@quantform/core 0.5.15 → 0.6.4

package/src/store/store-state.ts

@@ -12,8 +12,8 @@ import {
 import { Set, timestamp } from '../shared';
 
 export interface StateChangeTracker {
-  commit(component: Component);
-  commitPendingChanges();
+  commit(component: Component): void;
+  commitPendingChanges(): void;
 }
 
 export class InnerSet<T extends { id: string }> extends Set<T> {
@@ -23,7 +23,7 @@ export class InnerSet<T extends { id: string }> extends Set<T> {
 }
 
 export class State {
-  timestamp: timestamp;
+  timestamp: timestamp = 0;
 
   universe: {
     asset: Set<Asset>;

package/src/store/{store-trade.event.spec.ts → store-trade-event.spec.ts}

@@ -1,12 +1,14 @@
-import { Store } from '..';
-import { Asset, Instrument } from '../domain';
-import { now } from '../shared';
+import { Asset, Commission, Instrument } from '../domain';
+import { d, now } from '../shared';
 import { TradePatchEvent } from '.';
+import { Store } from './store';
 
 const instrument = new Instrument(
+  0,
   new Asset('btc', 'binance', 8),
   new Asset('usdt', 'binance', 2),
-  'binance:btc-usdt'
+  'binance:btc-usdt',
+  Commission.Zero
 );
 
 describe('TradePatchEvent', () => {
@@ -17,14 +19,14 @@ describe('TradePatchEvent', () => {
     store.snapshot.universe.instrument.upsert(instrument);
     store.snapshot.subscription.instrument.upsert(instrument);
 
-    store.dispatch(new TradePatchEvent(instrument, 1000, 0.1, timestamp));
+    store.dispatch(new TradePatchEvent(instrument, d(1000), d(0.1), timestamp));
 
-    const trade = store.snapshot.trade.get(instrument.id);
+    const trade = store.snapshot.trade.get(instrument.id) ?? fail();
 
     expect(trade.timestamp).toEqual(timestamp);
     expect(trade.instrument.id).toEqual(trade.instrument.id);
-    expect(trade.rate).toEqual(1000);
-    expect(trade.quantity).toEqual(0.1);
+    expect(trade.rate).toEqual(d(1000));
+    expect(trade.quantity).toEqual(d(0.1));
     expect(store.snapshot.timestamp).toEqual(timestamp);
   });
 
@@ -35,16 +37,16 @@ describe('TradePatchEvent', () => {
     store.snapshot.universe.instrument.upsert(instrument);
     store.snapshot.subscription.instrument.upsert(instrument);
 
-    store.dispatch(new TradePatchEvent(instrument, 1000, 0.1, timestamp));
+    store.dispatch(new TradePatchEvent(instrument, d(1000), d(0.1), timestamp));
 
-    const trade = store.snapshot.trade.get(instrument.id);
+    const trade = store.snapshot.trade.get(instrument.id) ?? fail();
 
-    store.dispatch(new TradePatchEvent(instrument, 2000, 0.2, timestamp));
+    store.dispatch(new TradePatchEvent(instrument, d(2000), d(0.2), timestamp));
 
     expect(trade.timestamp).toEqual(timestamp);
     expect(trade.instrument.id).toEqual(instrument.id);
-    expect(trade.rate).toEqual(2000);
-    expect(trade.quantity).toEqual(0.2);
+    expect(trade.rate).toEqual(d(2000));
+    expect(trade.quantity).toEqual(d(0.2));
     expect(store.snapshot.timestamp).toEqual(timestamp);
   });
 
@@ -52,7 +54,7 @@ describe('TradePatchEvent', () => {
     const store = new Store();
 
     const fn = () => {
-      store.dispatch(new TradePatchEvent(instrument, 1000, 0.1, now()));
+      store.dispatch(new TradePatchEvent(instrument, d(1000), d(0.1), now()));
     };
 
     expect(fn).toThrow(Error);

package/src/store/{store-trade.event.ts → store-trade-event.ts}

@@ -1,6 +1,7 @@
 import { InstrumentSelector, Trade } from '../domain';
-import { timestamp } from '../shared';
-import { StoreEvent } from './store.event';
+import { d, decimal, timestamp } from '../shared';
+import { instrumentNotSubscribedError, instrumentNotSupportedError } from './error';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
 
