@livefolio/sdk 0.2.1 → 0.2.3

package/README.md

@@ -8,9 +8,7 @@ TypeScript SDK for market data, strategy evaluation, and portfolio management.
 npm install @livefolio/sdk
 ```
 
-## Getting Started
-
-All modules are created from a single Supabase client:
+## Quick Start
 
 ```ts
 import { createLivefolioClient } from '@livefolio/sdk';
@@ -20,171 +18,47 @@ 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
+## Modules
 
-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
+| Module | Description |
+|--------|-------------|
+| `livefolio.auth` | Authentication (user, session, sign-out) |
+| `livefolio.market` | Historical series, real-time quotes, trading calendar |
+| `livefolio.strategy` | Strategy retrieval, cached evaluation, live streaming |
+| `livefolio.portfolio` | Brokerage account aggregation (stub) |
 
 ```ts
+// Fetch and evaluate a strategy
 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
+  console.log(result.allocation.name, result.allocation.holdings);
 }
-```
 
-### 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
+// Market data
+const series = await livefolio.market.getBatchSeries(['SPY', 'BND']);
+const quote = await livefolio.market.getQuote('SPY');
+```
 
-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`.
+Modules can also be imported individually:
 
 ```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);
+import { createMarket } from '@livefolio/sdk/market';
+import { createStrategy } from '@livefolio/sdk/strategy';
 ```
 
----
-
-## Portfolio
+## Documentation
 
-Brokerage account aggregation and trade order management. This module is planned but not yet implemented.
-
----
+Full method reference, arguments, return types, and usage examples: **[docs/](./docs/)**
 
 ## 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
-```
+PRs to `main` run build + tests and enforce a version bump. Merges auto-publish to npm.
 
 ## License
 

package/dist/strategy/backtest.d.ts

@@ -0,0 +1,3 @@
+import type { Strategy, BacktestOptions, BacktestResult } from './types';
+export declare function backtest(_strategy: Strategy, _options: BacktestOptions): Promise<BacktestResult>;
+//# sourceMappingURL=backtest.d.ts.map

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

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

@@ -0,0 +1,7 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.backtest = backtest;
+async function backtest(_strategy, _options) {
+    throw new Error('Not implemented');
+}
+//# sourceMappingURL=backtest.js.map

package/dist/strategy/backtest.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"backtest.js","sourceRoot":"","sources":["../../src/strategy/backtest.ts"],"names":[],"mappings":";;AAEA,4BAEC;AAFM,KAAK,UAAU,QAAQ,CAAC,SAAmB,EAAE,QAAyB;IAC3E,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;AACrC,CAAC"}

package/dist/strategy/cache.d.ts

@@ -0,0 +1,7 @@
+import type { TypedSupabaseClient } from '../types';
+import type { MarketModule } from '../market/types';
+import type { Strategy, StrategyEvaluation } from './types';
+export declare function fetchSignalStates(client: TypedSupabaseClient, strategyId: number): Promise<Record<string, boolean>>;
+export declare function fetchIndicatorMetadata(client: TypedSupabaseClient, strategyId: number): Promise<Record<string, unknown>>;
+export declare function evaluateCached(client: TypedSupabaseClient, market: MarketModule, strategy: Strategy, at: Date): Promise<StrategyEvaluation>;
