@quantform/core 0.7.0-beta.33 → 0.7.0-beta.34
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/cli/replay.d.ts.map +1 -1
- package/dist/cli/replay.js +3 -35
- package/dist/cli/run.d.ts.map +1 -1
- package/dist/cli/run.js +3 -37
- package/dist/index.d.ts +1 -4
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +1 -4
- package/dist/replay/index.d.ts +6 -4
- package/dist/replay/index.d.ts.map +1 -1
- package/dist/replay/index.js +6 -4
- package/dist/replay/replay-guard.d.ts +10 -0
- package/dist/replay/replay-guard.d.ts.map +1 -0
- package/dist/replay/replay-guard.js +8 -0
- package/dist/replay/replay.d.ts +10 -0
- package/dist/replay/replay.d.ts.map +1 -0
- package/dist/replay/replay.js +9 -0
- package/dist/replay/use-replay-breakpoint.d.ts +3 -0
- package/dist/replay/use-replay-breakpoint.d.ts.map +1 -0
- package/dist/replay/use-replay-breakpoint.js +22 -0
- package/dist/replay/use-replay-manager.d.ts +12 -0
- package/dist/replay/use-replay-manager.d.ts.map +1 -0
- package/dist/replay/use-replay-manager.js +88 -0
- package/dist/replay/use-replay-storage-buffer.d.ts +15 -0
- package/dist/replay/use-replay-storage-buffer.d.ts.map +1 -0
- package/dist/replay/use-replay-storage-buffer.js +50 -0
- package/dist/replay/use-replay-storage.d.ts +11 -8
- package/dist/replay/use-replay-storage.d.ts.map +1 -1
- package/dist/replay/use-replay-storage.js +34 -5
- package/dist/replay/use-replay-storage.spec.d.ts +2 -0
- package/dist/replay/use-replay-storage.spec.d.ts.map +1 -0
- package/dist/replay/use-replay-storage.spec.js +74 -0
- package/dist/replay/use-replay.d.ts +2 -2
- package/dist/replay/use-replay.d.ts.map +1 -1
- package/dist/replay/use-replay.js +8 -20
- package/dist/replay/use-replay.spec.js +125 -101
- package/dist/storage/index.d.ts +1 -0
- package/dist/storage/index.d.ts.map +1 -1
- package/dist/storage/index.js +1 -0
- package/dist/use-execution-mode.d.ts +1 -1
- package/dist/use-execution-mode.js +7 -7
- package/dist/use-timestamp.js +2 -2
- package/package.json +1 -1
- package/src/cli/replay.ts +4 -16
- package/src/cli/run.ts +4 -18
- package/src/index.ts +1 -4
- package/src/replay/index.ts +6 -4
- package/src/replay/replay-guard.ts +11 -0
- package/src/replay/replay.ts +13 -0
- package/src/replay/use-replay-breakpoint.ts +29 -0
- package/src/replay/use-replay-manager.ts +106 -0
- package/src/replay/use-replay-storage-buffer.ts +43 -0
- package/src/replay/use-replay-storage.spec.ts +85 -0
- package/src/replay/use-replay-storage.ts +26 -5
- package/src/replay/use-replay.spec.ts +10 -3
- package/src/replay/use-replay.ts +11 -17
- package/src/storage/index.ts +1 -0
- package/src/use-execution-mode.ts +8 -8
- package/src/use-timestamp.ts +2 -2
- package/dist/replay/use-replay-coordinator.d.ts +0 -10
- package/dist/replay/use-replay-coordinator.d.ts.map +0 -1
- package/dist/replay/use-replay-coordinator.js +0 -119
- package/dist/replay/use-replay-reader.d.ts +0 -7
- package/dist/replay/use-replay-reader.d.ts.map +0 -1
- package/dist/replay/use-replay-reader.js +0 -32
- package/dist/replay/use-replay-reader.spec.d.ts +0 -2
- package/dist/replay/use-replay-reader.spec.d.ts.map +0 -1
- package/dist/replay/use-replay-reader.spec.js +0 -58
- package/dist/replay/use-replay-writer.d.ts +0 -6
- package/dist/replay/use-replay-writer.d.ts.map +0 -1
- package/dist/replay/use-replay-writer.js +0 -14
- package/dist/replay/use-replay-writer.spec.d.ts +0 -2
- package/dist/replay/use-replay-writer.spec.d.ts.map +0 -1
- package/dist/replay/use-replay-writer.spec.js +0 -53
- package/dist/replay/with-replay.d.ts +0 -4
- package/dist/replay/with-replay.d.ts.map +0 -1
- package/dist/replay/with-replay.js +0 -8
- package/src/replay/use-replay-coordinator.ts +0 -142
- package/src/replay/use-replay-reader.spec.ts +0 -64
- package/src/replay/use-replay-reader.ts +0 -23
- package/src/replay/use-replay-writer.spec.ts +0 -56
- package/src/replay/use-replay-writer.ts +0 -17
- package/src/replay/with-replay.ts +0 -10
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@@ -0,0 +1,85 @@
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import { makeTestModule, mockedFunc } from '@lib/make-test-module';
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import { Query, QueryObject, Storage } from '@lib/storage';
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import { useStorage } from '@lib/storage';
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import { useReplayStorage } from './use-replay-storage';
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jest.mock('@lib/storage', () => ({
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...jest.requireActual('@lib/storage'),
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useStorage: jest.fn()
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}));
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describe(useReplayStorage.name, () => {
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let fixtures: Awaited<ReturnType<typeof getFixtures>>;
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beforeEach(async () => {
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fixtures = await getFixtures();
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});
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describe('query', () => {
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test('happy path', async () => {
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await fixtures.given.stored(fixtures.sample);
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const sample = await fixtures.when.queried({});
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expect(sample).toEqual(fixtures.sample);
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});
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});
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describe('save', () => {
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test('happy path', async () => {
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await fixtures.when.saved(fixtures.sample);
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await fixtures.then.stored(fixtures.sample);
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});
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});
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});
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async function getFixtures() {
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const { act } = await makeTestModule([]);
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const dependencies = ['binance:btc-usdt', 'candle', 'h1'];
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const save: Storage['save'] = jest.fn();
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const query: jest.MockedFunction<Storage['query']> = jest.fn();
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mockedFunc(useStorage).mockReturnValue({ save, query } as any);
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return {
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sample: [
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{ timestamp: 1, payload: { o: 1.1, h: 1.1, l: 1.1, c: 1.1 } },
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{ timestamp: 2, payload: { o: 1.1, h: 2.2, l: 1.1, c: 2.2 } },
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{ timestamp: 3, payload: { o: 1.1, h: 3.3, l: 1.1, c: 3.3 } }
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],
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given: {
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stored<T>(sample: { timestamp: number; payload: T }[]) {
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return query.mockReturnValue(
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Promise.resolve(
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sample.map(it => ({
