@quantform/core 0.7.19 → 0.7.20

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

@@ -1,5 +1,5 @@
 import { Observable } from 'rxjs';
-import { BacktestStorage } from './use-backtest';
+import { BacktestQuery } from './use-backtest-storage-cursor';
 export declare const useBacktestScheduler: () => {
     stream: Observable<[{
         size(): number;
@@ -20,7 +20,7 @@ export declare const useBacktestScheduler: () => {
     timestamp(): number;
     stop(): void;
     tryContinue: () => void;
-    watch<T>(query: BacktestStorage<T>): Observable<{
+    watch<T>(query: BacktestQuery<T>): Observable<{
         timestamp: number;
         payload: T;
     }>;

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

@@ -1 +1 @@
-{"version":3,"file":"use-backtest-scheduler.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-scheduler.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,UAAU,EAAW,MAAM,MAAM,CAAC;AAI/D,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AAKjD,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;mBASiC,MAAM;iBAAW,GAAG;;;;;;mBA+DrB,MAAM;;;CAgBrE,CAAC"}
+{"version":3,"file":"use-backtest-scheduler.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-scheduler.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,UAAU,EAAW,MAAM,MAAM,CAAC;AAM/D,OAAO,EAAE,aAAa,EAA4B,MAAM,+BAA+B,CAAC;AAExF,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;mBAWd,MAAM;iBAAW,GAAG;;;;;;mBAgEwB,MAAM;;;CAgBnE,CAAC"}

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

@@ -13,10 +13,10 @@ exports.useBacktestScheduler = void 0;
 const rxjs_1 = require("rxjs");
 const with_memo_1 = require("../with-memo");
 const use_backtest_options_1 = require("./use-backtest-options");
-const use_backtest_query_cursor_1 = require("./use-backtest-query-cursor");
+const use_backtest_storage_cursor_1 = require("./use-backtest-storage-cursor");
 exports.useBacktestScheduler = (0, with_memo_1.withMemo)(() => {
     const { from } = (0, use_backtest_options_1.useBacktestOptions)();
-    const { get, cursor } = (0, use_backtest_query_cursor_1.useBacktestQueryCursor)();
+    const { get, cursor } = (0, use_backtest_storage_cursor_1.useBacktestStorageCursor)();
     let timestamp = from;
     let stopAcquire = 1;
     let processing = false;

package/lib/backtest/{use-backtest-query-buffer.d.ts → use-backtest-storage-buffer.d.ts}

@@ -1,5 +1,5 @@
-import { BacktestStorage } from './use-backtest';
-export declare function useBacktestQueryBuffer<T>(storage: BacktestStorage<T>): {
+import { BacktestQuery } from './use-backtest-storage-cursor';
+export declare function useBacktestStorageBuffer<T>(storage: BacktestQuery<T>): {
     size(): number;
     peek(): {
         timestamp: number;
@@ -12,4 +12,4 @@ export declare function useBacktestQueryBuffer<T>(storage: BacktestStorage<T>):
     completed(): boolean;
     fetchNextPage(): Promise<void>;
 };
-//# sourceMappingURL=use-backtest-query-buffer.d.ts.map
+//# sourceMappingURL=use-backtest-storage-buffer.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"use-backtest-storage-buffer.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-storage-buffer.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,aAAa,EAAE,MAAM,+BAA+B,CAAC;AAE9D,wBAAgB,wBAAwB,CAAC,CAAC,EAAE,OAAO,EAAE,aAAa,CAAC,CAAC,CAAC;;;mBAGtC,MAAM;iBAAW,CAAC;;;mBAAlB,MAAM;iBAAW,CAAC;;;;EAwChD"}

package/lib/backtest/{use-backtest-query-buffer.js → use-backtest-storage-buffer.js}

@@ -9,10 +9,10 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useBacktestQueryBuffer = void 0;
+exports.useBacktestStorageBuffer = void 0;
 const storage_1 = require("../storage");
 const use_backtest_options_1 = require("./use-backtest-options");
-function useBacktestQueryBuffer(storage) {
+function useBacktestStorageBuffer(storage) {
     const { from, to } = (0, use_backtest_options_1.useBacktestOptions)();
     let page = [];
     let index = 0;
@@ -49,4 +49,4 @@ function useBacktestQueryBuffer(storage) {
         }
     };
 }
-exports.useBacktestQueryBuffer = useBacktestQueryBuffer;
+exports.useBacktestStorageBuffer = useBacktestStorageBuffer;

package/lib/backtest/{use-backtest-query-cursor.d.ts → use-backtest-storage-cursor.d.ts}

