@quantform/core 0.5.23 → 0.6.5
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 +38 -3
- package/dist/adapter/adapter-aggregate.d.ts.map +1 -0
- package/dist/adapter/adapter-aggregate.js +109 -50
- package/dist/adapter/adapter.d.ts +27 -2
- package/dist/adapter/adapter.d.ts.map +1 -0
- package/dist/adapter/adapter.js +4 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +3 -2
- package/dist/adapter/backtester/backtester-adapter.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-adapter.js +26 -13
- package/dist/adapter/backtester/backtester-cursor.d.ts +2 -1
- 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 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-streamer.js +54 -30
- 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 +18 -13
- 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 +6 -5
- package/dist/adapter/paper/paper-adapter.d.ts.map +1 -0
- package/dist/adapter/paper/paper-adapter.js +44 -21
- 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 +68 -38
- 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 +17 -1
- package/dist/domain/asset.d.ts.map +1 -0
- package/dist/domain/asset.js +16 -4
- 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 +27 -5
- package/dist/domain/balance.d.ts.map +1 -0
- package/dist/domain/balance.js +31 -7
- package/dist/domain/commission.d.ts +2 -0
- package/dist/domain/commission.d.ts.map +1 -0
- package/dist/domain/commission.js +2 -1
- package/dist/domain/component.d.ts +1 -1
- package/dist/domain/component.d.ts.map +1 -0
- package/dist/domain/component.js +0 -1
- package/dist/domain/error.d.ts +4 -3
- package/dist/domain/error.d.ts.map +1 -0
- package/dist/domain/error.js +3 -4
- package/dist/domain/index.d.ts +10 -8
- package/dist/domain/index.d.ts.map +1 -0
- package/dist/domain/index.js +9 -9
- 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 +8 -7
- package/dist/domain/instrument.d.ts.map +1 -0
- package/dist/domain/instrument.js +7 -7
- package/dist/domain/ohlc-operator.d.ts +11 -0
- package/dist/domain/ohlc-operator.d.ts.map +1 -0
- package/dist/domain/{candle.operator.js → ohlc-operator.js} +21 -15
- package/dist/domain/{candle.d.ts → ohlc.d.ts} +4 -3
- package/dist/domain/ohlc.d.ts.map +1 -0
- package/dist/domain/{candle.js → ohlc.js} +3 -4
- 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 +14 -21
- package/dist/domain/order.d.ts.map +1 -0
- package/dist/domain/order.js +16 -32
- 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 +9 -7
- package/dist/domain/orderbook.d.ts.map +1 -0
- package/dist/domain/orderbook.js +7 -6
- package/dist/domain/{position.operator.d.ts → position-operator.d.ts} +4 -2
- package/dist/domain/position-operator.d.ts.map +1 -0
- package/dist/domain/{position.operator.js → position-operator.js} +10 -3
- package/dist/domain/position.d.ts +4 -5
- package/dist/domain/position.d.ts.map +1 -0
- package/dist/domain/position.js +2 -6
- 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 +106 -0
- package/dist/domain/session.d.ts +56 -15
- package/dist/domain/session.d.ts.map +1 -0
- package/dist/domain/session.js +103 -39
- 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 +9 -6
- package/dist/domain/trade.d.ts.map +1 -0
- package/dist/domain/trade.js +8 -6
- package/dist/index.d.ts +25 -2
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +63 -3
- package/dist/shared/collections.d.ts +9 -6
- package/dist/shared/collections.d.ts.map +1 -0
- package/dist/shared/collections.js +21 -13
- 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 +13 -0
- package/dist/shared/decimals.d.ts.map +1 -0
- package/dist/shared/decimals.js +12 -1
- 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 +2 -1
- package/dist/shared/index.d.ts.map +1 -0
- package/dist/shared/index.js +1 -2
- package/dist/shared/logger.d.ts +6 -7
- package/dist/shared/logger.d.ts.map +1 -0
- package/dist/shared/logger.js +27 -8
- package/dist/shared/pipe.d.ts +1 -0
- package/dist/shared/pipe.d.ts.map +1 -0
- package/dist/shared/pipe.js +0 -1
- 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 +25 -0
- package/dist/storage/feed.d.ts.map +1 -0
- package/dist/storage/feed.js +56 -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} +14 -1
- 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} +7 -2
- 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 → store-orderbook-event.d.ts} +2 -1
- package/dist/store/store-orderbook-event.d.ts.map +1 -0
- package/dist/store/{store-orderbook.event.js → store-orderbook-event.js} +6 -5
- package/dist/store/{store-position.event.d.ts → store-position-event.d.ts} +3 -2
- package/dist/store/store-position-event.d.ts.map +1 -0
- package/dist/store/{store-position.event.js → store-position-event.js} +13 -6
- 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 → store-trade-event.d.ts} +6 -1
- package/dist/store/store-trade-event.d.ts.map +1 -0
- package/dist/store/{store-trade.event.js → store-trade-event.js} +12 -3
- 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/jest.config.ts +13 -0
- package/package.json +19 -32
- package/src/adapter/adapter-aggregate.ts +42 -21
- package/src/adapter/adapter.ts +3 -3
- package/src/adapter/backtester/backtester-adapter.ts +2 -4
- package/src/adapter/backtester/backtester-cursor.ts +1 -1
- package/src/adapter/backtester/backtester-streamer.spec.ts +5 -3
- package/src/adapter/backtester/backtester-streamer.ts +16 -8
- package/src/adapter/backtester/error.ts +7 -0
- package/src/adapter/error.ts +4 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +38 -21
- package/src/adapter/paper/engine/paper-engine.ts +44 -35
- package/src/adapter/paper/paper-adapter.ts +15 -6
- 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 +22 -31
- package/src/cli/run.ts +14 -11
- package/src/cli/test.ts +24 -37
- package/src/domain/asset.ts +1 -8
- 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 +15 -12
- package/src/domain/balance.ts +7 -11
- package/src/domain/commission.ts +3 -1
- package/src/domain/component.ts +0 -1
- package/src/domain/error.ts +3 -3
- package/src/domain/index.ts +9 -8
- 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 +10 -12
