@livefolio/sdk 0.2.0

package/README.md

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+# @livefolio/sdk
+
+TypeScript SDK for market data, strategy evaluation, and portfolio management.
+
+## Install
+
+```bash
+npm install @livefolio/sdk
+```
+
+## Getting Started
+
+All modules are created from a single Supabase client:
+
+```ts
+import { createLivefolioClient } from '@livefolio/sdk';
+import { createClient } from '@supabase/supabase-js';
+
+const supabase = createClient(SUPABASE_URL, SUPABASE_ANON_KEY);
+const livefolio = createLivefolioClient(supabase);
+```
+
+Individual modules can also be imported directly:
+
+```ts
+import { createMarket } from '@livefolio/sdk/market';
+import { createAuth } from '@livefolio/sdk/auth';
+import { createStrategy } from '@livefolio/sdk/strategy';
+```
+
+---
+
+## Auth
+
+Wraps Supabase Auth with a simplified interface.
+
+| Method | Returns | Description |
+|--------|---------|-------------|
+| `getUser()` | `User \| null` | Get the current authenticated user, or `null` if not signed in |
+| `getSession()` | `Session \| null` | Get the current session |
+| `requireUser()` | `User` | Get the current user or throw if not authenticated |
+| `onAuthStateChange(callback)` | `Subscription` | Subscribe to auth state changes (sign in, sign out, token refresh) |
+| `signOut()` | `void` | Sign out the current user |
+
+```ts
+const user = await livefolio.auth.getUser();
+
+const subscription = livefolio.auth.onAuthStateChange((event, session) => {
+  console.log(event, session);
+});
+```
+
+---
+
+## Market
+
+Provides historical price series, real-time quotes, and the trading calendar. Series and quotes are served through Supabase Edge Functions with transparent cache-through behavior — the SDK requests data and caching is handled server-side.
+
+### Series
+
+Retrieve historical daily observations for one or more symbols. Each observation has an ISO 8601 `timestamp` (market close) and a `value` (closing price).
+
+```ts
+const spy = await livefolio.market.getSeries('SPY');
+// spy: Observation[] — [{ timestamp: '2025-01-10T21:00:00Z', value: 590.25 }, ...]
+
+const batch = await livefolio.market.getBatchSeries(['SPY', 'QQQ', 'TLT']);
+// batch: Record<string, Observation[]> — { SPY: [...], QQQ: [...], TLT: [...] }
+```
+
+### Quotes
+
+Retrieve the latest real-time quote for one or more symbols.
+
+```ts
+const quote = await livefolio.market.getQuote('SPY');
+// quote: Observation — { timestamp: '2025-03-02T21:00:00Z', value: 592.10 }
+
+const quotes = await livefolio.market.getBatchQuotes(['SPY', 'QQQ']);
+// quotes: Record<string, Observation>
+```
+
+### Trading Calendar
+
+Query the trading calendar for market open/close times. Dates are `YYYY-MM-DD` strings.
+
+```ts
+const days = await livefolio.market.getTradingDays('2025-01-01', '2025-12-31');
+// days: TradingDay[] — [{ date, open, close, extended_open, extended_close }, ...]
+
+const today = await livefolio.market.getTradingDay('2025-03-02');
+// today: TradingDay | null
+```
+
+---
+
+## Strategy
+
+Handles strategy retrieval, evaluation, and result caching. The module exposes two evaluation paths:
+
+- **`evaluate()`** (async) — the primary API. Checks the DB cache for a prior result, returns it on hit, or runs a fresh evaluation and stores the result on miss. Consumers never need to manage caching manually.
+- **Pure functions** (sync) — `evaluateIndicator`, `evaluateSignal`, `evaluateAllocation` for direct computation without DB interaction. Useful for testing, debugging, or custom pipelines.
+
+### Retrieving Strategies
+
+Fetch a fully-resolved strategy by its link ID. The `get()` method calls the `strategy` edge function, which looks up the strategy in the database and auto-imports from testfol.io if not found. The returned `Strategy` object contains all named signals, indicators, condition trees, and allocations ready for evaluation.
+
+```ts
+const strategy = await livefolio.strategy.get('abc-123');
+// strategy: Strategy | null
+
+const strategies = await livefolio.strategy.getMany(['abc-123', 'def-456']);
+// strategies: Record<string, Strategy>
+```
+
+### Evaluating a Strategy
+
+The `evaluate` method is the standard way to run a strategy. Pass a strategy and a date — everything else is handled internally:
+
+1. Fetches historical series for all symbols used by the strategy
+2. Computes the evaluation date
+3. Checks the DB cache for a prior result on that trading day
+4. On cache miss: fetches prior signal states (for hysteresis) and indicator metadata (for incremental EMA/RSI), runs the evaluation, and stores the result
+5. On cache hit: returns the cached allocation and signal states
+
+```ts
+const strategy = await livefolio.strategy.get('abc-123');
+if (strategy) {
+  const result = await livefolio.strategy.evaluate(strategy, new Date());
+
+  result.allocation;   // the winning allocation (name, holdings)
+  result.asOf;         // Date the evaluation corresponds to (trading day market close)
+  result.signals;      // Record<string, boolean> — all signal states
+  result.indicators;   // Record<string, IndicatorEvaluation> — all indicator values
+}
+```
+
+### Utilities
+
+| Method | Returns | Description |
+|--------|---------|-------------|
+| `extractSymbols(strategy)` | `string[]` | Collect all ticker symbols needed to evaluate a strategy (from signals + holdings) |
+| `getEvaluationDate(trading, options)` | `Date`            | Compute the evaluation date — requires `EvaluationOptions` with series data |
+
+### Pure Evaluation Functions
+
+For advanced use cases (testing, backtesting, custom pipelines), the pure evaluation functions operate synchronously without any DB interaction. They accept `EvaluationOptions` with `batchSeries` and optionally `previousSignalStates` and `previousIndicatorMetadata`.
+
+```ts
+import { evaluate, evaluateIndicator, evaluateSignal } from '@livefolio/sdk/strategy';
+
+// Evaluate a single indicator
+const smaResult = livefolio.strategy.evaluateIndicator(indicator, options);
+
+// Evaluate a signal (comparison of two indicators)
+const isAbove = livefolio.strategy.evaluateSignal(signal, options);
+
+// Evaluate a full allocation condition tree
+const matches = livefolio.strategy.evaluateAllocation(allocation, options);
+```
+
+---
+
+## Portfolio
+
+Brokerage account aggregation and trade order management. This module is planned but not yet implemented.
+
+---
+
+## Development
+
+```bash
+npm install
+npm run build    # compile TypeScript → dist/
+npm test         # run tests
+```
+
+## CI/CD
+
+- PRs to `main` run build + tests and enforce a version bump
+- Merges to `main` auto-publish to npm and create a GitHub release
+
+Before merging, bump the version:
+
+```bash
+npm version patch
+```
+
+## License
+
+MIT

