@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
package/src/use-state.ts
ADDED
|
@@ -0,0 +1,30 @@
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1
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+
import { BehaviorSubject, Observable } from 'rxjs';
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3
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import { useMemo } from '@lib/use-memo';
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+
|
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import { dependency } from './use-hash';
|
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6
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+
|
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7
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export function useState<T>(
|
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8
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+
initialValue: T,
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9
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+
dependencies: dependency[]
|
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10
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+
): [Observable<Readonly<T>>, (value: T | ((p: T) => T)) => Readonly<T>] {
|
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11
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+
return useMemo(() => {
|
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12
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+
const state = new BehaviorSubject<T>(initialValue);
|
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13
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+
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14
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+
const setState = (newState: T | ((prevState: T) => T | undefined)) => {
|
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15
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if (newState instanceof Function) {
|
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const value = newState(state.value);
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+
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+
if (value) {
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state.next(value);
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}
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} else {
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state.next(newState);
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}
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+
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return state.value;
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};
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27
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+
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28
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+
return [state.asObservable(), setState];
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+
}, dependencies);
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30
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+
}
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|
@@ -0,0 +1,12 @@
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1
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+
import { useReplayCoordinator } from '@lib/replay/use-replay-coordinator';
|
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2
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+
import { useExecutionMode } from '@lib/use-execution-mode';
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3
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+
|
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4
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+
export function useTimestamp() {
|
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5
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+
const { isReplay } = useExecutionMode();
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6
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+
|
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7
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+
if (isReplay) {
|
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8
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return useReplayCoordinator().timestamp();
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9
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+
}
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10
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+
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11
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return Date.now();
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+
}
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package/src/use.spec.ts
ADDED
|
@@ -0,0 +1,46 @@
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1
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import { makeTestModule } from '@lib/make-test-module';
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+
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3
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import { instrumentOf, InstrumentSelector } from './instrument';
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import { use } from './use';
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5
|
+
|
|
6
|
+
describe(use.name, () => {
|
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7