+//# sourceMappingURL=cache.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"cache.d.ts","sourceRoot":"","sources":["../../src/strategy/cache.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AACpD,OAAO,KAAK,EAIV,QAAQ,EACR,kBAAkB,EAKnB,MAAM,SAAS,CAAC;AAoEjB,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,mBAAmB,EAC3B,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC,CA6ClC;AA4HD,wBAAsB,sBAAsB,CAC1C,MAAM,EAAE,mBAAmB,EAC3B,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC,CA+BlC;AAgDD,wBAAsB,cAAc,CAClC,MAAM,EAAE,mBAAmB,EAC3B,MAAM,EAAE,YAAY,EACpB,QAAQ,EAAE,QAAQ,EAClB,EAAE,EAAE,IAAI,GACP,OAAO,CAAC,kBAAkB,CAAC,CAwF7B"}

package/dist/strategy/cache.js

@@ -0,0 +1,312 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.fetchSignalStates = fetchSignalStates;
+exports.fetchIndicatorMetadata = fetchIndicatorMetadata;
+exports.evaluateCached = evaluateCached;
+const evaluate_1 = require("./evaluate");
+const symbols_1 = require("./symbols");
+// ---------------------------------------------------------------------------
+// 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,
+    };
+}
+// ---------------------------------------------------------------------------
+// DB helpers
+// ---------------------------------------------------------------------------
+async function fetchSignalStates(client, strategyId) {
+    const db = client;
+    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(client, strategyId, tradingDayId) {
+    const db = client;
+    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(client, strategyId) {
+    const db = client;
+    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(client, strategyId, tradingDayId) {
+    const db = client;
+    const keyToId = await fetchIndicatorKeyMap(client, 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(client, strategyId) {
+    const db = client;
+    const keyToId = await fetchIndicatorKeyMap(client, 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(client, strategy, result, tradingDayId) {
+    const db = client;
+    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 };
+    });
+    const keyToId = stratRow ? await fetchIndicatorKeyMap(client, 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}`);
+}
+// ---------------------------------------------------------------------------
+// Cache-through evaluation (exported)
+// ---------------------------------------------------------------------------
+async function evaluateCached(client, market, strategy, at) {
+    const db = client;
+    // 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);
+    // 3. No DB strategy → pure eval
+    if (!stratRow)
+        return (0, evaluate_1.evaluate)(strategy, options);
+    // 4. 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);
+    // 5. 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(client, stratRow.id, tdRow.id),
+            fetchIndicatorEvaluationsForDay(client, stratRow.id, tdRow.id),
+        ]);
+        return {
+            allocation: {
+                name: namedAlloc.name,
+                holdings: namedAlloc.allocation.holdings,
+            },
+            asOf: evaluationDate,
+            signals,
+            indicators,
+        };
+    }
+    // 6. CACHE MISS — fetch prior state, evaluate, store
+    const [prevSignals, prevMeta] = await Promise.all([
+        fetchSignalStates(client, stratRow.id),
+        fetchIndicatorMetadata(client, stratRow.id),
+    ]);
+    const result = (0, evaluate_1.evaluate)(strategy, {
+        ...options,
+        previousSignalStates: prevSignals,
+        previousIndicatorMetadata: prevMeta,
+    });
+    // Store (non-blocking)
+    storeResult(client, strategy, result, tdRow.id).catch(err => console.error('Failed to store evaluation:', err));
+    return result;
+}
+//# sourceMappingURL=cache.js.map

package/dist/strategy/cache.js.map

@@ -0,0 +1 @@