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timestamp: it.timestamp,
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payload: JSON.stringify(it.payload)
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}))
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)
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);
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}
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},
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when: {
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saved<T>(sample: { timestamp: number; payload: T }[]) {
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return act(() => useReplayStorage(dependencies).save(sample));
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},
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queried<T>(query: Query<QueryObject>) {
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return act(() => useReplayStorage<T>(dependencies).query(query));
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}
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},
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then: {
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stored<T>(sample: { timestamp: number; payload: T }[]) {
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expect(save).toHaveBeenCalledWith(
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expect.anything(),
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sample.map(it => ({
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timestamp: it.timestamp,
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payload: JSON.stringify(it.payload)
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}))
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);
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}
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}
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};
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}
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import { Storage, useStorage } from '@lib/storage';
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import { Query, QueryObject, Storage, useStorage } from '@lib/storage';
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import { dependency, useHash } from '@lib/use-hash';
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export
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export function useReplayStorage<T>(dependencies: dependency[]) {
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const storage = useStorage(['replay']);
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const storageObjectKey = useHash(dependencies);
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const storageObject = Storage.createObject(storageObjectKey, {
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timestamp: 'number',
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payload: 'string'
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});
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return {
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async query(query: Query<QueryObject>) {
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return (await storage.query(storageObject, query)).map(it => ({
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timestamp: it.timestamp,
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payload: JSON.parse(it.payload) as T
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}));
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},
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save(objects: { timestamp: number; payload: T }[]) {
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return storage.save(
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storageObject,
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objects.map(it => ({
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timestamp: it.timestamp,
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payload: JSON.stringify(it.payload)
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}))
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);
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}
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};
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}
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import exp from 'constants';
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import { from, lastValueFrom, tap } from 'rxjs';
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import { makeTestModule } from '@lib/make-test-module';
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import { useReplayCoordinator } from '@lib/replay/use-replay-coordinator';
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import { replayExecutionMode } from '@lib/use-execution-mode';
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import { dependency } from '@lib/use-hash';
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import { between } from '..';
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import { useReplay } from './use-replay';
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import { replayOptions } from './use-replay-options';
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describe(useReplay.name, () => {
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test('happy path', () => {
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expect(true).toBe(true);
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});
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});
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/*
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describe.skip(useReplayCoordinator.name, () => {
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let fixtures: Awaited<ReturnType<typeof getFixtures>>;
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}
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};
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}
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*/
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package/src/replay/use-replay.ts
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import {
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import { Observable, tap } from 'rxjs';
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import { useReplayCoordinator } from '@lib/replay/use-replay-coordinator';
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import { useExecutionMode } from '@lib/use-execution-mode';
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import { dependency } from '@lib/use-hash';
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import {
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import { useReplayManager } from './use-replay-manager';
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import { useReplayStorage } from './use-replay-storage';
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export
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export function useReplay<T>(
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input: Observable<{ timestamp: number; payload: T }>,
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dependencies: dependency[]
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)
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) {
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const { isReplay, recording } = useExecutionMode();
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if (isReplay) {
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const {
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const { when } = useReplayManager();
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return
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map(it => it as unknown as { timestamp: number; payload: T })
