@quantform/core 0.5.14 → 0.5.15

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (408) hide show
  1. package/dist/adapter/adapter-aggregate.d.ts +4 -2
  2. package/dist/adapter/adapter-aggregate.js +16 -18
  3. package/dist/adapter/adapter-aggregate.js.map +1 -1
  4. package/dist/adapter/adapter.d.ts +20 -21
  5. package/dist/adapter/adapter.js +8 -43
  6. package/dist/adapter/adapter.js.map +1 -1
  7. package/dist/adapter/backtester/backtester-adapter.d.ts +9 -7
  8. package/dist/adapter/backtester/backtester-adapter.js +13 -12
  9. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  10. package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
  11. package/dist/adapter/backtester/backtester-adapter.spec.js +82 -0
  12. package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
  13. package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
  14. package/dist/adapter/backtester/backtester-cursor.js +2 -1
  15. package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
  16. package/dist/adapter/backtester/backtester-cursor.spec.js +17 -18
  17. package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
  18. package/dist/adapter/backtester/backtester-streamer.d.ts +4 -1
  19. package/dist/adapter/backtester/backtester-streamer.js +39 -18
  20. package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
  21. package/dist/adapter/backtester/backtester-streamer.spec.js +13 -13
  22. package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
  23. package/dist/adapter/error.d.ts +2 -0
  24. package/dist/adapter/error.js +12 -0
  25. package/dist/adapter/error.js.map +1 -0
  26. package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
  27. package/dist/adapter/paper/engine/paper-engine.js +103 -0
  28. package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
  29. package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
  30. package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
  31. package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
  32. package/dist/adapter/paper/index.d.ts +1 -2
  33. package/dist/adapter/paper/index.js +1 -2
  34. package/dist/adapter/paper/index.js.map +1 -1
  35. package/dist/adapter/paper/paper-adapter.d.ts +7 -7
  36. package/dist/adapter/paper/paper-adapter.js +20 -18
  37. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  38. package/dist/adapter/paper/paper-adapter.spec.js +35 -17
  39. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  40. package/dist/bootstrap.js +11 -10
  41. package/dist/bootstrap.js.map +1 -1
  42. package/dist/cli/pull.js +3 -1
  43. package/dist/cli/pull.js.map +1 -1
  44. package/dist/cli/test.js +5 -1
  45. package/dist/cli/test.js.map +1 -1
  46. package/dist/domain/asset.d.ts +6 -5
  47. package/dist/domain/asset.js +22 -16
  48. package/dist/domain/asset.js.map +1 -1
  49. package/dist/domain/asset.spec.js +32 -32
  50. package/dist/domain/asset.spec.js.map +1 -1
  51. package/dist/domain/balance.d.ts +7 -7
  52. package/dist/domain/balance.js +26 -21
  53. package/dist/domain/balance.js.map +1 -1
  54. package/dist/domain/balance.operator.d.ts +6 -0
  55. package/dist/domain/balance.operator.js +10 -0
  56. package/dist/domain/balance.operator.js.map +1 -0
  57. package/dist/{shared/policy.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
  58. package/dist/domain/balance.operator.spec.js +23 -0
  59. package/dist/domain/balance.operator.spec.js.map +1 -0
  60. package/dist/domain/balance.spec.js +67 -7
  61. package/dist/domain/balance.spec.js.map +1 -1
  62. package/dist/domain/candle.d.ts +2 -17
  63. package/dist/domain/candle.js +3 -70
  64. package/dist/domain/candle.js.map +1 -1
  65. package/dist/domain/candle.operator.d.ts +9 -0
  66. package/dist/domain/candle.operator.js +64 -0
  67. package/dist/domain/candle.operator.js.map +1 -0
  68. package/dist/{shared/topic.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
  69. package/dist/domain/candle.operator.spec.js +111 -0
  70. package/dist/domain/candle.operator.spec.js.map +1 -0
  71. package/dist/domain/candle.spec.js +11 -53
  72. package/dist/domain/candle.spec.js.map +1 -1
  73. package/dist/domain/commission.d.ts +4 -1
  74. package/dist/domain/commission.js +2 -2
  75. package/dist/domain/commission.js.map +1 -1
  76. package/dist/{store/event/store-balance.event.spec.d.ts → domain/commission.spec.d.ts} +0 -0
  77. package/dist/domain/commission.spec.js +30 -0
  78. package/dist/domain/commission.spec.js.map +1 -0
  79. package/dist/domain/component.d.ts +1 -0
  80. package/dist/domain/error.d.ts +5 -0
  81. package/dist/domain/error.js +24 -0
  82. package/dist/domain/error.js.map +1 -0
  83. package/dist/domain/index.d.ts +8 -1
  84. package/dist/domain/index.js +8 -1
  85. package/dist/domain/index.js.map +1 -1
  86. package/dist/domain/instrument.d.ts +3 -2
  87. package/dist/domain/instrument.js +17 -9
  88. package/dist/domain/instrument.js.map +1 -1
  89. package/dist/domain/instrument.operator.d.ts +6 -0
  90. package/dist/domain/instrument.operator.js +14 -0
  91. package/dist/domain/instrument.operator.js.map +1 -0
  92. package/dist/{store/event/store-candle.event.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
  93. package/dist/domain/instrument.operator.spec.js +24 -0
  94. package/dist/domain/instrument.operator.spec.js.map +1 -0
  95. package/dist/domain/instrument.spec.js +22 -30
  96. package/dist/domain/instrument.spec.js.map +1 -1
  97. package/dist/domain/order.d.ts +12 -14
  98. package/dist/domain/order.js +37 -26
  99. package/dist/domain/order.js.map +1 -1
  100. package/dist/domain/order.operator.d.ts +7 -0
  101. package/dist/domain/order.operator.js +14 -0
  102. package/dist/domain/order.operator.js.map +1 -0
  103. package/dist/{store/event/store-instrument.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
  104. package/dist/domain/order.operator.spec.js +64 -0
  105. package/dist/domain/order.operator.spec.js.map +1 -0
  106. package/dist/{store/event/store-order.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
  107. package/dist/domain/order.spec.js +33 -0
  108. package/dist/domain/order.spec.js.map +1 -0
  109. package/dist/domain/orderbook.d.ts +1 -0
  110. package/dist/domain/orderbook.js +1 -0
  111. package/dist/domain/orderbook.js.map +1 -1
  112. package/dist/domain/orderbook.operator.d.ts +6 -0
  113. package/dist/domain/orderbook.operator.js +10 -0
  114. package/dist/domain/orderbook.operator.js.map +1 -0
  115. package/dist/{store/event/store-trade.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
  116. package/dist/domain/orderbook.operator.spec.js +22 -0
  117. package/dist/domain/orderbook.operator.spec.js.map +1 -0
  118. package/dist/domain/orderbook.spec.d.ts +1 -0
  119. package/dist/domain/orderbook.spec.js +13 -0
  120. package/dist/domain/orderbook.spec.js.map +1 -0
  121. package/dist/domain/position.d.ts +6 -11
  122. package/dist/domain/position.js +9 -31
  123. package/dist/domain/position.js.map +1 -1
