@quantform/core 0.5.14 → 0.5.15

package/dist/adapter/adapter-aggregate.d.ts

@@ -2,11 +2,14 @@ import { Candle, InstrumentSelector, Order } from '../domain';
 import { Cache } from '../storage';
 import { Store } from '../store';
 import { Adapter, FeedQuery, HistoryQuery } from '.';
+import { AdapterFactory, AdapterTimeProvider } from './adapter';
 export declare class AdapterAggregate {
+    private readonly factories;
+    private readonly timeProvider;
     private readonly store;
     private readonly cache;
     private readonly adapter;
-    constructor(adapters: Adapter[], store: Store, cache: Cache);
+    constructor(factories: AdapterFactory[], timeProvider: AdapterTimeProvider, store: Store, cache: Cache);
     get(adapterName: string): Adapter;
     awake(): Promise<void>;
     dispose(): Promise<any>;
@@ -15,5 +18,4 @@ export declare class AdapterAggregate {
     cancel(order: Order): Promise<void>;
     history(query: HistoryQuery): Promise<Candle[]>;
     feed(query: FeedQuery): Promise<void>;
-    private createContext;
 }

package/dist/adapter/adapter-aggregate.js

@@ -2,30 +2,33 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.AdapterAggregate = void 0;
 const shared_1 = require("../shared");
-const _1 = require(".");
+const error_1 = require("./error");
 class AdapterAggregate {
-    constructor(adapters, store, cache) {
+    constructor(factories, timeProvider, store, cache) {
+        this.factories = factories;
+        this.timeProvider = timeProvider;
         this.store = store;
         this.cache = cache;
         this.adapter = {};
-        adapters.forEach(it => (this.adapter[it.name] = it));
     }
     get(adapterName) {
         const adapter = this.adapter[adapterName];
         if (!adapter) {
-            throw new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
+            throw (0, error_1.adapterNotFoundError)(adapterName);
         }
         return adapter;
     }
     async awake() {
-        for (const adapter of Object.values(this.adapter)) {
+        for (const factory of this.factories) {
+            const adapter = factory(this.timeProvider, this.store, this.cache);
             try {
-                await adapter.awake(this.createContext(adapter));
+                await adapter.awake();
                 await adapter.account();
             }
             catch (e) {
                 shared_1.Logger.error(e);
             }
+            this.adapter[adapter.name] = adapter;
         }
     }
     async dispose() {
@@ -39,10 +42,8 @@ class AdapterAggregate {
         }
     }
     async subscribe(selectors) {
-        const grouped = selectors
-            .filter(it => it != null)
-            .reduce((aggregate, it) => {
-            const adapter = it.base.adapter;
+        const grouped = selectors.reduce((aggregate, it) => {
+            const adapter = it.base.adapterName;
             if (aggregate[adapter]) {
                 aggregate[adapter].push(it);
             }
@@ -60,9 +61,9 @@ class AdapterAggregate {
             }
         }
     }
-    open(order) {
+    async open(order) {
         try {
-            return this.get(order.instrument.base.adapter).open(order);
+            await this.get(order.instrument.base.adapterName).open(order);
         }
         catch (e) {
             shared_1.Logger.error(e);
@@ -70,7 +71,7 @@ class AdapterAggregate {
     }
     cancel(order) {
         try {
-            return this.get(order.instrument.base.adapter).cancel(order);
+            return this.get(order.instrument.base.adapterName).cancel(order);
         }
         catch (e) {
             shared_1.Logger.error(e);
@@ -78,7 +79,7 @@ class AdapterAggregate {
     }
     history(query) {
         try {
-            return this.get(query.instrument.base.adapter).history(query);
+            return this.get(query.instrument.base.adapterName).history(query);
         }
         catch (e) {
             shared_1.Logger.error(e);
@@ -86,15 +87,12 @@ class AdapterAggregate {
     }
     feed(query) {
         try {
-            return this.get(query.instrument.base.adapter).feed(query);
+            return this.get(query.instrument.base.adapterName).feed(query);
         }
         catch (e) {
             shared_1.Logger.error(e);
         }
     }
-    createContext(adapter) {
-        return new _1.AdapterContext(adapter, this.store, this.cache);
-    }
 }
 exports.AdapterAggregate = AdapterAggregate;
 //# sourceMappingURL=adapter-aggregate.js.map

package/dist/adapter/adapter-aggregate.js.map

@@ -1 +1 @@
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package/dist/adapter/adapter.d.ts

