@yuants/app-virtual-exchange 0.10.3 → 0.11.1

package/dist/quote/service.js.map

@@ -1 +1 @@
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{ Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { Subject, concatMap, defer } from 'rxjs';\nimport { createQuoteState } from './state';\nimport { IQuoteKey, IQuoteRequire, IQuoteState, IQuoteUpdateAction } from './types';\nimport { createQuoteProviderRegistry } from './upstream';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quoteState = createQuoteState();\nconst quoteProviderRegistry = createQuoteProviderRegistry(terminal);\n\ntype UpdateTask = { product_ids: string[]; fields: IQuoteKey[]; updated_at: number };\n\ntype IQuoteUpdateQueueStatus = {\n  pending: number;\n  in_flight: number;\n  queued_total: number;\n  started_total: number;\n  processed_total: number;\n  last_enqueued_at?: number;\n  last_started_at?: number;\n  last_processed_at?: number;\n  last_error?: { at: number; code?: string; message?: string };\n};\n\nconst normalizeStrings = (values: string[]) => [...new Set(values)].sort();\nconst normalizeFields = (values: IQuoteKey[]) => [...new Set(values)].sort();\n\nconst analyzeRequestedQuotes = (\n  quoteState: IQuoteState,\n  product_ids: string[],\n  fields: IQuoteKey[],\n  updated_at: number,\n): { needUpdate: IQuoteRequire[] } => {\n  const needUpdate: IQuoteRequire[] = [];\n  for (const product_id of product_ids) {\n    for (const field of fields) {\n      const tuple = quoteState.getValueTuple(product_id, field);\n      if (tuple === undefined) {\n        needUpdate.push({ product_id, field });\n        continue;\n      }\n      if (tuple[1] < updated_at) {\n        needUpdate.push({ product_id, field });\n      }\n    }\n  }\n  return { needUpdate };\n};\n\nconst updateQueue$ = new Subject<UpdateTask>();\nconst updateQueueStats: Omit<IQuoteUpdateQueueStatus, 'pending' | 'in_flight'> = {\n  queued_total: 0,\n  started_total: 0,\n  processed_total: 0,\n};\n\nconst getQueueStatus = (): IQuoteUpdateQueueStatus => {\n  const pending = updateQueueStats.queued_total - updateQueueStats.started_total;\n  const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;\n  return {\n    pending,\n    in_flight,\n    ...updateQueueStats,\n  };\n};\n\nconst enqueueUpdateTask = (task: UpdateTask) => {\n  updateQueueStats.queued_total++;\n  updateQueueStats.last_enqueued_at = Date.now();\n  updateQueue$.next(task);\n};\n\nconst summarizeError = (error: unknown): { code?: string; message?: string } => {\n  if (typeof error === 'object' && error !== null) {\n    const code = 'code' in error ? (error as any).code : undefined;\n    const message = 'message' in error ? (error as any).message : undefined;\n    return {\n      code: typeof code === 'string' ? code : undefined,\n      message: typeof message === 'string' ? message : undefined,\n    };\n  }\n  return {};\n};\n\nconst processUpdateTask = async (task: UpdateTask) => {\n  const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);\n  await quoteProviderRegistry.fillQuoteStateFromUpstream({\n    quoteState,\n    cacheMissed: needUpdate,\n    updated_at: task.updated_at,\n  });\n};\n\nupdateQueue$\n  .pipe(\n    concatMap((task) =>\n      defer(async () => {\n        updateQueueStats.started_total++;\n        updateQueueStats.last_started_at = Date.now();\n\n        try {\n          await processUpdateTask(task);\n        } catch (error) {\n          const summary = summarizeError(error);\n          updateQueueStats.last_error = { at: Date.now(), ...summary };\n          console.info(\n            formatTime(Date.now()),\n            `[VEX][Quote]UpdateQueueTaskFailed`,\n            `product_ids=${task.product_ids.length} fields=${task.fields.length} updated_at=${task.updated_at}`,\n            JSON.stringify(summary),\n          );\n        } finally {\n          updateQueueStats.processed_total++;\n          updateQueueStats.last_processed_at = Date.now();\n        }\n      }),\n    ),\n  )\n  .subscribe();\n\nterminal.server.provideService<IQuoteUpdateAction>('VEX/UpdateQuotes', {}, async (msg) => {\n  quoteState.update(msg.req);\n  return { res: { code: 0, message: 'OK' } };\n});\n\nterminal.server.provideService<{}, IQuoteUpdateAction>('VEX/DumpQuoteState', {}, async () => {\n  return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };\n});\n\nterminal.server.provideService<\n  { product_ids: string[]; fields: IQuoteKey[]; updated_at: number },\n  IQuoteUpdateAction\n>(\n  'VEX/QueryQuotes',\n  {\n    type: 'object',\n    required: ['product_ids', 'fields', 'updated_at'],\n    properties: {\n      product_ids: {\n        type: 'array',\n        items: { type: 'string' },\n      },\n      fields: {\n        type: 'array',\n        items: { type: 'string' },\n      },\n      updated_at: { type: 'number' },\n    },\n  },\n  async (msg) => {\n    const product_ids = normalizeStrings(msg.req.product_ids);\n    const fields = normalizeFields(msg.req.fields);\n    const { updated_at } = msg.req;\n\n    // SWR strategy: if we have stale or missing data, enqueue an update task,\n    // but still return the current data immediately.\n    const { needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);\n    if (needUpdate.length > 0) {\n      enqueueUpdateTask({ product_ids, fields, updated_at });\n    }\n\n    const data = quoteState.filter(product_ids, fields, 0);\n    return { res: { code: 0, message: 'OK', data } };\n  },\n);\n\nterminal.server.provideService<{}, IQuoteUpdateQueueStatus>('VEX/QuoteUpdateQueueStatus', {}, async () => {\n  return { res: { code: 0, message: 'OK', data: getQueueStatus() } };\n});\n"]}
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{ Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { Subject, concatMap, defer } from 'rxjs';\nimport { createQuoteState } from './state';\nimport { IQuoteKey, IQuoteRequire, IQuoteState, IQuoteUpdateAction } from './types';\nimport { createQuoteProviderRegistry } from './upstream';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quoteState = createQuoteState();\nconst quoteProviderRegistry = createQuoteProviderRegistry(terminal);\n\ntype UpdateTask = { product_ids: string[]; fields: IQuoteKey[]; updated_at: number };\n\ntype IQuoteUpdateQueueStatus = {\n  pending: number;\n  in_flight: number;\n  queued_total: number;\n  started_total: number;\n  processed_total: number;\n  last_enqueued_at?: number;\n  last_started_at?: number;\n  last_processed_at?: number;\n  last_error?: { at: number; code?: string; message?: string };\n};\n\nconst normalizeStrings = (values: string[]) => [...new Set(values)].sort();\nconst normalizeFields = (values: IQuoteKey[]) => [...new Set(values)].sort();\n\nconst analyzeRequestedQuotes = (\n  quoteState: IQuoteState,\n  product_ids: string[],\n  fields: IQuoteKey[],\n  updated_at: number,\n): { needUpdate: IQuoteRequire[] } => {\n  const needUpdate: IQuoteRequire[] = [];\n  for (const product_id of product_ids) {\n    for (const field of fields) {\n      const tuple = quoteState.getValueTuple(product_id, field);\n      if (tuple === undefined) {\n        needUpdate.push({ product_id, field });\n        continue;\n      }\n      if (tuple[1] < updated_at) {\n        needUpdate.push({ product_id, field });\n      }\n    }\n  }\n  return { needUpdate };\n};\n\nconst updateQueue$ = new Subject<UpdateTask>();\nconst updateQueueStats: Omit<IQuoteUpdateQueueStatus, 'pending' | 'in_flight'> = {\n  queued_total: 0,\n  started_total: 0,\n  processed_total: 0,\n};\n\nconst getQueueStatus = (): IQuoteUpdateQueueStatus => {\n  const pending = updateQueueStats.queued_total - updateQueueStats.started_total;\n  const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;\n  return {\n    pending,\n    in_flight,\n    ...updateQueueStats,\n  };\n};\n\nconst enqueueUpdateTask = (task: UpdateTask) => {\n  updateQueueStats.queued_total++;\n  updateQueueStats.last_enqueued_at = Date.now();\n  updateQueue$.next(task);\n};\n\nconst summarizeError = (error: unknown): { code?: string; message?: string } => {\n  if (typeof error === 'object' && error !== null) {\n    const code = 'code' in error ? (error as any).code : undefined;\n    const message = 'message' in error ? (error as any).message : undefined;\n    return {\n      code: typeof code === 'string' ? code : undefined,\n      message: typeof message === 'string' ? message : undefined,\n    };\n  }\n  return {};\n};\n\nconst processUpdateTask = async (task: UpdateTask) => {\n  const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);\n  await quoteProviderRegistry.fillQuoteStateFromUpstream({\n    quoteState,\n    cacheMissed: needUpdate,\n    updated_at: task.updated_at,\n  });\n};\n\nupdateQueue$\n  .pipe(\n    concatMap((task) =>\n      defer(async () => {\n        updateQueueStats.started_total++;\n        updateQueueStats.last_started_at = Date.now();\n\n        try {\n          await processUpdateTask(task);\n        } catch (error) {\n          const summary = summarizeError(error);\n          updateQueueStats.last_error = { at: Date.now(), ...summary };\n          console.info(\n            formatTime(Date.now()),\n            `[VEX][Quote]UpdateQueueTaskFailed`,\n            `product_ids=${task.product_ids.length} fields=${task.fields.length} updated_at=${task.updated_at}`,\n            JSON.stringify(summary),\n          );\n        } finally {\n          updateQueueStats.processed_total++;\n          updateQueueStats.last_processed_at = Date.now();\n        }\n      }),\n    ),\n  )\n  .subscribe();\n\nterminal.server.provideService<IQuoteUpdateAction>('VEX/UpdateQuotes', {}, async (msg) => {\n  quoteState.update(msg.req);\n  return { res: { code: 0, message: 'OK' } };\n});\n\nterminal.server.provideService<{}, IQuoteUpdateAction>('VEX/DumpQuoteState', {}, async () => {\n  return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };\n});\n\nterminal.server.provideService<\n  { product_ids: string[]; fields: IQuoteKey[]; updated_at: number },\n  Record<string, Partial<Record<IQuoteKey, string>>>\n>(\n  'VEX/QueryQuotes',\n  {\n    type: 'object',\n    required: ['product_ids', 'fields', 'updated_at'],\n    properties: {\n      product_ids: {\n        type: 'array',\n        items: { type: 'string' },\n      },\n      fields: {\n        type: 'array',\n        items: { type: 'string' },\n      },\n      updated_at: { type: 'number' },\n    },\n  },\n  async (msg) => {\n    const product_ids = normalizeStrings(msg.req.product_ids);\n    const fields = normalizeFields(msg.req.fields);\n    const { updated_at } = msg.req;\n\n    // SWR strategy: if we have stale or missing data, enqueue an update task,\n    // but still return the current data immediately.\n    const { needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);\n    if (needUpdate.length > 0) {\n      enqueueUpdateTask({ product_ids, fields, updated_at });\n    }\n\n    const data = quoteState.filterValues(product_ids, fields);\n    return { res: { code: 0, message: 'OK', data } };\n  },\n);\n\nterminal.server.provideService<{}, IQuoteUpdateQueueStatus>('VEX/QuoteUpdateQueueStatus', {}, async () => {\n  return { res: { code: 0, message: 'OK', data: getQueueStatus() } };\n});\n"]}

