@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.
- 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 +1 -0
- package/dist/asset/asset.d.ts.map +1 -0
- package/dist/{domain → asset}/asset.js +8 -5
- package/dist/{domain → asset}/asset.spec.d.ts.map +1 -1
- package/dist/{domain → asset}/asset.spec.js +12 -12
- 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/dev.d.ts.map +1 -1
- package/dist/cli/dev.js +13 -9
- package/dist/cli/index.js +4 -4
- package/dist/cli/pull.d.ts.map +1 -1
- package/dist/cli/pull.js +48 -18
- 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} +16 -19
- package/dist/cli/run.d.ts.map +1 -1
- package/dist/cli/run.js +14 -9
- 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/{domain → component}/error.d.ts +1 -1
- package/dist/component/error.d.ts.map +1 -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 -10
- 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 -4
- 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/{domain → component}/ohlc.spec.d.ts.map +1 -1
- package/dist/{domain → component}/ohlc.spec.js +3 -3
- 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 -67
- 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.map +1 -0
- package/dist/{domain → instrument/commission}/commission.spec.js +6 -6
- package/dist/instrument/index.d.ts +3 -0
- package/dist/instrument/index.d.ts.map +1 -0
- package/dist/{adapter → instrument}/index.js +2 -5
- package/dist/{domain → instrument}/instrument.d.ts +4 -4
- package/dist/instrument/instrument.d.ts.map +1 -0
- package/dist/{domain → instrument}/instrument.js +11 -10
- package/dist/instrument/instrument.spec.d.ts.map +1 -0
- package/dist/{domain → instrument}/instrument.spec.js +10 -10
- 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/{adapter/backtester → session}/index.js +3 -4
- 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/index.d.ts +0 -4
- package/dist/shared/index.d.ts.map +1 -1
- package/dist/shared/index.js +0 -4
- package/dist/simulator/index.d.ts +2 -0
- package/dist/simulator/index.d.ts.map +1 -0
- package/dist/simulator/index.js +17 -0
- 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 +4 -4
- package/dist/storage/index.d.ts.map +1 -1
- package/dist/storage/index.js +4 -4
- 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/{shared/logger.d.ts → use-logger.d.ts} +6 -7
- 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/package.json +13 -10
- package/src/as-readonly.ts +5 -0
- package/src/{domain → asset}/asset.spec.ts +1 -1
- package/src/{domain → asset}/asset.ts +5 -1
- package/src/asset/index.ts +1 -0
- package/src/cli/dev.ts +16 -11
- package/src/cli/index.ts +3 -3
- package/src/cli/pull.ts +20 -8
- package/src/cli/replay.ts +31 -0
- package/src/cli/run.ts +15 -11
- package/src/component/distinct-until-timesamp-changed.ts +11 -0
- package/src/{domain → component}/error.ts +1 -1
- package/src/component/index.ts +7 -0
- package/src/{domain → component}/ohlc-operator.spec.ts +1 -1
- package/src/{domain → component}/ohlc-operator.ts +1 -1
- package/src/{domain → component}/ohlc.spec.ts +1 -1
- package/src/core.ts +14 -0
- package/src/defined.ts +6 -0
- package/src/exclude.ts +9 -0
- package/src/index.ts +25 -79
- package/src/{domain → instrument/commission}/commission.spec.ts +2 -1
- package/src/instrument/index.ts +2 -0
- package/src/{domain → instrument}/instrument.spec.ts +1 -1
- package/src/{domain → instrument}/instrument.ts +9 -14
- 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.ts +5 -0
- package/src/shared/index.ts +0 -4
- 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 +4 -4
- 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/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 -158
- package/dist/adapter/adapter.d.ts +0 -53
- 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 -26
- 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-cursor.spec.d.ts +0 -2
- package/dist/adapter/backtester/backtester-cursor.spec.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +0 -47
- 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 -118
- package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -2