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package/dist/strategy/client.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/strategy/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAMV,cAAc,EAOf,MAAM,SAAS,CAAC;AAwEjB,wBAAgB,cAAc,CAAC,MAAM,EAAE,mBAAmB,GAAG,cAAc,CAwX1E"}
+{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/strategy/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,SAAS,CAAC;AAc9C,wBAAgB,cAAc,CAAC,MAAM,EAAE,mBAAmB,GAAG,cAAc,CAc1E"}

package/dist/strategy/client.js

@@ -4,347 +4,23 @@ 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
-// ---------------------------------------------------------------------------
+const get_1 = require("./get");
+const cache_1 = require("./cache");
+const stream_1 = require("./stream");
+const backtest_1 = require("./backtest");
 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) -----
+        get: (linkId) => (0, get_1.get)(client, linkId),
+        getMany: (linkIds) => (0, get_1.getMany)(client, linkIds),
+        evaluate: (strategy, at) => (0, cache_1.evaluateCached)(client, market, strategy, at),
         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');
-        },
+        stream: (strategy, observation) => (0, stream_1.stream)(client, market, strategy, observation),
+        backtest: backtest_1.backtest,
     };
 }
 //# sourceMappingURL=client.js.map

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+{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/strategy/client.ts"],"names":[],"mappings":";;AAeA,wCAcC;AA3BD,yCAKoB;AACpB,uCAAiE;AACjE,6CAAgD;AAChD,+BAAqC;AACrC,mCAAyC;AACzC,qCAAkC;AAClC,yCAAsC;AAEtC,SAAgB,cAAc,CAAC,MAA2B;IACxD,MAAM,MAAM,GAAG,IAAA,qBAAY,EAAC,MAAM,CAAC,CAAC;IACpC,OAAO;QACL,GAAG,EAAE,CAAC,MAAM,EAAE,EAAE,CAAC,IAAA,SAAG,EAAC,MAAM,EAAE,MAAM,CAAC;QACpC,OAAO,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAA,aAAO,EAAC,MAAM,EAAE,OAAO,CAAC;QAC9C,QAAQ,EAAE,CAAC,QAAQ,EAAE,EAAE,EAAE,EAAE,CAAC,IAAA,sBAAc,EAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,EAAE,CAAC;QACxE,iBAAiB,EAAE,4BAAqB;QACxC,cAAc,EAAE,yBAAkB;QAClC,kBAAkB,EAAE,6BAAsB;QAC1C,iBAAiB,EAAE,4BAAqB;QACxC,cAAc,EAAE,wBAAkB;QAClC,MAAM,EAAE,CAAC,QAAQ,EAAE,WAAW,EAAE,EAAE,CAAC,IAAA,eAAM,EAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,WAAW,CAAC;QAChF,QAAQ,EAAR,mBAAQ;KACT,CAAC;AACJ,CAAC"}

package/dist/strategy/get.d.ts

@@ -0,0 +1,5 @@
+import type { TypedSupabaseClient } from '../types';
+import type { Strategy } from './types';
+export declare function get(client: TypedSupabaseClient, linkId: string): Promise<Strategy | null>;
+export declare function getMany(client: TypedSupabaseClient, linkIds: string[]): Promise<Record<string, Strategy>>;
+//# sourceMappingURL=get.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"get.d.ts","sourceRoot":"","sources":["../../src/strategy/get.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAC;AAExC,wBAAsB,GAAG,CAAC,MAAM,EAAE,mBAAmB,EAAE,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,QAAQ,GAAG,IAAI,CAAC,CAM/F;AAED,wBAAsB,OAAO,CAAC,MAAM,EAAE,mBAAmB,EAAE,OAAO,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC,CAU/G"}

package/dist/strategy/get.js

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.get = get;
+exports.getMany = getMany;
+async function get(client, linkId) {
+    const { data, error } = await client.functions.invoke('strategy', {
+        body: { linkId },
+    });
+    if (error || !data)
+        return null;
+    return data;
+}
+async function getMany(client, linkIds) {
+    if (linkIds.length === 0)
+        return {};
+    const result = {};
+    const promises = linkIds.map(async (id) => {
+        const strategy = await get(client, id);
+        if (strategy)
+            result[id] = strategy;
+    });
+    await Promise.all(promises);
+    return result;
