@quantform/core 0.7.0-beta.34 → 0.7.0-beta.36

package/dist/cli/pull.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAQA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBA+D5E"}
+{"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAKA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAS5E"}

package/dist/cli/pull.js

@@ -1,27 +1,4 @@
 "use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || function (mod) {
-    if (mod && mod.__esModule) return mod;
-    var result = {};
-    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
-    __setModuleDefault(result, mod);
-    return result;
-};
 var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
     function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
     return new (P || (P = Promise))(function (resolve, reject) {
@@ -35,71 +12,17 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-const path_1 = require("path");
 const build_1 = __importDefault(require("../cli/build"));
-const workspace_1 = require("../cli/internal/workspace");
-const core_1 = require("../core");
-const module_1 = require("../module");
 const use_execution_mode_1 = require("../use-execution-mode");
+const script_1 = require("./internal/script");
 function default_1(name, instrument, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
-        yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), 'index')}`).then(s => __importStar(require(s)));
-        const script = yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s)));
-        const module = new module_1.Module([
-            ...(0, core_1.core)(),
-            ...script.module,
-            (0, use_execution_mode_1.paperExecutionMode)({ recording: false })
-        ]);
-        const { act } = yield module.awake();
-        const output = yield act(() => script.default());
-        /*const builder = new SessionBuilder().useSessionId(
-          options.id ? Number(options.id) : now()
-        );
-      
-        await spawn(name, builder);
-      
-        const session = builder.paper();
-      
-        console.time('Pulling completed in');
-      
-        await session.awake();
-      
-        const bar = new SingleBar(
-          {
-            format: `Pulling ${instrument} [{bar}] {percentage}% | ETA: {eta}s | {value}/{total}`
-          },
-          Presets.rect
-        );
-      
-        const feed = new Feed(builder.storage('feed'));
-        const from = options.from ? Date.parse(options.from) : builder.period.from;
-        const to = options.to ? Date.parse(options.to) : builder.period.to;
-      
-        bar.start(100, 0);
-      
-        await session.aggregate.feed(
-          instrumentOf(instrument),
-          from,
-          to,
-          async (timestamp, events) => {
-            const duration = to - from;
-            const completed = timestamp - from;
-      
-            await feed.save(events);
-      
-            bar.update(Math.floor((completed / duration) * 100));
-          }
-        );
-      
-        bar.update(100);
-        bar.stop();
-      
-        await session.dispose();
-      
-        console.timeLog('Pulling completed in');*/
+        const script = new script_1.Script(name, [(0, use_execution_mode_1.idleExecutionMode)()]);
+        //const output = await script.run();
+        //console.log(output);
     });
 }
 exports.default = default_1;

package/dist/use-execution-mode.d.ts

@@ -1,5 +1,5 @@
 type ExecutionMode = {
-    mode: 'replay' | 'paper' | 'live';
+    mode: 'replay' | 'paper' | 'live' | 'idle';
     recording: boolean;
 };
 export declare function replayExecutionMode(): {
@@ -18,10 +18,15 @@ export declare function liveExecutionMode(options: {
     provide: symbol;
     useValue: ExecutionMode;
 };
+export declare function idleExecutionMode(): {
+    provide: symbol;
+    useValue: ExecutionMode;
+};
 export declare const useExecutionMode: () => {
     isReplay: boolean;
     isPaper: boolean;
     isLive: boolean;
+    isIdle: boolean;
     isSimulation: boolean;
     recording: boolean;
 };

package/dist/use-execution-mode.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"use-execution-mode.d.ts","sourceRoot":"","sources":["../src/use-execution-mode.ts"],"names":[],"mappings":"AAIA,KAAK,aAAa,GAAG;IACnB,IAAI,EAAE,QAAQ,GAAG,OAAO,GAAG,MAAM,CAAC;IAClC,SAAS,EAAE,OAAO,CAAC;CACpB,CAAC;AAEF,wBAAgB,mBAAmB;;;EAKlC;AAED,wBAAgB,kBAAkB,CAAC,OAAO,EAAE;IAAE,SAAS,EAAE,OAAO,CAAA;CAAE;;;EAKjE;AAED,wBAAgB,iBAAiB,CAAC,OAAO,EAAE;IAAE,SAAS,EAAE,OAAO,CAAA;CAAE;;;EAKhE;AAED,eAAO,MAAM,gBAAgB;;;;;;CAU5B,CAAC"}
+{"version":3,"file":"use-execution-mode.d.ts","sourceRoot":"","sources":["../src/use-execution-mode.ts"],"names":[],"mappings":"AAIA,KAAK,aAAa,GAAG;IACnB,IAAI,EAAE,QAAQ,GAAG,OAAO,GAAG,MAAM,GAAG,MAAM,CAAC;IAC3C,SAAS,EAAE,OAAO,CAAC;CACpB,CAAC;AAEF,wBAAgB,mBAAmB;;;EAKlC;AAED,wBAAgB,kBAAkB,CAAC,OAAO,EAAE;IAAE,SAAS,EAAE,OAAO,CAAA;CAAE;;;EAKjE;AAED,wBAAgB,iBAAiB,CAAC,OAAO,EAAE;IAAE,SAAS,EAAE,OAAO,CAAA;CAAE;;;EAKhE;AAED,wBAAgB,iBAAiB;;;EAKhC;AAED,eAAO,MAAM,gBAAgB;;;;;;;CAW5B,CAAC"}