package/dist/quote/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { IQuoteServiceMetadata } from '@yuants/exchange';\n\nexport type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;\n\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -> field_name (keyof IQuote) -> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n *   \"product_123\": {\n *     \"last_price\": [\"100.5\", 1627890123456],\n *     \"volume\": [\"1500\", 1627890123456]\n *   },\n *   \"product_456\": {\n *     \"last_price\": [\"200.0\", 1627890123456]\n *   }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n  string,\n  Partial<Record<IQuoteKey, [value: string, updated_at: number]>>\n>;\nexport interface IQuoteState {\n  update: (action: IQuoteUpdateAction) => void;\n  dumpAsObject: () => IQuoteUpdateAction;\n  getValueTuple: (product_id: string, field: IQuoteKey) => [string, number] | undefined;\n  filter: (product_ids: string[], fields: IQuoteKey[], updated_at: number) => IQuoteUpdateAction;\n}\n\nexport interface IQuoteProviderInstance {\n  terminal_id: string;\n  service_id: string;\n}\n\n/**\n * A \"provider group\" is a capability signature of `GetQuotes`.\n * Multiple vendor terminals may provide the same capability; VEX load-balances across instances.\n */\nexport interface IQuoteProviderGroup {\n  group_id: string;\n  meta: IQuoteServiceMetadata;\n  mapTerminalIdToInstance: Map<string, IQuoteProviderInstance>;\n}\n\nexport interface IQuoteRequire {\n  product_id: string;\n  field: IQuoteKey;\n}\n"]}
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { IQuoteServiceMetadata } from '@yuants/exchange';\n\nexport type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;\n\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -> field_name (keyof IQuote) -> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n *   \"product_123\": {\n *     \"last_price\": [\"100.5\", 1627890123456],\n *     \"volume\": [\"1500\", 1627890123456]\n *   },\n *   \"product_456\": {\n *     \"last_price\": [\"200.0\", 1627890123456]\n *   }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n  string,\n  Partial<Record<IQuoteKey, [value: string, updated_at: number]>>\n>;\nexport interface IQuoteState {\n  update: (action: IQuoteUpdateAction) => void;\n  dumpAsObject: () => IQuoteUpdateAction;\n  getValueTuple: (product_id: string, field: IQuoteKey) => [string, number] | undefined;\n  filter: (product_ids: string[], fields: IQuoteKey[], updated_at: number) => IQuoteUpdateAction;\n  /**\n   * 过滤并获取指定产品和字段的值，即便对应字段不存在或未更新也会返回空字符串\n   *\n   * @param product_ids\n   * @param fields\n   * @returns\n   */\n  filterValues: <K extends IQuoteKey>(\n    product_ids: string[],\n    fields: K[],\n  ) => Record<string, Record<K, string>>;\n}\n\nexport interface IQuoteProviderInstance {\n  terminal_id: string;\n  service_id: string;\n}\n\n/**\n * A \"provider group\" is a capability signature of `GetQuotes`.\n * Multiple vendor terminals may provide the same capability; VEX load-balances across instances.\n */\nexport interface IQuoteProviderGroup {\n  group_id: string;\n  meta: IQuoteServiceMetadata;\n  mapTerminalIdToInstance: Map<string, IQuoteProviderInstance>;\n}\n\nexport interface IQuoteRequire {\n  product_id: string;\n  field: IQuoteKey;\n}\n"]}