  124. package/dist/domain/position.operator.d.ts +10 -0
  125. package/dist/domain/position.operator.js +38 -0
  126. package/dist/domain/position.operator.js.map +1 -0
  127. package/dist/domain/position.operator.spec.d.ts +1 -0
  128. package/dist/domain/position.operator.spec.js +48 -0
  129. package/dist/domain/position.operator.spec.js.map +1 -0
  130. package/dist/domain/position.spec.js +21 -17
  131. package/dist/domain/position.spec.js.map +1 -1
  132. package/dist/domain/session.d.ts +15 -18
  133. package/dist/domain/session.js +21 -31
  134. package/dist/domain/session.js.map +1 -1
  135. package/dist/domain/session.spec.js +1 -1
  136. package/dist/domain/session.spec.js.map +1 -1
  137. package/dist/domain/trade.d.ts +1 -0
  138. package/dist/domain/trade.js +1 -0
  139. package/dist/domain/trade.js.map +1 -1
  140. package/dist/domain/trade.operator.d.ts +6 -0
  141. package/dist/domain/trade.operator.js +10 -0
  142. package/dist/domain/trade.operator.js.map +1 -0
  143. package/dist/domain/trade.operator.spec.d.ts +1 -0
  144. package/dist/domain/trade.operator.spec.js +24 -0
  145. package/dist/domain/trade.operator.spec.js.map +1 -0
  146. package/dist/domain/trade.spec.d.ts +1 -0
  147. package/dist/domain/trade.spec.js +13 -0
  148. package/dist/domain/trade.spec.js.map +1 -0
  149. package/dist/indicator/cross.spec.js +2 -2
  150. package/dist/indicator/cross.spec.js.map +1 -1
  151. package/dist/indicator/ema.spec.js +1 -1
  152. package/dist/indicator/ema.spec.js.map +1 -1
  153. package/dist/indicator/sma.spec.js +1 -1
  154. package/dist/indicator/sma.spec.js.map +1 -1
  155. package/dist/indicator/tma.spec.js +1 -1
  156. package/dist/indicator/tma.spec.js.map +1 -1
  157. package/dist/indicator/trailing.spec.js +2 -2
  158. package/dist/indicator/trailing.spec.js.map +1 -1
  159. package/dist/indicator/truerange.spec.js +1 -1
  160. package/dist/indicator/truerange.spec.js.map +1 -1
  161. package/dist/indicator/wma.spec.js +1 -1
  162. package/dist/indicator/wma.spec.js.map +1 -1
  163. package/dist/shared/collections.d.ts +10 -0
  164. package/dist/shared/collections.js +33 -0
  165. package/dist/shared/collections.js.map +1 -0
  166. package/dist/shared/datetime.d.ts +0 -1
  167. package/dist/shared/datetime.js +1 -12
  168. package/dist/shared/datetime.js.map +1 -1
  169. package/dist/shared/decimals.d.ts +1 -1
  170. package/dist/shared/decimals.js +4 -5
  171. package/dist/shared/decimals.js.map +1 -1
  172. package/dist/shared/decimals.spec.js +2 -1
  173. package/dist/shared/decimals.spec.js.map +1 -1
  174. package/dist/shared/index.d.ts +1 -1
  175. package/dist/shared/index.js +1 -1
  176. package/dist/shared/index.js.map +1 -1
  177. package/dist/shared/io.js.map +1 -1
  178. package/dist/shared/policy.d.ts +0 -1
  179. package/dist/shared/policy.js +1 -11
  180. package/dist/shared/policy.js.map +1 -1
  181. package/dist/storage/cache.js +1 -1
  182. package/dist/storage/cache.js.map +1 -1
  183. package/dist/storage/cache.spec.d.ts +1 -0
  184. package/dist/storage/cache.spec.js +18 -0
  185. package/dist/storage/cache.spec.js.map +1 -0
  186. package/dist/storage/feed.d.ts +3 -4
  187. package/dist/storage/feed.js +16 -6
  188. package/dist/storage/feed.js.map +1 -1
  189. package/dist/storage/storage.d.ts +2 -7
  190. package/dist/storage/storage.js +6 -11
  191. package/dist/storage/storage.js.map +1 -1
  192. package/dist/store/index.d.ts +8 -2
  193. package/dist/store/index.js +8 -2
  194. package/dist/store/index.js.map +1 -1
  195. package/dist/store/store-balance.event.d.ts +33 -0
  196. package/dist/store/store-balance.event.js +90 -0
  197. package/dist/store/store-balance.event.js.map +1 -0
  198. package/dist/store/store-balance.event.spec.d.ts +1 -0
  199. package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +7 -7
  200. package/dist/store/store-balance.event.spec.js.map +1 -0
  201. package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
  202. package/dist/store/store-instrument.event.js +52 -0
  203. package/dist/store/store-instrument.event.js.map +1 -0
  204. package/dist/store/store-instrument.event.spec.d.ts +1 -0
  205. package/dist/store/store-instrument.event.spec.js +22 -0
  206. package/dist/store/store-instrument.event.spec.js.map +1 -0
  207. package/dist/store/store-order.event.d.ts +59 -0
  208. package/dist/store/store-order.event.js +181 -0
  209. package/dist/store/store-order.event.js.map +1 -0
  210. package/dist/store/store-order.event.spec.d.ts +1 -0
  211. package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
  212. package/dist/store/store-order.event.spec.js.map +1 -0
  213. package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts} +4 -5
  214. package/dist/store/store-orderbook.event.js +42 -0
  215. package/dist/store/store-orderbook.event.js.map +1 -0
  216. package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts} +5 -7
  217. package/dist/store/store-position.event.js +77 -0
  218. package/dist/store/store-position.event.js.map +1 -0
  219. package/dist/store/store-state.d.ts +27 -0
  220. package/dist/store/store-state.js +29 -0
  221. package/dist/store/store-state.js.map +1 -0
  222. package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts} +4 -5
  223. package/dist/store/store-trade.event.js +25 -0
  224. package/dist/store/store-trade.event.js.map +1 -0
  225. package/dist/store/store-trade.event.spec.d.ts +1 -0
  226. package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js} +13 -13
  227. package/dist/store/store-trade.event.spec.js.map +1 -0
  228. package/dist/store/store.d.ts +4 -25
  229. package/dist/store/store.event.d.ts +6 -0
  230. package/dist/store/{event/store.event.js → store.event.js} +0 -0
  231. package/dist/store/store.event.js.map +1 -0
  232. package/dist/store/store.js +7 -195
  233. package/dist/store/store.js.map +1 -1
  234. package/dist/store/store.spec.d.ts +1 -0
  235. package/dist/store/store.spec.js +119 -0
  236. package/dist/store/store.spec.js.map +1 -0
  237. package/dist/tsconfig.tsbuildinfo +1 -1
  238. package/{jestconfig.unit.json → jestconfig.json} +1 -2
  239. package/package.json +2 -6
  240. package/src/adapter/adapter-aggregate.ts +27 -35
  241. package/src/adapter/adapter.ts +25 -54
  242. package/src/adapter/backtester/backtester-adapter.spec.ts +124 -0
  243. package/src/adapter/backtester/backtester-adapter.ts +28 -17
  244. package/src/adapter/backtester/backtester-cursor.spec.ts +18 -19
  245. package/src/adapter/backtester/backtester-cursor.ts +7 -7
  246. package/src/adapter/backtester/backtester-streamer.spec.ts +19 -19
  247. package/src/adapter/backtester/backtester-streamer.ts +50 -20
  248. package/src/adapter/error.ts +9 -0
  249. package/src/adapter/paper/engine/paper-engine.spec.ts +92 -0
  250. package/src/adapter/paper/engine/paper-engine.ts +135 -0
  251. package/src/adapter/paper/index.ts +1 -2
  252. package/src/adapter/paper/paper-adapter.spec.ts +55 -19
