@quantform/core 0.7.0-beta.49 → 0.7.0-beta.50

package/jest.config.ts

@@ -23,7 +23,7 @@ const config: Config = {
       }
     ]
   },
-  testPathIgnorePatterns: ['<rootDir>/dist/', '<rootDir>/src/cli/test.ts'],
+  testPathIgnorePatterns: ['<rootDir>/lib/', '<rootDir>/src/cli/test.ts'],
   roots: ['<rootDir>'],
   modulePaths: [compilerOptions.baseUrl],
   moduleNameMapper: pathsToModuleNameMapper(compilerOptions.paths, {

package/{dist → lib}/cli/index.js

@@ -17,10 +17,10 @@ const child_process_1 = require("child_process");
 const commander_1 = require("commander");
 const node_watch_1 = __importDefault(require("node-watch"));
 const build_1 = __importDefault(require("../cli/build"));
-const dev_1 = __importDefault(require("../cli/dev"));
+const live_1 = __importDefault(require("../cli/live"));
+const paper_1 = __importDefault(require("../cli/paper"));
 const pull_1 = __importDefault(require("../cli/pull"));
 const replay_1 = __importDefault(require("../cli/replay"));
-const run_1 = __importDefault(require("../cli/run"));
 commander_1.program
     .command('build')
     .description('builds a production version of the app')
@@ -28,23 +28,26 @@ commander_1.program
     yield (0, build_1.default)();
 }));
 commander_1.program
-    .command('run')
+    .command('live')
     .argument('<name>', 'strategy to execute')
     .option('-i, --id <id>', 'session identifier')
+    .option('-r, --recording', 'recording mode for replay purposes')
     .option('-w', 'watch mode')
     .description('executes strategy in live trading mode')
-    .action(run_1.default);
+    .action(live_1.default);
 commander_1.program
-    .command('dev')
+    .command('paper')
     .argument('<name>', 'strategy to execute')
     .option('-i, --id <id>', 'session identifier')
+    .option('-r, --recording', 'recording mode for replay purposes')
     .option('-w', 'watch mode')
     .description('executes strategy in paper e.g. simulation mode')
-    .action(dev_1.default);
+    .action(paper_1.default);
 commander_1.program
     .command('replay')
     .description('executes strategy in backtesting mode for specified period')
     .argument('<name>', 'strategy to execute')
+    .option('-i, --id <id>', 'session identifier')
     .option('-f, --from <from>', 'date from')
     .option('-t, --to <to>', 'date to')
     .option('-w', 'watch mode')

package/lib/cli/live.d.ts

@@ -0,0 +1,5 @@
+export default function (name: string, options: {
+    id?: string;
+    recording?: boolean;
+}): Promise<void>;
+//# sourceMappingURL=live.d.ts.map

package/lib/cli/live.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"live.d.ts","sourceRoot":"","sources":["../../src/cli/live.ts"],"names":[],"mappings":"AAMA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,SAAS,CAAC,EAAE,OAAO,CAAA;CAAE,iBAa9C"}

package/{dist/cli/replay.js → lib/cli/live.js}

@@ -13,17 +13,18 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const build_1 = __importDefault(require("../cli/build"));
-const replay_1 = require("../replay");
+const session_1 = require("../session");
 const use_execution_mode_1 = require("../use-execution-mode");
 const script_1 = require("./internal/script");
 function default_1(name, options) {
+    var _a, _b;
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
         const script = new script_1.Script(name, [
-            (0, replay_1.replayOptions)({ from: 0, to: Number.MAX_VALUE }),
-            (0, use_execution_mode_1.replayExecutionMode)()
+            session_1.useSession.options({ id: (_a = options.id) !== null && _a !== void 0 ? _a : Date.now().toString() }),
+            use_execution_mode_1.useExecutionMode.liveOptions({ recording: (_b = options.recording) !== null && _b !== void 0 ? _b : false })
         ]);
         const output = yield script.run();
         console.log(output);

package/lib/cli/paper.d.ts

@@ -0,0 +1,5 @@
+export default function (name: string, options: {
+    id?: string;
+    recording?: boolean;
+}): Promise<void>;
+//# sourceMappingURL=paper.d.ts.map

