openalgo-script 0.4.0 → 0.6.0

package/dist/core/backtest/drive.js

@@ -25,16 +25,65 @@
  * is reported on bar k + 1. A frame answered after the last bar has no boundary
  * left to fold at: it is not delivered, it is not recorded as delivered, and
  * the order it was about is in the ledger at whatever it last said.
+ *
+ * **Two drivers, and the only difference between them is where the frames come
+ * from.** `backtest` runs against the simulated destination, which decides a
+ * fill from the bars and answers frames of its own; `backtestSupplied` is
+ * handed the frames and delivers those. Everything else about the two is one
+ * function below: the same window, the same load, the same refusals, the same
+ * loop and the same record.
  */
 import { reportOf, scheduleFromDeclaration } from '../accounting/index.js';
 import { load } from '../engine/index.js';
 import { declarationOf } from './declaration.js';
+import { Delivery, framedAs, ordinalsOf } from './deliver.js';
 import { marksFor, windowFor } from './range.js';
-import { diagnosticIn, orderIn, recordOf } from './record.js';
+import { orderIn, recordOf } from './record.js';
 import { Simulator } from './simulate.js';
 import { checkSettings } from './settings.js';
+import { walk } from './walk.js';
+/**
+ * One run against a simulated destination, from a compiled program to a record.
+ *
+ * The frames are the destination's own: it is handed the orders, it reads the
+ * bars, and what it answers is what the engine folds. A run whose frames
+ * somebody else is supplying is `backtestSupplied` below.
+ */
+export function backtest(program, bars, settings, options = {}) {
+    return drive(program, bars, settings, options, (declared, schedule) => simulated(new Simulator({
+        bars,
+        contract: settings.contract,
+        fill: settings.fill,
+        slippageTicks: schedule.slippageTicks,
+        fillOn: declared.fillOn,
+        qtyType: declared.qtyType,
+    })));
+}
 /**
- * One run, from a compiled program to a record of it.
+ * One run over the frames somebody else supplied, which this engine does not
+ * choose and does not add to.
+ *
+ * `conformance.md` section 3 gives a case a `frames.csv` that supplies order
+ * frames the way `bars.csv` supplies bars, so that a case asserts the fold
+ * against input the engine did not choose. Every other argument is `backtest`'s
+ * and means there what it means here. A row is delivered at the boundary it
+ * names and folded before the next bar, and the record carries the rows it was
+ * handed rather than a second spelling of them.
+ *
+ * **Nothing is invented.** No fill is priced off a bar, no order rests and no
+ * schedule is read, so an order the frames say nothing about stays where its
+ * placement left it, which is what a case saying nothing about it means.
+ *
+ * **A record made here is a record of this run and not of a simulated one.**
+ * `rerun` puts a record's program back on a simulated destination, because a
+ * record does not say which of the two answered it, so a rerun of one of these
+ * reproduces it only where that destination would answer these same frames.
+ */
+export function backtestSupplied(program, bars, settings, frames, options = {}) {
+    return drive(program, bars, settings, options, () => new Delivery(frames));
+}
+/**
+ * The run both drivers are, and the one place a record is made.
  *
  * A refusal before the first bar comes back as a refusal and not as a record:
  * a program that would not load, a setting that cannot be applied and a window
@@ -42,19 +91,22 @@ import { checkSettings } from './settings.js';
  * be a document asserting figures nothing computed. A failure during a bar is
  * the other way round: the run happened, it stopped, and the record carries
  * both what it did and the diagnostic that stopped it.
+ *
+ * **The destination is chosen after the program is loaded**, which is why it
+ * arrives as a function of the declaration and the schedule: the bar a market
+ * order is priced at is the declaration's, and the declaration is resolved at
+ * load. The route is wired first and reaches whatever is chosen through the
+ * binding below, which is what lets one host serve both halves.
  */
-export function backtest(program, bars, settings, options = {}) {
+function drive(program, bars, settings, options, choose) {
     const framed = windowFor(bars, settings.range);
     if (!framed.ok)
         return { ok: false, diagnostic: framed.diagnostic };
-    // The venue is built after the program is loaded, because the bar a market
-    // order is priced at is the declaration's and the declaration is resolved at
-    // load. The route is wired first and reaches it through this binding, which
-    // is what lets one host serve both halves.
-    let venue;
+    let sending;
+    const instrument = instrumentFor(settings.contract, options.instrument ?? {});
     const loaded = load(program, {
         settings: settings.inputs,
-        host: hostFor(settings, (effect, bar) => venue?.route(effect, bar)),
+        host: hostFor(instrument, settings.now, (effect, bar) => sending?.route(effect, bar), options.requestBars),
     });
     if (!loaded.ok)
         return { ok: false, diagnostic: loaded.diagnostic };
@@ -64,156 +116,40 @@ export function backtest(program, bars, settings, options = {}) {
     if (problem !== null)
         return { ok: false, diagnostic: problem };
     const schedule = scheduleFor(settings, declared);
-    venue = new Simulator({
-        bars,
-        contract: settings.contract,
-        fill: settings.fill,
-        slippageTicks: schedule.slippageTicks,
-        fillOn: declared.fillOn,
-        qtyType: declared.qtyType,
-    });
-    const run = walk(engine, venue, bars, framed.covered);
-    const ordinals = ordinalsOf(venue.intents);
+    const destination = choose(declared, schedule);
+    sending = destination;
+    const run = walk(engine, destination, bars, framed.covered, options);
+    const ordinals = ordinalsOf(destination.intents);
     const marks = marksFor(bars, framed.covered);
     return {
         ok: true,
+        ...(options.rows === true ? { rows: run.rows } : {}),
+        ...(options.log === true ? { log: run.log } : {}),
+        ...(options.surface === true ? { surface: { drawings: engine.drawings(), tables: engine.tables() } } : {}),
         record: recordOf({
             program: engine.program,
+            ...(options.sourceText === undefined ? {} : { sourceText: options.sourceText }),
             settings,
+            instrument,
             bars,
             form: options.form ?? 'inline',
-            frames: run.frames.map((one) => framedAs(one.frame, one.afterBar, ordinals)),
+            // The row where a case supplied one, because that row is the input and a
+            // record of a run over it says what it was given rather than what it
+            // would have written down had it decided the frame itself.
+            frames: run.frames.map((one) => one.row ?? framedAs(one.frame, one.afterBar, ordinals)),
             fills: run.fills,
-            orders: ordersOf(engine.orders(), venue.intents, ordinals),
+            orders: ordersOf(engine.orders(), destination.intents, ordinals),
             diagnostics: run.diagnostics,
             report: reportOf(run.fills, marks, schedule, settings.contract, declared.capital),
         }),
     };
 }
-/**
- * The bars, in order, with the venue answering between them.
- *
- * The one ordering rule: deliver, then append, then collect what the append
- * reported, then ask the venue what this bar did. A driver that asked the venue
- * before appending would price a fill against a bar the strategy had not seen.
- */
-function walk(engine, venue, bars, covered) {
-    const fills = [];
-    const frames = [];
-    const diagnostics = [];
-    const intents = new Map();
-    const refs = new Map();
-    const sizes = new Map();
-    let pending = [];
-    let seq = 0;
-    for (let index = 0; index < covered.total; index += 1) {
-        const bar = bars[index];
-        if (bar === undefined)
-            continue;
-        for (const one of pending) {
-            const ref = one.frame.orderRef;
-            if (typeof ref === 'string')
-                refs.set(one.frame.intentId, ref);
-            engine.deliver(one.frame);
-            frames.push(one);
-        }
-        pending = [];
-        const result = engine.append({ time: bar.time, open: bar.open, high: bar.high, low: bar.low, close: bar.close,
-            volume: bar.volume, oi: bar.oi }, { isConfirmed: true, isRealtime: false }, covered.total);
-        for (const intent of intentsIn(result))
-            intents.set(intent.intentId, intent);
-        seq = settle(result, index, bar, { intents, refs, sizes }, fills, seq);
-        if (result.diagnostic !== undefined) {
-            diagnostics.push(diagnosticIn(result.diagnostic, index));
-            break;
-        }
-        pending = venue.framesFor(index).map((frame) => ({ frame, afterBar: index }));
-    }
-    return { fills, frames, diagnostics };
-}
-/**
- * The fills one bar's fold settled.