  253. package/src/adapter/paper/paper-adapter.ts +27 -24
  254. package/src/bootstrap.ts +26 -19
  255. package/src/cli/pull.ts +5 -1
  256. package/src/cli/test.ts +5 -2
  257. package/src/domain/asset.spec.ts +33 -29
  258. package/src/domain/asset.ts +27 -21
  259. package/src/domain/balance.operator.spec.ts +25 -0
  260. package/src/domain/balance.operator.ts +15 -0
  261. package/src/domain/balance.spec.ts +95 -7
  262. package/src/domain/balance.ts +35 -29
  263. package/src/domain/candle.operator.spec.ts +125 -0
  264. package/src/domain/candle.operator.ts +106 -0
  265. package/src/domain/candle.spec.ts +12 -68
  266. package/src/domain/candle.ts +2 -114
  267. package/src/domain/commission.spec.ts +33 -0
  268. package/src/domain/commission.ts +2 -2
  269. package/src/domain/component.ts +1 -0
  270. package/src/domain/error.ts +25 -0
  271. package/src/domain/index.ts +8 -1
  272. package/src/domain/instrument.operator.spec.ts +28 -0
  273. package/src/domain/instrument.operator.ts +25 -0
  274. package/src/domain/instrument.spec.ts +22 -30
  275. package/src/domain/instrument.ts +20 -11
  276. package/src/domain/order.operator.spec.ts +81 -0
  277. package/src/domain/order.operator.ts +23 -0
  278. package/src/domain/order.spec.ts +43 -0
  279. package/src/domain/order.ts +43 -46
  280. package/src/domain/orderbook.operator.spec.ts +28 -0
  281. package/src/domain/orderbook.operator.ts +15 -0
  282. package/src/domain/orderbook.spec.ts +17 -0
  283. package/src/domain/orderbook.ts +4 -1
  284. package/src/domain/position.operator.spec.ts +58 -0
  285. package/src/domain/position.operator.ts +61 -0
  286. package/src/domain/position.spec.ts +28 -24
  287. package/src/domain/position.ts +16 -48
  288. package/src/domain/session.spec.ts +1 -1
  289. package/src/domain/session.ts +41 -131
  290. package/src/domain/trade.operator.spec.ts +31 -0
  291. package/src/domain/trade.operator.ts +15 -0
  292. package/src/domain/trade.spec.ts +17 -0
  293. package/src/domain/trade.ts +4 -1
  294. package/src/indicator/cross.spec.ts +2 -2
  295. package/src/indicator/ema.spec.ts +1 -1
  296. package/src/indicator/sma.spec.ts +1 -1
  297. package/src/indicator/tma.spec.ts +1 -1
  298. package/src/indicator/trailing.spec.ts +2 -2
  299. package/src/indicator/truerange.spec.ts +1 -1
  300. package/src/indicator/wma.spec.ts +1 -1
  301. package/src/shared/collections.ts +35 -0
  302. package/src/shared/datetime.ts +0 -12
  303. package/src/shared/decimals.spec.ts +2 -1
  304. package/src/shared/decimals.ts +6 -6
  305. package/src/shared/index.ts +1 -1
  306. package/src/shared/io.ts +0 -2
  307. package/src/shared/policy.ts +0 -13
  308. package/src/storage/cache.spec.ts +18 -0
  309. package/src/storage/cache.ts +1 -1
  310. package/src/storage/feed.ts +26 -16
  311. package/src/storage/storage.ts +9 -13
  312. package/src/store/index.ts +8 -2
  313. package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +6 -6
  314. package/src/store/store-balance.event.ts +124 -0
  315. package/src/store/store-instrument.event.spec.ts +25 -0
  316. package/src/store/store-instrument.event.ts +72 -0
  317. package/src/store/store-order.event.spec.ts +28 -0
  318. package/src/store/store-order.event.ts +214 -0
  319. package/src/store/store-orderbook.event.ts +54 -0
  320. package/src/store/store-position.event.ts +102 -0
  321. package/src/store/store-state.ts +48 -0
  322. package/src/store/{event/store-trade.event.spec.ts → store-trade.event.spec.ts} +14 -14
  323. package/src/store/store-trade.event.ts +36 -0
  324. package/src/store/store.event.ts +8 -0
  325. package/src/store/store.spec.ts +180 -0
  326. package/src/store/store.ts +10 -208
  327. package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
  328. package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
  329. package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
  330. package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
  331. package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
  332. package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
  333. package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
  334. package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
  335. package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
  336. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
  337. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
  338. package/dist/domain/statement.d.ts +0 -4
  339. package/dist/domain/statement.js +0 -87
  340. package/dist/domain/statement.js.map +0 -1
  341. package/dist/shared/policy.spec.js +0 -22
  342. package/dist/shared/policy.spec.js.map +0 -1
  343. package/dist/shared/topic.d.ts +0 -14
  344. package/dist/shared/topic.js +0 -40
  345. package/dist/shared/topic.js.map +0 -1
  346. package/dist/shared/topic.spec.js +0 -43
  347. package/dist/shared/topic.spec.js.map +0 -1
  348. package/dist/store/event/index.d.ts +0 -8
  349. package/dist/store/event/index.js +0 -25
  350. package/dist/store/event/index.js.map +0 -1
  351. package/dist/store/event/store-balance.event.d.ts +0 -37
  352. package/dist/store/event/store-balance.event.js +0 -119
  353. package/dist/store/event/store-balance.event.js.map +0 -1
  354. package/dist/store/event/store-balance.event.spec.js.map +0 -1
  355. package/dist/store/event/store-candle.event.d.ts +0 -18
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  360. package/dist/store/event/store-instrument.event.js +0 -78
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  362. package/dist/store/event/store-instrument.event.spec.js +0 -21
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  364. package/dist/store/event/store-order.event.d.ts +0 -61
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  366. package/dist/store/event/store-order.event.js.map +0 -1
  367. package/dist/store/event/store-order.event.spec.js.map +0 -1
  368. package/dist/store/event/store-orderbook.event.js +0 -65
  369. package/dist/store/event/store-orderbook.event.js.map +0 -1
  370. package/dist/store/event/store-position.event.js +0 -97
  371. package/dist/store/event/store-position.event.js.map +0 -1
  372. package/dist/store/event/store-trade.event.js +0 -47
  373. package/dist/store/event/store-trade.event.js.map +0 -1
  374. package/dist/store/event/store-trade.event.spec.js.map +0 -1
  375. package/dist/store/event/store.event.d.ts +0 -5
  376. package/dist/store/event/store.event.js.map +0 -1
  377. package/dist/store/store.state.d.ts +0 -21
  378. package/dist/store/store.state.js +0 -21
  379. package/dist/store/store.state.js.map +0 -1
  380. package/dist/tests/backtester-adapter.spec.js +0 -61
  381. package/dist/tests/backtester-adapter.spec.js.map +0 -1
  382. package/dist/tests/session.spec.d.ts +0 -0
  383. package/dist/tests/session.spec.js +0 -1
  384. package/dist/tests/session.spec.js.map +0 -1
  385. package/jestconfig.integration.json +0 -12
  386. package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
