@quantform/core 0.5.15 → 0.6.4
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/LICENSE.md +21 -0
- package/dist/adapter/adapter-aggregate.d.ts +41 -5
- package/dist/adapter/adapter-aggregate.d.ts.map +1 -0
- package/dist/adapter/adapter-aggregate.js +114 -54
- package/dist/adapter/adapter.d.ts +29 -15
- package/dist/adapter/adapter.d.ts.map +1 -0
- package/dist/adapter/adapter.js +4 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +4 -3
- package/dist/adapter/backtester/backtester-adapter.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-adapter.js +28 -15
- package/dist/adapter/backtester/backtester-cursor.d.ts +5 -4
- package/dist/adapter/backtester/backtester-cursor.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-cursor.js +24 -14
- package/dist/adapter/backtester/backtester-streamer.d.ts +20 -2
- package/dist/adapter/backtester/backtester-streamer.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-streamer.js +54 -40
- package/dist/adapter/backtester/error.d.ts +3 -0
- package/dist/adapter/backtester/error.d.ts.map +1 -0
- package/dist/adapter/backtester/error.js +11 -0
- package/dist/adapter/backtester/index.d.ts +1 -0
- package/dist/adapter/backtester/index.d.ts.map +1 -0
- package/dist/adapter/backtester/index.js +0 -1
- package/dist/adapter/error.d.ts +2 -0
- package/dist/adapter/error.d.ts.map +1 -0
- package/dist/adapter/error.js +5 -2
- package/dist/adapter/index.d.ts +1 -0
- package/dist/adapter/index.d.ts.map +1 -0
- package/dist/adapter/index.js +0 -1
- package/dist/adapter/paper/engine/paper-engine.d.ts +1 -0
- package/dist/adapter/paper/engine/paper-engine.d.ts.map +1 -0
- package/dist/adapter/paper/engine/paper-engine.js +38 -32
- package/dist/adapter/paper/index.d.ts +1 -0
- package/dist/adapter/paper/index.d.ts.map +1 -0
- package/dist/adapter/paper/index.js +0 -1
- package/dist/adapter/paper/paper-adapter.d.ts +7 -5
- package/dist/adapter/paper/paper-adapter.d.ts.map +1 -0
- package/dist/adapter/paper/paper-adapter.js +49 -25
- package/dist/cli/build.d.ts +1 -0
- package/dist/cli/build.d.ts.map +1 -0
- package/dist/cli/build.js +18 -8
- package/dist/cli/dev.d.ts +1 -0
- package/dist/cli/dev.d.ts.map +1 -0
- package/dist/cli/dev.js +52 -12
- package/dist/cli/error.d.ts +2 -0
- package/dist/cli/error.d.ts.map +1 -0
- package/dist/cli/error.js +7 -0
- package/dist/cli/index.d.ts +1 -0
- package/dist/cli/index.d.ts.map +1 -0
- package/dist/cli/index.js +21 -10
- package/dist/cli/internal/workspace.d.ts +1 -7
- package/dist/cli/internal/workspace.d.ts.map +1 -0
- package/dist/cli/internal/workspace.js +1 -6
- package/dist/cli/pull.d.ts +1 -0
- package/dist/cli/pull.d.ts.map +1 -0
- package/dist/cli/pull.js +65 -40
- package/dist/cli/run.d.ts +2 -1
- package/dist/cli/run.d.ts.map +1 -0
- package/dist/cli/run.js +52 -14
- package/dist/cli/test.d.ts +2 -1
- package/dist/cli/test.d.ts.map +1 -0
- package/dist/cli/test.js +59 -34
- package/dist/domain/asset.d.ts +24 -4
- package/dist/domain/asset.d.ts.map +1 -0
- package/dist/domain/asset.js +23 -8
- package/dist/domain/{balance.operator.d.ts → balance-operator.d.ts} +1 -0
- package/dist/domain/balance-operator.d.ts.map +1 -0
- package/dist/domain/{balance.operator.js → balance-operator.js} +0 -1
- package/dist/domain/balance.d.ts +35 -11
- package/dist/domain/balance.d.ts.map +1 -0
- package/dist/domain/balance.js +46 -17
- package/dist/domain/candle-operator.d.ts +11 -0
- package/dist/domain/candle-operator.d.ts.map +1 -0
- package/dist/domain/{candle.operator.js → candle-operator.js} +11 -5
- package/dist/domain/candle.d.ts +9 -8
- package/dist/domain/candle.d.ts.map +1 -0
- package/dist/domain/candle.js +3 -3
- package/dist/domain/commission.d.ts +12 -9
- package/dist/domain/commission.d.ts.map +1 -0
- package/dist/domain/commission.js +7 -6
- package/dist/domain/component.d.ts +1 -0
- package/dist/domain/component.d.ts.map +1 -0
- package/dist/domain/component.js +0 -1
- package/dist/domain/error.d.ts +6 -4
- package/dist/domain/error.d.ts.map +1 -0
- package/dist/domain/error.js +4 -5
- package/dist/domain/index.d.ts +9 -7
- package/dist/domain/index.d.ts.map +1 -0
- package/dist/domain/index.js +8 -8
- package/dist/domain/{instrument.operator.d.ts → instrument-operator.d.ts} +1 -0
- package/dist/domain/instrument-operator.d.ts.map +1 -0
- package/dist/domain/{instrument.operator.js → instrument-operator.js} +0 -1
- package/dist/domain/instrument.d.ts +9 -6
- package/dist/domain/instrument.d.ts.map +1 -0
- package/dist/domain/instrument.js +7 -3
- package/dist/domain/{order.operator.d.ts → order-operator.d.ts} +1 -0
- package/dist/domain/order-operator.d.ts.map +1 -0
- package/dist/domain/order-operator.js +16 -0
- package/dist/domain/order.d.ts +17 -22
- package/dist/domain/order.d.ts.map +1 -0
- package/dist/domain/order.js +23 -34
- package/dist/domain/{orderbook.operator.d.ts → orderbook-operator.d.ts} +1 -0
- package/dist/domain/orderbook-operator.d.ts.map +1 -0
- package/dist/domain/{orderbook.operator.js → orderbook-operator.js} +0 -1
- package/dist/domain/orderbook.d.ts +26 -10
- package/dist/domain/orderbook.d.ts.map +1 -0
- package/dist/domain/orderbook.js +12 -6
- package/dist/domain/{position.operator.d.ts → position-operator.d.ts} +7 -4
- package/dist/domain/position-operator.d.ts.map +1 -0
- package/dist/domain/{position.operator.js → position-operator.js} +13 -6
- package/dist/domain/position.d.ts +10 -9
- package/dist/domain/position.d.ts.map +1 -0
- package/dist/domain/position.js +4 -4
- package/dist/domain/session-builder.d.ts +54 -0
- package/dist/domain/session-builder.d.ts.map +1 -0
- package/dist/domain/session-builder.js +105 -0
- package/dist/domain/session.d.ts +54 -13
- package/dist/domain/session.d.ts.map +1 -0
- package/dist/domain/session.js +104 -40
- package/dist/domain/timeframe.d.ts +1 -0
- package/dist/domain/timeframe.d.ts.map +1 -0
- package/dist/domain/timeframe.js +0 -1
- package/dist/domain/{trade.operator.d.ts → trade-operator.d.ts} +1 -0
- package/dist/domain/trade-operator.d.ts.map +1 -0