package/lib/cli/paper.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"paper.d.ts","sourceRoot":"","sources":["../../src/cli/paper.ts"],"names":[],"mappings":"AAMA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,SAAS,CAAC,EAAE,OAAO,CAAA;CAAE,iBAa9C"}

package/{dist/cli/dev.js → lib/cli/paper.js}

@@ -13,14 +13,19 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const build_1 = __importDefault(require("../cli/build"));
+const session_1 = require("../session");
 const use_execution_mode_1 = require("../use-execution-mode");
 const script_1 = require("./internal/script");
 function default_1(name, options) {
+    var _a, _b;
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
-        const script = new script_1.Script(name, [(0, use_execution_mode_1.paperExecutionMode)({ recording: false })]);
+        const script = new script_1.Script(name, [
+            session_1.useSession.options({ id: (_a = options.id) !== null && _a !== void 0 ? _a : Date.now().toString() }),
+            use_execution_mode_1.useExecutionMode.paperOptions({ recording: (_b = options.recording) !== null && _b !== void 0 ? _b : false })
+        ]);
         const output = yield script.run();
         console.log(output);
     });

package/{dist → lib}/cli/pull.js

@@ -20,7 +20,7 @@ function default_1(name, instrument, options) {
         if (yield (0, build_1.default)()) {
             return;
         }
-        const script = new script_1.Script(name, [(0, use_execution_mode_1.idleExecutionMode)()]);
+        const script = new script_1.Script(name, [use_execution_mode_1.useExecutionMode.idleOptions()]);
         //const output = await script.run();
         //console.log(output);
     });

package/lib/cli/replay.d.ts

@@ -0,0 +1,6 @@
+export default function (name: string, options: {
+    id?: string;
+    from?: string;
+    to?: string;
+}): Promise<void>;
+//# sourceMappingURL=replay.d.ts.map

package/lib/cli/replay.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/cli/replay.ts"],"names":[],"mappings":"AAOA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,EAAE,CAAC,EAAE,MAAM,CAAA;CAAE,iBAiBrD"}

package/{dist/cli/run.js → lib/cli/replay.js}

@@ -13,14 +13,23 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const build_1 = __importDefault(require("../cli/build"));
+const replay_1 = require("../replay");
+const session_1 = require("../session");
 const use_execution_mode_1 = require("../use-execution-mode");
 const script_1 = require("./internal/script");
 function default_1(name, options) {
+    var _a;
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
-        const script = new script_1.Script(name, [(0, use_execution_mode_1.liveExecutionMode)({ recording: true })]);
+        const from = options.from ? new Date(options.from).getTime() : 0;
+        const to = options.to ? new Date(options.to).getTime() : Number.MAX_VALUE;
+        const script = new script_1.Script(name, [
+            session_1.useSession.options({ id: (_a = options.id) !== null && _a !== void 0 ? _a : Date.now().toString() }),
+            (0, replay_1.replayOptions)({ from, to }),
+            use_execution_mode_1.useExecutionMode.replayOptions()
+        ]);
         const output = yield script.run();
         console.log(output);
     });

package/{dist → lib}/core.js

@@ -7,9 +7,9 @@ const use_storage_factory_1 = require("./storage/use-storage-factory");
 const use_execution_mode_1 = require("./use-execution-mode");
 function core() {
     return [
-        (0, use_memo_1.memo)(),
-        (0, use_execution_mode_1.paperExecutionMode)({ recording: false }),
-        (0, use_storage_factory_1.storage)(new storage_1.InMemoryStorageFactory())
+        use_memo_1.useMemo.options(),
+        use_execution_mode_1.useExecutionMode.paperOptions({ recording: false }),
+        use_storage_factory_1.useStorageFactory.options(new storage_1.InMemoryStorageFactory())
     ];
 }
 exports.core = core;

package/{dist → lib}/index.d.ts

@@ -11,6 +11,7 @@ export * from './use-execution-mode';
 export * from './storage';
 export * from './use-logger';
 export * from './replay';
+export * from './use-socket';
 export * from './when-socket';
 export * from './with-request';
 export * from './with-memo';