  387. package/src/adapter/paper/simulator/paper-simulator.ts +0 -121
  388. package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
  389. package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
  390. package/src/domain/statement.ts +0 -119
  391. package/src/shared/policy.spec.ts +0 -25
  392. package/src/shared/topic.spec.ts +0 -34
  393. package/src/shared/topic.ts +0 -43
  394. package/src/store/event/index.ts +0 -8
  395. package/src/store/event/store-balance.event.ts +0 -161
  396. package/src/store/event/store-candle.event.spec.ts +0 -30
  397. package/src/store/event/store-candle.event.ts +0 -71
  398. package/src/store/event/store-instrument.event.spec.ts +0 -25
  399. package/src/store/event/store-instrument.event.ts +0 -84
  400. package/src/store/event/store-order.event.spec.ts +0 -28
  401. package/src/store/event/store-order.event.ts +0 -218
  402. package/src/store/event/store-orderbook.event.ts +0 -70
  403. package/src/store/event/store-position.event.ts +0 -109
  404. package/src/store/event/store-trade.event.ts +0 -52
  405. package/src/store/event/store.event.ts +0 -6
  406. package/src/store/store.state.ts +0 -43
  407. package/src/tests/backtester-adapter.spec.ts +0 -88
  408. package/src/tests/session.spec.ts +0 -121
@@ -0,0 +1,6 @@
1
+ import { Observable } from 'rxjs';
2
+ import { State } from '../store';
3
+ import { Component } from './component';
4
+ import { InstrumentSelector } from './instrument';
5
+ import { Trade } from './trade';
6
+ export declare function trade(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Trade>;
@@ -0,0 +1,10 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.trade = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ const trade_1 = require("./trade");
6
+ function trade(selector, state) {
7
+ return (source$) => source$.pipe((0, rxjs_1.startWith)(state.trade.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof trade_1.Trade && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
8
+ }
9
+ exports.trade = trade;
10
+ //# sourceMappingURL=trade.operator.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"trade.operator.js","sourceRoot":"","sources":["../../src/domain/trade.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B,EAAE,KAAY;IAC9D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACvC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;AACN,CAAC;AAPD,sBAOC"}
@@ -0,0 +1 @@
1
+ export {};
@@ -0,0 +1,24 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const rxjs_1 = require("rxjs");
4
+ const store_1 = require("../store");
5
+ const asset_1 = require("./asset");
6
+ const instrument_1 = require("./instrument");
7
+ const trade_1 = require("./trade");
8
+ const trade_operator_1 = require("./trade.operator");
9
+ describe('trade', () => {
10
+ const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
11
+ const state = new store_1.State();
12
+ beforeEach(() => {
13
+ state.trade.upsert(new trade_1.Trade(instrument));
14
+ });
15
+ test('should pipe an orderbook on subscription', done => {
16
+ new rxjs_1.Subject().pipe((0, trade_operator_1.trade)(instrument, state)).subscribe({
17
+ next: it => {
18
+ expect(it.id).toEqual(instrument.id);
19
+ done();
20
+ }
21
+ });
22
+ });
23
+ });
24
+ //# sourceMappingURL=trade.operator.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"trade.operator.spec.js","sourceRoot":"","sources":["../../src/domain/trade.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAChE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -0,0 +1 @@
1
+ export {};
@@ -0,0 +1,13 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const asset_1 = require("./asset");
4
+ const instrument_1 = require("./instrument");
5
+ const trade_1 = require("./trade");
6
+ describe('Trade', () => {
7
+ const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
8
+ test('should construct an empty trade', () => {
9
+ const sut = new trade_1.Trade(instrument);
10
+ expect(sut.id).toEqual(instrument.id);
11
+ });
12
+ });
13
+ //# sourceMappingURL=trade.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"trade.spec.js","sourceRoot":"","sources":["../../src/domain/trade.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC;QAElC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const cross_1 = require("./cross");
5
- describe('crossunder tests', () => {
5
+ describe('crossunder', () => {
6
6
  test('should crossunder uptrend once', done => {
7
7
  (0, rxjs_1.from)([1, 2, 3, 4, 5])
8
8
  .pipe((0, cross_1.crossunder)(() => 3, it => it))
@@ -50,7 +50,7 @@ describe('crossunder tests', () => {
50
50
  });
51
51
  });
52
52
  });
53
- describe('crossover tests', () => {
53
+ describe('crossover', () => {
54
54
  test('should crossover downtrend once', done => {
55
55
  (0, rxjs_1.from)([5, 4, 3, 2, 1])
56
56
  .pipe((0, cross_1.crossover)(() => 3, it => it))
@@ -1 +1 @@
1
- {"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,mCAAgD;AAEhD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC/B,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,mCAAgD;AAEhD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const ema_1 = require("./ema");
5
- describe('ema tests', () => {
5
+ describe('ema', () => {
6
6
  test('should return expected value', done => {
7
7
  let value;
8
8
  (0, rxjs_1.from)([
@@ -1 +1 @@
1
- {"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACvB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACvB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const sma_1 = require("./sma");
5
- describe('sma tests', () => {
5
+ describe('sma', () => {
6
6
  test('should return expected value', done => {
7
7
  let value;
8
8
  (0, rxjs_1.from)([18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
@@ -1 +1 @@
1
- {"version":3,"file":"sma.spec.js","sourceRoot":"","sources":["../../src/indicator/sma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"sma.spec.js","sourceRoot":"","sources":["../../src/indicator/sma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const tma_1 = require("./tma");
5
- describe('tma tests', () => {
5
+ describe('tma', () => {
6
6
  test('should return expected value', done => {
7
7
  let value;
8
8
  (0, rxjs_1.from)([18086.36, 18116.15, 18127.81, 18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
@@ -1 +1 @@
1
- {"version":3,"file":"tma.spec.js","sourceRoot":"","sources":["../../src/indicator/tma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aAClF,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"tma.spec.js","sourceRoot":"","sources":["../../src/indicator/tma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aAClF,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const trailing_1 = require("./trailing");
5
- describe('trailing up tests', () => {
5
+ describe('trailingup', () => {
6
6
  test('should trigger uptrend once', done => {
7
7
  let triggered = false;
8
8
  (0, rxjs_1.from)([1, 2, 3, 2, 3])
@@ -34,7 +34,7 @@ describe('trailing up tests', () => {
