@livefolio/sdk 0.2.0 → 0.2.1

package/dist/portfolio/client.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/portfolio/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,SAAS,CAAC;AAE/C,wBAAgB,eAAe,CAAC,OAAO,EAAE,mBAAmB,GAAG,eAAe,CAE7E"}
+{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/portfolio/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,SAAS,CAAC;AAI/C,wBAAgB,eAAe,CAAC,OAAO,EAAE,mBAAmB,GAAG,eAAe,CAM7E"}

package/dist/portfolio/client.js

@@ -1,7 +1,13 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.createPortfolio = createPortfolio;
+const rebalance_1 = require("./rebalance");
+const symbols_1 = require("./symbols");
 function createPortfolio(_client) {
-    return {};
+    return {
+        buildRebalancePlan: rebalance_1.buildRebalancePlan,
+        computePortfolioDriftPercentPoints: rebalance_1.computePortfolioDriftPercentPoints,
+        mapTickerToTradable: symbols_1.mapTickerToTradable,
+    };
 }
 //# sourceMappingURL=client.js.map

package/dist/portfolio/client.js.map

@@ -1 +1 @@
-{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/portfolio/client.ts"],"names":[],"mappings":";;AAGA,0CAEC;AAFD,SAAgB,eAAe,CAAC,OAA4B;IAC1D,OAAO,EAAE,CAAC;AACZ,CAAC"}
+{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/portfolio/client.ts"],"names":[],"mappings":";;AAKA,0CAMC;AATD,2CAAqF;AACrF,uCAAgD;AAEhD,SAAgB,eAAe,CAAC,OAA4B;IAC1D,OAAO;QACL,kBAAkB,EAAlB,8BAAkB;QAClB,kCAAkC,EAAlC,8CAAkC;QAClC,mBAAmB,EAAnB,6BAAmB;KACpB,CAAC;AACJ,CAAC"}

package/dist/portfolio/index.d.ts

@@ -1,3 +1,5 @@
 export type { PortfolioModule } from './types';
 export { createPortfolio } from './client';
+export { buildRebalancePlan, computePortfolioDriftPercentPoints, type TradeOrder, type RebalancePlanInput, type RebalancePlan, PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS, REBALANCE_MIN_TRADE_VALUE, REBALANCE_QUANTITY_PRECISION, REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION, REBALANCE_EPSILON, REBALANCE_CASH_RESERVE_PERCENT, REBALANCE_MIN_CASH_RESERVE_VALUE, REBALANCE_BUY_SLIPPAGE_BPS, REBALANCE_SELL_SLIPPAGE_BPS, REBALANCE_PER_ORDER_FEE, REBALANCE_CASH_SYMBOL, REBALANCE_CASH_SOURCE_SYMBOL, } from './rebalance';
+export { mapTickerToTradable, FRED_TRADABLE_MAP, BASE_TICKER_ALIASES, ETF_LEVERAGE_MAP, } from './symbols';
 //# sourceMappingURL=index.d.ts.map

package/dist/portfolio/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/portfolio/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,eAAe,EAAE,MAAM,SAAS,CAAC;AAC/C,OAAO,EAAE,eAAe,EAAE,MAAM,UAAU,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/portfolio/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,eAAe,EAAE,MAAM,SAAS,CAAC;AAC/C,OAAO,EAAE,eAAe,EAAE,MAAM,UAAU,CAAC;AAC3C,OAAO,EACL,kBAAkB,EAClB,kCAAkC,EAClC,KAAK,UAAU,EACf,KAAK,kBAAkB,EACvB,KAAK,aAAa,EAClB,wCAAwC,EACxC,yBAAyB,EACzB,4BAA4B,EAC5B,wCAAwC,EACxC,iBAAiB,EACjB,8BAA8B,EAC9B,gCAAgC,EAChC,0BAA0B,EAC1B,2BAA2B,EAC3B,uBAAuB,EACvB,qBAAqB,EACrB,4BAA4B,GAC7B,MAAM,aAAa,CAAC;AACrB,OAAO,EACL,mBAAmB,EACnB,iBAAiB,EACjB,mBAAmB,EACnB,gBAAgB,GACjB,MAAM,WAAW,CAAC"}

package/dist/portfolio/index.js

@@ -1,6 +1,26 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.createPortfolio = void 0;
+exports.ETF_LEVERAGE_MAP = exports.BASE_TICKER_ALIASES = exports.FRED_TRADABLE_MAP = exports.mapTickerToTradable = exports.REBALANCE_CASH_SOURCE_SYMBOL = exports.REBALANCE_CASH_SYMBOL = exports.REBALANCE_PER_ORDER_FEE = exports.REBALANCE_SELL_SLIPPAGE_BPS = exports.REBALANCE_BUY_SLIPPAGE_BPS = exports.REBALANCE_MIN_CASH_RESERVE_VALUE = exports.REBALANCE_CASH_RESERVE_PERCENT = exports.REBALANCE_EPSILON = exports.REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION = exports.REBALANCE_QUANTITY_PRECISION = exports.REBALANCE_MIN_TRADE_VALUE = exports.PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS = exports.computePortfolioDriftPercentPoints = exports.buildRebalancePlan = exports.createPortfolio = void 0;
 var client_1 = require("./client");
 Object.defineProperty(exports, "createPortfolio", { enumerable: true, get: function () { return client_1.createPortfolio; } });
+var rebalance_1 = require("./rebalance");
+Object.defineProperty(exports, "buildRebalancePlan", { enumerable: true, get: function () { return rebalance_1.buildRebalancePlan; } });
+Object.defineProperty(exports, "computePortfolioDriftPercentPoints", { enumerable: true, get: function () { return rebalance_1.computePortfolioDriftPercentPoints; } });
+Object.defineProperty(exports, "PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS", { enumerable: true, get: function () { return rebalance_1.PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS; } });
+Object.defineProperty(exports, "REBALANCE_MIN_TRADE_VALUE", { enumerable: true, get: function () { return rebalance_1.REBALANCE_MIN_TRADE_VALUE; } });
+Object.defineProperty(exports, "REBALANCE_QUANTITY_PRECISION", { enumerable: true, get: function () { return rebalance_1.REBALANCE_QUANTITY_PRECISION; } });
+Object.defineProperty(exports, "REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION", { enumerable: true, get: function () { return rebalance_1.REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION; } });
+Object.defineProperty(exports, "REBALANCE_EPSILON", { enumerable: true, get: function () { return rebalance_1.REBALANCE_EPSILON; } });
+Object.defineProperty(exports, "REBALANCE_CASH_RESERVE_PERCENT", { enumerable: true, get: function () { return rebalance_1.REBALANCE_CASH_RESERVE_PERCENT; } });
+Object.defineProperty(exports, "REBALANCE_MIN_CASH_RESERVE_VALUE", { enumerable: true, get: function () { return rebalance_1.REBALANCE_MIN_CASH_RESERVE_VALUE; } });
+Object.defineProperty(exports, "REBALANCE_BUY_SLIPPAGE_BPS", { enumerable: true, get: function () { return rebalance_1.REBALANCE_BUY_SLIPPAGE_BPS; } });
+Object.defineProperty(exports, "REBALANCE_SELL_SLIPPAGE_BPS", { enumerable: true, get: function () { return rebalance_1.REBALANCE_SELL_SLIPPAGE_BPS; } });
+Object.defineProperty(exports, "REBALANCE_PER_ORDER_FEE", { enumerable: true, get: function () { return rebalance_1.REBALANCE_PER_ORDER_FEE; } });
+Object.defineProperty(exports, "REBALANCE_CASH_SYMBOL", { enumerable: true, get: function () { return rebalance_1.REBALANCE_CASH_SYMBOL; } });
+Object.defineProperty(exports, "REBALANCE_CASH_SOURCE_SYMBOL", { enumerable: true, get: function () { return rebalance_1.REBALANCE_CASH_SOURCE_SYMBOL; } });
+var symbols_1 = require("./symbols");
+Object.defineProperty(exports, "mapTickerToTradable", { enumerable: true, get: function () { return symbols_1.mapTickerToTradable; } });
+Object.defineProperty(exports, "FRED_TRADABLE_MAP", { enumerable: true, get: function () { return symbols_1.FRED_TRADABLE_MAP; } });
+Object.defineProperty(exports, "BASE_TICKER_ALIASES", { enumerable: true, get: function () { return symbols_1.BASE_TICKER_ALIASES; } });
+Object.defineProperty(exports, "ETF_LEVERAGE_MAP", { enumerable: true, get: function () { return symbols_1.ETF_LEVERAGE_MAP; } });
 //# sourceMappingURL=index.js.map

