@quantform/sqlite 0.4.11 → 0.5.15

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 (16) hide show
  1. package/dist/index.js +5 -1
  2. package/dist/index.js.map +1 -1
  3. package/dist/sqlite-feed.spec.js +28 -29
  4. package/dist/sqlite-feed.spec.js.map +1 -1
  5. package/dist/sqlite-measurement.spec.js +5 -5
  6. package/dist/sqlite-measurement.spec.js.map +1 -1
  7. package/dist/sqlite-storage.d.ts +2 -3
  8. package/dist/sqlite-storage.js +7 -11
  9. package/dist/sqlite-storage.js.map +1 -1
  10. package/dist/tsconfig.tsbuildinfo +1 -1
  11. package/{jestconfig.unit.json → jestconfig.json} +0 -0
  12. package/package.json +15 -17
  13. package/src/sqlite-feed.spec.ts +103 -34
  14. package/src/sqlite-measurement.spec.ts +7 -7
  15. package/src/sqlite-storage.ts +8 -16
  16. package/jestconfig.integration.json +0 -12
package/dist/index.js CHANGED
@@ -1,7 +1,11 @@
1
1
  "use strict";
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  var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
3
  if (k2 === undefined) k2 = k;
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- Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
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+ var desc = Object.getOwnPropertyDescriptor(m, k);
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+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
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+ desc = { enumerable: true, get: function() { return m[k]; } };
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+ }
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+ Object.defineProperty(o, k2, desc);
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  }) : (function(o, m, k, k2) {
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  if (k2 === undefined) k2 = k;
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  o[k2] = m[k];
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,mDAAiC"}
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+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,mDAAiC"}
package/dist/sqlite-feed.spec.js CHANGED
@@ -12,9 +12,9 @@ describe('sqlite feed tests', () => {
12
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  }
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  });
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  test('should create db file in user directory', async () => {
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- const feed = (0, sqlite_storage_1.SQLiteFeed)(dbName);
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+ const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
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  const input = [
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- new core_1.TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063)
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+ new core_1.Candle(1616175004063, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 1.12345678)
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  ];
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  await feed.save(instrument, input);
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  const output = await feed.query(instrument, {
@@ -25,11 +25,11 @@ describe('sqlite feed tests', () => {
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  expect(output.length).toBe(1);
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  });
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  test('should insert multiple rows', async () => {
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- const feed = (0, sqlite_storage_1.SQLiteFeed)(dbName);
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+ const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
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  const input = [
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- new core_1.TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
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- new core_1.TradePatchEvent(instrument, 1234.56789, 2.12345678, 1616221874143),
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- new core_1.TradePatchEvent(instrument, 1234.56789, 3.12345678, 1616234152108)
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+ new core_1.Candle(1616175004063, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 1.12345678),
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+ new core_1.Candle(1616221874143, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 2.12345678),
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+ new core_1.Candle(1616234152108, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 3.12345678)
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  ];
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  await feed.save(instrument, input);
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  const output = await feed.query(instrument, {
@@ -39,18 +39,17 @@ describe('sqlite feed tests', () => {
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  });
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  expect(output.length).toBe(3);