34
34
  });
35
35
  });
36
36
  });
37
- describe('trailingdown tests', () => {
37
+ describe('trailingdown', () => {
38
38
  test('should trigger downtrend once', done => {
39
39
  let triggered = false;
40
40
  (0, rxjs_1.from)([3, 2, 1, 2, 1])
@@ -1 +1 @@
1
- {"version":3,"file":"trailing.spec.js","sourceRoot":"","sources":["../../src/indicator/trailing.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,yCAAsD;AAEtD,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,6BAA6B,EAAE,IAAI,CAAC,EAAE;QACzC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CAAC,IAAA,qBAAU,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAChC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,GAAG,IAAI,CAAC;YACnB,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,SAAS,GAAG,CAAC,CAAC;QAElB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACxB,IAAI,CAAC,IAAA,qBAAU,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAChC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,EAAE,CAAC;YACd,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAC1B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAClC,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CAAC,IAAA,uBAAY,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAClC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,GAAG,IAAI,CAAC;YACnB,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAI,SAAS,GAAG,CAAC,CAAC;QAElB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACxB,IAAI,CAAC,IAAA,uBAAY,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAClC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,EAAE,CAAC;YACd,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAC1B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"trailing.spec.js","sourceRoot":"","sources":["../../src/indicator/trailing.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,yCAAsD;AAEtD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,6BAA6B,EAAE,IAAI,CAAC,EAAE;QACzC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CAAC,IAAA,qBAAU,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAChC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,GAAG,IAAI,CAAC;YACnB,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,SAAS,GAAG,CAAC,CAAC;QAElB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACxB,IAAI,CAAC,IAAA,qBAAU,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAChC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,EAAE,CAAC;YACd,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAC1B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CAAC,IAAA,uBAAY,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAClC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,GAAG,IAAI,CAAC;YACnB,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAI,SAAS,GAAG,CAAC,CAAC;QAElB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACxB,IAAI,CAAC,IAAA,uBAAY,EAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aAClC,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,SAAS,EAAE,CAAC;YACd,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAC1B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -5,7 +5,7 @@ const domain_1 = require("../domain");
5
5
  const shared_1 = require("../shared");
6
6
  const sma_1 = require("./sma");
7
7
  const truerange_1 = require("./truerange");
8
- describe('truerange atr tests', () => {
8
+ describe('truerange', () => {
9
9
  test('should return expected value', done => {
10
10
  let value;
11
11
  (0, rxjs_1.from)([
@@ -1 +1 @@
1
- {"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"}
1
+ {"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,WAAW,EAAE,GAAG,EAAE;IACzB,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"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const wma_1 = require("./wma");
5
- describe('wma tests', () => {
5
+ describe('wma', () => {
6
6
  test('should return expected value', done => {
7
7
  let value;
8
8
  (0, rxjs_1.from)([18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
@@ -1 +1 @@
1
- {"version":3,"file":"wma.spec.js","sourceRoot":"","sources":["../../src/indicator/wma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"wma.spec.js","sourceRoot":"","sources":["../../src/indicator/wma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,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,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -0,0 +1,10 @@
1
+ export declare class Set<T extends {
2
+ id: string;
3
+ }> {
4
+ private readonly array;
5
+ constructor(values?: ReadonlyArray<T>);
6
+ get(id: string): T;
7
+ tryGetOrSet(id: string, setter: () => T): T;
8
+ upsert(value: T): T;
9
+ asReadonlyArray(): ReadonlyArray<T>;
10
+ }
@@ -0,0 +1,33 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.Set = void 0;
4
+ class Set {
5
+ constructor(values) {
6
+ this.array = [];
7
+ if (values) {
8
+ values.forEach(it => this.upsert(it));
9
+ }
10
+ }
11
+ get(id) {
12
+ return this.array.find(it => it.id == id);
13
+ }
14
+ tryGetOrSet(id, setter) {
15
+ var _a;
16
+ return (_a = this.get(id)) !== null && _a !== void 0 ? _a : this.upsert(setter());
17
+ }
18
+ upsert(value) {
19
+ this.array.forEach((it, idx) => {
20
+ if (it.id == value.id) {
21
+ this.array[idx] = value;
22
+ return value;
23
+ }
24
+ });
25
+ this.array.push(value);
26
+ return value;
27
+ }
28
+ asReadonlyArray() {
29
+ return this.array;
30
+ }
31
+ }
32
+ exports.Set = Set;
33
+ //# sourceMappingURL=collections.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"collections.js","sourceRoot":"","sources":["../../src/shared/collections.ts"],"names":[],"mappings":";;;AAAA,MAAa,GAAG;IAGd,YAAY,MAAyB;QAFpB,UAAK,GAAa,EAAE,CAAC;QAGpC,IAAI,MAAM,EAAE;YACV,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;SACvC;IACH,CAAC;IAED,GAAG,CAAC,EAAU;QACZ,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,CAAC;IAC5C,CAAC;IAED,WAAW,CAAC,EAAU,EAAE,MAAe;;QACrC,OAAO,MAAA,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,mCAAI,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;IAC/C,CAAC;IAED,MAAM,CAAC,KAAQ;QACb,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,EAAE;YAC7B,IAAI,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,EAAE;gBACrB,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC;gBAExB,OAAO,KAAK,CAAC;aACd;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEvB,OAAO,KAAK,CAAC;IACf,CAAC;IAED,eAAe;QACb,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;CACF;AAlCD,kBAkCC"}
@@ -1,3 +1,2 @@
1
1
  export declare type timestamp = number;
2
2
  export declare function now(): timestamp;
3
- export declare function toString(timestamp: timestamp): string;
@@ -1,19 +1,8 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.toString = exports.now = void 0;
3
+ exports.now = void 0;
4
4
  function now() {
5
5
  return new Date().getTime();
6
6
  }
7
7
  exports.now = now;
8
- function toString(timestamp) {
9
- const date = new Date(timestamp);
10
- const day = ('0' + date.getDate()).slice(-2);
11
- const month = ('0' + (date.getMonth() + 1)).slice(-2);
12
- const year = date.getFullYear();
