@adaptic/backend-legacy 0.0.920 → 0.0.922

package/PortfolioGreeksHistory.cjs

@@ -67,10 +67,22 @@ exports.PortfolioGreeksHistory = {
                         contractId: props.contractId !== undefined ? props.contractId : undefined,
                         symbol: props.symbol !== undefined ? props.symbol : undefined,
                         underlying: props.underlying !== undefined ? props.underlying : undefined,
+                        delta: props.delta !== undefined ? props.delta : undefined,
+                        gamma: props.gamma !== undefined ? props.gamma : undefined,
+                        theta: props.theta !== undefined ? props.theta : undefined,
+                        vega: props.vega !== undefined ? props.vega : undefined,
+                        rho: props.rho !== undefined ? props.rho : undefined,
+                        totalDelta: props.totalDelta !== undefined ? props.totalDelta : undefined,
+                        totalGamma: props.totalGamma !== undefined ? props.totalGamma : undefined,
+                        totalTheta: props.totalTheta !== undefined ? props.totalTheta : undefined,
+                        totalVega: props.totalVega !== undefined ? props.totalVega : undefined,
+                        totalRho: props.totalRho !== undefined ? props.totalRho : undefined,
                         positionCount: props.positionCount !== undefined ? props.positionCount : undefined,
                         underlyingSymbols: props.underlyingSymbols !== undefined ? props.underlyingSymbols : undefined,
                         expirationDates: props.expirationDates !== undefined ? props.expirationDates : undefined,
                         marketHours: props.marketHours !== undefined ? props.marketHours : undefined,
+                        vix: props.vix !== undefined ? props.vix : undefined,
+                        spyPrice: props.spyPrice !== undefined ? props.spyPrice : undefined,
                         source: props.source !== undefined ? props.source : undefined,
                     },
                 };
@@ -181,10 +193,22 @@ exports.PortfolioGreeksHistory = {
                         contractId: prop.contractId !== undefined ? prop.contractId : undefined,
                         symbol: prop.symbol !== undefined ? prop.symbol : undefined,
                         underlying: prop.underlying !== undefined ? prop.underlying : undefined,
+                        delta: prop.delta !== undefined ? prop.delta : undefined,
+                        gamma: prop.gamma !== undefined ? prop.gamma : undefined,
+                        theta: prop.theta !== undefined ? prop.theta : undefined,
+                        vega: prop.vega !== undefined ? prop.vega : undefined,
+                        rho: prop.rho !== undefined ? prop.rho : undefined,
+                        totalDelta: prop.totalDelta !== undefined ? prop.totalDelta : undefined,
+                        totalGamma: prop.totalGamma !== undefined ? prop.totalGamma : undefined,
+                        totalTheta: prop.totalTheta !== undefined ? prop.totalTheta : undefined,
+                        totalVega: prop.totalVega !== undefined ? prop.totalVega : undefined,
+                        totalRho: prop.totalRho !== undefined ? prop.totalRho : undefined,
                         positionCount: prop.positionCount !== undefined ? prop.positionCount : undefined,
                         underlyingSymbols: prop.underlyingSymbols !== undefined ? prop.underlyingSymbols : undefined,
                         expirationDates: prop.expirationDates !== undefined ? prop.expirationDates : undefined,
                         marketHours: prop.marketHours !== undefined ? prop.marketHours : undefined,
+                        vix: prop.vix !== undefined ? prop.vix : undefined,
+                        spyPrice: prop.spyPrice !== undefined ? prop.spyPrice : undefined,
                         source: prop.source !== undefined ? prop.source : undefined,
                     })),
                     ...((options === null || options === void 0 ? void 0 : options.skipDuplicates) ? { skipDuplicates: true } : {}),
@@ -490,10 +514,22 @@ exports.PortfolioGreeksHistory = {
                         contractId: props.contractId !== undefined ? props.contractId : undefined,
                         symbol: props.symbol !== undefined ? props.symbol : undefined,
                         underlying: props.underlying !== undefined ? props.underlying : undefined,
+                        delta: props.delta !== undefined ? props.delta : undefined,
+                        gamma: props.gamma !== undefined ? props.gamma : undefined,
+                        theta: props.theta !== undefined ? props.theta : undefined,
+                        vega: props.vega !== undefined ? props.vega : undefined,
+                        rho: props.rho !== undefined ? props.rho : undefined,
+                        totalDelta: props.totalDelta !== undefined ? props.totalDelta : undefined,
+                        totalGamma: props.totalGamma !== undefined ? props.totalGamma : undefined,
+                        totalTheta: props.totalTheta !== undefined ? props.totalTheta : undefined,
+                        totalVega: props.totalVega !== undefined ? props.totalVega : undefined,
+                        totalRho: props.totalRho !== undefined ? props.totalRho : undefined,
                         positionCount: props.positionCount !== undefined ? props.positionCount : undefined,
                         underlyingSymbols: props.underlyingSymbols !== undefined ? props.underlyingSymbols : undefined,
                         expirationDates: props.expirationDates !== undefined ? props.expirationDates : undefined,
                         marketHours: props.marketHours !== undefined ? props.marketHours : undefined,
+                        vix: props.vix !== undefined ? props.vix : undefined,
+                        spyPrice: props.spyPrice !== undefined ? props.spyPrice : undefined,
                         source: props.source !== undefined ? props.source : undefined,
                     },
                     update: {

