@quantform/sqlite 0.6.7 → 0.7.0-beta.5

package/dist/sqlite-feed.spec.js

@@ -1,120 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const fs_1 = require("fs");
-const core_1 = require("@quantform/core");
-const sqlite_storage_1 = require("./sqlite-storage");
-describe(sqlite_storage_1.SQLiteStorage.name, () => {
-    const dbName = 'test.db';
-    const instrument = new core_1.Instrument(0, new core_1.Asset('btc', 'binance', 8), new core_1.Asset('usdt', 'binance', 2), '', core_1.Commission.Zero);
-    afterEach(() => {
-        if ((0, fs_1.existsSync)(dbName)) {
-            (0, fs_1.unlinkSync)(dbName);
-        }
-    });
-    test('should create db file in user directory', () => __awaiter(void 0, void 0, void 0, function* () {
-        const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
-        const input = [
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(1.12345678), 1616175004063)
-        ];
-        yield feed.save(input);
-        const output = yield feed.query(instrument, {
-            from: 1616175004062,
-            to: 1616234152109,
-            count: 100
-        });
-        expect(output.length).toBe(1);
-    }));
-    test('should insert multiple rows', () => __awaiter(void 0, void 0, void 0, function* () {
-        const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
-        const input = [
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(1.12345678), 1616175004063),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(2.12345678), 1616221874143),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(3.12345678), 1616234152108)
-        ];
-        yield feed.save(input);
-        const output = yield feed.query(instrument, {
-            from: 1616175004062,
-            to: 1616234152109,
-            count: 100
-        });
-        expect(output.length).toBe(3);
-        for (let i = 0; i < 3; i++) {
-            expect(output[i]).toEqual(input[i]);
-        }
-    }));
-    test('should limit result', () => __awaiter(void 0, void 0, void 0, function* () {
-        const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
-        const input = [
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(1.12345678), 1616175004063),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(2.12345678), 1616221874143),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(3.12345678), 1616234152108)
-        ];
-        yield feed.save(input);
-        const output = yield feed.query(instrument, {
-            from: 1616175004062,
-            to: 1616234152109,
-            count: 2
-        });
-        expect(output.length).toBe(2);
-        expect(output[0].timestamp).toBe(input[0].timestamp);
-        expect(output[1].timestamp).toBe(input[1].timestamp);
-    }));
-    test('should override duplicated rows', () => __awaiter(void 0, void 0, void 0, function* () {
-        const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
-        yield feed.save([
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(1.12345678), 1616175004063),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(2.12345678), 1616221874143),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1234.56789), (0, core_1.d)(3.12345678), 1616234152108)
-        ]);
-        const result = yield feed.query(instrument, {
-            from: 1616175004062,
-            to: 1616175004064,
-            count: 100
-        });
-        expect(result.length).toBe(1);
-    }));
-    test('should patch a store with events', done => {
-        const feed = new core_1.Feed(new sqlite_storage_1.SQLiteStorage(dbName));
-        const store = new core_1.Store();
-        store.snapshot.universe.instrument.upsert(instrument);
-        store.snapshot.subscription.instrument.upsert(instrument);
-        const streamer = new core_1.BacktesterStreamer(store, feed, {
-            from: 0,
-            to: 10
-        }, {
-            onBacktestCompleted: () => {
-                var _a;
-                const trade = (_a = store.snapshot.trade.get(instrument.id)) !== null && _a !== void 0 ? _a : fail();
-                expect(trade.timestamp).toEqual(8);
-                expect(trade.rate).toEqual((0, core_1.d)(8));
-                expect(trade.quantity).toEqual((0, core_1.d)(8));
-                expect(store.snapshot.timestamp).toEqual(8);
-                done();
-            }
-        });
-        feed
-            .save([
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(1), (0, core_1.d)(1), 1),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(2), (0, core_1.d)(2), 2),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(3), (0, core_1.d)(3), 3),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(4), (0, core_1.d)(4), 4),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(5), (0, core_1.d)(5), 5),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(6), (0, core_1.d)(6), 6),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(7), (0, core_1.d)(7), 7),
-            new core_1.TradePatchEvent(instrument, (0, core_1.d)(8), (0, core_1.d)(8), 8)
-        ])
-            .then(() => {
-            streamer.subscribe(instrument);
-            streamer.tryContinue();
-        });
-    });
-});