package/dist/portfolio/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/portfolio/index.ts"],"names":[],"mappings":";;;AACA,mCAA2C;AAAlC,yGAAA,eAAe,OAAA"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/portfolio/index.ts"],"names":[],"mappings":";;;AACA,mCAA2C;AAAlC,yGAAA,eAAe,OAAA;AACxB,yCAkBqB;AAjBnB,+GAAA,kBAAkB,OAAA;AAClB,+HAAA,kCAAkC,OAAA;AAIlC,qIAAA,wCAAwC,OAAA;AACxC,sHAAA,yBAAyB,OAAA;AACzB,yHAAA,4BAA4B,OAAA;AAC5B,qIAAA,wCAAwC,OAAA;AACxC,8GAAA,iBAAiB,OAAA;AACjB,2HAAA,8BAA8B,OAAA;AAC9B,6HAAA,gCAAgC,OAAA;AAChC,uHAAA,0BAA0B,OAAA;AAC1B,wHAAA,2BAA2B,OAAA;AAC3B,oHAAA,uBAAuB,OAAA;AACvB,kHAAA,qBAAqB,OAAA;AACrB,yHAAA,4BAA4B,OAAA;AAE9B,qCAKmB;AAJjB,8GAAA,mBAAmB,OAAA;AACnB,4GAAA,iBAAiB,OAAA;AACjB,8GAAA,mBAAmB,OAAA;AACnB,2GAAA,gBAAgB,OAAA"}

package/dist/portfolio/rebalance.d.ts

@@ -0,0 +1,62 @@
+export interface TradeOrder {
+    action: 'BUY' | 'SELL';
+    symbol: string;
+    quantity: number;
+    estimatedPrice: number;
+    estimatedValue: number;
+}
+export interface RebalancePlanInput {
+    targetWeights: Record<string, number>;
+    currentValues: Record<string, number>;
+    prices: Record<string, number>;
+    quantityPrecisionBySymbol?: Record<string, number>;
+    cashValue: number;
+    totalValue: number;
+    portfolioDriftThresholdPercentPoints?: number;
+    minTradeValue?: number;
+    cashReservePercent?: number;
+    minCashReserveValue?: number;
+    buySlippageBps?: number;
+    sellSlippageBps?: number;
+    perOrderFee?: number;
+    /** When set, this symbol is treated as cash: no orders, no price required. */
+    cashSymbol?: string;
+}
+export interface RebalancePlan {
+    triggered: boolean;
+    portfolioDriftPercentPoints: number;
+    reason: 'below_threshold' | 'ok' | 'no_orders';
+    orders: TradeOrder[];
+}
+/** Minimum portfolio drift (in percentage points) required before rebalancing is triggered. */
+export declare const PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS = 25;
+/** Ignore tiny deltas below this notional value to avoid dust trades. */
+export declare const REBALANCE_MIN_TRADE_VALUE = 1;
+/** Default quantity precision for fractionable symbols (100 = 2 decimal places). */
+export declare const REBALANCE_QUANTITY_PRECISION = 100;
+/** Quantity precision for whole-share-only symbols (1 = integer shares only). */
+export declare const REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION = 1;
+/** Numeric tolerance for floating-point comparisons. */
+export declare const REBALANCE_EPSILON = 1e-9;
+/** Keep this % of cash unallocated as a safety reserve. */
+export declare const REBALANCE_CASH_RESERVE_PERCENT = 1;
+/** Absolute minimum dollar reserve kept as cash. */
+export declare const REBALANCE_MIN_CASH_RESERVE_VALUE = 10;
+/** Inflate buy pricing by this many basis points when sizing orders. */
+export declare const REBALANCE_BUY_SLIPPAGE_BPS = 30;
+/** Haircut expected sell proceeds by this many basis points when funding buys. */
+export declare const REBALANCE_SELL_SLIPPAGE_BPS = 20;
+/** Flat per-order fee assumption used in funding math. */
+export declare const REBALANCE_PER_ORDER_FEE = 0;
+/** Canonical symbol used in targetWeights when strategy holds cash. */
+export declare const REBALANCE_CASH_SYMBOL = "CASH";
+/** Strategy ticker that means "hold as cash". */
+export declare const REBALANCE_CASH_SOURCE_SYMBOL = "DTB3";
+export declare function computePortfolioDriftPercentPoints(input: {
+    targetWeights: Record<string, number>;
+    currentValues: Record<string, number>;
+    cashValue: number;
+    totalValue: number;
+}): number;
+export declare function buildRebalancePlan(input: RebalancePlanInput): RebalancePlan;
+//# sourceMappingURL=rebalance.d.ts.map

