@quantform/core 0.6.6 → 0.7.0-beta.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/as-readonly.d.ts +3 -0
- package/dist/as-readonly.d.ts.map +1 -0
- package/dist/as-readonly.js +8 -0
- package/dist/{domain → asset}/asset.d.ts +6 -1
- package/dist/asset/asset.d.ts.map +1 -0
- package/dist/{domain → asset}/asset.js +16 -7
- package/dist/asset/asset.spec.d.ts +2 -0
- package/dist/asset/asset.spec.d.ts.map +1 -0
- package/dist/asset/asset.spec.js +54 -0
- package/dist/asset/index.d.ts +2 -0
- package/dist/asset/index.d.ts.map +1 -0
- package/dist/{adapter/paper → asset}/index.js +1 -2
- package/dist/cli/build.js +1 -1
- package/dist/cli/dev.d.ts.map +1 -1
- package/dist/cli/dev.js +15 -11
- package/dist/cli/index.js +8 -8
- package/dist/cli/internal/workspace.js +1 -1
- package/dist/cli/pull.d.ts.map +1 -1
- package/dist/cli/pull.js +50 -20
- package/dist/cli/{test.d.ts → replay.d.ts} +1 -1
- package/dist/cli/replay.d.ts.map +1 -0
- package/dist/cli/{test.js → replay.js} +18 -20
- package/dist/cli/run.d.ts.map +1 -1
- package/dist/cli/run.js +16 -11
- package/dist/component/distinct-until-timesamp-changed.d.ts +5 -0
- package/dist/component/distinct-until-timesamp-changed.d.ts.map +1 -0
- package/dist/component/distinct-until-timesamp-changed.js +9 -0
- package/dist/component/error.d.ts +17 -0
- package/dist/component/error.d.ts.map +1 -0
- package/dist/component/error.js +33 -0
- package/dist/component/index.d.ts +8 -0
- package/dist/component/index.d.ts.map +1 -0
- package/dist/{store → component}/index.js +7 -9
- package/dist/{domain → component}/ohlc-operator.d.ts +1 -1
- package/dist/component/ohlc-operator.d.ts.map +1 -0
- package/dist/{domain → component}/ohlc-operator.js +4 -5
- package/dist/component/ohlc-operator.spec.d.ts +2 -0
- package/dist/component/ohlc-operator.spec.d.ts.map +1 -0
- package/dist/component/ohlc-operator.spec.js +110 -0
- package/dist/component/ohlc.d.ts.map +1 -0
- package/dist/component/ohlc.spec.d.ts +2 -0
- package/dist/component/ohlc.spec.d.ts.map +1 -0
- package/dist/component/ohlc.spec.js +25 -0
- package/dist/component/timeframe.d.ts.map +1 -0
- package/dist/core.d.ts +3 -0
- package/dist/core.d.ts.map +1 -0
- package/dist/core.js +15 -0
- package/dist/defined.d.ts +3 -0
- package/dist/defined.d.ts.map +1 -0
- package/dist/defined.js +8 -0
- package/dist/exclude.d.ts +3 -0
- package/dist/exclude.d.ts.map +1 -0
- package/dist/exclude.js +8 -0
- package/dist/index.d.ts +25 -27
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +25 -66
- package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
- package/dist/instrument/commission/commission.d.ts.map +1 -0
- package/dist/{domain → instrument/commission}/commission.js +2 -2
- package/dist/instrument/commission/commission.spec.d.ts +2 -0
- package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
- package/dist/instrument/commission/commission.spec.js +30 -0
- package/dist/instrument/index.d.ts +3 -0
- package/dist/instrument/index.d.ts.map +1 -0
- package/dist/{adapter → instrument}/index.js +2 -4
- package/dist/{domain → instrument}/instrument.d.ts +4 -4
- package/dist/instrument/instrument.d.ts.map +1 -0
- package/dist/{domain → instrument}/instrument.js +8 -5
- package/dist/instrument/instrument.spec.d.ts +2 -0
- package/dist/instrument/instrument.spec.d.ts.map +1 -0
- package/dist/instrument/instrument.spec.js +51 -0
- package/dist/make-test-module.d.ts +13 -0
- package/dist/make-test-module.d.ts.map +1 -0
- package/dist/make-test-module.js +46 -0
- package/dist/module.d.ts +57 -0
- package/dist/module.d.ts.map +1 -0
- package/dist/module.js +136 -0
- package/dist/module.spec.d.ts +2 -0
- package/dist/module.spec.d.ts.map +1 -0
- package/dist/module.spec.js +86 -0
- package/dist/not-found.d.ts +2 -0
- package/dist/not-found.d.ts.map +1 -0
- package/dist/{domain/component.js → not-found.js} +2 -0
- package/dist/replay/index.d.ts +7 -0
- package/dist/replay/index.d.ts.map +1 -0
- package/dist/replay/index.js +22 -0
- package/dist/replay/use-replay-coordinator.d.ts +10 -0
- package/dist/replay/use-replay-coordinator.d.ts.map +1 -0
- package/dist/replay/use-replay-coordinator.js +119 -0
- package/dist/replay/use-replay-options.d.ts +15 -0
- package/dist/replay/use-replay-options.d.ts.map +1 -0
- package/dist/replay/use-replay-options.js +20 -0
- package/dist/replay/use-replay-reader.d.ts +7 -0
- package/dist/replay/use-replay-reader.d.ts.map +1 -0
- package/dist/replay/use-replay-reader.js +32 -0
- package/dist/replay/use-replay-reader.spec.d.ts +2 -0
- package/dist/replay/use-replay-reader.spec.d.ts.map +1 -0
- package/dist/replay/use-replay-reader.spec.js +58 -0
- package/dist/replay/use-replay-storage.d.ts +10 -0
- package/dist/replay/use-replay-storage.d.ts.map +1 -0
- package/dist/replay/use-replay-storage.js +10 -0
- package/dist/replay/use-replay-writer.d.ts +6 -0
- package/dist/replay/use-replay-writer.d.ts.map +1 -0
- package/dist/replay/use-replay-writer.js +14 -0
- package/dist/replay/use-replay-writer.spec.d.ts +2 -0
- package/dist/replay/use-replay-writer.spec.d.ts.map +1 -0
- package/dist/replay/use-replay-writer.spec.js +53 -0
- package/dist/replay/use-replay.d.ts +10 -0
- package/dist/replay/use-replay.d.ts.map +1 -0
- package/dist/replay/use-replay.js +32 -0
- package/dist/replay/use-replay.spec.d.ts +2 -0
- package/dist/replay/use-replay.spec.d.ts.map +1 -0
- package/dist/replay/use-replay.spec.js +106 -0
- package/dist/replay/with-replay.d.ts +4 -0
