@livefolio/sdk 0.2.0

package/dist/strategy/client.js

@@ -0,0 +1,350 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createStrategy = createStrategy;
+const evaluate_1 = require("./evaluate");
+const symbols_1 = require("./symbols");
+const client_1 = require("../market/client");
+// ---------------------------------------------------------------------------
+// Row → domain mapping helpers
+// ---------------------------------------------------------------------------
+function mapTicker(row) {
+    return { symbol: row.symbol, leverage: row.leverage };
+}
+function mapIndicator(row) {
+    return {
+        type: row.type,
+        ticker: row.tickers ? mapTicker(row.tickers) : { symbol: '', leverage: 1 },
+        lookback: row.lookback,
+        delay: row.delay,
+        unit: row.unit ?? null,
+        threshold: row.threshold,
+    };
+}
+function mapSignal(row) {
+    return {
+        left: mapIndicator(row.indicator_1),
+        comparison: row.comparison,
+        right: mapIndicator(row.indicator_2),
+        tolerance: row.tolerance,
+    };
+}
+// ---------------------------------------------------------------------------
+// Factory
+// ---------------------------------------------------------------------------
+function createStrategy(client) {
+    // Cast to any for new tables not yet in generated types.
+    // Will be removed after regenerating database.types.ts.
+    const db = client;
+    const market = (0, client_1.createMarket)(client);
+    // -----------------------------------------------------------------------
+    // Private helpers (moved from public storage methods)
+    // -----------------------------------------------------------------------
+    async function fetchSignalStates(strategyId) {
+        const { data: nsRows, error: nsErr } = await db
+            .from('named_signals')
+            .select(`
+        signal_id,
+        signals:signal_id (
+          id,
+          indicator_1:indicator_id_1 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
+          indicator_2:indicator_id_2 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
+          comparison,
+          tolerance
+        )
+      `)
+            .eq('strategy_id', strategyId);
+        if (nsErr || !nsRows || nsRows.length === 0)
+            return {};
+        const signalIds = nsRows.map((r) => r.signal_id);
+        const { data: evalRows, error: evalErr } = await client
+            .from('signal_evaluations')
+            .select('signal_id, result, trading_day_id')
+            .in('signal_id', signalIds)
+            .order('trading_day_id', { ascending: false });
+        if (evalErr || !evalRows)
+            return {};
+        const latestBySignalId = new Map();
+        for (const row of evalRows) {
+            if (!latestBySignalId.has(row.signal_id)) {
+                latestBySignalId.set(row.signal_id, row.result);
+            }
+        }
+        const result = {};
+        for (const nsRow of nsRows) {
+            const signal = mapSignal(nsRow.signals);
+            const key = (0, evaluate_1.signalKey)(signal);
+            const val = latestBySignalId.get(nsRow.signal_id);
+            if (val !== undefined) {
+                result[key] = val;
+            }
+        }
+        return result;
+    }
+    async function fetchSignalStatesForDay(strategyId, tradingDayId) {
+        const { data: nsRows, error: nsErr } = await db
+            .from('named_signals')
+            .select(`
+        signal_id,
+        signals:signal_id (
+          id,