package/dist/portfolio/rebalance.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"rebalance.d.ts","sourceRoot":"","sources":["../../src/portfolio/rebalance.ts"],"names":[],"mappings":"AAMA,MAAM,WAAW,UAAU;IACzB,MAAM,EAAE,KAAK,GAAG,MAAM,CAAC;IACvB,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,cAAc,EAAE,MAAM,CAAC;IACvB,cAAc,EAAE,MAAM,CAAC;CACxB;AAED,MAAM,WAAW,kBAAkB;IACjC,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACtC,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACtC,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAC/B,yBAAyB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACnD,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,oCAAoC,CAAC,EAAE,MAAM,CAAC;IAC9C,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,kBAAkB,CAAC,EAAE,MAAM,CAAC;IAC5B,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,8EAA8E;IAC9E,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,aAAa;IAC5B,SAAS,EAAE,OAAO,CAAC;IACnB,2BAA2B,EAAE,MAAM,CAAC;IACpC,MAAM,EAAE,iBAAiB,GAAG,IAAI,GAAG,WAAW,CAAC;IAC/C,MAAM,EAAE,UAAU,EAAE,CAAC;CACtB;AAMD,+FAA+F;AAC/F,eAAO,MAAM,wCAAwC,KAAK,CAAC;AAC3D,yEAAyE;AACzE,eAAO,MAAM,yBAAyB,IAAI,CAAC;AAC3C,oFAAoF;AACpF,eAAO,MAAM,4BAA4B,MAAM,CAAC;AAChD,iFAAiF;AACjF,eAAO,MAAM,wCAAwC,IAAI,CAAC;AAC1D,wDAAwD;AACxD,eAAO,MAAM,iBAAiB,OAAO,CAAC;AACtC,2DAA2D;AAC3D,eAAO,MAAM,8BAA8B,IAAI,CAAC;AAChD,oDAAoD;AACpD,eAAO,MAAM,gCAAgC,KAAK,CAAC;AACnD,wEAAwE;AACxE,eAAO,MAAM,0BAA0B,KAAK,CAAC;AAC7C,kFAAkF;AAClF,eAAO,MAAM,2BAA2B,KAAK,CAAC;AAC9C,0DAA0D;AAC1D,eAAO,MAAM,uBAAuB,IAAI,CAAC;AACzC,uEAAuE;AACvE,eAAO,MAAM,qBAAqB,SAAS,CAAC;AAC5C,iDAAiD;AACjD,eAAO,MAAM,4BAA4B,SAAS,CAAC;AAsCnD,wBAAgB,kCAAkC,CAAC,KAAK,EAAE;IACxD,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACtC,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACtC,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;CACpB,GAAG,MAAM,CAiCT;AAED,wBAAgB,kBAAkB,CAAC,KAAK,EAAE,kBAAkB,GAAG,aAAa,CAoI3E"}