- package/src/domain/ohlc-operator.spec.ts +126 -0
- package/src/domain/{candle.operator.ts → ohlc-operator.ts} +33 -17
- package/src/domain/{candle.spec.ts → ohlc.spec.ts} +6 -6
- package/src/domain/{candle.ts → ohlc.ts} +2 -2
- package/src/domain/{order.operator.spec.ts → order-operator.spec.ts} +9 -6
- package/src/domain/{order.operator.ts → order-operator.ts} +2 -2
- package/src/domain/order.spec.ts +8 -9
- package/src/domain/order.ts +21 -56
- 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 +9 -13
- package/src/domain/{position.operator.spec.ts → position-operator.spec.ts} +11 -6
- package/src/domain/{position.operator.ts → position-operator.ts} +13 -6
- package/src/domain/position.spec.ts +7 -4
- package/src/domain/position.ts +2 -7
- package/src/domain/session-builder.ts +158 -0
- package/src/domain/session.spec.ts +2 -9
- package/src/domain/session.ts +86 -71
- 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 +8 -11
- package/src/index.ts +75 -2
- package/src/shared/collections.spec.ts +10 -6
- package/src/shared/collections.ts +29 -16
- package/src/shared/environment.ts +13 -0
- package/src/shared/index.ts +1 -1
- package/src/shared/logger.ts +37 -7
- package/src/shared/pipe.ts +1 -1
- package/src/storage/cache.ts +3 -1
- package/src/storage/feed.ts +2 -0
- 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} +3 -3
- package/src/store/{store-balance.event.ts → store-balance-event.ts} +54 -11
- package/src/store/{store.event.ts → store-event.ts} +0 -0
- package/src/store/{store-instrument.event.spec.ts → store-instrument-event.spec.ts} +6 -5
- package/src/store/{store-instrument.event.ts → store-instrument-event.ts} +17 -6
- package/src/store/store-order-event.spec.ts +32 -0
- package/src/store/{store-order.event.ts → store-order-event.ts} +25 -20
- package/src/store/{store-orderbook.event.spec.ts → store-orderbook-event.spec.ts} +11 -9
- package/src/store/{store-orderbook.event.ts → store-orderbook-event.ts} +7 -5
- package/src/store/{store-position.event.ts → store-position-event.ts} +14 -7
- package/src/store/store-state.ts +3 -3
- package/src/store/{store-trade.event.spec.ts → store-trade-event.spec.ts} +7 -5
- package/src/store/{store-trade.event.ts → store-trade-event.ts} +10 -4
- package/src/store/store.spec.ts +13 -11
- package/src/store/store.ts +1 -1
- 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 -83
- 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 -39
- 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 -45
- 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 -70
- 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 -83
- 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 -10
- 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 -112
- 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 -31
- 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 -65
- 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 -34
- 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 -49
- 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 -31
- 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 -4
- package/dist/indicator/atr.js +0 -16
- package/dist/indicator/atr.js.map +0 -1
- package/dist/indicator/cross.d.ts +0 -4
- 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 -102
- package/dist/indicator/cross.spec.js.map +0 -1
- package/dist/indicator/donchian.d.ts +0 -10
- package/dist/indicator/donchian.js +0 -16
- package/dist/indicator/donchian.js.map +0 -1
- package/dist/indicator/drawdown.d.ts +0 -3
- package/dist/indicator/drawdown.js +0 -28
- package/dist/indicator/drawdown.js.map +0 -1
- package/dist/indicator/ema.d.ts +0 -3
- package/dist/indicator/ema.js +0 -24
- package/dist/indicator/ema.js.map +0 -1
- package/dist/indicator/ema.spec.d.ts +0 -1
- package/dist/indicator/ema.spec.js +0 -24
- package/dist/indicator/ema.spec.js.map +0 -1
- package/dist/indicator/envelope.d.ts +0 -6
- 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 -3
- package/dist/indicator/macd.js +0 -13
- package/dist/indicator/macd.js.map +0 -1
- package/dist/indicator/min-max.d.ts +0 -6
- package/dist/indicator/min-max.js +0 -22
- 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 -3
- package/dist/indicator/rma.js +0 -24
- package/dist/indicator/rma.js.map +0 -1
- package/dist/indicator/sma.d.ts +0 -3
- package/dist/indicator/sma.js +0 -17
- package/dist/indicator/sma.js.map +0 -1
- package/dist/indicator/sma.spec.d.ts +0 -1
- package/dist/indicator/sma.spec.js +0 -20
- package/dist/indicator/sma.spec.js.map +0 -1
- package/dist/indicator/swma.d.ts +0 -3
- package/dist/indicator/swma.js +0 -24
- package/dist/indicator/swma.js.map +0 -1
- package/dist/indicator/tma.d.ts +0 -3
- 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 -20
- package/dist/indicator/tma.spec.js.map +0 -1
- package/dist/indicator/trailing.d.ts +0 -14
- package/dist/indicator/trailing.js +0 -68
- package/dist/indicator/trailing.js.map +0 -1
- package/dist/indicator/trailing.spec.d.ts +0 -1
- package/dist/indicator/trailing.spec.js +0 -70
- package/dist/indicator/trailing.spec.js.map +0 -1
- package/dist/indicator/true-range.d.ts +0 -4
- package/dist/indicator/true-range.js +0 -20
- package/dist/indicator/true-range.js.map +0 -1
- package/dist/indicator/true-range.spec.d.ts +0 -1
- package/dist/indicator/true-range.spec.js +0 -28
- package/dist/indicator/true-range.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 -3
- package/dist/indicator/wma.js +0 -23
- package/dist/indicator/wma.js.map +0 -1
- package/dist/indicator/wma.spec.d.ts +0 -1
- package/dist/indicator/wma.spec.js +0 -20
- package/dist/indicator/wma.spec.js.map +0 -1
- package/dist/shared/collections.js.map +0 -1
- package/dist/shared/collections.spec.d.ts +0 -1
- package/dist/shared/collections.spec.js +0 -28
- package/dist/shared/collections.spec.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 -29
- 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/pipe.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.js.map +0 -1
- package/dist/store/store-orderbook.event.spec.d.ts +0 -1