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  for (let i = 0; i < 3; i++) {
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- expect(output[i]['instrument']).toBe(input[i].instrument);
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  expect(output[i].timestamp).toBe(input[i].timestamp);
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- expect(output[i]['rate']).toBe(input[i].rate);
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- expect(output[i]['quantity']).toBe(input[i].quantity);
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+ expect(output[i].open).toBe(input[i].open);
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+ expect(output[i].volume).toBe(input[i].volume);
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  }
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  });
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  test('should limit result', async () => {
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- const feed = (0, sqlite_storage_1.SQLiteFeed)(dbName);
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+ const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
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  const input = [
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- new core_1.TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
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- new core_1.TradePatchEvent(instrument, 1234.56789, 2.12345678, 1616221874143),
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- new core_1.TradePatchEvent(instrument, 1234.56789, 3.12345678, 1616234152108)
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+ new core_1.Candle(1616175004063, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 1.12345678),
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+ new core_1.Candle(1616221874143, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 2.12345678),
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+ new core_1.Candle(1616234152108, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 3.12345678)
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  ];
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  await feed.save(instrument, input);
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  const output = await feed.query(instrument, {
@@ -63,11 +62,11 @@ describe('sqlite feed tests', () => {
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  expect(output[1].timestamp).toBe(input[1].timestamp);
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  });
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  test('should override duplicated rows', async () => {
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- const feed = (0, sqlite_storage_1.SQLiteFeed)(dbName);
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+ const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
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  await feed.save(instrument, [
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- new core_1.TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
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- new core_1.TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
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- new core_1.TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063)
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+ new core_1.Candle(1616175004063, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 1.12345678),
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+ new core_1.Candle(1616175004063, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 1.12345678),
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+ new core_1.Candle(1616175004063, 1234.56789, 1234.56789, 1234.56789, 1234.56789, 1.12345678)
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  ]);
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  const result = await feed.query(instrument, {
73
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  from: 1616175004062,
@@ -77,16 +76,16 @@ describe('sqlite feed tests', () => {
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  expect(result.length).toBe(1);
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  });
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  test('should patch a store with events', done => {
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- const feed = (0, sqlite_storage_1.SQLiteFeed)(dbName);
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+ const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
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  const store = new core_1.Store();
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- store.snapshot.universe.instrument[instrument.toString()] = instrument;
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- store.snapshot.subscription.instrument[instrument.toString()] = instrument;
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+ store.snapshot.universe.instrument.upsert(instrument);
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+ store.snapshot.subscription.instrument.upsert(instrument);
84