+          indicator_1:indicator_id_1 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
+          indicator_2:indicator_id_2 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
+          comparison,
+          tolerance
+        )
+      `)
+            .eq('strategy_id', strategyId);
+        if (nsErr || !nsRows || nsRows.length === 0)
+            return {};
+        const signalIds = nsRows.map((r) => r.signal_id);
+        const { data: evalRows, error: evalErr } = await client
+            .from('signal_evaluations')
+            .select('signal_id, result')
+            .in('signal_id', signalIds)
+            .eq('trading_day_id', tradingDayId);
+        if (evalErr || !evalRows)
+            return {};
+        const signalIdToResult = new Map();
+        for (const row of evalRows) {
+            signalIdToResult.set(row.signal_id, row.result);
+        }
+        const result = {};
+        for (const nsRow of nsRows) {
+            const signal = mapSignal(nsRow.signals);
+            const key = (0, evaluate_1.signalKey)(signal);
+            const val = signalIdToResult.get(nsRow.signal_id);
+            if (val !== undefined) {
+                result[key] = val;
+            }
+        }
+        return result;
+    }
+    async function fetchIndicatorKeyMap(strategyId) {
+        const { data: nsRows, error: nsErr } = await db
+            .from('named_signals')
+            .select(`
+        signals:signal_id (
+          indicator_1:indicator_id_1 ( id, type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
+          indicator_2:indicator_id_2 ( id, type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold )
+        )
+      `)
+            .eq('strategy_id', strategyId);
+        if (nsErr || !nsRows || nsRows.length === 0)
+            return new Map();
+        const keyToId = new Map();
+        for (const nsRow of nsRows) {
+            for (const ind of [nsRow.signals.indicator_1, nsRow.signals.indicator_2]) {
+                const key = (0, evaluate_1.indicatorKey)(mapIndicator(ind));
+                if (!keyToId.has(key)) {
+                    keyToId.set(key, ind.id);
+                }
+            }
+        }
+        return keyToId;
+    }
+    async function fetchIndicatorEvaluationsForDay(strategyId, tradingDayId) {
+        const keyToId = await fetchIndicatorKeyMap(strategyId);
+        if (keyToId.size === 0)
+            return {};
+        const indicatorIds = [...keyToId.values()];
+        const { data: evalRows, error: evalErr } = await db
+            .from('indicator_evaluations')
+            .select('indicator_id, value, metadata, trading_days!inner(post)')
+            .in('indicator_id', indicatorIds)
+            .eq('trading_day_id', tradingDayId);
+        if (evalErr || !evalRows)
+            return {};
+        const byIndicatorId = new Map();
+        for (const row of evalRows) {
+            byIndicatorId.set(row.indicator_id, {
+                value: Number(row.value),
+                metadata: row.metadata,
+                post: row.trading_days.post,
+            });
+        }
+        const result = {};
+        for (const [key, id] of keyToId) {
+            const entry = byIndicatorId.get(id);
+            if (entry) {
+                result[key] = {
+                    timestamp: entry.post,
+                    value: entry.value,
+                    ...(entry.metadata != null ? { metadata: entry.metadata } : {}),
+                };
+            }
+        }
+        return result;
+    }
+    async function fetchIndicatorMetadata(strategyId) {
