@quantform/core 0.5.23 → 0.6.4

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

@@ -1 +0,0 @@
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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

@@ -1 +0,0 @@
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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

@@ -1,83 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
-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(instrument, timeframe, length) {
-        throw new Error('Method not implemented.');
-    }
-    feed(instrument, from, to, callback) {
-        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, shared_1.d)(0.1), (0, shared_1.d)(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((0, shared_1.d)(100));
-                expect(store.snapshot.trade.get(instrument.id).quantity).toEqual((0, shared_1.d)(10));
-                done();
-            }
-        });
-        feed.save([new store_1.TradePatchEvent(instrument, (0, shared_1.d)(100), (0, shared_1.d)(10), 1)]);
-        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 @@
-{"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAGA,oCAAgD;AAEhD,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAgB,CAAC;QACjC,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}

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

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

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

@@ -1,39 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
-const storage_1 = require("../../storage");
-const store_1 = require("../../store");
-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([
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
-        ]);
-        await cursor.fetchNextPage(0, 4);
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1));
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2));
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3));
-        expect(cursor.peek()).toEqual(undefined);
-        await cursor.fetchNextPage(3, 7);
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4));
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5));
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6));
-        expect(cursor.peek()).toEqual(undefined);
-        await cursor.fetchNextPage(6, 10);
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7));
-        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8));
-        expect(cursor.peek()).toEqual(undefined);
-    });
-});
-//# sourceMappingURL=backtester-cursor.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,yCAAiC;AACjC,2CAAsD;AACtD,uCAA8C;AAC9C,2DAAuD;AAEvD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,+BAA+B,EAAE,KAAK,IAAI,EAAE;QAC/C,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;SAC/C,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

@@ -1 +0,0 @@
-{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AAKA,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,KAAK,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QACjC,IAAI,CAAC,QAAQ,EAAE,CAAC;QAEhB,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAE3B,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YACjD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;SAC7C;QAED,OAAO,IAAI,CAAC;IACd,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;AAvHD,gDAuHC"}

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

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

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

@@ -1,45 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
-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((0, shared_1.d)(8));
-                expect(trade.quantity).toEqual((0, shared_1.d)(8));
-                expect(store.snapshot.timestamp).toEqual(8);
-                done();
-            }
-        });
-        feed
-            .save([
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(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

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package/dist/adapter/error.js.map

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package/dist/adapter/index.js.map

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

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package/dist/adapter/paper/engine/paper-engine.spec.d.ts

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

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

@@ -1,54 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../../domain");
-const shared_1 = require("../../../shared");
-const store_1 = require("../../../store");
-const paper_engine_1 = require("./paper-engine");
-describe('PaperEngine', () => {
-    const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
-    const commission = (0, domain_1.commissionPercentOf)({
-        maker: (0, shared_1.d)(0.1),
-        taker: (0, shared_1.d)(0.1)
-    });
-    test('should open a new buy market order', () => {
-        const store = new store_1.Store();
-        const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.market(instrument, (0, shared_1.d)(1.0));
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
-        engine.open(order);
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
-        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual(shared_1.d.Zero);
-        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual((0, shared_1.d)(1000));
-    });
-    test('should open a new sell market order', () => {
-        const store = new store_1.Store();
-        const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.market(instrument, (0, shared_1.d)(-0.6));
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
-        engine.open(order);
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual((0, shared_1.d)(0.6));
-    });
-    test('should open and fill a new sell limit order', () => {
-        const store = new store_1.Store();
-        const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.limit(instrument, (0, shared_1.d)(-0.6), (0, shared_1.d)(100));
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()), new store_1.InstrumentSubscriptionEvent((0, shared_1.now)(), instrument, true));
-        engine.open(order);
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('PENDING');
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual((0, shared_1.d)(0.6));
-        store.dispatch(new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(102), quantity: (0, shared_1.d)(1), next: undefined }, { rate: (0, shared_1.d)(101), quantity: (0, shared_1.d)(1), next: undefined }, (0, shared_1.now)()));
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('FILLED');
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(shared_1.d.Zero);
-        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual((0, shared_1.d)(1060.53));
-        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual(shared_1.d.Zero);
-    });
-});
-//# sourceMappingURL=paper-engine.spec.js.map