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  const streamer = new core_1.BacktesterStreamer(store, feed, {
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  from: 0,
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  to: 10
87
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  }, {
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  onBacktestCompleted: () => {
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- const trade = store.snapshot.trade[instrument.toString()];
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+ const trade = store.snapshot.trade.get(instrument.id);
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  expect(trade.timestamp).toEqual(8);
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  expect(trade.rate).toEqual(8);
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  expect(trade.quantity).toEqual(8);
@@ -96,14 +95,14 @@ describe('sqlite feed tests', () => {
96
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  });
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  feed
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  .save(instrument, [
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- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 1, 1, 1, 1, 1, 1),
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- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 2, 2, 2, 2, 2, 2),
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- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 3, 3, 3, 3, 3, 3),
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- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 4, 4, 4, 4, 4, 4),
103
- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 5, 5, 5, 5, 5, 5),
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- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 6, 6, 6, 6, 6, 6),
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- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 7, 7, 7, 7, 7, 7),
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- new core_1.CandleEvent(instrument, core_1.Timeframe.M1, 8, 8, 8, 8, 8, 8)
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+ new core_1.Candle(1, 1, 1, 1, 1, 1),
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+ new core_1.Candle(2, 2, 2, 2, 2, 2),
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+ new core_1.Candle(3, 3, 3, 3, 3, 3),
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+ new core_1.Candle(4, 4, 4, 4, 4, 4),
102
+ new core_1.Candle(5, 5, 5, 5, 5, 5),
103
+ new core_1.Candle(6, 6, 6, 6, 6, 6),
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+ new core_1.Candle(7, 7, 7, 7, 7, 7),
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+ new core_1.Candle(8, 8, 8, 8, 8, 8)
107
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  ])
108
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  .then(() => {
109
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  streamer.subscribe(instrument);
package/dist/sqlite-feed.spec.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/sqlite-measurement.spec.js CHANGED
@@ -1,5 +1,6 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
+ const core_1 = require("@quantform/core");
3
4
  const fs_1 = require("fs");
4
5
  const sqlite_storage_1 = require("./sqlite-storage");
5
6
  describe('sqlite measurement tests', () => {
@@ -15,7 +16,7 @@ describe('sqlite measurement tests', () => {
15
16
  }
16
17
  });
17
18
  test('should return empty array for unknown session', async () => {
18
- const measurement = (0, sqlite_storage_1.SQLiteMeasurement)(dbName);
19
+ const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
19
20
  const measure = await measurement.query(0, {
20
21
  from: 0,
21
22
  count: 100
@@ -23,7 +24,7 @@ describe('sqlite measurement tests', () => {
23
24
  expect(measure).toEqual([]);
24
25
  });
25
26
  test('should list written sessions', async () => {
26
- const measurement = (0, sqlite_storage_1.SQLiteMeasurement)(dbName);
27
+ const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
27
28
  await measurement.save(1, [...Array(10).keys()].map(it => ({
28
29
  timestamp: it + 1,
29
30
  kind: 'spread',
@@ -40,14 +41,13 @@ describe('sqlite measurement tests', () => {
40
41
  expect(index[1]).toBe(2);
41
42
  });
42
43
  test('should read and write measurement', async () => {
43
- const measurement = (0, sqlite_storage_1.SQLiteMeasurement)(dbName);
44
+ const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
44
45
  const session = 1;
45
46
  await measurement.save(session, [...Array(10).keys()].map(it => ({
46
47
  timestamp: it + 1,
47
48
  kind: 'spread',
48
49
  payload: { value: it + 1 }
49
50
  })));
50
- const index = await measurement.index();
51
51
  const after = await measurement.query(session, {
52
52
  from: 5,
53
53
  count: 100
@@ -78,7 +78,7 @@ describe('sqlite measurement tests', () => {
78
78
  expect(before[2].payload.value).toBe(3);
79
79
  });
80
80
  test('should read and write specific measurement (state)', async () => {
81
- const measurement = (0, sqlite_storage_1.SQLiteMeasurement)(dbName);
81
+ const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