|
+
let fixtures: Awaited<ReturnType<typeof getFixtures>>;
|
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8
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+
|
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9
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+
beforeEach(async () => {
|
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10
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+
fixtures = await getFixtures();
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});
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+
|
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test('memorize same values for same arguments', () => {
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const { act, getValue } = fixtures;
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16
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act(() => {
|
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17
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const value1 = getValue(instrumentOf('binance:btc-usdt'));
|
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|
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const value2 = getValue(instrumentOf('binance:btc-usdt'));
|
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19
|
+
|
|
20
|
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expect(Object.is(value1, value2)).toBeTruthy();
|
|
21
|
+
});
|
|
22
|
+
});
|
|
23
|
+
|
|
24
|
+
test('memorize different values for different arguments', () => {
|
|
25
|
+
const { act, getValue } = fixtures;
|
|
26
|
+
|
|
27
|
+
act(() => {
|
|
28
|
+
const value1 = getValue(instrumentOf('binance:btc-usdt'));
|
|
29
|
+
const value2 = getValue(instrumentOf('binance:btc-busd'));
|
|
30
|
+
|
|
31
|
+
expect(value1).toEqual('binance:btc-usdt');
|
|
32
|
+
expect(value2).toEqual('binance:btc-busd');
|
|
33
|
+
});
|
|
34
|
+
});
|
|
35
|
+
});
|
|
36
|
+
|
|
37
|
+
async function getFixtures() {
|
|
38
|
+
const { act } = await makeTestModule([]);
|
|
39
|
+
|
|
40
|
+
const getValue = use((instrument: InstrumentSelector) => instrument.id);
|
|
41
|
+
|
|
42
|
+
return {
|
|
43
|
+
act,
|
|
44
|
+
getValue: act(() => (instrument: InstrumentSelector) => getValue(instrument))
|
|
45
|
+
};
|
|
46
|
+
}
|
package/src/use.ts
ADDED
|
@@ -0,0 +1,33 @@
|
|
|
1
|
+
import { isObservable, Observable, shareReplay } from 'rxjs';
|
|
2
|
+
import { v4 } from 'uuid';
|
|
3
|
+
|
|
4
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import { asReadonly } from './as-readonly';
|
|
5
|
+
import { throwWithContext } from './module';
|
|
6
|
+
import { dependency } from './use-hash';
|
|
7
|
+
import { useMemo } from './use-memo';
|
|
8
|
+
|
|
9
|
+
export function use<T extends Array<dependency>, U>(
|
|
10
|
+
fn: (...args: T) => U
|
|
11
|
+
): (...args: T) => U;
|
|
12
|
+
export function use<T extends Array<dependency>, U>(
|
|
13
|
+
fn: (...args: T) => Observable<U>
|
|
14
|
+
): (...args: T) => Observable<U>;
|
|
15
|
+
|
|
16
|
+
export function use<T extends Array<dependency>, U>(
|
|
17
|
+
fn: (...args: T) => U | Observable<U>
|
|
18
|
+
): (...args: T) => U | Observable<U> {
|
|
19
|
+
throwWithContext();
|
|
20
|
+
|
|
21
|
+
const uniqueId = v4();
|
|
22
|
+
|
|
23
|
+
return (...args: T): U | Observable<U> =>
|
|
24
|
+
useMemo(() => {
|
|
25
|
+
const value = fn(...args);
|
|
26
|
+
|
|
27
|
+
if (isObservable(value)) {
|
|
28
|
+
return value.pipe(asReadonly(), shareReplay(1));
|
|
29
|
+
}
|
|
30
|
+
|
|
31
|
+
return value;
|
|
32
|
+
}, [uniqueId, ...args]);
|
|
33
|
+
}
|
|
@@ -1,57 +0,0 @@
|
|
|
1
|
-
import { Adapter, AdapterFactory, AdapterTimeProvider, FeedAsyncCallback } from '../adapter';
|
|
2
|
-
import { InstrumentSelector, Ohlc, Order } from '../domain';
|
|
3
|
-
import { timestamp } from '../shared';
|
|
4
|
-
import { Cache } from '../storage';
|
|
5
|
-
import { Store } from '../store';
|
|
6
|
-
/**
|
|
7
|
-
* Manages instances of all adapters provided in session descriptor.
|
|
8
|
-
* Awakes and disposes adapters, routes and executes commands.
|
|
9
|
-
*/
|
|
10
|
-
export declare class AdapterAggregate {
|
|
11
|
-
private readonly factories;
|
|
12
|
-
private readonly timeProvider;
|
|
13
|
-
private readonly store;
|
|
14
|
-
private readonly cache;
|
|
15
|
-
private readonly logger;
|
|
16
|
-
private readonly adapter;
|
|
17
|
-
constructor(factories: AdapterFactory[], timeProvider: AdapterTimeProvider, store: Store, cache: Cache);
|
|
18
|
-
/**
|
|
19
|
-
* Returns adapter by name.
|
|
20
|
-
* @param adapterName adapter name.
|
|
21
|
-
* @returns
|
|
22
|
-
*/
|
|
23
|
-
get(adapterName: string): Adapter;
|
|
24
|
-
/**
|
|
25
|
-
* Sets up all adapters.
|
|
26
|
-
*/
|
|
27
|
-
awake(): Promise<void>;
|
|
28
|
-
/**
|
|
29
|
-
* Disposes all adapters.
|
|
30
|
-
*/
|
|
31
|
-
dispose(): Promise<void>;
|
|
32
|
-
/**
|
|
33
|
-
* Subscribe to collection of instruments.
|
|
34
|
-
* @param selectors
|
|
35
|
-
*/
|
|
36
|
-
subscribe(selectors: InstrumentSelector[]): Promise<void>;
|
|
37
|
-
/**
|
|
38
|
-
* Opens new order.
|
|
39
|
-
* @param order an order to open.
|
|
40
|
-
*/
|
|
41
|
-
open(order: Order): Promise<void>;
|
|
42
|
-
/**
|
|
43
|
-
* Cancels specific order.
|
|
44
|
-
*/
|
|
45
|
-
cancel(order: Order): Promise<void>;
|
|
46
|
-
/**
|
|
47
|
-
*
|
|
48
|
-
* @returns
|
|
49
|
-
*/
|
|
50
|
-
history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Ohlc[]>;
|
|
51
|
-
/**
|
|
52
|
-
* Feeds a storage with historical instrument data.
