@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.
- package/dist/adapter/adapter-aggregate.d.ts +4 -2
- package/dist/adapter/adapter-aggregate.js +16 -18
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +20 -21
- package/dist/adapter/adapter.js +8 -43
- package/dist/adapter/adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +9 -7
- package/dist/adapter/backtester/backtester-adapter.js +13 -12
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js +82 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
- package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
- package/dist/adapter/backtester/backtester-cursor.js +2 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +17 -18
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +4 -1
- package/dist/adapter/backtester/backtester-streamer.js +39 -18
- package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +13 -13
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/adapter/error.d.ts +2 -0
- package/dist/adapter/error.js +12 -0
- package/dist/adapter/error.js.map +1 -0
- package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
- package/dist/adapter/paper/engine/paper-engine.js +103 -0
- package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
- package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
- package/dist/adapter/paper/index.d.ts +1 -2
- package/dist/adapter/paper/index.js +1 -2
- package/dist/adapter/paper/index.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +7 -7
- package/dist/adapter/paper/paper-adapter.js +20 -18
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +35 -17
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/bootstrap.js +11 -10
- package/dist/bootstrap.js.map +1 -1
- package/dist/cli/pull.js +3 -1
- package/dist/cli/pull.js.map +1 -1
- package/dist/cli/test.js +5 -1
- package/dist/cli/test.js.map +1 -1
- package/dist/domain/asset.d.ts +6 -5
- package/dist/domain/asset.js +22 -16
- package/dist/domain/asset.js.map +1 -1
- package/dist/domain/asset.spec.js +32 -32
- package/dist/domain/asset.spec.js.map +1 -1
- package/dist/domain/balance.d.ts +7 -7
- package/dist/domain/balance.js +26 -21
- package/dist/domain/balance.js.map +1 -1
- package/dist/domain/balance.operator.d.ts +6 -0
- package/dist/domain/balance.operator.js +10 -0
- package/dist/domain/balance.operator.js.map +1 -0
- package/dist/{shared/policy.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
- package/dist/domain/balance.operator.spec.js +23 -0
- package/dist/domain/balance.operator.spec.js.map +1 -0
- package/dist/domain/balance.spec.js +67 -7
- package/dist/domain/balance.spec.js.map +1 -1
- package/dist/domain/candle.d.ts +2 -17
- package/dist/domain/candle.js +3 -70
- package/dist/domain/candle.js.map +1 -1
- package/dist/domain/candle.operator.d.ts +9 -0
- package/dist/domain/candle.operator.js +64 -0
- package/dist/domain/candle.operator.js.map +1 -0
- package/dist/{shared/topic.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
- package/dist/domain/candle.operator.spec.js +111 -0
- package/dist/domain/candle.operator.spec.js.map +1 -0
- package/dist/domain/candle.spec.js +11 -53
- package/dist/domain/candle.spec.js.map +1 -1
- package/dist/domain/commission.d.ts +4 -1
- package/dist/domain/commission.js +2 -2
- package/dist/domain/commission.js.map +1 -1
- package/dist/{store/event/store-balance.event.spec.d.ts → domain/commission.spec.d.ts} +0 -0
- package/dist/domain/commission.spec.js +30 -0
- package/dist/domain/commission.spec.js.map +1 -0
- package/dist/domain/component.d.ts +1 -0
- package/dist/domain/error.d.ts +5 -0
- package/dist/domain/error.js +24 -0
- package/dist/domain/error.js.map +1 -0
- package/dist/domain/index.d.ts +8 -1
- package/dist/domain/index.js +8 -1
- package/dist/domain/index.js.map +1 -1
- package/dist/domain/instrument.d.ts +3 -2
- package/dist/domain/instrument.js +17 -9
- package/dist/domain/instrument.js.map +1 -1
