@vibek/cli 0.1.0

package/package.json

@@ -0,0 +1,27 @@
+{
+  "name": "@vibek/cli",
+  "version": "0.1.0",
+  "description": "Vibek CTP quantitative trading CLI and WebUI",
+  "license": "UNLICENSED",
+  "type": "module",
+  "bin": {
+    "vibek": "index.js"
+  },
+  "publishConfig": {
+    "access": "public",
+    "registry": "https://registry.npmjs.org/"
+  },
+  "engines": {
+    "bun": ">=1.4.0"
+  },
+  "files": [
+    "index.js",
+    "strategy-sdk.js",
+    "webui",
+    "dist",
+    "config.example.toml",
+    ".env.example",
+    "vibek-package.json",
+    "README.md"
+  ]
+}

package/strategy-sdk.js

@@ -0,0 +1,2 @@
+// @bun
+function u(t){return t.status==="submitting"||t.status==="notTraded"||t.status==="partTraded"}var m=Symbol.for("vibek.strategy.cta-template-runtime.v1");class s{static author="";static parameters=[];static variables=[];static stateVersion=1;#a="";#o="";#l="paper";#i=!1;#e=!1;#u=0;#s=null;#m=!1;#d=Object.freeze({bindContext:(t)=>this.#h(t),restoreVariables:(t)=>this.#p(t),setRuntimeState:(t)=>{if(t.inited!==void 0)this.#i=t.inited;if(t.trading!==void 0)this.#e=t.trading;if(t.pos!==void 0)this.#u=t.pos},getStateVariables:()=>this.#g()});get strategyName(){return this.#a}get vtSymbol(){return this.#o}get mode(){return this.#l}get inited(){return this.#i}get trading(){return this.#e}get pos(){return this.#u}onStart(){}onStop(){}onTick(t){}onBar(t){}onTrade(t){}onOrder(t){}migrateState(t,e){throw Error(`\u7B56\u7565\u72B6\u6001\u7248\u672C ${t} \u65E0\u6CD5\u8FC1\u79FB\u5230 ${this.#n().stateVersion??1}`)}buy(t,e){return this.#r("long","open",t,e)}sell(t,e){return this.#r("short","close",t,e)}short(t,e){return this.#r("short","open",t,e)}cover(t,e){return this.#r("long","close",t,e)}cancelOrder(t){if(this.#e)this.#t().cancelOrder(this,t)}cancelAll(){if(this.#e)this.#t().cancelAll(this)}loadBar(t,e=(r)=>this.onBar(r)){this.#t().loadBar(this,t,e)}writeLog(t){this.#t().writeLog(this,t)}sendNotification(t){if(this.#i)this.#t().sendNotification(this,t)}getPriceTick(){return this.#t().getPriceTick(this)}getSize(){return this.#t().getSize(this)}[m](){return this.#d}#r(t,e,r,a){if(!this.#e)return[];return this.#t().sendOrder(this,t,e,r,a)}#g(){let t={};for(let e of this.#n().variables??[])t[e]=this.#b(e);return t}#h(t){if(this.#m)throw Error("\u7B56\u7565\u5B9E\u4F8B\u5DF2\u7ECF\u7ED1\u5B9A\u8FD0\u884C\u4E0A\u4E0B\u6587");this.#m=!0,this.#s=t.ctaEngine,this.#a=t.strategyName,this.#o=t.vtSymbol,this.#l=t.mode,this.#f(t.setting)}#p(t){let e=new Set(this.#n().variables??[]);for(let[r,a]of Object.entries(t))if(e.has(r))this.#c(r,a)}#f(t){let e=new Set(this.#n().parameters??[]);for(let r of Object.keys(t))if(!e.has(r))throw Error(`\u7B56\u7565 ${this.#a} \u4E0D\u652F\u6301\u53C2\u6570 "${r}"`);for(let r of e)if(Object.hasOwn(t,r))this.#c(r,t[r])}#t(){if(!this.#s)throw Error("\u7B56\u7565\u5C1A\u672A\u7ED1\u5B9A CtaEngine");return this.#s}#n(){return this.constructor}#b(t){return this[t]}#c(t,e){this[t]=e}}function c(t){return t}function i(t){let e=/^(\d+)(min|h|d)$/.exec(t);if(!e)throw Error(`\u4E0D\u652F\u6301\u7684 K \u7EBF\u5468\u671F: ${t}`);let r=Number(e[1]);if(!Number.isInteger(r)||r<=0)throw Error(`\u4E0D\u652F\u6301\u7684 K \u7EBF\u5468\u671F: ${t}`);if(e[2]==="min")return r*60;if(e[2]==="h")return r*3600;return r*86400}function o(t,e){return Math.floor(t/e)*e}var d=new Set(["1min","5min","15min"]);class l{timeframe;seconds;current=null;constructor(t){this.timeframe=t;if(!d.has(t))throw Error(`\u5468\u671F "${t}" \u4E0D\u53D7\u652F\u6301\uFF1B\u4EC5\u652F\u6301 1min\u30015min\u300115min`);this.seconds=i(t)}pushBar(t){let e=this.pushBars(t);if(e.length>1)throw Error("\u5355\u6839 1min bar \u540C\u65F6\u95ED\u5408\u4E86\u591A\u4E2A\u7A97\u53E3\uFF1B\u8BF7\u4F7F\u7528 pushBars() \u4FDD\u7559\u5168\u90E8\u4FE1\u53F7");return e[0]??null}pushBars(t){if(t.timeframe!=="1min")throw Error(`BarGenerator \u53EA\u63A5\u53D7\u95ED\u5408 1min bar\uFF0C\u6536\u5230 ${t.timeframe}`);if(this.seconds===60)return[t];let e=[],r=o(t.barTime,this.seconds);if(this.current&&this.current.barTime!==r){let n=this.finish();if(n)e.push(n)}if(!this.current)this.start(t,r);else this.merge(t);if(t.barTime+60>=r+this.seconds||t.boundaryReason){let n=this.finish(t.boundaryReason);if(n)e.push(n)}return e}flush(t){return this.finish(t)}start(t,e){this.current={code:t.code,timeframe:this.timeframe,barTime:e,open:t.open,high:t.high,low:t.low,close:t.close,volume:t.volume}}merge(t){let e=this.current;e.high=Math.max(e.high,t.high),e.low=Math.min(e.low,t.low),e.close=t.close,e.volume+=t.volume}finish(t){let e=this.current;if(!e)return null;return this.current=null,{...e,...t?{boundaryReason:t}:{}}}}export{l as BarGenerator,s as CtaTemplate,c as defineStrategy,u as isActiveOrder,i as parseTimeframe};

package/vibek-package.json

@@ -0,0 +1,5 @@
+{
+  "formatVersion": 1,
+  "packageVersion": "0.1.0",
+  "gatewayProtocolVersion": 1
+}