@quantform/core 0.7.17 → 0.7.19

package/lib/backtest/use-backtest-query-buffer.d.ts

@@ -1,5 +1,5 @@
 import { BacktestStorage } from './use-backtest';
-export declare const useBacktestQueryBuffer: <T>(storage: BacktestStorage<T>) => {
+export declare function useBacktestQueryBuffer<T>(storage: BacktestStorage<T>): {
     size(): number;
     peek(): {
         timestamp: number;

package/lib/backtest/use-backtest-query-buffer.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"use-backtest-query-buffer.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-query-buffer.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AAEjD,eAAO,MAAM,sBAAsB;;;mBAGJ,MAAM;;;;mBAAN,MAAM;;;;;CAwCnC,CAAC"}
+{"version":3,"file":"use-backtest-query-buffer.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-query-buffer.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AAGjD,wBAAgB,sBAAsB,CAAC,CAAC,EAAE,OAAO,EAAE,eAAe,CAAC,CAAC,CAAC;;;mBAGtC,MAAM;iBAAW,CAAC;;;mBAAlB,MAAM;iBAAW,CAAC;;;;EAwChD"}

package/lib/backtest/use-backtest-query-buffer.js

@@ -10,11 +10,10 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.useBacktestQueryBuffer = void 0;
-const replay_1 = require("../replay");
 const storage_1 = require("../storage");
-const with_memo_1 = require("../with-memo");
-exports.useBacktestQueryBuffer = (0, with_memo_1.withMemo)((storage) => {
-    const { from, to } = (0, replay_1.useReplayOptions)();
+const use_backtest_options_1 = require("./use-backtest-options");
+function useBacktestQueryBuffer(storage) {
+    const { from, to } = (0, use_backtest_options_1.useBacktestOptions)();
     let page = [];
     let index = 0;
     let completed = false;
@@ -49,4 +48,5 @@ exports.useBacktestQueryBuffer = (0, with_memo_1.withMemo)((storage) => {
             });
         }
     };
-});
+}
+exports.useBacktestQueryBuffer = useBacktestQueryBuffer;

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

@@ -5,6 +5,7 @@ export type BacktestStorageQuery<V> = {
     sync: <T extends QueryObjectType<K>, K extends QueryObject>(query: Query<InferQueryObject<T>> & {
         where: {
             timestamp: {
+                type: 'between';
                 min: number;
                 max: number;
             };

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

@@ -1 +1 @@
-{"version":3,"file":"use-backtest-storage.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-storage.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,gBAAgB,EAChB,KAAK,EACL,WAAW,EACX,eAAe,EAGhB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAE/B,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AAEjD,MAAM,MAAM,oBAAoB,CAAC,CAAC,IAAI;IACpC,IAAI,EAAE,CAAC,CAAC,SAAS,eAAe,CAAC,CAAC,CAAC,EAAE,CAAC,SAAS,WAAW,EACxD,KAAK,EAAE,KAAK,CAAC,gBAAgB,CAAC,CAAC,CAAC,CAAC,GAAG;QAClC,KAAK,EAAE;YAAE,SAAS,EAAE;gBAAE,GAAG,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAA;aAAE,CAAA;SAAE,CAAC;KACpD,EACD,OAAO,EAAE;QAAE,IAAI,EAAE,CAAC,OAAO,EAAE;YAAE,SAAS,EAAE,MAAM,CAAC;YAAC,OAAO,EAAE,CAAC,CAAA;SAAE,EAAE,KAAK,OAAO,CAAC,IAAI,CAAC,CAAA;KAAE,KAC/E,OAAO,CAAC,IAAI,CAAC,CAAC;CACpB,CAAC;AASF,wBAAgB,kBAAkB,CAAC,CAAC,EAAE,CAAC,SAAS,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC,EAC7E,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,EACX,EAAE,IAAI,EAAE,EAAE,oBAAoB,CAAC,CAAC,CAAC,GAChC,eAAe,CAAC,CAAC,CAAC,CA8CpB"}
+{"version":3,"file":"use-backtest-storage.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-storage.ts"],"names":[],"mappings":"AACA,OAAO,EAEL,gBAAgB,EAChB,KAAK,EACL,WAAW,EACX,eAAe,EAGhB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAE/B,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AAEjD,MAAM,MAAM,oBAAoB,CAAC,CAAC,IAAI;IACpC,IAAI,EAAE,CAAC,CAAC,SAAS,eAAe,CAAC,CAAC,CAAC,EAAE,CAAC,SAAS,WAAW,EACxD,KAAK,EAAE,KAAK,CAAC,gBAAgB,CAAC,CAAC,CAAC,CAAC,GAAG;QAClC,KAAK,EAAE;YAAE,SAAS,EAAE;gBAAE,IAAI,EAAE,SAAS,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAA;aAAE,CAAA;SAAE,CAAC;KACrE,EACD,OAAO,EAAE;QAAE,IAAI,EAAE,CAAC,OAAO,EAAE;YAAE,SAAS,EAAE,MAAM,CAAC;YAAC,OAAO,EAAE,CAAC,CAAA;SAAE,EAAE,KAAK,OAAO,CAAC,IAAI,CAAC,CAAA;KAAE,KAC/E,OAAO,CAAC,IAAI,CAAC,CAAC;CACpB,CAAC;AASF,wBAAgB,kBAAkB,CAAC,CAAC,EAAE,CAAC,SAAS,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC,EAC7E,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,EACX,EAAE,IAAI,EAAE,EAAE,oBAAoB,CAAC,CAAC,CAAC,GAChC,eAAe,CAAC,CAAC,CAAC,CAgDpB"}

