@backtest/framework
Version:
Backtesting trading strategies in TypeScript / JavaScript
108 lines • 4.92 kB
JavaScript
;
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var __importStar = (this && this.__importStar) || (function () {
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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');
async function scanStrategies(rootPath) {
let strategies = await (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 = await 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}`);
await (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}`);
await (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}`);
await (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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