@@ -1,6 +1,20 @@
-import { BacktestStorage } from './use-backtest';
-export declare const useBacktestQueryCursor: () => {
-    get<T>(query: BacktestStorage<T>): {
+import { Query, QueryObject } from '../storage';
+export interface BacktestQuery<V> {
+    query(query: Query<QueryObject> & {
+        where: {
+            timestamp: {
+                type: 'between';
+                min: number;
+                max: number;
+            };
+        };
+    }): Promise<{
+        timestamp: number;
+        payload: V;
+    }[]>;
+}
+export declare const useBacktestStorageCursor: () => {
+    get<T>(query: BacktestQuery<T>): {
         size(): number;
         peek(): {
             timestamp: number;
@@ -27,4 +41,4 @@ export declare const useBacktestQueryCursor: () => {
         fetchNextPage(): Promise<void>;
     } | undefined>;
 };
-//# sourceMappingURL=use-backtest-query-cursor.d.ts.map
+//# sourceMappingURL=use-backtest-storage-cursor.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"use-backtest-storage-cursor.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-storage-cursor.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAKlD,MAAM,WAAW,aAAa,CAAC,CAAC;IAC9B,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,eAAO,MAAM,wBAAwB;;;;;;;;;;;;;;;;;;;;;;;;;;;CAkCnC,CAAC"}

package/lib/backtest/{use-backtest-query-cursor.js → use-backtest-storage-cursor.js}

@@ -9,14 +9,14 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useBacktestQueryCursor = void 0;
+exports.useBacktestStorageCursor = void 0;
 const with_memo_1 = require("../with-memo");
-const use_backtest_query_buffer_1 = require("./use-backtest-query-buffer");
-exports.useBacktestQueryCursor = (0, with_memo_1.withMemo)(() => {
+const use_backtest_storage_buffer_1 = require("./use-backtest-storage-buffer");
+exports.useBacktestStorageCursor = (0, with_memo_1.withMemo)(() => {
     const cursors = Array.of();
     return {
         get(query) {
-            const buffer = (0, use_backtest_query_buffer_1.useBacktestQueryBuffer)(query);
+            const buffer = (0, use_backtest_storage_buffer_1.useBacktestStorageBuffer)(query);
             cursors.push(buffer);
             return buffer;
         },

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

@@ -1,6 +1,5 @@
 import { InferQueryObject, Query, QueryObject, QueryObjectType } from '../storage';
 import { Uri } from '../uri';
-import { BacktestStorage } from './use-backtest';
 export type BacktestStorageQuery<V> = {
     sync: <T extends QueryObjectType<K>, K extends QueryObject>(query: Query<InferQueryObject<T>> & {
         where: {
@@ -17,5 +16,10 @@ export type BacktestStorageQuery<V> = {
         }[]) => Promise<void>;
     }) => Promise<void>;
 };
-export declare function useBacktestStorage<V, P extends Record<string, string | number>>(uri: Uri<P>, { sync }: BacktestStorageQuery<V>): BacktestStorage<V>;
+export declare function useBacktestStorage<V, P extends Record<string, string | number>>(uri: Uri<P>, { sync }: BacktestStorageQuery<V>): {
+    watch: () => import("rxjs").Observable<{
+        timestamp: number;
+        payload: V;
+    }>;
+};
 //# sourceMappingURL=use-backtest-storage.d.ts.map

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":"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"}
+{"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;AAI/B,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;;;;;EAsDlC"}