- package/dist/replay/with-replay.d.ts.map +1 -0
- package/dist/replay/with-replay.js +8 -0
- package/dist/session/index.d.ts +4 -0
- package/dist/session/index.d.ts.map +1 -0
- package/dist/session/index.js +19 -0
- package/dist/session/use-session-object.d.ts +18 -0
- package/dist/session/use-session-object.d.ts.map +1 -0
- package/dist/session/use-session-object.js +13 -0
- package/dist/session/use-session-storage.d.ts +2 -0
- package/dist/session/use-session-storage.d.ts.map +1 -0
- package/dist/session/use-session-storage.js +10 -0
- package/dist/session/use-session.d.ts +4 -0
- package/dist/session/use-session.d.ts.map +1 -0
- package/dist/session/use-session.js +7 -0
- package/dist/shared/datetime.d.ts +1 -1
- package/dist/shared/datetime.d.ts.map +1 -1
- package/dist/shared/decimals.d.ts.map +1 -1
- package/dist/shared/decimals.js +5 -0
- package/dist/shared/decimals.spec.d.ts +2 -0
- package/dist/shared/decimals.spec.d.ts.map +1 -0
- package/dist/shared/decimals.spec.js +28 -0
- package/dist/shared/index.d.ts +3 -7
- package/dist/shared/index.d.ts.map +1 -1
- package/dist/shared/index.js +3 -7
- package/dist/simulator/index.d.ts +2 -0
- package/dist/simulator/index.d.ts.map +1 -0
- package/dist/{adapter/backtester → simulator}/index.js +1 -2
- package/dist/simulator/use-simulator.d.ts +2 -0
- package/dist/simulator/use-simulator.d.ts.map +1 -0
- package/dist/simulator/use-simulator.js +9 -0
- package/dist/simulator/use-simulator.spec.d.ts +2 -0
- package/dist/simulator/use-simulator.spec.d.ts.map +1 -0
- package/dist/simulator/use-simulator.spec.js +49 -0
- package/dist/storage/in-memory/in-memory-storage.d.ts +9 -0
- package/dist/storage/in-memory/in-memory-storage.d.ts.map +1 -0
- package/dist/storage/in-memory/in-memory-storage.factory.d.ts +6 -0
- package/dist/storage/in-memory/in-memory-storage.factory.d.ts.map +1 -0
- package/dist/storage/in-memory/in-memory-storage.factory.js +23 -0
- package/dist/storage/in-memory/in-memory-storage.js +72 -0
- package/dist/storage/in-memory/in-memory-storage.spec.d.ts +2 -0
- package/dist/storage/in-memory/in-memory-storage.spec.d.ts.map +1 -0
- package/dist/storage/in-memory/in-memory-storage.spec.js +167 -0
- package/dist/storage/in-memory/index.d.ts +3 -0
- package/dist/storage/in-memory/index.d.ts.map +1 -0
- package/dist/storage/in-memory/index.js +18 -0
- package/dist/storage/index.d.ts +3 -3
- package/dist/storage/index.d.ts.map +1 -1
- package/dist/storage/index.js +3 -3
- package/dist/storage/storage.d.ts +51 -61
- package/dist/storage/storage.d.ts.map +1 -1
- package/dist/storage/storage.js +20 -85
- package/dist/storage/use-cache.d.ts +4 -0
- package/dist/storage/use-cache.d.ts.map +1 -0
- package/dist/storage/use-cache.js +34 -0
- package/dist/storage/use-cache.spec.d.ts +2 -0
- package/dist/storage/use-cache.spec.d.ts.map +1 -0
- package/dist/storage/use-cache.spec.js +36 -0
- package/dist/storage/use-storage-factory.d.ts +10 -0
- package/dist/storage/use-storage-factory.d.ts.map +1 -0
- package/dist/storage/use-storage-factory.js +14 -0
- package/dist/storage/use-storage.d.ts +3 -0
- package/dist/storage/use-storage.d.ts.map +1 -0
- package/dist/storage/use-storage.js +11 -0
- package/dist/strat.d.ts +7 -0
- package/dist/strat.d.ts.map +1 -0
- package/dist/strat.js +7 -0
- package/dist/use-execution-mode.d.ts +29 -0
- package/dist/use-execution-mode.d.ts.map +1 -0
- package/dist/use-execution-mode.js +37 -0
- package/dist/use-hash.d.ts +5 -0
- package/dist/use-hash.d.ts.map +1 -0
- package/dist/use-hash.js +7 -0
- package/dist/use-hash.spec.d.ts +2 -0
- package/dist/use-hash.spec.d.ts.map +1 -0
- package/dist/use-hash.spec.js +16 -0
- package/dist/use-lock.d.ts +9 -0
- package/dist/use-lock.d.ts.map +1 -0
- package/dist/use-lock.js +40 -0
- package/dist/use-logger.d.ts +10 -0
- package/dist/use-logger.d.ts.map +1 -0
- package/dist/use-logger.js +37 -0
- package/dist/use-memo.d.ts +21 -0
- package/dist/use-memo.d.ts.map +1 -0
- package/dist/use-memo.js +35 -0
- package/dist/use-memo.spec.d.ts +2 -0
- package/dist/use-memo.spec.d.ts.map +1 -0
- package/dist/use-memo.spec.js +35 -0
- package/dist/use-request.d.ts +16 -0
- package/dist/use-request.d.ts.map +1 -0
- package/dist/use-request.js +27 -0
- package/dist/use-socket.d.ts +6 -0
- package/dist/use-socket.d.ts.map +1 -0
- package/dist/use-socket.js +52 -0
- package/dist/use-state.d.ts +4 -0
- package/dist/use-state.d.ts.map +1 -0
- package/dist/use-state.js +24 -0
- package/dist/use-state.spec.d.ts +2 -0
- package/dist/use-state.spec.d.ts.map +1 -0
- package/dist/use-state.spec.js +36 -0
- package/dist/use-timestamp.d.ts +2 -0
- package/dist/use-timestamp.d.ts.map +1 -0
- package/dist/use-timestamp.js +13 -0
- package/dist/use.d.ts +5 -0
- package/dist/use.d.ts.map +1 -0
- package/dist/use.js +20 -0
- package/dist/use.spec.d.ts +2 -0
- package/dist/use.spec.d.ts.map +1 -0
- package/dist/use.spec.js +47 -0
- package/jest.config.ts +23 -2
- package/package.json +14 -11
- package/src/as-readonly.ts +5 -0
- package/src/{domain → asset}/asset.spec.ts +4 -4
- package/src/{domain → asset}/asset.ts +17 -6
- package/src/asset/index.ts +1 -0
- package/src/cli/build.ts +1 -1
- package/src/cli/dev.ts +18 -13
- package/src/cli/index.ts +7 -7
- package/src/cli/internal/workspace.ts +1 -1
- package/src/cli/pull.ts +22 -10
- package/src/cli/replay.ts +31 -0
- package/src/cli/run.ts +17 -13
- package/src/component/distinct-until-timesamp-changed.ts +11 -0
- package/src/component/error.ts +32 -0