@@ -1,18 +1,16 @@
 import { Candle, InstrumentSelector, Order } from '../domain';
 import { timestamp } from '../shared';
 import { Cache, Feed } from '../storage';
-import { State, Store, StoreEvent } from '../store';
+import { Store } from '../store';
 import { PaperAdapter } from './paper';
-import { PaperSimulator } from './paper/simulator/paper-simulator';
-export declare class AdapterContext {
-    private readonly adapter;
-    private readonly store;
-    readonly cache: Cache;
-    get timestamp(): timestamp;
-    get snapshot(): State;
-    constructor(adapter: Adapter, store: Store, cache: Cache);
-    dispatch(...events: StoreEvent[]): void;
-}
+import { PaperEngine } from './paper/engine/paper-engine';
+export declare type AdapterTimeProvider = {
+    timestamp: () => number;
+};
+export declare const DefaultTimeProvider: {
+    timestamp: () => number;
+};
+export declare type AdapterFactory = (timeProvider: AdapterTimeProvider, store: Store, cache: Cache) => Adapter;
 export declare type HistoryQuery = {
     instrument: InstrumentSelector;
     timeframe: number;
@@ -26,16 +24,17 @@ export declare type FeedQuery = {
     callback: (timestamp: number) => void;
 };
 export declare abstract class Adapter {
-    context: AdapterContext;
+    private readonly timeProvider;
     abstract name: string;
     timestamp(): timestamp;
-    awake(context: AdapterContext): Promise<void>;
-    dispose(): Promise<void>;
-    subscribe(instruments: InstrumentSelector[]): Promise<void>;
-    account(): Promise<void>;
-    open(order: Order): Promise<void>;
-    cancel(order: Order): Promise<void>;
-    history(query: HistoryQuery): Promise<Candle[]>;
-    feed(query: FeedQuery): Promise<void>;
-    abstract createPaperSimulator(adapter: PaperAdapter): PaperSimulator;
+    constructor(timeProvider: AdapterTimeProvider);
+    abstract awake(): Promise<void>;
+    abstract dispose(): Promise<void>;
+    abstract subscribe(instruments: InstrumentSelector[]): Promise<void>;
+    abstract account(): Promise<void>;
+    abstract open(order: Order): Promise<void>;
+    abstract cancel(order: Order): Promise<void>;
+    abstract history(query: HistoryQuery): Promise<Candle[]>;
+    abstract feed(query: FeedQuery): Promise<void>;
+    abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
 }

package/dist/adapter/adapter.js

@@ -1,51 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Adapter = exports.AdapterContext = void 0;
+exports.Adapter = exports.DefaultTimeProvider = void 0;
 const shared_1 = require("../shared");
-class AdapterContext {
-    constructor(adapter, store, cache) {
-        this.adapter = adapter;
-        this.store = store;
-        this.cache = cache;
-    }
-    get timestamp() {
-        return this.adapter.timestamp();
-    }
-    get snapshot() {
-        return this.store.snapshot;
-    }
-    dispatch(...events) {
-        return this.store.dispatch(...events);
-    }
-}
-exports.AdapterContext = AdapterContext;
+exports.DefaultTimeProvider = {
+    timestamp: () => (0, shared_1.now)()
+};
 class Adapter {
-    timestamp() {
-        return (0, shared_1.now)();
-    }
-    async awake(context) {
-        this.context = context;
+    constructor(timeProvider) {
+        this.timeProvider = timeProvider;
     }
-    async dispose() {
-        throw new Error('method not implemented');
-    }
-    subscribe(instruments) {
-        throw new Error('method not implemented');
-    }
-    account() {
-        throw new Error('method not implemented');
-    }
-    open(order) {
-        throw new Error('method not implemented');
-    }
-    cancel(order) {
-        throw new Error('method not implemented');
-    }
-    history(query) {
-        throw new Error('method not implemented');
-    }
-    feed(query) {
-        throw new Error('method not implemented');
+    timestamp() {
+        return this.timeProvider.timestamp();
     }
 }
 exports.Adapter = Adapter;