- package/dist/domain/{trade.operator.js → trade-operator.js} +0 -1
- package/dist/domain/trade.d.ts +12 -7
- package/dist/domain/trade.d.ts.map +1 -0
- package/dist/domain/trade.js +8 -2
- package/dist/index.d.ts +2 -2
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +1 -3
- package/dist/shared/collections.d.ts +20 -1
- package/dist/shared/collections.d.ts.map +1 -0
- package/dist/shared/collections.js +98 -8
- package/dist/shared/datetime.d.ts +1 -0
- package/dist/shared/datetime.d.ts.map +1 -0
- package/dist/shared/datetime.js +0 -1
- package/dist/shared/decimals.d.ts +28 -6
- package/dist/shared/decimals.d.ts.map +1 -0
- package/dist/shared/decimals.js +33 -35
- package/dist/shared/environment.d.ts +3 -0
- package/dist/shared/environment.d.ts.map +1 -0
- package/dist/shared/environment.js +15 -0
- package/dist/shared/index.d.ts +3 -1
- package/dist/shared/index.d.ts.map +1 -0
- package/dist/shared/index.js +2 -2
- package/dist/shared/logger.d.ts +5 -7
- package/dist/shared/logger.d.ts.map +1 -0
- package/dist/shared/logger.js +24 -8
- package/dist/shared/pipe.d.ts +5 -0
- package/dist/shared/pipe.d.ts.map +1 -0
- package/dist/shared/pipe.js +8 -0
- package/dist/shared/policy.d.ts +1 -0
- package/dist/shared/policy.d.ts.map +1 -0
- package/dist/shared/policy.js +0 -1
- package/dist/storage/cache.d.ts +1 -0
- package/dist/storage/cache.d.ts.map +1 -0
- package/dist/storage/cache.js +30 -19
- package/dist/storage/feed.d.ts +33 -4
- package/dist/storage/feed.d.ts.map +1 -0
- package/dist/storage/feed.js +93 -19
- package/dist/storage/index.d.ts +1 -0
- package/dist/storage/index.d.ts.map +1 -0
- package/dist/storage/index.js +0 -1
- package/dist/storage/measurement.d.ts +20 -0
- package/dist/storage/measurement.d.ts.map +1 -0
- package/dist/storage/measurement.js +41 -10
- package/dist/storage/storage.d.ts +41 -0
- package/dist/storage/storage.d.ts.map +1 -0
- package/dist/storage/storage.js +69 -33
- package/dist/store/error.d.ts +9 -0
- package/dist/store/error.d.ts.map +1 -0
- package/dist/store/error.js +31 -0
- package/dist/store/index.d.ts +8 -7
- package/dist/store/index.d.ts.map +1 -0
- package/dist/store/index.js +7 -8
- package/dist/store/{store-balance.event.d.ts → store-balance-event.d.ts} +20 -7
- package/dist/store/store-balance-event.d.ts.map +1 -0
- package/dist/store/{store-balance.event.js → store-balance-event.js} +54 -10
- package/dist/store/{store.event.d.ts → store-event.d.ts} +1 -0
- package/dist/store/store-event.d.ts.map +1 -0
- package/dist/store/{store.event.js → store-event.js} +0 -1
- package/dist/store/{store-instrument.event.d.ts → store-instrument-event.d.ts} +5 -4
- package/dist/store/store-instrument-event.d.ts.map +1 -0
- package/dist/store/{store-instrument.event.js → store-instrument-event.js} +13 -5
- package/dist/store/{store-order.event.d.ts → store-order-event.d.ts} +10 -5
- package/dist/store/store-order-event.d.ts.map +1 -0
- package/dist/store/{store-order.event.js → store-order-event.js} +24 -20
- package/dist/store/store-orderbook-event.d.ts +13 -0
- package/dist/store/store-orderbook-event.d.ts.map +1 -0
- package/dist/store/store-orderbook-event.js +43 -0
- package/dist/store/{store-position.event.d.ts → store-position-event.d.ts} +7 -6
- package/dist/store/store-position-event.d.ts.map +1 -0
- package/dist/store/{store-position.event.js → store-position-event.js} +36 -17
- package/dist/store/store-state.d.ts +3 -2
- package/dist/store/store-state.d.ts.map +1 -0
- package/dist/store/store-state.js +1 -1
- package/dist/store/store-trade-event.d.ts +17 -0
- package/dist/store/store-trade-event.d.ts.map +1 -0
- package/dist/store/{store-trade.event.js → store-trade-event.js} +14 -5
- package/dist/store/store.d.ts +2 -1
- package/dist/store/store.d.ts.map +1 -0
- package/dist/store/store.js +0 -1
- package/dist/strategy.d.ts +8 -0
- package/dist/strategy.d.ts.map +1 -0
- package/dist/strategy.js +44 -0
- package/jest.config.ts +13 -0
- package/package.json +19 -30
- package/src/adapter/adapter-aggregate.ts +57 -25
- package/src/adapter/adapter.ts +15 -18
- package/src/adapter/backtester/backtester-adapter.ts +14 -7
- package/src/adapter/backtester/backtester-cursor.spec.ts +20 -18
- package/src/adapter/backtester/backtester-cursor.ts +6 -6
- package/src/adapter/backtester/backtester-streamer.spec.ts +18 -15
- package/src/adapter/backtester/backtester-streamer.ts +21 -30
- package/src/adapter/backtester/error.ts +7 -0
- package/src/adapter/error.ts +4 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +54 -30
- package/src/adapter/paper/engine/paper-engine.ts +62 -46
- package/src/adapter/paper/paper-adapter.ts +30 -9
- package/src/cli/build.ts +1 -1
- package/src/cli/dev.ts +15 -7
- package/src/cli/error.ts +5 -0
- package/src/cli/internal/workspace.ts +0 -11
- package/src/cli/pull.ts +28 -36
- package/src/cli/run.ts +14 -11
- package/src/cli/test.ts +24 -37
- package/src/domain/asset.spec.ts +4 -4
- package/src/domain/asset.ts +8 -15
- package/src/domain/{balance.operator.spec.ts → balance-operator.spec.ts} +4 -3
- package/src/domain/{balance.operator.ts → balance-operator.ts} +0 -0
- package/src/domain/balance.spec.ts +51 -47
- package/src/domain/balance.ts +32 -31
- package/src/domain/candle-operator.spec.ts +126 -0
- package/src/domain/{candle.operator.ts → candle-operator.ts} +24 -7
- package/src/domain/candle.spec.ts +13 -12
- package/src/domain/candle.ts +9 -9
- package/src/domain/commission.spec.ts +13 -12
- package/src/domain/commission.ts +15 -11
- package/src/domain/error.ts +8 -6
- package/src/domain/index.ts +8 -7
- package/src/domain/{instrument.operator.spec.ts → instrument-operator.spec.ts} +9 -2
- package/src/domain/{instrument.operator.ts → instrument-operator.ts} +0 -0
- package/src/domain/instrument.spec.ts +8 -1
- package/src/domain/instrument.ts +11 -8
- package/src/domain/{order.operator.spec.ts → order-operator.spec.ts} +11 -7
- package/src/domain/{order.operator.ts → order-operator.ts} +2 -2
- package/src/domain/order.spec.ts +15 -15
- package/src/domain/order.ts +34 -61