package/SignalGeneratorMetrics.cjs

@@ -76,6 +76,14 @@ exports.SignalGeneratorMetrics = {
                         totalSignals: props.totalSignals !== undefined ? props.totalSignals : undefined,
                         successfulSignals: props.successfulSignals !== undefined ? props.successfulSignals : undefined,
                         failedSignals: props.failedSignals !== undefined ? props.failedSignals : undefined,
+                        winRate: props.winRate !== undefined ? props.winRate : undefined,
+                        sharpeRatio: props.sharpeRatio !== undefined ? props.sharpeRatio : undefined,
+                        profitFactor: props.profitFactor !== undefined ? props.profitFactor : undefined,
+                        averageReturn: props.averageReturn !== undefined ? props.averageReturn : undefined,
+                        maxDrawdown: props.maxDrawdown !== undefined ? props.maxDrawdown : undefined,
+                        averageTimeToProfit: props.averageTimeToProfit !== undefined ? props.averageTimeToProfit : undefined,
+                        calibrationAccuracy: props.calibrationAccuracy !== undefined ? props.calibrationAccuracy : undefined,
+                        performanceTrend: props.performanceTrend !== undefined ? props.performanceTrend : undefined,
                         lookbackPeriodDays: props.lookbackPeriodDays !== undefined ? props.lookbackPeriodDays : undefined,
                         healthScore: props.healthScore !== undefined ? props.healthScore : undefined,
                         healthStatus: props.healthStatus !== undefined ? props.healthStatus : undefined,
@@ -190,6 +198,14 @@ exports.SignalGeneratorMetrics = {
                         totalSignals: prop.totalSignals !== undefined ? prop.totalSignals : undefined,
                         successfulSignals: prop.successfulSignals !== undefined ? prop.successfulSignals : undefined,
                         failedSignals: prop.failedSignals !== undefined ? prop.failedSignals : undefined,
+                        winRate: prop.winRate !== undefined ? prop.winRate : undefined,
+                        sharpeRatio: prop.sharpeRatio !== undefined ? prop.sharpeRatio : undefined,
+                        profitFactor: prop.profitFactor !== undefined ? prop.profitFactor : undefined,
+                        averageReturn: prop.averageReturn !== undefined ? prop.averageReturn : undefined,
+                        maxDrawdown: prop.maxDrawdown !== undefined ? prop.maxDrawdown : undefined,
+                        averageTimeToProfit: prop.averageTimeToProfit !== undefined ? prop.averageTimeToProfit : undefined,
+                        calibrationAccuracy: prop.calibrationAccuracy !== undefined ? prop.calibrationAccuracy : undefined,
+                        performanceTrend: prop.performanceTrend !== undefined ? prop.performanceTrend : undefined,
                         lookbackPeriodDays: prop.lookbackPeriodDays !== undefined ? prop.lookbackPeriodDays : undefined,
                         healthScore: prop.healthScore !== undefined ? prop.healthScore : undefined,
                         healthStatus: prop.healthStatus !== undefined ? prop.healthStatus : undefined,
@@ -481,6 +497,14 @@ exports.SignalGeneratorMetrics = {
                         totalSignals: props.totalSignals !== undefined ? props.totalSignals : undefined,
                         successfulSignals: props.successfulSignals !== undefined ? props.successfulSignals : undefined,
                         failedSignals: props.failedSignals !== undefined ? props.failedSignals : undefined,
+                        winRate: props.winRate !== undefined ? props.winRate : undefined,
+                        sharpeRatio: props.sharpeRatio !== undefined ? props.sharpeRatio : undefined,
+                        profitFactor: props.profitFactor !== undefined ? props.profitFactor : undefined,
+                        averageReturn: props.averageReturn !== undefined ? props.averageReturn : undefined,
+                        maxDrawdown: props.maxDrawdown !== undefined ? props.maxDrawdown : undefined,
+                        averageTimeToProfit: props.averageTimeToProfit !== undefined ? props.averageTimeToProfit : undefined,
+                        calibrationAccuracy: props.calibrationAccuracy !== undefined ? props.calibrationAccuracy : undefined,
+                        performanceTrend: props.performanceTrend !== undefined ? props.performanceTrend : undefined,
                         lookbackPeriodDays: props.lookbackPeriodDays !== undefined ? props.lookbackPeriodDays : undefined,
                         healthScore: props.healthScore !== undefined ? props.healthScore : undefined,
                         healthStatus: props.healthStatus !== undefined ? props.healthStatus : undefined,