- package/dist/store/store-orderbook.event.spec.js +0 -28
- package/dist/store/store-orderbook.event.spec.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.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 -13
- package/src/adapter/backtester/backtester-adapter.spec.ts +0 -133
- package/src/adapter/paper/paper-adapter.spec.ts +0 -114
- package/src/bootstrap.ts +0 -139
- package/src/domain/candle.operator.spec.ts +0 -126
- package/src/indicator/atr.ts +0 -21
- package/src/indicator/cross.spec.ts +0 -136
- package/src/indicator/cross.ts +0 -59
- package/src/indicator/donchian.ts +0 -38
- package/src/indicator/drawdown.ts +0 -29
- package/src/indicator/ema.spec.ts +0 -39
- package/src/indicator/ema.ts +0 -27
- package/src/indicator/envelope.ts +0 -25
- package/src/indicator/index.ts +0 -17
- package/src/indicator/macd.ts +0 -22
- package/src/indicator/min-max.ts +0 -28
- package/src/indicator/ring-buffer.ts +0 -63
- package/src/indicator/rma.ts +0 -26
- package/src/indicator/sma.spec.ts +0 -21
- package/src/indicator/sma.ts +0 -25
- package/src/indicator/swma.ts +0 -28
- package/src/indicator/tma.spec.ts +0 -21
- package/src/indicator/tma.ts +0 -20
- package/src/indicator/trailing.spec.ts +0 -88
- package/src/indicator/trailing.ts +0 -81
- package/src/indicator/true-range.spec.ts +0 -32
- package/src/indicator/true-range.ts +0 -32
- package/src/indicator/window.ts +0 -28
- package/src/indicator/wma.spec.ts +0 -20
- package/src/indicator/wma.ts +0 -29
- package/src/shared/io.ts +0 -3
- package/src/store/store-order.event.spec.ts +0 -28
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{"version":3,"file":"position.operator.spec.js","sourceRoot":"","sources":["../../src/domain/position.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAgD;AAEhD,sCAA8B;AAC9B,oCAAiC;AACjC,mCAAgC;AAChC,uCAAoC;AAEpC,6CAA0C;AAC1C,yCAAsC;AACtC,2DAA0D;AAE1D,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,wBAAwB,EAAE,IAAI,CAAC,EAAE;QACpC,IAAI,sBAAe,CAAY,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;aACnF,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,IAAI,CAAC,EAAE;QAChC,IAAI,sBAAe,CAAY,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;YAC9E,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,OAAO,GAAG,IAAI,iBAAO,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAC9C,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IACzE,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAEzE,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAE9B,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;QAClC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yDAAyD,EAAE,IAAI,CAAC,EAAE;QACrE,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACpE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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describe('Position', () => {
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const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
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test('should construct a position', () => {
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const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3);
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});
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test('should calculate correct margin', () => {
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const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
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test('should calculate correct unrealized pnl', () => {
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const pnl = sut.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
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expect(pnl).toEqual((0, shared_1.d)(0.2652));
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});
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});
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|
-
{"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;QACvC,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEnE,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAChD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC;QAE7E,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yCAAyC,EAAE,GAAG,EAAE;QACnD,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC;QAE7E,MAAM,GAAG,GAAG,GAAG,CAAC,+BAA+B,CAAC,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC;QAE5D,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,EAC1E,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA5KD,0BA4KC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
@@ -1,23 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const bootstrap_1 = require("../bootstrap");
|
|
4
|
-
const domain_1 = require("../domain");
|
|
5
|
-
const shared_1 = require("../shared");
|
|
6
|
-
const store_1 = require("../store");
|
|
7
|
-
describe('Session', () => {
|
|
8
|
-
const descriptor = {
|
|
9
|
-
id: (0, shared_1.now)(),
|
|
10
|
-
adapter: []
|
|
11
|
-
};
|
|
12
|
-
test('should trigger once', done => {
|
|
13
|
-
const session = new bootstrap_1.Bootstrap(descriptor).paper();
|
|
14
|
-
session.instruments().subscribe({
|
|
15
|
-
next: it => {
|
|
16
|
-
expect(it.length).toEqual(2);
|
|
17
|
-
},
|
|
18
|
-
complete: done()
|
|
19
|
-
});
|
|
20
|
-
session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
|
|
21
|
-
});
|
|
22
|
-
});
|
|
23
|
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//# sourceMappingURL=session.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAmC;AACnC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"timeframe.js","sourceRoot":"","sources":["../../src/domain/timeframe.ts"],"names":[],"mappings":";;;AAAA,MAAa,SAAS;;AAAtB,8BAYC;AAXQ,YAAE,GAAG,IAAI,CAAC;AACV,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,EAAE,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACtB,aAAG,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACvB,aAAG,GAAG,SAAS,CAAC,GAAG,GAAG,CAAC,CAAC;AACxB,YAAE,GAAG,SAAS,CAAC,GAAG,GAAG,CAAC,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACtB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACtB,aAAG,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,GAAG,GAAG,CAAC,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AAG/B,SAAgB,EAAE,CAAC,SAAiB,EAAE,SAAiB;IACrD,OAAO,SAAS,GAAG,CAAC,SAAS,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC;AAFD,gBAEC"}
