,EAAE;IACnC,OAAO,CAAC,cAAc,CAAC,YAAY,EAAE,IAAI,MAAM,EAAE,CAAC,IAAI,EAAE,MAAM,CAAC,SAAS,CAAC,CAAC;AAC5E,CAAC,CAAC;AAFW,QAAA,KAAK,SAEhB"}
|
|
@@ -1,43 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
|
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|
-
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
|
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|
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if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
|
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|
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else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
|
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|
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return c > 3 && r && Object.defineProperty(target, key, r), r;
|
|
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|
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};
|
|
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|
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var __metadata = (this && this.__metadata) || function (k, v) {
|
|
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|
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if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
|
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|
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};
|
|
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|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
-
const topic_1 = require("./topic");
|
|
13
|
-
describe('topic tests', () => {
|
|
14
|
-
test('string as key cache', () => {
|
|
15
|
-
const context = {
|
|
16
|
-
counter: 1
|
|
17
|
-
};
|
|
18
|
-
let IncrementEvent = class IncrementEvent {
|
|
19
|
-
constructor() {
|
|
20
|
-
this.type = 'increment';
|
|
21
|
-
}
|
|
22
|
-
};
|
|
23
|
-
IncrementEvent = __decorate([
|
|
24
|
-
topic_1.event
|
|
25
|
-
], IncrementEvent);
|
|
26
|
-
class MathematicBaseTopic extends topic_1.Topic {
|
|
27
|
-
}
|
|
28
|
-
class MathematicTopic extends MathematicBaseTopic {
|
|
29
|
-
increment(event, context) {
|
|
30
|
-
context.counter++;
|
|
31
|
-
}
|
|
32
|
-
}
|
|
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|
-
__decorate([
|
|
34
|
-
(0, topic_1.handler)(IncrementEvent),
|
|
35
|
-
__metadata("design:type", Function),
|
|
36
|
-
__metadata("design:paramtypes", [IncrementEvent, Object]),
|
|
37
|
-
__metadata("design:returntype", void 0)
|
|
38
|
-
], MathematicTopic.prototype, "increment", null);
|
|
39
|
-
new MathematicTopic().dispatch(new IncrementEvent(), context);
|
|
40
|
-
expect(context.counter).toBe(2);
|
|
41
|
-
});
|
|
42
|
-
});
|
|
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|
-
//# sourceMappingURL=topic.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"topic.spec.js","sourceRoot":"","sources":["../../src/shared/topic.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,mCAAgD;AAEhD,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAS/B,MAAM,OAAO,GAAY;YACvB,OAAO,EAAE,CAAC;SACX,CAAC;QAGF,IAAM,cAAc,GAApB,MAAM,cAAc;YAApB;gBACE,SAAI,GAAG,WAAW,CAAC;YACrB,CAAC;SAAA,CAAA;QAFK,cAAc;YADnB,aAAK;WACA,cAAc,CAEnB;QAED,MAAM,mBAAoB,SAAQ,aAAqB;SAAG;QAC1D,MAAM,eAAgB,SAAQ,mBAAmB;YAE/C,SAAS,CAAC,KAAqB,EAAE,OAAgB;gBAC/C,OAAO,CAAC,OAAO,EAAE,CAAC;YACpB,CAAC;SACF;QAHC;YADC,IAAA,eAAO,EAAC,cAAc,CAAC;;6CACP,cAAc;;wDAE9B;QAGH,IAAI,eAAe,EAAE,CAAC,QAAQ,CAAC,IAAI,cAAc,EAAE,EAAE,OAAO,CAAC,CAAC;QAE9D,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
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export * from './store-balance.event';
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export * from './store-candle.event';
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export * from './store-instrument.event';
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export * from './store-order.event';
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export * from './store-orderbook.event';
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export * from './store-position.event';
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export * from './store-trade.event';
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export * from './store.event';
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"use strict";
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var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
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if (k2 === undefined) k2 = k;
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var desc = Object.getOwnPropertyDescriptor(m, k);
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if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
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desc = { enumerable: true, get: function() { return m[k]; } };
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}
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Object.defineProperty(o, k2, desc);
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}) : (function(o, m, k, k2) {
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o[k2] = m[k];
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}));
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var __exportStar = (this && this.__exportStar) || function(m, exports) {
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for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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__exportStar(require("./store-balance.event"), exports);
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__exportStar(require("./store-candle.event"), exports);
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__exportStar(require("./store-instrument.event"), exports);
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__exportStar(require("./store-order.event"), exports);
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__exportStar(require("./store-orderbook.event"), exports);
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__exportStar(require("./store-position.event"), exports);
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__exportStar(require("./store-trade.event"), exports);
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__exportStar(require("./store.event"), exports);
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//# sourceMappingURL=index.js.map
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/store/event/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,wDAAsC;AACtC,uDAAqC;AACrC,2DAAyC;AACzC,sDAAoC;AACpC,0DAAwC;AACxC,yDAAuC;AACvC,sDAAoC;AACpC,gDAA8B"}
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import { AssetSelector } from '../../domain/asset';
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import { timestamp } from '../../shared';
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import { State, StateChangeTracker } from '../store.state';
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import { StoreEvent } from './store.event';
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export declare class BalancePatchEvent implements StoreEvent {
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readonly asset: AssetSelector;
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readonly free: number;
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readonly freezed: number;
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readonly timestamp: timestamp;
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type: string;
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constructor(asset: AssetSelector, free: number, freezed: number, timestamp: timestamp);
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}
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export declare function BalancePatchEventHandler(event: BalancePatchEvent, state: State, changes: StateChangeTracker): void;
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export declare class BalanceTransactEvent implements StoreEvent {
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readonly asset: AssetSelector;
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readonly amount: number;
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readonly timestamp: timestamp;
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type: string;
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constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
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}
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export declare function BalanceTransactEventHandler(event: BalanceTransactEvent, state: State, changes: StateChangeTracker): void;
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export declare class BalanceFreezEvent implements StoreEvent {
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readonly asset: AssetSelector;
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readonly amount: number;
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readonly timestamp: timestamp;
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type: string;
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constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
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}
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export declare function BalanceFreezEventHandler(event: BalanceFreezEvent, state: State, changes: StateChangeTracker): void;
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export declare class BalanceUnfreezEvent implements StoreEvent {
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readonly asset: AssetSelector;
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readonly amount: number;
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readonly timestamp: timestamp;
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type: string;
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constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
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}
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export declare function BalanceUnfreezEventHandler(event: BalanceUnfreezEvent, state: State, changes: StateChangeTracker): void;
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