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);
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return when<T>(dependencies);
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}
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if (recording) {
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await writer([it]);
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return it;
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})
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);
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const { save } = useReplayStorage<T>(dependencies);
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return input.pipe(tap(it => save([it])));
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}
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return input;
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}
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}
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package/src/storage/index.ts
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const injectionToken = Symbol('execution-mode');
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type ExecutionMode = {
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mode: '
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mode: 'replay' | 'paper' | 'live';
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recording: boolean;
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};
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export function replayExecutionMode() {
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return {
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provide: injectionToken,
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useValue: { mode: '
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useValue: { mode: 'replay', recording: false } as ExecutionMode
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};
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}
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export function paperExecutionMode(options: { recording: boolean }) {
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provide: injectionToken,
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useValue: { mode: '
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useValue: { mode: 'paper', ...options } as ExecutionMode
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};
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}
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export function liveExecutionMode(options: { recording: boolean }) {
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useValue: { mode: '
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useValue: { mode: 'live', ...options } as ExecutionMode
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}
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const mode = useContext<ExecutionMode>(injectionToken);
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return {
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isReplay: mode.mode === '
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isPaper: mode.mode === '
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isLive: mode.mode === '
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isSimulation: mode.mode !== '
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isReplay: mode.mode === 'replay',
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isPaper: mode.mode === 'paper',
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isLive: mode.mode === 'live',
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isSimulation: mode.mode !== 'live',
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recording: mode.recording
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};
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};
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package/src/use-timestamp.ts
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import {
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import { useReplayManager } from '@lib/replay';
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import { useExecutionMode } from '@lib/use-execution-mode';
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export function useTimestamp() {
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const { isReplay } = useExecutionMode();
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if (isReplay) {
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return
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return useReplayManager().timestamp();
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}
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return Date.now();
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import { dependency } from '../use-hash';
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export declare function useReplayCoordinator(): {
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timestamp: () => number;
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stop: () => number;
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tryContinue: () => void;
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subscribe: (dependencies: dependency[]) => import("rxjs").Observable<{
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timestamp: number;
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}>;
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};
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//# sourceMappingURL=use-replay-coordinator.d.ts.map
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{"version":3,"file":"use-replay-coordinator.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-coordinator.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAO3C,wBAAgB,oBAAoB;;;;8BAUC,UAAU,EAAE;mBAFW,MAAM;;EAsFjE"}
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export declare function useReplayReader<T>(dependencies: dependency[]): (query: Query<QueryObject>) => Promise<{
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timestamp: number;
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payload: T;
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{"version":3,"file":"use-replay-reader.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-reader.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAIpD,wBAAgB,eAAe,CAAC,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE,WAItC,MAAM,WAAW,CAAC;;;KAaxC"}
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exports.useReplayReader = useReplayReader;
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{"version":3,"file":"use-replay-reader.spec.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-reader.spec.ts"],"names":[],"mappings":""}
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const make_test_module_1 = require("../make-test-module");
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const storage_1 = require("../storage");
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const use_replay_reader_1 = require("./use-replay-reader");
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jest.mock('./use-replay-storage', () => (Object.assign(Object.assign({}, jest.requireActual('./use-replay-storage')), { useReplayStorage: jest.fn() })));
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describe(use_replay_reader_1.useReplayReader.name, () => {
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test('read sample candle data from storage', () => __awaiter(void 0, void 0, void 0, function* () {
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yield fixtures.givenDataStored(fixtures.sample);
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expect(data).toEqual(fixtures.sample);
|
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}));