- package/src/domain/{orderbook.operator.spec.ts → orderbook-operator.spec.ts} +15 -3
- package/src/domain/{orderbook.operator.ts → orderbook-operator.ts} +0 -0
- package/src/domain/orderbook.spec.ts +11 -2
- package/src/domain/orderbook.ts +20 -13
- package/src/domain/{position.operator.spec.ts → position-operator.spec.ts} +13 -7
- package/src/domain/{position.operator.ts → position-operator.ts} +21 -11
- package/src/domain/position.spec.ts +14 -10
- package/src/domain/position.ts +10 -10
- package/src/domain/session-builder.ts +158 -0
- package/src/domain/session.spec.ts +5 -12
- package/src/domain/session.ts +85 -72
- package/src/domain/{trade.operator.spec.ts → trade-operator.spec.ts} +7 -3
- package/src/domain/{trade.operator.ts → trade-operator.ts} +0 -0
- package/src/domain/trade.spec.ts +6 -2
- package/src/domain/trade.ts +9 -7
- package/src/index.ts +1 -2
- package/src/shared/collections.spec.ts +34 -0
- package/src/shared/collections.ts +125 -6
- package/src/shared/decimals.spec.ts +18 -24
- package/src/shared/decimals.ts +22 -55
- package/src/shared/environment.ts +13 -0
- package/src/shared/index.ts +2 -1
- package/src/shared/logger.ts +35 -7
- package/src/shared/pipe.ts +12 -0
- package/src/storage/cache.ts +3 -1
- package/src/storage/feed.ts +91 -34
- package/src/storage/storage.ts +10 -8
- package/src/store/error.ts +36 -0
- package/src/store/index.ts +7 -7
- package/src/store/{store-balance.event.spec.ts → store-balance-event.spec.ts} +8 -8
- package/src/store/{store-balance.event.ts → store-balance-event.ts} +58 -15
- package/src/store/{store.event.ts → store-event.ts} +0 -0
- package/src/store/{store-instrument.event.spec.ts → store-instrument-event.spec.ts} +8 -7
- package/src/store/{store-instrument.event.ts → store-instrument-event.ts} +18 -7
- package/src/store/store-order-event.spec.ts +32 -0
- package/src/store/{store-order.event.ts → store-order-event.ts} +27 -22
- package/src/store/store-orderbook-event.spec.ts +39 -0
- package/src/store/store-orderbook-event.ts +56 -0
- package/src/store/{store-position.event.ts → store-position-event.ts} +41 -22
- package/src/store/store-state.ts +3 -3
- package/src/store/{store-trade.event.spec.ts → store-trade-event.spec.ts} +16 -14
- package/src/store/{store-trade.event.ts → store-trade-event.ts} +14 -8
- package/src/store/store.spec.ts +22 -20
- package/src/store/store.ts +1 -1
- package/src/strategy.ts +47 -0
- package/tsconfig.json +12 -5
- package/dist/adapter/adapter-aggregate.js.map +0 -1
- package/dist/adapter/adapter.js.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.js.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-adapter.spec.js +0 -82
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +0 -37
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.js.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +0 -44
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +0 -1
- package/dist/adapter/backtester/index.js.map +0 -1
- package/dist/adapter/error.js.map +0 -1
- package/dist/adapter/index.js.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.js.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -1
- package/dist/adapter/paper/engine/paper-engine.spec.js +0 -54
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +0 -1
- package/dist/adapter/paper/index.js.map +0 -1
- package/dist/adapter/paper/paper-adapter.js.map +0 -1
- package/dist/adapter/paper/paper-adapter.spec.d.ts +0 -1
- package/dist/adapter/paper/paper-adapter.spec.js +0 -69
- package/dist/adapter/paper/paper-adapter.spec.js.map +0 -1
- package/dist/bootstrap.d.ts +0 -11
- package/dist/bootstrap.js +0 -73
- package/dist/bootstrap.js.map +0 -1
- package/dist/cli/build.js.map +0 -1
- package/dist/cli/dev.js.map +0 -1
- package/dist/cli/index.js.map +0 -1
- package/dist/cli/internal/workspace.js.map +0 -1
- package/dist/cli/pull.js.map +0 -1
- package/dist/cli/run.js.map +0 -1
- package/dist/cli/test.js.map +0 -1
- package/dist/domain/asset.js.map +0 -1
- package/dist/domain/asset.spec.d.ts +0 -1
- package/dist/domain/asset.spec.js +0 -55
- package/dist/domain/asset.spec.js.map +0 -1
- package/dist/domain/balance.js.map +0 -1
- package/dist/domain/balance.operator.js.map +0 -1
- package/dist/domain/balance.operator.spec.d.ts +0 -1
- package/dist/domain/balance.operator.spec.js +0 -23
- package/dist/domain/balance.operator.spec.js.map +0 -1
- package/dist/domain/balance.spec.d.ts +0 -1
- package/dist/domain/balance.spec.js +0 -82
- package/dist/domain/balance.spec.js.map +0 -1
- package/dist/domain/candle.js.map +0 -1
- package/dist/domain/candle.operator.d.ts +0 -9
- package/dist/domain/candle.operator.js.map +0 -1
- package/dist/domain/candle.operator.spec.d.ts +0 -1
- package/dist/domain/candle.operator.spec.js +0 -111
- package/dist/domain/candle.operator.spec.js.map +0 -1
- package/dist/domain/candle.spec.d.ts +0 -1
- package/dist/domain/candle.spec.js +0 -26
- package/dist/domain/candle.spec.js.map +0 -1
- package/dist/domain/commission.js.map +0 -1
- package/dist/domain/commission.spec.d.ts +0 -1
- package/dist/domain/commission.spec.js +0 -30
- package/dist/domain/commission.spec.js.map +0 -1
- package/dist/domain/component.js.map +0 -1
- package/dist/domain/error.js.map +0 -1
- package/dist/domain/index.js.map +0 -1
- package/dist/domain/instrument.js.map +0 -1
- package/dist/domain/instrument.operator.js.map +0 -1
- package/dist/domain/instrument.operator.spec.d.ts +0 -1
- package/dist/domain/instrument.operator.spec.js +0 -24
- package/dist/domain/instrument.operator.spec.js.map +0 -1
- package/dist/domain/instrument.spec.d.ts +0 -1
- package/dist/domain/instrument.spec.js +0 -49
- package/dist/domain/instrument.spec.js.map +0 -1
- package/dist/domain/order.js.map +0 -1
- package/dist/domain/order.operator.js +0 -14
- package/dist/domain/order.operator.js.map +0 -1
- package/dist/domain/order.operator.spec.d.ts +0 -1
- package/dist/domain/order.operator.spec.js +0 -64
- package/dist/domain/order.operator.spec.js.map +0 -1
- package/dist/domain/order.spec.d.ts +0 -1