package/lib/position.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAqC5C,eAAO,MAAM,gBAAgB,cAAqB,SAAS,EAAE,KAAG,QAAQ,SAAS,EAAE,CAiFlF,CAAC;AAEF,eAAO,MAAM,cAAc,WAAkB,MAAM,EAAE,KAAG,QAAQ,MAAM,EAAE,CA4BvE,CAAC"}
+{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAkD5C,eAAO,MAAM,gBAAgB,cAAqB,SAAS,EAAE,KAAG,QAAQ,SAAS,EAAE,CAiFlF,CAAC;AAEF,eAAO,MAAM,cAAc,WAAkB,MAAM,EAAE,KAAG,QAAQ,MAAM,EAAE,CA4BvE,CAAC"}

package/lib/position.js

@@ -3,15 +3,23 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.polyfillOrders = exports.polyfillPosition = void 0;
 const cache_1 = require("@yuants/cache");
 const data_product_1 = require("@yuants/data-product");
+const data_quote_1 = require("@yuants/data-quote");
 const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 const productCache = (0, data_product_1.createClientProductCache)(terminal);
 const quoteCache = (0, cache_1.createCache)(async (product_id) => {
-    const sql = `select * from quote where product_id = ${(0, sql_1.escapeSQL)(product_id)}`;
-    const [quote] = await (0, sql_1.requestSQL)(terminal, sql);
-    return quote;
+    const quoteRecord = await (0, data_quote_1.queryQuotes)(terminal, [product_id], [
+        'ask_price',
+        'bid_price',
+        'last_price',
+        'interest_rate_long',
+        'interest_rate_short',
+        'interest_rate_prev_settled_at',
+        'interest_rate_next_settled_at',
+    ], Date.now());
+    return quoteRecord[product_id];
 }, { expire: 30000 });
 const interestRateIntervalCache = (0, cache_1.createCache)(async (product_id) => {
     const sql = `select created_at from interest_rate where series_id = ${(0, sql_1.escapeSQL)(product_id)} order by created_at desc limit 2`;
@@ -71,7 +79,7 @@ const polyfillPosition = async (positions) => {
         }
         // 利率相关信息的追加
         if (quote) {
-            if (quote.interest_rate_next_settled_at !== null) {
+            if (quote.interest_rate_next_settled_at != null) {
                 const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();
                 // 优先使用行情数据中的下一个结算时间
                 pos.settlement_scheduled_at = nextSettledAt;
@@ -81,7 +89,7 @@ const polyfillPosition = async (positions) => {
                     pos.settlement_interval = interval;
                 }
             }
-            else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {
+            else if (quote.interest_rate_next_settled_at == null && interestRateInterval !== undefined) {
                 // 估算下一个结算时间
                 // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval
                 const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);
@@ -92,12 +100,12 @@ const polyfillPosition = async (positions) => {
                 pos.settlement_interval = interestRateInterval.interval;
             }
             if (pos.direction === 'LONG') {
-                if (quote.interest_rate_long !== null) {
+                if (quote.interest_rate_long != null) {
                     pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;
                 }
             }
             if (pos.direction === 'SHORT') {
-                if (quote.interest_rate_short !== null) {
+                if (quote.interest_rate_short != null) {
                     pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;
                 }
             }