13
- const hours = ('0' + date.getHours()).slice(-2);
14
- const minutes = ('0' + date.getMinutes()).slice(-2);
15
- const seconds = ('0' + date.getSeconds()).slice(-2);
16
- return `${year}-${month}-${day} ${hours}:${minutes}:${seconds}`;
17
- }
18
- exports.toString = toString;
19
8
  //# sourceMappingURL=datetime.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"datetime.js","sourceRoot":"","sources":["../../src/shared/datetime.ts"],"names":[],"mappings":";;;AAEA,SAAgB,GAAG;IACjB,OAAO,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAC;AAC9B,CAAC;AAFD,kBAEC;AAED,SAAgB,QAAQ,CAAC,SAAoB;IAC3C,MAAM,IAAI,GAAG,IAAI,IAAI,CAAC,SAAS,CAAC,CAAC;IACjC,MAAM,GAAG,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7C,MAAM,KAAK,GAAG,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;IAChC,MAAM,KAAK,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAChD,MAAM,OAAO,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,UAAU,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IACpD,MAAM,OAAO,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,UAAU,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAEpD,OAAO,GAAG,IAAI,IAAI,KAAK,IAAI,GAAG,IAAI,KAAK,IAAI,OAAO,IAAI,OAAO,EAAE,CAAC;AAClE,CAAC;AAVD,4BAUC"}
1
+ {"version":3,"file":"datetime.js","sourceRoot":"","sources":["../../src/shared/datetime.ts"],"names":[],"mappings":";;;AAEA,SAAgB,GAAG;IACjB,OAAO,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAC;AAC9B,CAAC;AAFD,kBAEC"}
@@ -3,6 +3,6 @@ export declare function floor(number: number, precision: number): number;
3
3
  export declare function ceil(number: number, precision: number): number;
4
4
  export declare function fixed(number: number, precision: number): number;
5
5
  export declare function weightedMean(values: number[], weights: number[]): number;
6
- export declare function pnl(entryRate: number, exitRate: number, size: number): number;
6
+ export declare function pnl(entryRate: number, exitRate: number, amount: number): number;
7
7
  export declare function candledown(timestamp: number, timeframe: number): number;
8
8
  export declare function candleup(timestamp: number, timeframe: number): number;
@@ -25,7 +25,8 @@ function ceil(number, precision) {
25
25
  }
26
26
  exports.ceil = ceil;
27
27
  function fixed(number, precision) {
28
- return floor(number, precision);
28
+ return (Math.floor((number + Number.EPSILON) * Math.pow(10, precision)) /
29
+ Math.pow(10, precision));
29
30
  }
30
31
  exports.fixed = fixed;
31
32
  function weightedMean(values, weights) {
@@ -42,10 +43,8 @@ function weightedMean(values, weights) {
42
43
  return result[0] / result[1];
43
44
  }
44
45
  exports.weightedMean = weightedMean;
45
- function pnl(entryRate, exitRate, size) {
46
- const cost = size * entryRate;
47
- const unrealized = size * exitRate;
48
- return unrealized - cost;
46
+ function pnl(entryRate, exitRate, amount) {
47
+ return (exitRate / entryRate - 1) * amount;
49
48
  }
50
49
  exports.pnl = pnl;
51
50
  function candledown(timestamp, timeframe) {
@@ -1 +1 @@
1
- {"version":3,"file":"decimals.js","sourceRoot":"","sources":["../../src/shared/decimals.ts"],"names":[],"mappings":";;;AAKA,SAAgB,SAAS,CAAC,KAAa;IACrC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;QACpB,OAAO,CAAC,CAAC;KACV;IAED,IAAI,CAAC,GAAG,CAAC,CAAC;IACV,IAAI,CAAC,GAAG,CAAC,CAAC;IAEV,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,CAAC,CAAC,GAAG,CAAC,KAAK,KAAK,EAAE;QAC1C,CAAC,IAAI,EAAE,CAAC;QACR,CAAC,EAAE,CAAC;KACL;IAED,OAAO,CAAC,CAAC;AACX,CAAC;AAdD,8BAcC;AAQD,SAAgB,KAAK,CAAC,MAAc,EAAE,SAAiB;IACrD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;IAEtC,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;AAC5C,CAAC;AAJD,sBAIC;AAQD,SAAgB,IAAI,CAAC,MAAc,EAAE,SAAiB;IACpD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;IAEtC,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;AAC3C,CAAC;AAJD,oBAIC;AAQD,SAAgB,KAAK,CAAC,MAAc,EAAE,SAAiB;IACrD,OAAO,KAAK,CAAC,MAAM,EAAE,SAAS,CAAC,CAAC;AAClC,CAAC;AAFD,sBAEC;AAED,SAAgB,YAAY,CAAC,MAAgB,EAAE,OAAiB;IAC9D,MAAM,MAAM,GAAG,MAAM;SAClB,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,EAAE,EAAE;QAChB,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1B,MAAM,GAAG,GAAG,KAAK,GAAG,MAAM,CAAC;QAC3B,OAAO,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IACvB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAExD,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;QACd,OAAO,CAAC,CAAC;KACV;IAED,OAAO,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;AAC/B,CAAC;AAdD,oCAcC;AAED,SAAgB,GAAG,CAAC,SAAiB,EAAE,QAAgB,EAAE,IAAY;IACnE,MAAM,IAAI,GAAG,IAAI,GAAG,SAAS,CAAC;IAC9B,MAAM,UAAU,GAAG,IAAI,GAAG,QAAQ,CAAC;IAEnC,OAAO,UAAU,GAAG,IAAI,CAAC;AAC3B,CAAC;AALD,kBAKC;AAQD,SAAgB,UAAU,CAAC,SAAiB,EAAE,SAAiB;IAC7D,OAAO,SAAS,GAAG,CAAC,SAAS,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC;AAFD,gCAEC;AAQD,SAAgB,QAAQ,CAAC,SAAiB,EAAE,SAAiB;IAC3D,OAAO,UAAU,CAAC,SAAS,EAAE,SAAS,CAAC,GAAG,SAAS,CAAC;AACtD,CAAC;AAFD,4BAEC"}
1
+ {"version":3,"file":"decimals.js","sourceRoot":"","sources":["../../src/shared/decimals.ts"],"names":[],"mappings":";;;AAKA,SAAgB,SAAS,CAAC,KAAa;IACrC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;QACpB,OAAO,CAAC,CAAC;KACV;IAED,IAAI,CAAC,GAAG,CAAC,CAAC;IACV,IAAI,CAAC,GAAG,CAAC,CAAC;IAEV,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,CAAC,CAAC,GAAG,CAAC,KAAK,KAAK,EAAE;QAC1C,CAAC,IAAI,EAAE,CAAC;QACR,CAAC,EAAE,CAAC;KACL;IAED,OAAO,CAAC,CAAC;AACX,CAAC;AAdD,8BAcC;AAQD,SAAgB,KAAK,CAAC,MAAc,EAAE,SAAiB;IACrD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;IAEtC,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;AAC5C,CAAC;AAJD,sBAIC;AAQD,SAAgB,IAAI,CAAC,MAAc,EAAE,SAAiB;IACpD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;IAEtC,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;AAC3C,CAAC;AAJD,oBAIC;AAQD,SAAgB,KAAK,CAAC,MAAc,EAAE,SAAiB;IACrD,OAAO,CACL,IAAI,CAAC,KAAK,CAAC,CAAC,MAAM,GAAG,MAAM,CAAC,OAAO,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;QAC/D,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CACxB,CAAC;AACJ,CAAC;AALD,sBAKC;AAED,SAAgB,YAAY,CAAC,MAAgB,EAAE,OAAiB;IAC9D,MAAM,MAAM,GAAG,MAAM;SAClB,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,EAAE,EAAE;QAChB,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1B,MAAM,GAAG,GAAG,KAAK,GAAG,MAAM,CAAC;QAC3B,OAAO,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IACvB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAExD,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;QACd,OAAO,CAAC,CAAC;KACV;IAED,OAAO,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;AAC/B,CAAC;AAdD,oCAcC;AAED,SAAgB,GAAG,CAAC,SAAiB,EAAE,QAAgB,EAAE,MAAc;IACrE,OAAO,CAAC,QAAQ,GAAG,SAAS,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC;AAC7C,CAAC;AAFD,kBAEC;AAQD,SAAgB,UAAU,CAAC,SAAiB,EAAE,SAAiB;IAC7D,OAAO,SAAS,GAAG,CAAC,SAAS,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC;AAFD,gCAEC;AAQD,SAAgB,QAAQ,CAAC,SAAiB,EAAE,SAAiB;IAC3D,OAAO,UAAU,CAAC,SAAS,EAAE,SAAS,CAAC,GAAG,SAAS,CAAC;AACtD,CAAC;AAFD,4BAEC"}