- package/src/component/index.ts +7 -0
- package/src/{domain → component}/ohlc-operator.spec.ts +5 -6
- package/src/{domain → component}/ohlc-operator.ts +2 -3
- package/src/{domain → component}/ohlc.spec.ts +2 -2
- package/src/{domain → component}/ohlc.ts +2 -2
- package/src/core.ts +14 -0
- package/src/defined.ts +6 -0
- package/src/exclude.ts +9 -0
- package/src/index.ts +27 -80
- package/src/{domain → instrument/commission}/commission.spec.ts +4 -3
- package/src/{domain → instrument/commission}/commission.ts +1 -1
- package/src/instrument/index.ts +2 -0
- package/src/{domain → instrument}/instrument.spec.ts +11 -6
- package/src/{domain → instrument}/instrument.ts +12 -8
- package/src/make-test-module.ts +46 -0
- package/src/module.spec.ts +74 -0
- package/src/module.ts +156 -0
- package/src/not-found.ts +1 -0
- package/src/replay/index.ts +6 -0
- package/src/replay/use-replay-coordinator.ts +142 -0
- package/src/replay/use-replay-options.ts +23 -0
- package/src/replay/use-replay-reader.spec.ts +64 -0
- package/src/replay/use-replay-reader.ts +23 -0
- package/src/replay/use-replay-storage.ts +8 -0
- package/src/replay/use-replay-writer.spec.ts +56 -0
- package/src/replay/use-replay-writer.ts +17 -0
- package/src/replay/use-replay.spec.ts +132 -0
- package/src/replay/use-replay.ts +34 -0
- package/src/replay/with-replay.ts +10 -0
- package/src/session/index.ts +3 -0
- package/src/session/use-session-object.ts +26 -0
- package/src/session/use-session-storage.ts +9 -0
- package/src/session/use-session.ts +5 -0
- package/src/shared/decimals.spec.ts +1 -1
- package/src/shared/decimals.ts +5 -0
- package/src/shared/index.ts +3 -7
- package/src/simulator/index.ts +1 -0
- package/src/simulator/use-simulator.spec.ts +54 -0
- package/src/simulator/use-simulator.ts +7 -0
- package/src/storage/in-memory/in-memory-storage.factory.ts +16 -0
- package/src/storage/in-memory/in-memory-storage.spec.ts +193 -0
- package/src/storage/in-memory/in-memory-storage.ts +80 -0
- package/src/storage/in-memory/index.ts +2 -0
- package/src/storage/index.ts +3 -3
- package/src/storage/storage.ts +63 -119
- package/src/storage/use-cache.spec.ts +31 -0
- package/src/storage/use-cache.ts +50 -0
- package/src/storage/use-storage-factory.ts +17 -0
- package/src/storage/use-storage.ts +11 -0
- package/src/strat.ts +7 -0
- package/src/use-execution-mode.ts +41 -0
- package/src/use-hash.spec.ts +16 -0
- package/src/use-hash.ts +5 -0
- package/src/use-lock.ts +52 -0
- package/src/use-logger.ts +47 -0
- package/src/use-memo.spec.ts +30 -0
- package/src/use-memo.ts +35 -0
- package/src/use-request.ts +47 -0
- package/src/use-socket.ts +59 -0
- package/src/use-state.spec.ts +31 -0
- package/src/use-state.ts +30 -0
- package/src/use-timestamp.ts +12 -0
- package/src/use.spec.ts +46 -0
- package/src/use.ts +33 -0
- package/tsconfig.json +7 -4
- package/dist/adapter/adapter-aggregate.d.ts +0 -57
- package/dist/adapter/adapter-aggregate.d.ts.map +0 -1
- package/dist/adapter/adapter-aggregate.js +0 -157
- package/dist/adapter/adapter.d.ts +0 -54
- package/dist/adapter/adapter.d.ts.map +0 -1
- package/dist/adapter/adapter.js +0 -20
- package/dist/adapter/backtester/backtester-adapter.d.ts +0 -30
- package/dist/adapter/backtester/backtester-adapter.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.js +0 -67
- package/dist/adapter/backtester/backtester-cursor.d.ts +0 -16
- package/dist/adapter/backtester/backtester-cursor.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.js +0 -52
- package/dist/adapter/backtester/backtester-streamer.d.ts +0 -50
- package/dist/adapter/backtester/backtester-streamer.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.js +0 -119
- package/dist/adapter/backtester/error.d.ts +0 -3
- package/dist/adapter/backtester/error.d.ts.map +0 -1
- package/dist/adapter/backtester/error.js +0 -11
- package/dist/adapter/backtester/index.d.ts +0 -3
- package/dist/adapter/backtester/index.d.ts.map +0 -1
- package/dist/adapter/error.d.ts +0 -4
- package/dist/adapter/error.d.ts.map +0 -1
- package/dist/adapter/error.js +0 -15
- package/dist/adapter/index.d.ts +0 -5
- package/dist/adapter/index.d.ts.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.d.ts +0 -12
- package/dist/adapter/paper/engine/paper-engine.d.ts.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.js +0 -109
- package/dist/adapter/paper/index.d.ts +0 -3
- package/dist/adapter/paper/index.d.ts.map +0 -1
- package/dist/adapter/paper/paper-adapter.d.ts +0 -30
- package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
- package/dist/adapter/paper/paper-adapter.js +0 -87
- package/dist/cli/error.d.ts +0 -2
- package/dist/cli/error.d.ts.map +0 -1
- package/dist/cli/error.js +0 -7
- package/dist/cli/test.d.ts.map +0 -1
- package/dist/domain/asset.d.ts.map +0 -1
- package/dist/domain/balance-operator.d.ts +0 -7
- package/dist/domain/balance-operator.d.ts.map +0 -1
- package/dist/domain/balance-operator.js +0 -9
- package/dist/domain/balance.d.ts +0 -47
- package/dist/domain/balance.d.ts.map +0 -1
- package/dist/domain/balance.js +0 -97
- package/dist/domain/commission.d.ts.map +0 -1
- package/dist/domain/component.d.ts +0 -6
- package/dist/domain/component.d.ts.map +0 -1
- package/dist/domain/error.d.ts +0 -7
- package/dist/domain/error.d.ts.map +0 -1
- package/dist/domain/error.js +0 -23
- package/dist/domain/index.d.ts +0 -22
- package/dist/domain/index.d.ts.map +0 -1
- package/dist/domain/index.js +0 -37
