@quantform/core 0.6.7 → 0.7.0-beta.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.
Files changed (576) hide show
  1. package/dist/as-readonly.d.ts +3 -0
  2. package/dist/as-readonly.d.ts.map +1 -0
  3. package/dist/as-readonly.js +8 -0
  4. package/dist/{domain → asset}/asset.d.ts +1 -0
  5. package/dist/asset/asset.d.ts.map +1 -0
  6. package/dist/{domain → asset}/asset.js +8 -5
  7. package/dist/{domain → asset}/asset.spec.d.ts.map +1 -1
  8. package/dist/{domain → asset}/asset.spec.js +12 -12
  9. package/dist/asset/index.d.ts +2 -0
  10. package/dist/asset/index.d.ts.map +1 -0
  11. package/dist/{adapter/paper → asset}/index.js +1 -2
  12. package/dist/cli/dev.d.ts.map +1 -1
  13. package/dist/cli/dev.js +13 -9
  14. package/dist/cli/index.js +4 -4
  15. package/dist/cli/pull.d.ts.map +1 -1
  16. package/dist/cli/pull.js +48 -18
  17. package/dist/cli/{test.d.ts → replay.d.ts} +1 -1
  18. package/dist/cli/replay.d.ts.map +1 -0
  19. package/dist/cli/{test.js → replay.js} +16 -19
  20. package/dist/cli/run.d.ts.map +1 -1
  21. package/dist/cli/run.js +14 -9
  22. package/dist/component/distinct-until-timesamp-changed.d.ts +5 -0
  23. package/dist/component/distinct-until-timesamp-changed.d.ts.map +1 -0
  24. package/dist/component/distinct-until-timesamp-changed.js +9 -0
  25. package/dist/{domain → component}/error.d.ts +1 -1
  26. package/dist/component/error.d.ts.map +1 -0
  27. package/dist/component/index.d.ts +8 -0
  28. package/dist/component/index.d.ts.map +1 -0
  29. package/dist/{store → component}/index.js +7 -10
  30. package/dist/{domain → component}/ohlc-operator.d.ts +1 -1
  31. package/dist/component/ohlc-operator.d.ts.map +1 -0
  32. package/dist/{domain → component}/ohlc-operator.js +4 -4
  33. package/dist/component/ohlc-operator.spec.d.ts.map +1 -0
  34. package/dist/component/ohlc-operator.spec.js +110 -0
  35. package/dist/component/ohlc.d.ts.map +1 -0
  36. package/dist/{domain → component}/ohlc.spec.d.ts.map +1 -1
  37. package/dist/{domain → component}/ohlc.spec.js +3 -3
  38. package/dist/component/timeframe.d.ts.map +1 -0
  39. package/dist/core.d.ts +3 -0
  40. package/dist/core.d.ts.map +1 -0
  41. package/dist/core.js +15 -0
  42. package/dist/defined.d.ts +3 -0
  43. package/dist/defined.d.ts.map +1 -0
  44. package/dist/defined.js +8 -0
  45. package/dist/exclude.d.ts +3 -0
  46. package/dist/exclude.d.ts.map +1 -0
  47. package/dist/exclude.js +8 -0
  48. package/dist/index.d.ts +25 -27
  49. package/dist/index.d.ts.map +1 -1
  50. package/dist/index.js +25 -67
  51. package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
  52. package/dist/instrument/commission/commission.d.ts.map +1 -0
  53. package/dist/{domain → instrument/commission}/commission.js +2 -2
  54. package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
  55. package/dist/{domain → instrument/commission}/commission.spec.js +6 -6
  56. package/dist/instrument/index.d.ts +3 -0
  57. package/dist/instrument/index.d.ts.map +1 -0
  58. package/dist/{adapter → instrument}/index.js +2 -5
  59. package/dist/{domain → instrument}/instrument.d.ts +4 -4
  60. package/dist/instrument/instrument.d.ts.map +1 -0
  61. package/dist/{domain → instrument}/instrument.js +11 -10
  62. package/dist/instrument/instrument.spec.d.ts.map +1 -0
  63. package/dist/{domain → instrument}/instrument.spec.js +10 -10
  64. package/dist/make-test-module.d.ts +13 -0
  65. package/dist/make-test-module.d.ts.map +1 -0
  66. package/dist/make-test-module.js +46 -0
  67. package/dist/module.d.ts +57 -0
  68. package/dist/module.d.ts.map +1 -0
  69. package/dist/module.js +136 -0
  70. package/dist/module.spec.d.ts +2 -0
  71. package/dist/module.spec.d.ts.map +1 -0
  72. package/dist/module.spec.js +86 -0
  73. package/dist/not-found.d.ts +2 -0
  74. package/dist/not-found.d.ts.map +1 -0
  75. package/dist/{domain/component.js → not-found.js} +2 -0
  76. package/dist/replay/index.d.ts +7 -0
  77. package/dist/replay/index.d.ts.map +1 -0
  78. package/dist/replay/index.js +22 -0
  79. package/dist/replay/use-replay-coordinator.d.ts +10 -0
  80. package/dist/replay/use-replay-coordinator.d.ts.map +1 -0
  81. package/dist/replay/use-replay-coordinator.js +119 -0
  82. package/dist/replay/use-replay-options.d.ts +15 -0
  83. package/dist/replay/use-replay-options.d.ts.map +1 -0
  84. package/dist/replay/use-replay-options.js +20 -0
  85. package/dist/replay/use-replay-reader.d.ts +7 -0
  86. package/dist/replay/use-replay-reader.d.ts.map +1 -0
  87. package/dist/replay/use-replay-reader.js +32 -0
  88. package/dist/replay/use-replay-reader.spec.d.ts +2 -0
  89. package/dist/replay/use-replay-reader.spec.d.ts.map +1 -0
  90. package/dist/replay/use-replay-reader.spec.js +58 -0
  91. package/dist/replay/use-replay-storage.d.ts +10 -0
  92. package/dist/replay/use-replay-storage.d.ts.map +1 -0
  93. package/dist/replay/use-replay-storage.js +10 -0
  94. package/dist/replay/use-replay-writer.d.ts +6 -0
  95. package/dist/replay/use-replay-writer.d.ts.map +1 -0
  96. package/dist/replay/use-replay-writer.js +14 -0
  97. package/dist/replay/use-replay-writer.spec.d.ts +2 -0
  98. package/dist/replay/use-replay-writer.spec.d.ts.map +1 -0
  99. package/dist/replay/use-replay-writer.spec.js +53 -0
  100. package/dist/replay/use-replay.d.ts +10 -0
  101. package/dist/replay/use-replay.d.ts.map +1 -0
  102. package/dist/replay/use-replay.js +32 -0
  103. package/dist/replay/use-replay.spec.d.ts +2 -0
  104. package/dist/replay/use-replay.spec.d.ts.map +1 -0
  105. package/dist/replay/use-replay.spec.js +106 -0
  106. package/dist/replay/with-replay.d.ts +4 -0
  107. package/dist/replay/with-replay.d.ts.map +1 -0
  108. package/dist/replay/with-replay.js +8 -0
  109. package/dist/session/index.d.ts +4 -0
  110. package/dist/session/index.d.ts.map +1 -0
  111. package/dist/{adapter/backtester → session}/index.js +3 -4
  112. package/dist/session/use-session-object.d.ts +18 -0
  113. package/dist/session/use-session-object.d.ts.map +1 -0
  114. package/dist/session/use-session-object.js +13 -0
  115. package/dist/session/use-session-storage.d.ts +2 -0
  116. package/dist/session/use-session-storage.d.ts.map +1 -0
  117. package/dist/session/use-session-storage.js +10 -0
