@livefolio/sdk 0.2.10 → 0.2.12

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

@@ -1 +1 @@
-{"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,EAA2B,YAAY,EAAE,MAAM,SAAS,CAAC;AAqBrE,wBAAgB,YAAY,CAAC,MAAM,EAAE,mBAAmB,GAAG,YAAY,CA0GtE"}
+{"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"}

package/dist/market/client.js

@@ -73,6 +73,31 @@ function createMarket(client) {
                 throw new Error(`No quote available for ${symbol}`);
             return quote;
         },
+        async getSignalAndExecutionPrices(symbol, date) {
+            const result = await this.getBatchSignalAndExecutionPrices([symbol], date);
+            return result[symbol] ?? null;
+        },
+        async getBatchSignalAndExecutionPrices(symbols, date) {
+            if (symbols.length === 0)
+                return {};
+            const { data, error } = await client
+                .from('price_observations')
+                .select('symbol, price_330pm_et, price_400pm_et')
+                .in('symbol', symbols)
+                .eq('date', date);
+            if (error)
+                throw new Error(`Failed to fetch dual prices: ${error.message}`);
+            const result = {};
+            for (const row of data ?? []) {
+                if (row.price_330pm_et == null || row.price_400pm_et == null)
+                    continue;
+                result[row.symbol] = {
+                    signal: Number(row.price_330pm_et),
+                    execution: Number(row.price_400pm_et),
+                };
+            }
+            return result;
+        },
         async getTradingDays(startDate, endDate) {
             const { data, error } = await client
                 .from('trading_days')

package/dist/market/client.js.map

@@ -1 +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;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package/dist/market/index.d.ts

@@ -1,4 +1,4 @@
-export type { Observation, TradingDay, MarketModule } from './types';
+export type { Observation, DualPrice, TradingDay, MarketModule } from './types';
 export { createMarket } from './client';
 export { TRACKED_TICKERS_DESCRIPTION, TRACKED_TICKERS_YFINANCE } from './trackedTickers';
 export type { TrackedTicker } from './trackedTickers';

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,WAAW,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACrE,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AACxC,OAAO,EAAE,2BAA2B,EAAE,wBAAwB,EAAE,MAAM,kBAAkB,CAAC;AACzF,YAAY,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC"}
+{"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"}

package/dist/market/types.d.ts

@@ -1,6 +1,11 @@
 export interface Observation {
     timestamp: string;
     value: number;
+    signalValue?: number;
+}
+export interface DualPrice {
+    signal: number;
+    execution: number;
 }
 export interface TradingDay {
     date: string;
@@ -16,6 +21,8 @@ export interface MarketModule {
     getBatchSeriesFromDb(symbols: string[], startDate: string, endDate: string): Promise<Record<string, Observation[]>>;
     getQuote(symbol: string): Promise<Observation>;
     getBatchQuotes(symbols: string[]): Promise<Record<string, Observation>>;
+    getSignalAndExecutionPrices(symbol: string, date: string): Promise<DualPrice | null>;
+    getBatchSignalAndExecutionPrices(symbols: string[], date: string): Promise<Record<string, DualPrice>>;
     getTradingDays(startDate: string, endDate: string): Promise<TradingDay[]>;
     getTradingDay(date: string): Promise<TradingDay | null>;
 }

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

@@ -1 +1 @@
-{"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;CACf;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,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"}
+{"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"}