+        const keyToId = await fetchIndicatorKeyMap(strategyId);
+        if (keyToId.size === 0)
+            return {};
+        const indicatorIds = [...keyToId.values()];
+        const { data: evalRows, error: evalErr } = await db
+            .from('indicator_evaluations')
+            .select('indicator_id, metadata, trading_day_id')
+            .in('indicator_id', indicatorIds)
+            .order('trading_day_id', { ascending: false });
+        if (evalErr || !evalRows)
+            return {};
+        const latestByIndicatorId = new Map();
+        for (const row of evalRows) {
+            if (!latestByIndicatorId.has(row.indicator_id) && row.metadata != null) {
+                latestByIndicatorId.set(row.indicator_id, row.metadata);
+            }
+        }
+        const result = {};
+        for (const [key, id] of keyToId) {
+            const meta = latestByIndicatorId.get(id);
+            if (meta !== undefined) {
+                result[key] = meta;
+            }
+        }
+        return result;
+    }
+    async function storeResult(strategy, result, tradingDayId) {
+        // Resolve strategy_id for indicator key → DB ID mapping
+        const { data: stratRow } = await client
+            .from('strategies')
+            .select('id')
+            .eq('link_id', strategy.linkId)
+            .limit(1)
+            .maybeSingle();
+        const signalResults = Object.entries(result.signals).map(([_key, sigResult]) => {
+            const ns = strategy.signals.find((ns) => (0, evaluate_1.signalKey)(ns.signal) === _key);
+            return { name: ns?.name ?? _key, result: sigResult };
+        });
+        // Map indicator keys to database IDs
+        const keyToId = stratRow ? await fetchIndicatorKeyMap(stratRow.id) : new Map();
+        const indicatorResults = Object.entries(result.indicators)
+            .filter(([key]) => keyToId.has(key))
+            .map(([key, indResult]) => ({
+            indicatorId: keyToId.get(key),
+            value: indResult.value,
+            metadata: indResult.metadata ?? null,
+        }));
+        const { error } = await db.rpc('upsert_evaluation', {
+            p_link_id: strategy.linkId,
+            p_allocation_name: result.allocation.name,
+            p_signal_results: signalResults,
+            p_indicator_results: indicatorResults,
+            p_trading_day_id: tradingDayId,
+        });
+        if (error)
+            throw new Error(`Failed to store evaluation: ${error.message}`);
+    }
+    // -----------------------------------------------------------------------
+    // Module
+    // -----------------------------------------------------------------------
+    return {
+        // ----- Retrieval -----
+        async get(linkId) {
+            const { data, error } = await client.functions.invoke('strategy', {
+                body: { linkId },
+            });
+            if (error || !data)
+                return null;
+            return data;
+        },
+        async getMany(linkIds) {
+            if (linkIds.length === 0)
+                return {};
+            const result = {};
+            // Use parallel fetches
+            const promises = linkIds.map(async (id) => {
+                const strategy = await this.get(id);
+                if (strategy)
+                    result[id] = strategy;
+            });
+            await Promise.all(promises);
+            return result;
+        },
+        // ----- Cache-through evaluation -----
+        async evaluate(strategy, at) {
+            // 1. Fetch series + resolve strategy_id in parallel
