@quantform/core 0.7.22 → 0.7.25

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.
Files changed (195) hide show
  1. package/lib/app.d.ts +12 -0
  2. package/lib/app.d.ts.map +1 -0
  3. package/lib/app.js +35 -0
  4. package/lib/cli/build.d.ts.map +1 -1
  5. package/lib/cli/build.js +8 -18
  6. package/lib/cli/index.js +3 -12
  7. package/lib/cli/internal/script.d.ts +1 -1
  8. package/lib/cli/internal/script.d.ts.map +1 -1
  9. package/lib/cli/internal/script.js +8 -28
  10. package/lib/cli/live.js +10 -22
  11. package/lib/cli/paper.js +10 -22
  12. package/lib/cli/replay.d.ts.map +1 -1
  13. package/lib/cli/replay.js +15 -26
  14. package/lib/index.d.ts +1 -6
  15. package/lib/index.d.ts.map +1 -1
  16. package/lib/index.js +1 -6
  17. package/lib/make-test-module.d.ts +1 -6
  18. package/lib/make-test-module.d.ts.map +1 -1
  19. package/lib/make-test-module.js +19 -30
  20. package/lib/module.d.ts.map +1 -1
  21. package/lib/module.js +9 -24
  22. package/lib/module.spec.js +8 -17
  23. package/lib/replay/use-replay-options.d.ts +5 -4
  24. package/lib/replay/use-replay-options.d.ts.map +1 -1
  25. package/lib/replay/use-replay-options.js +5 -1
  26. package/lib/replay/use-replay-scheduler.d.ts +7 -6
  27. package/lib/replay/use-replay-scheduler.d.ts.map +1 -1
  28. package/lib/replay/use-replay-scheduler.js +64 -70
  29. package/lib/replay/use-replay-storage-buffer.d.ts +3 -2
  30. package/lib/replay/use-replay-storage-buffer.d.ts.map +1 -1
  31. package/lib/replay/use-replay-storage-buffer.js +12 -23
  32. package/lib/replay/use-replay-storage-cursor.d.ts +9 -8
  33. package/lib/replay/use-replay-storage-cursor.d.ts.map +1 -1
  34. package/lib/replay/use-replay-storage-cursor.js +17 -25
  35. package/lib/replay/use-replay-storage.d.ts +5 -4
  36. package/lib/replay/use-replay-storage.d.ts.map +1 -1
  37. package/lib/replay/use-replay-storage.js +32 -39
  38. package/lib/session/use-session-storage.d.ts +1 -1
  39. package/lib/session/use-session-storage.d.ts.map +1 -1
  40. package/lib/session/use-session-storage.js +8 -5
  41. package/lib/shared/environment.js +1 -1
  42. package/lib/shared/index.d.ts +0 -1
  43. package/lib/shared/index.d.ts.map +1 -1
  44. package/lib/shared/index.js +0 -1
  45. package/lib/simulator/use-simulator.spec.js +17 -30
  46. package/lib/storage/in-memory/in-memory-storage.d.ts.map +1 -1
  47. package/lib/storage/in-memory/in-memory-storage.factory.js +2 -2
  48. package/lib/storage/in-memory/in-memory-storage.js +56 -55
  49. package/lib/storage/in-memory/in-memory-storage.spec.js +90 -100
  50. package/lib/storage/storage.d.ts +9 -8
  51. package/lib/storage/storage.d.ts.map +1 -1
  52. package/lib/storage/storage.js +8 -2
  53. package/lib/storage/use-cache.d.ts +1 -1
  54. package/lib/storage/use-cache.d.ts.map +1 -1
  55. package/lib/storage/use-cache.js +5 -5
  56. package/lib/storage/use-cache.spec.js +14 -25
  57. package/lib/storage/use-storage.d.ts +1 -1
  58. package/lib/storage/use-storage.d.ts.map +1 -1
  59. package/lib/storage/use-storage.js +9 -6
  60. package/lib/use-execution-mode.js +2 -2
  61. package/lib/use-hash.spec.js +3 -6
  62. package/lib/use-logger.d.ts +1 -1
  63. package/lib/use-logger.d.ts.map +1 -1
  64. package/lib/use-logger.js +10 -7
  65. package/lib/use-memo.spec.js +14 -25
  66. package/lib/use-socket.d.ts +3 -2
  67. package/lib/use-socket.d.ts.map +1 -1
  68. package/lib/use-socket.js +2 -2