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

@@ -10,6 +10,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.useBacktestStorage = void 0;
+const hash_code_1 = require("../hash-code");
 const storage_1 = require("../storage");
 const storageIndexObject = storage_1.Storage.createObject('index://range', {
     timestamp: 'number',
@@ -24,12 +25,13 @@ function useBacktestStorage(uri, { sync }) {
         timestamp: 'number',
         payload: 'string'
     });
+    const id = (0, hash_code_1.hashCode)(storageObjectKey);
     return {
         query(query) {
             return __awaiter(this, void 0, void 0, function* () {
                 const [index] = yield storage.query(storageIndexObject, {
                     limit: 1,
-                    where: { uri: (0, storage_1.eq)(storageObjectKey) }
+                    where: { timestamp: (0, storage_1.eq)(id) }
                 });
                 const { min, max } = query.where.timestamp;
                 if (!index || min < index.min || max > index.max) {
@@ -45,7 +47,7 @@ function useBacktestStorage(uri, { sync }) {
                     });
                     yield storage.save(storageIndexObject, [
                         {
-                            timestamp: 0,
+                            timestamp: id,
                             max,
                             min,
                             uri: storageObjectKey

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

@@ -4,6 +4,7 @@ export interface BacktestStorage<V> {
     query(query: Query<QueryObject> & {
         where: {
             timestamp: {
+                type: 'between';
                 min: number;
                 max: number;
             };

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

@@ -1 +1 @@
-{"version":3,"file":"use-backtest.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAElC,OAAO,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAKlD,MAAM,WAAW,eAAe,CAAC,CAAC;IAChC,KAAK,CACH,KAAK,EAAE,KAAK,CAAC,WAAW,CAAC,GAAG;QAAE,KAAK,EAAE;YAAE,SAAS,EAAE;gBAAE,GAAG,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAA;aAAE,CAAA;SAAE,CAAA;KAAE,GACjF,OAAO,CAAC;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,CAAC,CAAA;KAAE,EAAE,CAAC,CAAC;CACjD;AAED,wBAAgB,WAAW,CAAC,CAAC,EAC3B,KAAK,EAAE,UAAU,CAAC;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,CAAC,CAAA;CAAE,CAAC,EACpD,KAAK,EAAE,eAAe,CAAC,CAAC,CAAC;eADM,MAAM;aAAW,CAAC;GAWlD"}
+{"version":3,"file":"use-backtest.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAElC,OAAO,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAKlD,MAAM,WAAW,eAAe,CAAC,CAAC;IAChC,KAAK,CACH,KAAK,EAAE,KAAK,CAAC,WAAW,CAAC,GAAG;QAC1B,KAAK,EAAE;YAAE,SAAS,EAAE;gBAAE,IAAI,EAAE,SAAS,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAA;aAAE,CAAA;SAAE,CAAC;KACrE,GACA,OAAO,CAAC;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,CAAC,CAAA;KAAE,EAAE,CAAC,CAAC;CACjD;AAED,wBAAgB,WAAW,CAAC,CAAC,EAC3B,KAAK,EAAE,UAAU,CAAC;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,CAAC,CAAA;CAAE,CAAC,EACpD,KAAK,EAAE,eAAe,CAAC,CAAC,CAAC;eADM,MAAM;aAAW,CAAC;GAWlD"}