82
82
  const session = 1;
83
83
  await measurement.save(session, [
84
84
  {
package/dist/sqlite-measurement.spec.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/sqlite-storage.d.ts CHANGED
@@ -1,5 +1,6 @@
1
- import { Feed, Measurement, Storage, StorageDocument, StorageQueryOptions } from '@quantform/core';
1
+ import { Storage, StorageDocument, StorageFactory, StorageQueryOptions } from '@quantform/core';
2
2
  import { Database } from 'better-sqlite3';
3
+ export declare function sqlite(directory?: string): StorageFactory;
3
4
  export declare class SQLiteStorage implements Storage {
4
5
  private readonly filename;
5
6
  protected connection: Database;
@@ -10,5 +11,3 @@ export declare class SQLiteStorage implements Storage {
10
11
  query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
11
12
  save(library: string, documents: StorageDocument[]): Promise<void>;
12
13
  }
13
- export declare function SQLiteFeed(filename?: string): Feed;
14
- export declare function SQLiteMeasurement(filename?: string): Measurement;
package/dist/sqlite-storage.js CHANGED
@@ -1,10 +1,14 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.SQLiteMeasurement = exports.SQLiteFeed = exports.SQLiteStorage = void 0;
3
+ exports.SQLiteStorage = exports.sqlite = void 0;
4
4
  const core_1 = require("@quantform/core");
5
+ const bettersqlite3 = require("better-sqlite3");
5
6
  const fs_1 = require("fs");
6
7
  const path_1 = require("path");
7
- const bettersqlite3 = require('better-sqlite3');
8
+ function sqlite(directory) {
9
+ return (type) => new SQLiteStorage((0, path_1.join)(directory !== null && directory !== void 0 ? directory : (0, core_1.workingDirectory)(), `/${type}.sqlite`));
10
+ }
11
+ exports.sqlite = sqlite;
8
12
  class SQLiteStorage {
9
13
  constructor(filename) {
10
14
  this.filename = filename;
@@ -41,7 +45,7 @@ class SQLiteStorage {
41
45
  .all().length) {
42
46
  return [];
43
47
  }
44
- const isBackward = options.from == undefined && options.to;
48
+ const isBackward = options.from == undefined;
45
49
  let rows = this.connection
46
50
  .prepare(`SELECT * FROM "${library}"
47
51
  WHERE timestamp > ? AND timestamp < ? ${options.kind ? `AND kind = '${options.kind}'` : ''}
@@ -65,12 +69,4 @@ class SQLiteStorage {
65
69
  }
66
70
  }
67
71
  exports.SQLiteStorage = SQLiteStorage;
68
- function SQLiteFeed(filename = undefined) {
69
- return new core_1.Feed(new SQLiteStorage(filename !== null && filename !== void 0 ? filename : (0, path_1.join)((0, core_1.workingDirectory)(), '/feed.sqlite')));
70
- }
71
- exports.SQLiteFeed = SQLiteFeed;
72
- function SQLiteMeasurement(filename = undefined) {
73
- return new core_1.Measurement(new SQLiteStorage(filename !== null && filename !== void 0 ? filename : (0, path_1.join)((0, core_1.workingDirectory)(), '/measurement.sqlite')));
74
- }
75
- exports.SQLiteMeasurement = SQLiteMeasurement;
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72
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package/{jestconfig.unit.json → jestconfig.json} RENAMED
File without changes
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@quantform/sqlite",
3
- "version": "0.4.11",
3
+ "version": "0.5.15",
4
4
  "description": "Node.js library for building systematic trading strategies in reactive way.",
5
5
  "author": "Mateusz Majchrzak",
6
6
  "license": "MIT",
@@ -17,29 +17,27 @@
17
17
  "scripts": {
18
18
  "prepare": "npm run build",
19
19
  "build": "tsc",
20
- "test:watch": "jest --watch",
21
- "test:unit": "jest -c jestconfig.unit.json --coverage --passWithNoTests",
22
- "test:integration": "jest -c jestconfig.integration.json --setupFiles dotenv/config"
20
+ "test": "jest -c jestconfig.json --coverage --passWithNoTests"
23
21
  },
24
22
  "dependencies": {
25
- "better-sqlite3": "^7.4.3",
26
- "dotenv": "^8.2.0",
27
- "tslib": "^1.14.1"
23
+ "better-sqlite3": "^7.5.0",
24
+ "dotenv": "^16.0.0",
25
+ "tslib": "^2.3.1"
28
26
  },
29
27
  "peerDependencies": {
30
28
  "@quantform/core": "*"
31
29
  },
32
30
  "devDependencies": {
33
- "@quantform/core": "0.4.11",
34
- "@types/better-sqlite3": "^7.4.0",
35
- "@types/jest": "^27.0.2",
36
- "@types/node": "^16.10.3",
37
- "eslint": "^8.0.0",
38
- "jest": "^27.2.5",
39
- "prettier": "^2.4.1",
40
- "ts-jest": "^27.0.5",
41
- "ts-node": "^10.3.0",
42
- "typescript": "^4.4.3"
31
+ "@quantform/core": "0.5.15",
32
+ "@types/better-sqlite3": "^7.5.0",
33
+ "@types/jest": "^27.4.1",
34
+ "@types/node": "^17.0.23",
35
+ "eslint": "^8.11.0",
36
+ "jest": "^27.5.1",
37
+ "prettier": "^2.6.1",
38
+ "ts-jest": "^27.1.4",
39
+ "ts-node": "^10.7.0",
40
+ "typescript": "^4.6.3"
43
41
  },
44
42
  "engines": {
45
43
  "node": ">= 14.18.1"
package/src/sqlite-feed.spec.ts CHANGED
@@ -1,14 +1,14 @@
1
1
  import {
2
2
  Asset,
3
3
  BacktesterStreamer,
4
- CandleEvent,
4
+ Candle,
5
+ Feed,
5
6
  Instrument,
6
- Store,
7
- Timeframe,
8
- TradePatchEvent
7
+ Store
9
8
  } from '@quantform/core';
10
9
  import { existsSync, unlinkSync } from 'fs';
11
- import { SQLiteFeed } from './sqlite-storage';
10
+
11
+ import { SQLiteStorage } from './sqlite-storage';
12
12
 