  69. package/lib/use-timestamp.d.ts +14 -1
  70. package/lib/use-timestamp.d.ts.map +1 -1
  71. package/lib/use-timestamp.js +30 -3
  72. package/lib/with-request.d.ts +2 -1
  73. package/lib/with-request.d.ts.map +1 -1
  74. package/lib/with-request.js +4 -13
  75. package/package.json +6 -10
  76. package/src/app.ts +52 -0
  77. package/src/cli/build.ts +11 -6
  78. package/src/cli/internal/script.ts +25 -54
  79. package/src/cli/replay.ts +13 -2
  80. package/src/index.ts +1 -6
  81. package/src/make-test-module.ts +13 -21
  82. package/src/module.ts +0 -3
  83. package/src/replay/use-replay-options.ts +7 -3
  84. package/src/replay/use-replay-scheduler.ts +75 -67
  85. package/src/replay/use-replay-storage-buffer.ts +2 -1
  86. package/src/replay/use-replay-storage-cursor.ts +33 -28
  87. package/src/replay/use-replay-storage.ts +36 -27
  88. package/src/session/use-session-storage.ts +7 -5
  89. package/src/shared/index.ts +0 -1
  90. package/src/storage/in-memory/in-memory-storage.spec.ts +55 -54
  91. package/src/storage/in-memory/in-memory-storage.ts +24 -7
  92. package/src/storage/storage.ts +16 -7
  93. package/src/storage/use-cache.ts +4 -4
  94. package/src/storage/use-storage.ts +8 -6
  95. package/src/use-hash.spec.ts +3 -6
  96. package/src/use-logger.ts +9 -6
  97. package/src/use-socket.ts +5 -5
  98. package/src/use-timestamp.ts +41 -3
  99. package/src/with-request.ts +3 -3
  100. package/lib/asset/asset.d.ts +0 -41
  101. package/lib/asset/asset.d.ts.map +0 -1
  102. package/lib/asset/asset.js +0 -76
  103. package/lib/asset/asset.spec.d.ts +0 -2
  104. package/lib/asset/asset.spec.d.ts.map +0 -1
  105. package/lib/asset/asset.spec.js +0 -54
  106. package/lib/asset/index.d.ts +0 -2
  107. package/lib/asset/index.d.ts.map +0 -1
  108. package/lib/asset/index.js +0 -17
  109. package/lib/component/distinct-until-timesamp-changed.d.ts +0 -5
  110. package/lib/component/distinct-until-timesamp-changed.d.ts.map +0 -1
  111. package/lib/component/distinct-until-timesamp-changed.js +0 -9
  112. package/lib/component/error.d.ts +0 -17
  113. package/lib/component/error.d.ts.map +0 -1
  114. package/lib/component/error.js +0 -33
  115. package/lib/component/index.d.ts +0 -8
  116. package/lib/component/index.d.ts.map +0 -1
  117. package/lib/component/index.js +0 -23
  118. package/lib/component/ohlc-operator.d.ts +0 -11
  119. package/lib/component/ohlc-operator.d.ts.map +0 -1
  120. package/lib/component/ohlc-operator.js +0 -69
  121. package/lib/component/ohlc-operator.spec.d.ts +0 -2
  122. package/lib/component/ohlc-operator.spec.d.ts.map +0 -1
  123. package/lib/component/ohlc-operator.spec.js +0 -110
  124. package/lib/component/ohlc.d.ts +0 -12
  125. package/lib/component/ohlc.d.ts.map +0 -1
  126. package/lib/component/ohlc.js +0 -20
  127. package/lib/component/ohlc.spec.d.ts +0 -2
  128. package/lib/component/ohlc.spec.d.ts.map +0 -1
  129. package/lib/component/ohlc.spec.js +0 -25
  130. package/lib/component/timeframe.d.ts +0 -15
  131. package/lib/component/timeframe.d.ts.map +0 -1
  132. package/lib/component/timeframe.js +0 -21
  133. package/lib/core.d.ts +0 -3
  134. package/lib/core.d.ts.map +0 -1
  135. package/lib/core.js +0 -17
  136. package/lib/instrument/commission/commission.d.ts +0 -16
  137. package/lib/instrument/commission/commission.d.ts.map +0 -1
  138. package/lib/instrument/commission/commission.js +0 -28