package/dist/auth/client.d.ts

@@ -0,0 +1,4 @@
+import type { TypedSupabaseClient } from '../types';
+import type { AuthModule } from './types';
+export declare function createAuth(client: TypedSupabaseClient): AuthModule;
+//# sourceMappingURL=client.d.ts.map

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

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package/dist/auth/client.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createAuth = createAuth;
+function createAuth(client) {
+    return {
+        async getUser() {
+            const { data, error } = await client.auth.getUser();
+            if (error)
+                throw error;
+            return data.user;
+        },
+        async getSession() {
+            const { data, error } = await client.auth.getSession();
+            if (error)
+                throw error;
+            return data.session;
+        },
+        async requireUser() {
+            const { data, error } = await client.auth.getUser();
+            if (error)
+                throw error;
+            if (!data.user)
+                throw new Error('Not authenticated');
+            return data.user;
+        },
+        onAuthStateChange(callback) {
+            const { data } = client.auth.onAuthStateChange(callback);
+            return data.subscription;
+        },
+        async signOut() {
+            const { error } = await client.auth.signOut();
+            if (error)
+                throw error;
+        },
+    };
+}
+//# sourceMappingURL=client.js.map

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package/dist/auth/index.d.ts

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+export type { AuthModule } from './types';
+export { createAuth } from './client';
+//# sourceMappingURL=index.d.ts.map