13
13
  describe('sqlite feed tests', () => {
14
14
  const dbName = 'test.db';
@@ -25,10 +25,17 @@ describe('sqlite feed tests', () => {
25
25
  });
26
26
 
27
27
  test('should create db file in user directory', async () => {
28
- const feed = SQLiteFeed(dbName);
28
+ const feed = new Feed(new SQLiteStorage(dbName));
29
29
 
30
30
  const input = [
31
- new TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063)
31
+ new Candle(
32
+ 1616175004063,
33
+ 1234.56789,
34
+ 1234.56789,
35
+ 1234.56789,
36
+ 1234.56789,
37
+ 1.12345678
38
+ )
32
39
  ];
33
40
 
34
41
  await feed.save(instrument, input);
@@ -43,12 +50,33 @@ describe('sqlite feed tests', () => {
43
50
  });
44
51
 
45
52
  test('should insert multiple rows', async () => {
46
- const feed = SQLiteFeed(dbName);
53
+ const feed = new Feed(new SQLiteStorage(dbName));
47
54
 
48
55
  const input = [
49
- new TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
50
- new TradePatchEvent(instrument, 1234.56789, 2.12345678, 1616221874143),
51
- new TradePatchEvent(instrument, 1234.56789, 3.12345678, 1616234152108)
56
+ new Candle(
57
+ 1616175004063,
58
+ 1234.56789,
59
+ 1234.56789,
60
+ 1234.56789,
61
+ 1234.56789,
62
+ 1.12345678
63
+ ),
64
+ new Candle(
65
+ 1616221874143,
66
+ 1234.56789,
67
+ 1234.56789,
68
+ 1234.56789,
69
+ 1234.56789,
70
+ 2.12345678
71
+ ),
72
+ new Candle(
73
+ 1616234152108,
74
+ 1234.56789,
75
+ 1234.56789,
76
+ 1234.56789,
77
+ 1234.56789,
78
+ 3.12345678
79
+ )
52
80
  ];
53
81
 
54
82
  await feed.save(instrument, input);
@@ -62,20 +90,40 @@ describe('sqlite feed tests', () => {
62
90
  expect(output.length).toBe(3);
63
91
 
64
92
  for (let i = 0; i < 3; i++) {
65
- expect(output[i]['instrument']).toBe(input[i].instrument);
66
93
  expect(output[i].timestamp).toBe(input[i].timestamp);
67
- expect(output[i]['rate']).toBe(input[i].rate);
68
- expect(output[i]['quantity']).toBe(input[i].quantity);
94
+ expect(output[i].open).toBe(input[i].open);
95
+ expect(output[i].volume).toBe(input[i].volume);
69
96
  }
70
97
  });
71
98
 
72
99
  test('should limit result', async () => {
73
- const feed = SQLiteFeed(dbName);
100
+ const feed = new Feed(new SQLiteStorage(dbName));
74
101
 
75
102
  const input = [
76
- new TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
77
- new TradePatchEvent(instrument, 1234.56789, 2.12345678, 1616221874143),
78
- new TradePatchEvent(instrument, 1234.56789, 3.12345678, 1616234152108)
103
+ new Candle(
104
+ 1616175004063,
105
+ 1234.56789,
106
+ 1234.56789,
107
+ 1234.56789,
108
+ 1234.56789,
109
+ 1.12345678
110
+ ),
111
+ new Candle(
112
+ 1616221874143,
113
+ 1234.56789,
114
+ 1234.56789,
115
+ 1234.56789,
116
+ 1234.56789,
117
+ 2.12345678
118
+ ),
119
+ new Candle(
120
+ 1616234152108,
121
+ 1234.56789,
122
+ 1234.56789,
123
+ 1234.56789,
124
+ 1234.56789,
125
+ 3.12345678
126
+ )
79
127
  ];
80
128
 
81
129
  await feed.save(instrument, input);
@@ -92,12 +140,33 @@ describe('sqlite feed tests', () => {
92
140
  });
93
141
 
94
142
  test('should override duplicated rows', async () => {
95
- const feed = SQLiteFeed(dbName);
143
+ const feed = new Feed(new SQLiteStorage(dbName));
96
144
 