  118. package/dist/session/use-session.d.ts +4 -0
  119. package/dist/session/use-session.d.ts.map +1 -0
  120. package/dist/session/use-session.js +7 -0
  121. package/dist/shared/datetime.d.ts +1 -1
  122. package/dist/shared/datetime.d.ts.map +1 -1
  123. package/dist/shared/decimals.d.ts.map +1 -1
  124. package/dist/shared/decimals.js +5 -0
  125. package/dist/shared/index.d.ts +0 -4
  126. package/dist/shared/index.d.ts.map +1 -1
  127. package/dist/shared/index.js +0 -4
  128. package/dist/simulator/index.d.ts +2 -0
  129. package/dist/simulator/index.d.ts.map +1 -0
  130. package/dist/simulator/index.js +17 -0
  131. package/dist/simulator/use-simulator.d.ts +2 -0
  132. package/dist/simulator/use-simulator.d.ts.map +1 -0
  133. package/dist/simulator/use-simulator.js +9 -0
  134. package/dist/simulator/use-simulator.spec.d.ts +2 -0
  135. package/dist/simulator/use-simulator.spec.d.ts.map +1 -0
  136. package/dist/simulator/use-simulator.spec.js +49 -0
  137. package/dist/storage/in-memory/in-memory-storage.d.ts +9 -0
  138. package/dist/storage/in-memory/in-memory-storage.d.ts.map +1 -0
  139. package/dist/storage/in-memory/in-memory-storage.factory.d.ts +6 -0
  140. package/dist/storage/in-memory/in-memory-storage.factory.d.ts.map +1 -0
  141. package/dist/storage/in-memory/in-memory-storage.factory.js +23 -0
  142. package/dist/storage/in-memory/in-memory-storage.js +72 -0
  143. package/dist/storage/in-memory/in-memory-storage.spec.d.ts +2 -0
  144. package/dist/storage/in-memory/in-memory-storage.spec.d.ts.map +1 -0
  145. package/dist/storage/in-memory/in-memory-storage.spec.js +167 -0
  146. package/dist/storage/in-memory/index.d.ts +3 -0
  147. package/dist/storage/in-memory/index.d.ts.map +1 -0
  148. package/dist/storage/in-memory/index.js +18 -0
  149. package/dist/storage/index.d.ts +4 -4
  150. package/dist/storage/index.d.ts.map +1 -1
  151. package/dist/storage/index.js +4 -4
  152. package/dist/storage/storage.d.ts +51 -61
  153. package/dist/storage/storage.d.ts.map +1 -1
  154. package/dist/storage/storage.js +20 -85
  155. package/dist/storage/use-cache.d.ts +4 -0
  156. package/dist/storage/use-cache.d.ts.map +1 -0
  157. package/dist/storage/use-cache.js +34 -0
  158. package/dist/storage/use-cache.spec.d.ts +2 -0
  159. package/dist/storage/use-cache.spec.d.ts.map +1 -0
  160. package/dist/storage/use-cache.spec.js +36 -0
  161. package/dist/storage/use-storage-factory.d.ts +10 -0
  162. package/dist/storage/use-storage-factory.d.ts.map +1 -0
  163. package/dist/storage/use-storage-factory.js +14 -0
  164. package/dist/storage/use-storage.d.ts +3 -0
  165. package/dist/storage/use-storage.d.ts.map +1 -0
  166. package/dist/storage/use-storage.js +11 -0
  167. package/dist/strat.d.ts +7 -0
  168. package/dist/strat.d.ts.map +1 -0
  169. package/dist/strat.js +7 -0
  170. package/dist/use-execution-mode.d.ts +29 -0
  171. package/dist/use-execution-mode.d.ts.map +1 -0
  172. package/dist/use-execution-mode.js +37 -0
  173. package/dist/use-hash.d.ts +5 -0
  174. package/dist/use-hash.d.ts.map +1 -0
  175. package/dist/use-hash.js +7 -0
  176. package/dist/use-hash.spec.d.ts +2 -0
  177. package/dist/use-hash.spec.d.ts.map +1 -0
  178. package/dist/use-hash.spec.js +16 -0
  179. package/dist/use-lock.d.ts +9 -0
  180. package/dist/use-lock.d.ts.map +1 -0
  181. package/dist/use-lock.js +40 -0
  182. package/dist/{shared/logger.d.ts → use-logger.d.ts} +6 -7
  183. package/dist/use-logger.d.ts.map +1 -0
  184. package/dist/use-logger.js +37 -0
  185. package/dist/use-memo.d.ts +21 -0
  186. package/dist/use-memo.d.ts.map +1 -0
  187. package/dist/use-memo.js +35 -0
  188. package/dist/use-memo.spec.d.ts +2 -0
  189. package/dist/use-memo.spec.d.ts.map +1 -0
  190. package/dist/use-memo.spec.js +35 -0
  191. package/dist/use-request.d.ts +16 -0
  192. package/dist/use-request.d.ts.map +1 -0
  193. package/dist/use-request.js +27 -0
  194. package/dist/use-socket.d.ts +6 -0
  195. package/dist/use-socket.d.ts.map +1 -0
  196. package/dist/use-socket.js +52 -0
  197. package/dist/use-state.d.ts +4 -0
  198. package/dist/use-state.d.ts.map +1 -0
  199. package/dist/use-state.js +24 -0
  200. package/dist/use-state.spec.d.ts +2 -0
  201. package/dist/use-state.spec.d.ts.map +1 -0
  202. package/dist/use-state.spec.js +36 -0
  203. package/dist/use-timestamp.d.ts +2 -0
  204. package/dist/use-timestamp.d.ts.map +1 -0
  205. package/dist/use-timestamp.js +13 -0
  206. package/dist/use.d.ts +5 -0
  207. package/dist/use.d.ts.map +1 -0
  208. package/dist/use.js +20 -0
  209. package/dist/use.spec.d.ts +2 -0
  210. package/dist/use.spec.d.ts.map +1 -0
  211. package/dist/use.spec.js +47 -0
  212. package/package.json +13 -10
  213. package/src/as-readonly.ts +5 -0
  214. package/src/{domain → asset}/asset.spec.ts +1 -1
  215. package/src/{domain → asset}/asset.ts +5 -1
  216. package/src/asset/index.ts +1 -0
  217. package/src/cli/dev.ts +16 -11
  218. package/src/cli/index.ts +3 -3
  219. package/src/cli/pull.ts +20 -8
  220. package/src/cli/replay.ts +31 -0
  221. package/src/cli/run.ts +15 -11
  222. package/src/component/distinct-until-timesamp-changed.ts +11 -0
  223. package/src/{domain → component}/error.ts +1 -1
  224. package/src/component/index.ts +7 -0
  225. package/src/{domain → component}/ohlc-operator.spec.ts +1 -1
  226. package/src/{domain → component}/ohlc-operator.ts +1 -1
  227. package/src/{domain → component}/ohlc.spec.ts +1 -1
  228. package/src/core.ts +14 -0
  229. package/src/defined.ts +6 -0
  230. package/src/exclude.ts +9 -0
  231. package/src/index.ts +25 -79
  232. package/src/{domain → instrument/commission}/commission.spec.ts +2 -1
  233. package/src/instrument/index.ts +2 -0
  234. package/src/{domain → instrument}/instrument.spec.ts +1 -1
  235. package/src/{domain → instrument}/instrument.ts +9 -14
  236. package/src/make-test-module.ts +46 -0
  237. package/src/module.spec.ts +74 -0
  238. package/src/module.ts +156 -0
  239. package/src/not-found.ts +1 -0
  240. package/src/replay/index.ts +6 -0
  241. package/src/replay/use-replay-coordinator.ts +142 -0
  242. package/src/replay/use-replay-options.ts +23 -0
  243. package/src/replay/use-replay-reader.spec.ts +64 -0
  244. package/src/replay/use-replay-reader.ts +23 -0