package/dist/adapter/adapter.js.map

@@ -1 +1 @@
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+{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AACA,sCAA2C;AAU9B,QAAA,mBAAmB,GAAG;IACjC,SAAS,EAAE,GAAG,EAAE,CAAC,IAAA,YAAG,GAAE;CACvB,CAAC;AA0BF,MAAsB,OAAO;IAO3B,YAA6B,YAAiC;QAAjC,iBAAY,GAAZ,YAAY,CAAqB;IAAG,CAAC;IAJlE,SAAS;QACP,OAAO,IAAI,CAAC,YAAY,CAAC,SAAS,EAAE,CAAC;IACvC,CAAC;CAyCF;AA9CD,0BA8CC"}

package/dist/adapter/backtester/backtester-adapter.d.ts

@@ -1,21 +1,23 @@
 import { Candle, InstrumentSelector, Order } from '../../domain';
 import { timestamp } from '../../shared';
-import { Adapter, AdapterContext } from '..';
-import { FeedQuery, HistoryQuery } from '../adapter';
+import { Store } from '../../store';
+import { Adapter } from '..';
+import { AdapterFactory, FeedQuery, HistoryQuery } from '../adapter';
 import { PaperAdapter, PaperOptions } from '../paper';
-import { PaperSimulator } from '../paper/simulator/paper-simulator';
+import { PaperEngine } from '../paper/engine/paper-engine';
 import { BacktesterStreamer } from './backtester-streamer';
 export interface BacktesterOptions extends PaperOptions {
     from: timestamp;
     to: timestamp;
 }
+export declare function createBacktesterAdapterFactory(decoratedAdapterFactory: AdapterFactory, streamer: BacktesterStreamer): AdapterFactory;
 export declare class BacktesterAdapter extends Adapter {
     readonly decoratedAdapter: Adapter;
     readonly streamer: BacktesterStreamer;
+    readonly store: Store;
     readonly name: string;
-    timestamp(): number;
-    constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer);
-    awake(context: AdapterContext): Promise<void>;
+    constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer, store: Store);
+    awake(): Promise<void>;
     dispose(): Promise<void>;
     subscribe(instruments: InstrumentSelector[]): Promise<void>;
     account(): Promise<void>;
@@ -23,5 +25,5 @@ export declare class BacktesterAdapter extends Adapter {
     cancel(order: Order): Promise<void>;
     history(query: HistoryQuery): Promise<Candle[]>;
     feed(query: FeedQuery): Promise<void>;
-    createPaperSimulator(adapter: PaperAdapter): PaperSimulator;
+    createPaperEngine(adapter: PaperAdapter): PaperEngine;
 }

package/dist/adapter/backtester/backtester-adapter.js

@@ -1,21 +1,22 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BacktesterAdapter = void 0;
+exports.BacktesterAdapter = exports.createBacktesterAdapterFactory = void 0;
 const store_1 = require("../../store");
 const __1 = require("..");
+function createBacktesterAdapterFactory(decoratedAdapterFactory, streamer) {
+    return (timeProvider, store, cache) => new BacktesterAdapter(decoratedAdapterFactory(timeProvider, store, cache), streamer, store);
+}
+exports.createBacktesterAdapterFactory = createBacktesterAdapterFactory;
 class BacktesterAdapter extends __1.Adapter {
-    constructor(decoratedAdapter, streamer) {
-        super();
+    constructor(decoratedAdapter, streamer, store) {
+        super(streamer.getTimeProvider());
         this.decoratedAdapter = decoratedAdapter;
         this.streamer = streamer;
+        this.store = store;
         this.name = this.decoratedAdapter.name;
     }
-    timestamp() {
-        return this.streamer.timestamp;
-    }
-    async awake(context) {
-        await super.awake(context);
-        await this.decoratedAdapter.awake(context);
+    async awake() {
+        await this.decoratedAdapter.awake();
     }
     dispose() {
         return this.decoratedAdapter.dispose();
@@ -24,7 +25,7 @@ class BacktesterAdapter extends __1.Adapter {
         instruments.forEach(it => {
             this.streamer.subscribe(it);
         });
-        this.context.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.context.timestamp, it, true)));
+        this.store.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.timestamp(), it, true)));
         this.streamer.tryContinue();
     }
     account() {
@@ -45,8 +46,8 @@ class BacktesterAdapter extends __1.Adapter {
     feed(query) {
         return this.decoratedAdapter.feed(query);
     }
-    createPaperSimulator(adapter) {
-        return this.decoratedAdapter.createPaperSimulator(adapter);
+    createPaperEngine(adapter) {
+        return this.decoratedAdapter.createPaperEngine(adapter);
     }
 }
 exports.BacktesterAdapter = BacktesterAdapter;