 /**
@@ -10,26 +11,31 @@ import { State, StateChangeTracker } from './store-state';
 export class TradePatchEvent implements StoreEvent {
   constructor(
     readonly instrument: InstrumentSelector,
-    readonly rate: number,
-    readonly quantity: number,
+    readonly rate: decimal,
+    readonly quantity: decimal,
     readonly timestamp: timestamp
   ) {}
 
   handle(state: State, changes: StateChangeTracker): void {
     if (!state.subscription.instrument.get(this.instrument.id)) {
-      throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+      throw instrumentNotSubscribedError(this.instrument);
+    }
+
+    const instrument = state.universe.instrument.get(this.instrument.id);
+    if (!instrument) {
+      throw instrumentNotSupportedError(this.instrument);
     }
 
     const trade = state.trade.tryGetOrSet(
       this.instrument.id,
-      () => new Trade(state.universe.instrument.get(this.instrument.id))
+      () => new Trade(0, instrument, d.Zero, d.Zero)
     );
 
     state.timestamp = this.timestamp;
 
     trade.timestamp = this.timestamp;
-    trade.rate = trade.instrument.quote.fixed(this.rate);
-    trade.quantity = trade.instrument.base.fixed(this.quantity);
+    trade.rate = trade.instrument.quote.floor(this.rate);
+    trade.quantity = trade.instrument.base.floor(this.quantity);
 
     changes.commit(trade);
   }

package/src/store/store.spec.ts

@@ -1,9 +1,9 @@
 import { withLatestFrom } from 'rxjs';
 
-import { Asset, balance, Instrument, Order, order } from '../domain';
-import { now } from '../shared';
+import { Asset, balance, Commission, Instrument, Order, order } from '../domain';
+import { d, now } from '../shared';
 import { Store } from './store';
-import { BalanceTransactEvent } from './store-balance.event';
+import { BalanceTransactEvent } from './store-balance-event';
 import {
   OrderCanceledEvent,
   OrderCancelingEvent,
@@ -11,12 +11,14 @@ import {
   OrderLoadEvent,
   OrderNewEvent,
   OrderPendingEvent
-} from './store-order.event';
+} from './store-order-event';
 
 const instrument = new Instrument(
+  0,
   new Asset('abc', 'xyz', 4),
   new Asset('def', 'xyz', 4),
-  'abc-def'
+  'abc-def',
+  Commission.Zero
 );
 
 describe('Store', () => {
@@ -35,7 +37,7 @@ describe('Store', () => {
       }
     });
 
-    store.dispatch(new OrderLoadEvent(Order.market(instrument, 10), now()));
+    store.dispatch(new OrderLoadEvent(new Order(0, '1', instrument, d(10), 0), now()));
 
     expect(hasUpdatedOrder).toBe(false);
   });
@@ -49,7 +51,7 @@ describe('Store', () => {
       }
     });
 
-    store.dispatch(new OrderNewEvent(Order.market(instrument, 10), now()));
+    store.dispatch(new OrderNewEvent(new Order(0, '1', instrument, d(10), 0), now()));
 
     expect(hasUpdatedOrder).toBe(true);
   });
@@ -63,7 +65,7 @@ describe('Store', () => {
       }
     });
 
-    const buyOrder = Order.market(instrument, 10);
+    const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
     store.dispatch(new OrderNewEvent(buyOrder, now()));
     store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
@@ -81,14 +83,14 @@ describe('Store', () => {
       }
     });
 
-    const buyOrder = Order.market(instrument, 10);
+    const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
     store.dispatch(new OrderNewEvent(buyOrder, now()));
     store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
-    store.dispatch(new OrderFilledEvent(buyOrder.id, instrument, 44, now()));
+    store.dispatch(new OrderFilledEvent(buyOrder.id, instrument, d(44), now()));
 
     expect(buyOrder.state).toBe('FILLED');
-    expect(buyOrder.averageExecutionRate).toBe(44);
+    expect(buyOrder.averageExecutionRate).toEqual(d(44));
     expect(states.length).toBe(0);
   });
 
@@ -101,7 +103,7 @@ describe('Store', () => {
       }
     });
 