package/dist/use-execution-mode.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useExecutionMode = exports.liveExecutionMode = exports.paperExecutionMode = exports.replayExecutionMode = void 0;
+exports.useExecutionMode = exports.idleExecutionMode = exports.liveExecutionMode = exports.paperExecutionMode = exports.replayExecutionMode = void 0;
 const module_1 = require("./module");
 const injectionToken = Symbol('execution-mode');
 function replayExecutionMode() {
@@ -24,12 +24,20 @@ function liveExecutionMode(options) {
     };
 }
 exports.liveExecutionMode = liveExecutionMode;
+function idleExecutionMode() {
+    return {
+        provide: injectionToken,
+        useValue: { mode: 'idle', recording: false }
+    };
+}
+exports.idleExecutionMode = idleExecutionMode;
 const useExecutionMode = () => {
     const mode = (0, module_1.useContext)(injectionToken);
     return {
         isReplay: mode.mode === 'replay',
         isPaper: mode.mode === 'paper',
         isLive: mode.mode === 'live',
+        isIdle: mode.mode === 'idle',
         isSimulation: mode.mode !== 'live',
         recording: mode.recording
     };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.7.0-beta.34",
+  "version": "0.7.0-beta.36",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",

package/src/cli/pull.ts

@@ -1,72 +1,15 @@
-import { join } from 'path';
-
 import build from '@lib/cli/build';
-import { buildDirectory } from '@lib/cli/internal/workspace';
-import { core } from '@lib/core';
-import { Module } from '@lib/module';
-import { paperExecutionMode } from '@lib/use-execution-mode';
+import { idleExecutionMode } from '@lib/use-execution-mode';
+
+import { Script } from './internal/script';
 
 export default async function (name: string, instrument: string, options: any) {
   if (await build()) {
     return;
   }
-  await import(join(buildDirectory(), 'index'));
-
-  const script = await import(join(buildDirectory(), name));
-
-  const module = new Module([
-    ...core(),
-    ...script.module,
-    paperExecutionMode({ recording: false })
-  ]);
-
-  const { act } = await module.awake();
-
-  const output = await act(() => script.default());
-
-  /*const builder = new SessionBuilder().useSessionId(
-    options.id ? Number(options.id) : now()
-  );
-
-  await spawn(name, builder);
-
-  const session = builder.paper();
-
-  console.time('Pulling completed in');
-
-  await session.awake();
-
-  const bar = new SingleBar(
-    {
-      format: `Pulling ${instrument} [{bar}] {percentage}% | ETA: {eta}s | {value}/{total}`
-    },
-    Presets.rect
-  );
-
-  const feed = new Feed(builder.storage('feed'));
-  const from = options.from ? Date.parse(options.from) : builder.period.from;
-  const to = options.to ? Date.parse(options.to) : builder.period.to;
-
-  bar.start(100, 0);
-
-  await session.aggregate.feed(
-    instrumentOf(instrument),
-    from,
-    to,
-    async (timestamp, events) => {
-      const duration = to - from;
-      const completed = timestamp - from;
-
-      await feed.save(events);
-
-      bar.update(Math.floor((completed / duration) * 100));
-    }
-  );
-
-  bar.update(100);
-  bar.stop();
 
-  await session.dispose();
+  const script = new Script(name, [idleExecutionMode()]);
+  //const output = await script.run();
 
-  console.timeLog('Pulling completed in');*/
+  //console.log(output);
 }

package/src/use-execution-mode.ts

@@ -3,7 +3,7 @@ import { useContext } from '@lib/module';
 const injectionToken = Symbol('execution-mode');
 
 type ExecutionMode = {
-  mode: 'replay' | 'paper' | 'live';
+  mode: 'replay' | 'paper' | 'live' | 'idle';
   recording: boolean;
 };
 
@@ -28,6 +28,13 @@ export function liveExecutionMode(options: { recording: boolean }) {
   };
 }
 
+export function idleExecutionMode() {
+  return {
+    provide: injectionToken,
+    useValue: { mode: 'idle', recording: false } as ExecutionMode
+  };
+}
+
 export const useExecutionMode = () => {
   const mode = useContext<ExecutionMode>(injectionToken);
 
@@ -35,6 +42,7 @@ export const useExecutionMode = () => {
     isReplay: mode.mode === 'replay',
     isPaper: mode.mode === 'paper',
     isLive: mode.mode === 'live',
+    isIdle: mode.mode === 'idle',
     isSimulation: mode.mode !== 'live',
     recording: mode.recording
   };