package/dist/adapter/backtester/backtester-adapter.js.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAEA,uCAA0D;AAC1D,0BAA6C;AAW7C,MAAa,iBAAkB,SAAQ,WAAO;IAO5C,YAAqB,gBAAyB,EAAW,QAA4B;QACnF,KAAK,EAAE,CAAC;QADW,qBAAgB,GAAhB,gBAAgB,CAAS;QAAW,aAAQ,GAAR,QAAQ,CAAoB;QAN5E,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAQ3C,CAAC;IAND,SAAS;QACP,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;IACjC,CAAC;IAMD,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAC3B,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IAC7C,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,WAAiC;QAC/C,WAAW,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YACvB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,OAAO,CAAC,QAAQ,CACnB,GAAG,WAAW,CAAC,GAAG,CAChB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,CACxE,CACF,CAAC;QAEF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;IAC9B,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,KAAmB;QAC/B,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE5D,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,CAAC,gBAAgB,CAAC,oBAAoB,CAAC,OAAO,CAAC,CAAC;IAC7D,CAAC;CACF;AA/DD,8CA+DC"}
+{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAEA,uCAAiE;AACjE,0BAA6B;AAW7B,SAAgB,8BAA8B,CAC5C,uBAAuC,EACvC,QAA4B;IAE5B,OAAO,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CACpC,IAAI,iBAAiB,CACnB,uBAAuB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,EACnD,QAAQ,EACR,KAAK,CACN,CAAC;AACN,CAAC;AAVD,wEAUC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YACW,gBAAyB,EACzB,QAA4B,EAC5B,KAAY;QAErB,KAAK,CAAC,QAAQ,CAAC,eAAe,EAAE,CAAC,CAAC;QAJzB,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,aAAQ,GAAR,QAAQ,CAAoB;QAC5B,UAAK,GAAL,KAAK,CAAO;QALd,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAQ3C,CAAC;IAED,KAAK,CAAC,KAAK;QACT,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,CAAC;IACtC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,WAAiC;QAC/C,WAAW,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YACvB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,GAAG,WAAW,CAAC,GAAG,CAChB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,IAAI,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE,IAAI,CAAC,CAClE,CACF,CAAC;QAEF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;IAC9B,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,KAAmB;QAC/B,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE5D,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,CAAC,gBAAgB,CAAC,iBAAiB,CAAC,OAAO,CAAC,CAAC;IAC1D,CAAC;CACF;AA9DD,8CA8DC"}