package/dist/portfolio/rebalance.js

@@ -0,0 +1,205 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.REBALANCE_CASH_SOURCE_SYMBOL = exports.REBALANCE_CASH_SYMBOL = exports.REBALANCE_PER_ORDER_FEE = exports.REBALANCE_SELL_SLIPPAGE_BPS = exports.REBALANCE_BUY_SLIPPAGE_BPS = exports.REBALANCE_MIN_CASH_RESERVE_VALUE = exports.REBALANCE_CASH_RESERVE_PERCENT = exports.REBALANCE_EPSILON = exports.REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION = exports.REBALANCE_QUANTITY_PRECISION = exports.REBALANCE_MIN_TRADE_VALUE = exports.PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS = void 0;
+exports.computePortfolioDriftPercentPoints = computePortfolioDriftPercentPoints;
+exports.buildRebalancePlan = buildRebalancePlan;
+// ---------------------------------------------------------------------------
+// Constants (exported so consumers can import defaults)
+// ---------------------------------------------------------------------------
+/** Minimum portfolio drift (in percentage points) required before rebalancing is triggered. */
+exports.PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS = 25;
+/** Ignore tiny deltas below this notional value to avoid dust trades. */
+exports.REBALANCE_MIN_TRADE_VALUE = 1;
+/** Default quantity precision for fractionable symbols (100 = 2 decimal places). */
+exports.REBALANCE_QUANTITY_PRECISION = 100;
+/** Quantity precision for whole-share-only symbols (1 = integer shares only). */
+exports.REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION = 1;
+/** Numeric tolerance for floating-point comparisons. */
+exports.REBALANCE_EPSILON = 1e-9;
+/** Keep this % of cash unallocated as a safety reserve. */
+exports.REBALANCE_CASH_RESERVE_PERCENT = 1;
+/** Absolute minimum dollar reserve kept as cash. */
+exports.REBALANCE_MIN_CASH_RESERVE_VALUE = 10;
+/** Inflate buy pricing by this many basis points when sizing orders. */
+exports.REBALANCE_BUY_SLIPPAGE_BPS = 30;
+/** Haircut expected sell proceeds by this many basis points when funding buys. */
+exports.REBALANCE_SELL_SLIPPAGE_BPS = 20;
+/** Flat per-order fee assumption used in funding math. */
+exports.REBALANCE_PER_ORDER_FEE = 0;
+/** Canonical symbol used in targetWeights when strategy holds cash. */
+exports.REBALANCE_CASH_SYMBOL = 'CASH';
+/** Strategy ticker that means "hold as cash". */
+exports.REBALANCE_CASH_SOURCE_SYMBOL = 'DTB3';
+// ---------------------------------------------------------------------------
+// Helpers
+// ---------------------------------------------------------------------------
+function assertFiniteNumber(name, value) {
+    if (typeof value !== 'number' || !Number.isFinite(value)) {
+        throw new Error(`Invalid numeric value for ${name}`);
+    }
+}
+function assertNonNegative(name, value) {
+    assertFiniteNumber(name, value);
+    if (value < 0) {
+        throw new Error(`Invalid negative value for ${name}`);
+    }
+}
+function assertPositive(name, value) {
+    assertFiniteNumber(name, value);
+    if (value <= 0) {
+        throw new Error(`Invalid non-positive value for ${name}`);
+    }
+}
+function quantityFromNotional(notional, price, quantityPrecision) {
+    return Math.floor((notional / price) * quantityPrecision) / quantityPrecision;
+}
+function bpsToFraction(bps) {
+    return bps / 10_000;
+}
+// ---------------------------------------------------------------------------
+// Public functions
+// ---------------------------------------------------------------------------
+function computePortfolioDriftPercentPoints(input) {
+    const { targetWeights, currentValues, cashValue, totalValue } = input;
+    assertPositive('totalValue', totalValue);
+    assertNonNegative('cashValue', cashValue);
+    let targetWeightSum = 0;
+    for (const [symbol, weight] of Object.entries(targetWeights)) {
+        assertNonNegative(`targetWeight(${symbol})`, weight);
+        targetWeightSum += weight;
+    }
+    if (targetWeightSum > 100 + exports.REBALANCE_EPSILON) {
+        throw new Error(`Invalid target weights: sum exceeds 100 (${targetWeightSum.toFixed(4)})`);
+    }
+    const symbols = new Set([...Object.keys(targetWeights), ...Object.keys(currentValues)]);
+    let absSum = 0;
+    for (const symbol of symbols) {
+        const currentValue = currentValues[symbol] ?? 0;
+        assertNonNegative(`currentValue(${symbol})`, currentValue);
+        const currentWeight = (currentValue / totalValue) * 100;
+        const targetWeight = targetWeights[symbol] ?? 0;
+        absSum += Math.abs(targetWeight - currentWeight);
+    }
+    // Only add implicit cash when target weights don't sum to 100 (no explicit cash ticker).
+    if (targetWeightSum < 100) {
+        const targetCashWeight = 100 - targetWeightSum;
+        const currentCashWeight = (cashValue / totalValue) * 100;
+        absSum += Math.abs(targetCashWeight - currentCashWeight);
+    }
+    return absSum / 2;
+}
+function buildRebalancePlan(input) {
+    const { targetWeights, currentValues, prices, quantityPrecisionBySymbol, cashValue, totalValue, portfolioDriftThresholdPercentPoints = exports.PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS, minTradeValue = exports.REBALANCE_MIN_TRADE_VALUE, cashReservePercent = exports.REBALANCE_CASH_RESERVE_PERCENT, minCashReserveValue = exports.REBALANCE_MIN_CASH_RESERVE_VALUE, buySlippageBps = exports.REBALANCE_BUY_SLIPPAGE_BPS, sellSlippageBps = exports.REBALANCE_SELL_SLIPPAGE_BPS, perOrderFee = exports.REBALANCE_PER_ORDER_FEE, cashSymbol, } = input;
+    assertPositive('totalValue', totalValue);
+    assertNonNegative('cashValue', cashValue);
+    assertNonNegative('portfolioDriftThresholdPercentPoints', portfolioDriftThresholdPercentPoints);
+    assertNonNegative('minTradeValue', minTradeValue);
+    assertNonNegative('cashReservePercent', cashReservePercent);
+    assertNonNegative('minCashReserveValue', minCashReserveValue);
+    assertNonNegative('buySlippageBps', buySlippageBps);
+    assertNonNegative('sellSlippageBps', sellSlippageBps);
+    assertNonNegative('perOrderFee', perOrderFee);
+    for (const [symbol, precision] of Object.entries(quantityPrecisionBySymbol ?? {})) {
+        assertPositive(`quantityPrecisionBySymbol(${symbol})`, precision);
+    }
+    const portfolioDriftPercentPoints = computePortfolioDriftPercentPoints({
+        targetWeights,
+        currentValues,
+        cashValue,
+        totalValue,
+    });
+    if (portfolioDriftPercentPoints < portfolioDriftThresholdPercentPoints) {
+        return {
+            triggered: false,
+            portfolioDriftPercentPoints,
+            reason: 'below_threshold',
+            orders: [],
+        };
+    }
+    const symbols = new Set([...Object.keys(targetWeights), ...Object.keys(currentValues)]);
+    const sellCandidates = [];
+    const buyCandidates = [];
+    for (const symbol of symbols) {
+        if (cashSymbol != null && symbol === cashSymbol)
+            continue;
+        const currentValue = currentValues[symbol] ?? 0;
+        assertNonNegative(`currentValue(${symbol})`, currentValue);
+        const targetWeight = targetWeights[symbol] ?? 0;
+        const targetValue = (targetWeight / 100) * totalValue;
+        const delta = targetValue - currentValue;
+        if (Math.abs(delta) <= minTradeValue)
+            continue;
+        const price = prices[symbol];
+        assertPositive(`price(${symbol})`, price);
+        if (delta < 0) {
+            sellCandidates.push({ symbol, notional: Math.abs(delta), price });
+        }
+        else {
+            buyCandidates.push({ symbol, notional: delta, price });
+        }
+    }
+    sellCandidates.sort((a, b) => b.notional - a.notional);
+    buyCandidates.sort((a, b) => b.notional - a.notional);
+    const orders = [];
+    const reserveValue = Math.max(minCashReserveValue, cashValue * (cashReservePercent / 100));
+    let availableFunds = Math.max(0, cashValue - reserveValue);
+    const buySlippageMultiplier = 1 + bpsToFraction(buySlippageBps);
+    const sellSlippageMultiplier = 1 - bpsToFraction(sellSlippageBps);
+    for (const candidate of sellCandidates) {
+        const quantityPrecision = quantityPrecisionBySymbol?.[candidate.symbol] ?? exports.REBALANCE_QUANTITY_PRECISION;
+        const quantity = quantityFromNotional(candidate.notional, candidate.price, quantityPrecision);
+        if (quantity <= 0)
+            continue;
+        const estimatedValue = quantity * candidate.price;
+        if (estimatedValue <= minTradeValue)
+            continue;
+        orders.push({
+            action: 'SELL',
+            symbol: candidate.symbol,
+            quantity,
+            estimatedPrice: candidate.price,
+            estimatedValue,
+        });
+        const netProceeds = Math.max(0, estimatedValue * sellSlippageMultiplier - perOrderFee);
+        availableFunds += netProceeds;
+    }
+    for (const candidate of buyCandidates) {
+        if (availableFunds <= minTradeValue)
+            break;
+        const maxAffordableNotional = Math.max(0, availableFunds - perOrderFee);
+        const cappedNotional = Math.min(candidate.notional, maxAffordableNotional);
+        const effectiveBuyPrice = candidate.price * buySlippageMultiplier;
+        const quantityPrecision = quantityPrecisionBySymbol?.[candidate.symbol] ?? exports.REBALANCE_QUANTITY_PRECISION;
+        const quantity = quantityFromNotional(cappedNotional, effectiveBuyPrice, quantityPrecision);
+        if (quantity <= 0)
+            continue;
+        const estimatedValue = quantity * candidate.price;
+        if (estimatedValue <= minTradeValue)
+            continue;
+        const reservedCost = quantity * effectiveBuyPrice + perOrderFee;
+        if (reservedCost > availableFunds + exports.REBALANCE_EPSILON)
+            continue;
+        orders.push({
+            action: 'BUY',
+            symbol: candidate.symbol,
+            quantity,
+            estimatedPrice: candidate.price,
+            estimatedValue,
+        });
+        availableFunds = Math.max(0, availableFunds - reservedCost);
+    }
+    orders.sort((a, b) => {
+        if (a.action === 'SELL' && b.action === 'BUY')
+            return -1;
+        if (a.action === 'BUY' && b.action === 'SELL')
+            return 1;
+        return 0;
+    });
+    return {
+        triggered: true,
+        portfolioDriftPercentPoints,
+        reason: orders.length > 0 ? 'ok' : 'no_orders',
+        orders,
+    };
+}
+//# sourceMappingURL=rebalance.js.map

