@quantform/core 0.7.22 → 0.7.25

package/lib/asset/asset.spec.js

@@ -1,54 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const component_1 = require("../component");
-const shared_1 = require("../shared");
-describe(component_1.Asset.name, () => {
-    test('should construct a new asset', () => {
-        const sut = new component_1.Asset('abc', 'xyz', 4);
-        expect(sut.name).toEqual('abc');
-        expect(sut.adapterName).toEqual('xyz');
-        expect(sut.scale).toEqual(4);
-        expect(sut.tickSize).toEqual((0, shared_1.d)(0.0001));
-        expect(sut.floor((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1234));
-        expect(sut.ceil((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1235));
-        expect(sut.id).toEqual('xyz:abc');
-    });
-    test('should throw for missing asset name', () => {
-        const fn = () => new component_1.Asset('xyz', '', 5);
-        expect(fn).toThrowError();
-    });
-    test('should throw for missing adapter name', () => {
-        const fn = () => new component_1.Asset('', 'xyz', 5);
-        expect(fn).toThrowError();
-    });
-});
-describe(component_1.AssetSelector.name, () => {
-    test('should construct a new asset selector from unified string', () => {
-        const sut = (0, component_1.assetOf)('xyz:abc');
-        expect(sut.name).toEqual('abc');
-        expect(sut.adapterName).toEqual('xyz');
-        expect(sut.id).toEqual('xyz:abc');
-    });
-    test('should instantiate proper asset selector capital case', () => {
-        const sut = (0, component_1.assetOf)('XYZ:ABC');
-        expect(sut.name).toEqual('abc');
-        expect(sut.adapterName).toEqual('xyz');
-        expect(sut.id).toEqual('xyz:abc');
-    });
-    test('should throw invalid format message for missing separator', () => {
-        const fn = () => (0, component_1.assetOf)('xyzabc');
-        expect(fn).toThrowError();
-    });
-    test('should throw for multiple separators', () => {
-        const fn = () => (0, component_1.assetOf)('xyz:abc:');
-        expect(fn).toThrowError();
-    });
-    test('should throw for missing asset name', () => {
-        const fn = () => (0, component_1.assetOf)('xyz:');
-        expect(fn).toThrowError();
-    });
-    test('should throw for missing adapter name', () => {
-        const fn = () => (0, component_1.assetOf)(':abc');
-        expect(fn).toThrowError();
-    });
-});

package/lib/asset/index.d.ts

@@ -1,2 +0,0 @@
-export * from '../asset/asset';
-//# sourceMappingURL=index.d.ts.map

package/lib/asset/index.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/asset/index.ts"],"names":[],"mappings":"AAAA,cAAc,kBAAkB,CAAC"}

package/lib/asset/index.js

@@ -1,17 +0,0 @@
-"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 __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("../asset/asset"), exports);

package/lib/component/distinct-until-timesamp-changed.d.ts

@@ -1,5 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function distinctUntilTimestampChanged<T extends {
-    timestamp: number;
-}>(): (stream: Observable<T>) => Observable<T>;
-//# sourceMappingURL=distinct-until-timesamp-changed.d.ts.map

package/lib/component/distinct-until-timesamp-changed.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"distinct-until-timesamp-changed.d.ts","sourceRoot":"","sources":["../../src/component/distinct-until-timesamp-changed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,UAAU,EAAO,MAAM,MAAM,CAAC;AAE/C,wBAAgB,6BAA6B,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,cAG3D,WAAW,CAAC,CAAC,mBAK9B"}

package/lib/component/distinct-until-timesamp-changed.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.distinctUntilTimestampChanged = void 0;
-const rxjs_1 = require("rxjs");
-function distinctUntilTimestampChanged() {
-    let prevTimestamp;
-    return (stream) => stream.pipe((0, rxjs_1.filter)(it => prevTimestamp === undefined || it.timestamp > prevTimestamp), (0, rxjs_1.tap)(it => (prevTimestamp = it.timestamp)));
-}
-exports.distinctUntilTimestampChanged = distinctUntilTimestampChanged;