  245. package/src/replay/use-replay-storage.ts +8 -0
  246. package/src/replay/use-replay-writer.spec.ts +56 -0
  247. package/src/replay/use-replay-writer.ts +17 -0
  248. package/src/replay/use-replay.spec.ts +132 -0
  249. package/src/replay/use-replay.ts +34 -0
  250. package/src/replay/with-replay.ts +10 -0
  251. package/src/session/index.ts +3 -0
  252. package/src/session/use-session-object.ts +26 -0
  253. package/src/session/use-session-storage.ts +9 -0
  254. package/src/session/use-session.ts +5 -0
  255. package/src/shared/decimals.ts +5 -0
  256. package/src/shared/index.ts +0 -4
  257. package/src/simulator/index.ts +1 -0
  258. package/src/simulator/use-simulator.spec.ts +54 -0
  259. package/src/simulator/use-simulator.ts +7 -0
  260. package/src/storage/in-memory/in-memory-storage.factory.ts +16 -0
  261. package/src/storage/in-memory/in-memory-storage.spec.ts +193 -0
  262. package/src/storage/in-memory/in-memory-storage.ts +80 -0
  263. package/src/storage/in-memory/index.ts +2 -0
  264. package/src/storage/index.ts +4 -4
  265. package/src/storage/storage.ts +63 -119
  266. package/src/storage/use-cache.spec.ts +31 -0
  267. package/src/storage/use-cache.ts +50 -0
  268. package/src/storage/use-storage-factory.ts +17 -0
  269. package/src/storage/use-storage.ts +11 -0
  270. package/src/strat.ts +7 -0
  271. package/src/use-execution-mode.ts +41 -0
  272. package/src/use-hash.spec.ts +16 -0
  273. package/src/use-hash.ts +5 -0
  274. package/src/use-lock.ts +52 -0
  275. package/src/use-logger.ts +47 -0
  276. package/src/use-memo.spec.ts +30 -0
  277. package/src/use-memo.ts +35 -0
  278. package/src/use-request.ts +47 -0
  279. package/src/use-socket.ts +59 -0
  280. package/src/use-state.spec.ts +31 -0
  281. package/src/use-state.ts +30 -0
  282. package/src/use-timestamp.ts +12 -0
  283. package/src/use.spec.ts +46 -0
  284. package/src/use.ts +33 -0
  285. package/dist/adapter/adapter-aggregate.d.ts +0 -57
  286. package/dist/adapter/adapter-aggregate.d.ts.map +0 -1
  287. package/dist/adapter/adapter-aggregate.js +0 -158
  288. package/dist/adapter/adapter.d.ts +0 -53
  289. package/dist/adapter/adapter.d.ts.map +0 -1
  290. package/dist/adapter/adapter.js +0 -20
  291. package/dist/adapter/backtester/backtester-adapter.d.ts +0 -26
  292. package/dist/adapter/backtester/backtester-adapter.d.ts.map +0 -1
  293. package/dist/adapter/backtester/backtester-adapter.js +0 -67
  294. package/dist/adapter/backtester/backtester-cursor.d.ts +0 -16
  295. package/dist/adapter/backtester/backtester-cursor.d.ts.map +0 -1
  296. package/dist/adapter/backtester/backtester-cursor.js +0 -52
  297. package/dist/adapter/backtester/backtester-cursor.spec.d.ts +0 -2
  298. package/dist/adapter/backtester/backtester-cursor.spec.d.ts.map +0 -1
  299. package/dist/adapter/backtester/backtester-cursor.spec.js +0 -47
  300. package/dist/adapter/backtester/backtester-streamer.d.ts +0 -50
  301. package/dist/adapter/backtester/backtester-streamer.d.ts.map +0 -1
  302. package/dist/adapter/backtester/backtester-streamer.js +0 -118
  303. package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -2
  304. package/dist/adapter/backtester/backtester-streamer.spec.d.ts.map +0 -1
  305. package/dist/adapter/backtester/backtester-streamer.spec.js +0 -45
  306. package/dist/adapter/backtester/error.d.ts +0 -7
  307. package/dist/adapter/backtester/error.d.ts.map +0 -1
  308. package/dist/adapter/backtester/error.js +0 -15
  309. package/dist/adapter/backtester/index.d.ts +0 -5
  310. package/dist/adapter/backtester/index.d.ts.map +0 -1
  311. package/dist/adapter/error.d.ts +0 -10
  312. package/dist/adapter/error.d.ts.map +0 -1
  313. package/dist/adapter/error.js +0 -21
  314. package/dist/adapter/index.d.ts +0 -6
  315. package/dist/adapter/index.d.ts.map +0 -1
  316. package/dist/adapter/paper/engine/paper-engine.d.ts +0 -12
  317. package/dist/adapter/paper/engine/paper-engine.d.ts.map +0 -1
  318. package/dist/adapter/paper/engine/paper-engine.js +0 -108
  319. package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -2
  320. package/dist/adapter/paper/engine/paper-engine.spec.d.ts.map +0 -1
  321. package/dist/adapter/paper/engine/paper-engine.spec.js +0 -63
  322. package/dist/adapter/paper/index.d.ts +0 -3
  323. package/dist/adapter/paper/index.d.ts.map +0 -1
  324. package/dist/adapter/paper/paper-adapter.d.ts +0 -28
  325. package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
  326. package/dist/adapter/paper/paper-adapter.js +0 -88
  327. package/dist/cli/test.d.ts.map +0 -1
  328. package/dist/domain/asset.d.ts.map +0 -1
  329. package/dist/domain/balance-operator.d.ts +0 -5
  330. package/dist/domain/balance-operator.d.ts.map +0 -1
  331. package/dist/domain/balance-operator.js +0 -9
  332. package/dist/domain/balance-operator.spec.d.ts +0 -2
  333. package/dist/domain/balance-operator.spec.d.ts.map +0 -1
  334. package/dist/domain/balance-operator.spec.js +0 -21
  335. package/dist/domain/balance.d.ts +0 -46
  336. package/dist/domain/balance.d.ts.map +0 -1
  337. package/dist/domain/balance.js +0 -79
  338. package/dist/domain/balance.spec.d.ts +0 -2
  339. package/dist/domain/balance.spec.d.ts.map +0 -1
  340. package/dist/domain/balance.spec.js +0 -32
  341. package/dist/domain/commission.d.ts.map +0 -1
  342. package/dist/domain/commission.spec.d.ts.map +0 -1
  343. package/dist/domain/component.d.ts +0 -6
  344. package/dist/domain/component.d.ts.map +0 -1
  345. package/dist/domain/error.d.ts.map +0 -1
  346. package/dist/domain/index.d.ts +0 -22
  347. package/dist/domain/index.d.ts.map +0 -1
  348. package/dist/domain/index.js +0 -37
  349. package/dist/domain/instrument-operator.d.ts +0 -6
  350. package/dist/domain/instrument-operator.d.ts.map +0 -1
  351. package/dist/domain/instrument-operator.js +0 -13
  352. package/dist/domain/instrument-operator.spec.d.ts +0 -2
  353. package/dist/domain/instrument-operator.spec.d.ts.map +0 -1
  354. package/dist/domain/instrument-operator.spec.js +0 -21
  355. package/dist/domain/instrument.d.ts.map +0 -1
  356. package/dist/domain/instrument.spec.d.ts.map +0 -1
  357. package/dist/domain/ohlc-operator.d.ts.map +0 -1
  358. package/dist/domain/ohlc-operator.spec.d.ts.map +0 -1