- *
- * **The position sizes either side of step 6 are kept here and not read back
- * from the engine**, because the engine reports a leg's net and a fill settles
- * against one position reference: the two are different numbers whenever a leg
- * holds more than one position, which is every flip. They are folded in the
- * order the frames were folded in, from the same deltas, so they are the same
- * arithmetic the position book did rather than a second reading of its result.
- * When `FrameOutcome` carries them, these two lines come from the engine and
- * this fold keeps only the sequence number.
- *
- * A refused frame settles nothing and is not a fill. Today the fold reports the
- * refusal as a word rather than a code, so nothing here can write it into the
- * record as a diagnostic; that is OS7018 and OS7019, and both are deferred.
- */
-function settle(result, index, bar, books, fills, from) {
-    let seq = from;
-    for (const outcome of result.frames) {
-        if (outcome.refused !== undefined)
-            continue;
-        if (outcome.delta <= 0 || outcome.price === null)
-            continue;
-        const intent = books.intents.get(outcome.intentId);
-        if (intent === undefined || intent.side === null)
-            continue;
-        const before = books.sizes.get(intent.positionRef) ?? 0;
-        const after = before + (intent.side === 'sell' ? -outcome.delta : outcome.delta);
-        books.sizes.set(intent.positionRef, after);
-        seq += 1;
-        fills.push({
-            seq,
-            intentId: outcome.intentId,
-            orderRef: books.refs.get(outcome.intentId) ?? '',
-            tag: intent.tag,
-            positionRef: intent.positionRef,
-            side: intent.side,
-            units: outcome.delta,
-            price: outcome.price,
-            // The bar the fold happened at, which is the bar the position exists
-            // from. Where the fill itself traded is the bar before it or this bar's
-            // own open, and neither is a bar the strategy could have acted on it in.
-            barIndex: index,
-            barTime: bar.time,
-            refSizeBefore: before,
-            refSizeAfter: after,
-        });
-    }
-    return seq;
-}
-/** Every intent one bar handed over, in the order the bar applied them. */
-function intentsIn(result) {
-    const out = [];
-    for (const effect of result.effects)
-        for (const intent of effect.intents)
-            out.push(intent);
-    return out;
-}
-/**
- * The ordinal of every intent, which is how a case names one.
- *
- * One, two, three in the order the run placed them, because no engine can know
- * the id another minted and a case that named one would only ever be readable
- * by the engine that wrote it.
- */
-function ordinalsOf(intents) {
-    const out = new Map();
-    for (const intent of intents) {
-        if (!out.has(intent.intentId))
-            out.set(intent.intentId, out.size + 1);
-    }
-    return out;
-}
-/** One delivered frame, in the columns a case file prints. */
-function framedAs(frame, afterBar, ordinals) {
+/** The simulated destination, as a destination the loop below can drive. */
+function simulated(venue) {
     return {
-        afterBar,
-        intent: ordinals.get(frame.intentId) ?? 0,
-        status: frame.status,
-        filledQty: frame.filledQty,
-        avgFillPrice: frame.avgFillPrice ?? null,
-        orderRef: frame.orderRef ?? null,
-        text: frame.text ?? null,
+        route: (effect, barIndex) => venue.route(effect, barIndex),
+        answers: (barIndex) => venue.framesFor(barIndex).map((frame) => ({ frame, afterBar: barIndex, row: null })),
+        intents: venue.intents,
     };
 }
 /** The ledger at the end, copied out of the engine's own array. */
@@ -237,26 +173,46 @@ function scheduleFor(settings, declared) {
     return scheduleFromDeclaration(declared.commission, declared.commissionType, declared.slippage, settings.contract.currency, settings.contract.digits);
 }
 /**
- * The host a backtest is: an instrument record, a clock and a destination.
+ * The instrument record of `host-interface.md` 4.1 the engine is handed, and
+ * the record carries verbatim.
  *
- * Duty 3 is not served. A backtest holds the chart's own bars and nothing else,
- * so a program that reads another instrument declares a capability this host
- * does not have and is refused at load, by name, rather than drawing a line
- * with nothing in it.
+ * Composed once, here, from the contract's six facts and the six stated beside
+ * it, so the engine and the record read one document and there is no second
+ * composition for the two to disagree by. A fact nobody stated is left out
+ * rather than written as undefined: the record travels as JSON, which drops an
+ * undefined member, and a document that changes shape in transit is not the
+ * document the engine read.
  */
-function hostFor(settings, route) {
-    const instrument = {
-        ...(settings.contract.symbol === null ? {} : { symbol: settings.contract.symbol }),
-        ...(settings.contract.exchange === null ? {} : { exchange: settings.contract.exchange }),
-        ...(settings.contract.tickSize === null ? {} : { tickSize: settings.contract.tickSize }),
-        ...(settings.contract.lotSize === null ? {} : { lotSize: settings.contract.lotSize }),
-        pointValue: settings.contract.pointValue,
-        currency: settings.contract.currency,
+function instrumentFor(contract, facts) {
+    return {
+        ...(contract.symbol === null ? {} : { symbol: contract.symbol }),
+        ...(contract.exchange === null ? {} : { exchange: contract.exchange }),
+        ...(facts.interval === undefined ? {} : { interval: facts.interval }),
+        ...(facts.timezone === undefined ? {} : { timezone: facts.timezone }),
+        ...(contract.tickSize === null ? {} : { tickSize: contract.tickSize }),
+        ...(contract.lotSize === null ? {} : { lotSize: contract.lotSize }),
+        pointValue: contract.pointValue,
+        currency: contract.currency,
+        ...(facts.instrumentType === undefined ? {} : { instrumentType: facts.instrumentType }),
+        ...(facts.hasVolume === undefined ? {} : { hasVolume: facts.hasVolume }),
+        ...(facts.hasOpenInterest === undefined ? {} : { hasOpenInterest: facts.hasOpenInterest }),
+        ...(facts.session === undefined ? {} : { session: facts.session }),
     };
+}
+/**
+ * The host a backtest is: an instrument record, a clock and a destination.
+ *
+ * Duty 3 is served only when the caller supplied bars for it. A backtest with
+ * none holds the chart's own bars and nothing else, so a program that reads
+ * another instrument declares a capability this host does not have and is
+ * refused at load, by name, rather than drawing a line with nothing in it.