- package/dist/domain/instrument.operator.d.ts +6 -0
- package/dist/domain/instrument.operator.js +14 -0
- package/dist/domain/instrument.operator.js.map +1 -0
- package/dist/{store/event/store-candle.event.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
- package/dist/domain/instrument.operator.spec.js +24 -0
- package/dist/domain/instrument.operator.spec.js.map +1 -0
- package/dist/domain/instrument.spec.js +22 -30
- package/dist/domain/instrument.spec.js.map +1 -1
- package/dist/domain/order.d.ts +12 -14
- package/dist/domain/order.js +37 -26
- package/dist/domain/order.js.map +1 -1
- package/dist/domain/order.operator.d.ts +7 -0
- package/dist/domain/order.operator.js +14 -0
- package/dist/domain/order.operator.js.map +1 -0
- package/dist/{store/event/store-instrument.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
- package/dist/domain/order.operator.spec.js +64 -0
- package/dist/domain/order.operator.spec.js.map +1 -0
- package/dist/{store/event/store-order.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
- package/dist/domain/order.spec.js +33 -0
- package/dist/domain/order.spec.js.map +1 -0
- package/dist/domain/orderbook.d.ts +1 -0
- package/dist/domain/orderbook.js +1 -0
- package/dist/domain/orderbook.js.map +1 -1
- package/dist/domain/orderbook.operator.d.ts +6 -0
- package/dist/domain/orderbook.operator.js +10 -0
- package/dist/domain/orderbook.operator.js.map +1 -0
- package/dist/{store/event/store-trade.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
- package/dist/domain/orderbook.operator.spec.js +22 -0
- package/dist/domain/orderbook.operator.spec.js.map +1 -0
- package/dist/domain/orderbook.spec.d.ts +1 -0
- package/dist/domain/orderbook.spec.js +13 -0
- package/dist/domain/orderbook.spec.js.map +1 -0
- package/dist/domain/position.d.ts +6 -11
- package/dist/domain/position.js +9 -31
- package/dist/domain/position.js.map +1 -1
- package/dist/domain/position.operator.d.ts +10 -0
- package/dist/domain/position.operator.js +38 -0
- package/dist/domain/position.operator.js.map +1 -0
- package/dist/domain/position.operator.spec.d.ts +1 -0
- package/dist/domain/position.operator.spec.js +48 -0
- package/dist/domain/position.operator.spec.js.map +1 -0
- package/dist/domain/position.spec.js +21 -17
- package/dist/domain/position.spec.js.map +1 -1
- package/dist/domain/session.d.ts +15 -18
- package/dist/domain/session.js +21 -31
- package/dist/domain/session.js.map +1 -1
- package/dist/domain/session.spec.js +1 -1
- package/dist/domain/session.spec.js.map +1 -1
- package/dist/domain/trade.d.ts +1 -0
- package/dist/domain/trade.js +1 -0
- package/dist/domain/trade.js.map +1 -1
- package/dist/domain/trade.operator.d.ts +6 -0
- package/dist/domain/trade.operator.js +10 -0
- package/dist/domain/trade.operator.js.map +1 -0
- package/dist/domain/trade.operator.spec.d.ts +1 -0
- package/dist/domain/trade.operator.spec.js +24 -0
- package/dist/domain/trade.operator.spec.js.map +1 -0
- package/dist/domain/trade.spec.d.ts +1 -0
- package/dist/domain/trade.spec.js +13 -0
- package/dist/domain/trade.spec.js.map +1 -0
- package/dist/indicator/cross.spec.js +2 -2
- package/dist/indicator/cross.spec.js.map +1 -1
- package/dist/indicator/ema.spec.js +1 -1
- package/dist/indicator/ema.spec.js.map +1 -1
- package/dist/indicator/sma.spec.js +1 -1
- package/dist/indicator/sma.spec.js.map +1 -1
- package/dist/indicator/tma.spec.js +1 -1
- package/dist/indicator/tma.spec.js.map +1 -1
- package/dist/indicator/trailing.spec.js +2 -2
- package/dist/indicator/trailing.spec.js.map +1 -1
- package/dist/indicator/truerange.spec.js +1 -1
- package/dist/indicator/truerange.spec.js.map +1 -1
- package/dist/indicator/wma.spec.js +1 -1
- package/dist/indicator/wma.spec.js.map +1 -1
- package/dist/shared/collections.d.ts +10 -0
- package/dist/shared/collections.js +33 -0
- package/dist/shared/collections.js.map +1 -0