97
145
  await feed.save(instrument, [
98
- new TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
99
- new TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063),
100
- new TradePatchEvent(instrument, 1234.56789, 1.12345678, 1616175004063)
146
+ new Candle(
147
+ 1616175004063,
148
+ 1234.56789,
149
+ 1234.56789,
150
+ 1234.56789,
151
+ 1234.56789,
152
+ 1.12345678
153
+ ),
154
+ new Candle(
155
+ 1616175004063,
156
+ 1234.56789,
157
+ 1234.56789,
158
+ 1234.56789,
159
+ 1234.56789,
160
+ 1.12345678
161
+ ),
162
+ new Candle(
163
+ 1616175004063,
164
+ 1234.56789,
165
+ 1234.56789,
166
+ 1234.56789,
167
+ 1234.56789,
168
+ 1.12345678
169
+ )
101
170
  ]);
102
171
 
103
172
  const result = await feed.query(instrument, {
@@ -110,11 +179,11 @@ describe('sqlite feed tests', () => {
110
179
  });
111
180
 
112
181
  test('should patch a store with events', done => {
113
- const feed = SQLiteFeed(dbName);
182
+ const feed = new Feed(new SQLiteStorage(dbName));
114
183
  const store = new Store();
115
184
 
116
- store.snapshot.universe.instrument[instrument.toString()] = instrument;
117
- store.snapshot.subscription.instrument[instrument.toString()] = instrument;
185
+ store.snapshot.universe.instrument.upsert(instrument);
186
+ store.snapshot.subscription.instrument.upsert(instrument);
118
187
 
119
188
  const streamer = new BacktesterStreamer(
120
189
  store,
@@ -125,7 +194,7 @@ describe('sqlite feed tests', () => {
125
194
  },
126
195
  {
127
196
  onBacktestCompleted: () => {
128
- const trade = store.snapshot.trade[instrument.toString()];
197
+ const trade = store.snapshot.trade.get(instrument.id);
129
198
 
130
199
  expect(trade.timestamp).toEqual(8);
131
200
  expect(trade.rate).toEqual(8);
@@ -139,14 +208,14 @@ describe('sqlite feed tests', () => {
139
208
 
140
209
  feed
141
210
  .save(instrument, [
142
- new CandleEvent(instrument, Timeframe.M1, 1, 1, 1, 1, 1, 1),
143
- new CandleEvent(instrument, Timeframe.M1, 2, 2, 2, 2, 2, 2),
144
- new CandleEvent(instrument, Timeframe.M1, 3, 3, 3, 3, 3, 3),
145
- new CandleEvent(instrument, Timeframe.M1, 4, 4, 4, 4, 4, 4),
146
- new CandleEvent(instrument, Timeframe.M1, 5, 5, 5, 5, 5, 5),
147
- new CandleEvent(instrument, Timeframe.M1, 6, 6, 6, 6, 6, 6),
148
- new CandleEvent(instrument, Timeframe.M1, 7, 7, 7, 7, 7, 7),
149
- new CandleEvent(instrument, Timeframe.M1, 8, 8, 8, 8, 8, 8)
211
+ new Candle(1, 1, 1, 1, 1, 1),
212
+ new Candle(2, 2, 2, 2, 2, 2),
213
+ new Candle(3, 3, 3, 3, 3, 3),
214
+ new Candle(4, 4, 4, 4, 4, 4),
215
+ new Candle(5, 5, 5, 5, 5, 5),
216
+ new Candle(6, 6, 6, 6, 6, 6),
217
+ new Candle(7, 7, 7, 7, 7, 7),
218
+ new Candle(8, 8, 8, 8, 8, 8)
150
219
  ])
151
220
  .then(() => {
152
221
  streamer.subscribe(instrument);
package/src/sqlite-measurement.spec.ts CHANGED
@@ -1,5 +1,7 @@
1
+ import { Measurement } from '@quantform/core';
1
2
  import { existsSync, unlinkSync } from 'fs';
2
- import { SQLiteMeasurement } from './sqlite-storage';
3
+
4
+ import { SQLiteStorage } from './sqlite-storage';
3
5
 
4
6
  describe('sqlite measurement tests', () => {
5
7
  const dbName = 'measurement.db';
@@ -17,7 +19,7 @@ describe('sqlite measurement tests', () => {
17
19
  });
18
20
 
