@backtest/framework
Version:
Backtesting trading strategies in TypeScript / JavaScript
144 lines • 5.36 kB
JavaScript
;
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o["default"] = v;
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var __importStar = (this && this.__importStar) || (function () {
var ownKeys = function(o) {
ownKeys = Object.getOwnPropertyNames || function (o) {
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__setModuleDefault(result, mod);
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};
})();
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'
}
}
});
async function insertStrategy(strategy) {
try {
await prisma.strategy.create({
data: {
...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);
}
}
async function getAllStrategies() {
try {
const strategies = await prisma.strategy.findMany();
const strategyMetas = strategies.map((strategy) => ({
...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);
}
}
async function getStrategy(name) {
try {
const strategy = await prisma.strategy.findUnique({ where: { name } });
if (!strategy) {
throw new error_1.BacktestError(`Strategy with name: ${name} not found`, error_1.ErrorCode.NotFound);
}
const strategyMeta = {
...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);
}
}
async function updateLastRunTime(name, lastRunTime) {
try {
const strategy = await 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);
}
}
async function deleteStrategy(name) {
try {
await 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);
}
}
async function updateStrategy(strategy) {
try {
await prisma.strategy.update({
where: { name: strategy.name },
data: {
...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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