|
|
53
|
-
* @returns
|
|
54
|
-
*/
|
|
55
|
-
feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
|
|
56
|
-
}
|
|
57
|
-
//# sourceMappingURL=adapter-aggregate.d.ts.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"adapter-aggregate.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,OAAO,EACP,cAAc,EAEd,mBAAmB,EACnB,iBAAiB,EAClB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC9D,OAAO,EAAO,SAAS,EAAE,MAAM,aAAa,CAAC;AAC7C,OAAO,EAAE,KAAK,EAAE,MAAM,cAAc,CAAC;AACrC,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC;;;GAGG;AACH,qBAAa,gBAAgB;IAKzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,YAAY;IAC7B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,KAAK;IAPxB,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA8B;IACrD,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA+B;gBAGpC,SAAS,EAAE,cAAc,EAAE,EAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK;IAG/B;;;;OAIG;IACH,GAAG,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO;IAUjC;;OAEG;IACG,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAe5B;;OAEG;IACG,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAU9B;;;OAGG;IACG,SAAS,CAAC,SAAS,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IA4B/D;;;OAGG;IACG,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAcvC;;OAEG;IACH,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAcnC;;;OAGG;IACH,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAclB;;;OAGG;IACH,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;CAajB"}
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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exports.AdapterAggregate = void 0;
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const adapter_1 = require("../adapter");
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const shared_1 = require("../shared");
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class AdapterAggregate {
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constructor(factories, timeProvider, store, cache) {
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get(adapterName) {
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/**
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awake() {
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subscribe(selectors) {
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});
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/**
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open(order) {
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const { adapterName } = order.instrument.base;
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/**
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cancel(order) {
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}
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/**
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history(instrument, timeframe, length) {
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catch (error) {
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this.logger.error(`unable to get history ${instrument.base.adapterName}`, { instrument, timeframe, length }, error);
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throw error;
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}
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}
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/**
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this.logger.error(`unable to get feed ${instrument.base.adapterName}`, { instrument, from, to }, error);
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}
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}
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}
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exports.AdapterAggregate = AdapterAggregate;
|
|
@@ -1,53 +0,0 @@
|
|
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1
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import { PaperAdapter, PaperEngine } from '../adapter';
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|
2
|
-
import { InstrumentSelector, Ohlc, Order } from '../domain';
|
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|
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import { timestamp } from '../shared';
|
|
4
|
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import { Cache, StorageEvent } from '../storage';
|
|
5
|
-
import { Store } from '../store';
|
|
6
|
-
export declare type AdapterTimeProvider = {
|
|
7
|
-
timestamp: () => number;
|
|
8
|
-
};
|
|
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|
-
export declare const DefaultTimeProvider: {
|
|
10
|
-
timestamp: () => number;
|
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11
|
-
};
|
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|
-
export declare type FeedAsyncCallback = (timestamp: number, chunk: StorageEvent[]) => void;
|
|
13
|
-
export declare type AdapterFactory = (timeProvider: AdapterTimeProvider, store: Store, cache: Cache) => Adapter;
|
|
14
|
-
/**
|
|
15
|
-
* Base adapter class, you should derive your own adapter from this class.
|
|
16
|
-
* @abstract
|
|
17
|
-
*/
|
|
18
|
-
export declare abstract class Adapter {
|
|
19
|
-
private readonly timeProvider;
|
|
20
|
-
abstract name: string;
|
|
21
|
-
timestamp(): timestamp;
|
|
22
|
-
constructor(timeProvider: AdapterTimeProvider);
|
|
23
|
-
/**
|
|
24
|
-
* Setup an adapter.
|
|
25
|
-
*/
|
|
26
|
-
abstract awake(): Promise<void>;
|
|
27
|
-
/**
|
|
28
|
-
* Dispose an adapter.
|
|
29
|
-
*/
|
|
30
|
-
abstract dispose(): Promise<void>;
|
|
31
|
-
/**
|
|
32
|
-
* Subscribe to collection of instruments.