- package/dist/domain/order.spec.js +0 -33
- package/dist/domain/order.spec.js.map +0 -1
- package/dist/domain/orderbook.js.map +0 -1
- package/dist/domain/orderbook.operator.js.map +0 -1
- package/dist/domain/orderbook.operator.spec.d.ts +0 -1
- package/dist/domain/orderbook.operator.spec.js +0 -22
- package/dist/domain/orderbook.operator.spec.js.map +0 -1
- package/dist/domain/orderbook.spec.d.ts +0 -1
- package/dist/domain/orderbook.spec.js +0 -13
- package/dist/domain/orderbook.spec.js.map +0 -1
- package/dist/domain/position.js.map +0 -1
- package/dist/domain/position.operator.js.map +0 -1
- package/dist/domain/position.operator.spec.d.ts +0 -1
- package/dist/domain/position.operator.spec.js +0 -48
- package/dist/domain/position.operator.spec.js.map +0 -1
- package/dist/domain/position.spec.d.ts +0 -1
- package/dist/domain/position.spec.js +0 -30
- package/dist/domain/position.spec.js.map +0 -1
- package/dist/domain/session.js.map +0 -1
- package/dist/domain/session.spec.d.ts +0 -1
- package/dist/domain/session.spec.js +0 -23
- package/dist/domain/session.spec.js.map +0 -1
- package/dist/domain/timeframe.js.map +0 -1
- package/dist/domain/trade.js.map +0 -1
- package/dist/domain/trade.operator.js.map +0 -1
- package/dist/domain/trade.operator.spec.d.ts +0 -1
- package/dist/domain/trade.operator.spec.js +0 -24
- package/dist/domain/trade.operator.spec.js.map +0 -1
- package/dist/domain/trade.spec.d.ts +0 -1
- package/dist/domain/trade.spec.js +0 -13
- package/dist/domain/trade.spec.js.map +0 -1
- package/dist/index.js.map +0 -1
- package/dist/indicator/atr.d.ts +0 -3
- package/dist/indicator/atr.js +0 -16
- package/dist/indicator/atr.js.map +0 -1
- package/dist/indicator/cross.d.ts +0 -3
- package/dist/indicator/cross.js +0 -41
- package/dist/indicator/cross.js.map +0 -1
- package/dist/indicator/cross.spec.d.ts +0 -1
- package/dist/indicator/cross.spec.js +0 -101
- package/dist/indicator/cross.spec.js.map +0 -1
- package/dist/indicator/donchian.d.ts +0 -9
- package/dist/indicator/donchian.js +0 -16
- package/dist/indicator/donchian.js.map +0 -1
- package/dist/indicator/drawdown.d.ts +0 -2
- package/dist/indicator/drawdown.js +0 -27
- package/dist/indicator/drawdown.js.map +0 -1
- package/dist/indicator/ema.d.ts +0 -2
- package/dist/indicator/ema.js +0 -23
- package/dist/indicator/ema.js.map +0 -1
- package/dist/indicator/ema.spec.d.ts +0 -1
- package/dist/indicator/ema.spec.js +0 -23
- package/dist/indicator/ema.spec.js.map +0 -1
- package/dist/indicator/envelope.d.ts +0 -5
- package/dist/indicator/envelope.js +0 -18
- package/dist/indicator/envelope.js.map +0 -1
- package/dist/indicator/index.d.ts +0 -17
- package/dist/indicator/index.js +0 -34
- package/dist/indicator/index.js.map +0 -1
- package/dist/indicator/macd.d.ts +0 -2
- package/dist/indicator/macd.js +0 -13
- package/dist/indicator/macd.js.map +0 -1
- package/dist/indicator/min-max.d.ts +0 -5
- package/dist/indicator/min-max.js +0 -21
- package/dist/indicator/min-max.js.map +0 -1
- package/dist/indicator/ring-buffer.d.ts +0 -16
- package/dist/indicator/ring-buffer.js +0 -56
- package/dist/indicator/ring-buffer.js.map +0 -1
- package/dist/indicator/rma.d.ts +0 -2
- package/dist/indicator/rma.js +0 -23
- package/dist/indicator/rma.js.map +0 -1
- package/dist/indicator/sma.d.ts +0 -2
- package/dist/indicator/sma.js +0 -19
- package/dist/indicator/sma.js.map +0 -1
- package/dist/indicator/sma.spec.d.ts +0 -1
- package/dist/indicator/sma.spec.js +0 -19
- package/dist/indicator/sma.spec.js.map +0 -1
- package/dist/indicator/swma.d.ts +0 -2
- package/dist/indicator/swma.js +0 -20
- package/dist/indicator/swma.js.map +0 -1
- package/dist/indicator/tma.d.ts +0 -2
- package/dist/indicator/tma.js +0 -16
- package/dist/indicator/tma.js.map +0 -1
- package/dist/indicator/tma.spec.d.ts +0 -1
- package/dist/indicator/tma.spec.js +0 -19
- package/dist/indicator/tma.spec.js.map +0 -1
- package/dist/indicator/trailing.d.ts +0 -13
- package/dist/indicator/trailing.js +0 -67
- package/dist/indicator/trailing.js.map +0 -1
- package/dist/indicator/trailing.spec.d.ts +0 -1
- package/dist/indicator/trailing.spec.js +0 -69
- package/dist/indicator/trailing.spec.js.map +0 -1
- package/dist/indicator/truerange.d.ts +0 -3
- package/dist/indicator/truerange.js +0 -19
- package/dist/indicator/truerange.js.map +0 -1
- package/dist/indicator/truerange.spec.d.ts +0 -1
- package/dist/indicator/truerange.spec.js +0 -28
- package/dist/indicator/truerange.spec.js.map +0 -1
- package/dist/indicator/window.d.ts +0 -3
- package/dist/indicator/window.js +0 -22
- package/dist/indicator/window.js.map +0 -1
- package/dist/indicator/wma.d.ts +0 -2
- package/dist/indicator/wma.js +0 -22
- package/dist/indicator/wma.js.map +0 -1
- package/dist/indicator/wma.spec.d.ts +0 -1
- package/dist/indicator/wma.spec.js +0 -19
- package/dist/indicator/wma.spec.js.map +0 -1
- package/dist/shared/collections.js.map +0 -1
- package/dist/shared/datetime.js.map +0 -1
- package/dist/shared/decimals.js.map +0 -1
- package/dist/shared/decimals.spec.d.ts +0 -1
- package/dist/shared/decimals.spec.js +0 -34
- package/dist/shared/decimals.spec.js.map +0 -1
- package/dist/shared/index.js.map +0 -1
- package/dist/shared/io.d.ts +0 -1
- package/dist/shared/io.js +0 -8
- package/dist/shared/io.js.map +0 -1
- package/dist/shared/logger.js.map +0 -1
- package/dist/shared/policy.js.map +0 -1
- package/dist/storage/cache.js.map +0 -1
- package/dist/storage/cache.spec.d.ts +0 -1
- package/dist/storage/cache.spec.js +0 -18
- package/dist/storage/cache.spec.js.map +0 -1
- package/dist/storage/feed.js.map +0 -1
- package/dist/storage/index.js.map +0 -1
- package/dist/storage/measurement.js.map +0 -1
- package/dist/storage/storage.js.map +0 -1
- package/dist/store/index.js.map +0 -1
- package/dist/store/store-balance.event.js.map +0 -1
- package/dist/store/store-balance.event.spec.d.ts +0 -1
- package/dist/store/store-balance.event.spec.js +0 -26
- package/dist/store/store-balance.event.spec.js.map +0 -1
- package/dist/store/store-instrument.event.js.map +0 -1