- package/dist/domain/instrument-operator.d.ts +0 -7
- package/dist/domain/instrument-operator.d.ts.map +0 -1
- package/dist/domain/instrument-operator.js +0 -13
- package/dist/domain/instrument.d.ts.map +0 -1
- package/dist/domain/ohlc-operator.d.ts.map +0 -1
- package/dist/domain/ohlc.d.ts.map +0 -1
- package/dist/domain/order-operator.d.ts +0 -8
- package/dist/domain/order-operator.d.ts.map +0 -1
- package/dist/domain/order-operator.js +0 -16
- package/dist/domain/order.d.ts +0 -24
- package/dist/domain/order.d.ts.map +0 -1
- package/dist/domain/order.js +0 -49
- package/dist/domain/orderbook-operator.d.ts +0 -7
- package/dist/domain/orderbook-operator.d.ts.map +0 -1
- package/dist/domain/orderbook-operator.js +0 -9
- package/dist/domain/orderbook.d.ts +0 -30
- package/dist/domain/orderbook.d.ts.map +0 -1
- package/dist/domain/orderbook.js +0 -20
- package/dist/domain/position-operator.d.ts +0 -13
- package/dist/domain/position-operator.d.ts.map +0 -1
- package/dist/domain/position-operator.js +0 -45
- package/dist/domain/position.d.ts +0 -18
- package/dist/domain/position.d.ts.map +0 -1
- package/dist/domain/position.js +0 -23
- package/dist/domain/session-builder.d.ts +0 -54
- package/dist/domain/session-builder.d.ts.map +0 -1
- package/dist/domain/session-builder.js +0 -106
- package/dist/domain/session.d.ts +0 -77
- package/dist/domain/session.d.ts.map +0 -1
- package/dist/domain/session.js +0 -162
- package/dist/domain/timeframe.d.ts.map +0 -1
- package/dist/domain/trade-operator.d.ts +0 -7
- package/dist/domain/trade-operator.d.ts.map +0 -1
- package/dist/domain/trade-operator.js +0 -9
- package/dist/domain/trade.d.ts +0 -16
- package/dist/domain/trade.d.ts.map +0 -1
- package/dist/domain/trade.js +0 -17
- package/dist/shared/collections.d.ts +0 -29
- package/dist/shared/collections.d.ts.map +0 -1
- package/dist/shared/collections.js +0 -123
- package/dist/shared/logger.d.ts +0 -8
- package/dist/shared/logger.d.ts.map +0 -1
- package/dist/shared/logger.js +0 -33
- package/dist/shared/pipe.d.ts +0 -5
- package/dist/shared/pipe.d.ts.map +0 -1
- package/dist/shared/pipe.js +0 -8
- package/dist/shared/policy.d.ts +0 -2
- package/dist/shared/policy.d.ts.map +0 -1
- package/dist/shared/policy.js +0 -8
- package/dist/storage/cache.d.ts +0 -10
- package/dist/storage/cache.d.ts.map +0 -1
- package/dist/storage/cache.js +0 -43
- package/dist/storage/feed.d.ts +0 -38
- package/dist/storage/feed.d.ts.map +0 -1
- package/dist/storage/feed.js +0 -108
- package/dist/storage/measurement.d.ts +0 -34
- package/dist/storage/measurement.d.ts.map +0 -1
- package/dist/storage/measurement.js +0 -59
- package/dist/store/error.d.ts +0 -9
- package/dist/store/error.d.ts.map +0 -1
- package/dist/store/error.js +0 -31
- package/dist/store/index.d.ts +0 -10
- package/dist/store/index.d.ts.map +0 -1
- package/dist/store/store-balance-event.d.ts +0 -46
- package/dist/store/store-balance-event.d.ts.map +0 -1
- package/dist/store/store-balance-event.js +0 -134
- package/dist/store/store-event.d.ts +0 -7
- package/dist/store/store-event.d.ts.map +0 -1
- package/dist/store/store-event.js +0 -2
- package/dist/store/store-instrument-event.d.ts +0 -22
- package/dist/store/store-instrument-event.d.ts.map +0 -1
- package/dist/store/store-instrument-event.js +0 -60
- package/dist/store/store-order-event.d.ts +0 -64
- package/dist/store/store-order-event.d.ts.map +0 -1
- package/dist/store/store-order-event.js +0 -185
- package/dist/store/store-orderbook-event.d.ts +0 -13
- package/dist/store/store-orderbook-event.d.ts.map +0 -1
- package/dist/store/store-orderbook-event.js +0 -43
- package/dist/store/store-position-event.d.ts +0 -22
- package/dist/store/store-position-event.d.ts.map +0 -1
- package/dist/store/store-position-event.js +0 -96
- package/dist/store/store-state.d.ts +0 -28
- package/dist/store/store-state.d.ts.map +0 -1
- package/dist/store/store-state.js +0 -29
- package/dist/store/store-trade-event.d.ts +0 -17
- package/dist/store/store-trade-event.d.ts.map +0 -1
- package/dist/store/store-trade-event.js +0 -34
- package/dist/store/store.d.ts +0 -15
- package/dist/store/store.d.ts.map +0 -1
- package/dist/store/store.js +0 -32
- package/src/adapter/adapter-aggregate.ts +0 -171
- package/src/adapter/adapter.ts +0 -83
- package/src/adapter/backtester/backtester-adapter.ts +0 -96
- package/src/adapter/backtester/backtester-cursor.spec.ts +0 -44
- package/src/adapter/backtester/backtester-cursor.ts +0 -47
- package/src/adapter/backtester/backtester-streamer.spec.ts +0 -60
- package/src/adapter/backtester/backtester-streamer.ts +0 -155
- package/src/adapter/backtester/error.ts +0 -7
- package/src/adapter/backtester/index.ts +0 -2
- package/src/adapter/error.ts +0 -13
- package/src/adapter/index.ts +0 -4
- package/src/adapter/paper/engine/paper-engine.spec.ts +0 -116
- package/src/adapter/paper/engine/paper-engine.ts +0 -151
- package/src/adapter/paper/index.ts +0 -2
- package/src/adapter/paper/paper-adapter.ts +0 -111
- package/src/cli/error.ts +0 -5
- package/src/cli/test.ts +0 -40
- package/src/domain/balance-operator.spec.ts +0 -26
- package/src/domain/balance-operator.ts +0 -15
- package/src/domain/balance.spec.ts +0 -116
- package/src/domain/balance.ts +0 -123
- package/src/domain/component.ts +0 -6
- package/src/domain/error.ts +0 -27
- package/src/domain/index.ts +0 -21
- package/src/domain/instrument-operator.spec.ts +0 -35
- package/src/domain/instrument-operator.ts +0 -25
- package/src/domain/order-operator.spec.ts +0 -85