|
package/dist/domain/trade.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAOhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QALlD,SAAI,GAAG,OAAO,CAAC;QAMb,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAdD,sBAcC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"trade.operator.js","sourceRoot":"","sources":["../../src/domain/trade.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B,EAAE,KAAY;IAC9D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACvC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;AACN,CAAC;AAPD,sBAOC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
@@ -1,24 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const rxjs_1 = require("rxjs");
|
|
4
|
-
const store_1 = require("../store");
|
|
5
|
-
const asset_1 = require("./asset");
|
|
6
|
-
const instrument_1 = require("./instrument");
|
|
7
|
-
const trade_1 = require("./trade");
|
|
8
|
-
const trade_operator_1 = require("./trade.operator");
|
|
9
|
-
describe('trade', () => {
|
|
10
|
-
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
11
|
-
const state = new store_1.State();
|
|
12
|
-
beforeEach(() => {
|
|
13
|
-
state.trade.upsert(new trade_1.Trade(instrument));
|
|
14
|
-
});
|
|
15
|
-
test('should pipe an orderbook on subscription', done => {
|
|
16
|
-
new rxjs_1.Subject().pipe((0, trade_operator_1.trade)(instrument, state)).subscribe({
|
|
17
|
-
next: it => {
|
|
18
|
-
expect(it.id).toEqual(instrument.id);
|
|
19
|
-
done();
|
|
20
|
-
}
|
|
21
|
-
});
|
|
22
|
-
});
|
|
23
|
-
});
|
|
24
|
-
//# sourceMappingURL=trade.operator.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"trade.operator.spec.js","sourceRoot":"","sources":["../../src/domain/trade.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAChE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const asset_1 = require("./asset");
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const instrument_1 = require("./instrument");
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const trade_1 = require("./trade");
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describe('Trade', () => {
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const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
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test('should construct an empty trade', () => {
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const sut = new trade_1.Trade(instrument);
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expect(sut.id).toEqual(instrument.id);
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});
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});
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//# sourceMappingURL=trade.spec.js.map
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{"version":3,"file":"trade.spec.js","sourceRoot":"","sources":["../../src/domain/trade.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC;QAElC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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package/dist/index.js.map
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,8CAA4B;AAC5B,2CAAyB;AACzB,8CAA4B;AAC5B,2CAAyB;AACzB,4CAA0B;AAC1B,0CAAwB"}
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package/dist/indicator/atr.d.ts
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package/dist/indicator/atr.js
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.atr = void 0;
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const rxjs_1 = require("rxjs");
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const rma_1 = require("./rma");
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const true_range_1 = require("./true-range");
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function atr(length, fn) {
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return function (source) {
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return source.pipe((0, true_range_1.trueRange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, rxjs_1.map)(([[it], tr]) => {
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const tuple = [it, tr];
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return tuple;
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}), (0, rxjs_1.share)());
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};
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}
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exports.atr = atr;
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//# sourceMappingURL=atr.js.map
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{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAI9C,+BAA4B;AAC5B,6CAAyC;AAEzC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,sBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE;YACjB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC;YAErC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}
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import { Observable } from 'rxjs';
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import { decimal } from '../shared';
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export declare function crossUnder<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
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export declare function crossOver<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
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package/dist/indicator/cross.js
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.crossOver = exports.crossUnder = void 0;
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const rxjs_1 = require("rxjs");
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function crossUnder(trigger, value) {
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return function (source) {