package/lib/position.js.map

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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n  async (product_id) => {\n    const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n    const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n    return quote;\n  },\n  { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n  async (product_id: string) => {\n    const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n      product_id,\n    )} order by created_at desc limit 2`;\n    const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n    if (rates.length < 2) return undefined;\n    const prev = new Date(rates[0].created_at).getTime();\n    const prevOfPrev = new Date(rates[1].created_at).getTime();\n    const interval = prev - prevOfPrev;\n    return {\n      prev,\n      prevOfPrev,\n      interval,\n    };\n  },\n  { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n  // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n  for (const pos of positions) {\n    const [theProduct, quote, interestRateInterval] = await Promise.all([\n      productCache.query(pos.product_id),\n      quoteCache.query(pos.product_id),\n      interestRateIntervalCache.query(pos.product_id),\n    ]);\n\n    // 估值 = value_scale * volume * closable_price\n    if (theProduct) {\n      if (theProduct.base_currency) {\n        pos.base_currency = theProduct.base_currency;\n      }\n      if (theProduct.quote_currency) {\n        pos.quote_currency = theProduct.quote_currency;\n      }\n      if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n        pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';\n      }\n      if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n        pos.free_size =\n          (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';\n      }\n      pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);\n    }\n\n    if (quote && pos.size) {\n      const sizeNum = +pos.size;\n      if (pos.current_price === undefined) {\n        if (sizeNum > 0) {\n          // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n          pos.current_price = (quote.ask_price || quote.last_price) + '';\n        } else {\n          // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n          pos.current_price = (quote.bid_price || quote.last_price) + '';\n        }\n      }\n\n      // 计算名义价值\n      if (pos.notional === undefined) {\n        pos.notional = sizeNum * (+pos.current_price || 0) + '';\n      }\n    }\n\n    // 利率相关信息的追加\n    if (quote) {\n      if (quote.interest_rate_next_settled_at !== null) {\n        const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n        // 优先使用行情数据中的下一个结算时间\n        pos.settlement_scheduled_at = nextSettledAt;\n        // 优先使用下一个结算时间推算结算间隔\n        if (interestRateInterval !== undefined) {\n          const interval = nextSettledAt - interestRateInterval.prev;\n          pos.settlement_interval = interval;\n        }\n      } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n        // 估算下一个结算时间\n        // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n        const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n        pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n      }\n\n      // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n      if (pos.settlement_interval === undefined && interestRateInterval) {\n        pos.settlement_interval = interestRateInterval.interval;\n      }\n\n      if (pos.direction === 'LONG') {\n        if (quote.interest_rate_long !== null) {\n          pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n        }\n      }\n      if (pos.direction === 'SHORT') {\n        if (quote.interest_rate_short !== null) {\n          pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n        }\n      }\n    }\n  }\n  return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n  for (const order of orders) {\n    const theProduct = await productCache.query(order.product_id);\n    if (theProduct) {\n      if (order.size !== undefined) {\n        const sizeNum = +order.size;\n        const sizeStep = theProduct.volume_step * theProduct.value_scale;\n        if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n        // check size is multiple of sizeStep\n        if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n          throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n            order,\n            sizeStep,\n            sizeNum,\n            product: theProduct,\n          });\n        }\n\n        if (sizeNum >= 0) {\n          order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n        } else {\n          order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n        }\n        order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n      }\n    }\n  }\n  return orders;\n};\n"]}
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote, queryQuotes } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\n\nconst quoteCache = createCache<Partial<IQuote> | undefined>(\n  async (product_id) => {\n    const quoteRecord = await queryQuotes(\n      terminal,\n      [product_id],\n      [\n        'ask_price',\n        'bid_price',\n        'last_price',\n        'interest_rate_long',\n        'interest_rate_short',\n        'interest_rate_prev_settled_at',\n        'interest_rate_next_settled_at',\n      ],\n      Date.now(),\n    );\n    return quoteRecord[product_id];\n  },\n  { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n  async (product_id: string) => {\n    const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n      product_id,\n    )} order by created_at desc limit 2`;\n    const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n    if (rates.length < 2) return undefined;\n    const prev = new Date(rates[0].created_at).getTime();\n    const prevOfPrev = new Date(rates[1].created_at).getTime();\n    const interval = prev - prevOfPrev;\n    return {\n      prev,\n      prevOfPrev,\n      interval,\n    };\n  },\n  { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n  // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n  for (const pos of positions) {\n    const [theProduct, quote, interestRateInterval] = await Promise.all([\n      productCache.query(pos.product_id),\n      quoteCache.query(pos.product_id),\n      interestRateIntervalCache.query(pos.product_id),\n    ]);\n\n    // 估值 = value_scale * volume * closable_price\n    if (theProduct) {\n      if (theProduct.base_currency) {\n        pos.base_currency = theProduct.base_currency;\n      }\n      if (theProduct.quote_currency) {\n        pos.quote_currency = theProduct.quote_currency;\n      }\n      if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n        pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';\n      }\n      if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n        pos.free_size =\n          (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';\n      }\n      pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);\n    }\n\n    if (quote && pos.size) {\n      const sizeNum = +pos.size;\n      if (pos.current_price === undefined) {\n        if (sizeNum > 0) {\n          // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n          pos.current_price = (quote.ask_price || quote.last_price) + '';\n        } else {\n          // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n          pos.current_price = (quote.bid_price || quote.last_price) + '';\n        }\n      }\n\n      // 计算名义价值\n      if (pos.notional === undefined) {\n        pos.notional = sizeNum * (+pos.current_price || 0) + '';\n      }\n    }\n\n    // 利率相关信息的追加\n    if (quote) {\n      if (quote.interest_rate_next_settled_at != null) {\n        const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n        // 优先使用行情数据中的下一个结算时间\n        pos.settlement_scheduled_at = nextSettledAt;\n        // 优先使用下一个结算时间推算结算间隔\n        if (interestRateInterval !== undefined) {\n          const interval = nextSettledAt - interestRateInterval.prev;\n          pos.settlement_interval = interval;\n        }\n      } else if (quote.interest_rate_next_settled_at == null && interestRateInterval !== undefined) {\n        // 估算下一个结算时间\n        // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n        const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n        pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n      }\n\n      // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n      if (pos.settlement_interval === undefined && interestRateInterval) {\n        pos.settlement_interval = interestRateInterval.interval;\n      }\n\n      if (pos.direction === 'LONG') {\n        if (quote.interest_rate_long != null) {\n          pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n        }\n      }\n      if (pos.direction === 'SHORT') {\n        if (quote.interest_rate_short != null) {\n          pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n        }\n      }\n    }\n  }\n  return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n  for (const order of orders) {\n    const theProduct = await productCache.query(order.product_id);\n    if (theProduct) {\n      if (order.size !== undefined) {\n        const sizeNum = +order.size;\n        const sizeStep = theProduct.volume_step * theProduct.value_scale;\n        if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n        // check size is multiple of sizeStep\n        if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n          throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n            order,\n            sizeStep,\n            sizeNum,\n            product: theProduct,\n          });\n        }\n\n        if (sizeNum >= 0) {\n          order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n        } else {\n          order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n        }\n        order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n      }\n    }\n  }\n  return orders;\n};\n"]}

package/lib/quote/__tests__/implementations.test.js

@@ -214,6 +214,72 @@ describe('IQuoteState implementations', () => {
                 const dumped = quoteState.dumpAsObject();
                 expect(dumped).toEqual(updateAction);
             });
+            // 测试 11: filterValues 方法应该返回值（即使字段不存在）
+            it('should return values via filterValues (even if field missing)', () => {
+                // 设置测试数据
+                quoteState.update({
+                    product_001: {
+                        last_price: ['100.0', 1000],
+                        ask_price: ['101.0', 2000],
+                        // bid_price not set
+                    },
+                    product_002: {
+                        last_price: ['200.0', 1500],
+                    },
+                });
+                // 测试 1: 获取存在的字段
+                const result1 = quoteState.filterValues(['product_001', 'product_002'], ['last_price', 'ask_price']);
+                expect(result1).toEqual({
+                    product_001: {
+                        last_price: '100.0',
+                        ask_price: '101.0',
+                    },
+                    product_002: {
+                        last_price: '200.0',
+                        ask_price: '',
+                    },
+                });
+                // 测试 2: 获取不存在的产品和字段
+                const result2 = quoteState.filterValues(['product_001', 'non_existent'], ['last_price', 'bid_price']);
+                expect(result2).toEqual({
+                    product_001: {
+                        last_price: '100.0',
+                        bid_price: '',
+                    },
+                    non_existent: {
+                        last_price: '',
+                        bid_price: '',
+                    },
+                });
+                // 测试 3: 空产品列表
+                const result3 = quoteState.filterValues([], ['last_price']);
+                expect(result3).toEqual({});
+                // 测试 4: 空字段列表
+                const result4 = quoteState.filterValues(['product_001'], []);
+                expect(result4).toEqual({
+                    product_001: {},
+                });
+                // 测试 5: 所有字段类型
+                const allFields = [
+                    'last_price',
+                    'ask_price',
+                    'ask_volume',
+                    'bid_volume',
+                    'bid_price',
+                    'interest_rate_short',
+                    'open_interest',
+                    'interest_rate_prev_settled_at',
+                    'interest_rate_next_settled_at',
+                    'interest_rate_long',
+                ];
+                const result5 = quoteState.filterValues(['product_001'], allFields);
+                expect(Object.keys(result5.product_001)).toEqual(allFields);
+                expect(result5.product_001.last_price).toBe('100.0');
+                expect(result5.product_001.ask_price).toBe('101.0');
+                // 其他字段应为空字符串
+                expect(result5.product_001.bid_price).toBe('');
+                expect(result5.product_001.ask_volume).toBe('');
+            });
         });
     });
 });