package/lib/component/error.d.ts

@@ -1,17 +0,0 @@
-import { decimal } from '../shared';
-export declare class InsufficientFundsError extends Error {
-    constructor(assetName: string, requiredAmount: decimal, availableAmount: decimal);
-}
-export declare class InvalidArgumentsError extends Error {
-    constructor(argName: Record<string, unknown>);
-}
-export declare class InvalidAssetSelectorError extends Error {
-    constructor(selector: string);
-}
-export declare class InvalidInstrumentSelectorError extends Error {
-    constructor(selector: string);
-}
-export declare class AdapterMismatchError extends Error {
-    constructor();
-}
-//# sourceMappingURL=error.d.ts.map

package/lib/component/error.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/component/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAEtC,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,SAAS,EAAE,MAAM,EAAE,cAAc,EAAE,OAAO,EAAE,eAAe,EAAE,OAAO;CAKjF;AAED,qBAAa,qBAAsB,SAAQ,KAAK;gBAClC,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC;CAG7C;AAED,qBAAa,yBAA0B,SAAQ,KAAK;gBACtC,QAAQ,EAAE,MAAM;CAG7B;AACD,qBAAa,8BAA+B,SAAQ,KAAK;gBAC3C,QAAQ,EAAE,MAAM;CAG7B;AAED,qBAAa,oBAAqB,SAAQ,KAAK;;CAI9C"}

package/lib/component/error.js

@@ -1,33 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.AdapterMismatchError = exports.InvalidInstrumentSelectorError = exports.InvalidAssetSelectorError = exports.InvalidArgumentsError = exports.InsufficientFundsError = void 0;
-class InsufficientFundsError extends Error {
-    constructor(assetName, requiredAmount, availableAmount) {
-        super(`insufficient funds of ${assetName} has: ${availableAmount.toString()} requires: ${requiredAmount.toString()}`);
-    }
-}
-exports.InsufficientFundsError = InsufficientFundsError;
-class InvalidArgumentsError extends Error {
-    constructor(argName) {
-        super(`invalid arguments: ${argName}`);
-    }
-}
-exports.InvalidArgumentsError = InvalidArgumentsError;
-class InvalidAssetSelectorError extends Error {
-    constructor(selector) {
-        super(`invalid asset selector: ${selector}`);
-    }
-}
-exports.InvalidAssetSelectorError = InvalidAssetSelectorError;
-class InvalidInstrumentSelectorError extends Error {
-    constructor(selector) {
-        super(`invalid instrument selector: ${selector}`);
-    }
-}
-exports.InvalidInstrumentSelectorError = InvalidInstrumentSelectorError;
-class AdapterMismatchError extends Error {
-    constructor() {
-        super('adapters must be the same');
-    }
-}
-exports.AdapterMismatchError = AdapterMismatchError;

package/lib/component/index.d.ts

@@ -1,8 +0,0 @@
-export * from '../asset';
-export * from '../component/error';
-export * from '../component/ohlc';
-export * from '../component/ohlc-operator';
-export * from '../instrument';
-export * from '../component/timeframe';
-export * from '../component/distinct-until-timesamp-changed';
-//# sourceMappingURL=index.d.ts.map

package/lib/component/index.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/component/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,sBAAsB,CAAC;AACrC,cAAc,qBAAqB,CAAC;AACpC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,iBAAiB,CAAC;AAChC,cAAc,0BAA0B,CAAC;AACzC,cAAc,gDAAgD,CAAC"}

package/lib/component/index.js

@@ -1,23 +0,0 @@
-"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 __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("../asset"), exports);
-__exportStar(require("../component/error"), exports);
-__exportStar(require("../component/ohlc"), exports);
-__exportStar(require("../component/ohlc-operator"), exports);
-__exportStar(require("../instrument"), exports);
-__exportStar(require("../component/timeframe"), exports);
-__exportStar(require("../component/distinct-until-timesamp-changed"), exports);

package/lib/component/ohlc-operator.d.ts

@@ -1,11 +0,0 @@
-import { Observable } from 'rxjs';
-import { Ohlc } from '../component';
-import { decimal } from '../shared';
-export declare function ohlc<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => decimal, candleToStartWith?: Ohlc): (source: Observable<T>) => Observable<Ohlc>;
-export declare function mergeOhlc<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => decimal, history$: Observable<Ohlc>): (source$: Observable<T>) => Observable<Ohlc>;
-export declare function ohlcCompleted(): (source: Observable<Ohlc>) => Observable<Ohlc>;
-//# sourceMappingURL=ohlc-operator.d.ts.map