+            const symbols = (0, symbols_1.extractSymbols)(strategy);
+            const [batchSeries, stratRow] = await Promise.all([
+                market.getBatchSeries(symbols),
+                client
+                    .from('strategies')
+                    .select('id')
+                    .eq('link_id', strategy.linkId)
+                    .limit(1)
+                    .maybeSingle()
+                    .then(({ data }) => data),
+            ]);
+            // 2. Build options for pure evaluation
+            const options = { at, batchSeries };
+            const evaluationDate = (0, evaluate_1.getEvaluationDate)(strategy.trading, options);
+            // 4. No DB strategy → pure eval
+            if (!stratRow)
+                return (0, evaluate_1.evaluate)(strategy, options);
+            // 5. Resolve trading_day_id
+            const { data: tdRow } = await db
+                .from('trading_days')
+                .select('id')
+                .lte('post', evaluationDate.toISOString())
+                .order('post', { ascending: false })
+                .limit(1)
+                .maybeSingle();
+            if (!tdRow)
+                return (0, evaluate_1.evaluate)(strategy, options);
+            // 6. Check cache
+            const { data: cacheRow } = await db
+                .from('strategy_evaluations')
+                .select('allocation_id')
+                .eq('strategy_id', stratRow.id)
+                .eq('trading_day_id', tdRow.id)
+                .limit(1)
+                .maybeSingle();
+            if (cacheRow) {
+                // CACHE HIT — reconstruct result
+                const { data: allocRow } = await db
+                    .from('allocations')
+                    .select('name')
+                    .eq('id', cacheRow.allocation_id)
+                    .limit(1)
+                    .maybeSingle();
+                const namedAlloc = strategy.allocations.find(na => na.name === allocRow?.name)
+                    ?? strategy.allocations[strategy.allocations.length - 1];
+                const [signals, indicators] = await Promise.all([
+                    fetchSignalStatesForDay(stratRow.id, tdRow.id),
+                    fetchIndicatorEvaluationsForDay(stratRow.id, tdRow.id),
+                ]);
+                return {
+                    allocation: {
+                        name: namedAlloc.name,
+                        holdings: namedAlloc.allocation.holdings,
+                    },
+                    asOf: evaluationDate,
+                    signals,
+                    indicators,
+                };
+            }
+            // 7. CACHE MISS — fetch prior state, evaluate, store
+            const [prevSignals, prevMeta] = await Promise.all([
+                fetchSignalStates(stratRow.id),
+                fetchIndicatorMetadata(stratRow.id),
+            ]);
+            const result = (0, evaluate_1.evaluate)(strategy, {
+                ...options,
+                previousSignalStates: prevSignals,
+                previousIndicatorMetadata: prevMeta,
+            });
+            // Store (non-blocking)
+            storeResult(strategy, result, tdRow.id).catch(err => console.error('Failed to store evaluation:', err));
+            return result;
+        },
+        // ----- Pure evaluation (delegate to evaluate.ts) -----
+        evaluateIndicator: evaluate_1.evaluateIndicator,
+        evaluateSignal: evaluate_1.evaluateSignal,
+        evaluateAllocation: evaluate_1.evaluateAllocation,
+        getEvaluationDate: evaluate_1.getEvaluationDate,