package/lib/quote/__tests__/implementations.test.js.map

@@ -1 +1 @@
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{ implementations } from '../implementations';\nimport { IQuoteKey, IQuoteUpdateAction } from '../types';\n\n// 测试所有实现的通用测试套件\ndescribe('IQuoteState implementations', () => {\n  // 测试每个实现\n  Object.entries(implementations).forEach(([name, createQuoteState]) => {\n    describe(`${name} implementation`, () => {\n      let quoteState: ReturnType<typeof createQuoteState>;\n\n      beforeEach(() => {\n        quoteState = createQuoteState();\n      });\n\n      // 测试 1: 初始状态应该是空的\n      it('should have empty initial state', () => {\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual({});\n      });\n\n      // 测试 2: 更新单个产品的单个字段\n      it('should update single field for single product', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.5', 1000],\n          },\n        };\n\n        quoteState.update(updateAction);\n\n        // 验证通过 getValueTuple 获取\n        const tuple = quoteState.getValueTuple('product_001', 'last_price');\n        expect(tuple).toEqual(['100.5', 1000]);\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n\n      // 测试 3: 更新多个产品和多个字段\n      it('should update multiple fields for multiple products', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.5', 1000],\n            ask_price: ['101.0', 1001],\n          },\n          product_002: {\n            bid_price: ['99.0', 1002],\n            ask_volume: ['500', 1003],\n          },\n        };\n\n        quoteState.update(updateAction);\n\n        // 验证所有字段\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);\n        expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n        expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);\n        expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n\n      // 测试 4: 更新应该覆盖旧的时间戳，但忽略更旧的时间戳\n      it('should overwrite with newer timestamp, ignore older timestamp', () => {\n        // 初始更新\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        });\n\n        // 用更新的时间戳覆盖\n        quoteState.update({\n          product_001: {\n            last_price: ['200.0', 2000],\n          },\n        });\n\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n\n        // 用更旧的时间戳尝试覆盖（应该被忽略）\n        quoteState.update({\n          product_001: {\n            last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧\n          },\n        });\n\n        // 应该仍然是旧的值\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n      });\n\n      // 测试 5: 获取不存在的产品或字段应该返回 undefined\n      it('should return undefined for non-existent product or field', () => {\n        expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();\n\n        // 添加一个产品但不包含该字段\n        quoteState.update({\n          product_001: {\n            ask_price: ['101.0', 1000],\n          },\n        });\n\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();\n        expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();\n      });\n\n      // 测试 6: filter 方法应该返回符合条件的数据\n      it('should filter data by product_ids, fields, and updated_at', () => {\n        // 设置测试数据\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 2000], // 较新的时间戳\n            bid_price: ['99.0', 500], // 较旧的时间戳\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n            ask_price: ['201.0', 2500],\n          },\n          product_003: {\n            last_price: ['300.0', 1200],\n          },\n        });\n\n        // 测试 1: 过滤特定产品和字段，时间阈值 1000\n        const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);\n\n        expect(result1).toEqual({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 2000],\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n            ask_price: ['201.0', 2500],\n          },\n        });\n\n        // 测试 2: 过滤时间阈值 1500（排除较旧的数据）\n        const result2 = quoteState.filter(\n          ['product_001', 'product_002', 'product_003'],\n          ['last_price', 'bid_price'],\n          1500,\n        );\n\n        expect(result2).toEqual({\n          product_001: {\n            // last_price 时间戳 1000 < 1500，应该被排除\n            // bid_price 时间戳 500 < 1500，应该被排除\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n          },\n          product_003: {\n            // last_price 时间戳 1200 < 1500，应该被排除\n          },\n        });\n\n        // 测试 3: 过滤不存在的产品应该返回空对象\n        const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);\n\n        expect(result3).toEqual({\n          non_existent: {},\n        });\n      });\n\n      // 测试 7: 空更新不应该改变状态\n      it('should handle empty update action', () => {\n        // 先添加一些数据\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        });\n\n        const beforeDump = quoteState.dumpAsObject();\n\n        // 空更新\n        quoteState.update({});\n\n        const afterDump = quoteState.dumpAsObject();\n        expect(afterDump).toEqual(beforeDump);\n      });\n\n      // 测试 8: 更新时只提供部分字段，不应影响其他字段\n      it('should not affect other fields when updating partial fields', () => {\n        // 初始设置两个字段\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 1001],\n          },\n        });\n\n        // 只更新一个字段\n        quoteState.update({\n          product_001: {\n            last_price: ['200.0', 2000],\n          },\n        });\n\n        // last_price 应该更新，ask_price 应该保持不变\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n        expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n      });\n\n      // 测试 9: 重复的更新应该保持幂等性\n      it('should be idempotent for duplicate updates', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        };\n\n        // 多次执行相同的更新\n        quoteState.update(updateAction);\n        quoteState.update(updateAction);\n        quoteState.update(updateAction);\n\n        // 状态应该与单次更新相同\n        expect(quoteState.dumpAsObject()).toEqual(updateAction);\n      });\n\n      // 测试 10: 字段名称应该是 IQuoteKey 类型\n      it('should handle all IQuoteKey field types', () => {\n        const allFields: IQuoteKey[] = [\n          'last_price',\n          'ask_price',\n          'ask_volume',\n          'bid_volume',\n          'bid_price',\n          'interest_rate_short',\n          'open_interest',\n          'interest_rate_prev_settled_at',\n          'interest_rate_next_settled_at',\n          'interest_rate_long',\n        ];\n\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {},\n        };\n\n        // 为每个字段设置值\n        allFields.forEach((field, index) => {\n          updateAction['product_001'][field] = [`value_${index}`, 1000 + index];\n        });\n\n        quoteState.update(updateAction);\n\n        // 验证每个字段\n        allFields.forEach((field, index) => {\n          expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);\n        });\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n    });\n  });\n});\n"]}
