@livefolio/sdk 0.2.10 → 0.2.11
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/market/client.d.ts.map +1 -1
- package/dist/market/client.js +25 -0
- package/dist/market/client.js.map +1 -1
- package/dist/market/index.d.ts +1 -1
- package/dist/market/index.d.ts.map +1 -1
- package/dist/market/types.d.ts +7 -0
- package/dist/market/types.d.ts.map +1 -1
- package/dist/strategy/cache.d.ts +1 -0
- package/dist/strategy/cache.d.ts.map +1 -1
- package/dist/strategy/cache.js +1 -0
- package/dist/strategy/cache.js.map +1 -1
- package/dist/strategy/index.d.ts +1 -1
- package/dist/strategy/index.d.ts.map +1 -1
- package/dist/strategy/index.js +2 -1
- package/dist/strategy/index.js.map +1 -1
- package/package.json +1 -1
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/market/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,
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1
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+
{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/market/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAsC,YAAY,EAAE,MAAM,SAAS,CAAC;AAqBhF,wBAAgB,YAAY,CAAC,MAAM,EAAE,mBAAmB,GAAG,YAAY,CAqItE"}
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package/dist/market/client.js
CHANGED
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@@ -73,6 +73,31 @@ function createMarket(client) {
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73
73
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throw new Error(`No quote available for ${symbol}`);
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74
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return quote;
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75
75
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},
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76
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+
async getSignalAndExecutionPrices(symbol, date) {
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77
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+
const result = await this.getBatchSignalAndExecutionPrices([symbol], date);
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78
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+
return result[symbol] ?? null;
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79
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+
},
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80
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+
async getBatchSignalAndExecutionPrices(symbols, date) {
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81
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+
if (symbols.length === 0)
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82
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+
return {};
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83
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+
const { data, error } = await client
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84
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+
.from('price_observations')
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85
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.select('symbol, price_330pm_et, price_400pm_et')
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86
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.in('symbol', symbols)
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87
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.eq('date', date);
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88
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if (error)
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89
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throw new Error(`Failed to fetch dual prices: ${error.message}`);
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90
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const result = {};
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for (const row of data ?? []) {
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92
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if (row.price_330pm_et == null || row.price_400pm_et == null)
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93
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continue;
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result[row.symbol] = {
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95
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signal: Number(row.price_330pm_et),
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96
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execution: Number(row.price_400pm_et),
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97
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};
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98
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+
}
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return result;
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+
},