  359. package/dist/domain/ohlc-operator.spec.js +0 -110
  360. package/dist/domain/ohlc.d.ts.map +0 -1
  361. package/dist/domain/order-operator.d.ts +0 -6
  362. package/dist/domain/order-operator.d.ts.map +0 -1
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  385. package/dist/domain/position-operator.d.ts +0 -11
  386. package/dist/domain/position-operator.d.ts.map +0 -1
  387. package/dist/domain/position-operator.js +0 -44
  388. package/dist/domain/position-operator.spec.d.ts +0 -2
  389. package/dist/domain/position-operator.spec.d.ts.map +0 -1
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  406. package/dist/domain/timeframe.d.ts.map +0 -1
  407. package/dist/domain/trade-operator.d.ts +0 -5
  408. package/dist/domain/trade-operator.d.ts.map +0 -1
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  474. package/dist/store/store-orderbook-event.spec.d.ts +0 -2
  475. package/dist/store/store-orderbook-event.spec.d.ts.map +0 -1
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  478. package/dist/store/store-position-event.d.ts.map +0 -1
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  481. package/dist/store/store-state.d.ts.map +0 -1
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  483. package/dist/store/store-trade-event.d.ts +0 -16
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  486. package/dist/store/store-trade-event.spec.d.ts +0 -2
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  489. package/dist/store/store.d.ts +0 -14
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  492. package/dist/store/store.spec.d.ts +0 -2
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  495. package/src/adapter/adapter-aggregate.ts +0 -185
  496. package/src/adapter/adapter.ts +0 -82
  497. package/src/adapter/backtester/backtester-adapter.ts +0 -100
  498. package/src/adapter/backtester/backtester-cursor.spec.ts +0 -44
  499. package/src/adapter/backtester/backtester-cursor.ts +0 -47
  500. package/src/adapter/backtester/backtester-streamer.spec.ts +0 -60
  501. package/src/adapter/backtester/backtester-streamer.ts +0 -158
  502. package/src/adapter/backtester/error.ts +0 -11
  503. package/src/adapter/backtester/index.ts +0 -4
  504. package/src/adapter/error.ts +0 -19
  505. package/src/adapter/index.ts +0 -5
  506. package/src/adapter/paper/engine/paper-engine.spec.ts +0 -110
  507. package/src/adapter/paper/engine/paper-engine.ts +0 -136
  508. package/src/adapter/paper/index.ts +0 -2
  509. package/src/adapter/paper/paper-adapter.ts +0 -118
  510. package/src/cli/test.ts +0 -41
  511. package/src/domain/balance-operator.spec.ts +0 -23
  512. package/src/domain/balance-operator.ts +0 -14
  513. package/src/domain/balance.spec.ts +0 -46
  514. package/src/domain/balance.ts +0 -110
  515. package/src/domain/component.ts +0 -6
  516. package/src/domain/index.ts +0 -21
  517. package/src/domain/instrument-operator.spec.ts +0 -38
  518. package/src/domain/instrument-operator.ts +0 -25
  519. package/src/domain/order-operator.spec.ts +0 -89
  520. package/src/domain/order-operator.ts +0 -24
  521. package/src/domain/order.spec.ts +0 -40
  522. package/src/domain/order.ts +0 -65
  523. package/src/domain/orderbook-operator.spec.ts +0 -42
  524. package/src/domain/orderbook-operator.ts +0 -14
  525. package/src/domain/orderbook.spec.ts +0 -23
  526. package/src/domain/orderbook.ts +0 -32
  527. package/src/domain/position-operator.spec.ts +0 -67
  528. package/src/domain/position-operator.ts +0 -74
  529. package/src/domain/position.spec.ts +0 -40
  530. package/src/domain/position.ts +0 -33
  531. package/src/domain/session-builder.ts +0 -158
  532. package/src/domain/session.spec.ts +0 -33
  533. package/src/domain/session.ts +0 -261
  534. package/src/domain/trade-operator.spec.ts +0 -30
  535. package/src/domain/trade-operator.ts +0 -14
  536. package/src/domain/trade.spec.ts +0 -18
  537. package/src/domain/trade.ts +0 -22
  538. package/src/shared/collections.spec.ts +0 -34
  539. package/src/shared/collections.ts +0 -154
  540. package/src/shared/hash.ts +0 -10
  541. package/src/shared/logger.ts +0 -46
  542. package/src/shared/policy.ts +0 -5
  543. package/src/storage/cache.spec.ts +0 -17
  544. package/src/storage/cache.ts +0 -37
  545. package/src/storage/feed.ts +0 -124
  546. package/src/storage/measurement.ts +0 -56
  547. package/src/store/error.ts +0 -47
  548. package/src/store/index.ts +0 -10
  549. package/src/store/store-balance-event.spec.ts +0 -28
  550. package/src/store/store-balance-event.ts +0 -72
  551. package/src/store/store-event.ts +0 -8
  552. package/src/store/store-instrument-event.spec.ts +0 -25
  553. package/src/store/store-instrument-event.ts +0 -87
  554. package/src/store/store-order-event.spec.ts +0 -33
  555. package/src/store/store-order-event.ts +0 -288
  556. package/src/store/store-orderbook-event.spec.ts +0 -38
  557. package/src/store/store-orderbook-event.ts +0 -60
  558. package/src/store/store-position-event.ts +0 -125
  559. package/src/store/store-state.ts +0 -48
  560. package/src/store/store-trade-event.spec.ts +0 -61
  561. package/src/store/store-trade-event.ts +0 -46
  562. package/src/store/store.spec.ts +0 -196
  563. package/src/store/store.ts +0 -40
  564. package/dist/{domain → asset}/asset.spec.d.ts +0 -0
  565. package/dist/{domain → component}/error.js +0 -0
  566. package/dist/{domain → component}/ohlc-operator.spec.d.ts +0 -0
  567. package/dist/{domain → component}/ohlc.d.ts +0 -0
  568. package/dist/{domain → component}/ohlc.js +0 -0
  569. package/dist/{domain → component}/ohlc.spec.d.ts +0 -0
  570. package/dist/{domain → component}/timeframe.d.ts +0 -0
  571. package/dist/{domain → component}/timeframe.js +1 -1
  572. /package/dist/{domain → instrument/commission}/commission.spec.d.ts +0 -0
  573. /package/dist/{domain → instrument}/instrument.spec.d.ts +0 -0
  574. /package/src/{domain → component}/ohlc.ts +0 -0
  575. /package/src/{domain → component}/timeframe.ts +0 -0
  576. /package/src/{domain → instrument/commission}/commission.ts +0 -0
@@ -0,0 +1,3 @@
1
+ import { Observable } from 'rxjs';
2
+ export declare function asReadonly<T>(): (input: Observable<T>) => Observable<Readonly<T>>;
3