- package/dist/shared/datetime.d.ts +0 -1
- package/dist/shared/datetime.js +1 -12
- package/dist/shared/datetime.js.map +1 -1
- package/dist/shared/decimals.d.ts +1 -1
- package/dist/shared/decimals.js +4 -5
- package/dist/shared/decimals.js.map +1 -1
- package/dist/shared/decimals.spec.js +2 -1
- package/dist/shared/decimals.spec.js.map +1 -1
- package/dist/shared/index.d.ts +1 -1
- package/dist/shared/index.js +1 -1
- package/dist/shared/index.js.map +1 -1
- package/dist/shared/io.js.map +1 -1
- package/dist/shared/policy.d.ts +0 -1
- package/dist/shared/policy.js +1 -11
- package/dist/shared/policy.js.map +1 -1
- package/dist/storage/cache.js +1 -1
- package/dist/storage/cache.js.map +1 -1
- package/dist/storage/cache.spec.d.ts +1 -0
- package/dist/storage/cache.spec.js +18 -0
- package/dist/storage/cache.spec.js.map +1 -0
- package/dist/storage/feed.d.ts +3 -4
- package/dist/storage/feed.js +16 -6
- package/dist/storage/feed.js.map +1 -1
- package/dist/storage/storage.d.ts +2 -7
- package/dist/storage/storage.js +6 -11
- package/dist/storage/storage.js.map +1 -1
- package/dist/store/index.d.ts +8 -2
- package/dist/store/index.js +8 -2
- package/dist/store/index.js.map +1 -1
- package/dist/store/store-balance.event.d.ts +33 -0
- package/dist/store/store-balance.event.js +90 -0
- package/dist/store/store-balance.event.js.map +1 -0
- package/dist/store/store-balance.event.spec.d.ts +1 -0
- package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +7 -7
- package/dist/store/store-balance.event.spec.js.map +1 -0
- package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
- package/dist/store/store-instrument.event.js +52 -0
- package/dist/store/store-instrument.event.js.map +1 -0
- package/dist/store/store-instrument.event.spec.d.ts +1 -0
- package/dist/store/store-instrument.event.spec.js +22 -0
- package/dist/store/store-instrument.event.spec.js.map +1 -0
- package/dist/store/store-order.event.d.ts +59 -0
- package/dist/store/store-order.event.js +181 -0
- package/dist/store/store-order.event.js.map +1 -0
- package/dist/store/store-order.event.spec.d.ts +1 -0
- package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
- package/dist/store/store-order.event.spec.js.map +1 -0
- package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts} +4 -5
- package/dist/store/store-orderbook.event.js +42 -0
- package/dist/store/store-orderbook.event.js.map +1 -0
- package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts} +5 -7
- package/dist/store/store-position.event.js +77 -0
- package/dist/store/store-position.event.js.map +1 -0
- package/dist/store/store-state.d.ts +27 -0
- package/dist/store/store-state.js +29 -0
- package/dist/store/store-state.js.map +1 -0
- package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts} +4 -5
- package/dist/store/store-trade.event.js +25 -0
- package/dist/store/store-trade.event.js.map +1 -0
- package/dist/store/store-trade.event.spec.d.ts +1 -0
- package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js} +13 -13
- package/dist/store/store-trade.event.spec.js.map +1 -0
- package/dist/store/store.d.ts +4 -25
- package/dist/store/store.event.d.ts +6 -0
- package/dist/store/{event/store.event.js → store.event.js} +0 -0
- package/dist/store/store.event.js.map +1 -0
- package/dist/store/store.js +7 -195
- package/dist/store/store.js.map +1 -1
- package/dist/store/store.spec.d.ts +1 -0
- package/dist/store/store.spec.js +119 -0
- package/dist/store/store.spec.js.map +1 -0
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/{jestconfig.unit.json → jestconfig.json} +1 -2
- package/package.json +2 -6
- package/src/adapter/adapter-aggregate.ts +27 -35
- package/src/adapter/adapter.ts +25 -54
- package/src/adapter/backtester/backtester-adapter.spec.ts +124 -0
- package/src/adapter/backtester/backtester-adapter.ts +28 -17
- package/src/adapter/backtester/backtester-cursor.spec.ts +18 -19