- package/dist/store/store-instrument.event.spec.d.ts +0 -1
- package/dist/store/store-instrument.event.spec.js +0 -22
- package/dist/store/store-instrument.event.spec.js.map +0 -1
- package/dist/store/store-order.event.js.map +0 -1
- package/dist/store/store-order.event.spec.d.ts +0 -1
- package/dist/store/store-order.event.spec.js +0 -21
- package/dist/store/store-order.event.spec.js.map +0 -1
- package/dist/store/store-orderbook.event.d.ts +0 -14
- package/dist/store/store-orderbook.event.js +0 -42
- package/dist/store/store-orderbook.event.js.map +0 -1
- package/dist/store/store-position.event.js.map +0 -1
- package/dist/store/store-state.js.map +0 -1
- package/dist/store/store-trade.event.d.ts +0 -12
- package/dist/store/store-trade.event.js.map +0 -1
- package/dist/store/store-trade.event.spec.d.ts +0 -1
- package/dist/store/store-trade.event.spec.js +0 -44
- package/dist/store/store-trade.event.spec.js.map +0 -1
- package/dist/store/store.event.js.map +0 -1
- package/dist/store/store.js.map +0 -1
- package/dist/store/store.spec.d.ts +0 -1
- package/dist/store/store.spec.js +0 -119
- package/dist/store/store.spec.js.map +0 -1
- package/dist/tsconfig.tsbuildinfo +0 -1
- package/jestconfig.json +0 -12
- package/src/adapter/backtester/backtester-adapter.spec.ts +0 -124
- package/src/adapter/paper/paper-adapter.spec.ts +0 -105
- package/src/bootstrap.ts +0 -139
- package/src/domain/candle.operator.spec.ts +0 -125
- package/src/indicator/atr.ts +0 -20
- package/src/indicator/cross.spec.ts +0 -151
- package/src/indicator/cross.ts +0 -51
- package/src/indicator/donchian.ts +0 -37
- package/src/indicator/drawdown.ts +0 -27
- package/src/indicator/ema.spec.ts +0 -38
- package/src/indicator/ema.ts +0 -26
- package/src/indicator/envelope.ts +0 -20
- package/src/indicator/index.ts +0 -17
- package/src/indicator/macd.ts +0 -21
- package/src/indicator/min-max.ts +0 -25
- package/src/indicator/ring-buffer.ts +0 -63
- package/src/indicator/rma.ts +0 -25
- package/src/indicator/sma.spec.ts +0 -20
- package/src/indicator/sma.ts +0 -24
- package/src/indicator/swma.ts +0 -24
- package/src/indicator/tma.spec.ts +0 -20
- package/src/indicator/tma.ts +0 -19
- package/src/indicator/trailing.spec.ts +0 -75
- package/src/indicator/trailing.ts +0 -75
- package/src/indicator/truerange.spec.ts +0 -32
- package/src/indicator/truerange.ts +0 -31
- package/src/indicator/window.ts +0 -28
- package/src/indicator/wma.spec.ts +0 -19
- package/src/indicator/wma.ts +0 -28
- package/src/shared/io.ts +0 -3
- package/src/store/store-order.event.spec.ts +0 -28
- package/src/store/store-orderbook.event.ts +0 -54
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+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,YAAY,CAAC;AAC3B,cAAc,eAAe,CAAC;AAC9B,cAAc,UAAU,CAAC;AACzB,cAAc,UAAU,CAAC;AACzB,cAAc,eAAe,CAAC;AAC9B,cAAc,QAAQ,CAAC"}
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package/dist/shared/index.js
CHANGED
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Object.defineProperty(exports, "__esModule", { value: true });
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__exportStar(require("./datetime"), exports);
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__exportStar(require("./decimals"), exports);
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__exportStar(require("./
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__exportStar(require("./environment"), exports);
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__exportStar(require("./logger"), exports);
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__exportStar(require("./policy"), exports);
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__exportStar(require("./collections"), exports);
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__exportStar(require("./pipe"), exports);
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package/dist/shared/logger.d.ts
CHANGED
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export declare class Logger {
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static trace: any;
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static info: (context: string, message: string) => void;
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static debug: (context: string, message: string) => void;
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static warn: (context: string, message: string) => void;
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static error: (context: string, error: unknown) => void;
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}
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//# sourceMappingURL=logger.d.ts.map
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{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":"AAiBA,qBAAa,MAAM;IACjB,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACO;IAE7D,OAAc,KAAK,YAAa,MAAM,WAAW,MAAM,UACO;IAE9D,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACO;IAE7D,OAAc,KAAK,YAAa,MAAM,SAAS,OAAO,UAQpD;CACH"}
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package/dist/shared/logger.js
CHANGED
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1
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"use strict";
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var __importDefault = (this && this.__importDefault) || function (mod) {
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return (mod && mod.__esModule) ? mod : { "default": mod };
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.Logger = void 0;
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const chalk_1 = __importDefault(require("chalk"));
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const datetime_1 = require("./datetime");
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const colorize = (content) => {
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hash += (hash << 1) + (hash << 4) + (hash << 7) + (hash << 8) + (hash << 24);
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}
