@livefolio/sdk 0.2.0

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

@@ -0,0 +1 @@
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package/dist/strategy/time.js

@@ -0,0 +1,28 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.utcToET = utcToET;
+exports.isAtMarketClose = isAtMarketClose;
+const ET_FORMATTER = new Intl.DateTimeFormat('en-US', {
+    timeZone: 'America/New_York',
+    year: 'numeric',
+    month: 'numeric',
+    day: 'numeric',
+    hour: 'numeric',
+    minute: 'numeric',
+    hourCycle: 'h23',
+});
+function utcToET(date) {
+    const parts = ET_FORMATTER.formatToParts(date);
+    return {
+        year: parseInt(parts.find((p) => p.type === 'year')?.value || '0', 10),
+        month: parseInt(parts.find((p) => p.type === 'month')?.value || '0', 10),
+        day: parseInt(parts.find((p) => p.type === 'day')?.value || '0', 10),
+        hour: parseInt(parts.find((p) => p.type === 'hour')?.value || '0', 10),
+        minute: parseInt(parts.find((p) => p.type === 'minute')?.value || '0', 10),
+    };
+}
+function isAtMarketClose(timestamp) {
+    const et = utcToET(timestamp);
+    return (et.hour === 16 && et.minute === 0) || (et.hour === 13 && et.minute === 0);
+}
+//# sourceMappingURL=time.js.map

package/dist/strategy/time.js.map

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package/dist/strategy/types.d.ts

@@ -0,0 +1,107 @@
+import type { Observation } from '../market/types';
+export type Comparison = '>' | '<' | '=';
+export type IndicatorType = 'SMA' | 'EMA' | 'Price' | 'Return' | 'Volatility' | 'Drawdown' | 'RSI' | 'VIX' | 'VIX3M' | 'T3M' | 'T6M' | 'T1Y' | 'T2Y' | 'T3Y' | 'T5Y' | 'T7Y' | 'T10Y' | 'T20Y' | 'T30Y' | 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year' | 'Threshold';
+export type Frequency = 'Daily' | 'Weekly' | 'Monthly' | 'Bi-monthly' | 'Quarterly' | 'Every 4 Months' | 'Semiannually' | 'Yearly';
+export type Unit = '%' | '$' | null;
+export interface Ticker {
+    symbol: string;
+    leverage: number;
+}
+export interface Indicator {
+    type: IndicatorType;
+    ticker: Ticker;
+    lookback: number;
+    delay: number;
+    unit: Unit;
+    threshold: number | null;
+}
+export interface Signal {
+    left: Indicator;
+    comparison: Comparison;
+    right: Indicator;
+    tolerance: number;
+}
+export interface Holding {
+    ticker: Ticker;
+    weight: number;
+}
+export interface Allocation {
+    condition: Condition;
+    holdings: Holding[];
+}
+export interface SignalExpr {
+    kind: 'signal';
+    signal: Signal;
+}
+export interface NotExpr {
+    kind: 'not';
+    signal: Signal;
+}
+export type UnaryExpr = SignalExpr | NotExpr;
+export interface AndExpr {
+    kind: 'and';
+    args: UnaryExpr[];
+}
+export interface OrExpr {
+    kind: 'or';
+    args: AndExpr[];
+}
+export type Condition = OrExpr | AndExpr | UnaryExpr;
+export interface NamedSignal {
+    name: string;
+    signal: Signal;
+}
+export interface NamedAllocation {
+    name: string;
+    allocation: Allocation;
+}
+export interface Trading {
+    frequency: Frequency;
+    offset: number;
+}
+export interface Strategy {
+    linkId: string;
+    name: string;
+    trading: Trading;
+    allocations: NamedAllocation[];
+    signals: NamedSignal[];
+}
+export interface EvaluationOptions {
+    at: Date;
+    batchSeries: Record<string, Observation[]>;
+    previousSignalStates?: Record<string, boolean>;
+    previousIndicatorMetadata?: Record<string, unknown>;
+}
+export interface IndicatorEvaluation {
+    timestamp: string;
+    value: number;
+    metadata?: unknown;
+}
+export interface AllocationEvaluation {
+    name: string;
+    holdings: Holding[];
+}
+export interface StrategyEvaluation {
+    asOf: Date;
+    allocation: AllocationEvaluation;
+    signals: Record<string, boolean>;
+    indicators: Record<string, IndicatorEvaluation>;
+}
+export interface BacktestOptions {
+    startDate: string;
+    endDate: string;
+}
+export interface BacktestResult {
+}
+export interface StrategyModule {
+    get(linkId: string): Promise<Strategy | null>;
+    getMany(linkIds: string[]): Promise<Record<string, Strategy>>;
+    evaluate(strategy: Strategy, at: Date): Promise<StrategyEvaluation>;
+    evaluateIndicator(indicator: Indicator, options: EvaluationOptions): IndicatorEvaluation;
+    evaluateSignal(signal: Signal, options: EvaluationOptions): boolean;
+    evaluateAllocation(allocation: Allocation, options: EvaluationOptions): boolean;
+    getEvaluationDate(trading: Trading, options: EvaluationOptions): Date;
+    extractSymbols(strategy: Strategy): string[];
+    backtest(strategy: Strategy, options: BacktestOptions): Promise<BacktestResult>;
+}
+//# sourceMappingURL=types.d.ts.map

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

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package/dist/strategy/types.js

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

package/dist/strategy/types.js.map

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

package/dist/types.d.ts

@@ -0,0 +1,4 @@
+import type { SupabaseClient } from '@supabase/supabase-js';
+import type { Database } from '@livefolio/db';
+export type TypedSupabaseClient = SupabaseClient<Database>;
+//# sourceMappingURL=types.d.ts.map

package/dist/types.d.ts.map

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

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

package/dist/types.js.map

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

package/package.json

@@ -0,0 +1,47 @@
+{
+  "name": "@livefolio/sdk",
+  "version": "0.2.0",
+  "description": "Livefolio SDK — market data, strategy evaluation, and portfolio management",
+  "main": "dist/index.js",
+  "types": "dist/index.d.ts",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "default": "./dist/index.js"
+    },
+    "./market": {
+      "types": "./dist/market/index.d.ts",
+      "default": "./dist/market/index.js"
+    },
+    "./strategy": {
+      "types": "./dist/strategy/index.d.ts",
+      "default": "./dist/strategy/index.js"
+    },
+    "./portfolio": {
+      "types": "./dist/portfolio/index.d.ts",
+      "default": "./dist/portfolio/index.js"
+    },
+    "./auth": {
+      "types": "./dist/auth/index.d.ts",
+      "default": "./dist/auth/index.js"
+    }
+  },
+  "files": [
+    "dist"
+  ],
+  "scripts": {
+    "build": "tsc",
+    "clean": "rm -rf dist",
+    "test": "vitest run",
+    "test:watch": "vitest"
+  },
+  "dependencies": {
+    "@livefolio/db": "*",
+    "@supabase/supabase-js": "^2"
+  },
+  "devDependencies": {
+    "@vitest/coverage-v8": "^4.0.18",
+    "typescript": "^5.5.3",
+    "vitest": "^4.0.18"
+  }
+}