package/lib/component/ohlc-operator.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"ohlc-operator.d.ts","sourceRoot":"","sources":["../../src/component/ohlc-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,IAAI,EAAM,MAAM,gBAAgB,CAAC;AAC1C,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAsBtC,wBAAgB,IAAI,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EAClD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,iBAAiB,CAAC,EAAE,IAAI,YAEC,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAmC1D;AAED,wBAAgB,SAAS,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACvD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,QAAQ,EAAE,UAAU,CAAC,IAAI,CAAC,aAEA,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAY3D;AAED,wBAAgB,aAAa,IAAI,CAAC,MAAM,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,UAAU,CAAC,IAAI,CAAC,CAwB9E"}

package/lib/component/ohlc-operator.js

@@ -1,69 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.ohlcCompleted = exports.mergeOhlc = exports.ohlc = void 0;
-const rxjs_1 = require("rxjs");
-const component_1 = require("../component");
-function aggregate(candle, timeframe, value, timestamp) {
-    const frame = (0, component_1.tf)(timestamp, timeframe);
-    if (!candle) {
-        return new component_1.Ohlc(frame, value, value, value, value);
-    }
-    if (candle.timestamp === frame) {
-        candle.apply(value);
-        return undefined;
-    }
-    else {
-        return new component_1.Ohlc(frame, candle.close, value, value, value);
-    }
-}
-function ohlc(timeframe, fn, candleToStartWith) {
-    return function (source) {
-        let candle = candleToStartWith;
-        return source.pipe((0, rxjs_1.map)(it => {
-            const newCandle = aggregate(candle, timeframe, fn(it), it.timestamp);
-            if (newCandle) {
-                const prevCandle = candle;
-                candle = newCandle;
-                if (candleToStartWith && candleToStartWith.timestamp < newCandle.timestamp) {
-                    candleToStartWith = undefined;
-                    if (prevCandle) {
-                        return [prevCandle, candle];
-                    }
-                    return [candle];
-                }
-            }
-            if (candleToStartWith) {
-                candleToStartWith = undefined;
-            }
-            if (candle) {
-                return [candle];
-            }
-            return [];
-        }), (0, rxjs_1.mergeMap)(it => it), (0, rxjs_1.share)());
-    };
-}
-exports.ohlc = ohlc;
-function mergeOhlc(timeframe, fn, history$) {
-    return function (source$) {
-        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), history$.pipe((0, rxjs_1.last)(), (0, rxjs_1.switchMap)(lastHistoricalCandle => source$.pipe(ohlc(timeframe, fn, lastHistoricalCandle))), (0, rxjs_1.share)()));
-    };
-}
-exports.mergeOhlc = mergeOhlc;
-function ohlcCompleted() {
-    let currCandle;
-    return (source) => source.pipe((0, rxjs_1.map)(it => {
-        if (!currCandle) {
-            currCandle = it;
-            return undefined;
-        }
-        else {
-            if (currCandle.timestamp !== it.timestamp) {
-                const prevCandle = currCandle;
-                currCandle = it;
-                return prevCandle;
-            }
-            return undefined;
-        }
-    }), (0, rxjs_1.filter)(it => it !== undefined), (0, rxjs_1.share)());
-}
-exports.ohlcCompleted = ohlcCompleted;

package/lib/component/ohlc-operator.spec.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=ohlc-operator.spec.d.ts.map

package/lib/component/ohlc-operator.spec.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"ohlc-operator.spec.d.ts","sourceRoot":"","sources":["../../src/component/ohlc-operator.spec.ts"],"names":[],"mappings":""}