@@ -1,7 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const decimals_1 = require("./decimals");
4
- describe('decimals tests', () => {
4
+ describe('decimals', () => {
5
5
  test('get precision tests', () => {
6
6
  expect((0, decimals_1.precision)(0.01)).toEqual(2);
7
7
  expect((0, decimals_1.precision)(0.0054)).toEqual(4);
@@ -14,6 +14,7 @@ describe('decimals tests', () => {
14
14
  expect((0, decimals_1.fixed)(0.011, 2)).toEqual(0.01);
15
15
  expect((0, decimals_1.fixed)(0.019, 2)).toEqual(0.01);
16
16
  expect((0, decimals_1.fixed)(0.019, 0)).toEqual(0);
17
+ expect((0, decimals_1.fixed)(0.00000058, 8)).toEqual(0.00000058);
17
18
  });
18
19
  test('floor tests', () => {
19
20
  expect((0, decimals_1.floor)(0.01, 2)).toEqual(0.01);
@@ -1 +1 @@
1
- {"version":3,"file":"decimals.spec.js","sourceRoot":"","sources":["../../src/shared/decimals.spec.ts"],"names":[],"mappings":";;AAAA,yCAA2D;AAE3D,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAC/B,MAAM,CAAC,IAAA,oBAAS,EAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,IAAA,oBAAS,EAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAClD,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,YAAY,EAAE,GAAG,EAAE;QACtB,MAAM,CAAC,IAAA,eAAI,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACpC,MAAM,CAAC,IAAA,eAAI,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QACjD,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"decimals.spec.js","sourceRoot":"","sources":["../../src/shared/decimals.spec.ts"],"names":[],"mappings":";;AAAA,yCAA2D;AAE3D,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAC/B,MAAM,CAAC,IAAA,oBAAS,EAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,IAAA,oBAAS,EAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,IAAA,gBAAK,EAAC,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;IACnD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAClD,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,YAAY,EAAE,GAAG,EAAE;QACtB,MAAM,CAAC,IAAA,eAAI,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACpC,MAAM,CAAC,IAAA,eAAI,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QACjD,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -3,4 +3,4 @@ export * from './decimals';
3
3
  export * from './io';
4
4
  export * from './logger';
5
5
  export * from './policy';
6
- export * from './topic';
6
+ export * from './collections';
@@ -19,5 +19,5 @@ __exportStar(require("./decimals"), exports);
19
19
  __exportStar(require("./io"), exports);
20
20
  __exportStar(require("./logger"), exports);
21
21
  __exportStar(require("./policy"), exports);
22
- __exportStar(require("./topic"), exports);
22
+ __exportStar(require("./collections"), exports);
23
23
  //# sourceMappingURL=index.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,6CAA2B;AAC3B,6CAA2B;AAC3B,uCAAqB;AACrB,2CAAyB;AACzB,2CAAyB;AACzB,0CAAwB"}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,6CAA2B;AAC3B,6CAA2B;AAC3B,uCAAqB;AACrB,2CAAyB;AACzB,2CAAyB;AACzB,gDAA8B"}
@@ -1 +1 @@
1
- {"version":3,"file":"io.js","sourceRoot":"","sources":["../../src/shared/io.ts"],"names":[],"mappings":";;;AAEA,SAAgB,gBAAgB;IAC9B,OAAO,eAAe,CAAC;AACzB,CAAC;AAFD,4CAEC"}
1
+ {"version":3,"file":"io.js","sourceRoot":"","sources":["../../src/shared/io.ts"],"names":[],"mappings":";;;AAAA,SAAgB,gBAAgB;IAC9B,OAAO,eAAe,CAAC;AACzB,CAAC;AAFD,4CAEC"}
@@ -1,2 +1 @@
1
1
  export declare function retry<T>(fn: () => Promise<T>): Promise<T>;
2
- export declare function cache<T>(key: any, fn: () => Promise<T>): Promise<T>;
@@ -1,19 +1,9 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.cache = exports.retry = void 0;
4
- const hash = require("object-hash");
3
+ exports.retry = void 0;
5
4
  const ts_retry_1 = require("ts-retry");
6
5
  function retry(fn) {
7
6
  return (0, ts_retry_1.retryAsync)(fn, { delay: 1000, maxTry: 3 });
8
7
  }
9
8
  exports.retry = retry;
10
- const inMemoryCache = {};
11
- async function cache(key, fn) {
12
- const hashed = hash(key);
13
- if (inMemoryCache[hashed]) {
14
- return inMemoryCache[hashed];
15
- }
16
- return (inMemoryCache[hashed] = await fn());
17
- }
18
- exports.cache = cache;
19
9
  //# sourceMappingURL=policy.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"policy.js","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":";;;AAAA,oCAAoC;AACpC,uCAAsC;AAEtC,SAAgB,KAAK,CAAI,EAAoB;IAC3C,OAAO,IAAA,qBAAU,EAAC,EAAE,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,CAAC;AACpD,CAAC;AAFD,sBAEC;AAED,MAAM,aAAa,GAAwB,EAAE,CAAC;AAEvC,KAAK,UAAU,KAAK,CAAI,GAAQ,EAAE,EAAoB;IAC3D,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC;IAEzB,IAAI,aAAa,CAAC,MAAM,CAAC,EAAE;QACzB,OAAO,aAAa,CAAC,MAAM,CAAC,CAAC;KAC9B;IAED,OAAO,CAAC,aAAa,CAAC,MAAM,CAAC,GAAG,MAAM,EAAE,EAAE,CAAC,CAAC;AAC9C,CAAC;AARD,sBAQC"}
1
+ {"version":3,"file":"policy.js","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":";;;AAAA,uCAAsC;AAEtC,SAAgB,KAAK,CAAI,EAAoB;IAC3C,OAAO,IAAA,qBAAU,EAAC,EAAE,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,CAAC;AACpD,CAAC;AAFD,sBAEC"}
@@ -12,7 +12,7 @@ class Cache {
12
12
  const payload = await this.storage.query(options.key, {
13
13
  kind: 'cache',
14
14
  count: 1,
15
- to: time
15
+ to: time + 1
16
16
  });
17
17
  if ((_a = (!payload.length || payload[0].timestamp < time - options.ttl)) !== null && _a !== void 0 ? _a : 60 * 60 * 24) {
18
18
  const value = await getter();
@@ -1 +1 @@
1
- {"version":3,"file":"cache.js","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":";;;AAAA,sCAAgC;AAGhC,MAAa,KAAK;IAChB,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAEjD,KAAK,CAAC,MAAM,CACV,MAAwB,EACxB,OAAsC;;QAEtC,MAAM,IAAI,GAAG,IAAA,YAAG,GAAE,CAAC;QAEnB,MAAM,OAAO,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,EAAE;YACpD,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,CAAC;YACR,EAAE,EAAE,IAAI;SACT,CAAC,CAAC;QAEH,IAAI,MAAA,CAAC,CAAC,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,mCAAI,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE;YAClF,MAAM,KAAK,GAAG,MAAM,MAAM,EAAE,CAAC;YAE7B,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,EAAE;gBACnC;oBACE,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,OAAO;oBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC;iBAC5B;aACF,CAAC,CAAC;YAEH,OAAO,KAAK,CAAC;SACd;QAED,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IACrC,CAAC;CACF;AA/BD,sBA+BC"}
1
+ {"version":3,"file":"cache.js","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":";;;AAAA,sCAAgC;AAGhC,MAAa,KAAK;IAChB,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAEjD,KAAK,CAAC,MAAM,CACV,MAAwB,EACxB,OAAsC;;QAEtC,MAAM,IAAI,GAAG,IAAA,YAAG,GAAE,CAAC;QAEnB,MAAM,OAAO,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,EAAE;YACpD,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,CAAC;YACR,EAAE,EAAE,IAAI,GAAG,CAAC;SACb,CAAC,CAAC;QAEH,IAAI,MAAA,CAAC,CAAC,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,mCAAI,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE;YAClF,MAAM,KAAK,GAAG,MAAM,MAAM,EAAE,CAAC;YAE7B,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,EAAE;gBACnC;oBACE,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,OAAO;oBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC;iBAC5B;aACF,CAAC,CAAC;YAEH,OAAO,KAAK,CAAC;SACd;QAED,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IACrC,CAAC;CACF;AA/BD,sBA+BC"}