- package/src/adapter/backtester/backtester-cursor.ts +7 -7
- package/src/adapter/backtester/backtester-streamer.spec.ts +19 -19
- package/src/adapter/backtester/backtester-streamer.ts +50 -20
- package/src/adapter/error.ts +9 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +92 -0
- package/src/adapter/paper/engine/paper-engine.ts +135 -0
- package/src/adapter/paper/index.ts +1 -2
- package/src/adapter/paper/paper-adapter.spec.ts +55 -19
- package/src/adapter/paper/paper-adapter.ts +27 -24
- package/src/bootstrap.ts +26 -19
- package/src/cli/pull.ts +5 -1
- package/src/cli/test.ts +5 -2
- package/src/domain/asset.spec.ts +33 -29
- package/src/domain/asset.ts +27 -21
- package/src/domain/balance.operator.spec.ts +25 -0
- package/src/domain/balance.operator.ts +15 -0
- package/src/domain/balance.spec.ts +95 -7
- package/src/domain/balance.ts +35 -29
- package/src/domain/candle.operator.spec.ts +125 -0
- package/src/domain/candle.operator.ts +106 -0
- package/src/domain/candle.spec.ts +12 -68
- package/src/domain/candle.ts +2 -114
- package/src/domain/commission.spec.ts +33 -0
- package/src/domain/commission.ts +2 -2
- package/src/domain/component.ts +1 -0
- package/src/domain/error.ts +25 -0
- package/src/domain/index.ts +8 -1
- package/src/domain/instrument.operator.spec.ts +28 -0
- package/src/domain/instrument.operator.ts +25 -0
- package/src/domain/instrument.spec.ts +22 -30
- package/src/domain/instrument.ts +20 -11
- package/src/domain/order.operator.spec.ts +81 -0
- package/src/domain/order.operator.ts +23 -0
- package/src/domain/order.spec.ts +43 -0
- package/src/domain/order.ts +43 -46
- package/src/domain/orderbook.operator.spec.ts +28 -0
- package/src/domain/orderbook.operator.ts +15 -0
- package/src/domain/orderbook.spec.ts +17 -0
- package/src/domain/orderbook.ts +4 -1
- package/src/domain/position.operator.spec.ts +58 -0
- package/src/domain/position.operator.ts +61 -0
- package/src/domain/position.spec.ts +28 -24
- package/src/domain/position.ts +16 -48
- package/src/domain/session.spec.ts +1 -1
- package/src/domain/session.ts +41 -131
- package/src/domain/trade.operator.spec.ts +31 -0
- package/src/domain/trade.operator.ts +15 -0
- package/src/domain/trade.spec.ts +17 -0
- package/src/domain/trade.ts +4 -1
- package/src/indicator/cross.spec.ts +2 -2
- package/src/indicator/ema.spec.ts +1 -1
- package/src/indicator/sma.spec.ts +1 -1
- package/src/indicator/tma.spec.ts +1 -1
- package/src/indicator/trailing.spec.ts +2 -2
- package/src/indicator/truerange.spec.ts +1 -1
- package/src/indicator/wma.spec.ts +1 -1
- package/src/shared/collections.ts +35 -0
- package/src/shared/datetime.ts +0 -12
- package/src/shared/decimals.spec.ts +2 -1
- package/src/shared/decimals.ts +6 -6
- package/src/shared/index.ts +1 -1
- package/src/shared/io.ts +0 -2
- package/src/shared/policy.ts +0 -13
- package/src/storage/cache.spec.ts +18 -0
- package/src/storage/cache.ts +1 -1
- package/src/storage/feed.ts +26 -16
- package/src/storage/storage.ts +9 -13
- package/src/store/index.ts +8 -2
- package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +6 -6
- package/src/store/store-balance.event.ts +124 -0
- package/src/store/store-instrument.event.spec.ts +25 -0
- package/src/store/store-instrument.event.ts +72 -0
- package/src/store/store-order.event.spec.ts +28 -0
- package/src/store/store-order.event.ts +214 -0
- package/src/store/store-orderbook.event.ts +54 -0
- package/src/store/store-position.event.ts +102 -0
- package/src/store/store-state.ts +48 -0
- package/src/store/{event/store-trade.event.spec.ts → store-trade.event.spec.ts} +14 -14
- package/src/store/store-trade.event.ts +36 -0
- package/src/store/store.event.ts +8 -0
- package/src/store/store.spec.ts +180 -0
- package/src/store/store.ts +10 -208
- package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
- package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