package/dist/strategy/backtest.js

@@ -86,12 +86,12 @@ function getRequiredSymbols(strategy) {
             return;
         push(indicator.ticker.symbol);
     };
-    for (const ns of strategy.signals) {
-        pushIndicatorSymbol(ns.signal.left);
-        pushIndicatorSymbol(ns.signal.right);
+    for (const signal of Object.values(strategy.signals)) {
+        pushIndicatorSymbol(signal.left);
+        pushIndicatorSymbol(signal.right);
     }
-    for (const allocation of strategy.allocations) {
-        for (const holding of allocation.allocation.holdings) {
+    for (const allocation of Object.values(strategy.allocations)) {
+        for (const holding of allocation.holdings) {
             push(holding.ticker.symbol);
         }
     }
@@ -104,8 +104,8 @@ function maxSignalWindow(signal) {
 }
 function calculateLookbackBufferDays(strategy) {
     let maxLookback = 0;
-    for (const namedSignal of strategy.signals) {
-        maxLookback = Math.max(maxLookback, maxSignalWindow(namedSignal.signal));
+    for (const signal of Object.values(strategy.signals)) {
+        maxLookback = Math.max(maxLookback, maxSignalWindow(signal));
     }
     const visitCondition = (condition) => {
         if (condition.kind === 'signal' || condition.kind === 'not') {
@@ -122,13 +122,13 @@ function calculateLookbackBufferDays(strategy) {
             visitCondition(group);
         }
     };
-    for (const allocation of strategy.allocations) {
-        visitCondition(allocation.allocation.condition);
+    for (const allocation of Object.values(strategy.allocations)) {
+        visitCondition(allocation.condition);
     }
     return Math.ceil(maxLookback * 1.5) + 30;
 }
 function validateFallbackAllocation(strategy) {
-    if (strategy.allocations.length === 0) {
+    if (Object.keys(strategy.allocations).length === 0) {
         throw new Error('Strategy must include at least one allocation.');
     }
 }
@@ -369,7 +369,7 @@ function isCalendarRebalanceDue(frequency, date, lastRebalancedDate) {
     return date.slice(0, 4) !== lastRebalancedDate.slice(0, 4);
 }
 function getRebalanceConfig(allocation, options, allocationName) {
-    return options.allocationRebalance?.[allocationName] ?? allocation.allocation.rebalance ?? { mode: 'on_change' };
+    return options.allocationRebalance?.[allocationName] ?? allocation.rebalance ?? { mode: 'on_change' };
 }
 function computeAllocationDriftPct(positions, pricesByPosition, targetShares, totalValue) {
     if (!Number.isFinite(totalValue) || totalValue <= 0)
@@ -424,8 +424,8 @@ async function backtest(strategy, options) {
     timings.validateMs = nowMs() - tValidateStart;
     const initialCapital = options.initialCapital ?? 100_000;
     const requiredPositions = new Map();
-    for (const allocation of strategy.allocations) {
-        for (const holding of allocation.allocation.holdings) {
+    for (const allocation of Object.values(strategy.allocations)) {
+        for (const holding of allocation.holdings) {
             requiredPositions.set(positionKey(holding.ticker.symbol, holding.ticker.leverage), {
                 symbol: holding.ticker.symbol,
                 leverage: holding.ticker.leverage,
@@ -486,7 +486,7 @@ async function backtest(strategy, options) {
         const asOfDate = toDateYmd(evaluation.asOf);
         const evaluationDue = asOfDate === currentDate;
         const allocationChanged = previousAllocationName !== evaluation.allocation.name;
-        const currentAllocation = strategy.allocations.find((allocation) => allocation.name === evaluation.allocation.name);
+        const currentAllocation = strategy.allocations[evaluation.allocation.name];
         if (!currentAllocation) {
             throw new Error(`Evaluation selected unknown allocation: ${evaluation.allocation.name}.`);
         }

package/dist/strategy/backtest.js.map

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package/dist/strategy/cache.d.ts

@@ -2,6 +2,7 @@ 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 fetchIndicatorKeyMap(client: TypedSupabaseClient, strategyId: number): Promise<Map<string, number>>;
 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