package/dist/sqlite-measurement.spec.d.ts

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

package/dist/sqlite-measurement.spec.d.ts.map

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

package/dist/sqlite-measurement.spec.js

@@ -1,122 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const fs_1 = require("fs");
-const core_1 = require("@quantform/core");
-const sqlite_storage_1 = require("./sqlite-storage");
-describe('sqlite measurement tests', () => {
-    const dbName = 'measurement.db';
-    beforeEach(() => {
-        if ((0, fs_1.existsSync)(dbName)) {
-            (0, fs_1.unlinkSync)(dbName);
-        }
-    });
-    afterAll(() => {
-        if ((0, fs_1.existsSync)(dbName)) {
-            (0, fs_1.unlinkSync)(dbName);
-        }
-    });
-    test('should return empty array for unknown session', () => __awaiter(void 0, void 0, void 0, function* () {
-        const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
-        const measure = yield measurement.query(0, {
-            from: 0,
-            count: 100
-        });
-        expect(measure).toEqual([]);
-    }));
-    test('should list written sessions', () => __awaiter(void 0, void 0, void 0, function* () {
-        const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
-        yield measurement.save(1, [...Array(10).keys()].map(it => ({
-            timestamp: it + 1,
-            kind: 'spread',
-            payload: { value: it + 1 }
-        })));
-        yield measurement.save(2, [...Array(10).keys()].map(it => ({
-            timestamp: it + 1,
-            kind: 'spread',
-            payload: { value: it + 1 }
-        })));
-        const index = yield measurement.index();
-        expect(index.length).toBe(2);
-        expect(index[0]).toBe(1);
-        expect(index[1]).toBe(2);
-    }));
-    test('should read and write measurement', () => __awaiter(void 0, void 0, void 0, function* () {
-        const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
-        const session = 1;
-        yield measurement.save(session, [...Array(10).keys()].map(it => ({
-            timestamp: it + 1,
-            kind: 'spread',
-            payload: { value: it + 1 }
-        })));
-        const after = yield measurement.query(session, {
-            from: 5,
-            count: 100
-        });
-        expect(after.length).toBe(5);
-        expect(after[0].timestamp).toBe(6);
-        expect(after[0].kind).toBe('spread');
-        expect(after[0].payload.value).toBe(6);
-        expect(after[1].timestamp).toBe(7);
-        expect(after[1].kind).toBe('spread');
-        expect(after[1].payload.value).toBe(7);
-        expect(after[2].timestamp).toBe(8);
-        expect(after[2].kind).toBe('spread');
-        expect(after[2].payload.value).toBe(8);
-        const before = yield measurement.query(session, {
-            to: 6,
-            count: 100
-        });
-        expect(before.length).toBe(5);
-        expect(before[0].timestamp).toBe(1);
-        expect(before[0].kind).toBe('spread');
-        expect(before[0].payload.value).toBe(1);
-        expect(before[1].timestamp).toBe(2);
-        expect(before[1].kind).toBe('spread');
-        expect(before[1].payload.value).toBe(2);
-        expect(before[2].timestamp).toBe(3);
-        expect(before[2].kind).toBe('spread');
-        expect(before[2].payload.value).toBe(3);
-    }));
-    test('should read and write specific measurement (state)', () => __awaiter(void 0, void 0, void 0, function* () {
-        const measurement = new core_1.Measurement(new sqlite_storage_1.SQLiteStorage(dbName));
-        const session = 1;
-        yield measurement.save(session, [
-            {
-                timestamp: 1,
-                kind: 'order-completed',
-                payload: { rate: 100 }
-            },
-            {
-                timestamp: 5,
-                kind: 'order-completed',
-                payload: { rate: 105 }
-            }
-        ]);
-        let measure = yield measurement.query(session, {
-            to: 2,
-            count: 1,
-            kind: 'order-completed'
-        });
-        expect(measure.length).toBe(1);
-        expect(measure[0].timestamp).toBe(1);
-        expect(measure[0].kind).toBe('order-completed');
-        expect(measure[0].payload.rate).toBe(100);
-        measure = yield measurement.query(session, {
-            to: 6,
-            count: 1
-        });
-        expect(measure.length).toBe(1);
-        expect(measure[0].timestamp).toBe(5);
-        expect(measure[0].kind).toBe('order-completed');
-        expect(measure[0].payload.rate).toBe(105);
-    }));
-});

package/src/error.ts

@@ -1,5 +0,0 @@
-export class NoConnectionError extends Error {
-  constructor() {
-    super('Missing database connection connection!');
-  }
-}