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return chalk_1.default.hex('#' + (hash * 0xfffff * 1000000).toString(16).slice(0, 6))(content);
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};
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const time = () => chalk_1.default.gray(new Date((0, datetime_1.now)()).toISOString());
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class Logger {
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Logger.info =
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Logger.
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Logger.
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Logger.
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Logger.info = (context, message) => console.info(`${time()} ${colorize(context)}: ${message}`);
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Logger.debug = (context, message) => console.debug(`${time()} ${colorize(context)}: ${message}`);
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Logger.warn = (context, message) => console.warn(`${time()} ${colorize(context)}: ${message}`);
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};
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{"version":3,"file":"pipe.d.ts","sourceRoot":"","sources":["../../src/shared/pipe.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAE,MAAM,MAAM,CAAC;AAG/C,aAAK,WAAW,CAAC,CAAC,IAAI,KAAK,GAAG,IAAI,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC;AAEhD,wBAAgB,MAAM,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,WAAW,CAAC,CAAC,CAAC,WAC1C,WAAW,CAAC,CAAC,mBAK7B"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.ofType = void 0;
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const rxjs_1 = require("rxjs");
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function ofType(type) {
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return (input) => input.pipe((0, rxjs_1.filter)(it => it instanceof type), (0, rxjs_1.map)(it => it));
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package/dist/shared/policy.d.ts
CHANGED
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{"version":3,"file":"policy.d.ts","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":"AAEA,wBAAgB,KAAK,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAEzD"}
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package/dist/shared/policy.js
CHANGED
package/dist/storage/cache.d.ts
CHANGED
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{"version":3,"file":"cache.d.ts","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,qBAAa,KAAK;IACJ,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAEvC,MAAM,CAAC,CAAC,EACZ,MAAM,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,EACxB,OAAO,EAAE;QAAE,GAAG,EAAE,MAAM,CAAC;QAAC,GAAG,CAAC,EAAE,MAAM,CAAA;KAAE,GACrC,OAAO,CAAC,CAAC,CAAC;CA2Bd"}
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package/dist/storage/cache.js
CHANGED
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@@ -1,4 +1,13 @@
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1
|
"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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to: time + 1
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{
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|
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+
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|
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}
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]);
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|
|
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return JSON.parse(payload[0].json);
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|
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if ((_a = (!payload.length || payload[0].timestamp < time - options.ttl)) !== null && _a !== void 0 ? _a : 60 * 60 * 24) {
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|
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|
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await this.storage.save(options.key, [
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timestamp: time,
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}
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]);
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return JSON.parse(payload[0].json);
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|
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|
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|
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|
exports.Cache = Cache;
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//# sourceMappingURL=cache.js.map
|
package/dist/storage/feed.d.ts
CHANGED
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1
|
-
import {
|
|
2
|
-
import {
|
|
1
|
+
import { InstrumentSelector } from '../domain';
|
|
2
|
+
import { OrderbookPatchEvent, TradePatchEvent } from '../store';
|
|
3
|
+
import { Storage, StorageDocument, StorageQueryOptions } from './storage';
|
|
4
|
+
export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
|
|
5
|
+
/**
|
|
6
|
+
* Represents a storage supposed to store historical data.
|
|
7
|
+
* You can use CLI to fetch and save data in the Feed.
|
|
8
|
+
*/
|
|
3
9
|
export declare class Feed {
|
|
4
10
|
private readonly storage;
|
|
5
11
|
constructor(storage: Storage);
|
|
12
|
+
/**
|
|
13
|
+
* Returns all instrument names stored in the feed.
|
|
14
|
+
*/
|
|
6
15
|
index(): Promise<Array<string>>;
|
|
7
|
-
|
|
8
|
-
|
|
16
|
+
/**
|
|
17
|
+
*
|
|
18
|
+
* @param events
|
|
19
|
+
* @returns
|
|
20
|
+
*/
|
|
21
|
+
save(events: StorageEvent[]): Promise<void>;
|
|
22
|
+
/**
|
|
23
|
+
*
|
|
24
|
+
* @param instrument
|
|
25
|
+
* @param options
|
|
26
|
+
* @returns
|
|
27
|
+
*/
|
|
28
|
+
query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
|
|
29
|
+
/**
|
|
30
|
+
* Converts a StorageEvent to a persisted StorageDocument.
|
|
31
|
+
*/
|
|
32
|
+
protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
|
|
33
|
+
/**
|
|
34
|
+
* Converts a persisted StorageDocument to a StorageEvent.