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

@@ -12,6 +12,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.useBacktestStorage = void 0;
 const hash_code_1 = require("../hash-code");
 const storage_1 = require("../storage");
+const use_backtest_scheduler_1 = require("./use-backtest-scheduler");
 const storageIndexObject = storage_1.Storage.createObject('index://range', {
     timestamp: 'number',
     uri: 'string',
@@ -19,6 +20,7 @@ const storageIndexObject = storage_1.Storage.createObject('index://range', {
     max: 'number'
 });
 function useBacktestStorage(uri, { sync }) {
+    const { watch } = (0, use_backtest_scheduler_1.useBacktestScheduler)();
     const storage = (0, storage_1.useStorage)(['backtest']);
     const storageObjectKey = uri.query;
     const storageObject = storage_1.Storage.createObject(storageObjectKey, {
@@ -27,39 +29,42 @@ function useBacktestStorage(uri, { sync }) {
     });
     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: { timestamp: (0, storage_1.eq)(id) }
-                });
-                const { min, max } = query.where.timestamp;
-                if (!index || min < index.min || max > index.max) {
-                    yield sync(query, {
-                        save(objects) {
-                            return __awaiter(this, void 0, void 0, function* () {
-                                yield storage.save(storageObject, objects.map(it => ({
-                                    timestamp: it.timestamp,
-                                    payload: JSON.stringify(it.payload)
-                                })));
-                            });
-                        }
+        watch: () => watch({
+            query(query) {
+                return __awaiter(this, void 0, void 0, function* () {
+                    const [index] = yield storage.query(storageIndexObject, {
+                        limit: 1,
+                        where: { timestamp: (0, storage_1.eq)(id) }
                     });
-                    yield storage.save(storageIndexObject, [
-                        {
-                            timestamp: id,
-                            max,
-                            min,
-                            uri: storageObjectKey
-                        }
-                    ]);
-                }
-                return (yield storage.query(storageObject, query)).map(it => ({
-                    timestamp: it.timestamp,
-                    payload: JSON.parse(it.payload)
-                }));
-            });
-        }
+                    const { min, max } = query.where.timestamp;
+                    if (!index || min < index.min || max > index.max) {
+                        yield sync(query, {
+                            save(objects) {
+                                return __awaiter(this, void 0, void 0, function* () {
+                                    console.log('save');
+                                    yield storage.save(storageObject, objects.map(it => ({
+                                        timestamp: it.timestamp,
+                                        payload: JSON.stringify(it.payload)
+                                    })));
+                                });
+                            }
+                        });
+                        yield storage.save(storageIndexObject, [
+                            {
+                                timestamp: id,
+                                max,
+                                min,
+                                uri: storageObjectKey
+                            }
+                        ]);
+                    }
+                    return (yield storage.query(storageObject, query)).map(it => ({
+                        timestamp: it.timestamp,
+                        payload: JSON.parse(it.payload)
+                    }));
+                });
+            }
+        })
     };
 }
 exports.useBacktestStorage = useBacktestStorage;

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

@@ -1,24 +1,2 @@
-import { Observable } from 'rxjs';
-import { Query, QueryObject } from '../storage';
-export interface BacktestStorage<V> {
-    query(query: Query<QueryObject> & {
-        where: {
-            timestamp: {
-                type: 'between';
-                min: number;
-                max: number;
-            };
-        };
-    }): Promise<{
-        timestamp: number;
-        payload: V;
-    }[]>;
-}
-export declare function useBacktest<T>(input: Observable<{
-    timestamp: number;
-    payload: T;
-}>, query: BacktestStorage<T>): Observable<{
-    timestamp: number;
-    payload: T;
-}>;
+export declare function useBacktest<T>(backtest: T, real: T): T;
 //# sourceMappingURL=use-backtest.d.ts.map

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;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"}
+{"version":3,"file":"use-backtest.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest.ts"],"names":[],"mappings":"AAEA,wBAAgB,WAAW,CAAC,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,KAIlD"}

package/lib/backtest/use-backtest.js

@@ -2,13 +2,8 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.useBacktest = void 0;
 const use_execution_mode_1 = require("../use-execution-mode");
-const use_backtest_scheduler_1 = require("./use-backtest-scheduler");
-function useBacktest(input, query) {
+function useBacktest(backtest, real) {
     const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
-    if (isReplay) {
-        const { watch } = (0, use_backtest_scheduler_1.useBacktestScheduler)();
-        return watch(query);
-    }
-    return input;
+    return isReplay ? backtest : real;
 }
 exports.useBacktest = useBacktest;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.7.19",
+  "version": "0.7.20",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",

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

@@ -2,21 +2,23 @@ import { defer, filter, map, Observable, Subject } from 'rxjs';
 
 import { withMemo } from '@lib/with-memo';
 