package/src/sqlite-feed.spec.ts

@@ -1,158 +0,0 @@
-import { existsSync, unlinkSync } from 'fs';
-
-import {
-  Asset,
-  BacktesterStreamer,
-  Commission,
-  d,
-  Feed,
-  Instrument,
-  Store,
-  TradePatchEvent
-} from '@quantform/core';
-
-import { SQLiteStorage } from '@lib/sqlite-storage';
-
-describe(SQLiteStorage.name, () => {
-  const dbName = 'test.db';
-  const instrument = new Instrument(
-    0,
-    new Asset('btc', 'binance', 8),
-    new Asset('usdt', 'binance', 2),
-    '',
-    Commission.Zero
-  );
-
-  afterEach(() => {
-    if (existsSync(dbName)) {
-      unlinkSync(dbName);
-    }
-  });
-
-  test('should create db file in user directory', async () => {
-    const feed = new Feed(new SQLiteStorage(dbName));
-
-    const input = [
-      new TradePatchEvent(instrument, d(1234.56789), d(1.12345678), 1616175004063)
-    ];
-
-    await feed.save(input);
-
-    const output = await feed.query(instrument, {
-      from: 1616175004062,
-      to: 1616234152109,
-      count: 100
-    });
-
-    expect(output.length).toBe(1);
-  });
-
-  test('should insert multiple rows', async () => {
-    const feed = new Feed(new SQLiteStorage(dbName));
-
-    const input = [
-      new TradePatchEvent(instrument, d(1234.56789), d(1.12345678), 1616175004063),
-      new TradePatchEvent(instrument, d(1234.56789), d(2.12345678), 1616221874143),
-      new TradePatchEvent(instrument, d(1234.56789), d(3.12345678), 1616234152108)
-    ];
-
-    await feed.save(input);
-
-    const output = await feed.query(instrument, {
-      from: 1616175004062,
-      to: 1616234152109,
-      count: 100
-    });
-
-    expect(output.length).toBe(3);
-
-    for (let i = 0; i < 3; i++) {
-      expect(output[i]).toEqual(input[i]);
-    }
-  });
-
-  test('should limit result', async () => {
-    const feed = new Feed(new SQLiteStorage(dbName));
-
-    const input = [
-      new TradePatchEvent(instrument, d(1234.56789), d(1.12345678), 1616175004063),
-      new TradePatchEvent(instrument, d(1234.56789), d(2.12345678), 1616221874143),
-      new TradePatchEvent(instrument, d(1234.56789), d(3.12345678), 1616234152108)
-    ];
-
-    await feed.save(input);
-
-    const output = await feed.query(instrument, {
-      from: 1616175004062,
-      to: 1616234152109,
-      count: 2
-    });
-
-    expect(output.length).toBe(2);
-    expect(output[0].timestamp).toBe(input[0].timestamp);
-    expect(output[1].timestamp).toBe(input[1].timestamp);
-  });
-
-  test('should override duplicated rows', async () => {
-    const feed = new Feed(new SQLiteStorage(dbName));
-
-    await feed.save([
-      new TradePatchEvent(instrument, d(1234.56789), d(1.12345678), 1616175004063),
-      new TradePatchEvent(instrument, d(1234.56789), d(2.12345678), 1616221874143),
-      new TradePatchEvent(instrument, d(1234.56789), d(3.12345678), 1616234152108)
-    ]);
-
-    const result = await feed.query(instrument, {
-      from: 1616175004062,
-      to: 1616175004064,
-      count: 100
-    });
-
-    expect(result.length).toBe(1);
-  });
-
-  test('should patch a store with events', done => {
-    const feed = new Feed(new SQLiteStorage(dbName));
-    const store = new Store();
-
-    store.snapshot.universe.instrument.upsert(instrument);
-    store.snapshot.subscription.instrument.upsert(instrument);
-
-    const streamer = new BacktesterStreamer(
-      store,
-      feed,
-      {
-        from: 0,
-        to: 10
-      },
-      {
-        onBacktestCompleted: () => {
-          const trade = store.snapshot.trade.get(instrument.id) ?? fail();
-
-          expect(trade.timestamp).toEqual(8);
-          expect(trade.rate).toEqual(d(8));
-          expect(trade.quantity).toEqual(d(8));
-          expect(store.snapshot.timestamp).toEqual(8);
-
-          done();
-        }
-      }
-    );
-
-    feed
-      .save([
-        new TradePatchEvent(instrument, d(1), d(1), 1),
-        new TradePatchEvent(instrument, d(2), d(2), 2),
-        new TradePatchEvent(instrument, d(3), d(3), 3),
-        new TradePatchEvent(instrument, d(4), d(4), 4),
-        new TradePatchEvent(instrument, d(5), d(5), 5),
-        new TradePatchEvent(instrument, d(6), d(6), 6),
-        new TradePatchEvent(instrument, d(7), d(7), 7),
-        new TradePatchEvent(instrument, d(8), d(8), 8)
-      ])
-      .then(() => {
-        streamer.subscribe(instrument);
-        streamer.tryContinue();
-      });
-  });
-});