package/lib/component/ohlc-operator.spec.js

@@ -1,110 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const component_1 = require("../component");
-const shared_1 = require("../shared");
-describe(component_1.ohlc.name, () => {
-    test('should aggregate and pipe ohlc updates', done => {
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 1, rate: (0, shared_1.d)(1) },
-            { timestamp: 2, rate: (0, shared_1.d)(2) },
-            { timestamp: 3, rate: (0, shared_1.d)(3) },
-            { timestamp: 4, rate: shared_1.d.Zero },
-            { timestamp: 5, rate: (0, shared_1.d)(7) },
-            { timestamp: 6, rate: (0, shared_1.d)(8) }
-        ]);
-        const output = [
-            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1)),
-            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(2), (0, shared_1.d)(1), (0, shared_1.d)(2)),
-            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), (0, shared_1.d)(1), (0, shared_1.d)(3)),
-            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero),
-            new component_1.Ohlc(5, shared_1.d.Zero, (0, shared_1.d)(7), (0, shared_1.d)(7), (0, shared_1.d)(7)),
-            new component_1.Ohlc(5, shared_1.d.Zero, (0, shared_1.d)(8), (0, shared_1.d)(7), (0, shared_1.d)(8))
-        ].reverse();
-        input$.pipe((0, component_1.ohlc)(5, it => it.rate)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-});
-describe(component_1.ohlcCompleted.name, () => {
-    test('should aggregate and pipe distinct completed ohlc', done => {
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 1, rate: (0, shared_1.d)(1) },
-            { timestamp: 2, rate: (0, shared_1.d)(2) },
-            { timestamp: 3, rate: (0, shared_1.d)(3) },
-            { timestamp: 4, rate: shared_1.d.Zero },
-            { timestamp: 5, rate: (0, shared_1.d)(7) },
-            { timestamp: 6, rate: (0, shared_1.d)(8) }
-        ]);
-        input$
-            .pipe((0, component_1.ohlc)(5, it => it.rate), (0, component_1.ohlcCompleted)())
-            .subscribe({
-            next: it => {
-                expect(it).toEqual(new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero));
-                done();
-            }
-        });
-    });
-});
-describe(component_1.mergeOhlc.name, () => {
-    test('should pipe and merge ohlc from history', done => {
-        const history$ = (0, rxjs_1.from)([
-            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 3, rate: (0, shared_1.d)(5) },
-            { timestamp: 4, rate: (0, shared_1.d)(3) },
-            { timestamp: 5, rate: (0, shared_1.d)(4) }
-        ]);
-        const output = [
-            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(5), (0, shared_1.d)(2.5), (0, shared_1.d)(5)),
-            new component_1.Ohlc(4, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
-            new component_1.Ohlc(5, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
-        ].reverse();
-        input$.pipe((0, component_1.mergeOhlc)(1, it => it.rate, history$)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-    test('should pipe and not merge ohlc from history', done => {
-        const history$ = (0, rxjs_1.from)([
-            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 4, rate: (0, shared_1.d)(5) },
-            { timestamp: 5, rate: (0, shared_1.d)(3) },
-            { timestamp: 6, rate: (0, shared_1.d)(4) }
-        ]);
-        const output = [
-            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4)),
-            new component_1.Ohlc(4, (0, shared_1.d)(4), (0, shared_1.d)(5), (0, shared_1.d)(5), (0, shared_1.d)(5)),
-            new component_1.Ohlc(5, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
-            new component_1.Ohlc(6, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
-        ].reverse();
-        input$.pipe((0, component_1.mergeOhlc)(1, it => it.rate, history$)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-});

package/lib/component/ohlc.d.ts

@@ -1,12 +0,0 @@
-import { decimal, timestamp } from '../shared';
-export declare class Ohlc {
-    timestamp: timestamp;
-    open: decimal;
-    high: decimal;
-    low: decimal;
-    close: decimal;
-    volume?: decimal | undefined;
-    constructor(timestamp: timestamp, open: decimal, high: decimal, low: decimal, close: decimal, volume?: decimal | undefined);
-    apply(value: decimal): void;
-}
-//# sourceMappingURL=ohlc.d.ts.map

package/lib/component/ohlc.d.ts.map

@@ -1 +0,0 @@
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package/lib/component/ohlc.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Ohlc = void 0;
-const shared_1 = require("../shared");
-class Ohlc {
-    constructor(timestamp, open, high, low, close, volume) {
-        this.timestamp = timestamp;
-        this.open = open;
-        this.high = high;
-        this.low = low;
-        this.close = close;
-        this.volume = volume;
-    }
-    apply(value) {
-        this.high = shared_1.decimal.max(this.high, value);
-        this.low = shared_1.decimal.min(this.low, value);
-        this.close = value;
-    }
-}
-exports.Ohlc = Ohlc;

package/lib/component/ohlc.spec.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=ohlc.spec.d.ts.map

package/lib/component/ohlc.spec.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"ohlc.spec.d.ts","sourceRoot":"","sources":["../../src/component/ohlc.spec.ts"],"names":[],"mappings":""}