  139. package/lib/instrument/commission/commission.spec.d.ts +0 -2
  140. package/lib/instrument/commission/commission.spec.d.ts.map +0 -1
  141. package/lib/instrument/commission/commission.spec.js +0 -30
  142. package/lib/instrument/index.d.ts +0 -3
  143. package/lib/instrument/index.d.ts.map +0 -1
  144. package/lib/instrument/index.js +0 -18
  145. package/lib/instrument/instrument.d.ts +0 -28
  146. package/lib/instrument/instrument.d.ts.map +0 -1
  147. package/lib/instrument/instrument.js +0 -53
  148. package/lib/instrument/instrument.spec.d.ts +0 -2
  149. package/lib/instrument/instrument.spec.d.ts.map +0 -1
  150. package/lib/instrument/instrument.spec.js +0 -51
  151. package/lib/operators.d.ts +0 -5
  152. package/lib/operators.d.ts.map +0 -1
  153. package/lib/operators.js +0 -16
  154. package/lib/shared/datetime.d.ts +0 -3
  155. package/lib/shared/datetime.d.ts.map +0 -1
  156. package/lib/shared/datetime.js +0 -7
  157. package/lib/strategy.d.ts +0 -15
  158. package/lib/strategy.d.ts.map +0 -1
  159. package/lib/strategy.js +0 -26
  160. package/lib/strategy.spec.d.ts +0 -2
  161. package/lib/strategy.spec.d.ts.map +0 -1
  162. package/lib/strategy.spec.js +0 -34
  163. package/lib/when-socket.d.ts +0 -8
  164. package/lib/when-socket.d.ts.map +0 -1
  165. package/lib/when-socket.js +0 -53
  166. package/lib/with-memo.d.ts +0 -5
  167. package/lib/with-memo.d.ts.map +0 -1
  168. package/lib/with-memo.js +0 -20
  169. package/lib/with-memo.spec.d.ts +0 -2
  170. package/lib/with-memo.spec.d.ts.map +0 -1
  171. package/lib/with-memo.spec.js +0 -47
  172. package/src/asset/asset.spec.ts +0 -70
  173. package/src/asset/asset.ts +0 -89
  174. package/src/asset/index.ts +0 -1
  175. package/src/component/distinct-until-timesamp-changed.ts +0 -11
  176. package/src/component/error.ts +0 -32
  177. package/src/component/index.ts +0 -7
  178. package/src/component/ohlc-operator.spec.ts +0 -125
  179. package/src/component/ohlc-operator.ts +0 -122
  180. package/src/component/ohlc.spec.ts +0 -30
  181. package/src/component/ohlc.ts +0 -18
  182. package/src/component/timeframe.ts +0 -17
  183. package/src/core.ts +0 -16
  184. package/src/instrument/commission/commission.spec.ts +0 -35
  185. package/src/instrument/commission/commission.ts +0 -27
  186. package/src/instrument/index.ts +0 -2
  187. package/src/instrument/instrument.spec.ts +0 -76
  188. package/src/instrument/instrument.ts +0 -65
  189. package/src/operators.ts +0 -18
  190. package/src/shared/datetime.ts +0 -5
  191. package/src/strategy.spec.ts +0 -42
  192. package/src/strategy.ts +0 -36
  193. package/src/when-socket.ts +0 -61
  194. package/src/with-memo.spec.ts +0 -46
  195. package/src/with-memo.ts +0 -33
@@ -1,61 +0,0 @@
1
- import { Observable } from 'rxjs';
2
- import { WebSocket } from 'ws';
3
-
4
- import { useLogger } from './use-logger';
5
- import { useTimestamp } from './use-timestamp';
6
-
7
- export function whenSocket(
8
- url: string,
9
- options: { pingInterval?: number } = { pingInterval: 5000 }
10
- ): [Observable<{ timestamp: number; payload: unknown }>, (message: unknown) => void] {
11
- const { debug } = useLogger('whenSocket');
12
-
13
- const message = new Observable<{ timestamp: number; payload: unknown }>(stream => {
14
- const socket = new WebSocket(url);
15
- let isAlive = false;
16
- let interval: NodeJS.Timeout | undefined;
17
-
18
- socket.onmessage = it =>