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{ implementations } from '../implementations';\nimport { IQuoteKey, IQuoteUpdateAction } from '../types';\n\n// 测试所有实现的通用测试套件\ndescribe('IQuoteState implementations', () => {\n  // 测试每个实现\n  Object.entries(implementations).forEach(([name, createQuoteState]) => {\n    describe(`${name} implementation`, () => {\n      let quoteState: ReturnType<typeof createQuoteState>;\n\n      beforeEach(() => {\n        quoteState = createQuoteState();\n      });\n\n      // 测试 1: 初始状态应该是空的\n      it('should have empty initial state', () => {\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual({});\n      });\n\n      // 测试 2: 更新单个产品的单个字段\n      it('should update single field for single product', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.5', 1000],\n          },\n        };\n\n        quoteState.update(updateAction);\n\n        // 验证通过 getValueTuple 获取\n        const tuple = quoteState.getValueTuple('product_001', 'last_price');\n        expect(tuple).toEqual(['100.5', 1000]);\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n\n      // 测试 3: 更新多个产品和多个字段\n      it('should update multiple fields for multiple products', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.5', 1000],\n            ask_price: ['101.0', 1001],\n          },\n          product_002: {\n            bid_price: ['99.0', 1002],\n            ask_volume: ['500', 1003],\n          },\n        };\n\n        quoteState.update(updateAction);\n\n        // 验证所有字段\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);\n        expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n        expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);\n        expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n\n      // 测试 4: 更新应该覆盖旧的时间戳，但忽略更旧的时间戳\n      it('should overwrite with newer timestamp, ignore older timestamp', () => {\n        // 初始更新\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        });\n\n        // 用更新的时间戳覆盖\n        quoteState.update({\n          product_001: {\n            last_price: ['200.0', 2000],\n          },\n        });\n\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n\n        // 用更旧的时间戳尝试覆盖（应该被忽略）\n        quoteState.update({\n          product_001: {\n            last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧\n          },\n        });\n\n        // 应该仍然是旧的值\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n      });\n\n      // 测试 5: 获取不存在的产品或字段应该返回 undefined\n      it('should return undefined for non-existent product or field', () => {\n        expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();\n\n        // 添加一个产品但不包含该字段\n        quoteState.update({\n          product_001: {\n            ask_price: ['101.0', 1000],\n          },\n        });\n\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();\n        expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();\n      });\n\n      // 测试 6: filter 方法应该返回符合条件的数据\n      it('should filter data by product_ids, fields, and updated_at', () => {\n        // 设置测试数据\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 2000], // 较新的时间戳\n            bid_price: ['99.0', 500], // 较旧的时间戳\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n            ask_price: ['201.0', 2500],\n          },\n          product_003: {\n            last_price: ['300.0', 1200],\n          },\n        });\n\n        // 测试 1: 过滤特定产品和字段，时间阈值 1000\n        const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);\n\n        expect(result1).toEqual({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 2000],\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n            ask_price: ['201.0', 2500],\n          },\n        });\n\n        // 测试 2: 过滤时间阈值 1500（排除较旧的数据）\n        const result2 = quoteState.filter(\n          ['product_001', 'product_002', 'product_003'],\n          ['last_price', 'bid_price'],\n          1500,\n        );\n\n        expect(result2).toEqual({\n          product_001: {\n            // last_price 时间戳 1000 < 1500，应该被排除\n            // bid_price 时间戳 500 < 1500，应该被排除\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n          },\n          product_003: {\n            // last_price 时间戳 1200 < 1500，应该被排除\n          },\n        });\n\n        // 测试 3: 过滤不存在的产品应该返回空对象\n        const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);\n\n        expect(result3).toEqual({\n          non_existent: {},\n        });\n      });\n\n      // 测试 7: 空更新不应该改变状态\n      it('should handle empty update action', () => {\n        // 先添加一些数据\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        });\n\n        const beforeDump = quoteState.dumpAsObject();\n\n        // 空更新\n        quoteState.update({});\n\n        const afterDump = quoteState.dumpAsObject();\n        expect(afterDump).toEqual(beforeDump);\n      });\n\n      // 测试 8: 更新时只提供部分字段，不应影响其他字段\n      it('should not affect other fields when updating partial fields', () => {\n        // 初始设置两个字段\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 1001],\n          },\n        });\n\n        // 只更新一个字段\n        quoteState.update({\n          product_001: {\n            last_price: ['200.0', 2000],\n          },\n        });\n\n        // last_price 应该更新，ask_price 应该保持不变\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n        expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n      });\n\n      // 测试 9: 重复的更新应该保持幂等性\n      it('should be idempotent for duplicate updates', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        };\n\n        // 多次执行相同的更新\n        quoteState.update(updateAction);\n        quoteState.update(updateAction);\n        quoteState.update(updateAction);\n\n        // 状态应该与单次更新相同\n        expect(quoteState.dumpAsObject()).toEqual(updateAction);\n      });\n\n      // 测试 10: 字段名称应该是 IQuoteKey 类型\n      it('should handle all IQuoteKey field types', () => {\n        const allFields: IQuoteKey[] = [\n          'last_price',\n          'ask_price',\n          'ask_volume',\n          'bid_volume',\n          'bid_price',\n          'interest_rate_short',\n          'open_interest',\n          'interest_rate_prev_settled_at',\n          'interest_rate_next_settled_at',\n          'interest_rate_long',\n        ];\n\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {},\n        };\n\n        // 为每个字段设置值\n        allFields.forEach((field, index) => {\n          updateAction['product_001'][field] = [`value_${index}`, 1000 + index];\n        });\n\n        quoteState.update(updateAction);\n\n        // 验证每个字段\n        allFields.forEach((field, index) => {\n          expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);\n        });\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n\n      // 测试 11: filterValues 方法应该返回值（即使字段不存在）\n      it('should return values via filterValues (even if field missing)', () => {\n        // 设置测试数据\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 2000],\n            // bid_price not set\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n          },\n        });\n\n        // 测试 1: 获取存在的字段\n        const result1 = quoteState.filterValues(['product_001', 'product_002'], ['last_price', 'ask_price']);\n        expect(result1).toEqual({\n          product_001: {\n            last_price: '100.0',\n            ask_price: '101.0',\n          },\n          product_002: {\n            last_price: '200.0',\n            ask_price: '',\n          },\n        });\n\n        // 测试 2: 获取不存在的产品和字段\n        const result2 = quoteState.filterValues(['product_001', 'non_existent'], ['last_price', 'bid_price']);\n        expect(result2).toEqual({\n          product_001: {\n            last_price: '100.0',\n            bid_price: '',\n          },\n          non_existent: {\n            last_price: '',\n            bid_price: '',\n          },\n        });\n\n        // 测试 3: 空产品列表\n        const result3 = quoteState.filterValues([], ['last_price']);\n        expect(result3).toEqual({});\n\n        // 测试 4: 空字段列表\n        const result4 = quoteState.filterValues(['product_001'], []);\n        expect(result4).toEqual({\n          product_001: {},\n        });\n\n        // 测试 5: 所有字段类型\n        const allFields: IQuoteKey[] = [\n          'last_price',\n          'ask_price',\n          'ask_volume',\n          'bid_volume',\n          'bid_price',\n          'interest_rate_short',\n          'open_interest',\n          'interest_rate_prev_settled_at',\n          'interest_rate_next_settled_at',\n          'interest_rate_long',\n        ];\n        const result5 = quoteState.filterValues(['product_001'], allFields);\n        expect(Object.keys(result5.product_001)).toEqual(allFields);\n        expect(result5.product_001.last_price).toBe('100.0');\n        expect(result5.product_001.ask_price).toBe('101.0');\n        // 其他字段应为空字符串\n        expect(result5.product_001.bid_price).toBe('');\n        expect(result5.product_001.ask_volume).toBe('');\n      });\n    });\n  });\n});\n"]}