- package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
- package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
- package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
- package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
- package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
- package/dist/domain/statement.d.ts +0 -4
- package/dist/domain/statement.js +0 -87
- package/dist/domain/statement.js.map +0 -1
- package/dist/shared/policy.spec.js +0 -22
- package/dist/shared/policy.spec.js.map +0 -1
- package/dist/shared/topic.d.ts +0 -14
- package/dist/shared/topic.js +0 -40
- package/dist/shared/topic.js.map +0 -1
- package/dist/shared/topic.spec.js +0 -43
- package/dist/shared/topic.spec.js.map +0 -1
- package/dist/store/event/index.d.ts +0 -8
- package/dist/store/event/index.js +0 -25
- package/dist/store/event/index.js.map +0 -1
- package/dist/store/event/store-balance.event.d.ts +0 -37
- package/dist/store/event/store-balance.event.js +0 -119
- package/dist/store/event/store-balance.event.js.map +0 -1
- package/dist/store/event/store-balance.event.spec.js.map +0 -1
- package/dist/store/event/store-candle.event.d.ts +0 -18
- package/dist/store/event/store-candle.event.js +0 -63
- package/dist/store/event/store-candle.event.js.map +0 -1
- package/dist/store/event/store-candle.event.spec.js +0 -23
- package/dist/store/event/store-candle.event.spec.js.map +0 -1
- package/dist/store/event/store-instrument.event.js +0 -78
- package/dist/store/event/store-instrument.event.js.map +0 -1
- package/dist/store/event/store-instrument.event.spec.js +0 -21
- package/dist/store/event/store-instrument.event.spec.js.map +0 -1
- package/dist/store/event/store-order.event.d.ts +0 -61
- package/dist/store/event/store-order.event.js +0 -205
- package/dist/store/event/store-order.event.js.map +0 -1
- package/dist/store/event/store-order.event.spec.js.map +0 -1
- package/dist/store/event/store-orderbook.event.js +0 -65
- package/dist/store/event/store-orderbook.event.js.map +0 -1
- package/dist/store/event/store-position.event.js +0 -97
- package/dist/store/event/store-position.event.js.map +0 -1
- package/dist/store/event/store-trade.event.js +0 -47
- package/dist/store/event/store-trade.event.js.map +0 -1
- package/dist/store/event/store-trade.event.spec.js.map +0 -1
- package/dist/store/event/store.event.d.ts +0 -5
- package/dist/store/event/store.event.js.map +0 -1
- package/dist/store/store.state.d.ts +0 -21
- package/dist/store/store.state.js +0 -21
- package/dist/store/store.state.js.map +0 -1
- package/dist/tests/backtester-adapter.spec.js +0 -61
- package/dist/tests/backtester-adapter.spec.js.map +0 -1
- package/dist/tests/session.spec.d.ts +0 -0
- package/dist/tests/session.spec.js +0 -1
- package/dist/tests/session.spec.js.map +0 -1
- package/jestconfig.integration.json +0 -12
- package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
- package/src/adapter/paper/simulator/paper-simulator.ts +0 -121
- package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
- package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
- package/src/domain/statement.ts +0 -119
- package/src/shared/policy.spec.ts +0 -25
- package/src/shared/topic.spec.ts +0 -34
- package/src/shared/topic.ts +0 -43
- package/src/store/event/index.ts +0 -8
- package/src/store/event/store-balance.event.ts +0 -161
- package/src/store/event/store-candle.event.spec.ts +0 -30
- package/src/store/event/store-candle.event.ts +0 -71
- package/src/store/event/store-instrument.event.spec.ts +0 -25
- package/src/store/event/store-instrument.event.ts +0 -84
- package/src/store/event/store-order.event.spec.ts +0 -28
- package/src/store/event/store-order.event.ts +0 -218
- package/src/store/event/store-orderbook.event.ts +0 -70
- package/src/store/event/store-position.event.ts +0 -109
- package/src/store/event/store-trade.event.ts +0 -52
- package/src/store/event/store.event.ts +0 -6