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76
101
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async getTradingDays(startDate, endDate) {
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77
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const { data, error } = await client
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.from('trading_days')
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/market/client.ts"],"names":[],"mappings":";;AAsBA,
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1
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+
{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/market/client.ts"],"names":[],"mappings":";;AAsBA,oCAqIC;AAxJD,SAAS,sBAAsB,CAC7B,gBAAqC,EACrC,GAGC;IAED,MAAM,KAAK,GAAG,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAC7C,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACpD,MAAM,IAAI,KAAK,CAAC,iCAAiC,GAAG,CAAC,MAAM,OAAO,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC;IACjF,CAAC;IAED,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,OAAO,EAAE,CAAC,EAAE,CAAC;QAChD,MAAM,IAAI,KAAK,CAAC,iCAAiC,GAAG,CAAC,MAAM,OAAO,GAAG,CAAC,IAAI,KAAK,KAAK,EAAE,CAAC,CAAC;IAC1F,CAAC;IAED,OAAO,KAAK,CAAC;AACf,CAAC;AAED,SAAgB,YAAY,CAAC,MAA2B;IACtD,OAAO;QACL,KAAK,CAAC,cAAc,CAAC,OAAiB;YACpC,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,QAAQ,EAAE,EAAE,IAAI,EAAE,EAAE,OAAO,EAAE,EAAE,CAAC,CAAC;YACvF,IAAI,KAAK;gBAAE,MAAM,KAAK,CAAC;YACvB,OAAO,IAAqC,CAAC;QAC/C,CAAC;QAED,KAAK,CAAC,SAAS,CAAC,MAAc;YAC5B,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,cAAc,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC;YACnD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC;QACxB,CAAC;QAED,KAAK,CAAC,oBAAoB,CAAC,OAAiB,EAAE,SAAiB,EAAE,OAAe;YAC9E,MAAM,GAAG,GAAkC,MAAM,CAAC,WAAW,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;YACrG,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC;gBAAE,OAAO,GAAG,CAAC;YAErC,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM;iBACjC,IAAI,CAAC,oBAAoB,CAAC;iBAC1B,MAAM,CAAC,8BAA8B,CAAC;iBACtC,EAAE,CAAC,QAAQ,EAAE,OAAO,CAAC;iBACrB,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC;iBACtB,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC;iBACpB,KAAK,CAAC,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;YAEtC,IAAI,KAAK;gBAAE,MAAM,IAAI,KAAK,CAAC,uCAAuC,KAAK,CAAC,OAAO,EAAE,CAAC,CAAC;YAEnF,MAAM,EAAE,IAAI,EAAE,WAAW,EAAE,KAAK,EAAE,gBAAgB,EAAE,GAAG,MAAM,MAAM;iBAChE,IAAI,CAAC,cAAc,CAAC;iBACpB,MAAM,CAAC,YAAY,CAAC;iBACpB,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC;iBACtB,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC;iBACpB,KAAK,CAAC,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;YAEtC,IAAI,gBAAgB;gBAAE,MAAM,IAAI,KAAK,CAAC,iCAAiC,gBAAgB,CAAC,OAAO,EAAE,CAAC,CAAC;YAEnG,MAAM,gBAAgB,GAAG,IAAI,GAAG,CAAC,CAAC,WAAW,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;YAEzF,KAAK,MAAM,GAAG,IAAI,IAAI,IAAI,EAAE,EAAE,CAAC;gBAC7B,MAAM,MAAM,GAAG,GAAG,CAAC,MAAM,CAAC;gBAC1B,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC;oBAAE,GAAG,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC;gBACnC,GAAG,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC;oBACf,SAAS,EAAE,sBAAsB,CAAC,gBAAgB,EAAE,GAAG,CAAC;oBACxD,KAAK,EAAE,GAAG,CAAC,cAAc;iBAC1B,CAAC,CAAC;YACL,CAAC;YAED,OAAO,GAAG,CAAC;QACb,CAAC;QAED,KAAK,CAAC,eAAe,CAAC,MAAc,EAAE,SAAiB,EAAE,OAAe;YACtE,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,oBAAoB,CAAC,CAAC,MAAM,CAAC,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;YAC7E,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC;QACxB,CAAC;QAED,KAAK,CAAC,cAAc,CAAC,OAAiB;YACpC,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,OAAO,EAAE,EAAE,IAAI,EAAE,EAAE,OAAO,EAAE,EAAE,CAAC,CAAC;YACtF,IAAI,KAAK;gBAAE,MAAM,KAAK,CAAC;YACvB,OAAO,IAAmC,CAAC;QAC7C,CAAC;QAED,KAAK,CAAC,QAAQ,CAAC,MAAc;YAC3B,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,cAAc,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC;YACnD,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,IAAI;gBAAE,MAAM,IAAI,KAAK,CAAC,0BAA0B,MAAM,EAAE,CAAC,CAAC;YACvE,OAAO,KAAK,CAAC;QACf,CAAC;QAED,KAAK,CAAC,2BAA2B,CAAC,MAAc,EAAE,IAAY;YAC5D,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,gCAAgC,CAAC,CAAC,MAAM,CAAC,EAAE,IAAI,CAAC,CAAC;YAC3E,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,IAAI,CAAC;QAChC,CAAC;QAED,KAAK,CAAC,gCAAgC,CAAC,OAAiB,EAAE,IAAY;YACpE,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC;gBAAE,OAAO,EAAE,CAAC;YAEpC,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM;iBACjC,IAAI,CAAC,oBAAoB,CAAC;iBAC1B,MAAM,CAAC,wCAAwC,CAAC;iBAChD,EAAE,CAAC,QAAQ,EAAE,OAAO,CAAC;iBACrB,EAAE,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;YAEpB,IAAI,KAAK;gBAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,OAAO,EAAE,CAAC,CAAC;YAE5E,MAAM,MAAM,GAA8B,EAAE,CAAC;YAC7C,KAAK,MAAM,GAAG,IAAI,IAAI,IAAI,EAAE,EAAE,CAAC;gBAC7B,IAAI,GAAG,CAAC,cAAc,IAAI,IAAI,IAAI,GAAG,CAAC,cAAc,IAAI,IAAI;oBAAE,SAAS;gBACvE,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG;oBACnB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,cAAc,CAAC;oBAClC,SAAS,EAAE,MAAM,CAAC,GAAG,CAAC,cAAc,CAAC;iBACtC,CAAC;YACJ,CAAC;YACD,OAAO,MAAM,CAAC;QAChB,CAAC;QAED,KAAK,CAAC,cAAc,CAAC,SAAiB,EAAE,OAAe;YACrD,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM;iBACjC,IAAI,CAAC,cAAc,CAAC;iBACpB,MAAM,CAAC,4CAA4C,CAAC;iBACpD,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC;iBACtB,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC;iBACpB,KAAK,CAAC,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;YAEtC,IAAI,KAAK;gBAAE,MAAM,IAAI,KAAK,CAAC,iCAAiC,KAAK,CAAC,OAAO,EAAE,CAAC,CAAC;YAE7E,OAAO,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;gBAChC,IAAI,EAAE,GAAG,CAAC,IAAI;gBACd,IAAI,EAAE,GAAG,CAAC,OAAO;gBACjB,KAAK,EAAE,GAAG,CAAC,IAAI;gBACf,aAAa,EAAE,GAAG,CAAC,SAAS;gBAC5B,cAAc,EAAE,GAAG,CAAC,KAAK;aAC1B,CAAC,CAAC,CAAC;QACN,CAAC;QAED,KAAK,CAAC,aAAa,CAAC,IAAY;YAC9B,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM;iBACtC,IAAI,CAAC,cAAc,CAAC;iBACpB,MAAM,CAAC,4CAA4C,CAAC;iBACpD,EAAE,CAAC,MAAM,EAAE,IAAI,CAAC;iBAChB,KAAK,CAAC,CAAC,CAAC;iBACR,WAAW,EAAE,CAAC;YAEjB,IAAI,KAAK,IAAI,CAAC,GAAG;gBAAE,OAAO,IAAI,CAAC;YAE/B,OAAO;gBACL,IAAI,EAAE,GAAG,CAAC,IAAI;gBACd,IAAI,EAAE,GAAG,CAAC,OAAO;gBACjB,KAAK,EAAE,GAAG,CAAC,IAAI;gBACf,aAAa,EAAE,GAAG,CAAC,SAAS;gBAC5B,cAAc,EAAE,GAAG,CAAC,KAAK;aAC1B,CAAC;QACJ,CAAC;KACF,CAAC;AACJ,CAAC"}
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package/dist/market/index.d.ts
CHANGED
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@@ -1,4 +1,4 @@
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1
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-
export type { Observation, TradingDay, MarketModule } from './types';
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1
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+
export type { Observation, DualPrice, TradingDay, MarketModule } from './types';
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2
2
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export { createMarket } from './client';
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3
3
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export { TRACKED_TICKERS_DESCRIPTION, TRACKED_TICKERS_YFINANCE } from './trackedTickers';
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4
4
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export type { TrackedTicker } from './trackedTickers';
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@@ -1 +1 @@
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1
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-
{"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;
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1
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAChF,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AACxC,OAAO,EAAE,2BAA2B,EAAE,wBAAwB,EAAE,MAAM,kBAAkB,CAAC;AACzF,YAAY,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC"}
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package/dist/market/types.d.ts
CHANGED
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@@ -1,6 +1,11 @@
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1
1
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export interface Observation {
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2
2
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timestamp: string;
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3
3
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value: number;
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4
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+
signalValue?: number;
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5
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+
}
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6
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+
export interface DualPrice {
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7
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+
signal: number;
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8
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execution: number;
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4
9
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}
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5
10
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export interface TradingDay {
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6
11
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date: string;
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@@ -16,6 +21,8 @@ export interface MarketModule {
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16
21
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getBatchSeriesFromDb(symbols: string[], startDate: string, endDate: string): Promise<Record<string, Observation[]>>;
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17
22
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getQuote(symbol: string): Promise<Observation>;
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18
23
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getBatchQuotes(symbols: string[]): Promise<Record<string, Observation>>;