- package/dist/adapter/backtester/backtester-streamer.spec.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +0 -45
- package/dist/adapter/backtester/error.d.ts +0 -7
- package/dist/adapter/backtester/error.d.ts.map +0 -1
- package/dist/adapter/backtester/error.js +0 -15
- package/dist/adapter/backtester/index.d.ts +0 -5
- package/dist/adapter/backtester/index.d.ts.map +0 -1
- package/dist/adapter/error.d.ts +0 -10
- package/dist/adapter/error.d.ts.map +0 -1
- package/dist/adapter/error.js +0 -21
- package/dist/adapter/index.d.ts +0 -6
- 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 -108
- package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -2
- package/dist/adapter/paper/engine/paper-engine.spec.d.ts.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.spec.js +0 -63
- 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 -28
- package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
- package/dist/adapter/paper/paper-adapter.js +0 -88
- 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 -5
- package/dist/domain/balance-operator.d.ts.map +0 -1
- package/dist/domain/balance-operator.js +0 -9
- package/dist/domain/balance-operator.spec.d.ts +0 -2
- package/dist/domain/balance-operator.spec.d.ts.map +0 -1
- package/dist/domain/balance-operator.spec.js +0 -21
- package/dist/domain/balance.d.ts +0 -46
- package/dist/domain/balance.d.ts.map +0 -1
- package/dist/domain/balance.js +0 -79
- package/dist/domain/balance.spec.d.ts +0 -2
- package/dist/domain/balance.spec.d.ts.map +0 -1
- package/dist/domain/balance.spec.js +0 -32
- package/dist/domain/commission.d.ts.map +0 -1
- package/dist/domain/commission.spec.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.map +0 -1
- 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 -6
- package/dist/domain/instrument-operator.d.ts.map +0 -1
- package/dist/domain/instrument-operator.js +0 -13
- package/dist/domain/instrument-operator.spec.d.ts +0 -2
- package/dist/domain/instrument-operator.spec.d.ts.map +0 -1
- package/dist/domain/instrument-operator.spec.js +0 -21
- package/dist/domain/instrument.d.ts.map +0 -1
- package/dist/domain/instrument.spec.d.ts.map +0 -1
- package/dist/domain/ohlc-operator.d.ts.map +0 -1
- package/dist/domain/ohlc-operator.spec.d.ts.map +0 -1
- package/dist/domain/ohlc-operator.spec.js +0 -110
- package/dist/domain/ohlc.d.ts.map +0 -1
- package/dist/domain/order-operator.d.ts +0 -6
- package/dist/domain/order-operator.d.ts.map +0 -1
- package/dist/domain/order-operator.js +0 -16
- package/dist/domain/order-operator.spec.d.ts +0 -2
- package/dist/domain/order-operator.spec.d.ts.map +0 -1
- package/dist/domain/order-operator.spec.js +0 -61
- package/dist/domain/order.d.ts +0 -21
- package/dist/domain/order.d.ts.map +0 -1
- package/dist/domain/order.js +0 -41
- package/dist/domain/order.spec.d.ts +0 -2
- package/dist/domain/order.spec.d.ts.map +0 -1
- package/dist/domain/order.spec.js +0 -27
- package/dist/domain/orderbook-operator.d.ts +0 -5
- package/dist/domain/orderbook-operator.d.ts.map +0 -1
- package/dist/domain/orderbook-operator.js +0 -9
- package/dist/domain/orderbook-operator.spec.d.ts +0 -2
- package/dist/domain/orderbook-operator.spec.d.ts.map +0 -1
- package/dist/domain/orderbook-operator.spec.js +0 -19
- package/dist/domain/orderbook.d.ts +0 -31
- package/dist/domain/orderbook.d.ts.map +0 -1
- package/dist/domain/orderbook.js +0 -23
- package/dist/domain/orderbook.spec.d.ts +0 -2
- package/dist/domain/orderbook.spec.d.ts.map +0 -1
- package/dist/domain/orderbook.spec.js +0 -11
- package/dist/domain/position-operator.d.ts +0 -11
- package/dist/domain/position-operator.d.ts.map +0 -1
- package/dist/domain/position-operator.js +0 -44
- package/dist/domain/position-operator.spec.d.ts +0 -2
- package/dist/domain/position-operator.spec.d.ts.map +0 -1
- package/dist/domain/position-operator.spec.js +0 -44
- package/dist/domain/position.d.ts +0 -19
- package/dist/domain/position.d.ts.map +0 -1
- package/dist/domain/position.js +0 -25
- package/dist/domain/position.spec.d.ts +0 -2
- package/dist/domain/position.spec.d.ts.map +0 -1
- package/dist/domain/position.spec.js +0 -28