- package/src/store/store.state.ts +0 -43
- package/src/tests/backtester-adapter.spec.ts +0 -88
- package/src/tests/session.spec.ts +0 -121
|
@@ -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
|
|
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
|
|
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,
|
|
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
|
|
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,
|
|
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
|
|
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,
|
|
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
|
|
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,
|
|
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('
|
|
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
|
|
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,
|
|
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
|
|
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,
|
|
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
|
|
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,
|
|
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"}
|
package/dist/shared/datetime.js
CHANGED
|
@@ -1,19 +1,8 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.
|
|
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
|
|
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,
|
|
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;
|
package/dist/shared/decimals.js
CHANGED
|
@@ -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,
|
|
46
|
-
|
|
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;
|
|
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
|
|
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,
|
|
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"}
|
package/dist/shared/index.d.ts
CHANGED
package/dist/shared/index.js
CHANGED
|
@@ -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("./
|
|
22
|
+
__exportStar(require("./collections"), exports);
|
|
23
23
|
//# sourceMappingURL=index.js.map
|
package/dist/shared/index.js.map
CHANGED
|
@@ -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,
|
|
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"}
|
package/dist/shared/io.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"io.js","sourceRoot":"","sources":["../../src/shared/io.ts"],"names":[],"mappings":";;;
|
|
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"}
|
package/dist/shared/policy.d.ts
CHANGED
package/dist/shared/policy.js
CHANGED
|
@@ -1,19 +1,9 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.
|
|
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,
|
|
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"}
|
package/dist/storage/cache.js
CHANGED
|
@@ -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;
|
|
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"}
|
package/dist/storage/feed.d.ts
CHANGED
|
@@ -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,
|
|
9
|
-
query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<
|
|
7
|
+
save(instrument: InstrumentSelector, candles: Candle[]): Promise<void>;
|
|
8
|
+
query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<Candle[]>;
|
|
10
9
|
}
|
package/dist/storage/feed.js
CHANGED
|
@@ -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,
|
|
12
|
-
return this.storage.save(instrument.toString(),
|
|
12
|
+
save(instrument, candles) {
|
|
13
|
+
return this.storage.save(instrument.toString(), candles.map(it => ({
|
|
13
14
|
timestamp: it.timestamp,
|
|
14
|
-
kind:
|
|
15
|
-
json: JSON.stringify(
|
|
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.
|
|
20
|
-
return rows.map(it =>
|
|
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;
|
package/dist/storage/feed.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;
|
|
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
|
|
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
|
-
}
|