@backtest/framework/dist/src/core/strategies/scan.js

Backtesting trading strategies in TypeScript / JavaScript

"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
    return new (P || (P = Promise))(function (resolve, reject) {
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        step((generator = generator.apply(thisArg, _arguments || [])).next());
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Object.defineProperty(exports, "__esModule", { value: true });
exports.scanStrategies = scanStrategies;
const prisma_strategies_1 = require("../../helpers/prisma-strategies");
const strategies_1 = require("../../helpers/strategies");
const logger = __importStar(require("../../helpers/logger"));
const path = require('path');
function scanStrategies(rootPath) {
    return __awaiter(this, void 0, void 0, function* () {
        let strategies = yield (0, prisma_strategies_1.getAllStrategies)();
        if (!(strategies === null || strategies === void 0 ? void 0 : strategies.length)) {
            strategies = [];
        }
        const files = (0, strategies_1.getStrategiesFrom)(rootPath);
        if (!(files === null || files === void 0 ? void 0 : files.length)) {
            logger.info('No files found to scan');
            return [];
        }
        const fileStrategies = files.map((file) => path.basename(file, path.extname(file)));
        const doneActions = [];
        for (const [index, strategyName] of fileStrategies.entries()) {
            const registeredStrategy = strategies.find(({ name }) => name === strategyName);
            const strategy = yield Promise.resolve(`${files[index]}`).then(s => __importStar(require(s)));
            const strategyProperties = strategy.properties || {};
            const meta = {
                name: strategyName,
                params: strategyProperties.params || (registeredStrategy === null || registeredStrategy === void 0 ? void 0 : registeredStrategy.params) || [],
                dynamicParams: strategyProperties.dynamicParams || (registeredStrategy === null || registeredStrategy === void 0 ? void 0 : registeredStrategy.dynamicParams) || false,
                creationTime: (registeredStrategy === null || registeredStrategy === void 0 ? void 0 : registeredStrategy.creationTime) || new Date().getTime(),
                lastRunTime: (registeredStrategy === null || registeredStrategy === void 0 ? void 0 : registeredStrategy.lastRunTime) || 0
            };
            if (!!(registeredStrategy === null || registeredStrategy === void 0 ? void 0 : registeredStrategy.name)) {
                const action = { strategyName, action: 'update' };
                try {
                    logger.info(`Update strategy ${strategyName}`);
                    yield (0, prisma_strategies_1.updateStrategy)(meta);
                    action.error = false;
                }
                catch (error) {
                    action.error = true;
                    action.message = error.message;
                }
                doneActions.push(action);
            }
            else {
                const action = { strategyName, action: 'insert' };
                try {
                    logger.info(`Insert strategy ${strategyName}`);
                    yield (0, prisma_strategies_1.insertStrategy)(meta);
                    action.error = false;
                }
                catch (error) {
                    action.error = true;
                    action.message = error.message;
                }
                doneActions.push(action);
            }
        }
        for (const { name: strategyName } of strategies) {
            if (!fileStrategies.includes(strategyName)) {
                const action = { strategyName, action: 'delete' };
                try {
                    logger.info(`Delete strategy ${strategyName}`);
                    yield (0, prisma_strategies_1.deleteStrategy)(strategyName);
                    action.error = false;
                }
                catch (error) {
                    action.error = true;
                    action.message = error.message;
                }
                doneActions.push(action);
            }
        }
        return doneActions;
    });
}
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