- package/dist/domain/session-builder.d.ts +0 -58
- package/dist/domain/session-builder.d.ts.map +0 -1
- package/dist/domain/session-builder.js +0 -101
- package/dist/domain/session.d.ts +0 -77
- package/dist/domain/session.d.ts.map +0 -1
- package/dist/domain/session.js +0 -156
- package/dist/domain/session.spec.d.ts +0 -2
- package/dist/domain/session.spec.d.ts.map +0 -1
- package/dist/domain/session.spec.js +0 -17
- package/dist/domain/timeframe.d.ts.map +0 -1
- package/dist/domain/trade-operator.d.ts +0 -5
- package/dist/domain/trade-operator.d.ts.map +0 -1
- package/dist/domain/trade-operator.js +0 -9
- package/dist/domain/trade-operator.spec.d.ts +0 -2
- package/dist/domain/trade-operator.spec.d.ts.map +0 -1
- package/dist/domain/trade-operator.spec.js +0 -21
- package/dist/domain/trade.d.ts +0 -17
- package/dist/domain/trade.d.ts.map +0 -1
- package/dist/domain/trade.js +0 -20
- package/dist/domain/trade.spec.d.ts +0 -2
- package/dist/domain/trade.spec.d.ts.map +0 -1
- package/dist/domain/trade.spec.js +0 -11
- 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/collections.spec.d.ts +0 -2
- package/dist/shared/collections.spec.d.ts.map +0 -1
- package/dist/shared/collections.spec.js +0 -29
- package/dist/shared/hash.d.ts +0 -2
- package/dist/shared/hash.d.ts.map +0 -1
- package/dist/shared/hash.js +0 -12
- package/dist/shared/logger.d.ts.map +0 -1
- package/dist/shared/logger.js +0 -40
- 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/cache.spec.d.ts +0 -2
- package/dist/storage/cache.spec.d.ts.map +0 -1
- package/dist/storage/cache.spec.js +0 -25
- 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 -23
- package/dist/store/error.d.ts.map +0 -1
- package/dist/store/error.js +0 -45
- package/dist/store/index.d.ts +0 -11
- package/dist/store/index.d.ts.map +0 -1
- package/dist/store/store-balance-event.d.ts +0 -26
- package/dist/store/store-balance-event.d.ts.map +0 -1
- package/dist/store/store-balance-event.js +0 -59
- package/dist/store/store-balance-event.spec.d.ts +0 -2
- package/dist/store/store-balance-event.spec.d.ts.map +0 -1
- package/dist/store/store-balance-event.spec.js +0 -24
- 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 -21
- package/dist/store/store-instrument-event.d.ts.map +0 -1
- package/dist/store/store-instrument-event.js +0 -59
- package/dist/store/store-instrument-event.spec.d.ts +0 -2
- package/dist/store/store-instrument-event.spec.d.ts.map +0 -1
- package/dist/store/store-instrument-event.spec.js +0 -22
- package/dist/store/store-order-event.d.ts +0 -63
- package/dist/store/store-order-event.d.ts.map +0 -1
- package/dist/store/store-order-event.js +0 -223
- package/dist/store/store-order-event.spec.d.ts +0 -2
- package/dist/store/store-order-event.spec.d.ts.map +0 -1
- package/dist/store/store-order-event.spec.js +0 -23
- package/dist/store/store-orderbook-event.d.ts +0 -12
- package/dist/store/store-orderbook-event.d.ts.map +0 -1
- package/dist/store/store-orderbook-event.js +0 -43
- package/dist/store/store-orderbook-event.spec.d.ts +0 -2
- package/dist/store/store-orderbook-event.spec.d.ts.map +0 -1
- package/dist/store/store-orderbook-event.spec.js +0 -27
- package/dist/store/store-position-event.d.ts +0 -21
- 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 -16
- package/dist/store/store-trade-event.d.ts.map +0 -1
- package/dist/store/store-trade-event.js +0 -34
- package/dist/store/store-trade-event.spec.d.ts +0 -2
- package/dist/store/store-trade-event.spec.d.ts.map +0 -1
- package/dist/store/store-trade-event.spec.js +0 -44
- package/dist/store/store.d.ts +0 -14
- package/dist/store/store.d.ts.map +0 -1
- package/dist/store/store.js +0 -35
- package/dist/store/store.spec.d.ts +0 -2
- package/dist/store/store.spec.d.ts.map +0 -1
- package/dist/store/store.spec.js +0 -122
- package/src/adapter/adapter-aggregate.ts +0 -185
- package/src/adapter/adapter.ts +0 -82
- package/src/adapter/backtester/backtester-adapter.ts +0 -100
- 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 -158
- package/src/adapter/backtester/error.ts +0 -11
- package/src/adapter/backtester/index.ts +0 -4
- package/src/adapter/error.ts +0 -19