-import { BacktestStorage } from './use-backtest';
 import { useBacktestOptions } from './use-backtest-options';
-import { useBacktestQueryBuffer } from './use-backtest-query-buffer';
-import { useBacktestQueryCursor } from './use-backtest-query-cursor';
+import { useBacktestStorageBuffer } from './use-backtest-storage-buffer';
+import { BacktestQuery, useBacktestStorageCursor } from './use-backtest-storage-cursor';
 
 export const useBacktestScheduler = withMemo(() => {
   const { from } = useBacktestOptions();
-  const { get, cursor } = useBacktestQueryCursor();
+  const { get, cursor } = useBacktestStorageCursor();
 
   let timestamp = from;
   let stopAcquire = 1;
   let processing = false;
 
   const stream$ = new Subject<
-    [ReturnType<typeof useBacktestQueryBuffer<any>>, { timestamp: number; payload: any }]
+    [
+      ReturnType<typeof useBacktestStorageBuffer<any>>,
+      { timestamp: number; payload: any }
+    ]
   >();
 
   const processNext = async () => {
@@ -79,7 +81,7 @@ export const useBacktestScheduler = withMemo(() => {
 
     tryContinue,
 
-    watch<T>(query: BacktestStorage<T>): Observable<{ timestamp: number; payload: T }> {
+    watch<T>(query: BacktestQuery<T>): Observable<{ timestamp: number; payload: T }> {
       const storage = get<T>(query);
 
       return defer(() => {

package/src/backtest/{use-backtest-query-buffer.ts → use-backtest-storage-buffer.ts}

@@ -1,9 +1,9 @@
 import { between } from '@lib/storage';
 
-import { BacktestStorage } from './use-backtest';
 import { useBacktestOptions } from './use-backtest-options';
+import { BacktestQuery } from './use-backtest-storage-cursor';
 
-export function useBacktestQueryBuffer<T>(storage: BacktestStorage<T>) {
+export function useBacktestStorageBuffer<T>(storage: BacktestQuery<T>) {
   const { from, to } = useBacktestOptions();
 
   let page: Array<{ timestamp: number; payload: T }> = [];

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

@@ -0,0 +1,48 @@
+import { Query, QueryObject } from '@lib/storage';
+import { withMemo } from '@lib/with-memo';
+
+import { useBacktestStorageBuffer } from './use-backtest-storage-buffer';
+
+export interface BacktestQuery<V> {
+  query(
+    query: Query<QueryObject> & {
+      where: { timestamp: { type: 'between'; min: number; max: number } };
+    }
+  ): Promise<{ timestamp: number; payload: V }[]>;
+}
+
+export const useBacktestStorageCursor = withMemo(() => {
+  const cursors = Array.of<ReturnType<typeof useBacktestStorageBuffer<any>>>();
+
+  return {
+    get<T>(query: BacktestQuery<T>) {
+      const buffer = useBacktestStorageBuffer<T>(query);
+
+      cursors.push(buffer);
+
+      return buffer;
+    },
+
+    async cursor() {
+      let current: ReturnType<typeof useBacktestStorageBuffer<any>> | undefined;
+
+      for (const cursor of cursors) {
+        if (cursor.completed()) {
+          continue;
+        }
+
+        if (cursor.size() == 0) {
+          await cursor.fetchNextPage();
+        }
+
+        if (cursor.peek()) {
+          if (!current || current.peek().timestamp > cursor.peek().timestamp) {
+            current = cursor;
+          }
+        }
+      }
+
+      return current;
+    }
+  };
+});

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

@@ -10,7 +10,7 @@ import {
 } from '@lib/storage';
 import { Uri } from '@lib/uri';
 
-import { BacktestStorage } from './use-backtest';
+import { useBacktestScheduler } from './use-backtest-scheduler';
 
 export type BacktestStorageQuery<V> = {
   sync: <T extends QueryObjectType<K>, K extends QueryObject>(
@@ -31,7 +31,8 @@ const storageIndexObject = Storage.createObject('index://range', {
 export function useBacktestStorage<V, P extends Record<string, string | number>>(
   uri: Uri<P>,
   { sync }: BacktestStorageQuery<V>
-): BacktestStorage<V> {
+) {
+  const { watch } = useBacktestScheduler();
   const storage = useStorage(['backtest']);
   const storageObjectKey = uri.query;
   const storageObject = Storage.createObject(storageObjectKey, {
@@ -42,41 +43,45 @@ export function useBacktestStorage<V, P extends Record<string, string | number>>
   const id = hashCode(storageObjectKey);
 
   return {
-    async query(query) {
-      const [index] = await storage.query(storageIndexObject, {
-        limit: 1,
-        where: { timestamp: eq(id) }
-      });
+    watch: () =>
+      watch({
+        async query(query) {
+          const [index] = await storage.query(storageIndexObject, {
+            limit: 1,
+            where: { timestamp: eq(id) }
+          });
 