package/lib/component/ohlc.spec.js

@@ -1,25 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const component_1 = require("../component");
-const shared_1 = require("../shared");
-describe('Ohlc', () => {
-    test('should construct a ohlc', () => {
-        const timestamp = (0, shared_1.now)();
-        const sut = new component_1.Ohlc(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
-        expect(sut.timestamp).toEqual(timestamp);
-        expect(sut.open).toEqual((0, shared_1.d)(2));
-        expect(sut.high).toEqual((0, shared_1.d)(4));
-        expect(sut.low).toEqual((0, shared_1.d)(1));
-        expect(sut.close).toEqual((0, shared_1.d)(3));
-    });
-    test('should modify a ohlc', () => {
-        const timestamp = (0, shared_1.now)();
-        const sut = new component_1.Ohlc(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
-        sut.apply((0, shared_1.d)(10));
-        expect(sut.timestamp).toEqual(timestamp);
-        expect(sut.open).toEqual((0, shared_1.d)(2));
-        expect(sut.high).toEqual((0, shared_1.d)(10));
-        expect(sut.low).toEqual((0, shared_1.d)(1));
-        expect(sut.close).toEqual((0, shared_1.d)(10));
-    });
-});

package/lib/component/timeframe.d.ts

@@ -1,15 +0,0 @@
-export declare class Timeframe {
-    static S1: number;
-    static M1: number;
-    static M5: number;
-    static M15: number;
-    static M30: number;
-    static H1: number;
-    static H4: number;
-    static H6: number;
-    static H12: number;
-    static D1: number;
-    static W1: number;
-}
-export declare function tf(timestamp: number, timeframe: number): number;
-//# sourceMappingURL=timeframe.d.ts.map

package/lib/component/timeframe.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"timeframe.d.ts","sourceRoot":"","sources":["../../src/component/timeframe.ts"],"names":[],"mappings":"AAAA,qBAAa,SAAS;IACpB,MAAM,CAAC,EAAE,SAAQ;IACjB,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,GAAG,SAAoB;IAC9B,MAAM,CAAC,GAAG,SAAqB;IAC/B,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,GAAG,SAAoB;IAC9B,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;CAC9B;AAED,wBAAgB,EAAE,CAAC,SAAS,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM,CAE/D"}

package/lib/component/timeframe.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.tf = exports.Timeframe = void 0;
-class Timeframe {
-}
-Timeframe.S1 = 1000;
-Timeframe.M1 = Timeframe.S1 * 60;
-Timeframe.M5 = Timeframe.M1 * 5;
-Timeframe.M15 = Timeframe.M5 * 3;
-Timeframe.M30 = Timeframe.M15 * 2;
-Timeframe.H1 = Timeframe.M30 * 2;
-Timeframe.H4 = Timeframe.H1 * 4;
-Timeframe.H6 = Timeframe.H1 * 6;
-Timeframe.H12 = Timeframe.H6 * 2;
-Timeframe.D1 = Timeframe.H12 * 2;
-Timeframe.W1 = Timeframe.D1 * 7;
-exports.Timeframe = Timeframe;
-function tf(timestamp, timeframe) {
-    return timestamp - (timestamp % timeframe);
-}
-exports.tf = tf;

package/lib/core.d.ts

@@ -1,3 +0,0 @@
-import { Dependency } from './module';
-export declare function core(): Dependency[];
-//# sourceMappingURL=core.d.ts.map

package/lib/core.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"core.d.ts","sourceRoot":"","sources":["../src/core.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAQzC,wBAAgB,IAAI,IAAI,UAAU,EAAE,CAOnC"}

package/lib/core.js

@@ -1,17 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.core = void 0;
-const use_memo_1 = require("./use-memo");
-const storage_1 = require("./storage");
-const use_storage_factory_1 = require("./storage/use-storage-factory");
-const use_execution_mode_1 = require("./use-execution-mode");
-const use_logger_1 = require("./use-logger");
-function core() {
-    return [
-        use_memo_1.useMemo.options(),
-        (0, use_logger_1.logger)(new use_logger_1.ConsoleLoggerFactory()),
-        use_execution_mode_1.useExecutionMode.paperOptions({ recording: false }),
-        use_storage_factory_1.useStorageFactory.options(new storage_1.InMemoryStorageFactory())
-    ];
-}
-exports.core = core;