@@ -1 +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"}
+{"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,CAyF7B"}

package/dist/strategy/cache.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.fetchSignalStates = fetchSignalStates;
+exports.fetchIndicatorKeyMap = fetchIndicatorKeyMap;
 exports.fetchIndicatorMetadata = fetchIndicatorMetadata;
 exports.evaluateCached = evaluateCached;
 const evaluate_1 = require("./evaluate");
@@ -209,8 +210,8 @@ async function storeResult(client, strategy, result, tradingDayId) {
         .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 name = Object.entries(strategy.signals).find(([, sig]) => (0, evaluate_1.signalKey)(sig) === _key)?.[0] ?? _key;
+        return { name, result: sigResult };
     });
     const keyToId = stratRow ? await fetchIndicatorKeyMap(client, stratRow.id) : new Map();
     const indicatorResults = Object.entries(result.indicators)
@@ -279,16 +280,17 @@ async function evaluateCached(client, market, strategy, at) {
             .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 allocName = allocRow?.name ?? Object.keys(strategy.allocations).at(-1);
+        const allocEntry = strategy.allocations[allocName]
+            ?? strategy.allocations[Object.keys(strategy.allocations).at(-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,
+                name: allocName,
+                holdings: allocEntry.holdings,
             },
             asOf: evaluationDate,
             signals,

package/dist/strategy/cache.js.map

@@ -1 +1 @@
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package/dist/strategy/evaluate.d.ts.map

@@ -1 +1 @@
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+{"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;AA2BjB,wBAAgB,YAAY,CAAC,GAAG,EAAE,SAAS,GAAG,MAAM,CAInD;AAMD,wBAAgB,SAAS,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAEhD;AAqRD,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,CAgD3F;AAuCD,wBAAgB,cAAc,CAAC,SAAS,EAAE,SAAS,GAAG,MAAM,EAAE,CAiC7D;AAMD,wBAAgB,iBAAiB,CAAC,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,iBAAiB,GAAG,IAAI,CAqCpF"}

package/dist/strategy/evaluate.js

@@ -343,20 +343,23 @@ function evaluate(strategy, options) {
     for (const signal of allSignals) {
         signals[signalKey(signal)] = evaluateSignal(signal, options);
     }
-    // Find first matching allocation (array is pre-sorted by position from DB)
-    const allocations = strategy.allocations;
-    let winning = allocations[allocations.length - 1];
-    for (const na of allocations) {
-        if (evaluateConditionWithSignalValues(na.allocation.condition, signals)) {
-            winning = na;
+    // Find first matching allocation (insertion order = priority order from DB)
+    const allocationEntries = Object.entries(strategy.allocations);
+    const lastEntry = allocationEntries[allocationEntries.length - 1];
+    let winningName = lastEntry[0];
+    let winningAllocation = lastEntry[1];
+    for (const [name, allocation] of allocationEntries) {
+        if (evaluateConditionWithSignalValues(allocation.condition, signals)) {
+            winningName = name;
+            winningAllocation = allocation;
             break;
         }
     }
     const asOf = getEvaluationDate(strategy.trading, options);
     return {
         allocation: {
-            name: winning.name,
-            holdings: winning.allocation.holdings,
+            name: winningName,
+            holdings: winningAllocation.holdings,
         },
         asOf,
         signals,
@@ -381,8 +384,8 @@ function evaluateConditionWithSignalValues(condition, signalValues) {
 function getAllSignalsFromStrategy(strategy) {
     const seen = new Set();
     const out = [];
-    for (const na of strategy.allocations) {
-        for (const s of findAllSignals(na.allocation.condition)) {
+    for (const allocation of Object.values(strategy.allocations)) {
+        for (const s of findAllSignals(allocation.condition)) {
             const key = signalKey(s);
             if (!seen.has(key)) {
                 seen.add(key);

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package/dist/strategy/index.d.ts

@@ -1,7 +1,7 @@
-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';
+export type { StrategyModule, Strategy, 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';
 export { createStrategy } from './client';
 export { get, getMany } from './get';
-export { evaluateCached } from './cache';
+export { evaluateCached, fetchIndicatorKeyMap } from './cache';
 export { stream } from './stream';
 export { backtest, backtestWithMarketData, backtestRulesWithMarketData } from './backtest';
 export { computePerformanceMetrics } from './performance';