+ */
+function hostFor(instrument, now, route, requestBars) {
     return {
         instrument,
-        ...(settings.now === null ? {} : { now: settings.now }),
+        ...(now === null ? {} : { now }),
         route,
+        ...(requestBars === undefined ? {} : { requestBars }),
     };
 }
 //# sourceMappingURL=drive.js.map

package/dist/core/backtest/drive.js.map

@@ -1 +1 @@
-{"version":3,"file":"drive.js","sourceRoot":"","sources":["../../../src/core/backtest/drive.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,OAAO,EAAE,QAAQ,EAAE,uBAAuB,EAAE,MAAM,wBAAwB,CAAC;AAI3E,OAAO,EAAE,IAAI,EAAE,MAAM,oBAAoB,CAAC;AAW1C,OAAO,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC;AAEjD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AAEjD,OAAO,EAAE,YAAY,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AAQ9D,OAAO,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC1C,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAc9C;;;;;;;;;GASG;AACH,MAAM,UAAU,QAAQ,CACtB,OAAwB,EACxB,IAA4B,EAC5B,QAA0B,EAC1B,UAAwB,EAAE;IAE1B,MAAM,MAAM,GAAG,SAAS,CAAC,IAAI,EAAE,QAAQ,CAAC,KAAK,CAAC,CAAC;IAC/C,IAAI,CAAC,MAAM,CAAC,EAAE;QAAE,OAAO,EAAE,EAAE,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,CAAC,UAAU,EAAE,CAAC;IAEpE,2EAA2E;IAC3E,6EAA6E;IAC7E,4EAA4E;IAC5E,2CAA2C;IAC3C,IAAI,KAA4B,CAAC;IACjC,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,EAAE;QAC3B,QAAQ,EAAE,QAAQ,CAAC,MAAM;QACzB,IAAI,EAAE,OAAO,CAAC,QAAQ,EAAE,CAAC,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,KAAK,EAAE,KAAK,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;KACpE,CAAC,CAAC;IACH,IAAI,CAAC,MAAM,CAAC,EAAE;QAAE,OAAO,EAAE,EAAE,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,CAAC,UAAU,EAAE,CAAC;IAEpE,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;IAC7B,MAAM,QAAQ,GAAG,aAAa,CAAC,MAAM,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,CAAC;IAC9D,MAAM,OAAO,GAAG,aAAa,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;IAClD,IAAI,OAAO,KAAK,IAAI;QAAE,OAAO,EAAE,EAAE,EAAE,KAAK,EAAE,UAAU,EAAE,OAAO,EAAE,CAAC;IAEhE,MAAM,QAAQ,GAAG,WAAW,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;IACjD,KAAK,GAAG,IAAI,SAAS,CAAC;QACpB,IAAI;QACJ,QAAQ,EAAE,QAAQ,CAAC,QAAQ;QAC3B,IAAI,EAAE,QAAQ,CAAC,IAAI;QACnB,aAAa,EAAE,QAAQ,CAAC,aAAa;QACrC,MAAM,EAAE,QAAQ,CAAC,MAAM;QACvB,OAAO,EAAE,QAAQ,CAAC,OAAO;KAC1B,CAAC,CAAC;IAEH,MAAM,GAAG,GAAG,IAAI,CAAC,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,CAAC,OAAO,CAAC,CAAC;IACtD,MAAM,QAAQ,GAAG,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IAC3C,MAAM,KAAK,GAAG,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC,OAAO,CAAC,CAAC;IAE7C,OAAO;QACL,EAAE,EAAE,IAAI;QACR,MAAM,EAAE,QAAQ,CAAC;YACf,OAAO,EAAE,MAAM,CAAC,OAAO;YACvB,QAAQ;YACR,IAAI;YACJ,IAAI,EAAE,OAAO,CAAC,IAAI,IAAI,QAAQ;YAC9B,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,QAAQ,CAAC,GAAG,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;YAC5E,KAAK,EAAE,GAAG,CAAC,KAAK;YAChB,MAAM,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,EAAE,KAAK,CAAC,OAAO,EAAE,QAAQ,CAAC;YAC1D,WAAW,EAAE,GAAG,CAAC,WAAW;YAC5B,MAAM,EAAE,QAAQ,CAAC,GAAG,CAAC,KAAK,EAAE,KAAK,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,EAAE,QAAQ,CAAC,OAAO,CAAC;SAClF,CAAC;KACH,CAAC;AACJ,CAAC;AAeD;;;;;;GAMG;AACH,SAAS,IAAI,CACX,MAAc,EACd,KAAgB,EAChB,IAA4B,EAC5B,OAAqB;IAErB,MAAM,KAAK,GAAmB,EAAE,CAAC;IACjC,MAAM,MAAM,GAAgB,EAAE,CAAC;IAC/B,MAAM,WAAW,GAAyB,EAAE,CAAC;IAC7C,MAAM,OAAO,GAAG,IAAI,GAAG,EAAuB,CAAC;IAC/C,MAAM,IAAI,GAAG,IAAI,GAAG,EAAkB,CAAC;IACvC,MAAM,KAAK,GAAG,IAAI,GAAG,EAAkB,CAAC;IAExC,IAAI,OAAO,GAAyB,EAAE,CAAC;IACvC,IAAI,GAAG,GAAG,CAAC,CAAC;IAEZ,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,OAAO,CAAC,KAAK,EAAE,KAAK,IAAI,CAAC,EAAE,CAAC;QACtD,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC;QACxB,IAAI,GAAG,KAAK,SAAS;YAAE,SAAS;QAEhC,KAAK,MAAM,GAAG,IAAI,OAAO,EAAE,CAAC;YAC1B,MAAM,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,QAAQ,CAAC;YAC/B,IAAI,OAAO,GAAG,KAAK,QAAQ;gBAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC;YAC/D,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;YAC1B,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QACnB,CAAC;QACD,OAAO,GAAG,EAAE,CAAC;QAEb,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAC1B,EAAE,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,CAAC,GAAG,EAAE,KAAK,EAAE,GAAG,CAAC,KAAK;YAC9E,MAAM,EAAE,GAAG,CAAC,MAAM,EAAE,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE,EAClC,EAAE,WAAW,EAAE,IAAI,EAAE,UAAU,EAAE,KAAK,EAAE,EACxC,OAAO,CAAC,KAAK,CACd,CAAC;QAEF,KAAK,MAAM,MAAM,IAAI,SAAS,CAAC,MAAM,CAAC;YAAE,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC;QAC7E,GAAG,GAAG,MAAM,CAAC,MAAM,EAAE,KAAK,EAAE,GAAG,EAAE,EAAE,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC;QAEvE,IAAI,MAAM,CAAC,UAAU,KAAK,SAAS,EAAE,CAAC;YACpC,WAAW,CAAC,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC;YACzD,MAAM;QACR,CAAC;QAED,OAAO,GAAG,KAAK,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,EAAE,KAAK,EAAE,QAAQ,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;IAChF,CAAC;IAED,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,WAAW,EAAE,CAAC;AACxC,CAAC;AASD;;;;;;;;;;;;;;;GAeG;AACH,SAAS,MAAM,CACb,MAAiB,EACjB,KAAa,EACb,GAAgB,EAChB,KAAY,EACZ,KAAqB,EACrB,IAAY;IAEZ,IAAI,GAAG,GAAG,IAAI,CAAC;IACf,KAAK,MAAM,OAAO,IAAI,MAAM,CAAC,MAAM,EAAE,CAAC;QACpC,IAAI,OAAO,CAAC,OAAO,KAAK,SAAS;YAAE,SAAS;QAC5C,IAAI,OAAO,CAAC,KAAK,IAAI,CAAC,IAAI,OAAO,CAAC,KAAK,KAAK,IAAI;YAAE,SAAS;QAC3D,MAAM,MAAM,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QACnD,IAAI,MAAM,KAAK,SAAS,IAAI,MAAM,CAAC,IAAI,KAAK,IAAI;YAAE,SAAS;QAE3D,MAAM,MAAM,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC;QACxD,MAAM,KAAK,GAAG,MAAM,GAAG,CAAC,MAAM,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACjF,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,WAAW,EAAE,KAAK,CAAC,CAAC;QAC3C,GAAG,IAAI,CAAC,CAAC;QAET,KAAK,CAAC,IAAI,CAAC;YACT,GAAG;YACH,QAAQ,EAAE,OAAO,CAAC,QAAQ;YAC1B,QAAQ,EAAE,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE;YAChD,GAAG,EAAE,MAAM,CAAC,GAAG;YACf,WAAW,EAAE,MAAM,CAAC,WAAW;YAC/B,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,KAAK,EAAE,OAAO,CAAC,KAAK;YACpB,KAAK,EAAE,OAAO,CAAC,KAAK;YACpB,qEAAqE;YACrE,wEAAwE;YACxE,yEAAyE;YACzE,QAAQ,EAAE,KAAK;YACf,OAAO,EAAE,GAAG,CAAC,IAAI;YACjB,aAAa,EAAE,MAAM;YACrB,YAAY,EAAE,KAAK;SACpB,CAAC,CAAC;IACL,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC;AAED,2EAA2E;AAC3E,SAAS,SAAS,CAAC,MAAiB;IAClC,MAAM,GAAG,GAAkB,EAAE,CAAC;IAC9B,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,OAAO;QAAE,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,OAAO;YAAE,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IAC3F,OAAO,GAAG,CAAC;AACb,CAAC;AAED;;;;;;GAMG;AACH,SAAS,UAAU,CAAC,OAA+B;IACjD,MAAM,GAAG,GAAG,IAAI,GAAG,EAAkB,CAAC;IACtC,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;QAC7B,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,QAAQ,CAAC;YAAE,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,QAAQ,EAAE,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;IACxE,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC;AAED,8DAA8D;AAC9D,SAAS,QAAQ,CACf,KAAiB,EACjB,QAAgB,EAChB,QAAqC;IAErC,OAAO;QACL,QAAQ;QACR,MAAM,EAAE,QAAQ,CAAC,GAAG,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC;QACzC,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,SAAS,EAAE,KAAK,CAAC,SAAS;QAC1B,YAAY,EAAE,KAAK,CAAC,YAAY,IAAI,IAAI;QACxC,QAAQ,EAAE,KAAK,CAAC,QAAQ,IAAI,IAAI;QAChC,IAAI,EAAE,KAAK,CAAC,IAAI,IAAI,IAAI;KACzB,CAAC;AACJ,CAAC;AAED,mEAAmE;AACnE,SAAS,QAAQ,CACf,IAA0B,EAC1B,OAA+B,EAC/B,QAAqC;IAErC,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;QACtB,MAAM,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,QAAQ,KAAK,GAAG,CAAC,QAAQ,CAAC,CAAC;QACpE,OAAO,OAAO,CAAC,GAAG,EAAE,QAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,OAAO,IAAI,EAAE,CAAC,CAAC;IAC9E,CAAC,CAAC,CAAC;AACL,CAAC;AAED;;;;;;;GAOG;AACH,SAAS,WAAW,CAAC,QAA0B,EAAE,QAAwB;IACvE,IAAI,QAAQ,CAAC,KAAK,KAAK,IAAI;QAAE,OAAO,QAAQ,CAAC,KAAK,CAAC;IACnD,OAAO,uBAAuB,CAC5B,QAAQ,CAAC,UAAU,EACnB,QAAQ,CAAC,cAAc,EACvB,QAAQ,CAAC,QAAQ,EACjB,QAAQ,CAAC,QAAQ,CAAC,QAAQ,EAC1B,QAAQ,CAAC,QAAQ,CAAC,MAAM,CACzB,CAAC;AACJ,CAAC;AAED;;;;;;;GAOG;AACH,SAAS,OAAO,CACd,QAA0B,EAC1B,KAAkD;IAElD,MAAM,UAAU,GAAe;QAC7B,GAAG,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,QAAQ,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC;QAClF,GAAG,CAAC,QAAQ,CAAC,QAAQ,CAAC,QAAQ,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC;QACxF,GAAG,CAAC,QAAQ,CAAC,QAAQ,CAAC,QAAQ,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC;QACxF,GAAG,CAAC,QAAQ,CAAC,QAAQ,CAAC,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC;QACrF,UAAU,EAAE,QAAQ,CAAC,QAAQ,CAAC,UAAU;QACxC,QAAQ,EAAE,QAAQ,CAAC,QAAQ,CAAC,QAAQ;KACrC,CAAC;IACF,OAAO;QACL,UAAU;QACV,GAAG,CAAC,QAAQ,CAAC,GAAG,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,EAAE,QAAQ,CAAC,GAAG,EAAE,CAAC;QACvD,KAAK;KACN,CAAC;AACJ,CAAC"}
+{"version":3,"file":"drive.js","sourceRoot":"","sources":["../../../src/core/backtest/drive.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAkCG;AACH,OAAO,EAAE,QAAQ,EAAE,uBAAuB,EAAE,MAAM,wBAAwB,CAAC;AAI3E,OAAO,EAAE,IAAI,EAAE,MAAM,oBAAoB,CAAC;AAY1C,OAAO,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC;AAEjD,OAAO,EAAE,QAAQ,EAAE,QAAQ,EAAE,UAAU,EAAE,MAAM,cAAc,CAAC;AAE9D,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AAEhD,OAAO,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC1C,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAC9C,OAAO,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC;AAiGjC;;;;;;GAMG;AACH,MAAM,UAAU,QAAQ,CACtB,OAAwB,EACxB,IAA4B,EAC5B,QAA0B,EAC1B,UAAwB,EAAE;IAE1B,OAAO,KAAK,CAAC,OAAO,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,CAAC,QAAQ,EAAE,QAAQ,EAAE,EAAE,CACpE,SAAS,CACP,IAAI,SAAS,CAAC;QACZ,IAAI;QACJ,QAAQ,EAAE,QAAQ,CAAC,QAAQ;QAC3B,IAAI,EAAE,QAAQ,CAAC,IAAI;QACnB,aAAa,EAAE,QAAQ,CAAC,aAAa;QACrC,MAAM,EAAE,QAAQ,CAAC,MAAM;QACvB,OAAO,EAAE,QAAQ,CAAC,OAAO;KAC1B,CAAC,CACH,CACF,CAAC;AACJ,CAAC;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,UAAU,gBAAgB,CAC9B,OAAwB,EACxB,IAA4B,EAC5B,QAA0B,EAC1B,MAAgC,EAChC,UAAwB,EAAE;IAE1B,OAAO,KAAK,CAAC,OAAO,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,GAAG,EAAE,CAAC,IAAI,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC;AAC7E,CAAC;AAED;;;;;;;;;;;;;;;GAeG;AACH,SAAS,KAAK,CACZ,OAAwB,EACxB,IAA4B,EAC5B,QAA0B,EAC1B,OAAqB,EACrB,MAA2E;IAE3E,MAAM,MAAM,GAAG,SAAS,CAAC,IAAI,EAAE,QAAQ,CAAC,KAAK,CAAC,CAAC;IAC/C,IAAI,CAAC,MAAM,CAAC,EAAE;QAAE,OAAO,EAAE,EAAE,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,CAAC,UAAU,EAAE,CAAC;IAEpE,IAAI,OAAgC,CAAC;IACrC,MAAM,UAAU,GAAG,aAAa,CAAC,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC,UAAU,IAAI,EAAE,CAAC,CAAC;IAC9E,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,EAAE;QAC3B,QAAQ,EAAE,QAAQ,CAAC,MAAM;QACzB,IAAI,EAAE,OAAO,CACX,UAAU,EACV,QAAQ,CAAC,GAAG,EACZ,CAAC,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,OAAO,EAAE,KAAK,CAAC,MAAM,EAAE,GAAG,CAAC,EAC5C,OAAO,CAAC,WAAW,CACpB;KACF,CAAC,CAAC;IACH,IAAI,CAAC,MAAM,CAAC,EAAE;QAAE,OAAO,EAAE,EAAE,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,CAAC,UAAU,EAAE,CAAC;IAEpE,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;IAC7B,MAAM,QAAQ,GAAG,aAAa,CAAC,MAAM,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,CAAC;IAC9D,MAAM,OAAO,GAAG,aAAa,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;IAClD,IAAI,OAAO,KAAK,IAAI;QAAE,OAAO,EAAE,EAAE,EAAE,KAAK,EAAE,UAAU,EAAE,OAAO,EAAE,CAAC;IAEhE,MAAM,QAAQ,GAAG,WAAW,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;IACjD,MAAM,WAAW,GAAG,MAAM,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;IAC/C,OAAO,GAAG,WAAW,CAAC;IAEtB,MAAM,GAAG,GAAG,IAAI,CAAC,MAAM,EAAE,WAAW,EAAE,IAAI,EAAE