|
|
33
|
-
* @param instruments
|
|
34
|
-
*/
|
|
35
|
-
abstract subscribe(instruments: InstrumentSelector[]): Promise<void>;
|
|
36
|
-
/**
|
|
37
|
-
*
|
|
38
|
-
*/
|
|
39
|
-
abstract account(): Promise<void>;
|
|
40
|
-
/**
|
|
41
|
-
* Opens new order.
|
|
42
|
-
* @param order an order to open.
|
|
43
|
-
*/
|
|
44
|
-
abstract open(order: Order): Promise<void>;
|
|
45
|
-
/**
|
|
46
|
-
* Cancels specific order.
|
|
47
|
-
*/
|
|
48
|
-
abstract cancel(order: Order): Promise<void>;
|
|
49
|
-
abstract history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Ohlc[]>;
|
|
50
|
-
abstract feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
|
|
51
|
-
abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
|
|
52
|
-
}
|
|
53
|
-
//# sourceMappingURL=adapter.d.ts.map
|
|
@@ -1 +0,0 @@
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|
|
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|
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{"version":3,"file":"adapter.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AACzD,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC9D,OAAO,EAAO,SAAS,EAAE,MAAM,aAAa,CAAC;AAC7C,OAAO,EAAE,KAAK,EAAE,YAAY,EAAE,MAAM,cAAc,CAAC;AACnD,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC,oBAAY,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,MAAM,CAAC;CACzB,CAAC;AAEF,eAAO,MAAM,mBAAmB;;CAE/B,CAAC;AAEF,oBAAY,iBAAiB,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,EAAE,YAAY,EAAE,KAAK,IAAI,CAAC;AAEnF,oBAAY,cAAc,GAAG,CAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK,KACT,OAAO,CAAC;AAEb;;;GAGG;AACH,8BAAsB,OAAO;IAOf,OAAO,CAAC,QAAQ,CAAC,YAAY;IANzC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IAEtB,SAAS,IAAI,SAAS;gBAIO,YAAY,EAAE,mBAAmB;IAE9D;;OAEG;IACH,QAAQ,CAAC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAE/B;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAEpE;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE1C;;OAEG;IACH,QAAQ,CAAC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE5C,QAAQ,CAAC,OAAO,CACd,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAElB,QAAQ,CAAC,IAAI,CACX,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAEhB,QAAQ,CAAC,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAC/D"}
|
package/dist/adapter/adapter.js
DELETED
|
@@ -1,20 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.Adapter = exports.DefaultTimeProvider = void 0;
|
|
4
|
-
const shared_1 = require("../shared");
|
|
5
|
-
exports.DefaultTimeProvider = {
|
|
6
|
-
timestamp: () => (0, shared_1.now)()
|
|
7
|
-
};
|
|
8
|
-
/**
|
|
9
|
-
* Base adapter class, you should derive your own adapter from this class.
|
|
10
|
-
* @abstract
|
|
11
|
-
*/
|
|
12
|
-
class Adapter {
|
|
13
|
-
constructor(timeProvider) {
|
|
14
|
-
this.timeProvider = timeProvider;
|
|
15
|
-
}
|
|
16
|
-
timestamp() {
|
|
17
|
-
return this.timeProvider.timestamp();
|
|
18
|
-
}
|
|
19
|
-
}
|
|
20
|
-
exports.Adapter = Adapter;
|
|
@@ -1,26 +0,0 @@
|
|
|
1
|
-
import { Adapter, AdapterFactory, BacktesterStreamer, FeedAsyncCallback, PaperAdapter, PaperEngine, PaperOptions } from '../../adapter';
|
|
2
|
-
import { InstrumentSelector, Ohlc, Order } from '../../domain';
|
|
3
|
-
import { timestamp } from '../../shared';
|
|
4
|
-
import { Store } from '../../store';
|
|
5
|
-
export interface BacktesterOptions extends PaperOptions {
|
|
6
|
-
from: timestamp;
|
|
7
|
-
to: timestamp;
|
|
8
|
-
}
|
|
9
|
-
export declare function createBacktesterAdapterFactory(decoratedAdapterFactory: AdapterFactory, streamer: BacktesterStreamer): AdapterFactory;
|
|
10
|
-
export declare class BacktesterAdapter extends Adapter {
|
|
11
|
-
readonly decoratedAdapter: Adapter;
|
|
12
|
-
readonly streamer: BacktesterStreamer;
|
|
13
|
-
readonly store: Store;
|
|
14
|
-
readonly name: string;
|
|
15
|
-
constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer, store: Store);
|
|
16
|
-
awake(): Promise<void>;
|
|
17
|
-
dispose(): Promise<void>;
|
|
18
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account(): Promise<void>;
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open(order: Order): Promise<void>;
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history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Ohlc[]>;
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feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
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{"version":3,"file":"backtester-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,OAAO,EACP,cAAc,EACd,kBAAkB,EAClB,iBAAiB,EACjB,YAAY,EACZ,WAAW,EACX,YAAY,EACb,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAA+B,KAAK,EAAE,MAAM,YAAY,CAAC;AAEhE,MAAM,WAAW,iBAAkB,SAAQ,YAAY;IACrD,IAAI,EAAE,SAAS,CAAC;IAChB,EAAE,EAAE,SAAS,CAAC;CACf;AAED,wBAAgB,8BAA8B,CAC5C,uBAAuB,EAAE,cAAc,EACvC,QAAQ,EAAE,kBAAkB,GAC3B,cAAc,CAOhB;AAED,qBAAa,iBAAkB,SAAQ,OAAO;IAI1C,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,QAAQ,EAAE,kBAAkB;IACrC,QAAQ,CAAC,KAAK,EAAE,KAAK;IALvB,QAAQ,CAAC,IAAI,SAA8B;gBAGhC,gBAAgB,EAAE,OAAO,EACzB,QAAQ,EAAE,kBAAkB,EAC5B,KAAK,EAAE,KAAK;IAKjB,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAI5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIlB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAYjE,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAIjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAI7B,OAAO,CACX,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAUlB,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAIhB,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAGtD"}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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exports.BacktesterAdapter = exports.createBacktesterAdapterFactory = void 0;
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const adapter_1 = require("../../adapter");
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const store_1 = require("../../store");
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function createBacktesterAdapterFactory(decoratedAdapterFactory, streamer) {
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return (timeProvider, store, cache) => new BacktesterAdapter(decoratedAdapterFactory(timeProvider, store, cache), streamer, store);