+ //# sourceMappingURL=as-readonly.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"as-readonly.d.ts","sourceRoot":"","sources":["../src/as-readonly.ts"],"names":[],"mappings":"AAAA,OAAO,EAAO,UAAU,EAAE,MAAM,MAAM,CAAC;AAEvC,wBAAgB,UAAU,CAAC,CAAC,aACX,WAAW,CAAC,CAAC,6BAC7B"}
@@ -0,0 +1,8 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.asReadonly = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ function asReadonly() {
6
+ return (input) => input.pipe((0, rxjs_1.map)(it => it));
7
+ }
8
+ exports.asReadonly = asReadonly;
@@ -8,6 +8,7 @@ export declare class AssetSelector {
8
8
  readonly name: string;
9
9
  readonly adapterName: string;
10
10
  constructor(name: string, adapterName: string);
11
+ toString(): string;
11
12
  }
12
13
  /**
13
14
  * Creates @see AssetSelector based on unified string notation.
@@ -0,0 +1 @@
1
+ {"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/asset/asset.ts"],"names":[],"mappings":"AACA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C;;GAEG;AACH,qBAAa,aAAa;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;gBAEjB,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM;IAc7C,QAAQ;CAGT;AAED;;GAEG;AACH,wBAAgB,OAAO,CAAC,QAAQ,EAAE,MAAM,GAAG,aAAa,CAQvD;AAED;;;GAGG;AACH,qBAAa,KAAM,SAAQ,aAAa;aAGyB,KAAK,EAAE,MAAM;IAF5E,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC;gBAEf,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAkB,KAAK,EAAE,MAAM;IAU5E;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,MAAM;IAI9B;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}
@@ -1,7 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
4
- const domain_1 = require("../domain");
4
+ const component_1 = require("../component");
5
5
  const shared_1 = require("../shared");
6
6
  exports.AssetSelectorSeparator = ':';
7
7
  /**
@@ -10,15 +10,18 @@ exports.AssetSelectorSeparator = ':';
10
10
  class AssetSelector {
11
11
  constructor(name, adapterName) {
12
12
  if (!(name === null || name === void 0 ? void 0 : name.length)) {
13
- throw new domain_1.InvalidArgumentsError({ name });
13
+ throw new component_1.InvalidArgumentsError({ name });
14
14
  }
15
15
  if (!(adapterName === null || adapterName === void 0 ? void 0 : adapterName.length)) {
16
- throw new domain_1.InvalidArgumentsError({ adapterName });
16
+ throw new component_1.InvalidArgumentsError({ adapterName });
17
17
  }
18
18
  this.name = name.toLowerCase();
19
19
  this.adapterName = adapterName.toLowerCase();
20
20
  this.id = `${this.adapterName}${exports.AssetSelectorSeparator}${this.name}`;
21
21
  }
22
+ toString() {
23
+ return this.id;
24
+ }
22
25
  }
23
26
  exports.AssetSelector = AssetSelector;
24
27
  /**
@@ -27,7 +30,7 @@ exports.AssetSelector = AssetSelector;
27
30
  function assetOf(selector) {
28
31
  const [adapterName, name, ...rest] = selector.split(exports.AssetSelectorSeparator);
29
32
  if (!adapterName || !name || rest.length) {
30
- throw new domain_1.InvalidAssetSelectorError(selector);
33
+ throw new component_1.InvalidAssetSelectorError(selector);
31
34
  }
32
35
  return new AssetSelector(name, adapterName);
33
36
  }
@@ -41,7 +44,7 @@ class Asset extends AssetSelector {
41
44
  super(name, adapterName);
42
45
  this.scale = scale;
43
46
  if (scale && (scale < 0 || Number.isNaN(scale))) {
44
- throw new domain_1.InvalidArgumentsError({ scale });
47
+ throw new component_1.InvalidArgumentsError({ scale });
45
48
  }
46
49
  this.tickSize = (0, shared_1.d)(1.0).div(Math.pow(10, this.scale));
47
50
  }
@@ -1 +1 @@
1
- {"version":3,"file":"asset.spec.d.ts","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":""}
1
+ {"version":3,"file":"asset.spec.d.ts","sourceRoot":"","sources":["../../src/asset/asset.spec.ts"],"names":[],"mappings":""}
@@ -1,10 +1,10 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- const domain_1 = require("../domain");
3
+ const component_1 = require("../component");
4
4
  const shared_1 = require("../shared");
5
- describe(domain_1.Asset.name, () => {
5
+ describe(component_1.Asset.name, () => {
6
6
  test('should construct a new asset', () => {
7
- const sut = new domain_1.Asset('abc', 'xyz', 4);
7
+ const sut = new component_1.Asset('abc', 'xyz', 4);
8
8
  expect(sut.name).toEqual('abc');
9
9
  expect(sut.adapterName).toEqual('xyz');
10
10
  expect(sut.scale).toEqual(4);
@@ -14,41 +14,41 @@ describe(domain_1.Asset.name, () => {
14
14
  expect(sut.id).toEqual('xyz:abc');
15
15
  });
16
16
  test('should throw for missing asset name', () => {
17
- const fn = () => new domain_1.Asset('xyz', '', 5);
17
+ const fn = () => new component_1.Asset('xyz', '', 5);
18
18
  expect(fn).toThrowError();
19
19
  });
20
20
  test('should throw for missing adapter name', () => {
21
- const fn = () => new domain_1.Asset('', 'xyz', 5);
21
+ const fn = () => new component_1.Asset('', 'xyz', 5);
22
22
  expect(fn).toThrowError();
23
23
  });
24
24
  });
25
- describe(domain_1.AssetSelector.name, () => {
25
+ describe(component_1.AssetSelector.name, () => {
26
26
  test('should construct a new asset selector from unified string', () => {
27
- const sut = (0, domain_1.assetOf)('xyz:abc');
27
+ const sut = (0, component_1.assetOf)('xyz:abc');
28
28
  expect(sut.name).toEqual('abc');
29
29
  expect(sut.adapterName).toEqual('xyz');
30
30
  expect(sut.id).toEqual('xyz:abc');
31
31
  });
32
32
  test('should instantiate proper asset selector capital case', () => {
33
- const sut = (0, domain_1.assetOf)('XYZ:ABC');
33
+ const sut = (0, component_1.assetOf)('XYZ:ABC');
34
34
  expect(sut.name).toEqual('abc');
35
35
  expect(sut.adapterName).toEqual('xyz');
36
36
  expect(sut.id).toEqual('xyz:abc');
37
37
  });
38
38
  test('should throw invalid format message for missing separator', () => {
39
- const fn = () => (0, domain_1.assetOf)('xyzabc');
39
+ const fn = () => (0, component_1.assetOf)('xyzabc');
40
40
  expect(fn).toThrowError();
41
41
  });
42
42
  test('should throw for multiple separators', () => {
43
- const fn = () => (0, domain_1.assetOf)('xyz:abc:');
43
+ const fn = () => (0, component_1.assetOf)('xyz:abc:');
44
44
  expect(fn).toThrowError();
45
45
  });
46
46
  test('should throw for missing asset name', () => {
47
- const fn = () => (0, domain_1.assetOf)('xyz:');
47
+ const fn = () => (0, component_1.assetOf)('xyz:');