package/SignalLineage.cjs

@@ -104,6 +104,8 @@ exports.SignalLineage = {
                         customTags: props.customTags !== undefined ? props.customTags : undefined,
                         executionStatus: props.executionStatus !== undefined ? props.executionStatus : undefined,
                         decisionType: props.decisionType !== undefined ? props.decisionType : undefined,
+                        pnlPercentage: props.pnlPercentage !== undefined ? props.pnlPercentage : undefined,
+                        dataQuality: props.dataQuality !== undefined ? props.dataQuality : undefined,
                     },
                 };
                 const filteredVariables = (0, utils_1.removeUndefinedProps)(variables);
@@ -233,6 +235,8 @@ exports.SignalLineage = {
                         customTags: prop.customTags !== undefined ? prop.customTags : undefined,
                         executionStatus: prop.executionStatus !== undefined ? prop.executionStatus : undefined,
                         decisionType: prop.decisionType !== undefined ? prop.decisionType : undefined,
+                        pnlPercentage: prop.pnlPercentage !== undefined ? prop.pnlPercentage : undefined,
+                        dataQuality: prop.dataQuality !== undefined ? prop.dataQuality : undefined,
                     })),
                     ...((options === null || options === void 0 ? void 0 : options.skipDuplicates) ? { skipDuplicates: true } : {}),
                 };
@@ -574,6 +578,8 @@ exports.SignalLineage = {
                         customTags: props.customTags !== undefined ? props.customTags : undefined,
                         executionStatus: props.executionStatus !== undefined ? props.executionStatus : undefined,
                         decisionType: props.decisionType !== undefined ? props.decisionType : undefined,
+                        pnlPercentage: props.pnlPercentage !== undefined ? props.pnlPercentage : undefined,
+                        dataQuality: props.dataQuality !== undefined ? props.dataQuality : undefined,
                     },
                     update: {
                         timestamp: props.timestamp !== undefined ? {

package/SignalOutcome.cjs

@@ -70,7 +70,10 @@ exports.SignalOutcome = {
                         generatorSource: props.generatorSource !== undefined ? props.generatorSource : undefined,
                         symbol: props.symbol !== undefined ? props.symbol : undefined,
                         signalType: props.signalType !== undefined ? props.signalType : undefined,
+                        originalConfidence: props.originalConfidence !== undefined ? props.originalConfidence : undefined,
+                        priorityScore: props.priorityScore !== undefined ? props.priorityScore : undefined,
                         outcome: props.outcome !== undefined ? props.outcome : undefined,
+                        pnlPercentage: props.pnlPercentage !== undefined ? props.pnlPercentage : undefined,
                         timeToOutcome: props.timeToOutcome !== undefined ? props.timeToOutcome : undefined,
                         outcomeTimestamp: props.outcomeTimestamp !== undefined ? props.outcomeTimestamp : undefined,
                         outcomeReason: props.outcomeReason !== undefined ? props.outcomeReason : undefined,
@@ -185,7 +188,10 @@ exports.SignalOutcome = {
                         generatorSource: prop.generatorSource !== undefined ? prop.generatorSource : undefined,
                         symbol: prop.symbol !== undefined ? prop.symbol : undefined,
                         signalType: prop.signalType !== undefined ? prop.signalType : undefined,
+                        originalConfidence: prop.originalConfidence !== undefined ? prop.originalConfidence : undefined,
+                        priorityScore: prop.priorityScore !== undefined ? prop.priorityScore : undefined,
                         outcome: prop.outcome !== undefined ? prop.outcome : undefined,
+                        pnlPercentage: prop.pnlPercentage !== undefined ? prop.pnlPercentage : undefined,
                         timeToOutcome: prop.timeToOutcome !== undefined ? prop.timeToOutcome : undefined,
                         outcomeTimestamp: prop.outcomeTimestamp !== undefined ? prop.outcomeTimestamp : undefined,
                         outcomeReason: prop.outcomeReason !== undefined ? prop.outcomeReason : undefined,
@@ -468,7 +474,10 @@ exports.SignalOutcome = {
                         generatorSource: props.generatorSource !== undefined ? props.generatorSource : undefined,
                         symbol: props.symbol !== undefined ? props.symbol : undefined,
                         signalType: props.signalType !== undefined ? props.signalType : undefined,
+                        originalConfidence: props.originalConfidence !== undefined ? props.originalConfidence : undefined,
+                        priorityScore: props.priorityScore !== undefined ? props.priorityScore : undefined,
                         outcome: props.outcome !== undefined ? props.outcome : undefined,
+                        pnlPercentage: props.pnlPercentage !== undefined ? props.pnlPercentage : undefined,
                         timeToOutcome: props.timeToOutcome !== undefined ? props.timeToOutcome : undefined,
                         outcomeTimestamp: props.outcomeTimestamp !== undefined ? props.outcomeTimestamp : undefined,
                         outcomeReason: props.outcomeReason !== undefined ? props.outcomeReason : undefined,