+}
+//# sourceMappingURL=get.js.map

package/dist/strategy/get.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"get.js","sourceRoot":"","sources":["../../src/strategy/get.ts"],"names":[],"mappings":";;AAGA,kBAMC;AAED,0BAUC;AAlBM,KAAK,UAAU,GAAG,CAAC,MAA2B,EAAE,MAAc;IACnE,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,EAAE;QAChE,IAAI,EAAE,EAAE,MAAM,EAAE;KACjB,CAAC,CAAC;IACH,IAAI,KAAK,IAAI,CAAC,IAAI;QAAE,OAAO,IAAI,CAAC;IAChC,OAAO,IAAgB,CAAC;AAC1B,CAAC;AAEM,KAAK,UAAU,OAAO,CAAC,MAA2B,EAAE,OAAiB;IAC1E,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,EAAE,CAAC;IAEpC,MAAM,MAAM,GAA6B,EAAE,CAAC;IAC5C,MAAM,QAAQ,GAAG,OAAO,CAAC,GAAG,CAAC,KAAK,EAAE,EAAE,EAAE,EAAE;QACxC,MAAM,QAAQ,GAAG,MAAM,GAAG,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;QACvC,IAAI,QAAQ;YAAE,MAAM,CAAC,EAAE,CAAC,GAAG,QAAQ,CAAC;IACtC,CAAC,CAAC,CAAC;IACH,MAAM,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC5B,OAAO,MAAM,CAAC;AAChB,CAAC"}

package/dist/strategy/index.d.ts

@@ -1,5 +1,9 @@
-export type { StrategyModule, Strategy, NamedSignal, AllocationEvaluation, Signal, Allocation, Indicator, Ticker, Holding, Trading, Condition, SignalExpr, NotExpr, UnaryExpr, AndExpr, OrExpr, Comparison, IndicatorType, Frequency, Unit, EvaluationOptions, IndicatorEvaluation, StrategyEvaluation, BacktestOptions, BacktestResult, } from './types';
+export type { StrategyModule, Strategy, NamedSignal, AllocationEvaluation, Signal, Allocation, Indicator, Ticker, Holding, Trading, Condition, SignalExpr, NotExpr, UnaryExpr, AndExpr, OrExpr, Comparison, IndicatorType, Frequency, Unit, EvaluationOptions, IndicatorEvaluation, StrategyEvaluation, StreamObservation, BacktestOptions, BacktestResult, } from './types';
 export { createStrategy } from './client';
+export { get, getMany } from './get';
+export { evaluateCached } from './cache';
+export { stream } from './stream';
+export { backtest } from './backtest';
 export { evaluateIndicator, evaluateSignal, evaluateAllocation, evaluate, getEvaluationDate, indicatorKey, signalKey } from './evaluate';
 export { extractSymbols, INDICATOR_SYMBOL_MAP } from './symbols';
 export { utcToET, isAtMarketClose } from './time';

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/strategy/index.ts"],"names":[],"mappings":"AAAA,YAAY,EACV,cAAc,EACd,QAAQ,EACR,WAAW,EACX,oBAAoB,EACpB,MAAM,EACN,UAAU,EACV,SAAS,EACT,MAAM,EACN,OAAO,EACP,OAAO,EACP,SAAS,EACT,UAAU,EACV,OAAO,EACP,SAAS,EACT,OAAO,EACP,MAAM,EACN,UAAU,EACV,aAAa,EACb,SAAS,EACT,IAAI,EACJ,iBAAiB,EACjB,mBAAmB,EACnB,kBAAkB,EAClB,eAAe,EACf,cAAc,GACf,MAAM,SAAS,CAAC;AAEjB,OAAO,EAAE,cAAc,EAAE,MAAM,UAAU,CAAC;AAC1C,OAAO,EAAE,iBAAiB,EAAE,cAAc,EAAE,kBAAkB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,YAAY,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AACzI,OAAO,EAAE,cAAc,EAAE,oBAAoB,EAAE,MAAM,WAAW,CAAC;AACjE,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,MAAM,QAAQ,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/strategy/index.ts"],"names":[],"mappings":"AAAA,YAAY,EACV,cAAc,EACd,QAAQ,EACR,WAAW,EACX,oBAAoB,EACpB,MAAM,EACN,UAAU,EACV,SAAS,EACT,MAAM,EACN,OAAO,EACP,OAAO,EACP,SAAS,EACT,UAAU,EACV,OAAO,EACP,SAAS,EACT,OAAO,EACP,MAAM,EACN,UAAU,EACV,aAAa,EACb,SAAS,EACT,IAAI,EACJ,iBAAiB,EACjB,mBAAmB,EACnB,kBAAkB,EAClB,iBAAiB,EACjB,eAAe,EACf,cAAc,GACf,MAAM,SAAS,CAAC;AAEjB,OAAO,EAAE,cAAc,EAAE,MAAM,UAAU,CAAC;AAC1C,OAAO,EAAE,GAAG,EAAE,OAAO,EAAE,MAAM,OAAO,CAAC;AACrC,OAAO,EAAE,cAAc,EAAE,MAAM,SAAS,CAAC;AACzC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAClC,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AACtC,OAAO,EAAE,iBAAiB,EAAE,cAAc,EAAE,kBAAkB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,YAAY,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AACzI,OAAO,EAAE,cAAc,EAAE,oBAAoB,EAAE,MAAM,WAAW,CAAC;AACjE,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,MAAM,QAAQ,CAAC"}

