@backtest/framework
Version:
Backtesting trading strategies in TypeScript / JavaScript
145 lines • 6.5 kB
JavaScript
;
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.insertStrategy = insertStrategy;
exports.getAllStrategies = getAllStrategies;
exports.getStrategy = getStrategy;
exports.updateLastRunTime = updateLastRunTime;
exports.deleteStrategy = deleteStrategy;
exports.updateStrategy = updateStrategy;
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 insertStrategy(strategy) {
return __awaiter(this, void 0, void 0, function* () {
try {
yield prisma.strategy.create({
data: Object.assign(Object.assign({}, strategy), { params: JSON.stringify(strategy.params), creationTime: BigInt(strategy.creationTime), lastRunTime: BigInt(strategy.lastRunTime) })
});
logger.debug(`Successfully inserted strategy: ${strategy.name}`);
return true;
}
catch (error) {
throw new error_1.BacktestError(`Problem inserting strategy with error: ${error}`, error_1.ErrorCode.Insert);
}
});
}
function getAllStrategies() {
return __awaiter(this, void 0, void 0, function* () {
try {
const strategies = yield prisma.strategy.findMany();
const strategyMetas = strategies.map((strategy) => (Object.assign(Object.assign({}, strategy), { params: JSON.parse(strategy.params), creationTime: Number(strategy.creationTime), lastRunTime: Number(strategy.lastRunTime) })));
return strategyMetas;
}
catch (error) {
throw new error_1.BacktestError(`Problem getting all strategies with error: ${error}`, error_1.ErrorCode.Retrieve);
}
});
}
function getStrategy(name) {
return __awaiter(this, void 0, void 0, function* () {
try {
const strategy = yield prisma.strategy.findUnique({ where: { name } });
if (!strategy) {
throw new error_1.BacktestError(`Strategy with name: ${name} not found`, error_1.ErrorCode.NotFound);
}
const strategyMeta = Object.assign(Object.assign({}, strategy), { params: JSON.parse(strategy.params), creationTime: Number(strategy.creationTime), lastRunTime: Number(strategy.lastRunTime) });
logger.debug(`Found strategy: ${name}`);
return strategyMeta;
}
catch (error) {
throw new error_1.BacktestError(`Problem getting strategy with error: ${error}`, error_1.ErrorCode.Retrieve);
}
});
}
function updateLastRunTime(name, lastRunTime) {
return __awaiter(this, void 0, void 0, function* () {
try {
const strategy = yield prisma.strategy.update({
where: { name },
data: { lastRunTime: BigInt(lastRunTime) }
});
logger.debug(`Successfully updated lastRunTime for strategy: ${strategy.name}`);
return true;
}
catch (error) {
throw new error_1.BacktestError(`Problem updating lastRunTime with error: ${error}`, error_1.ErrorCode.Update);
}
});
}
function deleteStrategy(name) {
return __awaiter(this, void 0, void 0, function* () {
try {
yield prisma.strategy.delete({ where: { name } });
logger.debug(`Successfully deleted strategy: ${name}`);
return true;
}
catch (error) {
throw new error_1.BacktestError(`Problem deleting strategy with error: ${error}`, error_1.ErrorCode.Delete);
}
});
}
function updateStrategy(strategy) {
return __awaiter(this, void 0, void 0, function* () {
try {
yield prisma.strategy.update({
where: { name: strategy.name },
data: Object.assign(Object.assign({}, strategy), { params: JSON.stringify(strategy.params), creationTime: BigInt(strategy.creationTime), lastRunTime: BigInt(strategy.lastRunTime) })
});
logger.debug(`Successfully updated strategy: ${strategy.name}`);
return true;
}
catch (error) {
throw new error_1.BacktestError(`Problem updating strategy with error: ${error}`, error_1.ErrorCode.Update);
}
});
}
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