- package/src/domain/order-operator.ts +0 -23
- package/src/domain/order.spec.ts +0 -43
- package/src/domain/order.ts +0 -68
- package/src/domain/orderbook-operator.spec.ts +0 -40
- package/src/domain/orderbook-operator.ts +0 -15
- package/src/domain/orderbook.spec.ts +0 -26
- package/src/domain/orderbook.ts +0 -30
- package/src/domain/position-operator.spec.ts +0 -64
- package/src/domain/position-operator.ts +0 -71
- package/src/domain/position.spec.ts +0 -43
- package/src/domain/position.ts +0 -31
- package/src/domain/session-builder.ts +0 -158
- package/src/domain/session.spec.ts +0 -33
- package/src/domain/session.ts +0 -256
- package/src/domain/trade-operator.spec.ts +0 -35
- package/src/domain/trade-operator.ts +0 -15
- package/src/domain/trade.spec.ts +0 -21
- package/src/domain/trade.ts +0 -20
- package/src/shared/collections.spec.ts +0 -34
- package/src/shared/collections.ts +0 -154
- package/src/shared/logger.ts +0 -39
- package/src/shared/pipe.ts +0 -12
- package/src/shared/policy.ts +0 -5
- package/src/storage/cache.spec.ts +0 -18
- package/src/storage/cache.ts +0 -37
- package/src/storage/feed.ts +0 -124
- package/src/storage/measurement.ts +0 -56
- package/src/store/error.ts +0 -36
- package/src/store/index.ts +0 -9
- package/src/store/store-balance-event.spec.ts +0 -30
- package/src/store/store-balance-event.ts +0 -167
- package/src/store/store-event.ts +0 -8
- package/src/store/store-instrument-event.spec.ts +0 -26
- package/src/store/store-instrument-event.ts +0 -83
- package/src/store/store-order-event.spec.ts +0 -32
- package/src/store/store-order-event.ts +0 -219
- package/src/store/store-orderbook-event.spec.ts +0 -39
- package/src/store/store-orderbook-event.ts +0 -56
- package/src/store/store-position-event.ts +0 -121
- package/src/store/store-state.ts +0 -48
- package/src/store/store-trade-event.spec.ts +0 -62
- package/src/store/store-trade-event.ts +0 -42
- package/src/store/store.spec.ts +0 -182
- package/src/store/store.ts +0 -37
- package/dist/{domain → component}/ohlc.d.ts +0 -0
- package/dist/{domain → component}/ohlc.js +0 -0
- package/dist/{domain → component}/timeframe.d.ts +0 -0
- package/dist/{domain → component}/timeframe.js +1 -1
- /package/src/{domain → component}/timeframe.ts +0 -0
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class AdapterAggregate {
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}
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exports.AdapterAggregate = AdapterAggregate;
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import { Ohlc, InstrumentSelector, Order } from '../domain';
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import { timestamp } from '../shared';
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import { Store } from '../store';
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import { PaperAdapter } from './paper';
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export declare type AdapterTimeProvider = {
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timestamp: () => number;
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};
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timestamp: () => number;
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};
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export declare type FeedAsyncCallback = (timestamp: number, chunk: StorageEvent[]) => void;
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export declare type AdapterFactory = (timeProvider: AdapterTimeProvider, store: Store, cache: Cache) => Adapter;
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/**
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export declare abstract class Adapter {
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private readonly timeProvider;
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abstract name: string;
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timestamp(): timestamp;
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constructor(timeProvider: AdapterTimeProvider);
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/**
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* Setup an adapter.
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abstract awake(): Promise<void>;
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/**
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abstract dispose(): Promise<void>;
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/**
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* @param instruments
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*/
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abstract subscribe(instruments: InstrumentSelector[]): Promise<void>;
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/**
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*
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*/
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abstract account(): Promise<void>;
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/**
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* Opens new order.
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* @param order an order to open.
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*/
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abstract open(order: Order): Promise<void>;
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/**
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* Cancels specific order.