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

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/strategy/index.ts"],"names":[],"mappings":"AAAA,YAAY,EACV,cAAc,EACd,QAAQ,EACR,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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-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;
+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;
 var client_1 = require("./client");
 Object.defineProperty(exports, "createStrategy", { enumerable: true, get: function () { return client_1.createStrategy; } });
 var get_1 = require("./get");
@@ -8,6 +8,7 @@ Object.defineProperty(exports, "get", { enumerable: true, get: function () { ret
 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; } });
+Object.defineProperty(exports, "fetchIndicatorKeyMap", { enumerable: true, get: function () { return cache_1.fetchIndicatorKeyMap; } });
 var stream_1 = require("./stream");
 Object.defineProperty(exports, "stream", { enumerable: true, get: function () { return stream_1.stream; } });
 var backtest_1 = require("./backtest");

package/dist/strategy/index.js.map

@@ -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,iCAAyC;AAAhC,uGAAA,cAAc,OAAA;AACvB,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"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/strategy/index.ts"],"names":[],"mappings":";;;AA0CA,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"}

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

@@ -1 +1 @@
-{"version":3,"file":"rules.d.ts","sourceRoot":"","sources":["../../src/strategy/rules.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAKV,aAAa,EAEb,QAAQ,EACT,MAAM,SAAS,CAAC;AA+CjB,wBAAgB,YAAY,CAAC,aAAa,EAAE,aAAa,GAAG,QAAQ,CA+CnE"}
+{"version":3,"file":"rules.d.ts","sourceRoot":"","sources":["../../src/strategy/rules.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAKV,aAAa,EAEb,QAAQ,EACT,MAAM,SAAS,CAAC;AA+CjB,wBAAgB,YAAY,CAAC,aAAa,EAAE,aAAa,GAAG,QAAQ,CAsDnE"}

package/dist/strategy/rules.js

@@ -72,19 +72,24 @@ function compileRules(strategyDraft) {
         allocationNames.add(normalized);
     }
     validateHoldingsWeights(strategyDraft);
+    const signals = {};
+    for (const s of strategyDraft.signals) {
+        signals[s.name] = { ...s.signal };
+    }
+    const allocations = {};
+    for (const allocation of strategyDraft.allocations) {
+        allocations[allocation.name] = {
+            condition: compileRuleCondition(allocation.condition, signalByName),
+            holdings: allocation.holdings.map((holding) => ({ ...holding })),
+            rebalance: allocation.rebalance,
+        };
+    }
     return {
         linkId: strategyDraft.linkId,
         name: strategyDraft.name,
         trading: strategyDraft.trading,
-        signals: strategyDraft.signals.map((signal) => ({ ...signal })),
-        allocations: strategyDraft.allocations.map((allocation) => ({
-            name: allocation.name,
-            allocation: {
-                condition: compileRuleCondition(allocation.condition, signalByName),
-                holdings: allocation.holdings.map((holding) => ({ ...holding })),
-                rebalance: allocation.rebalance,
-            },
-        })),
+        signals,
+        allocations,
     };
 }
 //# sourceMappingURL=rules.js.map