-    const buyOrder = Order.market(instrument, 10);
+    const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
     store.dispatch(new OrderNewEvent(buyOrder, now()));
     store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
@@ -123,19 +125,19 @@ describe('Store', () => {
       )
       .subscribe({
         next: ([balance, order]) => {
-          expect(balance.free).toBe(10);
-          expect(order.state).toBe('PENDING');
+          expect(balance.free).toEqual(d(10));
+          expect(order.state).toEqual('PENDING');
 
           done();
         }
       });
 
-    const buyOrder = Order.market(instrument, 10);
+    const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
     store.dispatch(
       new OrderNewEvent(buyOrder, now()),
       new OrderPendingEvent(buyOrder.id, instrument, now()),
-      new BalanceTransactEvent(instrument.quote, 10, now())
+      new BalanceTransactEvent(instrument.quote, d(10), now())
     );
   });
 
@@ -149,7 +151,7 @@ describe('Store', () => {
       next: it => {
         counter--;
 
-        expect(it.free).toBe(10);
+        expect(it.free).toEqual(d(10));
 
         if (!counter) {
           done();
@@ -161,7 +163,7 @@ describe('Store', () => {
       next: it => {
         counter--;
 
-        expect(it.state).toBe('PENDING');
+        expect(it.state).toEqual('PENDING');
 
         if (!counter) {
           done();
@@ -169,12 +171,12 @@ describe('Store', () => {
       }
     });
 
-    const buyOrder = Order.market(instrument, 10);
+    const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
     store.dispatch(
       new OrderNewEvent(buyOrder, now()),
       new OrderPendingEvent(buyOrder.id, instrument, now()),
-      new BalanceTransactEvent(instrument.quote, 10, now())
+      new BalanceTransactEvent(instrument.quote, d(10), now())
     );
   });
 });

package/src/store/store.ts

@@ -1,7 +1,7 @@
 import { Observable, Subject } from 'rxjs';
 
 import { Component } from '../domain';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
 
 export class Store implements StateChangeTracker {

package/src/strategy.ts

@@ -0,0 +1,47 @@
+import { finalize, forkJoin, Observable, switchMap } from 'rxjs';
+
+import { Session, SessionBuilder, SessionFeature } from './domain';
+import { Logger } from './shared';
+
+const registry: Record<string, () => Array<SessionFeature>> = {};
+
+export type SessionAction = (session: Session) => Observable<any>;
+
+export let rule: (name: string | undefined, describe: SessionAction) => void;
+export let beforeAll: (describe: SessionAction) => void;
+
+export function describe(name: string, describe: () => Array<SessionFeature>) {
+  registry[name] = describe;
+}
+
+export async function prepare(name: string, builder: SessionBuilder) {
+  const describe = registry[name];
+  const rules = new Array<SessionAction>();
+  const beforeAlls = new Array<SessionAction>();
+
+  beforeAll = (describe: SessionAction) => {
+    beforeAlls.push(describe);
+  };
+
+  rule = (ruleName: string | undefined, describe: SessionAction) => {
+    if (ruleName) {
+      Logger.info(name, ruleName);
+    }
+
+    rules.push(describe);
+  };
+
+  for (const plugin of describe()) {
+    plugin(builder);
+  }
+
+  return (session: Session) => {
+    const toBeforeAll = beforeAlls.map(it => it(session));
+    const toRules = rules.map(it => it(session));
+
+    return forkJoin(toBeforeAll).pipe(
+      switchMap(() => forkJoin(toRules)),
+      finalize(() => session.dispose())
+    );
+  };
+}

package/tsconfig.json

@@ -1,8 +1,15 @@
 {
-  "extends": "./../../tsconfig.json",
+  "extends": "../../tsconfig.lib.json",
   "compilerOptions": {
-    "baseUrl": "./",
-    "outDir": "./dist"
+    "outDir": "dist"
   },
-  "include": ["*.ts", "**/*.ts"]
-}
+  "include": [
+    "src/**/*",
+  ],
+  "exclude": [
+    "jest.config.js",
+    "**/*.spec.ts",
+    "**/*.test.ts",
+    "lib/**/*"
+  ]
+}

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

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package/dist/adapter/adapter.js.map

@@ -1 +0,0 @@
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package/dist/adapter/backtester/backtester-adapter.js.map

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

@@ -1 +0,0 @@
-export {};

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

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

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

@@ -1 +0,0 @@
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package/dist/adapter/backtester/backtester-cursor.js.map

@@ -1 +0,0 @@
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package/dist/adapter/backtester/backtester-cursor.spec.d.ts