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}
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exports.createBacktesterAdapterFactory = createBacktesterAdapterFactory;
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class BacktesterAdapter extends adapter_1.Adapter {
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constructor(decoratedAdapter, streamer, store) {
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super(streamer.getTimeProvider());
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this.decoratedAdapter = decoratedAdapter;
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this.streamer = streamer;
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this.store = store;
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this.name = this.decoratedAdapter.name;
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}
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awake() {
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return __awaiter(this, void 0, void 0, function* () {
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yield this.decoratedAdapter.awake();
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});
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}
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dispose() {
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return this.decoratedAdapter.dispose();
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}
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subscribe(instruments) {
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return __awaiter(this, void 0, void 0, function* () {
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instruments.forEach(it => {
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this.streamer.subscribe(it);
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});
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this.store.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.timestamp(), it, true)));
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});
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}
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account() {
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return this.decoratedAdapter.account();
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}
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open(order) {
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return this.decoratedAdapter.open(order);
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}
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cancel(order) {
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return this.decoratedAdapter.cancel(order);
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}
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history(instrument, timeframe, length) {
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return __awaiter(this, void 0, void 0, function* () {
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this.streamer.stop();
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const response = yield this.decoratedAdapter.history(instrument, timeframe, length);
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this.streamer.tryContinue();
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return response;
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});
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}
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feed(instrument, from, to, callback) {
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return this.decoratedAdapter.feed(instrument, from, to, callback);
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}
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createPaperEngine(adapter) {
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return this.decoratedAdapter.createPaperEngine(adapter);
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}
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}
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exports.BacktesterAdapter = BacktesterAdapter;
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import { InstrumentSelector } from '../../domain';
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import { timestamp } from '../../shared';
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import { Feed, StorageEvent } from '../../storage';
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export declare class BacktesterCursor {
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readonly instrument: InstrumentSelector;
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private readonly feed;
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private page;
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private pageIndex;
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completed: boolean;
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get size(): number;
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constructor(instrument: InstrumentSelector, feed: Feed);
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peek(): StorageEvent | undefined;
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dequeue(): StorageEvent;
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fetchNextPage(from: timestamp, to: number): Promise<void>;
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}
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//# sourceMappingURL=backtester-cursor.d.ts.map
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{"version":3,"file":"backtester-cursor.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,IAAI,EAAE,YAAY,EAAE,MAAM,cAAc,CAAC;AAElD,qBAAa,gBAAgB;IASf,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;IAR1E,OAAO,CAAC,IAAI,CAA6B;IACzC,OAAO,CAAC,SAAS,CAAK;IACtB,SAAS,UAAS;IAElB,IAAI,IAAI,IAAI,MAAM,CAEjB;gBAEoB,UAAU,EAAE,kBAAkB,EAAmB,IAAI,EAAE,IAAI;IAEhF,IAAI,IAAI,YAAY,GAAG,SAAS;IAQhC,OAAO,IAAI,YAAY;IAIjB,aAAa,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;CAkBhE"}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.BacktesterCursor = void 0;