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let triggered = false;
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return source.pipe((0, rxjs_1.filter)(it => {
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const limit = typeof trigger == 'function' ? trigger(it) : trigger;
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const current = value(it);
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if (current.lessThan(limit)) {
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triggered = true;
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}
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if (triggered && current.greaterThan(limit)) {
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triggered = false;
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return true;
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}
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return false;
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}));
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};
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}
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exports.crossUnder = crossUnder;
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function crossOver(trigger, value) {
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return function (source) {
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let triggered = false;
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return source.pipe((0, rxjs_1.filter)(it => {
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const limit = typeof trigger == 'function' ? trigger(it) : trigger;
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const current = value(it);
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if (current.greaterThan(limit)) {
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triggered = true;
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}
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triggered = false;
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return true;
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}
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return false;
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}));
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};
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}
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exports.crossOver = crossOver;
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//# sourceMappingURL=cross.js.map
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{"version":3,"file":"cross.js","sourceRoot":"","sources":["../../src/indicator/cross.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAI1C,SAAgB,UAAU,CACxB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBAC3B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC3C,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,gCA0BC;AAED,SAAgB,SAAS,CACvB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC9B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBACxC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,8BA0BC"}
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export {};
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const rxjs_1 = require("rxjs");
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const shared_1 = require("../shared");
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const cross_1 = require("./cross");
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describe('crossUnder', () => {
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test('should crossUnder uptrend once', done => {
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(0, rxjs_1.from)([1, 2, 3, 4, 5])
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.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
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.subscribe({
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next: it => expect(it).toEqual((0, shared_1.d)(4)),
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complete: done()
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});
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});
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test('should crossUnder uptrend twice', done => {
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let crosses = 0;
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(0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 2, 3, 3, 3, 4, 5])
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.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
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.subscribe({
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20
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next: it => {
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expect(it).toEqual((0, shared_1.d)(4));
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crosses++;
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},
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complete: () => {
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25
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expect(crosses).toEqual(2);
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done();
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}
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28
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});
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});
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30
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test('should not cross bounce', done => {
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31
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let crosses = 0;
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32
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(0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 3, 3, 4, 5])
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33
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.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