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*/
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abstract cancel(order: Order): Promise<void>;
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abstract history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Ohlc[]>;
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abstract feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
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abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
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}
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//# sourceMappingURL=adapter.d.ts.map
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{"version":3,"file":"adapter.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,WAAW,CAAC;AAC5D,OAAO,EAAO,SAAS,EAAE,MAAM,WAAW,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AACjD,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACvC,OAAO,EAAE,WAAW,EAAE,MAAM,6BAA6B,CAAC;AAE1D,oBAAY,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,MAAM,CAAC;CACzB,CAAC;AAEF,eAAO,MAAM,mBAAmB;;CAE/B,CAAC;AAEF,oBAAY,iBAAiB,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,EAAE,YAAY,EAAE,KAAK,IAAI,CAAC;AAEnF,oBAAY,cAAc,GAAG,CAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK,KACT,OAAO,CAAC;AAEb;;;GAGG;AACH,8BAAsB,OAAO;IAOf,OAAO,CAAC,QAAQ,CAAC,YAAY;IANzC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IAEtB,SAAS,IAAI,SAAS;gBAIO,YAAY,EAAE,mBAAmB;IAE9D;;OAEG;IACH,QAAQ,CAAC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAE/B;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAEpE;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE1C;;OAEG;IACH,QAAQ,CAAC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE5C,QAAQ,CAAC,OAAO,CACd,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAElB,QAAQ,CAAC,IAAI,CACX,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAEhB,QAAQ,CAAC,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAC/D"}
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package/dist/adapter/adapter.js
DELETED
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"use strict";
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exports.Adapter = exports.DefaultTimeProvider = void 0;
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const shared_1 = require("../shared");
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exports.DefaultTimeProvider = {
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};
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class Adapter {
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constructor(timeProvider) {
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}
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timestamp() {
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return this.timeProvider.timestamp();
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}
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}
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exports.Adapter = Adapter;
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import { InstrumentSelector, Ohlc, Order } from '../../domain';
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import { timestamp } from '../../shared';
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import { Store } from '../../store';
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import { Adapter } from '..';
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import { AdapterFactory, FeedAsyncCallback } from '../adapter';
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import { PaperAdapter, PaperOptions } from '../paper';
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import { PaperEngine } from '../paper/engine/paper-engine';
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import { BacktesterStreamer } from './backtester-streamer';
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export interface BacktesterOptions extends PaperOptions {
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from: timestamp;
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to: timestamp;
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}
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export declare function createBacktesterAdapterFactory(decoratedAdapterFactory: AdapterFactory, streamer: BacktesterStreamer): AdapterFactory;
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export declare class BacktesterAdapter extends Adapter {
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readonly decoratedAdapter: Adapter;
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readonly streamer: BacktesterStreamer;
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constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer, store: Store);
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awake(): Promise<void>;
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dispose(): Promise<void>;
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subscribe(instruments: InstrumentSelector[]): Promise<void>;
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account(): Promise<void>;
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open(order: Order): Promise<void>;
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cancel(order: Order): Promise<void>;
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history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Ohlc[]>;
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feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
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createPaperEngine(adapter: PaperAdapter): PaperEngine;
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}
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//# sourceMappingURL=backtester-adapter.d.ts.map
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@@ -1 +0,0 @@
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{"version":3,"file":"backtester-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,cAAc,CAAC;AAC/D,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAA+B,KAAK,EAAE,MAAM,aAAa,CAAC;AACjE,OAAO,EAAE,OAAO,EAAE,MAAM,IAAI,CAAC;AAC7B,OAAO,EAAE,cAAc,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAC;AAC/D,OAAO,EAAE,YAAY,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AACtD,OAAO,EAAE,WAAW,EAAE,MAAM,8BAA8B,CAAC;AAC3D,OAAO,EAAE,kBAAkB,EAAE,MAAM,uBAAuB,CAAC;AAE3D,MAAM,WAAW,iBAAkB,SAAQ,YAAY;IACrD,IAAI,EAAE,SAAS,CAAC;IAChB,EAAE,EAAE,SAAS,CAAC;CACf;AAED,wBAAgB,8BAA8B,CAC5C,uBAAuB,EAAE,cAAc,EACvC,QAAQ,EAAE,kBAAkB,GAC3B,cAAc,CAOhB;AAED,qBAAa,iBAAkB,SAAQ,OAAO;IAI1C,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,QAAQ,EAAE,kBAAkB;IACrC,QAAQ,CAAC,KAAK,EAAE,KAAK;IALvB,QAAQ,CAAC,IAAI,SAA8B;gBAGhC,gBAAgB,EAAE,OAAO,EACzB,QAAQ,EAAE,kBAAkB,EAC5B,KAAK,EAAE,KAAK;IAKjB,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAI5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIlB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAYjE,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAIjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAI7B,OAAO,CACX,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAUlB,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAIhB,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAGtD"}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.BacktesterAdapter = exports.createBacktesterAdapterFactory = void 0;
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const store_1 = require("../../store");
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const __1 = require("..");
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function createBacktesterAdapterFactory(decoratedAdapterFactory, streamer) {
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return (timeProvider, store, cache) => new BacktesterAdapter(decoratedAdapterFactory(timeProvider, store, cache), streamer, store);
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}
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exports.createBacktesterAdapterFactory = createBacktesterAdapterFactory;
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class BacktesterAdapter extends __1.Adapter {
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constructor(decoratedAdapter, streamer, store) {
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super(streamer.getTimeProvider());
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this.decoratedAdapter = decoratedAdapter;
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this.streamer = streamer;
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this.store = store;
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this.name = this.decoratedAdapter.name;
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}
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awake() {
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yield this.decoratedAdapter.awake();
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});
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}
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dispose() {
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return this.decoratedAdapter.dispose();
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}
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subscribe(instruments) {
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return __awaiter(this, void 0, void 0, function* () {
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instruments.forEach(it => {
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this.streamer.subscribe(it);
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});
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this.store.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.timestamp(), it, true)));
|
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});
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}
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account() {
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return this.decoratedAdapter.account();
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}
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open(order) {
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return this.decoratedAdapter.open(order);
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}
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cancel(order) {
|
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return this.decoratedAdapter.cancel(order);
|
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}
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history(instrument, timeframe, length) {
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return __awaiter(this, void 0, void 0, function* () {
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this.streamer.stop();
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const response = yield this.decoratedAdapter.history(instrument, timeframe, length);
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this.streamer.tryContinue();
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return response;