package/lib/quote/implementations/v0.d.ts.map

@@ -1 +1 @@
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package/lib/quote/implementations/v0.js

@@ -60,7 +60,18 @@ function createQuoteStateV0() {
         }
         return result;
     };
-    return { update, dumpAsObject, getValueTuple, filter };
+    const filterValues = (product_ids, fields) => {
+        const result = {};
+        for (const product_id of product_ids) {
+            result[product_id] = {};
+            for (const field of fields) {
+                const tuple = getValueTuple(product_id, field);
+                result[product_id][field] = tuple ? tuple[0] : '';
+            }
+        }
+        return result;
+    };
+    return { update, dumpAsObject, getValueTuple, filter, filterValues };
 }
 exports.createQuoteStateV0 = createQuoteStateV0;
 //# sourceMappingURL=v0.js.map

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{ IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n/**\n * 创建一个简单的基于 Map 的实现，用于对比测试\n * 这个实现使用嵌套 Map 结构，作为性能对比的基准\n */\nexport function createQuoteStateV0(): IQuoteState {\n  // 使用三层嵌套结构：product_id -> field -> [value, updated_at]\n  const data = new Map<string, Map<IQuoteKey, [string, number]>>();\n\n  const update = (action: IQuoteUpdateAction) => {\n    for (const product_id in action) {\n      let productMap = data.get(product_id);\n      if (!productMap) {\n        productMap = new Map();\n        data.set(product_id, productMap);\n      }\n\n      const fields = action[product_id];\n      for (const field_name in fields) {\n        const field = field_name as IQuoteKey;\n        const [value, updated_at] = fields[field]!;\n        const existing = productMap.get(field);\n        if (!existing || updated_at >= existing[1]) {\n          productMap.set(field, [value, updated_at]);\n        }\n      }\n    }\n  };\n\n  const dumpAsObject = (): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    data.forEach((productMap, product_id) => {\n      const productData: Partial<Record<IQuoteKey, [string, number]>> = {};\n      productMap.forEach((tuple, field) => {\n        productData[field] = tuple;\n      });\n      result[product_id] = productData;\n    });\n    return result;\n  };\n\n  const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n    const productMap = data.get(product_id);\n    if (!productMap) return undefined;\n    return productMap.get(field);\n  };\n\n  const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of product_ids) {\n      const productMap = data.get(product_id);\n      const productData: Partial<Record<IQuoteKey, [string, number]>> = {};\n\n      if (productMap) {\n        for (const field of fields) {\n          const tuple = productMap.get(field);\n          if (tuple && tuple[1] >= updated_at) {\n            productData[field] = tuple;\n          }\n        }\n      }\n\n      result[product_id] = productData;\n    }\n    return result;\n  };\n\n  const filterValues = <K extends IQuoteKey>(\n    product_ids: string[],\n    fields: K[],\n  ): Record<string, Record<K, string>> => {\n    const result: Record<string, Record<K, string>> = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {} as Record<K, string>;\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        result[product_id][field] = tuple ? tuple[0] : '';\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter, filterValues };\n}\n"]}

package/lib/quote/implementations/v1.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"v1.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WA8FrC,CAAC"}
+{"version":3,"file":"v1.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WA6GrC,CAAC"}

package/lib/quote/implementations/v1.js

@@ -111,7 +111,18 @@ const createQuoteStateV1 = () => {
         }
         return result;
     };
-    return { update, dumpAsObject, getValueTuple, filter };
+    const filterValues = (product_ids, fields) => {
+        const result = {};
+        for (const product_id of product_ids) {
+            result[product_id] = {};
+            for (const field of fields) {
+                const tuple = getValueTuple(product_id, field);
+                result[product_id][field] = tuple ? tuple[0] : '';
+            }
+        }
+        return result;
+    };
+    return { update, dumpAsObject, getValueTuple, filter, filterValues };
 };
 exports.createQuoteStateV1 = createQuoteStateV1;
 //# sourceMappingURL=v1.js.map

package/lib/quote/implementations/v1.js.map

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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n  // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n  last_price: 0,\n  ask_price: 0,\n  ask_volume: 0,\n  bid_volume: 0,\n  bid_price: 0,\n  interest_rate_short: 0,\n  open_interest: 0,\n  interest_rate_prev_settled_at: 0,\n  interest_rate_next_settled_at: 0,\n  interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/**\n * 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n */\nexport const createQuoteStateV1 = (): IQuoteState => {\n  // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n  const data: (string | number)[] = [];\n  const products: string[] = [];\n  const mapProductIdToIndex = new Map<string, number>();\n  // 0~20 (10 fields * 2 (value, updated_at))\n  const getFieldOffset = (product_id: string, field: string): number | undefined => {\n    let baseIndex = mapProductIdToIndex.get(product_id);\n    if (baseIndex === undefined) {\n      return undefined;\n    }\n    const fieldOffset = mapFieldNameToOffset[field];\n    if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n    return baseIndex + fieldOffset;\n  };\n\n  const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n    const offset = getFieldOffset(product_id, field);\n    if (offset === undefined) return undefined;\n    const value = data[offset] as string;\n    if (value === undefined) return undefined;\n    const updated_at = data[offset + 1] as number;\n    return [value, updated_at];\n  };\n\n  const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n    let offset = getFieldOffset(product_id, field);\n    if (offset === undefined) {\n      const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n      products.push(product_id);\n      mapProductIdToIndex.set(product_id, baseIndex);\n      offset = baseIndex + mapFieldNameToOffset[field];\n    }\n    data[offset] = value;\n    data[offset + 1] = updated_at;\n  };\n\n  const update = (action: IQuoteUpdateAction) => {\n    for (const product_id in action) {\n      const fields = action[product_id];\n      for (const field_name in fields) {\n        const field = field_name as IQuoteKey;\n        const [value, updated_at] = fields[field]!;\n        const oldTuple = getValueTuple(product_id, field);\n        if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n          setValueTuple(product_id, field, value, updated_at);\n        }\n      }\n    }\n  };\n\n  const dumpAsObject = (): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of products) {\n      result[product_id] = {};\n    }\n 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tuple = getValueTuple(product_id, field);\n        if (tuple && tuple[1] >= updated_at) {\n          result[product_id]![field] = tuple;\n        }\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter };\n};\n"]}
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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n  // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n  last_price: 0,\n  ask_price: 0,\n  ask_volume: 0,\n  bid_volume: 0,\n  bid_price: 0,\n  interest_rate_short: 0,\n  open_interest: 0,\n  interest_rate_prev_settled_at: 0,\n  interest_rate_next_settled_at: 0,\n  interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/**\n * 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n */\nexport const createQuoteStateV1 = (): IQuoteState => {\n  // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n  const data: (string | number)[] = [];\n  const products: string[] = [];\n  const mapProductIdToIndex = new Map<string, number>();\n  // 0~20 (10 fields 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(offset === undefined) {\n      const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n      products.push(product_id);\n      mapProductIdToIndex.set(product_id, baseIndex);\n      offset = baseIndex + mapFieldNameToOffset[field];\n    }\n    data[offset] = value;\n    data[offset + 1] = updated_at;\n  };\n\n  const update = (action: IQuoteUpdateAction) => {\n    for (const product_id in action) {\n      const fields = action[product_id];\n      for (const field_name in fields) {\n        const field = field_name as IQuoteKey;\n        const [value, updated_at] = fields[field]!;\n        const oldTuple = getValueTuple(product_id, field);\n        if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n          setValueTuple(product_id, field, value, updated_at);\n        }\n      }\n    }\n  };\n\n  const dumpAsObject = (): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of products) {\n      result[product_id] = {};\n    }\n    for (let i = 0; i < data.length; i += 2) {\n      const value = data[i] as string;\n      if (value === undefined) continue;\n      const updated_at = data[i + 1] as number;\n\n      const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n      const product_id = products[productIndex];\n\n      const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n      const field_name = FIELDS[fieldIndex];\n\n      result[product_id][field_name] = [value, updated_at];\n    }\n    return result;\n  };\n\n  /**\n   * 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n   * @param product_ids - 需要过滤的 product_id 列表\n   * @param fields - 需要过滤的字段列表\n   * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n   * @returns 过滤后的数据\n   */\n  const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {};\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        if (tuple && tuple[1] >= updated_at) {\n          result[product_id]![field] = tuple;\n        }\n      }\n    }\n    return result;\n  };\n\n  const filterValues = <K extends IQuoteKey>(\n    product_ids: string[],\n    fields: K[],\n  ): Record<string, Record<K, string>> => {\n    const result: Record<string, Record<K, string>> = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {} as Record<K, string>;\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        result[product_id][field] = tuple ? tuple[0] : '';\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/lib/quote/implementations/v2.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"v2.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v2.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;GAGG;AACH,eAAO,MAAM,kBAAkB,QAAO,WA0GrC,CAAC"}