package/lib/hash-code.d.ts

@@ -0,0 +1,2 @@
+export declare function hashCode(str: string): number;
+//# sourceMappingURL=hash-code.d.ts.map

package/lib/hash-code.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"hash-code.d.ts","sourceRoot":"","sources":["../src/hash-code.ts"],"names":[],"mappings":"AAAA,wBAAgB,QAAQ,CAAC,GAAG,EAAE,MAAM,UAOnC"}

package/lib/hash-code.js

@@ -0,0 +1,12 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.hashCode = void 0;
+function hashCode(str) {
+    let hash = 0;
+    for (let i = 0; i < str.length; i++) {
+        hash = (hash << 5) - hash + str.charCodeAt(i);
+        hash |= 0;
+    }
+    return hash;
+}
+exports.hashCode = hashCode;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.7.17",
+  "version": "0.7.19",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",

package/src/backtest/use-backtest-query-buffer.ts

@@ -1,11 +1,10 @@
-import { useReplayOptions } from '@lib/replay';
 import { between } from '@lib/storage';
-import { withMemo } from '@lib/with-memo';
 
 import { BacktestStorage } from './use-backtest';
+import { useBacktestOptions } from './use-backtest-options';
 
-export const useBacktestQueryBuffer = withMemo(<T>(storage: BacktestStorage<T>) => {
-  const { from, to } = useReplayOptions();
+export function useBacktestQueryBuffer<T>(storage: BacktestStorage<T>) {
+  const { from, to } = useBacktestOptions();
 
   let page: Array<{ timestamp: number; payload: T }> = [];
   let index = 0;
@@ -47,4 +46,4 @@ export const useBacktestQueryBuffer = withMemo(<T>(storage: BacktestStorage<T>)
       completed = page.length === 0;
     }
   };
-});
+}

package/src/backtest/use-backtest-storage.ts

@@ -1,3 +1,4 @@
+import { hashCode } from '@lib/hash-code';
 import {
   eq,
   InferQueryObject,
@@ -14,7 +15,7 @@ import { BacktestStorage } from './use-backtest';
 export type BacktestStorageQuery<V> = {
   sync: <T extends QueryObjectType<K>, K extends QueryObject>(
     query: Query<InferQueryObject<T>> & {
-      where: { timestamp: { min: number; max: number } };
+      where: { timestamp: { type: 'between'; min: number; max: number } };
     },
     storage: { save: (objects: { timestamp: number; payload: V }[]) => Promise<void> }
   ) => Promise<void>;
@@ -38,11 +39,13 @@ export function useBacktestStorage<V, P extends Record<string, string | number>>
     payload: 'string'
   });
 
+  const id = hashCode(storageObjectKey);
+
   return {
     async query(query) {
       const [index] = await storage.query(storageIndexObject, {
         limit: 1,
-        where: { uri: eq(storageObjectKey) }
+        where: { timestamp: eq(id) }
       });
 
       const { min, max } = query.where.timestamp;
@@ -62,7 +65,7 @@ export function useBacktestStorage<V, P extends Record<string, string | number>>
 
         await storage.save(storageIndexObject, [
           {
-            timestamp: 0,
+            timestamp: id,
             max,
             min,
             uri: storageObjectKey

package/src/backtest/use-backtest.ts

@@ -7,7 +7,9 @@ import { useBacktestScheduler } from './use-backtest-scheduler';
 
 export interface BacktestStorage<V> {
   query(
-    query: Query<QueryObject> & { where: { timestamp: { min: number; max: number } } }
+    query: Query<QueryObject> & {
+      where: { timestamp: { type: 'between'; min: number; max: number } };
+    }
   ): Promise<{ timestamp: number; payload: V }[]>;
 }
 

package/src/hash-code.ts

@@ -0,0 +1,8 @@
+export function hashCode(str: string) {
+  let hash = 0;
+  for (let i = 0; i < str.length; i++) {
+    hash = (hash << 5) - hash + str.charCodeAt(i);
+    hash |= 0;
+  }
+  return hash;
+}