package/dist/strategy/rules.js.map

@@ -1 +1 @@
-{"version":3,"file":"rules.js","sourceRoot":"","sources":["../../src/strategy/rules.ts"],"names":[],"mappings":";;AAuDA,oCA+CC;AA5FD,SAAS,uBAAuB,CAAC,aAA4B;IAC3D,KAAK,MAAM,UAAU,IAAI,aAAa,CAAC,WAAW,EAAE,CAAC;QACnD,IAAI,CAAC,UAAU,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC;YAChC,MAAM,IAAI,KAAK,CAAC,eAAe,UAAU,CAAC,IAAI,sCAAsC,CAAC,CAAC;QACxF,CAAC;QACD,KAAK,MAAM,OAAO,IAAI,UAAU,CAAC,QAAQ,EAAE,CAAC;YAC1C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC;gBACrC,MAAM,IAAI,KAAK,CAAC,eAAe,UAAU,CAAC,IAAI,oCAAoC,CAAC,CAAC;YACtF,CAAC;QACH,CAAC;QACD,MAAM,KAAK,GAAG,UAAU,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,OAAO,EAAE,EAAE,CAAC,GAAG,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;QACpF,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,IAAI,CAAC,GAAG,CAAC,KAAK,GAAG,GAAG,CAAC,GAAG,IAAI,EAAE,CAAC;YAC5D,MAAM,IAAI,KAAK,CAAC,eAAe,UAAU,CAAC,IAAI,4BAA4B,CAAC,CAAC;QAC9E,CAAC;IACH,CAAC;AACH,CAAC;AAED,SAAS,oBAAoB,CAC3B,SAA8B,EAC9B,YAAiC;IAEjC,QAAQ,SAAS,CAAC,IAAI,EAAE,CAAC;QACvB,KAAK,QAAQ,CAAC,CAAC,CAAC;YACd,MAAM,MAAM,GAAG,YAAY,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YACtD,IAAI,CAAC,MAAM;gBAAE,MAAM,IAAI,KAAK,CAAC,8BAA8B,SAAS,CAAC,UAAU,IAAI,CAAC,CAAC;YACrF,OAAO,EAAE,IAAI,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC;QACpC,CAAC;QACD,KAAK,KAAK,CAAC,CAAC,CAAC;YACX,MAAM,MAAM,GAAG,YAAY,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YACtD,IAAI,CAAC,MAAM;gBAAE,MAAM,IAAI,KAAK,CAAC,8BAA8B,SAAS,CAAC,UAAU,IAAI,CAAC,CAAC;YACrF,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC;QACjC,CAAC;QACD,KAAK,KAAK;YACR,OAAO;gBACL,IAAI,EAAE,KAAK;gBACX,IAAI,EAAE,SAAS,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,oBAAoB,CAAC,GAAG,EAAE,YAAY,CAA4B,CAAC;aACtG,CAAC;QACJ,KAAK,IAAI;YACP,OAAO;gBACL,IAAI,EAAE,IAAI;gBACV,IAAI,EAAE,SAAS,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAsB,EAAE,EAAE,CAAC,oBAAoB,CAAC,GAAG,EAAE,YAAY,CAAY,CAAC;aACzG,CAAC;IACN,CAAC;AACH,CAAC;AAED,SAAgB,YAAY,CAAC,aAA4B;IACvD,IAAI,aAAa,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACvC,MAAM,IAAI,KAAK,CAAC,gDAAgD,CAAC,CAAC;IACpE,CAAC;IACD,IAAI,aAAa,CAAC,WAAW,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC3C,MAAM,IAAI,KAAK,CAAC,oDAAoD,CAAC,CAAC;IACxE,CAAC;IAED,MAAM,YAAY,GAAG,IAAI,GAAG,EAAkB,CAAC;IAC/C,KAAK,MAAM,MAAM,IAAI,aAAa,CAAC,OAAO,EAAE,CAAC;QAC3C,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,EAAE,EAAE,CAAC;YACxB,MAAM,IAAI,KAAK,CAAC,iCAAiC,CAAC,CAAC;QACrD,CAAC;QACD,IAAI,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC;YAClC,MAAM,IAAI,KAAK,CAAC,2BAA2B,MAAM,CAAC,IAAI,IAAI,CAAC,CAAC;QAC9D,CAAC;QACD,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,EAAE,MAAM,CAAC,MAAM,CAAC,CAAC;IAC/C,CAAC;IAED,MAAM,eAAe,GAAG,IAAI,GAAG,EAAU,CAAC;IAC1C,KAAK,MAAM,UAAU,IAAI,aAAa,CAAC,WAAW,EAAE,CAAC;QACnD,MAAM,UAAU,GAAG,UAAU,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC;QACxD,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,MAAM,IAAI,KAAK,CAAC,qCAAqC,CAAC,CAAC;QACzD,CAAC;QACD,IAAI,eAAe,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC;YACpC,MAAM,IAAI,KAAK,CAAC,+BAA+B,UAAU,CAAC,IAAI,IAAI,CAAC,CAAC;QACtE,CAAC;QACD,eAAe,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAClC,CAAC;IAED,uBAAuB,CAAC,aAAa,CAAC,CAAC;IAEvC,OAAO;QACL,MAAM,EAAE,aAAa,CAAC,MAAM;QAC5B,IAAI,EAAE,aAAa,CAAC,IAAI;QACxB,OAAO,EAAE,aAAa,CAAC,OAAO;QAC9B,OAAO,EAAE,aAAa,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,MAAM,EAAE,CAAC,CAAC;QAC/D,WAAW,EAAE,aAAa,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;YAC1D,IAAI,EAAE,UAAU,CAAC,IAAI;YACrB,UAAU,EAAE;gBACV,SAAS,EAAE,oBAAoB,CAAC,UAAU,CAAC,SAAS,EAAE,YAAY,CAAC;gBACnE,QAAQ,EAAE,UAAU,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,OAAO,EAAE,CAAC,CAAC;gBAChE,SAAS,EAAE,UAAU,CAAC,SAAS;aAChC;SACF,CAAC,CAAC;KACJ,CAAC;AACJ,CAAC"}
+{"version":3,"file":"rules.js","sourceRoot":"","sources":["../../src/strategy/rules.ts"],"names":[],"mappings":";;AAuDA,oCAsDC;AAnGD,SAAS,uBAAuB,CAAC,aAA4B;IAC3D,KAAK,MAAM,UAAU,IAAI,aAAa,CAAC,WAAW,EAAE,CAAC;QACnD,IAAI,CAAC,UAAU,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC;YAChC,MAAM,IAAI,KAAK,CAAC,eAAe,UAAU,CAAC,IAAI,sCAAsC,CAAC,CAAC;QACxF,CAAC;QACD,KAAK,MAAM,OAAO,IAAI,UAAU,CAAC,QAAQ,EAAE,CAAC;YAC1C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC;gBACrC,MAAM,IAAI,KAAK,CAAC,eAAe,UAAU,CAAC,IAAI,oCAAoC,CAAC,CAAC;YACtF,CAAC;QACH,CAAC;QACD,MAAM,KAAK,GAAG,UAAU,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,OAAO,EAAE,EAAE,CAAC,GAAG,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;QACpF,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,IAAI,CAAC,GAAG,CAAC,KAAK,GAAG,GAAG,CAAC,GAAG,IAAI,EAAE,CAAC;YAC5D,MAAM,IAAI,KAAK,CAAC,eAAe,UAAU,CAAC,IAAI,4BAA4B,CAAC,CAAC;QAC9E,CAAC;IACH,CAAC;AACH,CAAC;AAED,SAAS,oBAAoB,CAC3B,SAA8B,EAC9B,YAAiC;IAEjC,QAAQ,SAAS,CAAC,IAAI,EAAE,CAAC;QACvB,KAAK,QAAQ,CAAC,CAAC,CAAC;YACd,MAAM,MAAM,GAAG,YAAY,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YACtD,IAAI,CAAC,MAAM;gBAAE,MAAM,IAAI,KAAK,CAAC,8BAA8B,SAAS,CAAC,UAAU,IAAI,CAAC,CAAC;YACrF,OAAO,EAAE,IAAI,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC;QACpC,CAAC;QACD,KAAK,KAAK,CAAC,CAAC,CAAC;YACX,MAAM,MAAM,GAAG,YAAY,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YACtD,IAAI,CAAC,MAAM;gBAAE,MAAM,IAAI,KAAK,CAAC,8BAA8B,SAAS,CAAC,UAAU,IAAI,CAAC,CAAC;YACrF,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC;QACjC,CAAC;QACD,KAAK,KAAK;YACR,OAAO;gBACL,IAAI,EAAE,KAAK;gBACX,IAAI,EAAE,SAAS,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,oBAAoB,CAAC,GAAG,EAAE,YAAY,CAA4B,CAAC;aACtG,CAAC;QACJ,KAAK,IAAI;YACP,OAAO;gBACL,IAAI,EAAE,IAAI;gBACV,IAAI,EAAE,SAAS,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAsB,EAAE,EAAE,CAAC,oBAAoB,CAAC,GAAG,EAAE,YAAY,CAAY,CAAC;aACzG,CAAC;IACN,CAAC;AACH,CAAC;AAED,SAAgB,YAAY,CAAC,aAA4B;IACvD,IAAI,aAAa,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACvC,MAAM,IAAI,KAAK,CAAC,gDAAgD,CAAC,CAAC;IACpE,CAAC;IACD,IAAI,aAAa,CAAC,WAAW,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC3C,MAAM,IAAI,KAAK,CAAC,oDAAoD,CAAC,CAAC;IACxE,CAAC;IAED,MAAM,YAAY,GAAG,IAAI,GAAG,EAAkB,CAAC;IAC/C,KAAK,MAAM,MAAM,IAAI,aAAa,CAAC,OAAO,EAAE,CAAC;QAC3C,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,EAAE,EAAE,CAAC;YACxB,MAAM,IAAI,KAAK,CAAC,iCAAiC,CAAC,CAAC;QACrD,CAAC;QACD,IAAI,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC;YAClC,MAAM,IAAI,KAAK,CAAC,2BAA2B,MAAM,CAAC,IAAI,IAAI,CAAC,CAAC;QAC9D,CAAC;QACD,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,EAAE,MAAM,CAAC,MAAM,CAAC,CAAC;IAC/C,CAAC;IAED,MAAM,eAAe,GAAG,IAAI,GAAG,EAAU,CAAC;IAC1C,KAAK,MAAM,UAAU,IAAI,aAAa,CAAC,WAAW,EAAE,CAAC;QACnD,MAAM,UAAU,GAAG,UAAU,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC;QACxD,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,MAAM,IAAI,KAAK,CAAC,qCAAqC,CAAC,CAAC;QACzD,CAAC;QACD,IAAI,eAAe,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC;YACpC,MAAM,IAAI,KAAK,CAAC,+BAA+B,UAAU,CAAC,IAAI,IAAI,CAAC,CAAC;QACtE,CAAC;QACD,eAAe,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAClC,CAAC;IAED,uBAAuB,CAAC,aAAa,CAAC,CAAC;IAEvC,MAAM,OAAO,GAAwB,EAAE,CAAC;IACxC,KAAK,MAAM,CAAC,IAAI,aAAa,CAAC,OAAO,EAAE,CAAC;QACtC,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,MAAM,EAAE,CAAC;IACpC,CAAC;IAED,MAAM,WAAW,GAA4B,EAAE,CAAC;IAChD,KAAK,MAAM,UAAU,IAAI,aAAa,CAAC,WAAW,EAAE,CAAC;QACnD,WAAW,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG;YAC7B,SAAS,EAAE,oBAAoB,CAAC,UAAU,CAAC,SAAS,EAAE,YAAY,CAAC;YACnE,QAAQ,EAAE,UAAU,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,OAAO,EAAE,CAAC,CAAC;YAChE,SAAS,EAAE,UAAU,CAAC,SAAS;SAChC,CAAC;IACJ,CAAC;IAED,OAAO;QACL,MAAM,EAAE,aAAa,CAAC,MAAM;QAC5B,IAAI,EAAE,aAAa,CAAC,IAAI;QACxB,OAAO,EAAE,aAAa,CAAC,OAAO;QAC9B,OAAO;QACP,WAAW;KACZ,CAAC;AACJ,CAAC"}