,MAAM,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC;IACrE,MAAM,QAAQ,GAAG,UAAU,CAAC,WAAW,CAAC,OAAO,CAAC,CAAC;IACjD,MAAM,KAAK,GAAG,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC,OAAO,CAAC,CAAC;IAE7C,OAAO;QACL,EAAE,EAAE,IAAI;QACR,GAAG,CAAC,OAAO,CAAC,IAAI,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACpD,GAAG,CAAC,OAAO,CAAC,GAAG,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,GAAG,EAAE,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACjD,GAAG,CAAC,OAAO,CAAC,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,OAAO,EAAE,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,EAAE,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAC1G,MAAM,EAAE,QAAQ,CAAC;YACf,OAAO,EAAE,MAAM,CAAC,OAAO;YACvB,GAAG,CAAC,OAAO,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,UAAU,EAAE,OAAO,CAAC,UAAU,EAAE,CAAC;YAC/E,QAAQ;YACR,UAAU;YACV,IAAI;YACJ,IAAI,EAAE,OAAO,CAAC,IAAI,IAAI,QAAQ;YAC9B,yEAAyE;YACzE,qEAAqE;YACrE,2DAA2D;YAC3D,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,IAAI,QAAQ,CAAC,GAAG,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;YACvF,KAAK,EAAE,GAAG,CAAC,KAAK;YAChB,MAAM,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,EAAE,WAAW,CAAC,OAAO,EAAE,QAAQ,CAAC;YAChE,WAAW,EAAE,GAAG,CAAC,WAAW;YAC5B,MAAM,EAAE,QAAQ,CAAC,GAAG,CAAC,KAAK,EAAE,KAAK,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,EAAE,QAAQ,CAAC,OAAO,CAAC;SAClF,CAAC;KACH,CAAC;AACJ,CAAC;AAED,4EAA4E;AAC5E,SAAS,SAAS,CAAC,KAAgB;IACjC,OAAO;QACL,KAAK,EAAE,CAAC,MAAM,EAAE,QAAQ,EAAE,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,EAAE,QAAQ,CAAC;QAC1D,OAAO,EAAE,CAAC,QAAQ,EAAE,EAAE,CACpB,KAAK,CAAC,SAAS,CAAC,QAAQ,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,EAAE,KAAK,EAAE,QAAQ,EAAE,QAAQ,EAAE,GAAG,EAAE,IAAI,EAAE,CAAC,CAAC;QACtF,OAAO,EAAE,KAAK,CAAC,OAAO;KACvB,CAAC;AACJ,CAAC;AAED,mEAAmE;AACnE,SAAS,QAAQ,CACf,IAA0B,EAC1B,OAA+B,EAC/B,QAAqC;IAErC,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;QACtB,MAAM,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,QAAQ,KAAK,GAAG,CAAC,QAAQ,CAAC,CAAC;QACpE,OAAO,OAAO,CAAC,GAAG,EAAE,QAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,OAAO,IAAI,EAAE,CAAC,CAAC;IAC9E,CAAC,CAAC,CAAC;AACL,CAAC;AAED;;;;;;;GAOG;AACH,SAAS,WAAW,CAAC,QAA0B,EAAE,QAAwB;IACvE,IAAI,QAAQ,CAAC,KAAK,KAAK,IAAI;QAAE,OAAO,QAAQ,CAAC,KAAK,CAAC;IACnD,OAAO,uBAAuB,CAC5B,QAAQ,CAAC,UAAU,EACnB,QAAQ,CAAC,cAAc,EACvB,QAAQ,CAAC,QAAQ,EACjB,QAAQ,CAAC,QAAQ,CAAC,QAAQ,EAC1B,QAAQ,CAAC,QAAQ,CAAC,MAAM,CACzB,CAAC;AACJ,CAAC;AAED;;;;;;;;;;GAUG;AACH,SAAS,aAAa,CAAC,QAAkB,EAAE,KAAsB;IAC/D,OAAO;QACL,GAAG,CAAC,QAAQ,CAAC,MAAM,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,QAAQ,CAAC,MAAM,EAAE,CAAC;QAChE,GAAG,CAAC,QAAQ,CAAC,QAAQ,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,EAAE,CAAC;QACtE,GAAG,CAAC,KAAK,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC;QACrE,GAAG,CAAC,KAAK,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC;QACrE,GAAG,CAAC,QAAQ,CAAC,QAAQ,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,EAAE,CAAC;QACtE,GAAG,CAAC,QAAQ,CAAC,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,OAAO,EAAE,CAAC;QACnE,UAAU,EAAE,QAAQ,CAAC,UAAU;QAC/B,QAAQ,EAAE,QAAQ,CAAC,QAAQ;QAC3B,GAAG,CAAC,KAAK,CAAC,cAAc,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,cAAc,EAAE,KAAK,CAAC,cAAc,EAAE,CAAC;QACvF,GAAG,CAAC,KAAK,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,SAAS,EAAE,KAAK,CAAC,SAAS,EAAE,CAAC;QACxE,GAAG,CAAC,KAAK,CAAC,eAAe,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,eAAe,EAAE,KAAK,CAAC,eAAe,EAAE,CAAC;QAC1F,GAAG,CAAC,KAAK,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,OAAO,EAAE,KAAK,CAAC,OAAO,EAAE,CAAC;KACnE,CAAC;AACJ,CAAC;AAED;;;;;;;GAOG;AACH,SAAS,OAAO,CACd,UAAsB,EACtB,GAAkB,EAClB,KAAkD,EAClD,WAAwC;IAExC,OAAO;QACL,UAAU;QACV,GAAG,CAAC,GAAG,KAAK,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC;QAChC,KAAK;QACL,GAAG,CAAC,WAAW,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,WAAW,EAAE,CAAC;KACtD,CAAC;AACJ,CAAC"}

package/dist/core/backtest/index.d.ts

@@ -14,18 +14,30 @@
  * worsened by a tick and a fill is charged. The engine never adjusts a price and
  * this module never folds one.
  *
- * `backtest` drives one, `replay` folds a stored one's money again from its own
- * fills, and `rerun` executes a stored one again and is held to producing the
- * same bytes. `recordToJson` and `recordFromJson` are the document itself.
- * `compareRuns` puts two records beside each other and says whether the gap
- * between them clears the noise. `caseFilesFrom` is named by the design and is
- * not here yet: it will return text and write nothing, because core does no
- * I/O, and it needs a channel the record does not carry today. `conformance.md`
- * section 2 requires a case to hold `script.os`, the source text, and a record
- * carries only the source's hash, its line count and its file name.
+ * `backtest` drives one against a simulated destination and `backtestSupplied`
+ * drives one over frames somebody else supplied, which is what `conformance.md`
+ * section 3 asks of an engine running a case. `replay` folds a stored one's
+ * money again from its own fills, and `rerun` executes a stored one again and
+ * is held to producing the same bytes. `recordToJson` and `recordFromJson` are
+ * the document itself. `compareRuns` puts two records beside each other and
+ * says whether the gap between them clears the noise. `caseFilesFrom` turns a
+ * record into the files of a conformance case, returning text and writing
+ * nothing because core does no I/O. It needed three channels the record did not
+ * carry. `conformance.md` section 2 requires a case to hold `script.os`, the
+ * source text, and a record carried only the source's hash, its line count and
+ * its file name: record version 2 carries the text, checked against that hash.