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24
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+
getSignalAndExecutionPrices(symbol: string, date: string): Promise<DualPrice | null>;
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25
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+
getBatchSignalAndExecutionPrices(symbols: string[], date: string): Promise<Record<string, DualPrice>>;
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19
26
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getTradingDays(startDate: string, endDate: string): Promise<TradingDay[]>;
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20
27
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getTradingDay(date: string): Promise<TradingDay | null>;
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21
28
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}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/market/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,WAAW;IAC1B,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;
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1
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+
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/market/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,WAAW;IAC1B,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;IACd,WAAW,CAAC,EAAE,MAAM,CAAC;CACtB;AAED,MAAM,WAAW,SAAS;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,UAAU;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;CACxB;AAED,MAAM,WAAW,YAAY;IAE3B,SAAS,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;IAClD,cAAc,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,EAAE,CAAC,CAAC,CAAC;IAC1E,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;IAC5F,oBAAoB,CAClB,OAAO,EAAE,MAAM,EAAE,EACjB,SAAS,EAAE,MAAM,EACjB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,EAAE,CAAC,CAAC,CAAC;IAG1C,QAAQ,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;IAC/C,cAAc,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAAC;IAGxE,2BAA2B,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC;IACrF,gCAAgC,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,SAAS,CAAC,CAAC,CAAC;IAGtG,cAAc,CAAC,SAAS,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,UAAU,EAAE,CAAC,CAAC;IAC1E,aAAa,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,UAAU,GAAG,IAAI,CAAC,CAAC;CACzD"}
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package/dist/strategy/cache.d.ts
CHANGED
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@@ -2,6 +2,7 @@ import type { TypedSupabaseClient } from '../types';
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2
2
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import type { MarketModule } from '../market/types';
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3
3
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import type { Strategy, StrategyEvaluation } from './types';
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4
4
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export declare function fetchSignalStates(client: TypedSupabaseClient, strategyId: number): Promise<Record<string, boolean>>;
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5
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+
export declare function fetchIndicatorKeyMap(client: TypedSupabaseClient, strategyId: number): Promise<Map<string, number>>;
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5
6
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export declare function fetchIndicatorMetadata(client: TypedSupabaseClient, strategyId: number): Promise<Record<string, unknown>>;
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6
7
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export declare function evaluateCached(client: TypedSupabaseClient, market: MarketModule, strategy: Strategy, at: Date): Promise<StrategyEvaluation>;
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8
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//# sourceMappingURL=cache.d.ts.map
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@@ -1 +1 @@
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1
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-
{"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;
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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;AAmDD,wBAAsB,oBAAoB,CACxC,MAAM,EAAE,mBAAmB,EAC3B,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAyB9B;AA6CD,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
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.fetchSignalStates = fetchSignalStates;
|
|
4
|
+
exports.fetchIndicatorKeyMap = fetchIndicatorKeyMap;
|
|
4
5
|
exports.fetchIndicatorMetadata = fetchIndicatorMetadata;
|
|
5
6
|
exports.evaluateCached = evaluateCached;
|
|
6
7
|
const evaluate_1 = require("./evaluate");
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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+