@@ -1 +0,0 @@
-export {};

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

@@ -1,37 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../domain");
-const storage_1 = require("../../storage");
-const backtester_cursor_1 = require("./backtester-cursor");
-describe('BacktesterCursor', () => {
-    test('should repeat specific events', async () => {
-        const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
-        const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
-        const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
-        feed.save(instrument, [
-            new domain_1.Candle(1, 1, 1, 1, 1),
-            new domain_1.Candle(2, 2, 2, 2, 2),
-            new domain_1.Candle(3, 3, 3, 3, 3),
-            new domain_1.Candle(4, 4, 4, 4, 4),
-            new domain_1.Candle(5, 5, 5, 5, 5),
-            new domain_1.Candle(6, 6, 6, 6, 6),
-            new domain_1.Candle(7, 7, 7, 7, 7),
-            new domain_1.Candle(8, 8, 8, 8, 8)
-        ]);
-        await cursor.fetchNextPage(0, 4);
-        expect(cursor.dequeue().open).toEqual(1);
-        expect(cursor.dequeue().open).toEqual(2);
-        expect(cursor.dequeue().open).toEqual(3);
-        expect(cursor.peek()).toEqual(undefined);
-        await cursor.fetchNextPage(3, 7);
-        expect(cursor.dequeue().open).toEqual(4);
-        expect(cursor.dequeue().open).toEqual(5);
-        expect(cursor.dequeue().open).toEqual(6);
-        expect(cursor.peek()).toEqual(undefined);
-        await cursor.fetchNextPage(6, 10);
-        expect(cursor.dequeue().open).toEqual(7);
-        expect(cursor.dequeue().open).toEqual(8);
-        expect(cursor.peek()).toEqual(undefined);
-    });
-});
-//# sourceMappingURL=backtester-cursor.spec.js.map

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

@@ -1 +0,0 @@
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package/dist/adapter/backtester/backtester-streamer.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AAGA,uCAA0E;AAE1E,2DAAuD;AAsBvD,MAAa,kBAAkB;IAQ7B,YACmB,KAAY,EACZ,IAAU,EACV,MAAoC,EACpC,QAA6B;QAH7B,UAAK,GAAL,KAAK,CAAO;QACZ,SAAI,GAAJ,IAAI,CAAM;QACV,WAAM,GAAN,MAAM,CAA8B;QACpC,aAAQ,GAAR,QAAQ,CAAqB;QAXxC,wBAAmB,GAAG,KAAK,CAAC;QAC5B,WAAM,GAAqC,EAAE,CAAC;QAC9C,gBAAW,GAAG,CAAC,CAAC;QAGxB,aAAQ,GAAG,CAAC,CAAC;QAQX,IAAI,MAAM,CAAC,IAAI,IAAI,SAAS,IAAI,MAAM,CAAC,EAAE,IAAI,SAAS,EAAE;YACtD,MAAM,IAAI,KAAK,CAAC,8DAA8D,CAAC,CAAC;SACjF;QAED,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,IAAI,CAAC;IAC/B,CAAC;IAED,eAAe;QACb,MAAM,QAAQ,GAAG;YACf,SAAS,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS;SAChC,CAAC;QAEF,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,SAAS,CAAC,UAA8B;QACtC,IAAI,UAAU,CAAC,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE;YAChC,OAAO;SACR;QAED,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE3D,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC;IACtC,CAAC;IAKD,IAAI;QACF,IAAI,CAAC,WAAW,EAAE,CAAC;IACrB,CAAC;IAKD,WAAW;QACT,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;QAErD,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,QAAQ,IAAI,CAAC,EAAE;YACtB,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;gBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;aACvC;SACF;QAED,MAAM,IAAI,GAAG,KAAK,IAAI,EAAE;YACtB,IAAI,MAAM,IAAI,CAAC,WAAW,EAAE,EAAE;gBAC5B,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,IAAI,CAAC,EAAE;oBACjD,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;wBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;qBACvC;iBACF;gBAED,IAAI,IAAI,CAAC,WAAW,KAAK,CAAC,EAAE;oBAC1B,YAAY,CAAC,IAAI,CAAC,CAAC;iBACpB;aACF;iBAAM;gBACL,IAAI,IAAI,CAAC,QAAQ,CAAC,mBAAmB,EAAE;oBACrC,IAAI,CAAC,QAAQ,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;iBACzC;aACF;QACH,CAAC,CAAC;QAEF,IAAI,EAAE,CAAC;IACT,CAAC;IAEO,KAAK,CAAC,WAAW;;QACvB,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QAClE,IAAI,CAAC,MAAM,EAAE;YACX,OAAO,KAAK,CAAC;SACd;QAED,MAAM,MAAM,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;QAC7B,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC;QACrC,MAAM,MAAM,GAAG,MAAA,MAAM,CAAC,MAAM,mCAAI,CAAC,CAAC;QAElC,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,SAAS,CAAC;QAClC,IAAI,CAAC,QAAQ,EAAE,CAAC;QAEhB,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,SAAS,EAAE,UAAU,EAAE,MAAM,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;QACjE,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,SAAS,EAAE,UAAU,EAAE,MAAM,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;QACjE,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,SAAS,EAAE,UAAU,EAAE,MAAM,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;QAChE,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,SAAS,EAAE,UAAU,EAAE,MAAM,CAAC,KAAK,EAAE,MAAM,CAAC,CAAC;QAElE,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,SAAS,IAAI,MAAM,CAAC,SAAS,EAAE;YAClD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;SAC7C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,QAAQ,CACd,SAAiB,EACjB,UAA8B,EAC9B,IAAY,EACZ,MAAc;QAEd,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAI,EAAE,MAAM,EAAE,SAAS,CAAC,EACxD,IAAI,2BAAmB,CAAC,UAAU,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,SAAS,CAAC,CAC3E,CAAC;IACJ,CAAC;IAEO,KAAK,CAAC,OAAO,CAAC,IAAe,EAAE,EAAa;QAClD,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE;YAC/C,IAAI,MAAM,CAAC,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE;gBACzC,MAAM,MAAM,CAAC,aAAa,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;aACtC;SACF;QAED,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,SAAS,CAAC;aACpC,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,CAAC;aAC/D,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;CACF;AAxID,gDAwIC"}