package/dist/portfolio/rebalance.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"rebalance.js","sourceRoot":"","sources":["../../src/portfolio/rebalance.ts"],"names":[],"mappings":";;;AAwGA,gFAsCC;AAED,gDAoIC;AA7OD,8EAA8E;AAC9E,wDAAwD;AACxD,8EAA8E;AAE9E,+FAA+F;AAClF,QAAA,wCAAwC,GAAG,EAAE,CAAC;AAC3D,yEAAyE;AAC5D,QAAA,yBAAyB,GAAG,CAAC,CAAC;AAC3C,oFAAoF;AACvE,QAAA,4BAA4B,GAAG,GAAG,CAAC;AAChD,iFAAiF;AACpE,QAAA,wCAAwC,GAAG,CAAC,CAAC;AAC1D,wDAAwD;AAC3C,QAAA,iBAAiB,GAAG,IAAI,CAAC;AACtC,2DAA2D;AAC9C,QAAA,8BAA8B,GAAG,CAAC,CAAC;AAChD,oDAAoD;AACvC,QAAA,gCAAgC,GAAG,EAAE,CAAC;AACnD,wEAAwE;AAC3D,QAAA,0BAA0B,GAAG,EAAE,CAAC;AAC7C,kFAAkF;AACrE,QAAA,2BAA2B,GAAG,EAAE,CAAC;AAC9C,0DAA0D;AAC7C,QAAA,uBAAuB,GAAG,CAAC,CAAC;AACzC,uEAAuE;AAC1D,QAAA,qBAAqB,GAAG,MAAM,CAAC;AAC5C,iDAAiD;AACpC,QAAA,4BAA4B,GAAG,MAAM,CAAC;AAEnD,8EAA8E;AAC9E,UAAU;AACV,8EAA8E;AAE9E,SAAS,kBAAkB,CAAC,IAAY,EAAE,KAAc;IACtD,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QACzD,MAAM,IAAI,KAAK,CAAC,6BAA6B,IAAI,EAAE,CAAC,CAAC;IACvD,CAAC;AACH,CAAC;AAED,SAAS,iBAAiB,CAAC,IAAY,EAAE,KAAc;IACrD,kBAAkB,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;IAChC,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;QACd,MAAM,IAAI,KAAK,CAAC,8BAA8B,IAAI,EAAE,CAAC,CAAC;IACxD,CAAC;AACH,CAAC;AAED,SAAS,cAAc,CAAC,IAAY,EAAE,KAAc;IAClD,kBAAkB,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;IAChC,IAAI,KAAK,IAAI,CAAC,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,EAAE,CAAC,CAAC;IAC5D,CAAC;AACH,CAAC;AAED,SAAS,oBAAoB,CAAC,QAAgB,EAAE,KAAa,EAAE,iBAAyB;IACtF,OAAO,IAAI,CAAC,KAAK,CAAC,CAAC,QAAQ,GAAG,KAAK,CAAC,GAAG,iBAAiB,CAAC,GAAG,iBAAiB,CAAC;AAChF,CAAC;AAED,SAAS,aAAa,CAAC,GAAW;IAChC,OAAO,GAAG,GAAG,MAAM,CAAC;AACtB,CAAC;AAED,8EAA8E;AAC9E,mBAAmB;AACnB,8EAA8E;AAE9E,SAAgB,kCAAkC,CAAC,KAKlD;IACC,MAAM,EAAE,aAAa,EAAE,aAAa,EAAE,SAAS,EAAE,UAAU,EAAE,GAAG,KAAK,CAAC;IACtE,cAAc,CAAC,YAAY,EAAE,UAAU,CAAC,CAAC;IACzC,iBAAiB,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;IAE1C,IAAI,eAAe,GAAG,CAAC,CAAC;IACxB,KAAK,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,aAAa,CAAC,EAAE,CAAC;QAC7D,iBAAiB,CAAC,gBAAgB,MAAM,GAAG,EAAE,MAAM,CAAC,CAAC;QACrD,eAAe,IAAI,MAAM,CAAC;IAC5B,CAAC;IACD,IAAI,eAAe,GAAG,GAAG,GAAG,yBAAiB,EAAE,CAAC;QAC9C,MAAM,IAAI,KAAK,CAAC,4CAA4C,eAAe,CAAC,OAAO,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;IAC7F,CAAC;IAED,MAAM,OAAO,GAAG,IAAI,GAAG,CAAS,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,aAAa,CAAC,EAAE,GAAG,MAAM,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC;IAEhG,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;QAC7B,MAAM,YAAY,GAAG,aAAa,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;QAChD,iBAAiB,CAAC,gBAAgB,MAAM,GAAG,EAAE,YAAY,CAAC,CAAC;QAC3D,MAAM,aAAa,GAAG,CAAC,YAAY,GAAG,UAAU,CAAC,GAAG,GAAG,CAAC;QACxD,MAAM,YAAY,GAAG,aAAa,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;QAChD,MAAM,IAAI,IAAI,CAAC,GAAG,CAAC,YAAY,GAAG,aAAa,CAAC,CAAC;IACnD,CAAC;IAED,yFAAyF;IACzF,IAAI,eAAe,GAAG,GAAG,EAAE,CAAC;QAC1B,MAAM,gBAAgB,GAAG,GAAG,GAAG,eAAe,CAAC;QAC/C,MAAM,iBAAiB,GAAG,CAAC,SAAS,GAAG,UAAU,CAAC,GAAG,GAAG,CAAC;QACzD,MAAM,IAAI,IAAI,CAAC,GAAG,CAAC,gBAAgB,GAAG,iBAAiB,CAAC,CAAC;IAC3D,CAAC;IAED,OAAO,MAAM,GAAG,CAAC,CAAC;AACpB,CAAC;AAED,SAAgB,kBAAkB,CAAC,KAAyB;IAC1D,MAAM,EACJ,aAAa,EACb,aAAa,EACb,MAAM,EACN,yBAAyB,EACzB,SAAS,EACT,UAAU,EACV,oCAAoC,GAAG,gDAAwC,EAC/E,aAAa,GAAG,iCAAyB,EACzC,kBAAkB,GAAG,sCAA8B,EACnD,mBAAmB,GAAG,wCAAgC,EACtD,cAAc,GAAG,kCAA0B,EAC3C,eAAe,GAAG,mCAA2B,EAC7C,WAAW,GAAG,+BAAuB,EACrC,UAAU,GACX,GAAG,KAAK,CAAC;IAEV,cAAc,CAAC,YAAY,EAAE,UAAU,CAAC,CAAC;IACzC,iBAAiB,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;IAC1C,iBAAiB,CAAC,sCAAsC,EAAE,oCAAoC,CAAC,CAAC;IAChG,iBAAiB,CAAC,eAAe,EAAE,aAAa,CAAC,CAAC;IAClD,iBAAiB,CAAC,oBAAoB,EAAE,kBAAkB,CAAC,CAAC;IAC5D,iBAAiB,CAAC,qBAAqB,EAAE,mBAAmB,CAAC,CAAC;IAC9D,iBAAiB,CAAC,gBAAgB,EAAE,cAAc,CAAC,CAAC;IACpD,iBAAiB,CAAC,iBAAiB,EAAE,eAAe,CAAC,CAAC;IACtD,iBAAiB,CAAC,aAAa,EAAE,WAAW,CAAC,CAAC;IAC9C,KAAK,MAAM,CAAC,MAAM,EAAE,SAAS,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,yBAAyB,IAAI,EAAE,CAAC,EAAE,CAAC;QAClF,cAAc,CAAC,6BAA6B,MAAM,GAAG,EAAE,SAAS,CAAC,CAAC;IACpE,CAAC;IAED,MAAM,2BAA2B,GAAG,kCAAkC,CAAC;QACrE,aAAa;QACb,aAAa;QACb,SAAS;QACT,UAAU;KACX,CAAC,CAAC;IAEH,IAAI,2BAA2B,GAAG,oCAAoC,EAAE,CAAC;QACvE,OAAO;YACL,SAAS,EAAE,KAAK;YAChB,2BAA2B;YAC3B,MAAM,EAAE,iBAAiB;YACzB,MAAM,EAAE,EAAE;SACX,CAAC;IACJ,CAAC;IAED,MAAM,OAAO,GAAG,IAAI,GAAG,CAAS,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,aAAa,CAAC,EAAE,GAAG,MAAM,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC;IAChG,MAAM,cAAc,GAA+D,EAAE,CAAC;IACtF,MAAM,aAAa,GAA+D,EAAE,CAAC;IAErF,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;QAC7B,IAAI,UAAU,IAAI,IAAI,IAAI,MAAM,KAAK,UAAU;YAAE,SAAS;QAE1D,MAAM,YAAY,GAAG,aAAa,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;QAChD,iBAAiB,CAAC,gBAAgB,MAAM,GAAG,EAAE,YAAY,CAAC,CAAC;QAC3D,MAAM,YAAY,GAAG,aAAa,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;QAChD,MAAM,WAAW,GAAG,CAAC,YAAY,GAAG,GAAG,CAAC,GAAG,UAAU,CAAC;QACtD,MAAM,KAAK,GAAG,WAAW,GAAG,YAAY,CAAC;QAEzC,IAAI,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,aAAa;YAAE,SAAS;QAE/C,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC;QAC7B,cAAc,CAAC,SAAS,MAAM,GAAG,EAAE,KAAK,CAAC,CAAC;QAE1C,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;YACd,cAAc,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,QAAQ,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,KAAK,EAAE,CAAC,CAAC;QACpE,CAAC;aAAM,CAAC;YACN,aAAa,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC;QACzD,CAAC;IACH,CAAC;IAED,cAAc,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,QAAQ,CAAC,CAAC;IACvD,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,QAAQ,CAAC,CAAC;IAEtD,MAAM,MAAM,GAAiB,EAAE,CAAC;IAChC,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,mBAAmB,EAAE,SAAS,GAAG,CAAC,kBAAkB,GAAG,GAAG,CAAC,CAAC,CAAC;IAC3F,IAAI,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,SAAS,GAAG,YAAY,CAAC,CAAC;IAC3D,MAAM,qBAAqB,GAAG,CAAC,GAAG,aAAa,CAAC,cAAc,CAAC,CAAC;IAChE,MAAM,sBAAsB,GAAG,CAAC,GAAG,aAAa,CAAC,eAAe,CAAC,CAAC;IAElE,KAAK,MAAM,SAAS,IAAI,cAAc,EAAE,CAAC;QACvC,MAAM,iBAAiB,GAAG,yBAAyB,EAAE,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,oCAA4B,CAAC;QACxG,MAAM,QAAQ,GAAG,oBAAoB,CAAC,SAAS,CAAC,QAAQ,EAAE,SAAS,CAAC,KAAK,EAAE,iBAAiB,CAAC,CAAC;QAC9F,IAAI,QAAQ,IAAI,CAAC;YAAE,SAAS;QAC5B,MAAM,cAAc,GAAG,QAAQ,GAAG,SAAS,CAAC,KAAK,CAAC;QAClD,IAAI,cAAc,IAAI,aAAa;YAAE,SAAS;QAC9C,MAAM,CAAC,IAAI,CAAC;YACV,MAAM,EAAE,MAAM;YACd,MAAM,EAAE,SAAS,CAAC,MAAM;YACxB,QAAQ;YACR,cAAc,EAAE,SAAS,CAAC,KAAK;YAC/B,cAAc;SACf,CAAC,CAAC;QACH,MAAM,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,cAAc,GAAG,sBAAsB,GAAG,WAAW,CAAC,CAAC;QACvF,cAAc,IAAI,WAAW,CAAC;IAChC,CAAC;IAED,KAAK,MAAM,SAAS,IAAI,aAAa,EAAE,CAAC;QACtC,IAAI,cAAc,IAAI,aAAa;YAAE,MAAM;QAC3C,MAAM,qBAAqB,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,cAAc,GAAG,WAAW,CAAC,CAAC;QACxE,MAAM,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,SAAS,CAAC,QAAQ,EAAE,qBAAqB,CAAC,CAAC;QAC3E,MAAM,iBAAiB,GAAG,SAAS,CAAC,KAAK,GAAG,qBAAqB,CAAC;QAClE,MAAM,iBAAiB,GAAG,yBAAyB,EAAE,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,oCAA4B,CAAC;QACxG,MAAM,QAAQ,GAAG,oBAAoB,CAAC,cAAc,EAAE,iBAAiB,EAAE,iBAAiB,CAAC,CAAC;QAC5F,IAAI,QAAQ,IAAI,CAAC;YAAE,SAAS;QAC5B,MAAM,cAAc,GAAG,QAAQ,GAAG,SAAS,CAAC,KAAK,CAAC;QAClD,IAAI,cAAc,IAAI,aAAa;YAAE,SAAS;QAC9C,MAAM,YAAY,GAAG,QAAQ,GAAG,iBAAiB,GAAG,WAAW,CAAC;QAChE,IAAI,YAAY,GAAG,cAAc,GAAG,yBAAiB;YAAE,SAAS;QAChE,MAAM,CAAC,IAAI,CAAC;YACV,MAAM,EAAE,KAAK;YACb,MAAM,EAAE,SAAS,CAAC,MAAM;YACxB,QAAQ;YACR,cAAc,EAAE,SAAS,CAAC,KAAK;YAC/B,cAAc;SACf,CAAC,CAAC;QACH,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,cAAc,GAAG,YAAY,CAAC,CAAC;IAC9D,CAAC;IAED,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;QACnB,IAAI,CAAC,CAAC,MAAM,KAAK,MAAM,IAAI,CAAC,CAAC,MAAM,KAAK,KAAK;YAAE,OAAO,CAAC,CAAC,CAAC;QACzD,IAAI,CAAC,CAAC,MAAM,KAAK,KAAK,IAAI,CAAC,CAAC,MAAM,KAAK,MAAM;YAAE,OAAO,CAAC,CAAC;QACxD,OAAO,CAAC,CAAC;IACX,CAAC,CAAC,CAAC;IAEH,OAAO;QACL,SAAS,EAAE,IAAI;QACf,2BAA2B;QAC3B,MAAM,EAAE,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,WAAW;QAC9C,MAAM;KACP,CAAC;AACJ,CAAC"}