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});
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}
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feed(instrument, from, to, callback) {
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}
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createPaperEngine(adapter) {
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return this.decoratedAdapter.createPaperEngine(adapter);
|
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}
|
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}
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exports.BacktesterAdapter = BacktesterAdapter;
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import { InstrumentSelector } from '../../domain';
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import { timestamp } from '../../shared';
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import { Feed, StorageEvent } from '../../storage';
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export declare class BacktesterCursor {
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readonly instrument: InstrumentSelector;
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private readonly feed;
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private page;
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private pageIndex;
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completed: boolean;
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get size(): number;
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constructor(instrument: InstrumentSelector, feed: Feed);
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peek(): StorageEvent | undefined;
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dequeue(): StorageEvent;
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fetchNextPage(from: timestamp, to: number): Promise<void>;
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}
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//# sourceMappingURL=backtester-cursor.d.ts.map
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{"version":3,"file":"backtester-cursor.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,IAAI,EAAE,YAAY,EAAE,MAAM,eAAe,CAAC;AAGnD,qBAAa,gBAAgB;IASf,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;IAR1E,OAAO,CAAC,IAAI,CAA6B;IACzC,OAAO,CAAC,SAAS,CAAK;IACtB,SAAS,UAAS;IAElB,IAAI,IAAI,IAAI,MAAM,CAEjB;gBAEoB,UAAU,EAAE,kBAAkB,EAAmB,IAAI,EAAE,IAAI;IAEhF,IAAI,IAAI,YAAY,GAAG,SAAS;IAQhC,OAAO,IAAI,YAAY;IAIjB,aAAa,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;CAkBhE"}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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exports.BacktesterCursor = void 0;
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const error_1 = require("../error");
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|
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class BacktesterCursor {
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|
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constructor(instrument, feed) {
|
|
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|
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|
|
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|
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|
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|
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|
|
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|
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|
|
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|
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this.completed = false;
|
|
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|
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}
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|
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get size() {
|
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|
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return this.page.length - this.pageIndex;
|
|
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|
-
}
|
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peek() {
|
|
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|
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|
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}
|
|
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|
|
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}
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dequeue() {
|
|
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|
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|
|
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}
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fetchNextPage(from, to) {
|
|
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|
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|
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|
|
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|
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return;
|
|
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|
-
}
|
|
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|
-
if (this.size > 0) {
|
|
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|
-
throw (0, error_1.backtestPageNotEmpty)();
|
|
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|
-
}
|
|
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|
-
this.pageIndex = 0;
|
|
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|
-
this.page = yield this.feed.query(this.instrument, {
|
|
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|
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from,
|
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|
-
to,
|
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|
-
count: 10000
|
|
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|
-
});
|
|
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|
-
this.completed = this.page.length == 0;
|
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|
-
});
|
|
50
|
-
}
|
|
51
|
-
}
|
|
52
|
-
exports.BacktesterCursor = BacktesterCursor;
|
|
@@ -1,50 +0,0 @@
|
|
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|
-
import { InstrumentSelector } from '../../domain';
|
|
2
|
-
import { timestamp } from '../../shared';
|
|
3
|
-
import { Feed } from '../../storage';
|
|
4
|
-
import { Store } from '../../store';
|
|
5
|
-
import { AdapterTimeProvider } from '../adapter';
|
|
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|
-
/**
|
|
7
|
-
* Listen to backtest session events.
|
|
8
|
-
*/
|
|
9
|
-
export interface BacktesterListener {
|
|
10
|
-
/**
|
|
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|
-
* Called once when backtest started.
|
|
12
|
-
*/
|
|
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|
-
onBacktestStarted?(streamer: BacktesterStreamer): void;
|
|
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|
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/**
|
|
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|
-
* Called every time when backtest progress updated.
|
|
16
|
-
*/
|
|
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|
-
onBacktestUpdated?(streamer: BacktesterStreamer): void;
|
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|
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/**
|
|
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|
-
* Called once when backtest completed.
|
|
20
|
-
*/
|
|
21
|
-
onBacktestCompleted?(streamer: BacktesterStreamer): void;
|
|
22
|
-
}
|
|
23
|
-
export declare class BacktesterStreamer {
|
|
24
|
-
private readonly store;
|
|
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getTimeProvider(): AdapterTimeProvider;
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stop(): void;
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/**
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tryContinue(): void;
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//# sourceMappingURL=backtester-streamer.d.ts.map
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{"version":3,"file":"backtester-streamer.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,IAAI,EAAE,MAAM,eAAe,CAAC;AACrC,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACpC,OAAO,EAAE,mBAAmB,EAAE,MAAM,YAAY,CAAC;AAIjD;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,mBAAmB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;CAC1D;AAED,qBAAa,kBAAkB;IAS3B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,IAAI;IACrB,OAAO,CAAC,QAAQ,CAAC,MAAM;IACvB,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAX5B,OAAO,CAAC,mBAAmB,CAAS;IACpC,OAAO,CAAC,MAAM,CAAwC;IACtD,OAAO,CAAC,WAAW,CAAK;IAExB,SAAS,EAAE,SAAS,CAAC;IACrB,QAAQ,SAAK;gBAGM,KAAK,EAAE,KAAK,EACZ,IAAI,EAAE,IAAI,EACV,MAAM,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,EACpC,QAAQ,CAAC,gCAAoB;IAShD,eAAe,IAAI,mBAAmB;IAQtC,SAAS,CAAC,UAAU,EAAE,kBAAkB;IAUxC;;OAEG;IACH,IAAI;IAIJ;;OAEG;IACH,WAAW;YAsCG,WAAW;YAwBX,OAAO;CAetB"}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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exports.BacktesterStreamer = void 0;
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const backtester_cursor_1 = require("./backtester-cursor");
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const error_1 = require("./error");
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class BacktesterStreamer {
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constructor(store, feed, period, listener) {
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if (period.from == undefined || period.to == undefined) {
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}
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this.timestamp = period.from;
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}
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getTimeProvider() {
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const provider = {
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timestamp: () => this.timestamp
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};
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return provider;
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}
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subscribe(instrument) {
|
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|
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return;
|
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|
-
}
|
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|
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const cursor = new backtester_cursor_1.BacktesterCursor(instrument, this.feed);
|
|
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|
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this.cursor[instrument.id] = cursor;
|
|
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|
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}
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/**
|
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* Increments stop counter.