package/dist/adapter/backtester/backtester-adapter.spec.js

@@ -0,0 +1,82 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../../domain");
+const storage_1 = require("../../storage");
+const store_1 = require("../../store");
+const adapter_1 = require("../adapter");
+const paper_engine_1 = require("../paper/engine/paper-engine");
+const backtester_adapter_1 = require("./backtester-adapter");
+const backtester_streamer_1 = require("./backtester-streamer");
+const base = new domain_1.Asset('btc', 'binance', 8);
+const quote = new domain_1.Asset('usdt', 'binance', 4);
+class DefaultAdapter extends adapter_1.Adapter {
+    constructor(timeProvider, store) {
+        super(timeProvider);
+        this.store = store;
+        this.name = 'default';
+    }
+    dispose() {
+        throw new Error('Method not implemented.');
+    }
+    subscribe(instruments) {
+        throw new Error('Method not implemented.');
+    }
+    account() {
+        throw new Error('Method not implemented.');
+    }
+    open(order) {
+        throw new Error('Method not implemented.');
+    }
+    cancel(order) {
+        throw new Error('Method not implemented.');
+    }
+    history(query) {
+        throw new Error('Method not implemented.');
+    }
+    feed(query) {
+        throw new Error('Method not implemented.');
+    }
+    timestamp() {
+        return 123;
+    }
+    createPaperEngine(adapter) {
+        return new paper_engine_1.PaperEngine(adapter.store);
+    }
+    async awake() {
+        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
+    }
+}
+const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
+const store = new store_1.Store();
+const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
+const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
+const cache = new storage_1.Cache(new storage_1.InMemoryStorage());
+describe('BacktesterAdapter', () => {
+    test('should return proper adapter name and timestamp', () => {
+        const sut = new backtester_adapter_1.BacktesterAdapter(adapter, new backtester_streamer_1.BacktesterStreamer(store, feed, {
+            from: 1,
+            to: 100
+        }), store);
+        expect(sut.name).toEqual('default');
+        expect(sut.timestamp()).toEqual(1);
+    });
+    test('should stream data from input array', done => {
+        const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
+            from: 0,
+            to: 100
+        }, {
+            onBacktestCompleted: () => {
+                expect(store.snapshot.timestamp).toEqual(1);
+                expect(store.snapshot.trade.get(instrument.id).rate).toEqual(100);
+                expect(store.snapshot.trade.get(instrument.id).quantity).toEqual(10);
+                done();
+            }
+        });
+        feed.save(instrument, [new domain_1.Candle(1, 100, 100, 100, 100, 10)]);
+        const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer, store);
+        sut.awake();
+        sut.subscribe([instrument]);
+        expect(sut.name).toEqual('default');
+    });
+});
+//# sourceMappingURL=backtester-adapter.spec.js.map

package/dist/adapter/backtester/backtester-adapter.spec.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.spec.ts"],"names":[],"mappings":";;AAAA,yCAOsB;AACtB,2CAA6D;AAC7D,uCAA0D;AAC1D,wCAMoB;AACpB,+DAA2D;AAE3D,6DAAyD;AACzD,+DAA2D;AAE3D,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAwBlC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAF5E,SAAI,GAAG,SAAS,CAAC;IAIjB,CAAC;IAzBD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO,CAAC,KAAmB;QACzB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAgB;QACnB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IAOD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;IAED,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAED,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;AAC/D,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAC7C,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE/C,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,EACF,KAAK,CACN,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAClE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAErE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,IAAI,eAAM,CAAC,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QAE5D,GAAG,CAAC,KAAK,EAAE,CAAC;QACZ,GAAG,CAAC,SAAS,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC;QAE5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/adapter/backtester/backtester-cursor.d.ts

@@ -1,7 +1,6 @@
-import { InstrumentSelector } from '../../domain';
+import { Candle, InstrumentSelector } from '../../domain';
 import { timestamp } from '../../shared';
 import { Feed } from '../../storage';
-import { StoreEvent } from '../../store';
 export declare class BacktesterCursor {
     readonly instrument: InstrumentSelector;
     private readonly feed;
@@ -10,7 +9,7 @@ export declare class BacktesterCursor {
     completed: boolean;
     get size(): number;
     constructor(instrument: InstrumentSelector, feed: Feed);
-    peek(): StoreEvent;
-    dequeue<T extends StoreEvent>(): T;
+    peek(): Candle;
+    dequeue(): Candle;
     fetchNextPage(from: timestamp, to: number): Promise<void>;
 }

package/dist/adapter/backtester/backtester-cursor.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterCursor = void 0;
+const error_1 = require("../error");
 class BacktesterCursor {
     constructor(instrument, feed) {
         this.instrument = instrument;
@@ -26,7 +27,7 @@ class BacktesterCursor {
             return;
         }
         if (this.size > 0) {
-            throw new Error('page is not empty');
+            throw (0, error_1.backtestPageNotEmpty)();
         }
         this.pageIndex = 0;
         this.page = await this.feed.query(this.instrument, {

package/dist/adapter/backtester/backtester-cursor.js.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAM,CAAC;IAC1C,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}
+{"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAGA,oCAAgD;AAEhD,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAU,CAAC;QAC3B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}