package/dist/strategy/index.js

@@ -1,8 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isAtMarketClose = exports.utcToET = exports.INDICATOR_SYMBOL_MAP = exports.extractSymbols = exports.signalKey = exports.indicatorKey = exports.getEvaluationDate = exports.evaluate = exports.evaluateAllocation = exports.evaluateSignal = exports.evaluateIndicator = exports.createStrategy = void 0;
+exports.isAtMarketClose = exports.utcToET = exports.INDICATOR_SYMBOL_MAP = exports.extractSymbols = exports.signalKey = exports.indicatorKey = exports.getEvaluationDate = exports.evaluate = exports.evaluateAllocation = exports.evaluateSignal = exports.evaluateIndicator = exports.backtest = exports.stream = exports.evaluateCached = exports.getMany = exports.get = exports.createStrategy = void 0;
 var client_1 = require("./client");
 Object.defineProperty(exports, "createStrategy", { enumerable: true, get: function () { return client_1.createStrategy; } });
+var get_1 = require("./get");
+Object.defineProperty(exports, "get", { enumerable: true, get: function () { return get_1.get; } });
+Object.defineProperty(exports, "getMany", { enumerable: true, get: function () { return get_1.getMany; } });
+var cache_1 = require("./cache");
+Object.defineProperty(exports, "evaluateCached", { enumerable: true, get: function () { return cache_1.evaluateCached; } });
+var stream_1 = require("./stream");
+Object.defineProperty(exports, "stream", { enumerable: true, get: function () { return stream_1.stream; } });
+var backtest_1 = require("./backtest");
+Object.defineProperty(exports, "backtest", { enumerable: true, get: function () { return backtest_1.backtest; } });
 var evaluate_1 = require("./evaluate");
 Object.defineProperty(exports, "evaluateIndicator", { enumerable: true, get: function () { return evaluate_1.evaluateIndicator; } });
 Object.defineProperty(exports, "evaluateSignal", { enumerable: true, get: function () { return evaluate_1.evaluateSignal; } });

package/dist/strategy/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/strategy/index.ts"],"names":[],"mappings":";;;AA6BA,mCAA0C;AAAjC,wGAAA,cAAc,OAAA;AACvB,6BAAqC;AAA5B,0FAAA,GAAG,OAAA;AAAE,8FAAA,OAAO,OAAA;AACrB,iCAAyC;AAAhC,uGAAA,cAAc,OAAA;AACvB,mCAAkC;AAAzB,gGAAA,MAAM,OAAA;AACf,uCAAsC;AAA7B,oGAAA,QAAQ,OAAA;AACjB,uCAAyI;AAAhI,6GAAA,iBAAiB,OAAA;AAAE,0GAAA,cAAc,OAAA;AAAE,8GAAA,kBAAkB,OAAA;AAAE,oGAAA,QAAQ,OAAA;AAAE,6GAAA,iBAAiB,OAAA;AAAE,wGAAA,YAAY,OAAA;AAAE,qGAAA,SAAS,OAAA;AACpH,qCAAiE;AAAxD,yGAAA,cAAc,OAAA;AAAE,+GAAA,oBAAoB,OAAA;AAC7C,+BAAkD;AAAzC,+FAAA,OAAO,OAAA;AAAE,uGAAA,eAAe,OAAA"}

package/dist/strategy/stream.d.ts

@@ -0,0 +1,5 @@
+import type { TypedSupabaseClient } from '../types';
+import type { MarketModule } from '../market/types';
+import type { Strategy, StrategyEvaluation, StreamObservation } from './types';
+export declare function stream(client: TypedSupabaseClient, market: MarketModule, strategy: Strategy, observation: StreamObservation | StreamObservation[]): Promise<StrategyEvaluation>;
+//# sourceMappingURL=stream.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"stream.d.ts","sourceRoot":"","sources":["../../src/strategy/stream.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,YAAY,EAAe,MAAM,iBAAiB,CAAC;AACjE,OAAO,KAAK,EAAE,QAAQ,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAC;AAsB/E,wBAAsB,MAAM,CAC1B,MAAM,EAAE,mBAAmB,EAC3B,MAAM,EAAE,YAAY,EACpB,QAAQ,EAAE,QAAQ,EAClB,WAAW,EAAE,iBAAiB,GAAG,iBAAiB,EAAE,GACnD,OAAO,CAAC,kBAAkB,CAAC,CAyC7B"}

package/dist/strategy/stream.js

@@ -0,0 +1,58 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.stream = stream;