|
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|
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*/
|
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stop() {
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|
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this.stopAcquire++;
|
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|
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}
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/**
|
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* Decreases stop counter and continues execution if no more stops requested.
|
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*/
|
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tryContinue() {
|
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var _a;
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|
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|
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return;
|
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|
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}
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|
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this.stopAcquire = Math.max(0, this.stopAcquire - 1);
|
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|
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return;
|
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}
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if (this.sequence == 0) {
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if ((_a = this.listener) === null || _a === void 0 ? void 0 : _a.onBacktestStarted) {
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|
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|
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}
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|
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}
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const next = () => __awaiter(this, void 0, void 0, function* () {
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var _b, _c;
|
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|
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|
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|
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if (this.sequence % this.sequenceUpdateBatch == 0) {
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if ((_b = this.listener) === null || _b === void 0 ? void 0 : _b.onBacktestUpdated) {
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|
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|
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}
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|
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}
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if (this.stopAcquire === 0) {
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|
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setImmediate(next);
|
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|
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}
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|
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}
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|
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else {
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|
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if ((_c = this.listener) === null || _c === void 0 ? void 0 : _c.onBacktestCompleted) {
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this.listener.onBacktestCompleted(this);
|
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|
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}
|
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|
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}
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|
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});
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next();
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|
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}
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|
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processNext() {
|
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|
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return __awaiter(this, void 0, void 0, function* () {
|
|
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|
-
const cursor = yield this.current(this.timestamp, this.period.to);
|
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|
-
if (!cursor) {
|
|
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|
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return false;
|
|
91
|
-
}
|
|
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|
-
const event = cursor.peek();
|
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|
-
if (!event) {
|
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|
-
return false;
|
|
95
|
-
}
|
|
96
|
-
this.timestamp = event.timestamp;
|
|
97
|
-
this.sequence++;
|
|
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|
-
this.store.dispatch(event);
|
|
99
|
-
if (cursor.dequeue().timestamp != event.timestamp) {
|
|
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|
-
throw (0, error_1.invalidEventSequenceError)();
|
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|
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}
|
|
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|
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return true;
|
|
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|
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});
|
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|
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}
|
|
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|
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current(from, to) {
|
|
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|
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return __awaiter(this, void 0, void 0, function* () {
|
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|
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for (const cursor of Object.values(this.cursor)) {
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|
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if (cursor.size == 0 && !cursor.completed) {
|
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|
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yield cursor.fetchNextPage(from, to);
|
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|
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}
|
|
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|
-
}
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|
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|
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return Object.values(this.cursor)
|
|
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|
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.filter(it => it !== undefined)
|
|
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|
-
.sort((lhs, rhs) => { var _a, _b, _c, _d; return ((_b = (_a = lhs === null || lhs === void 0 ? void 0 : lhs.peek()) === null || _a === void 0 ? void 0 : _a.timestamp) !== null && _b !== void 0 ? _b : 0) - ((_d = (_c = rhs === null || rhs === void 0 ? void 0 : rhs.peek()) === null || _c === void 0 ? void 0 : _c.timestamp) !== null && _d !== void 0 ? _d : 0); })
|
|
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|
-
.find(() => true);
|
|
116
|
-
});
|
|
117
|
-
}
|
|
118
|
-
}
|
|
119
|
-
exports.BacktesterStreamer = BacktesterStreamer;
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,4BAA4B,UAE3C;AAED,wBAAgB,yBAAyB,UAExC"}
|
|
@@ -1,11 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.invalidEventSequenceError = exports.missingPeriodParametersError = void 0;
|
|
4
|
-
function missingPeriodParametersError() {
|
|
5
|
-
return new Error('invalid backtest options, please provide from and to period.');
|
|
6
|
-
}
|
|
7
|
-
exports.missingPeriodParametersError = missingPeriodParametersError;
|
|
8
|
-
function invalidEventSequenceError() {
|
|
9
|
-
return new Error('invalid event to consume');
|
|
10
|
-
}
|
|
11
|
-
exports.invalidEventSequenceError = invalidEventSequenceError;
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/index.ts"],"names":[],"mappings":"AAAA,cAAc,sBAAsB,CAAC;AACrC,cAAc,uBAAuB,CAAC"}
|
package/dist/adapter/error.d.ts
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/adapter/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,oBAAoB,CAAC,WAAW,EAAE,MAAM,SAIvD;AAED,wBAAgB,0BAA0B,UAEzC;AAED,wBAAgB,oBAAoB,UAEnC"}
|
package/dist/adapter/error.js
DELETED
|
@@ -1,15 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.backtestPageNotEmpty = exports.noPaperEngineProvidedError = exports.adapterNotFoundError = void 0;
|
|
4
|
-
function adapterNotFoundError(adapterName) {
|
|
5
|
-
return new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
|
|
6
|
-
}
|
|
7
|
-
exports.adapterNotFoundError = adapterNotFoundError;
|
|
8
|
-
function noPaperEngineProvidedError() {
|
|
9
|
-
return new Error('No paper engine provided.');
|
|
10
|
-
}
|
|
11
|
-
exports.noPaperEngineProvidedError = noPaperEngineProvidedError;
|
|
12
|
-
function backtestPageNotEmpty() {
|
|
13
|
-
return new Error('Backtest page is not empty');
|
|
14
|
-
}
|
|
15
|
-
exports.backtestPageNotEmpty = backtestPageNotEmpty;
|
package/dist/adapter/index.d.ts
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":"AAAA,cAAc,WAAW,CAAC;AAC1B,cAAc,qBAAqB,CAAC;AACpC,cAAc,cAAc,CAAC;AAC7B,cAAc,SAAS,CAAC"}
|