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34
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.subscribe({
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35
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next: it => {
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36
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expect(it).toEqual((0, shared_1.d)(4));
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crosses++;
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38
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},
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39
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complete: () => {
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40
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expect(crosses).toEqual(1);
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done();
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}
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});
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});
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test('should not cross downtrend', done => {
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46
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(0, rxjs_1.from)([5, 4, 3, 2, 1])
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47
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.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
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48
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.subscribe({
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49
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next: () => fail(),
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50
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complete: done()
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51
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});
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52
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});
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53
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});
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54
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describe('crossover', () => {
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55
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test('should crossover downtrend once', done => {
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56
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(0, rxjs_1.from)([5, 4, 3, 2, 1])
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57
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.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
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58
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.subscribe({
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59
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next: it => expect(it).toEqual((0, shared_1.d)(2)),
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60
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complete: done()
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61
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});
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62
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});
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63
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test('should crossover downtrend twice', done => {
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64
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let crosses = 0;
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65
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(0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 2, 3, 4, 4, 2, 3])
|
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66
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.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
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67
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.subscribe({
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68
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next: it => {
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69
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expect(it).toEqual((0, shared_1.d)(2));
|
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70
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crosses++;
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71
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},
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72
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complete: () => {
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73
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expect(crosses).toEqual(2);
|
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74
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done();
|
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75
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}
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76
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});
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77
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});
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78
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test('should not cross bounce', done => {
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79
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let crosses = 0;
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80
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(0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 3, 3, 4, 5])
|
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81
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.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
|
|
82
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.subscribe({