+        // ----- Utilities -----
+        extractSymbols: symbols_1.extractSymbols,
+        async backtest(_strategy, _options) {
+            throw new Error('Not implemented');
+        },
+    };
+}
+//# sourceMappingURL=client.js.map

package/dist/strategy/client.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/strategy/client.ts"],"names":[],"mappings":";;AAsFA,wCAwXC;AA/bD,yCAQoB;AACpB,uCAAiE;AACjE,6CAAgD;AAEhD,8EAA8E;AAC9E,+BAA+B;AAC/B,8EAA8E;AAE9E,SAAS,SAAS,CAAC,GAAyC;IAC1D,OAAO,EAAE,MAAM,EAAE,GAAG,CAAC,MAAM,EAAE,QAAQ,EAAE,GAAG,CAAC,QAAQ,EAAE,CAAC;AACxD,CAAC;AAED,SAAS,YAAY,CAAC,GAOrB;IACC,OAAO;QACL,IAAI,EAAE,GAAG,CAAC,IAAqB;QAC/B,MAAM,EAAE,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,EAAE,QAAQ,EAAE,CAAC,EAAE;QAC1E,QAAQ,EAAE,GAAG,CAAC,QAAQ;QACtB,KAAK,EAAE,GAAG,CAAC,KAAK;QAChB,IAAI,EAAG,GAAG,CAAC,IAAa,IAAI,IAAI;QAChC,SAAS,EAAE,GAAG,CAAC,SAAS;KACzB,CAAC;AACJ,CAAC;AAED,SAAS,SAAS,CAAC,GAoBlB;IACC,OAAO;QACL,IAAI,EAAE,YAAY,CAAC,GAAG,CAAC,WAAW,CAAC;QACnC,UAAU,EAAE,GAAG,CAAC,UAAwB;QACxC,KAAK,EAAE,YAAY,CAAC,GAAG,CAAC,WAAW,CAAC;QACpC,SAAS,EAAE,GAAG,CAAC,SAAS;KACzB,CAAC;AACJ,CAAC;AAED,8EAA8E;AAC9E,UAAU;AACV,8EAA8E;AAE9E,SAAgB,cAAc,CAAC,MAA2B;IACxD,yDAAyD;IACzD,wDAAwD;IACxD,MAAM,EAAE,GAAG,MAAa,CAAC;IACzB,MAAM,MAAM,GAAG,IAAA,qBAAY,EAAC,MAAM,CAAC,CAAC;IAEpC,0EAA0E;IAC1E,sDAAsD;IACtD,0EAA0E;IAE1E,KAAK,UAAU,iBAAiB,CAAC,UAAkB;QACjD,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,MAAM,EAAE;aAC5C,IAAI,CAAC,eAAe,CAAC;aACrB,MAAM,CAAC;;;;;;;;;OASP,CAAC;aACD,EAAE,CAAC,aAAa,EAAE,UAAU,CAAC,CAAC;QAEjC,IAAI,KAAK,IAAI,CAAC,MAAM,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO,EAAE,CAAC;QAEvD,MAAM,SAAS,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,GAAG,MAAM,MAAM;aACpD,IAAI,CAAC,oBAAoB,CAAC;aAC1B,MAAM,CAAC,mCAAmC,CAAC;aAC3C,EAAE,CAAC,WAAW,EAAE,SAAS,CAAC;aAC1B,KAAK,CAAC,gBAAgB,EAAE,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;QAEjD,IAAI,OAAO,IAAI,CAAC,QAAQ;YAAE,OAAO,EAAE,CAAC;QAEpC,MAAM,gBAAgB,GAAG,IAAI,GAAG,EAAmB,CAAC;QACpD,KAAK,MAAM,GAAG,IAAI,QAAiB,EAAE,CAAC;YACpC,IAAI,CAAC,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,SAAS,CAAC,EAAE,CAAC;gBACzC,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,SAAS,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;YAClD,CAAC;QACH,CAAC;QAED,MAAM,MAAM,GAA4B,EAAE,CAAC;QAC3C,KAAK,MAAM,KAAK,IAAI,MAAe,EAAE,CAAC;YACpC,MAAM,MAAM,GAAG,SAAS,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;YACxC,MAAM,GAAG,GAAG,IAAA,oBAAS,EAAC,MAAM,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,gBAAgB,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;YAClD,IAAI,GAAG,KAAK,SAAS,EAAE,CAAC;gBACtB,MAAM,CAAC,GAAG,CAAC,GAAG,GAAG,CAAC;YACpB,CAAC;QACH,CAAC;QAED,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,KAAK,UAAU,uBAAuB,CACpC,UAAkB,EAClB,YAAoB;QAEpB,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,MAAM,EAAE;aAC5C,IAAI,CAAC,eAAe,CAAC;aACrB,MAAM,CAAC;;;;;;;;;OASP,CAAC;aACD,EAAE,CAAC,aAAa,EAAE,UAAU,CAAC,CAAC;QAEjC,IAAI,KAAK,IAAI,CAAC,MAAM,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO,EAAE,CAAC;QAEvD,MAAM,SAAS,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,GAAG,MAAM,MAAM;aACpD,IAAI,CAAC,oBAAoB,CAAC;aAC1B,MAAM,CAAC,mBAAmB,CAAC;aAC3B,EAAE,CAAC,WAAW,EAAE,SAAS,CAAC;aAC1B,EAAE,CAAC,gBAAgB,EAAE,YAAY,CAAC,CAAC;QAEtC,IAAI,OAAO,IAAI,CAAC,QAAQ;YAAE,OAAO,EAAE,CAAC;QAEpC,MAAM,gBAAgB,GAAG,IAAI,GAAG,EAAmB,CAAC;QACpD,KAAK,MAAM,GAAG,IAAI,QAAiB,EAAE,CAAC;YACpC,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,SAAS,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;QAClD,CAAC;QAED,MAAM,MAAM,GAA4B,EAAE,CAAC;QAC3C,KAAK,MAAM,KAAK,IAAI,MAAe,EAAE,CAAC;YACpC,MAAM,MAAM,GAAG,SAAS,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;YACxC,MAAM,GAAG,GAAG,IAAA,oBAAS,EAAC,MAAM,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,gBAAgB,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;YAClD,IAAI,GAAG,KAAK,SAAS,EAAE,CAAC;gBACtB,MAAM,CAAC,GAAG,CAAC,GAAG,GAAG,CAAC;YACpB,CAAC;QACH,CAAC;QAED,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,KAAK,UAAU,oBAAoB,CAAC,UAAkB;QACpD,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,MAAM,EAAE;aAC5C,IAAI,CAAC,eAAe,CAAC;aACrB,MAAM,CAAC;;;;;OAKP,CAAC;aACD,EAAE,CAAC,aAAa,EAAE,UAAU,CAAC,CAAC;QAEjC,IAAI,KAAK,IAAI,CAAC,MAAM,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO,IAAI,GAAG,EAAE,CAAC;QAE9D,MAAM,OAAO,GAAG,IAAI,GAAG,EAAkB,CAAC;QAC1C,KAAK,MAAM,KAAK,IAAI,MAAe,EAAE,CAAC;YACpC,KAAK,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,WAAW,EAAE,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,EAAE,CAAC;gBACzE,MAAM,GAAG,GAAG,IAAA,uBAAY,EAAC,YAAY,CAAC,GAAG,CAAC,CAAC,CAAC;gBAC5C,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC;oBACtB,OAAO,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,CAAC,CAAC;gBAC3B,CAAC;YACH,CAAC;QACH,CAAC;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,KAAK,UAAU,+BAA+B,CAC5C,UAAkB,EAClB,YAAoB;QAEpB,MAAM,OAAO,GAAG,MAAM,oBAAoB,CAAC,UAAU,CAAC,CAAC;QACvD,IAAI,OAAO,CAAC,IAAI,KAAK,CAAC;YAAE,OAAO,EAAE,CAAC;QAElC,MAAM,YAAY,GAAG,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;QAE3C,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,GAAG,MAAM,EAAE;aAChD,IAAI,CAAC,uBAAuB,CAAC;aAC7B,MAAM,CAAC,yDAAyD,CAAC;aACjE,EAAE,CAAC,cAAc,EAAE,YAAY,CAAC;aAChC,EAAE,CAAC,gBAAgB,EAAE,YAAY,CAAC,CAAC;QAEtC,IAAI,OAAO,IAAI,CAAC,QAAQ;YAAE,OAAO,EAAE,CAAC;QAEpC,MAAM,aAAa,GAAG,IAAI,GAAG,EAA8D,CAAC;QAC5F,KAAK,MAAM,GAAG,IAAI,QAAiB,EAAE,CAAC;YACpC,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,EAAE;gBAClC,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;gBACxB,QAAQ,EAAE,GAAG,CAAC,QAAQ;gBACtB,IAAI,EAAE,GAAG,CAAC,YAAY,CAAC,IAAI;aAC5B,CAAC,CAAC;QACL,CAAC;QAED,MAAM,MAAM,GAAwC,EAAE,CAAC;QACvD,KAAK,MAAM,CAAC,GAAG,EAAE,EAAE,CAAC,IAAI,OAAO,EAAE,CAAC;YAChC,MAAM,KAAK,GAAG,aAAa,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;YACpC,IAAI,KAAK,EAAE,CAAC;gBACV,MAAM,CAAC,GAAG,CAAC,GAAG;oBACZ,SAAS,EAAE,KAAK,CAAC,IAAI;oBACrB,KAAK,EAAE,KAAK,CAAC,KAAK;oBAClB,GAAG,CAAC,KAAK,CAAC,QAAQ,IAAI,IAAI,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;iBAChE,CAAC;YACJ,CAAC;QACH,CAAC;QAED,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,KAAK,UAAU,sBAAsB,CAAC,UAAkB;QACtD,MAAM,OAAO,GAAG,MAAM,oBAAoB,CAAC,UAAU,CAAC,CAAC;QACvD,IAAI,OAAO,CAAC,IAAI,KAAK,CAAC;YAAE,OAAO,EAAE,CAAC;QAElC,MAAM,YAAY,GAAG,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;QAE3C,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,GAAG,MAAM,EAAE;aAChD,IAAI,CAAC,uBAAuB,CAAC;aAC7B,MAAM,CAAC,wCAAwC,CAAC;aAChD,EAAE,CAAC,cAAc,EAAE,YAAY,CAAC;aAChC,KAAK,CAAC,gBAAgB,EAAE,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;QAEjD,IAAI,OAAO,IAAI,CAAC,QAAQ;YAAE,OAAO,EAAE,CAAC;QAEpC,MAAM,mBAAmB,GAAG,IAAI,GAAG,EAAmB,CAAC;QACvD,KAAK,MAAM,GAAG,IAAI,QAAiB,EAAE,CAAC;YACpC,IAAI,CAAC,mBAAmB,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC,IAAI,GAAG,CAAC,QAAQ,IAAI,IAAI,EAAE,CAAC;gBACvE,mBAAmB,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,EAAE,GAAG,CAAC,QAAQ,CAAC,CAAC;YAC1D,CAAC;QACH,CAAC;QAED,MAAM,MAAM,GAA4B,EAAE,CAAC;QAC3C,KAAK,MAAM,CAAC,GAAG,EAAE,EAAE,CAAC,IAAI,OAAO,EAAE,CAAC;YAChC,MAAM,IAAI,GAAG,mBAAmB,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;YACzC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;gBACvB,MAAM,