- package/src/adapter/index.ts +0 -5
- package/src/adapter/paper/engine/paper-engine.spec.ts +0 -110
- package/src/adapter/paper/engine/paper-engine.ts +0 -136
- package/src/adapter/paper/index.ts +0 -2
- package/src/adapter/paper/paper-adapter.ts +0 -118
- package/src/cli/test.ts +0 -41
- package/src/domain/balance-operator.spec.ts +0 -23
- package/src/domain/balance-operator.ts +0 -14
- package/src/domain/balance.spec.ts +0 -46
- package/src/domain/balance.ts +0 -110
- package/src/domain/component.ts +0 -6
- package/src/domain/index.ts +0 -21
- package/src/domain/instrument-operator.spec.ts +0 -38
- package/src/domain/instrument-operator.ts +0 -25
- package/src/domain/order-operator.spec.ts +0 -89
- package/src/domain/order-operator.ts +0 -24
- package/src/domain/order.spec.ts +0 -40
- package/src/domain/order.ts +0 -65
- package/src/domain/orderbook-operator.spec.ts +0 -42
- package/src/domain/orderbook-operator.ts +0 -14
- package/src/domain/orderbook.spec.ts +0 -23
- package/src/domain/orderbook.ts +0 -32
- package/src/domain/position-operator.spec.ts +0 -67
- package/src/domain/position-operator.ts +0 -74
- package/src/domain/position.spec.ts +0 -40
- package/src/domain/position.ts +0 -33
- package/src/domain/session-builder.ts +0 -158
- package/src/domain/session.spec.ts +0 -33
- package/src/domain/session.ts +0 -261
- package/src/domain/trade-operator.spec.ts +0 -30
- package/src/domain/trade-operator.ts +0 -14
- package/src/domain/trade.spec.ts +0 -18
- package/src/domain/trade.ts +0 -22
- package/src/shared/collections.spec.ts +0 -34
- package/src/shared/collections.ts +0 -154
- package/src/shared/hash.ts +0 -10
- package/src/shared/logger.ts +0 -46
- package/src/shared/policy.ts +0 -5
- package/src/storage/cache.spec.ts +0 -17
- 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 -47
- package/src/store/index.ts +0 -10
- package/src/store/store-balance-event.spec.ts +0 -28
- package/src/store/store-balance-event.ts +0 -72
- package/src/store/store-event.ts +0 -8
- package/src/store/store-instrument-event.spec.ts +0 -25
- package/src/store/store-instrument-event.ts +0 -87
- package/src/store/store-order-event.spec.ts +0 -33
- package/src/store/store-order-event.ts +0 -288
- package/src/store/store-orderbook-event.spec.ts +0 -38
- package/src/store/store-orderbook-event.ts +0 -60
- package/src/store/store-position-event.ts +0 -125
- package/src/store/store-state.ts +0 -48
- package/src/store/store-trade-event.spec.ts +0 -61
- package/src/store/store-trade-event.ts +0 -46
- package/src/store/store.spec.ts +0 -196
- package/src/store/store.ts +0 -40
- package/dist/{domain → asset}/asset.spec.d.ts +0 -0
- package/dist/{domain → component}/error.js +0 -0
- package/dist/{domain → component}/ohlc-operator.spec.d.ts +0 -0
- package/dist/{domain → component}/ohlc.d.ts +0 -0
- package/dist/{domain → component}/ohlc.js +0 -0
- package/dist/{domain → component}/ohlc.spec.d.ts +0 -0
- package/dist/{domain → component}/timeframe.d.ts +0 -0
- package/dist/{domain → component}/timeframe.js +1 -1
- /package/dist/{domain → instrument/commission}/commission.spec.d.ts +0 -0
- /package/dist/{domain → instrument}/instrument.spec.d.ts +0 -0
- /package/src/{domain → component}/ohlc.ts +0 -0
- /package/src/{domain → component}/timeframe.ts +0 -0
- /package/src/{domain → instrument/commission}/commission.ts +0 -0
|
@@ -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;
|
|
@@ -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
|
|
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
|
|
13
|
+
throw new component_1.InvalidArgumentsError({ name });
|
|
14
14
|
}
|
|
15
15
|
if (!(adapterName === null || adapterName === void 0 ? void 0 : adapterName.length)) {
|
|
16
|
-
throw new
|
|
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
|
|
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
|
|
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/
|
|
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
|
|
3
|
+
const component_1 = require("../component");
|
|
4
4
|
const shared_1 = require("../shared");
|
|
5
|
-
describe(
|
|
5
|
+
describe(component_1.Asset.name, () => {
|