|
|
35
|
+
*/
|
|
36
|
+
protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
|
|
9
37
|
}
|
|
38
|
+
//# sourceMappingURL=feed.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"feed.d.ts","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,WAAW,CAAC;AAE/C,OAAO,EAAE,mBAAmB,EAAE,eAAe,EAAE,MAAM,UAAU,CAAC;AAChE,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAE1E,oBAAY,YAAY,GAAG,eAAe,GAAG,mBAAmB,CAAC;AAEjE;;;GAGG;AACH,qBAAa,IAAI;IACH,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;OAEG;IACH,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAI/B;;;;OAIG;IACG,IAAI,CAAC,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAsBjD;;;;;OAKG;IACG,KAAK,CACT,UAAU,EAAE,kBAAkB,EAC9B,OAAO,EAAE,mBAAmB,GAC3B,OAAO,CAAC,YAAY,EAAE,CAAC;IAM1B;;OAEG;IACH,SAAS,CAAC,cAAc,CAAC,KAAK,EAAE,YAAY,GAAG,eAAe,GAAG,SAAS;IA4B1E;;OAEG;IACH,SAAS,CAAC,gBAAgB,CACxB,QAAQ,EAAE,eAAe,EACzB,UAAU,EAAE,kBAAkB,GAC7B,YAAY;CAuBhB"}
|
package/dist/storage/feed.js
CHANGED
|
@@ -1,34 +1,108 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
+
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
+
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
|
6
|
+
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
|
7
|
+
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
|
8
|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
+
});
|
|
10
|
+
};
|
|
2
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
12
|
exports.Feed = void 0;
|
|
4
|
-
const
|
|
13
|
+
const shared_1 = require("../shared");
|
|
14
|
+
const store_1 = require("../store");
|
|
15
|
+
/**
|
|
16
|
+
* Represents a storage supposed to store historical data.
|
|
17
|
+
* You can use CLI to fetch and save data in the Feed.
|
|
18
|
+
*/
|
|
5
19
|
class Feed {
|
|
6
20
|
constructor(storage) {
|
|
7
21
|
this.storage = storage;
|
|
8
22
|
}
|
|
23
|
+
/**
|
|
24
|
+
* Returns all instrument names stored in the feed.
|
|
25
|
+
*/
|
|
9
26
|
index() {
|
|
10
27
|
return this.storage.index();
|
|
11
28
|
}
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
29
|
+
/**
|
|
30
|
+
*
|
|
31
|
+
* @param events
|
|
32
|
+
* @returns
|
|
33
|
+
*/
|
|
34
|
+
save(events) {
|
|
35
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
36
|
+
const grouped = events.reduce((aggregate, it) => {
|
|
37
|
+
const document = this.serializeEvent(it);
|
|
38
|
+
if (!document) {
|
|
39
|
+
return aggregate;
|
|
40
|
+
}
|
|
41
|
+
if (aggregate[it.instrument.id]) {
|
|
42
|
+
aggregate[it.instrument.id].push(document);
|
|
43
|
+
}
|
|
44
|
+
else {
|
|
45
|
+
aggregate[it.instrument.id] = [document];
|
|
46
|
+
}
|
|
47
|
+
return aggregate;
|
|
48
|
+
}, {});
|
|
49
|
+
for (const instrument in grouped) {
|
|
50
|
+
yield this.storage.save(instrument, grouped[instrument]);
|
|
51
|
+
}
|
|
52
|
+
});
|
|
24
53
|
}
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
54
|
+
/**
|
|
55
|
+
*
|
|
56
|
+
* @param instrument
|
|
57
|
+
* @param options
|
|
58
|
+
* @returns
|
|
59
|
+
*/
|
|
60
|
+
query(instrument, options) {
|
|
61
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
62
|
+
const documents = yield this.storage.query(instrument.id, options);
|
|
63
|
+
return documents.map(it => this.deserializeEvent(it, instrument));
|
|
30
64
|
});
|
|
31
65
|
}
|
|
66
|
+
/**
|
|
67
|
+
* Converts a StorageEvent to a persisted StorageDocument.
|
|
68
|
+
*/
|
|
69
|
+
serializeEvent(event) {
|
|
70
|
+
if (event instanceof store_1.OrderbookPatchEvent) {
|
|
71
|
+
return {
|
|
72
|
+
timestamp: event.timestamp,
|
|
73
|
+
kind: 'orderbook',
|
|
74
|
+
json: JSON.stringify({
|
|
75
|
+
ar: event.ask.rate.toString(),
|
|
76
|
+
ab: event.ask.quantity.toString(),
|
|
77
|
+
br: event.bid.rate.toString(),
|
|
78
|
+
bb: event.bid.quantity.toString()
|
|
79
|
+
})
|
|
80
|
+
};
|
|
81
|
+
}
|
|
82
|
+
if (event instanceof store_1.TradePatchEvent) {
|
|
83
|
+
return {
|
|
84
|
+
timestamp: event.timestamp,
|
|
85
|
+
kind: 'trade',
|
|
86
|
+
json: JSON.stringify({
|
|
87
|
+
r: event.rate.toString(),
|
|
88
|
+
q: event.quantity.toString()
|
|
89
|
+
})
|
|
90
|
+
};
|
|
91
|
+
}
|
|
92
|
+
return undefined;
|
|
93
|
+
}
|
|
94
|
+
/**
|
|
95
|
+
* Converts a persisted StorageDocument to a StorageEvent.