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const adapter_1 = require("../../adapter");
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class BacktesterCursor {
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constructor(instrument, feed) {
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this.instrument = instrument;
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this.feed = feed;
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this.page = new Array();
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this.pageIndex = 0;
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this.completed = false;
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}
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get size() {
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return this.page.length - this.pageIndex;
|
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}
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peek() {
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if (!this.page) {
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return undefined;
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}
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return this.page[this.pageIndex];
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}
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dequeue() {
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return this.page[this.pageIndex++];
|
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}
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fetchNextPage(from, to) {
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return __awaiter(this, void 0, void 0, function* () {
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if (this.completed) {
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return;
|
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}
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if (this.size > 0) {
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throw new adapter_1.BacktestPageNotEmpty();
|
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|
-
}
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|
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this.pageIndex = 0;
|
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|
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this.page = yield this.feed.query(this.instrument, {
|
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from,
|
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to,
|
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count: 10000
|
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});
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this.completed = this.page.length == 0;
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});
|
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}
|
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}
|
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exports.BacktesterCursor = BacktesterCursor;
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@@ -1 +0,0 @@
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{"version":3,"file":"backtester-cursor.spec.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":""}
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@@ -1,47 +0,0 @@
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
|
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|
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const adapter_1 = require("../../adapter");
|
|
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|
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const domain_1 = require("../../domain");
|
|
14
|
-
const shared_1 = require("../../shared");
|
|
15
|
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const storage_1 = require("../../storage");
|
|
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|
-
const store_1 = require("../../store");
|
|
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|
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describe(adapter_1.BacktesterCursor.name, () => {
|
|
18
|
-
test('should repeat specific events', () => __awaiter(void 0, void 0, void 0, function* () {
|
|
19
|
-
const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
|
|
20
|
-
const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
|
|
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|
-
const cursor = new adapter_1.BacktesterCursor(instrument, feed);
|
|
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|
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feed.save([
|
|
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|
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
|
|
24
|
-
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
|
|
25
|
-
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
|
|
26
|
-
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
|
|
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|
-
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
|
|
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|
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
|
|
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|
-
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
|
|
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|
-
new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
|
|
31
|
-
]);
|
|
32
|
-
yield cursor.fetchNextPage(0, 4);
|
|
33
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1));
|
|
34
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2));
|
|
35
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3));
|
|
36
|
-
expect(cursor.peek()).toEqual(undefined);
|
|
37
|
-
yield cursor.fetchNextPage(3, 7);
|
|
38
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4));
|
|
39
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5));
|
|
40
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6));
|
|
41
|
-
expect(cursor.peek()).toEqual(undefined);
|
|
42
|
-
yield cursor.fetchNextPage(6, 10);
|
|
43
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7));
|
|
44
|
-
expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8));
|
|
45
|
-
expect(cursor.peek()).toEqual(undefined);
|
|
46
|
-
}));
|
|
47
|
-
});
|