package/{dist → lib}/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAC;AAC/B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,uBAAuB,CAAC;AACtC,cAAc,WAAW,CAAC;AAC1B,cAAc,yBAAyB,CAAC;AACxC,cAAc,cAAc,CAAC;AAC7B,cAAc,iBAAiB,CAAC;AAChC,cAAc,aAAa,CAAC;AAC5B,cAAc,kBAAkB,CAAC;AACjC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,cAAc,CAAC;AAC7B,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAC;AAC/B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,uBAAuB,CAAC;AACtC,cAAc,WAAW,CAAC;AAC1B,cAAc,yBAAyB,CAAC;AACxC,cAAc,cAAc,CAAC;AAC7B,cAAc,iBAAiB,CAAC;AAChC,cAAc,aAAa,CAAC;AAC5B,cAAc,iBAAiB,CAAC;AAChC,cAAc,kBAAkB,CAAC;AACjC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,cAAc,CAAC;AAC7B,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC"}

package/{dist → lib}/index.js

@@ -27,6 +27,7 @@ __exportStar(require("./use-execution-mode"), exports);
 __exportStar(require("./storage"), exports);
 __exportStar(require("./use-logger"), exports);
 __exportStar(require("./replay"), exports);
+__exportStar(require("./use-socket"), exports);
 __exportStar(require("./when-socket"), exports);
 __exportStar(require("./with-request"), exports);
 __exportStar(require("./with-memo"), exports);

package/{dist → lib}/replay/storage/use-replay-storage-buffer.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"use-replay-storage-buffer.d.ts","sourceRoot":"","sources":["../../../src/replay/storage/use-replay-storage-buffer.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAK3C,eAAO,MAAM,sBAAsB;;;mBAIC,MAAM;;;;mBAAN,MAAM;;;;;CAsCxC,CAAC"}
+{"version":3,"file":"use-replay-storage-buffer.d.ts","sourceRoot":"","sources":["../../../src/replay/storage/use-replay-storage-buffer.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAK3C,eAAO,MAAM,sBAAsB;;;mBAMC,MAAM;;;;mBAAN,MAAM;;;;;CAsCxC,CAAC"}

package/{dist → lib}/replay/storage/use-replay-storage-buffer.js

@@ -17,6 +17,7 @@ const use_replay_storage_1 = require("./use-replay-storage");
 exports.useReplayStorageBuffer = (0, with_memo_1.withMemo)((dependencies) => {
     const { query } = (0, use_replay_storage_1.useReplayStorage)(dependencies);
     const { from, to } = (0, use_replay_options_1.useReplayOptions)();
+    console.log(from, to);
     let page = new Array();
     let index = 0;
     let completed = false;

package/lib/session/use-session.d.ts

@@ -0,0 +1,13 @@
+import { Dependency } from '../module';
+type SessionOptions = {
+    id: string;
+};
+/**
+ * Will return current replay execution options.
+ */
+export declare const useSession: {
+    (): SessionOptions;
+    options(options: SessionOptions): Dependency;
+};
+export {};
+//# sourceMappingURL=use-session.d.ts.map

package/lib/session/use-session.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-session.d.ts","sourceRoot":"","sources":["../../src/session/use-session.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAc,MAAM,aAAa,CAAC;AAIrD,KAAK,cAAc,GAAG;IACpB,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC;AAEF;;GAEG;AACH,eAAO,MAAM,UAAU;;qBAEQ,cAAc,GAAG,UAAU;CAFO,CAAC"}

package/lib/session/use-session.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.useSession = void 0;
+const module_1 = require("../module");
+const token = Symbol('session-options');
+/**
+ * Will return current replay execution options.
+ */
+const useSession = () => (0, module_1.useContext)(token);
+exports.useSession = useSession;
+exports.useSession.options = (options) => ({
+    provide: token,
+    useValue: options
+});