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|
package/dist/strategy/index.d.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
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, StrategyDraft, StrategyAllocationDraft, SignalNameExpr, NotSignalNameExpr, SignalNameUnaryExpr, SignalNameAndExpr, SignalNameOrExpr, SignalNameCondition, BacktestOptions, BacktestDebugOptions, BacktestRebalanceConfig, BacktestResult, BacktestTrade, BacktestTimeseries, BacktestSummary, BacktestAnnualTax, } from './types';
|
|
2
2
|
export { createStrategy } from './client';
|
|
3
3
|
export { get, getMany } from './get';
|
|
4
|
-
export { evaluateCached } from './cache';
|
|
4
|
+
export { evaluateCached, fetchIndicatorKeyMap } from './cache';
|
|
5
5
|
export { stream } from './stream';
|
|
6
6
|
export { backtest, backtestWithMarketData, backtestRulesWithMarketData } from './backtest';
|
|
7
7
|
export { computePerformanceMetrics } from './performance';
|
|
@@ -1 +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,iBAAiB,EACjB,aAAa,EACb,uBAAuB,EACvB,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,iBAAiB,EACjB,gBAAgB,EAChB,mBAAmB,EACnB,eAAe,EACf,oBAAoB,EACpB,uBAAuB,EACvB,cAAc,EACd,aAAa,EACb,kBAAkB,EAClB,eAAe,EACf,iBAAiB,GAClB,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;
|
|
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,iBAAiB,EACjB,aAAa,EACb,uBAAuB,EACvB,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,iBAAiB,EACjB,gBAAgB,EAChB,mBAAmB,EACnB,eAAe,EACf,oBAAoB,EACpB,uBAAuB,EACvB,cAAc,EACd,aAAa,EACb,kBAAkB,EAClB,eAAe,EACf,iBAAiB,GAClB,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,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAC/D,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAClC,OAAO,EAAE,QAAQ,EAAE,sBAAsB,EAAE,2BAA2B,EAAE,MAAM,YAAY,CAAC;AAC3F,OAAO,EAAE,yBAAyB,EAAE,MAAM,eAAe,CAAC;AAC1D,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACvC,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;AAElD,OAAO,EACL,+BAA+B,EAC/B,uBAAuB,EACvB,qBAAqB,EACrB,0BAA0B,EAC1B,uBAAuB,GACxB,MAAM,aAAa,CAAC;AAErB,YAAY,EACV,sBAAsB,EACtB,2BAA2B,EAC3B,4BAA4B,GAC7B,MAAM,aAAa,CAAC"}
|
package/dist/strategy/index.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.ensureLivefolioStrategy = exports.hashLivefolioStrategyDraft = exports.deriveLivefolioLinkId = exports.hashLivefolioDefinition = exports.canonicalizeLivefolioDefinition = 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.compileRules = exports.computePerformanceMetrics = exports.backtestRulesWithMarketData = exports.backtestWithMarketData = exports.backtest = exports.stream = exports.evaluateCached = exports.getMany = exports.get = exports.createStrategy = void 0;
|
|
3
|
+
exports.ensureLivefolioStrategy = exports.hashLivefolioStrategyDraft = exports.deriveLivefolioLinkId = exports.hashLivefolioDefinition = exports.canonicalizeLivefolioDefinition = 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.compileRules = exports.computePerformanceMetrics = exports.backtestRulesWithMarketData = exports.backtestWithMarketData = exports.backtest = exports.stream = exports.fetchIndicatorKeyMap = exports.evaluateCached = exports.getMany = exports.get = exports.createStrategy = void 0;
|
|
4
4
|
var client_1 = require("./client");
|
|
5
5
|
Object.defineProperty(exports, "createStrategy", { enumerable: true, get: function () { return client_1.createStrategy; } });
|
|
6
6
|
var get_1 = require("./get");
|
|
@@ -8,6 +8,7 @@ Object.defineProperty(exports, "get", { enumerable: true, get: function () { ret
|
|
|
8
8
|
Object.defineProperty(exports, "getMany", { enumerable: true, get: function () { return get_1.getMany; } });
|
|
9
9
|
var cache_1 = require("./cache");
|
|
10
10
|
Object.defineProperty(exports, "evaluateCached", { enumerable: true, get: function () { return cache_1.evaluateCached; } });
|
|
11
|
+
Object.defineProperty(exports, "fetchIndicatorKeyMap", { enumerable: true, get: function () { return cache_1.fetchIndicatorKeyMap; } });
|
|
11
12
|
var stream_1 = require("./stream");
|
|
12
13
|
Object.defineProperty(exports, "stream", { enumerable: true, get: function () { return stream_1.stream; } });
|
|
13
14
|
var backtest_1 = require("./backtest");
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/strategy/index.ts"],"names":[],"mappings":";;;AA2CA,mCAA0C;AAAjC,wGAAA,cAAc,OAAA;AACvB,6BAAqC;AAA5B,0FAAA,GAAG,OAAA;AAAE,8FAAA,OAAO,OAAA;AACrB,
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/strategy/index.ts"],"names":[],"mappings":";;;AA2CA,mCAA0C;AAAjC,wGAAA,cAAc,OAAA;AACvB,6BAAqC;AAA5B,0FAAA,GAAG,OAAA;AAAE,8FAAA,OAAO,OAAA;AACrB,iCAA+D;AAAtD,uGAAA,cAAc,OAAA;AAAE,6GAAA,oBAAoB,OAAA;AAC7C,mCAAkC;AAAzB,gGAAA,MAAM,OAAA;AACf,uCAA2F;AAAlF,oGAAA,QAAQ,OAAA;AAAE,kHAAA,sBAAsB,OAAA;AAAE,uHAAA,2BAA2B,OAAA;AACtE,6CAA0D;AAAjD,wHAAA,yBAAyB,OAAA;AAClC,iCAAuC;AAA9B,qGAAA,YAAY,OAAA;AACrB,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;AAEjC,yCAMqB;AALnB,4HAAA,+BAA+B,OAAA;AAC/B,oHAAA,uBAAuB,OAAA;AACvB,kHAAA,qBAAqB,OAAA;AACrB,uHAAA,0BAA0B,OAAA;AAC1B,oHAAA,uBAAuB,OAAA"}
|