package/SignalPriorityQueue.cjs

@@ -75,6 +75,9 @@ exports.SignalPriorityQueue = {
                         symbol: props.symbol !== undefined ? props.symbol : undefined,
                         signalType: props.signalType !== undefined ? props.signalType : undefined,
                         generatorSource: props.generatorSource !== undefined ? props.generatorSource : undefined,
+                        priorityScore: props.priorityScore !== undefined ? props.priorityScore : undefined,
+                        generatorWinRate: props.generatorWinRate !== undefined ? props.generatorWinRate : undefined,
+                        generatorSharpe: props.generatorSharpe !== undefined ? props.generatorSharpe : undefined,
                         priorityTier: props.priorityTier !== undefined ? props.priorityTier : undefined,
                         scoreComponents: props.scoreComponents !== undefined ? props.scoreComponents : undefined,
                         queuePosition: props.queuePosition !== undefined ? props.queuePosition : undefined,
@@ -83,6 +86,7 @@ exports.SignalPriorityQueue = {
                         processingStartedAt: props.processingStartedAt !== undefined ? props.processingStartedAt : undefined,
                         processingCompletedAt: props.processingCompletedAt !== undefined ? props.processingCompletedAt : undefined,
                         timeInQueueMs: props.timeInQueueMs !== undefined ? props.timeInQueueMs : undefined,
+                        signalConfidence: props.signalConfidence !== undefined ? props.signalConfidence : undefined,
                         signalData: props.signalData !== undefined ? props.signalData : undefined,
                     },
                 };
@@ -193,6 +197,9 @@ exports.SignalPriorityQueue = {
                         symbol: prop.symbol !== undefined ? prop.symbol : undefined,
                         signalType: prop.signalType !== undefined ? prop.signalType : undefined,
                         generatorSource: prop.generatorSource !== undefined ? prop.generatorSource : undefined,
+                        priorityScore: prop.priorityScore !== undefined ? prop.priorityScore : undefined,
+                        generatorWinRate: prop.generatorWinRate !== undefined ? prop.generatorWinRate : undefined,
+                        generatorSharpe: prop.generatorSharpe !== undefined ? prop.generatorSharpe : undefined,
                         priorityTier: prop.priorityTier !== undefined ? prop.priorityTier : undefined,
                         scoreComponents: prop.scoreComponents !== undefined ? prop.scoreComponents : undefined,
                         queuePosition: prop.queuePosition !== undefined ? prop.queuePosition : undefined,
@@ -201,6 +208,7 @@ exports.SignalPriorityQueue = {
                         processingStartedAt: prop.processingStartedAt !== undefined ? prop.processingStartedAt : undefined,
                         processingCompletedAt: prop.processingCompletedAt !== undefined ? prop.processingCompletedAt : undefined,
                         timeInQueueMs: prop.timeInQueueMs !== undefined ? prop.timeInQueueMs : undefined,
+                        signalConfidence: prop.signalConfidence !== undefined ? prop.signalConfidence : undefined,
                         signalData: prop.signalData !== undefined ? prop.signalData : undefined,
                     })),
                     ...((options === null || options === void 0 ? void 0 : options.skipDuplicates) ? { skipDuplicates: true } : {}),
@@ -496,6 +504,9 @@ exports.SignalPriorityQueue = {
                         symbol: props.symbol !== undefined ? props.symbol : undefined,
                         signalType: props.signalType !== undefined ? props.signalType : undefined,
                         generatorSource: props.generatorSource !== undefined ? props.generatorSource : undefined,
+                        priorityScore: props.priorityScore !== undefined ? props.priorityScore : undefined,
+                        generatorWinRate: props.generatorWinRate !== undefined ? props.generatorWinRate : undefined,
+                        generatorSharpe: props.generatorSharpe !== undefined ? props.generatorSharpe : undefined,
                         priorityTier: props.priorityTier !== undefined ? props.priorityTier : undefined,
                         scoreComponents: props.scoreComponents !== undefined ? props.scoreComponents : undefined,
                         queuePosition: props.queuePosition !== undefined ? props.queuePosition : undefined,
@@ -504,6 +515,7 @@ exports.SignalPriorityQueue = {
                         processingStartedAt: props.processingStartedAt !== undefined ? props.processingStartedAt : undefined,
                         processingCompletedAt: props.processingCompletedAt !== undefined ? props.processingCompletedAt : undefined,
                         timeInQueueMs: props.timeInQueueMs !== undefined ? props.timeInQueueMs : undefined,
+                        signalConfidence: props.signalConfidence !== undefined ? props.signalConfidence : undefined,
                         signalData: props.signalData !== undefined ? props.signalData : undefined,
                     },
                     update: {