19
- stream.next({ timestamp: useTimestamp(), payload: JSON.parse(it.data as string) });
20
- socket.onerror = it => {
21
- clearInterval(interval);
22
- debug('errored', url);
23
- stream.error(it);
24
- };
25
- socket.onclose = () => {
26
- debug('closed', url);
27
- clearInterval(interval);
28
- stream.error();
29
- };
30
- socket.onopen = () => {
31
- debug('opened', url);
32
- isAlive = true;
33
- interval = setInterval(() => {
34
- if (isAlive) {
35
- isAlive = false;
36
-
37
- socket.ping();
38
- } else {
39
- socket.terminate();
40
- clearInterval(interval);
41
- }
42
- }, options.pingInterval);
43
-
44
- socket.on('pong', () => {
45
- isAlive = true;
46
- });
47
-
48
- socket.on('ping', () => {
49
- isAlive = true;
50
- socket.pong();
51
- });
52
- };
53
-
54
- return () => {
55
- socket.terminate();
56
- clearInterval(interval);
57
- };
58
- });
59
-
60
- return [message, (message: unknown) => JSON.stringify(message)];
61
- }
@@ -1,46 +0,0 @@
1
- import { makeTestModule } from '@lib/make-test-module';
2
-
3
- import { instrumentOf, InstrumentSelector } from './instrument';
4
- import { withMemo } from './with-memo';
5
-
6
- describe(withMemo.name, () => {
7
- let fixtures: Awaited<ReturnType<typeof getFixtures>>;
8
-
9
- beforeEach(async () => {
10
- fixtures = await getFixtures();
11
- });
12
-
13
- test('memorize same values for same arguments', () => {
14
- const { act, getValue } = fixtures;
15
-
16
- act(() => {
17
- const value1 = getValue(instrumentOf('binance:btc-usdt'));
18
- const value2 = getValue(instrumentOf('binance:btc-usdt'));
19
-
20
- expect(Object.is(value1, value2)).toBeTruthy();
21
- });
22
- });
23
-
24
- test('memorize different values for different arguments', () => {
25
- const { act, getValue } = fixtures;
26
-
27
- act(() => {
28
- const value1 = getValue(instrumentOf('binance:btc-usdt'));
29
- const value2 = getValue(instrumentOf('binance:btc-busd'));
30
-
31
- expect(value1).toEqual('binance:btc-usdt');
32
- expect(value2).toEqual('binance:btc-busd');
33
- });
34
- });
35
- });
36
-
37
- async function getFixtures() {
38
- const { act } = await makeTestModule([]);
39
-
40
- const getValue = withMemo((instrument: InstrumentSelector) => instrument.id);
41
-
42
- return {
43
- act,
44
- getValue: act(() => (instrument: InstrumentSelector) => getValue(instrument))
45
- };
46
- }
package/src/with-memo.ts DELETED
@@ -1,33 +0,0 @@
1
- import { isObservable, Observable, shareReplay } from 'rxjs';
2
- import { v4 } from 'uuid';
3
-
4
- import { throwWithContext } from './module';
5
- import { asReadonly } from './operators';
6
- import { dependency } from './use-hash';
7
- import { useMemo } from './use-memo';
8
-
9
- export function withMemo<T extends Array<dependency>, U>(
10
- fn: (...args: T) => U
11
- ): (...args: T) => U;
12
- export function withMemo<T extends Array<dependency>, U>(
13
- fn: (...args: T) => Observable<U>
14
- ): (...args: T) => Observable<U>;
15
-
16
- export function withMemo<T extends Array<dependency>, U>(
17
- fn: (...args: T) => U | Observable<U>
18
- ): (...args: T) => U | Observable<U> {
19
- throwWithContext();
20
-
21
- const uniqueId = v4();
22
-
23
- return (...args: T): U | Observable<U> =>
24
- useMemo(() => {
25
- const value = fn(...args);
26
-
27
- if (isObservable(value)) {
28
- return value.pipe(asReadonly(), shareReplay(1));
29
- }
30
-
31
- return value;
32
- }, [uniqueId, ...args]);
33
- }