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

@@ -1 +0,0 @@
-export {};

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

@@ -1,44 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../domain");
-const storage_1 = require("../../storage");
-const store_1 = require("../../store");
-const backtester_streamer_1 = require("./backtester-streamer");
-describe('BacktesterStreamer', () => {
-    const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
-    test('should repeat specific events', done => {
-        const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
-        const store = new store_1.Store();
-        store.snapshot.universe.instrument.upsert(instrument);
-        store.snapshot.subscription.instrument.upsert(instrument);
-        const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
-            from: 0,
-            to: 10
-        }, {
-            onBacktestCompleted: () => {
-                const trade = store.snapshot.trade.get(instrument.id);
-                expect(trade.timestamp).toEqual(8);
-                expect(trade.rate).toEqual(8);
-                expect(trade.quantity).toEqual(8);
-                expect(store.snapshot.timestamp).toEqual(8);
-                done();
-            }
-        });
-        feed
-            .save(instrument, [
-            new domain_1.Candle(1, 1, 1, 1, 1, 1),
-            new domain_1.Candle(2, 2, 2, 2, 2, 2),
-            new domain_1.Candle(3, 3, 3, 3, 3, 3),
-            new domain_1.Candle(4, 4, 4, 4, 4, 4),
-            new domain_1.Candle(5, 5, 5, 5, 5, 5),
-            new domain_1.Candle(6, 6, 6, 6, 6, 6),
-            new domain_1.Candle(7, 7, 7, 7, 7, 7),
-            new domain_1.Candle(8, 8, 8, 8, 8, 8)
-        ])
-            .then(() => {
-            streamer.subscribe(instrument);
-            streamer.tryContinue();
-        });
-    });
-});
-//# sourceMappingURL=backtester-streamer.spec.js.map

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

@@ -1 +0,0 @@
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package/dist/adapter/backtester/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/backtester/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,uDAAqC;AACrC,wDAAsC"}

package/dist/adapter/error.js.map

@@ -1 +0,0 @@
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package/dist/adapter/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,sDAAoC;AACpC,+CAA6B;AAC7B,0CAAwB"}

package/dist/adapter/paper/engine/paper-engine.js.map

@@ -1 +0,0 @@
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package/dist/adapter/paper/engine/paper-engine.spec.d.ts

@@ -1 +0,0 @@
-export {};