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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; }; })(); 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); } } //# sourceMappingURL=prisma-strategies.js.map