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const dependencies = ['binance:btc-usdt', 'candle', 'h1'];
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return {
|
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sample: [
|
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{ timestamp: 1, payload: { o: 1.1, h: 1.1, l: 1.1, c: 1.1 } },
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{ timestamp: 2, payload: { o: 1.1, h: 2.2, l: 1.1, c: 2.2 } },
|
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{ timestamp: 3, payload: { o: 1.1, h: 3.3, l: 1.1, c: 3.3 } }
|
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],
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givenDataStored(data) {
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return query.mockReturnValue(Promise.resolve(data.map(it => ({
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kind: 'sample',
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timestamp: it.timestamp,
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}))));
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},
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whenDataRequested() {
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return __awaiter(this, void 0, void 0, function* () {
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return yield act(() => (0, use_replay_reader_1.useReplayReader)(dependencies)({
|
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timestamp: (0, storage_1.gt)(0)
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});
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}
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};
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});
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}
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{"version":3,"file":"use-replay-writer.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-writer.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAIpD,wBAAgB,eAAe,CAAC,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE,aAI1C;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,CAAC,CAAA;CAAE,EAAE,mBAQrD"}
|
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.useReplayWriter = void 0;
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const use_hash_1 = require("../use-hash");
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|
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const use_replay_storage_1 = require("./use-replay-storage");
|
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|
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function useReplayWriter(dependencies) {
|
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|
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const storage = (0, use_replay_storage_1.useReplayStorage)();
|
|
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|
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const key = (0, use_hash_1.useHash)(dependencies);
|
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|
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return (samples) => storage.save((0, use_replay_storage_1.replaySerializableObject)(key), samples.map(it => ({
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|
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timestamp: it.timestamp,
|
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|
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})));
|
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|
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}
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|
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exports.useReplayWriter = useReplayWriter;
|
|
@@ -1 +0,0 @@
|
|
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|
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{"version":3,"file":"use-replay-writer.spec.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-writer.spec.ts"],"names":[],"mappings":""}
|
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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});
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};
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const make_test_module_1 = require("../make-test-module");
|
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const use_hash_1 = require("../use-hash");
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|
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const use_replay_storage_1 = require("./use-replay-storage");
|
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const use_replay_writer_1 = require("./use-replay-writer");
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|
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jest.mock('./use-replay-storage', () => (Object.assign(Object.assign({}, jest.requireActual('./use-replay-storage')), { useReplayStorage: jest.fn() })));
|
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|
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describe.skip(use_replay_writer_1.useReplayWriter.name, () => {
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beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
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fixtures = yield getFixtures();
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}));
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test('write sample candle data to storage', () => __awaiter(void 0, void 0, void 0, function* () {
|
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|
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yield fixtures.whenReplayDataWritten(fixtures.sample);
|
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|
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yield fixtures.thenReplayDataSaved(fixtures.sample);
|
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|
-
}));
|
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|
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});
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function getFixtures() {
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return __awaiter(this, void 0, void 0, function* () {
|
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|
-
const { act } = yield (0, make_test_module_1.makeTestModule)([]);
|
|
30
|
-
const dependencies = ['binance:btc-usdt', 'candle', 'h1'];
|
|
31
|
-
const save = jest.fn();
|
|
32
|
-
(0, make_test_module_1.mockedFunc)(use_replay_storage_1.useReplayStorage).mockReturnValue({ save });
|
|
33
|
-
return {
|
|
34
|
-
sample: [
|
|
35
|
-
{ timestamp: 1, payload: { o: 1.1, h: 1.1, l: 1.1, c: 1.1 } },
|
|
36
|
-
{ timestamp: 2, payload: { o: 1.1, h: 2.2, l: 1.1, c: 2.2 } },
|
|
37
|
-
{ timestamp: 3, payload: { o: 1.1, h: 3.3, l: 1.1, c: 3.3 } }
|
|
38
|
-
],
|
|
39
|
-
whenReplayDataWritten(data) {
|
|
40
|
-
return act(() => (0, use_replay_writer_1.useReplayWriter)(dependencies)(data));
|
|
41
|
-
},
|
|
42
|
-
thenReplayDataSaved(data) {
|
|
43
|
-
return __awaiter(this, void 0, void 0, function* () {
|
|
44
|
-
expect(save).toHaveBeenCalledWith((0, use_hash_1.useHash)(dependencies), data.map(it => ({
|
|
45
|
-
kind: 'sample',
|
|
46
|
-
timestamp: it.timestamp,
|
|
47
|
-
json: JSON.stringify(it.payload)
|
|
48
|
-
})));
|
|
49
|
-
});
|
|
50
|
-
}
|
|
51
|
-
};
|
|
52
|
-
});
|
|
53
|
-
}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"with-replay.d.ts","sourceRoot":"","sources":["../../src/replay/with-replay.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAElC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAG3C,wBAAgB,UAAU,CAAC,CAAC,SAAS,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,SAAS,UAAU,CAAC,CAAC,CAAC,EAAE,CAAC,EAChF,EAAE,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,GACpB,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,CAEnB"}
|