|
6
6
|
test('should construct a new asset', () => {
|
|
7
|
-
const sut = new
|
|
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
|
|
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
|
|
21
|
+
const fn = () => new component_1.Asset('', 'xyz', 5);
|
|
22
22
|
expect(fn).toThrowError();
|
|
23
23
|
});
|
|
24
24
|
});
|
|
25
|
-
describe(
|
|
25
|
+
describe(component_1.AssetSelector.name, () => {
|
|
26
26
|
test('should construct a new asset selector from unified string', () => {
|
|
27
|
-
const sut = (0,
|
|
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,
|
|
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,
|
|
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,
|
|
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,
|
|
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,
|
|
51
|
+
const fn = () => (0, component_1.assetOf)(':abc');
|
|
52
52
|
expect(fn).toThrowError();
|
|
53
53
|
});
|
|
54
54
|
});
|
|
@@ -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("
|
|
18
|
-
__exportStar(require("../../adapter/paper/engine/paper-engine"), exports);
|
|
17
|
+
__exportStar(require("../asset/asset"), exports);
|
package/dist/cli/dev.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"dev.d.ts","sourceRoot":"","sources":["../../src/cli/dev.ts"],"names":[],"mappings":"
|
|
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
|
|
42
|
-
const
|
|
43
|
-
const
|
|
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(
|
|
50
|
-
const
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
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('
|
|
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(
|
|
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:
|
|
77
|
+
stdio: 'pipe'
|
|
78
78
|
});
|
|
79
79
|
};
|
|
80
80
|
spawnChildProcess();
|
package/dist/cli/pull.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"
|
|
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
|
|
43
|
-
const
|
|
44
|
-
const
|
|
45
|
-
const
|
|
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(
|
|
53
|
-
const
|
|
54
|
-
|
|
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
|
-
|
|
58
|
-
|
|
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
|
-
|
|
61
|
-
|
|
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
|
-
|
|
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
|
-
|
|
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
|
-
|
|
74
|
-
|
|
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=
|
|
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
|
|
42
|
-
const
|
|
43
|
-
const
|
|
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(
|
|
50
|
-
const
|
|
51
|
-
const
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
55
|
-
|
|
56
|
-
|
|
57
|
-
|
|
58
|
-
|
|
59
|
-
|
|
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;
|
package/dist/cli/run.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"run.d.ts","sourceRoot":"","sources":["../../src/cli/run.ts"],"names":[],"mappings":"
|
|
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
|
|
42
|
-
const
|
|
43
|
-
const
|
|
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(
|
|
50
|
-
const
|
|
51
|
-
const
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
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 @@
|
|
|
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<
|
|
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("../
|
|
18
|
-
__exportStar(require("../
|
|
19
|
-
__exportStar(require("../
|
|
20
|
-
__exportStar(require("../
|
|
21
|
-
__exportStar(require("../
|
|
22
|
-
__exportStar(require("../
|
|
23
|
-
__exportStar(require("../
|
|
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);
|
|
@@ -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
|
|
5
|
+
const component_1 = require("../component");
|
|
6
6
|
function aggregate(candle, timeframe, value, timestamp) {
|
|
7
|
-
const frame = (0,
|
|
7
|
+
const frame = (0, component_1.tf)(timestamp, timeframe);
|
|
8
8
|
if (!candle) {
|
|
9
|
-
return new
|
|
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
|
|
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":""}
|