|
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83
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-
next: it => {
|
|
84
|
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expect(it).toEqual((0, shared_1.d)(2));
|
|
85
|
-
crosses++;
|
|
86
|
-
},
|
|
87
|
-
complete: () => {
|
|
88
|
-
expect(crosses).toEqual(1);
|
|
89
|
-
done();
|
|
90
|
-
}
|
|
91
|
-
});
|
|
92
|
-
});
|
|
93
|
-
test('should not cross uptrend', done => {
|
|
94
|
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(0, rxjs_1.from)([1, 2, 3, 4, 5])
|
|
95
|
-
.pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
|
|
96
|
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.subscribe({
|
|
97
|
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next: () => fail(),
|
|
98
|
-
complete: done()
|
|
99
|
-
});
|
|
100
|
-
});
|
|
101
|
-
});
|
|
102
|
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//# sourceMappingURL=cross.spec.js.map
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@@ -1 +0,0 @@
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1
|
-
{"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAAiC;AAEjC,sCAA8B;AAC9B,mCAAgD;AAEhD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC;YACpC,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC;YACpC,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1,10 +0,0 @@
|
|
|
1
|
-
import { Observable } from 'rxjs';
|
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2
|
-
import { Candle } from '../domain';
|
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3
|
-
import { decimal } from '../shared';
|
|
4
|
-
export declare function donchian<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[
|
|
5
|
-
T,
|
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6
|
-
{
|
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7
|
-
upper: decimal;
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-
lower: decimal;
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9
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-
}
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]>;
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@@ -1,16 +0,0 @@
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"use strict";
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-
Object.defineProperty(exports, "__esModule", { value: true });
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-
exports.donchian = void 0;
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-
const rxjs_1 = require("rxjs");
|
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5
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-
const min_max_1 = require("./min-max");
|
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6
|
-
function donchian(length, fn) {
|
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7
|
-
return function (source) {
|
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8
|
-
source = source.pipe((0, rxjs_1.share)());
|
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9
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-
return source.pipe((0, rxjs_1.withLatestFrom)(source.pipe((0, min_max_1.minMax)(length, it => fn(it).low)), source.pipe((0, min_max_1.minMax)(length, it => fn(it).high))), (0, rxjs_1.map)(([it, low, high]) => {
|
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10
|
-
const tuple = [it, { lower: low[1].min, upper: high[1].max }];
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return tuple;
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12
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-
}), (0, rxjs_1.share)());
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-
};
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14
|
-
}
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15
|
-
exports.donchian = donchian;
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//# sourceMappingURL=donchian.js.map
|
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@@ -1 +0,0 @@
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1
|
-
{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAI9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
|
|
@@ -1,28 +0,0 @@
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|
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1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
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3
|
-
exports.drawdown = void 0;
|
|
4
|
-
const rxjs_1 = require("rxjs");
|
|
5
|
-
const shared_1 = require("../shared");
|
|
6
|
-
function drawdown(fn) {
|
|
7
|
-
return function (source) {
|
|
8
|
-
let rate;
|
|
9
|
-
let max = shared_1.d.Zero;
|
|
10
|
-
return source.pipe((0, rxjs_1.map)(it => {
|
|
11
|
-
const value = fn(it);
|
|
12
|
-
if (!rate) {
|
|
13
|
-
rate = value;
|
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14
|
-
}
|
|
15
|
-
else {
|
|
16
|
-
if (value > rate) {
|
|
17
|
-
rate = value;
|
|
18
|
-
}
|
|
19
|
-
else if (value < rate) {
|
|
20
|
-
max = shared_1.decimal.min(max, value.div(rate).minus(1));
|
|
21
|
-
}
|
|
22
|
-
}
|
|
23
|
-
return max;
|
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24
|
-
}), (0, rxjs_1.share)());
|
|
25
|
-
};
|
|
26
|
-
}
|
|
27
|
-
exports.drawdown = drawdown;
|
|
28
|
-
//# sourceMappingURL=drawdown.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"drawdown.js","sourceRoot":"","sources":["../../src/indicator/drawdown.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAuC;AAEvC,SAAgB,QAAQ,CAAI,EAAsB;IAChD,OAAO,UAAU,MAAqB;QACpC,IAAI,IAAa,CAAC;QAClB,IAAI,GAAG,GAAG,UAAC,CAAC,IAAI,CAAC;QAEjB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAErB,IAAI,CAAC,IAAI,EAAE;gBACT,IAAI,GAAG,KAAK,CAAC;aACd;iBAAM;gBACL,IAAI,KAAK,GAAG,IAAI,EAAE;oBAChB,IAAI,GAAG,KAAK,CAAC;iBACd;qBAAM,IAAI,KAAK,GAAG,IAAI,EAAE;oBACvB,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;iBAClD;aACF;YAED,OAAO,GAAG,CAAC;QACb,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAxBD,4BAwBC"}
|
package/dist/indicator/ema.d.ts
DELETED
package/dist/indicator/ema.js
DELETED
|
@@ -1,24 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.ema = void 0;