48
48
  expect(fn).toThrowError();
49
49
  });
50
50
  test('should throw for missing adapter name', () => {
51
- const fn = () => (0, domain_1.assetOf)(':abc');
51
+ const fn = () => (0, component_1.assetOf)(':abc');
52
52
  expect(fn).toThrowError();
53
53
  });
54
54
  });
@@ -0,0 +1,2 @@
1
+ export * from '../asset/asset';
2
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/asset/index.ts"],"names":[],"mappings":"AAAA,cAAc,kBAAkB,CAAC"}
@@ -14,5 +14,4 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
14
  for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
15
  };
16
16
  Object.defineProperty(exports, "__esModule", { value: true });
17
- __exportStar(require("../../adapter/paper/paper-adapter"), exports);
18
- __exportStar(require("../../adapter/paper/engine/paper-engine"), exports);
17
+ __exportStar(require("../asset/asset"), exports);
@@ -1 +1 @@
1
- {"version":3,"file":"dev.d.ts","sourceRoot":"","sources":["../../src/cli/dev.ts"],"names":[],"mappings":"AAQA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAiBxD"}
1
+ {"version":3,"file":"dev.d.ts","sourceRoot":"","sources":["../../src/cli/dev.ts"],"names":[],"mappings":"AAUA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAoBxD"}
package/dist/cli/dev.js CHANGED
@@ -36,22 +36,26 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
36
36
  };
37
37
  Object.defineProperty(exports, "__esModule", { value: true });
38
38
  const path_1 = require("path");
39
+ const rxjs_1 = require("rxjs");
39
40
  const build_1 = __importDefault(require("../cli/build"));
40
41
  const workspace_1 = require("../cli/internal/workspace");
41
- const domain_1 = require("../domain");
42
- const index_1 = require("../index");
43
- const shared_1 = require("../shared");
42
+ const core_1 = require("../core");
43
+ const module_1 = require("../module");
44
+ const use_execution_mode_1 = require("../use-execution-mode");
44
45
  function default_1(name, options) {
45
46
  return __awaiter(this, void 0, void 0, function* () {
46
47
  if (yield (0, build_1.default)()) {
47
48
  return;
48
49
  }
49
- yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
50
- const builder = new domain_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
51
- const rules = yield (0, index_1.spawn)(name, builder);
52
- const session = builder.paper();
53
- yield session.awake();
54
- rules(session).subscribe();
50
+ const script = (yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s)))).default;
51
+ const module = new module_1.Module([
52
+ ...(0, core_1.core)(),
53
+ ...script.dependencies,
54
+ (0, use_execution_mode_1.paperExecutionMode)({ recording: false })
55
+ ]);
56
+ const { act } = yield module.awake();
57
+ const output = yield act(() => (0, rxjs_1.lastValueFrom)(script.fn()));
58
+ console.log(output);
55
59
  });
56
60
  }
57
61
  exports.default = default_1;
package/dist/cli/index.js CHANGED
@@ -19,8 +19,8 @@ const node_watch_1 = __importDefault(require("node-watch"));
19
19
  const build_1 = __importDefault(require("../cli/build"));
20
20
  const dev_1 = __importDefault(require("../cli/dev"));
21
21
  const pull_1 = __importDefault(require("../cli/pull"));
22
+ const replay_1 = __importDefault(require("../cli/replay"));
22
23
  const run_1 = __importDefault(require("../cli/run"));
23
- const test_1 = __importDefault(require("../cli/test"));
24
24
  commander_1.program
25
25
  .command('build')
26
26
  .description('builds a production version of the app')
@@ -42,13 +42,13 @@ commander_1.program
42
42
  .description('executes strategy in paper e.g. simulation mode')
43
43
  .action(dev_1.default);
44
44
  commander_1.program
45
- .command('test')
45
+ .command('replay')
46
46
  .description('executes strategy in backtesting mode for specified period')
47
47
  .argument('<name>', 'strategy to execute')
48
48
  .option('-f, --from <from>', 'date from')
49
49
  .option('-t, --to <to>', 'date to')
50
50
  .option('-w', 'watch mode')
51
- .action(test_1.default);
51
+ .action(replay_1.default);
52
52
  commander_1.program
53
53
  .command('pull')
54
54
  .description('pulls instrument historical data to storage')
@@ -74,7 +74,7 @@ else {
74
74
  child.kill();
75
75
  }
76
76
  child = (0, child_process_1.spawn)('node', argv, {
77
- stdio: ['inherit', 'inherit', 'inherit', 'ipc']
77
+ stdio: 'pipe'
78
78
  });
79
79
  };
80
80
  spawnChildProcess();
@@ -1 +1 @@
1
- {"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAWA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAmD5E"}
1
+ {"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAUA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAgE5E"}
package/dist/cli/pull.js CHANGED
@@ -35,43 +35,73 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
35
35
  return (mod && mod.__esModule) ? mod : { "default": mod };
36
36
  };
37
37
  Object.defineProperty(exports, "__esModule", { value: true });
38
- const cli_progress_1 = require("cli-progress");
39
38
  const path_1 = require("path");
40
39
  const build_1 = __importDefault(require("../cli/build"));
41
40
  const workspace_1 = require("../cli/internal/workspace");
42
- const domain_1 = require("../domain");
43
- const domain_2 = require("../domain");
44
- const index_1 = require("../index");
45
- const shared_1 = require("../shared");
46
- const storage_1 = require("../storage");
41
+ const core_1 = require("../core");
42
+ const module_1 = require("../module");
43
+ const use_execution_mode_1 = require("../use-execution-mode");
44
+ const use_memo_1 = require("../use-memo");
47
45
  function default_1(name, instrument, options) {
48
46
  return __awaiter(this, void 0, void 0, function* () {
49
47
  if (yield (0, build_1.default)()) {
50
48
  return;
51
49
  }
52
- yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
53
- const builder = new domain_2.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
54
- yield (0, index_1.spawn)(name, builder);
50
+ yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), 'index')}`).then(s => __importStar(require(s)));
51
+ const script = (yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s))));
52
+ const module = new module_1.Module([
53
+ ...(0, core_1.core)(),
54
+ ...script.dependencies,
55
+ (0, use_execution_mode_1.paperExecutionMode)({ recording: false })