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

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package/dist/auth/index.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createAuth = void 0;
+var client_1 = require("./client");
+Object.defineProperty(exports, "createAuth", { enumerable: true, get: function () { return client_1.createAuth; } });
+//# sourceMappingURL=index.js.map

package/dist/auth/index.js.map

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package/dist/auth/types.d.ts

@@ -0,0 +1,9 @@
+import type { User, Session, AuthChangeEvent, Subscription } from '@supabase/supabase-js';
+export interface AuthModule {
+    getUser(): Promise<User | null>;
+    getSession(): Promise<Session | null>;
+    requireUser(): Promise<User>;
+    onAuthStateChange(callback: (event: AuthChangeEvent, session: Session | null) => void): Subscription;
+    signOut(): Promise<void>;
+}
+//# sourceMappingURL=types.d.ts.map

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

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package/dist/auth/types.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/auth/types.js.map

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package/dist/index.d.ts

@@ -0,0 +1,23 @@
+export * as auth from './auth';
+export * as market from './market';
+export * as strategy from './strategy';
+export * as portfolio from './portfolio';
+export type { TypedSupabaseClient } from './types';
+export type { AuthModule } from './auth';
+export type { MarketModule } from './market';
+export type { StrategyModule } from './strategy';
+export type { PortfolioModule } from './portfolio';
+import type { TypedSupabaseClient } from './types';
+import type { AuthModule } from './auth';
+import type { MarketModule } from './market';
+import type { StrategyModule } from './strategy';
+import type { PortfolioModule } from './portfolio';
+export interface LivefolioClient {
+    readonly supabase: TypedSupabaseClient;
+    readonly auth: AuthModule;
+    readonly market: MarketModule;
+    readonly strategy: StrategyModule;
+    readonly portfolio: PortfolioModule;
+}
+export declare function createLivefolioClient(supabase: TypedSupabaseClient): LivefolioClient;
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

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package/dist/index.js

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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.portfolio = exports.strategy = exports.market = exports.auth = void 0;
+exports.createLivefolioClient = createLivefolioClient;
+exports.auth = __importStar(require("./auth"));
+exports.market = __importStar(require("./market"));
+exports.strategy = __importStar(require("./strategy"));
+exports.portfolio = __importStar(require("./portfolio"));
+const auth_1 = require("./auth");
+const market_1 = require("./market");
+const strategy_1 = require("./strategy");
+const portfolio_1 = require("./portfolio");
+function createLivefolioClient(supabase) {
+    return {
+        supabase,
+        auth: (0, auth_1.createAuth)(supabase),
+        market: (0, market_1.createMarket)(supabase),
+        strategy: (0, strategy_1.createStrategy)(supabase),
+        portfolio: (0, portfolio_1.createPortfolio)(supabase),
+    };
+}
+//# sourceMappingURL=index.js.map

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package/dist/market/client.d.ts

@@ -0,0 +1,4 @@
+import type { TypedSupabaseClient } from '../types';
+import type { MarketModule } from './types';
+export declare function createMarket(client: TypedSupabaseClient): MarketModule;
+//# sourceMappingURL=client.d.ts.map

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

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package/dist/market/client.js

@@ -0,0 +1,65 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createMarket = createMarket;
+function createMarket(client) {
+    return {
+        async getBatchSeries(symbols) {
+            const { data, error } = await client.functions.invoke('series', { body: { symbols } });
+            if (error)
+                throw error;
+            return data;
+        },
+        async getSeries(symbol) {
+            const result = await this.getBatchSeries([symbol]);
+            return result[symbol];
+        },
+        async getBatchQuotes(symbols) {
+            const { data, error } = await client.functions.invoke('quote', { body: { symbols } });
+            if (error)
+                throw error;
+            return data;
+        },
+        async getQuote(symbol) {
+            const result = await this.getBatchQuotes([symbol]);
+            const quote = result[symbol];
+            if (quote == null)
+                throw new Error(`No quote available for ${symbol}`);
+            return quote;
+        },
+        async getTradingDays(startDate, endDate) {
+            const { data, error } = await client
+                .from('trading_days')
+                .select('date, overnight, pre, regular, post, close')
+                .gte('date', startDate)
+                .lte('date', endDate)
+                .order('date', { ascending: true });
+            if (error)
+                throw new Error(`Failed to fetch trading days: ${error.message}`);
+            return (data ?? []).map((row) => ({
+                date: row.date,
+                open: row.regular,
+                close: row.post,
+                extended_open: row.overnight,
+                extended_close: row.close,
+            }));
+        },
+        async getTradingDay(date) {
+            const { data: row, error } = await client
+                .from('trading_days')
+                .select('date, overnight, pre, regular, post, close')
+                .eq('date', date)
+                .limit(1)
+                .maybeSingle();
+            if (error || !row)
+                return null;
+            return {
+                date: row.date,
+                open: row.regular,
+                close: row.post,
+                extended_open: row.overnight,
+                extended_close: row.close,
+            };
+        },
+    };
+}
+//# sourceMappingURL=client.js.map