|
|
4
|
-
const rxjs_1 = require("rxjs");
|
|
5
|
-
const shared_1 = require("../shared");
|
|
6
|
-
const sma_1 = require("./sma");
|
|
7
|
-
function ema(length, fn) {
|
|
8
|
-
return function (source) {
|
|
9
|
-
const alpha = (0, shared_1.d)(2.0).div((0, shared_1.d)(length + 1));
|
|
10
|
-
let value = null;
|
|
11
|
-
return source.pipe((0, sma_1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
|
|
12
|
-
if (!value) {
|
|
13
|
-
value = sma;
|
|
14
|
-
}
|
|
15
|
-
else {
|
|
16
|
-
value = alpha.mul(fn(it)).plus((0, shared_1.d)(1.0).minus(alpha).mul(value));
|
|
17
|
-
}
|
|
18
|
-
const tuple = [it, value];
|
|
19
|
-
return tuple;
|
|
20
|
-
}), (0, rxjs_1.share)());
|
|
21
|
-
};
|
|
22
|
-
}
|
|
23
|
-
exports.ema = ema;
|
|
24
|
-
//# sourceMappingURL=ema.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAuC;AACvC,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,IAAA,UAAC,EAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC;QACxC,IAAI,KAAK,GAAY,IAAI,CAAC;QAE1B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;aAChE;YAED,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAExC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
@@ -1,24 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const rxjs_1 = require("rxjs");
|
|
4
|
-
const shared_1 = require("../shared");
|
|
5
|
-
const ema_1 = require("./ema");
|
|
6
|
-
describe('ema', () => {
|
|
7
|
-
test('should return expected value', done => {
|
|
8
|
-
let value;
|
|
9
|
-
(0, rxjs_1.from)([
|
|
10
|
-
212.8, 214.06, 213.89, 214.66, 213.95, 213.95, 214.55, 214.02, 214.51, 213.75,
|
|
11
|
-
214.22, 213.43, 214.21, 213.66, 215.03, 216.89, 216.66, 216.32, 214.98, 214.96,
|
|
12
|
-
215.05, 215.19
|
|
13
|
-
])
|
|
14
|
-
.pipe((0, ema_1.ema)(20, it => (0, shared_1.d)(it)))
|
|
15
|
-
.subscribe({
|
|
16
|
-
next: ([, it]) => (value = it),
|
|
17
|
-
complete: () => {
|
|
18
|
-
expect(value.toDecimalPlaces(4)).toEqual((0, shared_1.d)(214.6336));
|
|
19
|
-
done();
|
|
20
|
-
}
|
|
21
|
-
});
|
|
22
|
-
});
|
|
23
|
-
});
|
|
24
|
-
//# sourceMappingURL=ema.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAEnB,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}
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@@ -1,18 +0,0 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.envelope = void 0;
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const rxjs_1 = require("rxjs");
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const sma_1 = require("./sma");
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function envelope(length, percent, valueFn) {
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return function (source) {
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return source.pipe((0, sma_1.sma)(length, valueFn), (0, rxjs_1.map)(([, sma]) => {
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const offset = sma.mul(percent).div(100);
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return {
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min: sma.minus(offset),
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max: sma.add(offset)
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};
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}), (0, rxjs_1.share)());
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};
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}
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exports.envelope = envelope;
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//# sourceMappingURL=envelope.js.map
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@@ -1 +0,0 @@
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{"version":3,"file":"envelope.js","sourceRoot":"","sources":["../../src/indicator/envelope.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,+BAA4B;AAE5B,SAAgB,QAAQ,CACtB,MAAc,EACd,OAAe,EACf,OAA2B;IAE3B,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,OAAO,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE;YACd,MAAM,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;YAEzC,OAAO;gBACL,GAAG,EAAE,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC;gBACtB,GAAG,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC;aACrB,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,4BAmBC"}
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@@ -1,17 +0,0 @@
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1
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-
export * from './atr';
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2
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-
export * from './cross';
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3
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-
export * from './donchian';
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4
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-
export * from './drawdown';
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-
export * from './ema';
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-
export * from './envelope';
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7
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export * from './macd';
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8
|
-
export * from './min-max';
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9
|
-
export * from './ring-buffer';
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10
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-
export * from './rma';
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11
|
-
export * from './sma';
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12
|
-
export * from './swma';
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13
|
-
export * from './tma';
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14
|
-
export * from './trailing';
|
|
15
|
-
export * from './true-range';
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|
16
|
-
export * from './window';
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|
17
|
-
export * from './wma';
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