package/dist/portfolio/symbols.d.ts

@@ -0,0 +1,13 @@
+import type { Ticker } from '../strategy/types';
+/** Maps FRED rate symbols to tradable equivalents. `null` = hold as cash. */
+export declare const FRED_TRADABLE_MAP: Record<string, string | null>;
+/** Normalizes equivalent base tickers to a canonical symbol for leverage lookups. */
+export declare const BASE_TICKER_ALIASES: Record<string, string>;
+/** Maps "SYMBOL:LEVERAGE" to the actual leveraged/inverse ETF ticker. Covers bull (2x/3x) and inverse (-1x/-2x/-3x). */
+export declare const ETF_LEVERAGE_MAP: Record<string, string>;
+/**
+ * Maps a strategy ticker to its tradable symbol.
+ * Pipeline: FRED mapping -> leveraged/inverse ETF lookup (with alias normalization) -> passthrough.
+ */
+export declare function mapTickerToTradable(ticker: Ticker): string | null;
+//# sourceMappingURL=symbols.d.ts.map

package/dist/portfolio/symbols.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"symbols.d.ts","sourceRoot":"","sources":["../../src/portfolio/symbols.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAEhD,6EAA6E;AAC7E,eAAO,MAAM,iBAAiB,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,IAAI,CAG3D,CAAC;AAEF,qFAAqF;AACrF,eAAO,MAAM,mBAAmB,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAGtD,CAAC;AAEF,wHAAwH;AACxH,eAAO,MAAM,gBAAgB,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAoFnD,CAAC;AAEF;;;GAGG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,CAkBjE"}

package/dist/portfolio/symbols.js

@@ -0,0 +1,112 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ETF_LEVERAGE_MAP = exports.BASE_TICKER_ALIASES = exports.FRED_TRADABLE_MAP = void 0;
+exports.mapTickerToTradable = mapTickerToTradable;
+/** Maps FRED rate symbols to tradable equivalents. `null` = hold as cash. */
+exports.FRED_TRADABLE_MAP = {
+    DTB3: null,
+    DFF: 'USFR',
+};
+/** Normalizes equivalent base tickers to a canonical symbol for leverage lookups. */
+exports.BASE_TICKER_ALIASES = {
+    VOO: 'SPY',
+    IVV: 'SPY',
+};
+/** Maps "SYMBOL:LEVERAGE" to the actual leveraged/inverse ETF ticker. Covers bull (2x/3x) and inverse (-1x/-2x/-3x). */
+exports.ETF_LEVERAGE_MAP = {
+    // Bull — Broad market
+    'SPY:2': 'SSO',
+    'SPY:3': 'UPRO',
+    'QQQ:2': 'QLD',
+    'QQQ:3': 'TQQQ',
+    'IWM:2': 'UWM',
+    'IWM:3': 'TNA',
+    'DIA:2': 'DDM',
+    'DIA:3': 'UDOW',
+    'MDY:2': 'MVV',
+    'MDY:3': 'UMDD',
+    // Bull — Bonds
+    'TLT:2': 'UBT',
+    'TLT:3': 'TMF',
+    // Bull — Sectors
+    'XLF:2': 'UYG',
+    'XLF:3': 'FAS',
+    'XLE:2': 'DIG',
+    'XLK:2': 'ROM',
+    'XLK:3': 'TECL',
+    'XLV:2': 'RXL',
+    'XLV:3': 'CURE',
+    'XLU:2': 'UPW',
+    'XLB:2': 'UYM',
+    'XLP:2': 'UGE',
+    'XLY:2': 'UCC',
+    'XLI:2': 'UXI',
+    'XLI:3': 'DUSL',
+    'XLRE:2': 'URE',
+    'XLRE:3': 'DRN',
+    'SOXX:2': 'USD',
+    'SOXX:3': 'SOXL',
+    // Bull — International
+    'EEM:2': 'EET',
+    'EEM:3': 'EDC',
+    'EFA:2': 'EFO',
+    'FXI:3': 'YINN',
+    // Bull — Commodities
+    'GLD:2': 'UGL',
+    'SLV:2': 'AGQ',
+    'USO:2': 'UCO',
+    'GDX:2': 'NUGT',
+    // Bull — Crypto
+    'BTC-USD:2': 'BITU',
+    // Inverse — Broad market
+    'SPY:-1': 'SH',
+    'SPY:-2': 'SDS',
+    'SPY:-3': 'SPXU',
+    'QQQ:-1': 'PSQ',
+    'QQQ:-2': 'QID',
+    'QQQ:-3': 'SQQQ',
+    'IWM:-1': 'RWM',
+    'IWM:-2': 'TWM',
+    'IWM:-3': 'TZA',
+    'DIA:-1': 'DOG',
+    'DIA:-2': 'DXD',
+    'DIA:-3': 'SDOW',
+    'MDY:-3': 'SMDD',
+    // Inverse — Bonds
+    'TLT:-1': 'TBF',
+    'TLT:-2': 'TBT',
+    'TLT:-3': 'TMV',
+    // Inverse — Sectors
+    'XLF:-2': 'SKF',
+    'XLF:-3': 'FAZ',
+    'XLE:-2': 'DUG',
+    'XLK:-3': 'TECS',
+    'SOXX:-3': 'SOXS',
+    // Inverse — International
+    'EEM:-2': 'EEV',
+    'EEM:-3': 'EDZ',
+    // Inverse — Commodities
+    'GLD:-2': 'GLL',
+};
+/**
+ * Maps a strategy ticker to its tradable symbol.
+ * Pipeline: FRED mapping -> leveraged/inverse ETF lookup (with alias normalization) -> passthrough.
+ */
+function mapTickerToTradable(ticker) {
+    const { symbol, leverage } = ticker;
+    // FRED mapping takes priority
+    if (symbol in exports.FRED_TRADABLE_MAP)
+        return exports.FRED_TRADABLE_MAP[symbol];
+    // Leveraged/inverse ETF lookup
+    if (leverage !== 1) {
+        const canonical = exports.BASE_TICKER_ALIASES[symbol] ?? symbol;
+        const key = `${canonical}:${leverage}`;
+        const mapped = exports.ETF_LEVERAGE_MAP[key];
+        if (!mapped) {
+            throw new Error(`No leveraged ETF mapping for ${symbol} at ${leverage}x`);
+        }
+        return mapped;
+    }
+    return symbol;
+}
+//# sourceMappingURL=symbols.js.map