package/dist/adapter/backtester/backtester-cursor.spec.js

@@ -2,36 +2,35 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 const domain_1 = require("../../domain");
 const storage_1 = require("../../storage");
-const store_1 = require("../../store");
 const backtester_cursor_1 = require("./backtester-cursor");
-describe('backtester cursor tests', () => {
+describe('BacktesterCursor', () => {
     test('should repeat specific events', async () => {
         const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
         const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
         const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
         feed.save(instrument, [
-            new store_1.TradePatchEvent(instrument, 1, 1, 1),
-            new store_1.TradePatchEvent(instrument, 2, 1, 2),
-            new store_1.TradePatchEvent(instrument, 3, 1, 3),
-            new store_1.TradePatchEvent(instrument, 4, 1, 4),
-            new store_1.TradePatchEvent(instrument, 5, 1, 5),
-            new store_1.TradePatchEvent(instrument, 6, 1, 6),
-            new store_1.TradePatchEvent(instrument, 7, 1, 7),
-            new store_1.TradePatchEvent(instrument, 8, 1, 8)
+            new domain_1.Candle(1, 1, 1, 1, 1),
+            new domain_1.Candle(2, 2, 2, 2, 2),
+            new domain_1.Candle(3, 3, 3, 3, 3),
+            new domain_1.Candle(4, 4, 4, 4, 4),
+            new domain_1.Candle(5, 5, 5, 5, 5),
+            new domain_1.Candle(6, 6, 6, 6, 6),
+            new domain_1.Candle(7, 7, 7, 7, 7),
+            new domain_1.Candle(8, 8, 8, 8, 8)
         ]);
         await cursor.fetchNextPage(0, 4);
-        expect(cursor.dequeue().rate).toEqual(1);
-        expect(cursor.dequeue().rate).toEqual(2);
-        expect(cursor.dequeue().rate).toEqual(3);
+        expect(cursor.dequeue().open).toEqual(1);
+        expect(cursor.dequeue().open).toEqual(2);
+        expect(cursor.dequeue().open).toEqual(3);
         expect(cursor.peek()).toEqual(undefined);
         await cursor.fetchNextPage(3, 7);
-        expect(cursor.dequeue().rate).toEqual(4);
-        expect(cursor.dequeue().rate).toEqual(5);
-        expect(cursor.dequeue().rate).toEqual(6);
+        expect(cursor.dequeue().open).toEqual(4);
+        expect(cursor.dequeue().open).toEqual(5);
+        expect(cursor.dequeue().open).toEqual(6);
         expect(cursor.peek()).toEqual(undefined);
         await cursor.fetchNextPage(6, 10);
-        expect(cursor.dequeue().rate).toEqual(7);
-        expect(cursor.dequeue().rate).toEqual(8);
+        expect(cursor.dequeue().open).toEqual(7);
+        expect(cursor.dequeue().open).toEqual(8);
         expect(cursor.peek()).toEqual(undefined);
     });
 });

package/dist/adapter/backtester/backtester-cursor.spec.js.map

@@ -1 +1 @@
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+{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAAoD;AACpD,2CAAsD;AACtD,2DAAuD;AAEvD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,+BAA+B,EAAE,KAAK,IAAI,EAAE;QAC/C,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC1B,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/adapter/backtester/backtester-streamer.d.ts

@@ -2,6 +2,7 @@ import { InstrumentSelector } from '../../domain';
 import { timestamp } from '../../shared';
 import { Feed } from '../../storage';
 import { Store } from '../../store';
+import { AdapterTimeProvider } from '../adapter';
 export interface BacktesterListener {
     onBacktestStarted?(streamer: BacktesterStreamer): void;
     onBacktestUpdated?(streamer: BacktesterStreamer): void;
@@ -21,9 +22,11 @@ export declare class BacktesterStreamer {
         from: number;
         to: number;
     }, listener?: BacktesterListener);
+    getTimeProvider(): AdapterTimeProvider;
     subscribe(instrument: InstrumentSelector): void;
     stop(): void;
-    tryContinue(): Promise<void>;
+    tryContinue(): void;
     private processNext;
+    private dispatch;
     private current;
 }