package/{dist → lib}/simulator/use-simulator.spec.js

@@ -12,38 +12,32 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const make_test_module_1 = require("../make-test-module");
 const use_execution_mode_1 = require("../use-execution-mode");
 const use_simulator_1 = require("./use-simulator");
-jest.mock('@lib/use-execution-mode', () => (Object.assign(Object.assign({}, jest.requireActual('@lib/use-execution-mode')), { useExecutionMode: jest.fn() })));
 describe(use_simulator_1.useSimulator.name, () => {
     let fixtures;
     beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
         fixtures = yield getFixtures();
     }));
-    afterEach(() => fixtures.clear());
-    test('get real value when simulator mode disabled', () => {
-        const { act } = fixtures;
-        fixtures.givenSimulationEnabled(false);
+    test('get real value when simulator mode disabled', () => __awaiter(void 0, void 0, void 0, function* () {
+        const { act } = yield fixtures.givenModule(false);
         const value = act(() => (0, use_simulator_1.useSimulator)('simulator', 'real'));
         expect(value).toBe('real');
-    });
-    test('get simulation value when simulator mode enabled', () => {
-        const { act } = fixtures;
-        fixtures.givenSimulationEnabled(true);
+    }));
+    test('get simulation value when simulator mode enabled', () => __awaiter(void 0, void 0, void 0, function* () {
+        const { act } = yield fixtures.givenModule(true);
         const value = act(() => (0, use_simulator_1.useSimulator)('simulator', 'real'));
         expect(value).toBe('simulator');
-    });
+    }));
 });
 function getFixtures() {
     return __awaiter(this, void 0, void 0, function* () {
-        const { act } = yield (0, make_test_module_1.makeTestModule)([]);
         return {
-            act,
-            givenSimulationEnabled(isSimulation) {
-                (0, make_test_module_1.mockedFunc)(use_execution_mode_1.useExecutionMode).mockReturnValue({
-                    isSimulation,
-                    recording: false
+            givenModule(isSimulation) {
+                return __awaiter(this, void 0, void 0, function* () {
+                    return isSimulation
+                        ? yield (0, make_test_module_1.makeTestModule)([use_execution_mode_1.useExecutionMode.paperOptions({ recording: false })])
+                        : yield (0, make_test_module_1.makeTestModule)([use_execution_mode_1.useExecutionMode.liveOptions({ recording: false })]);
                 });
-            },
-            clear: jest.clearAllMocks
+            }
         };
     });
 }

package/lib/storage/use-storage-factory.d.ts

@@ -0,0 +1,10 @@
+import { Dependency } from '../module';
+import { Storage } from '../storage';
+export interface StorageFactory {
+    for(key: string): Storage;
+}
+export declare function useStorageFactory(): StorageFactory;
+export declare namespace useStorageFactory {
+    var options: (factory: StorageFactory) => Dependency;
+}
+//# sourceMappingURL=use-storage-factory.d.ts.map

package/lib/storage/use-storage-factory.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-storage-factory.d.ts","sourceRoot":"","sources":["../../src/storage/use-storage-factory.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAc,MAAM,aAAa,CAAC;AACrD,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AAIvC,MAAM,WAAW,cAAc;IAC7B,GAAG,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC;CAC3B;AAED,wBAAgB,iBAAiB,mBAEhC;yBAFe,iBAAiB"}

package/lib/storage/use-storage-factory.js

@@ -0,0 +1,13 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.useStorageFactory = void 0;
+const module_1 = require("../module");
+const token = Symbol('storage-factory-token');
+function useStorageFactory() {
+    return (0, module_1.useContext)(token);
+}
+exports.useStorageFactory = useStorageFactory;
+useStorageFactory.options = (factory) => ({
+    provide: token,
+    useValue: factory
+});

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

@@ -0,0 +1,20 @@
+import { Dependency } from './module';
+export declare function useExecutionMode(): {
+    isReplay: boolean;
+    isPaper: boolean;
+    isLive: boolean;
+    isIdle: boolean;
+    isSimulation: boolean;
+    recording: boolean;
+};
+export declare namespace useExecutionMode {
+    var replayOptions: () => Dependency;
+    var paperOptions: (options: {
+        recording: boolean;
+    }) => Dependency;
+    var liveOptions: (options: {
+        recording: boolean;
+    }) => Dependency;
+    var idleOptions: () => Dependency;
+}
+//# sourceMappingURL=use-execution-mode.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"use-execution-mode.d.ts","sourceRoot":"","sources":["../src/use-execution-mode.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAc,MAAM,aAAa,CAAC;AASrD,wBAAgB,gBAAgB;;;;;;;EAW/B;yBAXe,gBAAgB"}