|
|
96
|
+
*/
|
|
97
|
+
deserializeEvent(document, instrument) {
|
|
98
|
+
const payload = JSON.parse(document.json);
|
|
99
|
+
if (document.kind === 'trade') {
|
|
100
|
+
return new store_1.TradePatchEvent(instrument, (0, shared_1.d)(payload.r), (0, shared_1.d)(payload.q), document.timestamp);
|
|
101
|
+
}
|
|
102
|
+
if (document.kind === 'orderbook') {
|
|
103
|
+
return new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(payload.ar), quantity: (0, shared_1.d)(payload.aq), next: undefined }, { rate: (0, shared_1.d)(payload.bb), quantity: (0, shared_1.d)(payload.bq), next: undefined }, document.timestamp);
|
|
104
|
+
}
|
|
105
|
+
throw new Error(`Unsupported event: ${document.kind}`);
|
|
106
|
+
}
|
|
32
107
|
}
|
|
33
108
|
exports.Feed = Feed;
|
|
34
|
-
//# sourceMappingURL=feed.js.map
|
package/dist/storage/index.d.ts
CHANGED
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":"AAAA,cAAc,QAAQ,CAAC;AACvB,cAAc,eAAe,CAAC;AAC9B,cAAc,WAAW,CAAC;AAC1B,cAAc,SAAS,CAAC"}
|
package/dist/storage/index.js
CHANGED
|
@@ -5,10 +5,30 @@ export interface Measure {
|
|
|
5
5
|
kind: string;
|
|
6
6
|
payload: any;
|
|
7
7
|
}
|
|
8
|
+
/**
|
|
9
|
+
*
|
|
10
|
+
*/
|
|
8
11
|
export declare class Measurement {
|
|
9
12
|
private readonly storage;
|
|
10
13
|
constructor(storage: Storage);
|
|
14
|
+
/**
|
|
15
|
+
*
|
|
16
|
+
* @returns
|
|
17
|
+
*/
|
|
11
18
|
index(): Promise<Array<number>>;
|
|
19
|
+
/**
|
|
20
|
+
*
|
|
21
|
+
* @param session
|
|
22
|
+
* @param measurements
|
|
23
|
+
* @returns
|
|
24
|
+
*/
|
|
12
25
|
save(session: number, measurements: Measure[]): Promise<void>;
|
|
26
|
+
/**
|
|
27
|
+
*
|
|
28
|
+
* @param session
|
|
29
|
+
* @param options
|
|
30
|
+
* @returns
|
|
31
|
+
*/
|
|
13
32
|
query(session: number, options: StorageQueryOptions): Promise<Measure[]>;
|
|
14
33
|
}
|
|
34
|
+
//# sourceMappingURL=measurement.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"measurement.d.ts","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAEzD,MAAM,WAAW,OAAO;IACtB,SAAS,EAAE,SAAS,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED;;GAEG;AACH,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;;OAGG;IACG,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAIrC;;;;;OAKG;IACH,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,OAAO,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAW7D;;;;;OAKG;IACG,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,OAAO,EAAE,CAAC;CAS/E"}
|
|
@@ -1,13 +1,37 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
+
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
+
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
|
6
|
+
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
|
7
|
+
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
|
8
|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
+
});
|
|
10
|
+
};
|
|
2
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
12
|
exports.Measurement = void 0;
|
|
13
|
+
/**
|
|
14
|
+
*
|
|
15
|
+
*/
|
|
4
16
|
class Measurement {
|
|
5
17
|
constructor(storage) {
|
|
6
18
|
this.storage = storage;
|
|
7
19
|
}
|
|
8
|
-
|
|
9
|
-
|
|
20
|
+
/**
|
|
21
|
+
*
|
|
22
|
+
* @returns
|
|
23
|
+
*/
|
|
24
|
+
index() {
|
|
25
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
26
|
+
return (yield this.storage.index()).map(it => Number(it));
|
|
27
|
+
});
|
|
10
28
|
}
|
|
29
|
+
/**
|
|
30
|
+
*
|
|
31
|
+
* @param session
|
|
32
|
+
* @param measurements
|
|
33
|
+
* @returns
|
|
34
|
+
*/
|
|
11
35
|
save(session, measurements) {
|
|
12
36
|
return this.storage.save(session.toString(), measurements.map(it => ({
|
|
13
37
|
timestamp: it.timestamp,
|
|
@@ -15,14 +39,21 @@ class Measurement {
|
|
|
15
39
|
json: JSON.stringify(it.payload)
|
|
16
40
|
})));
|
|
17
41
|
}
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
42
|
+
/**
|
|
43
|
+
*
|
|
44
|
+
* @param session
|
|
45
|
+
* @param options
|
|
46
|
+
* @returns
|
|
47
|
+
*/
|
|
48
|
+
query(session, options) {
|
|
49
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
50
|
+
const rows = yield this.storage.query(session.toString(), options);
|
|
51
|
+
return rows.map(it => ({
|
|
52
|
+
timestamp: it.timestamp,
|
|
53
|
+
kind: it.kind,
|
|
54
|
+
payload: JSON.parse(it.json)
|
|
55
|
+
}));
|
|
56
|
+
});
|
|
25
57
|
}
|
|
26
58
|
}
|
|
27
59
|
exports.Measurement = Measurement;
|
|
28
|
-
//# sourceMappingURL=measurement.js.map
|
|
@@ -9,17 +9,58 @@ export declare type StorageQueryOptions = {
|
|
|
9
9
|
kind?: string;
|
|
10
10
|
count: number;
|
|
11
11
|
};
|
|
12
|
+
/**
|
|
13
|
+
*
|
|
14
|
+
*/
|
|
12
15
|
export declare type StorageFactory = (type: string) => Storage;
|
|
16
|
+
/**
|
|
17
|
+
*
|
|
18
|
+
*/
|
|
13
19
|
export interface Storage {
|
|
20
|
+
/**
|
|
21
|
+
*
|
|
22
|
+
*/
|
|
14
23
|
index(): Promise<Array<string>>;
|
|
24
|
+
/**
|
|
25
|
+
*
|
|
26
|
+
* @param library
|
|
27
|
+
* @param documents
|
|
28
|
+
*/
|
|
15
29
|
save(library: string, documents: StorageDocument[]): Promise<void>;
|
|
30
|
+
/**
|
|
31
|
+
*
|
|
32
|
+
* @param library
|
|
33
|
+
* @param options
|
|
34
|
+
*/
|
|
16
35
|
query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
|
|
17
36
|
}
|
|
18
37
|
export declare function inMemoryStorageFactory(): StorageFactory;
|
|
38
|
+
/**
|
|
39
|
+
*
|
|
40
|
+
*/
|
|
19
41
|
export declare class InMemoryStorage implements Storage {
|
|
20
42
|
private tables;
|
|
43
|
+
/**
|
|
44
|
+
*
|
|
45
|
+
* @returns
|
|
46
|
+
*/
|
|
21
47
|
index(): Promise<Array<string>>;
|
|
48
|
+
/**
|
|
49
|
+
*
|
|
50
|
+
* @param library
|
|
51
|
+
* @param options
|
|
52
|
+
* @returns
|
|
53
|
+
*/
|
|
22
54
|
query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
|
|
55
|
+
/**
|
|
56
|
+
*
|
|
57
|
+
* @param library
|
|
58
|
+
* @param documents
|
|
59
|
+
*/
|
|
23
60
|
save(library: string, documents: StorageDocument[]): Promise<void>;
|
|
61
|
+
/**
|
|
62
|
+
*
|
|
63
|
+
*/
|
|
24
64
|
clear(): void;
|
|
25
65
|
}
|
|
66
|
+
//# sourceMappingURL=storage.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|