56
+ ]);
57
+ const { act } = yield module.awake();
58
+ const o = yield act(() => script.fn());
59
+ console.log(module.get(use_memo_1.token));
60
+ /*const builder = new SessionBuilder().useSessionId(
61
+ options.id ? Number(options.id) : now()
62
+ );
63
+
64
+ await spawn(name, builder);
65
+
55
66
  const session = builder.paper();
67
+
56
68
  console.time('Pulling completed in');
57
- yield session.awake();
58
- const bar = new cli_progress_1.SingleBar({
69
+
70
+ await session.awake();
71
+
72
+ const bar = new SingleBar(
73
+ {
59
74
  format: `Pulling ${instrument} [{bar}] {percentage}% | ETA: {eta}s | {value}/{total}`
60
- }, cli_progress_1.Presets.rect);
61
- const feed = new storage_1.Feed(builder.storage('feed'));
75
+ },
76
+ Presets.rect
77
+ );
78
+
79
+ const feed = new Feed(builder.storage('feed'));
62
80
  const from = options.from ? Date.parse(options.from) : builder.period.from;
63
81
  const to = options.to ? Date.parse(options.to) : builder.period.to;
82
+
64
83
  bar.start(100, 0);
65
- yield session.aggregate.feed((0, domain_1.instrumentOf)(instrument), from, to, (timestamp, events) => __awaiter(this, void 0, void 0, function* () {
84
+
85
+ await session.aggregate.feed(
86
+ instrumentOf(instrument),
87
+ from,
88
+ to,
89
+ async (timestamp, events) => {
66
90
  const duration = to - from;
67
91
  const completed = timestamp - from;
68
- yield feed.save(events);
92
+
93
+ await feed.save(events);
94
+
69
95
  bar.update(Math.floor((completed / duration) * 100));
70
- }));
96
+ }
97
+ );
98
+
71
99
  bar.update(100);
72
100
  bar.stop();
73
- yield session.dispose();
74
- console.timeLog('Pulling completed in');
101
+
102
+ await session.dispose();
103
+
104
+ console.timeLog('Pulling completed in');*/
75
105
  });
76
106
  }
77
107
  exports.default = default_1;
@@ -1,2 +1,2 @@
1
1
  export default function (name: string, options: any): Promise<void>;
2
- //# sourceMappingURL=test.d.ts.map
2
+ //# sourceMappingURL=replay.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/cli/replay.ts"],"names":[],"mappings":"AAUA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAoBxD"}
@@ -36,32 +36,29 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
36
36
  };
37
37
  Object.defineProperty(exports, "__esModule", { value: true });
38
38
  const path_1 = require("path");
39
+ const rxjs_1 = require("rxjs");
39
40
  const build_1 = __importDefault(require("../cli/build"));
40
41
  const workspace_1 = require("../cli/internal/workspace");
41
- const domain_1 = require("../domain");
42
- const index_1 = require("../index");
43
- const shared_1 = require("../shared");
42
+ const core_1 = require("../core");
43
+ const module_1 = require("../module");
44
+ const replay_1 = require("../replay");
45
+ const use_execution_mode_1 = require("../use-execution-mode");
44
46
  function default_1(name, options) {
45
47
  return __awaiter(this, void 0, void 0, function* () {
46
48
  if (yield (0, build_1.default)()) {
47
49
  return;
48
50
  }
49
- yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
50
- const builder = new domain_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
51
- const rules = yield (0, index_1.spawn)(name, builder);
52
- const logger = (0, shared_1.log)('backtester');
53
- const startTime = performance.now();
54
- const [session, backtester] = builder.backtest({
55
- onBacktestStarted: () => logger.info(`new session ${session.id} started`),
56
- onBacktestCompleted: () => __awaiter(this, void 0, void 0, function* () {
57
- yield session.dispose();
58
- const seconds = ((performance.now() - startTime) / 1000).toFixed(3);
59
- logger.info(`session ${session.id} completed in ${seconds}s`);
60
- })
61
- });
62
- yield session.awake();
63
- rules(session).subscribe();
64
- backtester.tryContinue();
51
+ const script = yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s)));
52
+ const dependencies = script.module2;
53
+ const module = new module_1.Module([
54
+ ...(0, core_1.core)(),
55
+ ...dependencies,
56
+ (0, replay_1.replayOptions)({ from: 0, to: Number.MAX_VALUE }),
57
+ (0, use_execution_mode_1.replayExecutionMode)()
58
+ ]);
59
+ const { act } = yield module.awake();
60
+ const output = yield act(() => (0, rxjs_1.lastValueFrom)(script.default(options)));
61
+ console.log(output);
65
62
  });
66
63
  }
67
64
  exports.default = default_1;
@@ -1 +1 @@
1
- {"version":3,"file":"run.d.ts","sourceRoot":"","sources":["../../src/cli/run.ts"],"names":[],"mappings":"AAQA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAgBxD"}
1
+ {"version":3,"file":"run.d.ts","sourceRoot":"","sources":["../../src/cli/run.ts"],"names":[],"mappings":"AASA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAmBxD"}
package/dist/cli/run.js CHANGED
@@ -36,22 +36,27 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
36
36
  };
37
37
  Object.defineProperty(exports, "__esModule", { value: true });
38
38
  const path_1 = require("path");
39
+ const rxjs_1 = require("rxjs");
39
40
  const build_1 = __importDefault(require("../cli/build"));
40
41
  const workspace_1 = require("../cli/internal/workspace");
41
- const domain_1 = require("../domain");
42
- const index_1 = require("../index");
43
- const shared_1 = require("../shared");
42
+ const core_1 = require("../core");
43
+ const module_1 = require("../module");
44
+ const use_execution_mode_1 = require("../use-execution-mode");
44
45
  function default_1(name, options) {
45
46
  return __awaiter(this, void 0, void 0, function* () {
46
47
  if (yield (0, build_1.default)()) {
47
48
  return;
48
49
  }
49
- yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
50
- const builder = new domain_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
51
- const rules = yield (0, index_1.spawn)(name, builder);
52
- const session = builder.live();
53
- yield session.awake();
54
- rules(session).subscribe();
50
+ const script = yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s)));
51
+ const dependencies = script.module2;
52
+ const module = new module_1.Module([
53
+ ...(0, core_1.core)(),
54
+ ...dependencies,
55
+ (0, use_execution_mode_1.liveExecutionMode)({ recording: true })
56
+ ]);
57
+ const { act } = yield module.awake();
58