-      const { min, max } = query.where.timestamp;
+          const { min, max } = query.where.timestamp;
 
-      if (!index || min < index.min || max > index.max) {
-        await sync(query, {
-          async save(objects) {
-            await storage.save(
-              storageObject,
-              objects.map(it => ({
-                timestamp: it.timestamp,
-                payload: JSON.stringify(it.payload)
-              }))
-            );
-          }
-        });
+          if (!index || min < index.min || max > index.max) {
+            await sync(query, {
+              async save(objects) {
+                console.log('save');
+                await storage.save(
+                  storageObject,
+                  objects.map(it => ({
+                    timestamp: it.timestamp,
+                    payload: JSON.stringify(it.payload)
+                  }))
+                );
+              }
+            });
 
-        await storage.save(storageIndexObject, [
-          {
-            timestamp: id,
-            max,
-            min,
-            uri: storageObjectKey
+            await storage.save(storageIndexObject, [
+              {
+                timestamp: id,
+                max,
+                min,
+                uri: storageObjectKey
+              }
+            ]);
           }
-        ]);
-      }
 
-      return (await storage.query(storageObject, query)).map(it => ({
-        timestamp: it.timestamp,
-        payload: JSON.parse(it.payload) as V
-      }));
-    }
+          return (await storage.query(storageObject, query)).map(it => ({
+            timestamp: it.timestamp,
+            payload: JSON.parse(it.payload) as V
+          }));
+        }
+      })
   };
 }

package/src/backtest/use-backtest.ts

@@ -1,28 +1,7 @@
-import { Observable } from 'rxjs';
-
-import { Query, QueryObject } from '@lib/storage';
 import { useExecutionMode } from '@lib/use-execution-mode';
 
-import { useBacktestScheduler } from './use-backtest-scheduler';
-
-export interface BacktestStorage<V> {
-  query(
-    query: Query<QueryObject> & {
-      where: { timestamp: { type: 'between'; min: number; max: number } };
-    }
-  ): Promise<{ timestamp: number; payload: V }[]>;
-}
-
-export function useBacktest<T>(
-  input: Observable<{ timestamp: number; payload: T }>,
-  query: BacktestStorage<T>
-) {
+export function useBacktest<T>(backtest: T, real: T) {
   const { isReplay } = useExecutionMode();
 
-  if (isReplay) {
-    const { watch } = useBacktestScheduler();
-    return watch<T>(query);
-  }
-
-  return input;
+  return isReplay ? backtest : real;
 }

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

@@ -1 +0,0 @@
-{"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-cursor.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"use-backtest-query-cursor.d.ts","sourceRoot":"","sources":["../../src/backtest/use-backtest-query-cursor.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AAGjD,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;CAkCjC,CAAC"}

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

@@ -1,40 +0,0 @@
-import { withMemo } from '@lib/with-memo';
-
-import { BacktestStorage } from './use-backtest';
-import { useBacktestQueryBuffer } from './use-backtest-query-buffer';
-
-export const useBacktestQueryCursor = withMemo(() => {
-  const cursors = Array.of<ReturnType<typeof useBacktestQueryBuffer<any>>>();
-
-  return {
-    get<T>(query: BacktestStorage<T>) {
-      const buffer = useBacktestQueryBuffer<T>(query);
-
-      cursors.push(buffer);
-
-      return buffer;
-    },
-
-    async cursor() {
-      let current: ReturnType<typeof useBacktestQueryBuffer<any>> | undefined;
-
-      for (const cursor of cursors) {
-        if (cursor.completed()) {
-          continue;
-        }
-
-        if (cursor.size() == 0) {
-          await cursor.fetchNextPage();
-        }
-
-        if (cursor.peek()) {
-          if (!current || current.peek().timestamp > cursor.peek().timestamp) {
-            current = cursor;
-          }
-        }
-      }
-
-      return current;
-    }
-  };
-});