+ * The same section says `instrument.json` is the record of `host-interface.md`
+ * 4.1, and a record carried the money layer's contract, which holds six of its
+ * twelve facts: record version 3 carries the record the engine was handed,
+ * whole. And a case is handed frames, which `stdlib.md` 17.7 folds one ledger
+ * field from an instant of: a record carried a frame without the instant it
+ * arrived at, so a case projected from it asserted a field its own input could
+ * not reproduce. Record version 4 carries a frame's time.
  */
-export { backtest } from './drive.js';
-export type { BacktestResult, DriveOptions } from './drive.js';
+export { backtest, backtestSupplied } from './drive.js';
+export type { BacktestResult, DriveOptions, InstrumentFacts } from './drive.js';
+export type { LogLine } from './walk.js';
+export type { Surface } from './drive.js';
 export { declarationOf } from './declaration.js';
 export type { RunDeclaration } from './declaration.js';
 export { marksFor, windowFor } from './range.js';
@@ -35,8 +47,10 @@ export type { ReplayResult } from './replay.js';
 export { testResting } from './resting.js';
 export type { RestOutcome, RestingOrder } from './resting.js';
 export { Simulator } from './simulate.js';
-export type { SimulatorOptions } from './simulate.js';
+export type { SimulatorOptions, VenueAct, VenueDoes, VenuePolicy } from './simulate.js';
 export { DEFAULT_FILL, EXACT, WHOLE_RANGE, checkSettings, settingsFor } from './settings.js';
+export { caseFilesFrom } from './case.js';
+export type { CaseFiles, CaseIdentity, CaseResult } from './case.js';
 export { RECORD_VERSION, barsHash, recordFromJson, recordOf, recordToJson, runBytes } from './record.js';
 export type { RecordParts } from './record.js';
 export type { BacktestSettings, DateRange, FillPolicy, Tolerance } from './settings.js';

package/dist/core/backtest/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/core/backtest/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AACtC,YAAY,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAC/D,OAAO,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC;AACjD,YAAY,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AACvD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AACjD,YAAY,EAAE,YAAY,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAC7D,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC5C,YAAY,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAChD,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAC3C,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,cAAc,CAAC;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC1C,YAAY,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AACtD,OAAO,EAAE,YAAY,EAAE,KAAK,EAAE,WAAW,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC7F,OAAO,EAAE,cAAc,EAAE,QAAQ,EAAE,cAAc,EAAE,QAAQ,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AACzG,YAAY,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC/C,YAAY,EAAE,gBAAgB,EAAE,SAAS,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AACxF,YAAY,EACV,YAAY,EACZ,WAAW,EACX,kBAAkB,EAClB,aAAa,EACb,aAAa,EACb,SAAS,GACV,MAAM,aAAa,CAAC;AACrB,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAC3C,YAAY,EAAE,aAAa,EAAE,MAAM,cAAc,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/core/backtest/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAmCG;AACH,OAAO,EAAE,QAAQ,EAAE,gBAAgB,EAAE,MAAM,YAAY,CAAC;AACxD,YAAY,EAAE,cAAc,EAAE,YAAY,EAAE,eAAe,EAAE,MAAM,YAAY,CAAC;AAChF,YAAY,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACzC,YAAY,EAAE,OAAO,EAAE,MAAM,YAAY,CAAC;AAC1C,OAAO,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC;AACjD,YAAY,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AACvD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AACjD,YAAY,EAAE,YAAY,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAC7D,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC5C,YAAY,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAChD,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAC3C,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,cAAc,CAAC;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC1C,YAAY,EAAE,gBAAgB,EAAE,QAAQ,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACxF,OAAO,EAAE,YAAY,EAAE,KAAK,EAAE,WAAW,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC7F,OAAO,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC;AAC1C,YAAY,EAAE,SAAS,EAAE,YAAY,EAAE,UAAU,EAAE,MAAM,WAAW,CAAC;AACrE,OAAO,EAAE,cAAc,EAAE,QAAQ,EAAE,cAAc,EAAE,QAAQ,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AACzG,YAAY,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC/C,YAAY,EAAE,gBAAgB,EAAE,SAAS,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AACxF,YAAY,EACV,YAAY,EACZ,WAAW,EACX,kBAAkB,EAClB,aAAa,EACb,aAAa,EACb,SAAS,GACV,MAAM,aAAa,CAAC;AACrB,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAC3C,YAAY,EAAE,aAAa,EAAE,MAAM,cAAc,CAAC"}

package/dist/core/backtest/index.js

@@ -14,23 +14,34 @@
  * worsened by a tick and a fill is charged. The engine never adjusts a price and
  * this module never folds one.
  *
- * `backtest` drives one, `replay` folds a stored one's money again from its own
- * fills, and `rerun` executes a stored one again and is held to producing the
- * same bytes. `recordToJson` and `recordFromJson` are the document itself.
- * `compareRuns` puts two records beside each other and says whether the gap
- * between them clears the noise. `caseFilesFrom` is named by the design and is
- * not here yet: it will return text and write nothing, because core does no
- * I/O, and it needs a channel the record does not carry today. `conformance.md`
- * section 2 requires a case to hold `script.os`, the source text, and a record
- * carries only the source's hash, its line count and its file name.
+ * `backtest` drives one against a simulated destination and `backtestSupplied`
+ * drives one over frames somebody else supplied, which is what `conformance.md`
+ * section 3 asks of an engine running a case. `replay` folds a stored one's
+ * money again from its own fills, and `rerun` executes a stored one again and
+ * is held to producing the same bytes. `recordToJson` and `recordFromJson` are
+ * the document itself. `compareRuns` puts two records beside each other and
+ * says whether the gap between them clears the noise. `caseFilesFrom` turns a
+ * record into the files of a conformance case, returning text and writing
+ * nothing because core does no I/O. It needed three channels the record did not
+ * carry. `conformance.md` section 2 requires a case to hold `script.os`, the
+ * source text, and a record carried only the source's hash, its line count and
+ * its file name: record version 2 carries the text, checked against that hash.
+ * The same section says `instrument.json` is the record of `host-interface.md`
+ * 4.1, and a record carried the money layer's contract, which holds six of its
+ * twelve facts: record version 3 carries the record the engine was handed,
+ * whole. And a case is handed frames, which `stdlib.md` 17.7 folds one ledger
+ * field from an instant of: a record carried a frame without the instant it
+ * arrived at, so a case projected from it asserted a field its own input could
+ * not reproduce. Record version 4 carries a frame's time.
  */
-export { backtest } from './drive.js';
+export { backtest, backtestSupplied } from './drive.js';
 export { declarationOf } from './declaration.js';
 export { marksFor, windowFor } from './range.js';
 export { replay, rerun } from './replay.js';
 export { testResting } from './resting.js';
 export { Simulator } from './simulate.js';
 export { DEFAULT_FILL, EXACT, WHOLE_RANGE, checkSettings, settingsFor } from './settings.js';
+export { caseFilesFrom } from './case.js';
 export { RECORD_VERSION, barsHash, recordFromJson, recordOf, recordToJson, runBytes } from './record.js';
 export { compareRuns } from './compare.js';
 //# sourceMappingURL=index.js.map

package/dist/core/backtest/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/core/backtest/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AAEtC,OAAO,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC;AAEjD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AAEjD,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAE1C,OAAO,EAAE,YAAY,EAAE,KAAK,EAAE,WAAW,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC7F,OAAO,EAAE,cAAc,EAAE,QAAQ,EAAE,cAAc,EAAE,QAAQ,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AAWzG,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/core/backtest/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAmCG;AACH,OAAO,EAAE,QAAQ,EAAE,gBAAgB,EAAE,MAAM,YAAY,CAAC;AAIxD,OAAO,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC;AAEjD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AAEjD,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAE1C,OAAO,EAAE,YAAY,EAAE,KAAK,EAAE,WAAW,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC7F,OAAO,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC;AAE1C,OAAO,EAAE,cAAc,EAAE,QAAQ,EAAE,cAAc,EAAE,QAAQ,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AAWzG,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC"}

package/dist/core/backtest/record.d.ts

@@ -27,7 +27,7 @@
 import type { RecordedFill, Report } from '../accounting/index.js';
 import type { Diagnostic } from '../diagnostics/index.js';
 import type { CompiledProgram, SourceStamp } from '../emit/index.js';
-import type { LedgerRow } from '../engine/index.js';
+import type { Instrument, LedgerRow } from '../engine/index.js';
 import type { BacktestSettings } from './settings.js';
 /** One bar as a record holds it. */
 export interface RecordedBar {
@@ -68,6 +68,20 @@ export interface RecordedFrame {
     readonly avgFillPrice: number | null;
     readonly orderRef: string | null;
     readonly text: string | null;
+    /**
+     * The destination's own instant for this frame, or null where it stated none.