package/lib/quote/implementations/v2.js

@@ -105,7 +105,18 @@ const createQuoteStateV2 = () => {
         }
         return result;
     };
-    return { update, dumpAsObject, getValueTuple, filter };
+    const filterValues = (product_ids, fields) => {
+        const result = {};
+        for (const product_id of product_ids) {
+            result[product_id] = {};
+            for (const field of fields) {
+                const tuple = getValueTuple(product_id, field);
+                result[product_id][field] = tuple ? tuple[0] : '';
+            }
+        }
+        return result;
+    };
+    return { update, dumpAsObject, getValueTuple, filter, filterValues };
 };
 exports.createQuoteStateV2 = createQuoteStateV2;
 //# sourceMappingURL=v2.js.map

package/lib/quote/implementations/v2.js.map

@@ -1 +1 @@
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i < values.length; i++) {\n      const value = values[i];\n      if (value === undefined) continue;\n      const updated_at = timestamps[i];\n\n      const productIndex = Math.floor(i / FIELD_COUNT);\n      const product_id = products[productIndex];\n\n      const fieldIndex = i % FIELD_COUNT;\n      const field_name = FIELDS[fieldIndex];\n\n      result[product_id]![field_name] = [value, updated_at];\n    }\n    return result;\n  };\n\n  /**\n   * 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n   * @param product_ids - 需要过滤的 product_id 列表\n   * @param fields - 需要过滤的字段列表\n   * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n   * @returns 过滤后的数据\n   */\n  const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {};\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        if (tuple && tuple[1] >= updated_at) {\n          result[product_id]![field] = tuple;\n        }\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter };\n};\n"]}
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// 改为单倍偏移\n\n/**\n * 高效的行情状态管理器 v2\n * 将 value 和 timestamp 拆分为两个数组，使数组元素类型一致，提高内存访问效率\n */\nexport const createQuoteStateV2 = (): IQuoteState => {\n  // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n  const values: string[] = []; // 存储字段值\n  const timestamps: number[] = []; // 存储更新时间戳\n  const products: string[] = [];\n  const mapProductIdToIndex = new Map<string, number>();\n  // 每个产品占用 FIELD_COUNT 个位置\n  const getFieldOffset = (product_id: string, field: string): number => {\n    let baseIndex = mapProductIdToIndex.get(product_id);\n    if (baseIndex === undefined) {\n      baseIndex = mapProductIdToIndex.size * FIELD_COUNT;\n      products.push(product_id);\n      mapProductIdToIndex.set(product_id, baseIndex);\n    }\n    const fieldOffset = mapFieldNameToOffset[field];\n    if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n    return baseIndex + fieldOffset;\n  };\n\n  const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n    const offset = getFieldOffset(product_id, field);\n    const value = values[offset];\n    if (value === undefined) return undefined;\n    const updated_at = timestamps[offset];\n    return [value, updated_at];\n  };\n\n  const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n    const offset = getFieldOffset(product_id, field);\n    values[offset] = value;\n    timestamps[offset] = updated_at;\n  };\n\n  const update = (action: IQuoteUpdateAction) => {\n    for (const product_id in action) {\n      const fields = action[product_id];\n      for (const field_name in fields) {\n        const field = field_name as IQuoteKey;\n        const [value, updated_at] = fields[field]!;\n        const oldTuple = getValueTuple(product_id, field);\n\n        if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n          setValueTuple(product_id, field, value, updated_at);\n        }\n      }\n    }\n  };\n\n  const dumpAsObject = (): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of products) {\n      result[product_id] = {};\n    }\n    for (let i = 0; i < values.length; i++) {\n      const value = values[i];\n      if (value === undefined) continue;\n      const updated_at = timestamps[i];\n\n      const productIndex = Math.floor(i / FIELD_COUNT);\n      const product_id = products[productIndex];\n\n      const fieldIndex = i % FIELD_COUNT;\n      const field_name = FIELDS[fieldIndex];\n\n      result[product_id]![field_name] = [value, updated_at];\n    }\n    return result;\n  };\n\n  /**\n   * 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n   * @param product_ids - 需要过滤的 product_id 列表\n   * @param fields - 需要过滤的字段列表\n   * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n   * @returns 过滤后的数据\n   */\n  const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {};\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        if (tuple && tuple[1] >= updated_at) {\n          result[product_id]![field] = tuple;\n        }\n      }\n    }\n    return result;\n  };\n\n  const filterValues = <K extends IQuoteKey>(\n    product_ids: string[],\n    fields: K[],\n  ): Record<string, Record<K, string>> => {\n    const result: Record<string, Record<K, string>> = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {} as Record<K, string>;\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        result[product_id][field] = tuple ? tuple[0] : '';\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/lib/quote/implementations/v3.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"v3.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v3.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WAsOrC,CAAC"}

package/lib/quote/implementations/v3.js

@@ -209,7 +209,18 @@ const createQuoteStateV3 = () => {
             structures: products.length * 50 + stringPool.length * 16, // 粗略估计
         },
     });
-    return { update, dumpAsObject, getValueTuple, filter };
+    const filterValues = (product_ids, fields) => {
+        const result = {};
+        for (const product_id of product_ids) {
+            result[product_id] = {};
+            for (const field of fields) {
+                const tuple = getValueTuple(product_id, field);
+                result[product_id][field] = tuple ? tuple[0] : '';
+            }
+        }
+        return result;
+    };
+    return { update, dumpAsObject, getValueTuple, filter, filterValues };
 };
 exports.createQuoteStateV3 = createQuoteStateV3;
 //# sourceMappingURL=v3.js.map