@@ -0,0 +1 @@
1
+ export {};
@@ -0,0 +1,18 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const cache_1 = require("./cache");
4
+ const storage_1 = require("./storage");
5
+ describe('Cache', () => {
6
+ test('should return cached value', async () => {
7
+ const cache = new cache_1.Cache(new storage_1.InMemoryStorage());
8
+ const value1 = await cache.tryGet(() => Promise.resolve('quantform-1'), {
9
+ key: 'test'
10
+ });
11
+ const value2 = await cache.tryGet(() => Promise.resolve('quantform-2'), {
12
+ key: 'test'
13
+ });
14
+ expect(value1).toEqual('quantform-1');
15
+ expect(value2).toEqual('quantform-1');
16
+ });
17
+ });
18
+ //# sourceMappingURL=cache.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"cache.spec.js","sourceRoot":"","sources":["../../src/storage/cache.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,uCAA4C;AAE5C,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,4BAA4B,EAAE,KAAK,IAAI,EAAE;QAC5C,MAAM,KAAK,GAAG,IAAI,aAAK,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAE/C,MAAM,MAAM,GAAG,MAAM,KAAK,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC,aAAa,CAAC,EAAE;YACtE,GAAG,EAAE,MAAM;SACZ,CAAC,CAAC;QACH,MAAM,MAAM,GAAG,MAAM,KAAK,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC,aAAa,CAAC,EAAE;YACtE,GAAG,EAAE,MAAM;SACZ,CAAC,CAAC;QAEH,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;QACtC,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,10 +1,9 @@
1
- import { InstrumentSelector } from '../domain';
2
- import { StoreEvent } from '../store';
1
+ import { Candle, InstrumentSelector } from '../domain';
3
2
  import { Storage, StorageQueryOptions } from './storage';
4
3
  export declare class Feed {
5
4
  private readonly storage;
6
5
  constructor(storage: Storage);
7
6
  index(): Promise<Array<string>>;
8
- save(instrument: InstrumentSelector, events: StoreEvent[]): Promise<void>;
9
- query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StoreEvent[]>;
7
+ save(instrument: InstrumentSelector, candles: Candle[]): Promise<void>;
8
+ query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<Candle[]>;
10
9
  }
@@ -1,6 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.Feed = void 0;
4
+ const domain_1 = require("../domain");
4
5
  class Feed {
5
6
  constructor(storage) {
6
7
  this.storage = storage;
@@ -8,16 +9,25 @@ class Feed {
8
9
  index() {
9
10
  return this.storage.index();
10
11
  }
11
- save(instrument, events) {
12
- return this.storage.save(instrument.toString(), events.map(it => ({
12
+ save(instrument, candles) {
13
+ return this.storage.save(instrument.toString(), candles.map(it => ({
13
14
  timestamp: it.timestamp,
14
- kind: it.type,
15
- json: JSON.stringify(it, (key, value) => key != 'timestamp' && key != 'type' && key != 'instrument' ? value : undefined)
15
+ kind: 'candle',
16
+ json: JSON.stringify({
17
+ o: it.open,
18
+ h: it.high,
19
+ l: it.low,
20
+ c: it.close,
21
+ v: it.volume
22
+ })
16
23
  })));
17
24
  }
18
25
  async query(instrument, options) {
19
- const rows = await this.storage.query(instrument.toString(), options);
20
- return rows.map(it => (Object.assign({ timestamp: it.timestamp, type: it.kind, instrument }, JSON.parse(it.json))));
26
+ const rows = await this.storage.query(instrument.id, options);
27
+ return rows.map(it => {
28
+ const payload = JSON.parse(it.json);
29
+ return new domain_1.Candle(it.timestamp, payload.o, payload.h, payload.l, payload.c, payload.v);
30
+ });
21
31
  }
22
32
  }
23
33
  exports.Feed = Feed;
@@ -1 +1 @@
1
- {"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;AAQA,MAAa,IAAI;IACf,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAKjD,KAAK;QACH,OAAO,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAQD,IAAI,CAAC,UAA8B,EAAE,MAAoB;QACvD,OAAO,IAAI,CAAC,OAAO,CAAC,IAAI,CACtB,UAAU,CAAC,QAAQ,EAAE,EACrB,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAChB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,EAAE,CAAC,IAAI;YACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,EAAE,EAAE,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CACtC,GAAG,IAAI,WAAW,IAAI,GAAG,IAAI,MAAM,IAAI,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAC/E;SACF,CAAC,CAAC,CACJ,CAAC;IACJ,CAAC;IAQD,KAAK,CAAC,KAAK,CACT,UAA8B,EAC9B,OAA4B;QAE5B,MAAM,IAAI,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,EAAE,OAAO,CAAC,CAAC;QAEtE,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,iBACpB,SAAS,EAAE,EAAE,CAAC,SAAS,EACvB,IAAI,EAAE,EAAE,CAAC,IAAI,EACb,UAAU,IACP,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,EACtB,CAAC,CAAC;IACN,CAAC;CACF;AAhDD,oBAgDC"}
1
+ {"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;AAAA,sCAAuD;AAQvD,MAAa,IAAI;IACf,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAKjD,KAAK;QACH,OAAO,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAQD,IAAI,CAAC,UAA8B,EAAE,OAAiB;QACpD,OAAO,IAAI,CAAC,OAAO,CAAC,IAAI,CACtB,UAAU,CAAC,QAAQ,EAAE,EACrB,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACjB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,QAAQ;YACd,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC;gBACnB,CAAC,EAAE,EAAE,CAAC,IAAI;gBACV,CAAC,EAAE,EAAE,CAAC,IAAI;gBACV,CAAC,EAAE,EAAE,CAAC,GAAG;gBACT,CAAC,EAAE,EAAE,CAAC,KAAK;gBACX,CAAC,EAAE,EAAE,CAAC,MAAM;aACb,CAAC;SACH,CAAC,CAAC,CACJ,CAAC;IACJ,CAAC;IAQD,KAAK,CAAC,KAAK,CACT,UAA8B,EAC9B,OAA4B;QAE5B,MAAM,IAAI,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,EAAE,OAAO,CAAC,CAAC;QAE9D,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;YACnB,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC;YAEpC,OAAO,IAAI,eAAM,CACf,EAAE,CAAC,SAAS,EACZ,OAAO,CAAC,CAAC,EACT,OAAO,CAAC,CAAC,EACT,OAAO,CAAC,CAAC,EACT,OAAO,CAAC,CAAC,EACT,OAAO,CAAC,CAAC,CACV,CAAC;QACJ,CAAC,CAAC,CAAC;IACL,CAAC;CACF;AA1DD,oBA0DC"}
@@ -9,14 +9,13 @@ export declare type StorageQueryOptions = {
9
9
  kind?: string;
10
10
  count: number;
11
11
  };
12
+ export declare type StorageFactory = (type: string) => Storage;
12
13
  export interface Storage {
13
14
  index(): Promise<Array<string>>;
14
15
  save(library: string, documents: StorageDocument[]): Promise<void>;
15
16
  query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
16
17
  }
17
- export interface StorageFactory {
18
- create(type: string): Storage;
19
- }
18
+ export declare function inMemoryStorageFactory(): StorageFactory;
20
19
  export declare class InMemoryStorage implements Storage {
21
20
  private tables;
22
21
  index(): Promise<Array<string>>;
@@ -24,7 +23,3 @@ export declare class InMemoryStorage implements Storage {
24
23
  save(library: string, documents: StorageDocument[]): Promise<void>;
25
24
  clear(): void;
26
25
  }
27
- export declare class InMemoryStorageFactory implements StorageFactory {
28
- private readonly storage;
29
- create(type: string): Storage;
30
- }