package/lib/use-execution-mode.js

@@ -0,0 +1,33 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.useExecutionMode = void 0;
+const module_1 = require("./module");
+const injectionToken = Symbol('execution-mode');
+function useExecutionMode() {
+    const { mode, recording } = (0, module_1.useContext)(injectionToken);
+    return {
+        isReplay: mode === 'replay',
+        isPaper: mode === 'paper',
+        isLive: mode === 'live',
+        isIdle: mode === 'idle',
+        isSimulation: mode !== 'live',
+        recording
+    };
+}
+exports.useExecutionMode = useExecutionMode;
+useExecutionMode.replayOptions = () => ({
+    provide: injectionToken,
+    useValue: { mode: 'replay', recording: false }
+});
+useExecutionMode.paperOptions = (options) => ({
+    provide: injectionToken,
+    useValue: Object.assign({ mode: 'paper' }, options)
+});
+useExecutionMode.liveOptions = (options) => ({
+    provide: injectionToken,
+    useValue: Object.assign({ mode: 'live' }, options)
+});
+useExecutionMode.idleOptions = () => ({
+    provide: injectionToken,
+    useValue: { mode: 'idle', recording: false }
+});

package/{dist → lib}/use-logger.js

@@ -19,7 +19,7 @@ const colorize = (content) => {
  *
  */
 exports.useLogger = (0, with_memo_1.withMemo)((context, tint) => {
-    const prefix = () => `${chalk_1.default.gray(new Date((0, use_timestamp_1.useTimestamp)()).toISOString())} ${chalk_1.default.hex(tint !== null && tint !== void 0 ? tint : colorize(context))(context)}`;
+    const prefix = () => `${chalk_1.default.hex(tint !== null && tint !== void 0 ? tint : colorize(context))(new Date((0, use_timestamp_1.useTimestamp)()).toISOString())} ${chalk_1.default.hex(tint !== null && tint !== void 0 ? tint : colorize(context))(context)}`;
     return {
         info: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
             ? console.info(`${prefix()}: ${message}`, params)

package/{dist → lib}/use-memo.d.ts

@@ -1,11 +1,8 @@
+import { Dependency } from './module';
 import { dependency } from './use-hash';
 export declare const token: unique symbol;
-/**
- *
- */
-export declare function memo(): {
-    provide: symbol;
-    useValue: {};
-};
 export declare function useMemo<T>(calculateValue: () => T, dependencies: dependency[]): T;
+export declare namespace useMemo {
+    var options: () => Dependency;
+}
 //# sourceMappingURL=use-memo.d.ts.map

package/lib/use-memo.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-memo.d.ts","sourceRoot":"","sources":["../src/use-memo.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAc,MAAM,aAAa,CAAC;AACrD,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAEpD,eAAO,MAAM,KAAK,eAAuB,CAAC;AAE1C,wBAAgB,OAAO,CAAC,CAAC,EAAE,cAAc,EAAE,MAAM,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE,KAS7E;yBATe,OAAO"}

package/{dist → lib}/use-memo.js

@@ -1,19 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useMemo = exports.memo = exports.token = void 0;
+exports.useMemo = exports.token = void 0;
 const module_1 = require("./module");
 const use_hash_1 = require("./use-hash");
 exports.token = Symbol('memo-token');
-/**
- *
- */
-function memo() {
-    return {
-        provide: exports.token,
-        useValue: {}
-    };
-}
-exports.memo = memo;
 function useMemo(calculateValue, dependencies) {
     const memory = (0, module_1.useContext)(exports.token);
     const hash = (0, use_hash_1.useHash)(dependencies);
@@ -23,3 +13,7 @@ function useMemo(calculateValue, dependencies) {
     return (memory[hash] = calculateValue());
 }
 exports.useMemo = useMemo;
+useMemo.options = () => ({
+    provide: exports.token,
+    useValue: {}
+});

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.7.0-beta.49",
+  "version": "0.7.0-beta.50",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",
@@ -12,10 +12,10 @@
     "access": "public"
   },
   "bin": {
-    "qf": "./dist/cli/index.js"
+    "qf": "./lib/cli/index.js"
   },
-  "main": "dist/index.js",
-  "typings": "dist/index.d.ts",
+  "main": "lib/index.js",
+  "typings": "lib/index.d.ts",
   "dependencies": {
     "@swc/cli": "^0.1.62",
     "@swc/core": "^1.3.44",

package/src/cli/index.ts

@@ -5,10 +5,10 @@ import { program } from 'commander';
 import watch from 'node-watch';
 
 import build from '@lib/cli/build';
-import dev from '@lib/cli/dev';
+import live from '@lib/cli/live';
+import paper from '@lib/cli/paper';
 import pull from '@lib/cli/pull';
-import test from '@lib/cli/replay';
-import run from '@lib/cli/run';
+import replay from '@lib/cli/replay';
 