+ const output = yield act(() => (0, rxjs_1.lastValueFrom)(script.default(options)));
59
+ console.log(output);
55
60
  });
56
61
  }
57
62
  exports.default = default_1;
@@ -0,0 +1,5 @@
1
+ import { Observable } from 'rxjs';
2
+ export declare function distinctUntilTimestampChanged<T extends {
3
+ timestamp: number;
4
+ }>(): (stream: Observable<T>) => Observable<T>;
5
+ //# sourceMappingURL=distinct-until-timesamp-changed.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"distinct-until-timesamp-changed.d.ts","sourceRoot":"","sources":["../../src/component/distinct-until-timesamp-changed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,UAAU,EAAO,MAAM,MAAM,CAAC;AAE/C,wBAAgB,6BAA6B,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,cAG3D,WAAW,CAAC,CAAC,mBAK9B"}
@@ -0,0 +1,9 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.distinctUntilTimestampChanged = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ function distinctUntilTimestampChanged() {
6
+ let prevTimestamp;
7
+ return (stream) => stream.pipe((0, rxjs_1.filter)(it => prevTimestamp === undefined || it.timestamp > prevTimestamp), (0, rxjs_1.tap)(it => (prevTimestamp = it.timestamp)));
8
+ }
9
+ exports.distinctUntilTimestampChanged = distinctUntilTimestampChanged;
@@ -3,7 +3,7 @@ export declare class InsufficientFundsError extends Error {
3
3
  constructor(assetName: string, requiredAmount: decimal, availableAmount: decimal);
4
4
  }
5
5
  export declare class InvalidArgumentsError extends Error {
6
- constructor(argName: Record<any, unknown>);
6
+ constructor(argName: Record<string, unknown>);
7
7
  }
8
8
  export declare class InvalidAssetSelectorError extends Error {
9
9
  constructor(selector: string);
@@ -0,0 +1 @@
1
+ {"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/component/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAEtC,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,SAAS,EAAE,MAAM,EAAE,cAAc,EAAE,OAAO,EAAE,eAAe,EAAE,OAAO;CAKjF;AAED,qBAAa,qBAAsB,SAAQ,KAAK;gBAClC,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC;CAG7C;AAED,qBAAa,yBAA0B,SAAQ,KAAK;gBACtC,QAAQ,EAAE,MAAM;CAG7B;AACD,qBAAa,8BAA+B,SAAQ,KAAK;gBAC3C,QAAQ,EAAE,MAAM;CAG7B;AAED,qBAAa,oBAAqB,SAAQ,KAAK;;CAI9C"}
@@ -0,0 +1,8 @@
1
+ export * from '../asset';
2
+ export * from '../component/error';
3
+ export * from '../component/ohlc';
4
+ export * from '../component/ohlc-operator';
5
+ export * from '../instrument';
6
+ export * from '../component/timeframe';
7
+ export * from '../component/distinct-until-timesamp-changed';
8
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/component/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,sBAAsB,CAAC;AACrC,cAAc,qBAAqB,CAAC;AACpC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,iBAAiB,CAAC;AAChC,cAAc,0BAA0B,CAAC;AACzC,cAAc,gDAAgD,CAAC"}
@@ -14,13 +14,10 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
14
  for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
15
  };
16
16
  Object.defineProperty(exports, "__esModule", { value: true });
17
- __exportStar(require("../store/store"), exports);
18
- __exportStar(require("../store/store-state"), exports);
19
- __exportStar(require("../store/store-balance-event"), exports);
20
- __exportStar(require("../store/store-instrument-event"), exports);
21
- __exportStar(require("../store/store-order-event"), exports);
22
- __exportStar(require("../store/store-orderbook-event"), exports);
23
- __exportStar(require("../store/store-position-event"), exports);
24
- __exportStar(require("../store/store-trade-event"), exports);
25
- __exportStar(require("../store/store-event"), exports);
26
- __exportStar(require("../store/error"), exports);
17
+ __exportStar(require("../asset"), exports);
18
+ __exportStar(require("../component/error"), exports);
19
+ __exportStar(require("../component/ohlc"), exports);
20
+ __exportStar(require("../component/ohlc-operator"), exports);
21
+ __exportStar(require("../instrument"), exports);
22
+ __exportStar(require("../component/timeframe"), exports);
23
+ __exportStar(require("../component/distinct-until-timesamp-changed"), exports);
@@ -1,5 +1,5 @@
1
1
  import { Observable } from 'rxjs';
2
- import { Ohlc } from '../domain';
2
+ import { Ohlc } from '../component';
3
3
  import { decimal } from '../shared';
4
4
  export declare function ohlc<T extends {
5
5
  timestamp: number;
@@ -0,0 +1 @@
1
+ {"version":3,"file":"ohlc-operator.d.ts","sourceRoot":"","sources":["../../src/component/ohlc-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,IAAI,EAAM,MAAM,gBAAgB,CAAC;AAC1C,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAsBtC,wBAAgB,IAAI,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EAClD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,iBAAiB,CAAC,EAAE,IAAI,YAEC,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAmC1D;AAED,wBAAgB,SAAS,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACvD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,QAAQ,EAAE,UAAU,CAAC,IAAI,CAAC,aAEA,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAY3D;AAED,wBAAgB,aAAa,IAAI,CAAC,MAAM,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,UAAU,CAAC,IAAI,CAAC,CAwB9E"}
@@ -2,18 +2,18 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.ohlcCompleted = exports.mergeOhlc = exports.ohlc = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
- const domain_1 = require("../domain");
5
+ const component_1 = require("../component");
6
6
  function aggregate(candle, timeframe, value, timestamp) {
7
- const frame = (0, domain_1.tf)(timestamp, timeframe);
7
+ const frame = (0, component_1.tf)(timestamp, timeframe);
8
8
  if (!candle) {
9
- return new domain_1.Ohlc(frame, value, value, value, value);
9
+ return new component_1.Ohlc(frame, value, value, value, value);
10
10
  }
11
11
  if (candle.timestamp === frame) {
12
12
  candle.apply(value);
13
13
  return undefined;
14
14
  }
15
15
  else {
16
- return new domain_1.Ohlc(frame, candle.close, value, value, value);
16
+ return new component_1.Ohlc(frame, candle.close, value, value, value);
17
17
  }
18
18
  }
19
19
  function ohlc(timeframe, fn, candleToStartWith) {
@@ -0,0 +1 @@
1
+ {"version":3,"file":"ohlc-operator.spec.d.ts","sourceRoot":"","sources":["../../src/component/ohlc-operator.spec.ts"],"names":[],"mappings":""}