package/dist/market/client.js.map

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package/dist/market/index.d.ts

@@ -0,0 +1,3 @@
+export type { Observation, TradingDay, MarketModule } from './types';
+export { createMarket } from './client';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,WAAW,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACrE,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC"}

package/dist/market/index.js

@@ -0,0 +1,6 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createMarket = void 0;
+var client_1 = require("./client");
+Object.defineProperty(exports, "createMarket", { enumerable: true, get: function () { return client_1.createMarket; } });
+//# sourceMappingURL=index.js.map

package/dist/market/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":";;;AACA,mCAAwC;AAA/B,sGAAA,YAAY,OAAA"}

package/dist/market/types.d.ts

@@ -0,0 +1,20 @@
+export interface Observation {
+    timestamp: string;
+    value: number;
+}
+export interface TradingDay {
+    date: string;
+    open: string;
+    close: string;
+    extended_open: string;
+    extended_close: string;
+}
+export interface MarketModule {
+    getSeries(symbol: string): Promise<Observation[]>;
+    getBatchSeries(symbols: string[]): Promise<Record<string, Observation[]>>;
+    getQuote(symbol: string): Promise<Observation>;
+    getBatchQuotes(symbols: string[]): Promise<Record<string, Observation>>;
+    getTradingDays(startDate: string, endDate: string): Promise<TradingDay[]>;
+    getTradingDay(date: string): Promise<TradingDay | null>;
+}
+//# sourceMappingURL=types.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/market/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/market/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/market/types.ts"],"names":[],"mappings":""}

package/dist/portfolio/client.d.ts

@@ -0,0 +1,4 @@
+import type { TypedSupabaseClient } from '../types';
+import type { PortfolioModule } from './types';
+export declare function createPortfolio(_client: TypedSupabaseClient): PortfolioModule;
+//# sourceMappingURL=client.d.ts.map

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

@@ -0,0 +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"}

package/dist/portfolio/client.js

@@ -0,0 +1,7 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createPortfolio = createPortfolio;
+function createPortfolio(_client) {
+    return {};
+}
+//# sourceMappingURL=client.js.map

package/dist/portfolio/client.js.map

@@ -0,0 +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"}

package/dist/portfolio/index.d.ts

@@ -0,0 +1,3 @@
+export type { PortfolioModule } from './types';
+export { createPortfolio } from './client';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +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"}

package/dist/portfolio/index.js

@@ -0,0 +1,6 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createPortfolio = void 0;
+var client_1 = require("./client");
+Object.defineProperty(exports, "createPortfolio", { enumerable: true, get: function () { return client_1.createPortfolio; } });
+//# sourceMappingURL=index.js.map

package/dist/portfolio/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/portfolio/index.ts"],"names":[],"mappings":";;;AACA,mCAA2C;AAAlC,yGAAA,eAAe,OAAA"}

package/dist/portfolio/types.d.ts

@@ -0,0 +1,3 @@
+export interface PortfolioModule {
+}
+//# sourceMappingURL=types.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/portfolio/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,eAAe;CAE/B"}

package/dist/portfolio/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/portfolio/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/portfolio/types.ts"],"names":[],"mappings":""}

package/dist/strategy/client.d.ts

@@ -0,0 +1,4 @@
+import type { TypedSupabaseClient } from '../types';
+import type { StrategyModule } from './types';
+export declare function createStrategy(client: TypedSupabaseClient): StrategyModule;
+//# sourceMappingURL=client.d.ts.map

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

@@ -0,0 +1 @@
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