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC;YACrB,CAAC;QACH,CAAC;QAED,OAAO,MAAM,CAAC;IAChB,CAAC;IAED,KAAK,UAAU,WAAW,CACxB,QAAkB,EAClB,MAA0B,EAC1B,YAAoB;QAEpB,wDAAwD;QACxD,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,GAAG,MAAM,MAAM;aACpC,IAAI,CAAC,YAAY,CAAC;aAClB,MAAM,CAAC,IAAI,CAAC;aACZ,EAAE,CAAC,SAAS,EAAE,QAAQ,CAAC,MAAM,CAAC;aAC9B,KAAK,CAAC,CAAC,CAAC;aACR,WAAW,EAAE,CAAC;QAEjB,MAAM,aAAa,GAAG,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;YAC7E,MAAM,EAAE,GAAG,QAAQ,CAAC,OAAO,CAAC,IAAI,CAC9B,CAAC,EAAE,EAAE,EAAE,CAAC,IAAA,oBAAS,EAAC,EAAE,CAAC,MAAM,CAAC,KAAK,IAAI,CACtC,CAAC;YACF,OAAO,EAAE,IAAI,EAAE,EAAE,EAAE,IAAI,IAAI,IAAI,EAAE,MAAM,EAAE,SAAS,EAAE,CAAC;QACvD,CAAC,CAAC,CAAC;QAEH,qCAAqC;QACrC,MAAM,OAAO,GAAG,QAAQ,CAAC,CAAC,CAAC,MAAM,oBAAoB,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,EAAkB,CAAC;QAC/F,MAAM,gBAAgB,GAAG,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC;aACvD,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;aACnC,GAAG,CAAC,CAAC,CAAC,GAAG,EAAE,SAAS,CAAC,EAAE,EAAE,CAAC,CAAC;YAC1B,WAAW,EAAE,OAAO,CAAC,GAAG,CAAC,GAAG,CAAE;YAC9B,KAAK,EAAE,SAAS,CAAC,KAAK;YACtB,QAAQ,EAAE,SAAS,CAAC,QAAQ,IAAI,IAAI;SACrC,CAAC,CAAC,CAAC;QAEN,MAAM,EAAE,KAAK,EAAE,GAAG,MAAM,EAAE,CAAC,GAAG,CAAC,mBAAmB,EAAE;YAClD,SAAS,EAAE,QAAQ,CAAC,MAAM;YAC1B,iBAAiB,EAAE,MAAM,CAAC,UAAU,CAAC,IAAI;YACzC,gBAAgB,EAAE,aAAa;YAC/B,mBAAmB,EAAE,gBAAgB;YACrC,gBAAgB,EAAE,YAAY;SAC/B,CAAC,CAAC;QAEH,IAAI,KAAK;YAAE,MAAM,IAAI,KAAK,CAAC,+BAA+B,KAAK,CAAC,OAAO,EAAE,CAAC,CAAC;IAC7E,CAAC;IAED,0EAA0E;IAC1E,SAAS;IACT,0EAA0E;IAE1E,OAAO;QACL,wBAAwB;QAExB,KAAK,CAAC,GAAG,CAAC,MAAc;YACtB,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,EAAE;gBAChE,IAAI,EAAE,EAAE,MAAM,EAAE;aACjB,CAAC,CAAC;YACH,IAAI,KAAK,IAAI,CAAC,IAAI;gBAAE,OAAO,IAAI,CAAC;YAChC,OAAO,IAAgB,CAAC;QAC1B,CAAC;QAED,KAAK,CAAC,OAAO,CAAC,OAAiB;YAC7B,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC;gBAAE,OAAO,EAAE,CAAC;YAEpC,MAAM,MAAM,GAA6B,EAAE,CAAC;YAC5C,uBAAuB;YACvB,MAAM,QAAQ,GAAG,OAAO,CAAC,GAAG,CAAC,KAAK,EAAE,EAAE,EAAE,EAAE;gBACxC,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;gBACpC,IAAI,QAAQ;oBAAE,MAAM,CAAC,EAAE,CAAC,GAAG,QAAQ,CAAC;YACtC,CAAC,CAAC,CAAC;YACH,MAAM,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;YAC5B,OAAO,MAAM,CAAC;QAChB,CAAC;QAED,uCAAuC;QAEvC,KAAK,CAAC,QAAQ,CAAC,QAAkB,EAAE,EAAQ;YACzC,oDAAoD;YACpD,MAAM,OAAO,GAAG,IAAA,wBAAkB,EAAC,QAAQ,CAAC,CAAC;YAC7C,MAAM,CAAC,WAAW,EAAE,QAAQ,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;gBAChD,MAAM,CAAC,cAAc,CAAC,OAAO,CAAC;gBAC9B,MAAM;qBACH,IAAI,CAAC,YAAY,CAAC;qBAClB,MAAM,CAAC,IAAI,CAAC;qBACZ,EAAE,CAAC,SAAS,EAAE,QAAQ,CAAC,MAAM,CAAC;qBAC9B,KAAK,CAAC,CAAC,CAAC;qBACR,WAAW,EAAE;qBACb,IAAI,CAAC,CAAC,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC,IAAI,CAAC;aAC5B,CAAC,CAAC;YAEH,uCAAuC;YACvC,MAAM,OAAO,GAAG,EAAE,EAAE,EAAE,WAAW,EAAE,CAAC;YACpC,MAAM,cAAc,GAAG,IAAA,4BAAqB,EAAC,QAAQ,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC;YAExE,gCAAgC;YAChC,IAAI,CAAC,QAAQ;gBAAE,OAAO,IAAA,mBAAY,EAAC,QAAQ,EAAE,OAAO,CAAC,CAAC;YAEtD,4BAA4B;YAC5B,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,EAAE;iBAC7B,IAAI,CAAC,cAAc,CAAC;iBACpB,MAAM,CAAC,IAAI,CAAC;iBACZ,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,WAAW,EAAE,CAAC;iBACzC,KAAK,CAAC,MAAM,EAAE,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC;iBACnC,KAAK,CAAC,CAAC,CAAC;iBACR,WAAW,EAAE,CAAC;YAEjB,IAAI,CAAC,KAAK;gBAAE,OAAO,IAAA,mBAAY,EAAC,QAAQ,EAAE,OAAO,CAAC,CAAC;YAEnD,iBAAiB;YACjB,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,GAAG,MAAM,EAAE;iBAChC,IAAI,CAAC,sBAAsB,CAAC;iBAC5B,MAAM,CAAC,eAAe,CAAC;iBACvB,EAAE,CAAC,aAAa,EAAE,QAAQ,CAAC,EAAE,CAAC;iBAC9B,EAAE,CAAC,gBAAgB,EAAE,KAAK,CAAC,EAAE,CAAC;iBAC9B,KAAK,CAAC,CAAC,CAAC;iBACR,WAAW,EAAE,CAAC;YAEjB,IAAI,QAAQ,EAAE,CAAC;gBACb,iCAAiC;gBACjC,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,GAAG,MAAM,EAAE;qBAChC,IAAI,CAAC,aAAa,CAAC;qBACnB,MAAM,CAAC,MAAM,CAAC;qBACd,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,aAAa,CAAC;qBAChC,KAAK,CAAC,CAAC,CAAC;qBACR,WAAW,EAAE,CAAC;gBAEjB,MAAM,UAAU,GAAG,QAAQ,CAAC,WAAW,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,KAAK,QAAQ,EAAE,IAAI,CAAC;uBACzE,QAAQ,CAAC,WAAW,CAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;gBAE3D,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;oBAC9C,uBAAuB,CAAC,QAAQ,CAAC,EAAE,EAAE,KAAK,CAAC,EAAE,CAAC;oBAC9C,+BAA+B,CAAC,QAAQ,CAAC,EAAE,EAAE,KAAK,CAAC,EAAE,CAAC;iBACvD,CAAC,CAAC;gBACH,OAAO;oBACL,UAAU,EAAE;wBACV,IAAI,EAAE,UAAU,CAAC,IAAI;wBACrB,QAAQ,EAAE,UAAU,CAAC,UAAU,CAAC,QAAQ;qBACzC;oBACD,IAAI,EAAE,cAAc;oBACpB,OAAO;oBACP,UAAU;iBACX,CAAC;YACJ,CAAC;YAED,qDAAqD;YACrD,MAAM,CAAC,WAAW,EAAE,QAAQ,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;gBAChD,iBAAiB,CAAC,QAAQ,CAAC,EAAE,CAAC;gBAC9B,sBAAsB,CAAC,QAAQ,CAAC,EAAE,CAAC;aACpC,CAAC,CAAC;YAEH,MAAM,MAAM,GAAG,IAAA,mBAAY,EAAC,QAAQ,EAAE;gBACpC,GAAG,OAAO;gBACV,oBAAoB,EAAE,WAAW;gBACjC,yBAAyB,EAAE,QAAQ;aACpC,CAAC,CAAC;YAEH,uBAAuB;YACvB,WAAW,CAAC,QAAQ,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,EAAE,CAClD,OAAO,CAAC,KAAK,CAAC,6BAA6B,EAAE,GAAG,CAAC,CAClD,CAAC;YAEF,OAAO,MAAM,CAAC;QAChB,CAAC;QAED,wDAAwD;QAExD,iBAAiB,EAAE,4BAAqB;QACxC,cAAc,EAAE,yBAAkB;QAClC,kBAAkB,EAAE,6BAAsB;QAC1C,iBAAiB,EAAE,4BAAqB;QAExC,wBAAwB;QAExB,cAAc,EAAE,wBAAkB;QAElC,KAAK,CAAC,QAAQ,CAAC,SAAmB,EAAE,QAAyB;YAC3D,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;QACrC,CAAC;KACF,CAAC;AACJ,CAAC"}

package/dist/strategy/evaluate.d.ts

@@ -0,0 +1,10 @@
+import type { Allocation, Condition, EvaluationOptions, Indicator, IndicatorEvaluation, Signal, Strategy, StrategyEvaluation, Trading } from './types';
+export declare function indicatorKey(ind: Indicator): string;
+export declare function signalKey(signal: Signal): string;
+export declare function evaluateIndicator(indicator: Indicator, options: EvaluationOptions): IndicatorEvaluation;
+export declare function evaluateSignal(signal: Signal, options: EvaluationOptions): boolean;
+export declare function evaluateAllocation(allocation: Allocation, options: EvaluationOptions): boolean;
+export declare function evaluate(strategy: Strategy, options: EvaluationOptions): StrategyEvaluation;
+export declare function findAllSignals(condition: Condition): Signal[];
+export declare function getEvaluationDate(trading: Trading, options: EvaluationOptions): Date;
+//# sourceMappingURL=evaluate.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"evaluate.d.ts","sourceRoot":"","sources":["../../src/strategy/evaluate.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EACV,UAAU,EACV,SAAS,EACT,iBAAiB,EACjB,SAAS,EACT,mBAAmB,EAEnB,MAAM,EACN,QAAQ,EACR,kBAAkB,EAElB,OAAO,EACR,MAAM,SAAS,CAAC;AAqBjB,wBAAgB,YAAY,CAAC,GAAG,EAAE,SAAS,GAAG,MAAM,CAInD;AAMD,wBAAgB,SAAS,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAEhD;AA8QD,wBAAgB,iBAAiB,CAC/B,SAAS,EAAE,SAAS,EACpB,OAAO,EAAE,iBAAiB,GACzB,mBAAmB,CAqBrB;AAED,wBAAgB,cAAc,CAAC,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,iBAAiB,GAAG,OAAO,CAkClF;AAED,wBAAgB,kBAAkB,CAAC,UAAU,EAAE,UAAU,EAAE,OAAO,EAAE,iBAAiB,GAAG,OAAO,CAE9F;AAeD,wBAAgB,QAAQ,CAAC,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,kBAAkB,CA8C3F;AAuBD,wBAAgB,cAAc,CAAC,SAAS,EAAE,SAAS,GAAG,MAAM,EAAE,CAiC7D;AAMD,wBAAgB,iBAAiB,CAAC,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,iBAAiB,GAAG,IAAI,CAqCpF"}