+     *
+     * **One field of the ledger is folded from it.** `host-interface.md` 7.2
+     * gives a frame a `time` and `stdlib.md` 17.7 moves `updatedAt` to it, so a
+     * record that dropped it wrote a ledger no engine reading the case back could
+     * fold to: handed frames with no instant, that engine leaves every
+     * `updatedAt` at `placedAt`, and the two disagree on exactly the rows whose
+     * destination answered later than the bar that placed the order.
+     *
+     * Absent rather than substituted, because 7.2 lets a destination state none
+     * and a row whose frame stated none keeps the instant it had.
+     */
+    readonly time: number | null;
 }
 /** A ledger row of `stdlib.md` 17.7, flattened: the `orders` channel of expected.json. */
 export interface RecordedOrder {
@@ -114,7 +128,43 @@ export interface RunRecord {
     readonly programHash: string;
     /** Hash, lines, file: the script revision. */
     readonly source: SourceStamp;
+    /**
+     * The source text itself, or null on a record written before version 2.
+     *
+     * **A record is the conformance case, and a case has to hold `script.os`.**
+     * `source` above identifies the script and cannot reproduce it: a hash is a
+     * fingerprint, so it settles whether two files are the same and yields
+     * neither of them. Without the text a stored record could be replayed months
+     * later and still not be handed to anybody else to run, which is the whole
+     * claim the suite exists to test.
+     *
+     * It lives here and not on the compiled program on purpose. A program is
+     * executable data that no engine needs the source to run, and it is the
+     * versioned artefact adopters depend on; putting the text there would send a
+     * script everywhere its program travels and widen the format every engine
+     * has to read. The record is the thing that wants to be self-contained.
+     */
+    readonly sourceText: string | null;
     readonly settings: BacktestSettings;
+    /**
+     * The instrument record of `host-interface.md` 4.1, as the engine was handed
+     * it, or null on a record written before version 3.
+     *
+     * **A case holds `instrument.json`, and `conformance.md` section 2 says that
+     * file is this record.** The contract in `settings` is the money layer's
+     * snapshot of the same instrument and holds six of the twelve facts; the
+     * ones a script reads and the money never does, the interval, the timezone,
+     * the session and the volume flag, were handed to the engine and written
+     * down nowhere. A case harvested from such a record either omitted a fact
+     * the page requires or stated one the run never had, and either way the
+     * second engine ran a different study than the one the expected output
+     * came from.
+     *
+     * It is the whole record and not the six facts beside the contract, because
+     * what is recorded is what the engine read at load, verbatim, and a reader
+     * should not have to compose it.
+     */
+    readonly instrument: Instrument | null;
     readonly bars: BarsInRecord;
     /** What the destination answered, in delivery order. */
     readonly frames: readonly RecordedFrame[];
@@ -133,11 +183,22 @@ export interface RunRecord {
  * file alone. It moves when a channel is added or a meaning changes, never when
  * a figure in a report does.
  */
-export declare const RECORD_VERSION = 1;
+export declare const RECORD_VERSION = 4;
 /** The parts a run hands over, each already in the shape the record holds. */
 export interface RecordParts {
     readonly program: CompiledProgram;
+    /**
+     * The script's own text, so the record can become a conformance case.
+     *
+     * Optional because a caller that has only a compiled program cannot invent
+     * it, and a run is still worth recording without it. `caseFilesFrom` is the
+     * one thing that then cannot be served, and it says so rather than writing a
+     * case with a hole in it.
+     */
+    readonly sourceText?: string;
     readonly settings: BacktestSettings;
+    /** The instrument record the engine was handed, `host-interface.md` 4.1. */
+    readonly instrument: Instrument;
     readonly bars: readonly RecordedBar[];
     /**
      * Whether the bars travel in the record or are pointed at.

package/dist/core/backtest/record.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"record.d.ts","sourceRoot":"","sources":["../../../src/core/backtest/record.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,wBAAwB,CAAC;AACnE,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAC;AAE1D,OAAO,KAAK,EAAE,eAAe,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAC;AACrE,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,oBAAoB,CAAC;AAEpD,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AAEtD,oCAAoC;AACpC,MAAM,WAAW,WAAW;IAC1B,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,QAAQ,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;IAC9B,QAAQ,CAAC,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IAC/B,QAAQ,CAAC,EAAE,EAAE,MAAM,GAAG,IAAI,CAAC;CAC5B;AAED;;;;;;GAMG;AACH,MAAM,MAAM,YAAY,GACpB;IACE,QAAQ,CAAC,IAAI,EAAE,QAAQ,CAAC;IACxB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,KAAK,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,CAAC;CACvC,GACD;IACE,QAAQ,CAAC,IAAI,EAAE,YAAY,CAAC;IAC5B,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,KAAK,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IAClC,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;CAClC,CAAC;AAEN,qFAAqF;AACrF,MAAM,WAAW,aAAa;IAC5B,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1B,qDAAqD;IACrD,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,SAAS,EAAE,MAAM,CAAC;IAC3B,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IACrC,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACjC,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;CAC9B;AAED,0FAA0F;AAC1F,MAAM,WAAW,aAAa;IAC5B,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1B,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;IAC7B,QAAQ,CAAC,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IAC/B,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACjC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC;IACzB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC;IACzB,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;IAC9B,QAAQ,CAAC,OAAO,EAAE,MAAM,GAAG,IAAI,CAAC;IAChC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,SAAS,EAAE,MAAM,CAAC;IAC3B,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IACrC,QAAQ,CAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IAClC,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACjC,QAAQ,CAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IAClC,QAAQ,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;CAC/B;AAED,yEAAyE;AACzE,MAAM,WAAW,kBAAkB;IACjC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1B,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;CAClC;AAED,sEAAsE;AACtE,MAAM,WAAW,SAAS;IACxB,QAAQ,CAAC,aAAa,EAAE,MAAM,CAAC;IAC/B,QAAQ,CAAC,MAAM,EAAE;QAAE,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;QAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