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

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

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

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

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

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

@@ -1,70 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const shared_1 = require("../../shared");
-const store_1 = require("../../store");
-const adapter_1 = require("../adapter");
-const domain_1 = require("./../../domain");
-const paper_engine_1 = require("./engine/paper-engine");
-const paper_adapter_1 = require("./paper-adapter");
-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(instrument, timeframe, length) {
-        throw new Error('Method not implemented.');
-    }
-    feed(instrument, from, to, callback) {
-        throw new Error('Method not implemented.');
-    }
-    timestamp() {
-        return 123;
-    }
-    async awake() {
-        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission((0, shared_1.d)(0.1), (0, shared_1.d)(0.1)), 'a-b'));
-    }
-    createPaperEngine(adapter) {
-        return new paper_engine_1.PaperEngine(adapter.store);
-    }
-}
-describe('PaperAdapter', () => {
-    const options = {
-        balance: {
-            ['default:a']: 1000,
-            ['default:b']: 200
-        }
-    };
-    test('should return wrapped adapter name and timestamp', () => {
-        const store = new store_1.Store();
-        const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(adapter_1.DefaultTimeProvider, store), store, options);
-        expect(sut.name).toEqual('default');
-        expect(sut.timestamp()).toEqual(123);
-    });
-    test('', async () => {
-        const store = new store_1.Store();
-        const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
-        const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
-        await sut.awake();
-        await sut.account();
-        const order = domain_1.Order.market((0, domain_1.instrumentOf)('default:a-b'), (0, shared_1.d)(1.0));
-        await sut.open(order);
-        expect(store.snapshot.order.get(order.instrument.id).get(order.id)).toEqual(order);
-    });
-});
-//# sourceMappingURL=paper-adapter.spec.js.map

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

@@ -1 +0,0 @@
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package/dist/bootstrap.d.ts

@@ -1,11 +0,0 @@
-import { BacktesterListener, BacktesterStreamer } from './adapter';
-import { Session, SessionDescriptor } from './domain';
-export declare class Bootstrap {
-    readonly descriptor: SessionDescriptor;
-    constructor(descriptor: SessionDescriptor);
-    useSessionId(id?: number): Bootstrap;
-    useBacktestPeriod(from?: number, to?: number): Bootstrap;
-    backtest(listener?: BacktesterListener): [Session, BacktesterStreamer];
-    paper(): Session;
-    live(): Session;
-}

package/dist/bootstrap.js

@@ -1,73 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Bootstrap = void 0;
-const adapter_1 = require("./adapter");
-const domain_1 = require("./domain");
-const storage_1 = require("./storage");
-const store_1 = require("./store");
-class Bootstrap {
-    constructor(descriptor) {
-        this.descriptor = descriptor;
-    }
-    useSessionId(id) {
-        if (id) {
-            this.descriptor.id = id;
-        }
-        return this;
-    }
-    useBacktestPeriod(from, to) {
-        if (!this.descriptor.simulation) {
-            this.descriptor.simulation = {
-                balance: {},
-                from: undefined,
-                to: undefined
-            };
-        }
-        if (from) {
-            this.descriptor.simulation.from = from;
-        }
-        if (to) {
-            this.descriptor.simulation.to = to;
-        }
-        return this;
-    }
-    backtest(listener) {
-        var _a;
-        const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
-        const feed = new storage_1.Feed(storage('feed'));
-        const cache = new storage_1.Cache(storage('cache'));
-        const streamer = new adapter_1.BacktesterStreamer(store, feed, this.descriptor.simulation, listener);
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createBacktesterAdapterFactory)((0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation), streamer)), streamer.getTimeProvider(), store, cache);
-        const session = new domain_1.Session(store, aggregate, this.descriptor);
-        return [session, streamer];
-    }
-    paper() {
-        var _a;
-        if (!this.descriptor.simulation) {
-            this.descriptor.simulation = {
-                balance: {},
-                from: undefined,
-                to: undefined
-            };
-        }
-        if (!this.descriptor.simulation.balance) {
-            this.descriptor.simulation.balance = {};
-        }
-        const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
-        const cache = new storage_1.Cache(storage('cache'));
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation)), adapter_1.DefaultTimeProvider, store, cache);
-        return new domain_1.Session(store, aggregate, this.descriptor);
-    }
-    live() {
-        var _a;
-        const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
-        const cache = new storage_1.Cache(storage('cache'));
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, adapter_1.DefaultTimeProvider, store, cache);
-        return new domain_1.Session(store, aggregate, this.descriptor);
-    }
-}
-exports.Bootstrap = Bootstrap;
-//# sourceMappingURL=bootstrap.js.map

package/dist/bootstrap.js.map

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package/dist/cli/build.js.map

@@ -1 +0,0 @@
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package/dist/cli/dev.js.map

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

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