package/dist/portfolio/symbols.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"symbols.js","sourceRoot":"","sources":["../../src/portfolio/symbols.ts"],"names":[],"mappings":";;;AAyGA,kDAkBC;AAzHD,6EAA6E;AAChE,QAAA,iBAAiB,GAAkC;IAC9D,IAAI,EAAE,IAAI;IACV,GAAG,EAAE,MAAM;CACZ,CAAC;AAEF,qFAAqF;AACxE,QAAA,mBAAmB,GAA2B;IACzD,GAAG,EAAE,KAAK;IACV,GAAG,EAAE,KAAK;CACX,CAAC;AAEF,wHAAwH;AAC3G,QAAA,gBAAgB,GAA2B;IACtD,sBAAsB;IACtB,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IACf,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IACf,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IACf,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IAEf,eAAe;IACf,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IAEd,iBAAiB;IACjB,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IACf,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IACf,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,MAAM;IAEhB,uBAAuB;IACvB,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IAEf,qBAAqB;IACrB,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,KAAK;IACd,OAAO,EAAE,MAAM;IAEf,gBAAgB;IAChB,WAAW,EAAE,MAAM;IAEnB,yBAAyB;IACzB,QAAQ,EAAE,IAAI;IACd,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,MAAM;IAChB,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,MAAM;IAChB,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,MAAM;IAChB,QAAQ,EAAE,MAAM;IAEhB,kBAAkB;IAClB,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IAEf,oBAAoB;IACpB,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,MAAM;IAChB,SAAS,EAAE,MAAM;IAEjB,0BAA0B;IAC1B,QAAQ,EAAE,KAAK;IACf,QAAQ,EAAE,KAAK;IAEf,wBAAwB;IACxB,QAAQ,EAAE,KAAK;CAChB,CAAC;AAEF;;;GAGG;AACH,SAAgB,mBAAmB,CAAC,MAAc;IAChD,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,GAAG,MAAM,CAAC;IAEpC,8BAA8B;IAC9B,IAAI,MAAM,IAAI,yBAAiB;QAAE,OAAO,yBAAiB,CAAC,MAAM,CAAC,CAAC;IAElE,+BAA+B;IAC/B,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,MAAM,SAAS,GAAG,2BAAmB,CAAC,MAAM,CAAC,IAAI,MAAM,CAAC;QACxD,MAAM,GAAG,GAAG,GAAG,SAAS,IAAI,QAAQ,EAAE,CAAC;QACvC,MAAM,MAAM,GAAG,wBAAgB,CAAC,GAAG,CAAC,CAAC;QACrC,IAAI,CAAC,MAAM,EAAE,CAAC;YACZ,MAAM,IAAI,KAAK,CAAC,gCAAgC,MAAM,OAAO,QAAQ,GAAG,CAAC,CAAC;QAC5E,CAAC;QACD,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC"}

package/dist/portfolio/types.d.ts

@@ -1,3 +1,13 @@
+import type { Ticker } from '../strategy/types';
+import type { RebalancePlanInput, RebalancePlan } from './rebalance';
 export interface PortfolioModule {
+    buildRebalancePlan(input: RebalancePlanInput): RebalancePlan;
+    computePortfolioDriftPercentPoints(input: {
+        targetWeights: Record<string, number>;
+        currentValues: Record<string, number>;
+        cashValue: number;
+        totalValue: number;
+    }): number;
+    mapTickerToTradable(ticker: Ticker): string | null;
 }
 //# sourceMappingURL=types.d.ts.map

package/dist/portfolio/types.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/portfolio/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,eAAe;CAE/B"}
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/portfolio/types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAChD,OAAO,KAAK,EAAE,kBAAkB,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAErE,MAAM,WAAW,eAAe;IAC9B,kBAAkB,CAAC,KAAK,EAAE,kBAAkB,GAAG,aAAa,CAAC;IAC7D,kCAAkC,CAAC,KAAK,EAAE;QACxC,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;QACtC,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;QACtC,SAAS,EAAE,MAAM,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;KACpB,GAAG,MAAM,CAAC;IACX,mBAAmB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,CAAC;CACpD"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@livefolio/sdk",
-  "version": "0.2.0",
+  "version": "0.2.1",
   "description": "Livefolio SDK — market data, strategy evaluation, and portfolio management",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",