19
21
  test('should return empty array for unknown session', async () => {
20
- const measurement = SQLiteMeasurement(dbName);
22
+ const measurement = new Measurement(new SQLiteStorage(dbName));
21
23
 
22
24
  const measure = await measurement.query(0, {
23
25
  from: 0,
@@ -28,7 +30,7 @@ describe('sqlite measurement tests', () => {
28
30
  });
29
31
 
30
32
  test('should list written sessions', async () => {
31
- const measurement = SQLiteMeasurement(dbName);
33
+ const measurement = new Measurement(new SQLiteStorage(dbName));
32
34
 
33
35
  await measurement.save(
34
36
  1,
@@ -56,7 +58,7 @@ describe('sqlite measurement tests', () => {
56
58
  });
57
59
 
58
60
  test('should read and write measurement', async () => {
59
- const measurement = SQLiteMeasurement(dbName);
61
+ const measurement = new Measurement(new SQLiteStorage(dbName));
60
62
 
61
63
  const session = 1;
62
64
 
@@ -69,8 +71,6 @@ describe('sqlite measurement tests', () => {
69
71
  }))
70
72
  );
71
73
 
72
- const index = await measurement.index();
73
-
74
74
  const after = await measurement.query(session, {
75
75
  from: 5,
76
76
  count: 100
@@ -109,7 +109,7 @@ describe('sqlite measurement tests', () => {
109
109
  });
110
110
 
111
111
  test('should read and write specific measurement (state)', async () => {
112
- const measurement = SQLiteMeasurement(dbName);
112
+ const measurement = new Measurement(new SQLiteStorage(dbName));
113
113
 
114
114
  const session = 1;
115
115
 
package/src/sqlite-storage.ts CHANGED
@@ -1,15 +1,19 @@
1
1
  import {
2
- Feed,
3
- Measurement,
4
2
  Storage,
5
3
  StorageDocument,
4
+ StorageFactory,
6
5
  StorageQueryOptions,
7
6
  workingDirectory
8
7
  } from '@quantform/core';
9
8
  import { Database } from 'better-sqlite3';
9
+ import * as bettersqlite3 from 'better-sqlite3';
10
10
  import { existsSync, mkdirSync } from 'fs';
11
11
  import { dirname, join } from 'path';
12
- const bettersqlite3 = require('better-sqlite3');
12
+
13
+ export function sqlite(directory?: string): StorageFactory {
14
+ return (type: string) =>
15
+ new SQLiteStorage(join(directory ?? workingDirectory(), `/${type}.sqlite`));
16
+ }
13
17
 
14
18
  export class SQLiteStorage implements Storage {
15
19
  protected connection: Database;
@@ -61,7 +65,7 @@ export class SQLiteStorage implements Storage {
61
65
  return [];
62
66
  }
63
67
 
64
- const isBackward = options.from == undefined && options.to;
68
+ const isBackward = options.from == undefined;
65
69
 
66
70
  let rows = this.connection
67
71
  .prepare(
@@ -100,15 +104,3 @@ export class SQLiteStorage implements Storage {
100
104
  insertMany(documents);
101
105
  }
102
106
  }
103
-
104
- export function SQLiteFeed(filename: string = undefined) {
105
- return new Feed(
106
- new SQLiteStorage(filename ?? join(workingDirectory(), '/feed.sqlite'))
107
- );
108
- }
109
-
110
- export function SQLiteMeasurement(filename: string = undefined) {
111
- return new Measurement(
112
- new SQLiteStorage(filename ?? join(workingDirectory(), '/measurement.sqlite'))
113
- );
114
- }
package/jestconfig.integration.json DELETED
@@ -1,12 +0,0 @@
1
- {
2
- "moduleFileExtensions": ["js", "json", "ts"],
3
- "verbose": true,
4
- "rootDir": "src/tests",
5
- "testRegex": ".spec.ts$",
6
- "transform": {
7
- "^.+\\.(t|j)s$": "ts-jest"
8
- },
9
- "coverageDirectory": "../coverage",
10
- "testEnvironment": "node",
11
- "testTimeout": 300000
12
- }