package/lib/instrument/commission/commission.d.ts

@@ -1,16 +0,0 @@
-import { decimal } from '../../shared';
-export declare class Commission {
-    readonly makerRate: decimal;
-    readonly takerRate: decimal;
-    static readonly Zero: Commission;
-    constructor(makerRate: decimal, takerRate: decimal);
-    calculateMakerFee(value: decimal): import("decimal.js").default;
-    calculateTakerFee(value: decimal): import("decimal.js").default;
-    applyMakerFee(value: decimal): decimal;
-    applyTakerFee(value: decimal): decimal;
-}
-export declare function commissionPercentOf(fees: {
-    maker: decimal;
-    taker: decimal;
-}): Commission;
-//# sourceMappingURL=commission.d.ts.map

package/lib/instrument/commission/commission.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../../src/instrument/commission/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,qBAAa,UAAU;IAGT,QAAQ,CAAC,SAAS,EAAE,OAAO;IAAE,QAAQ,CAAC,SAAS,EAAE,OAAO;IAFpE,MAAM,CAAC,QAAQ,CAAC,IAAI,aAAyD;gBAExD,SAAS,EAAE,OAAO,EAAW,SAAS,EAAE,OAAO;IAEpE,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;IAItC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;CAGvC;AAED,wBAAgB,mBAAmB,CAAC,IAAI,EAAE;IAAE,KAAK,EAAE,OAAO,CAAC;IAAC,KAAK,EAAE,OAAO,CAAA;CAAE,cAE3E"}

package/lib/instrument/commission/commission.js

@@ -1,28 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.commissionPercentOf = exports.Commission = void 0;
-const shared_1 = require("../../shared");
-class Commission {
-    constructor(makerRate, takerRate) {
-        this.makerRate = makerRate;
-        this.takerRate = takerRate;
-    }
-    calculateMakerFee(value) {
-        return value.mul(this.makerRate);
-    }
-    calculateTakerFee(value) {
-        return value.mul(this.takerRate);
-    }
-    applyMakerFee(value) {
-        return value.minus(this.calculateMakerFee(value));
-    }
-    applyTakerFee(value) {
-        return value.minus(this.calculateTakerFee(value));
-    }
-}
-Commission.Zero = commissionPercentOf({ maker: shared_1.d.Zero, taker: shared_1.d.Zero });
-exports.Commission = Commission;
-function commissionPercentOf(fees) {
-    return new Commission(fees.maker.div(100.0), fees.taker.div(100.0));
-}
-exports.commissionPercentOf = commissionPercentOf;

package/lib/instrument/commission/commission.spec.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=commission.spec.d.ts.map

package/lib/instrument/commission/commission.spec.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"commission.spec.d.ts","sourceRoot":"","sources":["../../../src/instrument/commission/commission.spec.ts"],"names":[],"mappings":""}

package/lib/instrument/commission/commission.spec.js

@@ -1,30 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const shared_1 = require("../../shared");
-const commission_1 = require("./commission");
-describe(commission_1.Commission.name, () => {
-    test('should construct a Commission', () => {
-        const sut = (0, commission_1.commissionPercentOf)({
-            maker: (0, shared_1.d)(0.1),
-            taker: (0, shared_1.d)(0.2)
-        });
-        expect(sut.makerRate).toEqual((0, shared_1.d)(0.001));
-        expect(sut.takerRate).toEqual((0, shared_1.d)(0.002));
-    });
-    test('should calculate a maker fee', () => {
-        const sut = (0, commission_1.commissionPercentOf)({
-            maker: (0, shared_1.d)(0.1),
-            taker: (0, shared_1.d)(0.2)
-        });
-        expect(sut.calculateMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(2));
-        expect(sut.applyMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1998));
-    });
-    test('should calculate a taker fee', () => {
-        const sut = (0, commission_1.commissionPercentOf)({
-            maker: (0, shared_1.d)(0.1),
-            taker: (0, shared_1.d)(0.2)
-        });
-        expect(sut.calculateTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(4));
-        expect(sut.applyTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1996));
-    });
-});

package/lib/instrument/index.d.ts

@@ -1,3 +0,0 @@
-export * from '../instrument/instrument';
-export * from '../instrument/commission/commission';
-//# sourceMappingURL=index.d.ts.map

package/lib/instrument/index.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/instrument/index.ts"],"names":[],"mappings":"AAAA,cAAc,4BAA4B,CAAC;AAC3C,cAAc,uCAAuC,CAAC"}