package/esm/Asset.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"Asset.d.ts","sourceRoot":"","sources":["../../src/Asset.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,KAAK,IAAI,SAAS,EAAE,MAAM,6CAA6C,CAAC;AACjF,OAAO,EAA4B,gBAAgB,EAAE,qBAAqB,EAAoB,MAAM,UAAU,CAAC;AAuE7G,eAAO,MAAM,KAAK;IAEhB;;;;;OAKG;IAEH;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IAyQ5G;;;;;;;OAOG;sBACqB,SAAS,EAAE,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,YAAY;QAAE,cAAc,CAAC,EAAE,OAAO,CAAA;KAAE,GAAG,OAAO,CAAC;QAAE,KAAK,EAAE,MAAM,CAAA;KAAE,GAAG,IAAI,CAAC;IAmKvK;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IAoiB1G;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IAwrB1G;;;;;;OAMG;sBACqB,SAAS,EAAE,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC;QAAE,KAAK,EAAE,MAAM,CAAA;KAAE,GAAG,IAAI,CAAC;IAmiB/H;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IAmH1G;;;;;;;OAOG;eACc,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,eAAe,GAAG,GAAG,OAAO,CAAC,SAAS,GAAG,IAAI,CAAC;IAyFhI;;;;;OAKG;0BACyB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,EAAE,GAAG,IAAI,CAAC;IA4EjG;;;;;;;OAOG;oBACmB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,eAAe,GAAG,GAAG,OAAO,CAAC,SAAS,EAAE,GAAG,IAAI,CAAC;CAmGxI,CAAC"}
+{"version":3,"file":"Asset.d.ts","sourceRoot":"","sources":["../../src/Asset.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,KAAK,IAAI,SAAS,EAAE,MAAM,6CAA6C,CAAC;AACjF,OAAO,EAA4B,gBAAgB,EAAE,qBAAqB,EAAoB,MAAM,UAAU,CAAC;AAuE7G,eAAO,MAAM,KAAK;IAEhB;;;;;OAKG;IAEH;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IA+Q5G;;;;;;;OAOG;sBACqB,SAAS,EAAE,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,YAAY;QAAE,cAAc,CAAC,EAAE,OAAO,CAAA;KAAE,GAAG,OAAO,CAAC;QAAE,KAAK,EAAE,MAAM,CAAA;KAAE,GAAG,IAAI,CAAC;IAmKvK;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IA0iB1G;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IAosB1G;;;;;;OAMG;sBACqB,SAAS,EAAE,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC;QAAE,KAAK,EAAE,MAAM,CAAA;KAAE,GAAG,IAAI,CAAC;IAyiB/H;;;;;;OAMG;kBACiB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,CAAC;IAmH1G;;;;;;;OAOG;eACc,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,eAAe,GAAG,GAAG,OAAO,CAAC,SAAS,GAAG,IAAI,CAAC;IAyFhI;;;;;OAKG;0BACyB,gBAAgB,CAAC,qBAAqB,CAAC,GAAG,OAAO,CAAC,SAAS,EAAE,GAAG,IAAI,CAAC;IA4EjG;;;;;;;OAOG;oBACmB,SAAS,iBAAiB,gBAAgB,CAAC,qBAAqB,CAAC,eAAe,GAAG,GAAG,OAAO,CAAC,SAAS,EAAE,GAAG,IAAI,CAAC;CAmGxI,CAAC"}