+const evaluate_1 = require("./evaluate");
+const symbols_1 = require("./symbols");
+const cache_1 = require("./cache");
+function mergeObservations(batchSeries, observations) {
+    let merged = { ...batchSeries };
+    for (const obs of observations) {
+        const series = [...(merged[obs.symbol] ?? [])];
+        const obsDate = obs.timestamp.slice(0, 10); // YYYY-MM-DD
+        const idx = series.findIndex(o => o.timestamp.slice(0, 10) === obsDate);
+        const entry = { timestamp: obs.timestamp, value: obs.value };
+        if (idx >= 0)
+            series[idx] = entry; // replace incomplete bar
+        else
+            series.push(entry); // append new day
+        merged = { ...merged, [obs.symbol]: series };
+    }
+    return merged;
+}
+async function stream(client, market, strategy, observation) {
+    const observations = Array.isArray(observation) ? observation : [observation];
+    if (observations.length === 0) {
+        throw new Error('stream() requires at least one observation');
+    }
+    // 1. Fetch historical series for all symbols
+    const symbols = (0, symbols_1.extractSymbols)(strategy);
+    const batchSeries = await market.getBatchSeries(symbols);
+    // 2. Merge the incoming observations into the series (replace same-date or append)
+    const mergedSeries = mergeObservations(batchSeries, observations);
+    // 3. Build evaluation options with latest observation timestamp
+    const at = new Date(observations[observations.length - 1].timestamp);
+    const options = { at, batchSeries: mergedSeries };
+    // 4. Fetch prior signal states for hysteresis (read-only, no cache write)
+    const stratRow = await client
+        .from('strategies')
+        .select('id')
+        .eq('link_id', strategy.linkId)
+        .limit(1)
+        .maybeSingle()
+        .then(({ data }) => data);
+    let prevSignals = {};
+    let prevMeta = {};
+    if (stratRow) {
+        [prevSignals, prevMeta] = await Promise.all([
+            (0, cache_1.fetchSignalStates)(client, stratRow.id),
+            (0, cache_1.fetchIndicatorMetadata)(client, stratRow.id),
+        ]);
+    }
+    // 5. Evaluate (skip cache check and result storage — interim data)
+    return (0, evaluate_1.evaluate)(strategy, {
+        ...options,
+        previousSignalStates: prevSignals,
+        previousIndicatorMetadata: prevMeta,
+    });
+}
+//# sourceMappingURL=stream.js.map

package/dist/strategy/stream.js.map

@@ -0,0 +1 @@
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package/dist/strategy/types.d.ts

@@ -87,6 +87,11 @@ export interface StrategyEvaluation {
     signals: Record<string, boolean>;
     indicators: Record<string, IndicatorEvaluation>;
 }
+export interface StreamObservation {
+    symbol: string;
+    timestamp: string;
+    value: number;
+}
 export interface BacktestOptions {
     startDate: string;
     endDate: string;
@@ -102,6 +107,7 @@ export interface StrategyModule {
     evaluateAllocation(allocation: Allocation, options: EvaluationOptions): boolean;
     getEvaluationDate(trading: Trading, options: EvaluationOptions): Date;
     extractSymbols(strategy: Strategy): string[];
+    stream(strategy: Strategy, observation: StreamObservation | StreamObservation[]): Promise<StrategyEvaluation>;
     backtest(strategy: Strategy, options: BacktestOptions): Promise<BacktestResult>;
 }
 //# sourceMappingURL=types.d.ts.map

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

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@livefolio/sdk",
-  "version": "0.2.1",
+  "version": "0.2.3",
   "description": "Livefolio SDK — market data, strategy evaluation, and portfolio management",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",