;KAAE,CAAC;IACrE,QAAQ,CAAC,eAAe,EAAE,MAAM,CAAC;IACjC,0BAA0B;IAC1B,QAAQ,CAAC,OAAO,EAAE,eAAe,CAAC;IAClC,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;IAC7B,8CAA8C;IAC9C,QAAQ,CAAC,MAAM,EAAE,WAAW,CAAC;IAC7B,QAAQ,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACpC,QAAQ,CAAC,IAAI,EAAE,YAAY,CAAC;IAC5B,wDAAwD;IACxD,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,6CAA6C;IAC7C,QAAQ,CAAC,KAAK,EAAE,SAAS,YAAY,EAAE,CAAC;IACxC,2CAA2C;IAC3C,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,QAAQ,CAAC,WAAW,EAAE,SAAS,kBAAkB,EAAE,CAAC;IACpD,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;CACzB;AAED;;;;;;;GAOG;AACH,eAAO,MAAM,cAAc,IAAI,CAAC;AAKhC,8EAA8E;AAC9E,MAAM,WAAW,WAAW;IAC1B,QAAQ,CAAC,OAAO,EAAE,eAAe,CAAC;IAClC,QAAQ,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACpC,QAAQ,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,CAAC;IACtC;;;;;;;;OAQG;IACH,QAAQ,CAAC,IAAI,EAAE,QAAQ,GAAG,YAAY,CAAC;IACvC,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,QAAQ,CAAC,KAAK,EAAE,SAAS,YAAY,EAAE,CAAC;IACxC,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,QAAQ,CAAC,WAAW,EAAE,SAAS,kBAAkB,EAAE,CAAC;IACpD,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;CACzB;AAED;;;;;;;GAOG;AACH,wBAAgB,QAAQ,CAAC,KAAK,EAAE,WAAW,GAAG,SAAS,CAgBtD;AAED;;;;;;GAMG;AACH,wBAAgB,MAAM,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,EAAE,IAAI,EAAE,QAAQ,GAAG,YAAY,GAAG,YAAY,CAYhG;AAED;;;;;;;;GAQG;AACH,wBAAgB,QAAQ,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,GAAG,MAAM,CAW7D;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAAC,MAAM,EAAE,SAAS,GAAG,MAAM,CAEtD;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAgB,QAAQ,CAAC,MAAM,EAAE,SAAS,GAAG,MAAM,CAGlD;AAED;;;;;;;;GAQG;AACH,wBAAgB,cAAc,CAAC,IAAI,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI,CAK7D;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,OAAO,CAAC,GAAG,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,aAAa,CAwBtF;AAED,4EAA4E;AAC5E,wBAAgB,YAAY,CAC1B,UAAU,EAAE,UAAU,EACtB,QAAQ,EAAE,MAAM,GAAG,IAAI,GACtB,kBAAkB,CAQpB"}
+{"version":3,"file":"record.d.ts","sourceRoot":"","sources":["../../../src/core/backtest/record.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,wBAAwB,CAAC;AACnE,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAC;AAE1D,OAAO,KAAK,EAAE,eAAe,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAC;AACrE,OAAO,KAAK,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,oBAAoB,CAAC;AAEhE,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AAEtD,oCAAoC;AACpC,MAAM,WAAW,WAAW;IAC1B,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,QAAQ,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;IAC9B,QAAQ,CAAC,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IAC/B,QAAQ,CAAC,EAAE,EAAE,MAAM,GAAG,IAAI,CAAC;CAC5B;AAED;;;;;;GAMG;AACH,MAAM,MAAM,YAAY,GACpB;IACE,QAAQ,CAAC,IAAI,EAAE,QAAQ,CAAC;IACxB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,KAAK,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,CAAC;CACvC,GACD;IACE,QAAQ,CAAC,IAAI,EAAE,YAAY,CAAC;IAC5B,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,KAAK,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IAClC,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;CAClC,CAAC;AAEN,qFAAqF;AACrF,MAAM,WAAW,aAAa;IAC5B,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1B,qDAAqD;IACrD,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,SAAS,EAAE,MAAM,CAAC;IAC3B,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IACrC,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACjC,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B;;;;;;;;;;;;OAYG;IACH,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;CAC9B;AAED,0FAA0F;AAC1F,MAAM,WAAW,aAAa;IAC5B,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1B,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,GAAG,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;IAC7B,QAAQ,CAAC,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IAC/B,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACjC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC;IACzB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC;IACzB,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;IAC9B,QAAQ,CAAC,OAAO,EAAE,MAAM,GAAG,IAAI,CAAC;IAChC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,SAAS,EAAE,MAAM,CAAC;IAC3B,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IACrC,QAAQ,CAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IAClC,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACjC,QAAQ,CAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IAClC,QAAQ,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;CAC/B;AAED,yEAAyE;AACzE,MAAM,WAAW,kBAAkB;IACjC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1B,QAAQ,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;CAClC;AAED,sEAAsE;AACtE,MAAM,WAAW,SAAS;IACxB,QAAQ,CAAC,aAAa,EAAE,MAAM,CAAC;IAC/B,QAAQ,CAAC,MAAM,EAAE;QAAE,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;QAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;KAAE,CAAC;IACrE,QAAQ,CAAC,eAAe,EAAE,MAAM,CAAC;IACjC,0BAA0B;IAC1B,QAAQ,CAAC,OAAO,EAAE,eAAe,CAAC;IAClC,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;IAC7B,8CAA8C;IAC9C,QAAQ,CAAC,MAAM,EAAE,WAAW,CAAC;IAC7B;;;;;;;;;;;;;;;OAeG;IACH,QAAQ,CAAC,UAAU,EAAE,MAAM,GAAG,IAAI,CAAC;IACnC,QAAQ,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACpC;;;;;;;;;;;;;;;;;OAiBG;IACH,QAAQ,CAAC,UAAU,EAAE,UAAU,GAAG,IAAI,CAAC;IACvC,QAAQ,CAAC,IAAI,EAAE,YAAY,CAAC;IAC5B,wDAAwD;IACxD,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,6CAA6C;IAC7C,QAAQ,CAAC,KAAK,EAAE,SAAS,YAAY,EAAE,CAAC;IACxC,2CAA2C;IAC3C,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,QAAQ,CAAC,WAAW,EAAE,SAAS,kBAAkB,EAAE,CAAC;IACpD,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;CACzB;AAED;;;;;;;GAOG;AACH,eAAO,MAAM,cAAc,IAAI,CAAC;AAoBhC,8EAA8E;AAC9E,MAAM,WAAW,WAAW;IAC1B,QAAQ,CAAC,OAAO,EAAE,eAAe,CAAC;IAClC;;;;;;;OAOG;IACH,QAAQ,CAAC,UAAU,CAAC,EAAE,MAAM,CAAC;IAC7B,QAAQ,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACpC,4EAA4E;IAC5E,QAAQ,CAAC,UAAU,EAAE,UAAU,CAAC;IAChC,QAAQ,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,CAAC;IACtC;;;;;;;;OAQG;IACH,QAAQ,CAAC,IAAI,EAAE,QAAQ,GAAG,YAAY,CAAC;IACvC,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,QAAQ,CAAC,KAAK,EAAE,SAAS,YAAY,EAAE,CAAC;IACxC,QAAQ,CAAC,MAAM,EAAE,SAAS,aAAa,EAAE,CAAC;IAC1C,QAAQ,CAAC,WAAW,EAAE,SAAS,kBAAkB,EAAE,CAAC;IACpD,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;CACzB;AAED;;;;;;;GAOG;AACH,wBAAgB,QAAQ,CAAC,KAAK,EAAE,WAAW,GAAG,SAAS,CAkBtD;AAsBD;;;;;;GAMG;AACH,wBAAgB,MAAM,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,EAAE,IAAI,EAAE,QAAQ,GAAG,YAAY,GAAG,YAAY,CAYhG;AAED;;;;;;;;GAQG;AACH,wBAAgB,QAAQ,CAAC,IAAI,EAAE,SAAS,WAAW,EAAE,GAAG,MAAM,CAW7D;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAAC,MAAM,EAAE,SAAS,GAAG,MAAM,CAEtD;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAgB,QAAQ,CAAC,MAAM,EAAE,SAAS,GAAG,MAAM,CAGlD;AAED;;;;;;;;GAQG;AACH,wBAAgB,cAAc,CAAC,IAAI,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI,CAoB7D;AAkBD;;;;;;;;;;;;;GAaG;AACH,wBAAgB,OAAO,CAAC,GAAG,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,aAAa,CAwBtF;AAED,4EAA4E;AAC5E,wBAAgB,YAAY,CAC1B,UAAU,EAAE,UAAU,EACtB,QAAQ,EAAE,MAAM,GAAG,IAAI,GACtB,kBAAkB,CAQpB"}