 program
   .command('build')
@@ -18,29 +18,32 @@ program
   });
 
 program
-  .command('run')
+  .command('live')
   .argument('<name>', 'strategy to execute')
   .option('-i, --id <id>', 'session identifier')
+  .option('-r, --recording', 'recording mode for replay purposes')
   .option('-w', 'watch mode')
   .description('executes strategy in live trading mode')
-  .action(run);
+  .action(live);
 
 program
-  .command('dev')
+  .command('paper')
   .argument('<name>', 'strategy to execute')
   .option('-i, --id <id>', 'session identifier')
+  .option('-r, --recording', 'recording mode for replay purposes')
   .option('-w', 'watch mode')
   .description('executes strategy in paper e.g. simulation mode')
-  .action(dev);
+  .action(paper);
 
 program
   .command('replay')
   .description('executes strategy in backtesting mode for specified period')
   .argument('<name>', 'strategy to execute')
+  .option('-i, --id <id>', 'session identifier')
   .option('-f, --from <from>', 'date from')
   .option('-t, --to <to>', 'date to')
   .option('-w', 'watch mode')
-  .action(test);
+  .action(replay);
 
 program
   .command('pull')

package/src/cli/live.ts

@@ -0,0 +1,22 @@
+import build from '@lib/cli/build';
+import { useSession } from '@lib/session';
+import { useExecutionMode } from '@lib/use-execution-mode';
+
+import { Script } from './internal/script';
+
+export default async function (
+  name: string,
+  options: { id?: string; recording?: boolean }
+) {
+  if (await build()) {
+    return;
+  }
+
+  const script = new Script(name, [
+    useSession.options({ id: options.id ?? Date.now().toString() }),
+    useExecutionMode.liveOptions({ recording: options.recording ?? false })
+  ]);
+  const output = await script.run();
+
+  console.log(output);
+}

package/src/cli/paper.ts

@@ -0,0 +1,22 @@
+import build from '@lib/cli/build';
+import { useSession } from '@lib/session';
+import { useExecutionMode } from '@lib/use-execution-mode';
+
+import { Script } from './internal/script';
+
+export default async function (
+  name: string,
+  options: { id?: string; recording?: boolean }
+) {
+  if (await build()) {
+    return;
+  }
+
+  const script = new Script(name, [
+    useSession.options({ id: options.id ?? Date.now().toString() }),
+    useExecutionMode.paperOptions({ recording: options.recording ?? false })
+  ]);
+  const output = await script.run();
+
+  console.log(output);
+}

package/src/cli/pull.ts

@@ -1,5 +1,5 @@
 import build from '@lib/cli/build';
-import { idleExecutionMode } from '@lib/use-execution-mode';
+import { useExecutionMode } from '@lib/use-execution-mode';
 
 import { Script } from './internal/script';
 
@@ -8,7 +8,7 @@ export default async function (name: string, instrument: string, options: any) {
     return;
   }
 
-  const script = new Script(name, [idleExecutionMode()]);
+  const script = new Script(name, [useExecutionMode.idleOptions()]);
   //const output = await script.run();
 
   //console.log(output);

package/src/cli/replay.ts

@@ -1,17 +1,25 @@
 import build from '@lib/cli/build';
 import { replayOptions } from '@lib/replay';
-import { replayExecutionMode } from '@lib/use-execution-mode';
+import { useSession } from '@lib/session';
+import { useExecutionMode } from '@lib/use-execution-mode';
 
 import { Script } from './internal/script';
 
-export default async function (name: string, options: any) {
+export default async function (
+  name: string,
+  options: { id?: string; from?: string; to?: string }
+) {
   if (await build()) {
     return;
   }
 
+  const from = options.from ? new Date(options.from).getTime() : 0;
+  const to = options.to ? new Date(options.to).getTime() : Number.MAX_VALUE;
+
   const script = new Script(name, [
-    replayOptions({ from: 0, to: Number.MAX_VALUE }),
-    replayExecutionMode()
+    useSession.options({ id: options.id ?? Date.now().toString() }),
+    replayOptions({ from, to }),
+    useExecutionMode.replayOptions()
   ]);
   const output = await script.run();