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@backtest/framework

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Backtesting trading strategies in TypeScript / JavaScript

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"use strict"; var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) { if (k2 === undefined) k2 = k; var desc = Object.getOwnPropertyDescriptor(m, k); if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) { desc = { enumerable: true, get: function() { return m[k]; } }; } Object.defineProperty(o, k2, desc); }) : (function(o, m, k, k2) { if (k2 === undefined) k2 = k; o[k2] = m[k]; })); var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) { Object.defineProperty(o, "default", { enumerable: true, value: v }); }) : function(o, v) { o["default"] = v; }); var __importStar = (this && this.__importStar) || (function () { var ownKeys = function(o) { ownKeys = Object.getOwnPropertyNames || function (o) { var ar = []; for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k; return ar; }; return ownKeys(o); }; return function (mod) { if (mod && mod.__esModule) return mod; var result = {}; if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]); __setModuleDefault(result, mod); return result; }; })(); var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) { function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); } return new (P || (P = Promise))(function (resolve, reject) { function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } } function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } } function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); } step((generator = generator.apply(thisArg, _arguments || [])).next()); }); }; Object.defineProperty(exports, "__esModule", { value: true }); exports.insertMultiResult = insertMultiResult; exports.getAllMultiResults = getAllMultiResults; exports.getAllMultiResultNames = getAllMultiResultNames; exports.getMultiResult = getMultiResult; exports.deleteMultiResult = deleteMultiResult; const client_1 = require("@prisma/client"); const error_1 = require("./error"); const logger = __importStar(require("./logger")); const prisma = new client_1.PrismaClient({ datasources: { db: { url: process.env.DATABASE_URL || 'file:./db/backtest.db' } } }); function insertMultiResult(result) { return __awaiter(this, void 0, void 0, function* () { try { yield prisma.strategyResultMulti.create({ data: Object.assign(Object.assign({}, result), { name: result.name || `${result.strategyName}-${new Date().getTime()}`, symbols: JSON.stringify(result.symbols), params: JSON.stringify(result.params), multiResults: JSON.stringify(result.multiResults), startTime: BigInt(result.startTime), endTime: BigInt(result.endTime) }) }); logger.debug(`Successfully inserted multi value result: ${result.name}`); return true; } catch (error) { throw new error_1.BacktestError(`Problem inserting result with error: ${error}`, error_1.ErrorCode.Insert); } }); } function getAllMultiResults() { return __awaiter(this, void 0, void 0, function* () { try { const strategyResults = yield prisma.strategyResultMulti.findMany({ select: { name: true } }); const results = yield Promise.all(strategyResults.map((result) => __awaiter(this, void 0, void 0, function* () { return yield getMultiResult(result.name); }))); return results; } catch (error) { throw new error_1.BacktestError(`Problem getting results with error: ${error}`, error_1.ErrorCode.Retrieve); } }); } function getAllMultiResultNames() { return __awaiter(this, void 0, void 0, function* () { try { const strategyResults = yield prisma.strategyResultMulti.findMany({ select: { name: true } }); const names = strategyResults.map((result) => result.name); return names; } catch (error) { throw new error_1.BacktestError(`Problem getting results with error: ${error}`, error_1.ErrorCode.Retrieve); } }); } function getMultiResult(name) { return __awaiter(this, void 0, void 0, function* () { try { const result = yield prisma.strategyResultMulti.findUnique({ where: { name } }); if (!result) { throw new error_1.BacktestError(`Failed to find multi value result named ${name}`, error_1.ErrorCode.NotFound); } const parsedResult = Object.assign(Object.assign({}, result), { symbols: JSON.parse(result.symbols), params: JSON.parse(result.params), multiResults: JSON.parse(result.multiResults), startTime: Number(result.startTime), endTime: Number(result.endTime) }); return parsedResult; } catch (error) { throw new error_1.BacktestError(`Failed to get result with error ${error}`, error_1.ErrorCode.Retrieve); } }); } function deleteMultiResult(name) { return __awaiter(this, void 0, void 0, function* () { try { yield prisma.strategyResultMulti.delete({ where: { name } }); logger.debug(`Successfully deleted ${name}`); return true; } catch (error) { throw new error_1.BacktestError(`Failed to delete StrategyResult with name: ${name}. Error: ${error}`, error_1.ErrorCode.Delete); } }); } //# sourceMappingURL=prisma-results-multi.js.map