package/src/sqlite-measurement.spec.ts

@@ -1,151 +0,0 @@
-import { existsSync, unlinkSync } from 'fs';
-
-import { Measurement } from '@quantform/core';
-
-import { SQLiteStorage } from '@lib/sqlite-storage';
-
-describe('sqlite measurement tests', () => {
-  const dbName = 'measurement.db';
-
-  beforeEach(() => {
-    if (existsSync(dbName)) {
-      unlinkSync(dbName);
-    }
-  });
-
-  afterAll(() => {
-    if (existsSync(dbName)) {
-      unlinkSync(dbName);
-    }
-  });
-
-  test('should return empty array for unknown session', async () => {
-    const measurement = new Measurement(new SQLiteStorage(dbName));
-
-    const measure = await measurement.query(0, {
-      from: 0,
-      count: 100
-    });
-
-    expect(measure).toEqual([]);
-  });
-
-  test('should list written sessions', async () => {
-    const measurement = new Measurement(new SQLiteStorage(dbName));
-
-    await measurement.save(
-      1,
-      [...Array(10).keys()].map(it => ({
-        timestamp: it + 1,
-        kind: 'spread',
-        payload: { value: it + 1 }
-      }))
-    );
-
-    await measurement.save(
-      2,
-      [...Array(10).keys()].map(it => ({
-        timestamp: it + 1,
-        kind: 'spread',
-        payload: { value: it + 1 }
-      }))
-    );
-
-    const index = await measurement.index();
-
-    expect(index.length).toBe(2);
-    expect(index[0]).toBe(1);
-    expect(index[1]).toBe(2);
-  });
-
-  test('should read and write measurement', async () => {
-    const measurement = new Measurement(new SQLiteStorage(dbName));
-
-    const session = 1;
-
-    await measurement.save(
-      session,
-      [...Array(10).keys()].map(it => ({
-        timestamp: it + 1,
-        kind: 'spread',
-        payload: { value: it + 1 }
-      }))
-    );
-
-    const after = await measurement.query(session, {
-      from: 5,
-      count: 100
-    });
-
-    expect(after.length).toBe(5);
-    expect(after[0].timestamp).toBe(6);
-    expect(after[0].kind).toBe('spread');
-    expect(after[0].payload.value).toBe(6);
-
-    expect(after[1].timestamp).toBe(7);
-    expect(after[1].kind).toBe('spread');
-    expect(after[1].payload.value).toBe(7);
-
-    expect(after[2].timestamp).toBe(8);
-    expect(after[2].kind).toBe('spread');
-    expect(after[2].payload.value).toBe(8);
-
-    const before = await measurement.query(session, {
-      to: 6,
-      count: 100
-    });
-
-    expect(before.length).toBe(5);
-    expect(before[0].timestamp).toBe(1);
-    expect(before[0].kind).toBe('spread');
-    expect(before[0].payload.value).toBe(1);
-
-    expect(before[1].timestamp).toBe(2);
-    expect(before[1].kind).toBe('spread');
-    expect(before[1].payload.value).toBe(2);
-
-    expect(before[2].timestamp).toBe(3);
-    expect(before[2].kind).toBe('spread');
-    expect(before[2].payload.value).toBe(3);
-  });
-
-  test('should read and write specific measurement (state)', async () => {
-    const measurement = new Measurement(new SQLiteStorage(dbName));
-
-    const session = 1;
-
-    await measurement.save(session, [
-      {
-        timestamp: 1,
-        kind: 'order-completed',
-        payload: { rate: 100 }
-      },
-      {
-        timestamp: 5,
-        kind: 'order-completed',
-        payload: { rate: 105 }
-      }
-    ]);
-
-    let measure = await measurement.query(session, {
-      to: 2,
-      count: 1,
-      kind: 'order-completed'
-    });
-
-    expect(measure.length).toBe(1);
-    expect(measure[0].timestamp).toBe(1);
-    expect(measure[0].kind).toBe('order-completed');
-    expect(measure[0].payload.rate).toBe(100);
-
-    measure = await measurement.query(session, {
-      to: 6,
-      count: 1
-    });
-
-    expect(measure.length).toBe(1);
-    expect(measure[0].timestamp).toBe(5);
-    expect(measure[0].kind).toBe('order-completed');
-    expect(measure[0].payload.rate).toBe(105);
-  });
-});