package/dist/strategy/symbols.js

@@ -27,12 +27,12 @@ function addIndicatorSymbol(indicator, symbols) {
 }
 function extractSymbols(strategy) {
     const symbols = new Set();
-    for (const ns of strategy.signals) {
-        addIndicatorSymbol(ns.signal.left, symbols);
-        addIndicatorSymbol(ns.signal.right, symbols);
+    for (const signal of Object.values(strategy.signals)) {
+        addIndicatorSymbol(signal.left, symbols);
+        addIndicatorSymbol(signal.right, symbols);
     }
-    for (const na of strategy.allocations) {
-        for (const holding of na.allocation.holdings) {
+    for (const allocation of Object.values(strategy.allocations)) {
+        for (const holding of allocation.holdings) {
             symbols.add(holding.ticker.symbol);
         }
     }

package/dist/strategy/symbols.js.map

@@ -1 +1 @@
-{"version":3,"file":"symbols.js","sourceRoot":"","sources":["../../src/strategy/symbols.ts"],"names":[],"mappings":";;;AA0BA,wCAeC;AAvCY,QAAA,oBAAoB,GAA2C;IAC1E,GAAG,EAAE,MAAM;IACX,KAAK,EAAE,QAAQ;IACf,GAAG,EAAE,QAAQ;IACb,GAAG,EAAE,QAAQ;IACb,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;CACd,CAAC;AAEF,SAAS,kBAAkB,CAAC,SAAoB,EAAE,OAAoB;IACpE,MAAM,YAAY,GAAG,4BAAoB,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC;IAC1D,IAAI,YAAY,EAAE,CAAC;QACjB,OAAO,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;IAC5B,CAAC;SAAM,IAAI,SAAS,CAAC,IAAI,KAAK,WAAW,EAAE,CAAC;QAC1C,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;IACvC,CAAC;AACH,CAAC;AAED,SAAgB,cAAc,CAAC,QAAkB;IAC/C,MAAM,OAAO,GAAG,IAAI,GAAG,EAAU,CAAC;IAElC,KAAK,MAAM,EAAE,IAAI,QAAQ,CAAC,OAAO,EAAE,CAAC;QAClC,kBAAkB,CAAC,EAAE,CAAC,MAAM,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;QAC5C,kBAAkB,CAAC,EAAE,CAAC,MAAM,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IAC/C,CAAC;IAED,KAAK,MAAM,EAAE,IAAI,QAAQ,CAAC,WAAW,EAAE,CAAC;QACtC,KAAK,MAAM,OAAO,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;YAC7C,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QACrC,CAAC;IACH,CAAC;IAED,OAAO,CAAC,GAAG,OAAO,CAAC,CAAC;AACtB,CAAC"}
+{"version":3,"file":"symbols.js","sourceRoot":"","sources":["../../src/strategy/symbols.ts"],"names":[],"mappings":";;;AA0BA,wCAeC;AAvCY,QAAA,oBAAoB,GAA2C;IAC1E,GAAG,EAAE,MAAM;IACX,KAAK,EAAE,QAAQ;IACf,GAAG,EAAE,QAAQ;IACb,GAAG,EAAE,QAAQ;IACb,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;CACd,CAAC;AAEF,SAAS,kBAAkB,CAAC,SAAoB,EAAE,OAAoB;IACpE,MAAM,YAAY,GAAG,4BAAoB,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC;IAC1D,IAAI,YAAY,EAAE,CAAC;QACjB,OAAO,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;IAC5B,CAAC;SAAM,IAAI,SAAS,CAAC,IAAI,KAAK,WAAW,EAAE,CAAC;QAC1C,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;IACvC,CAAC;AACH,CAAC;AAED,SAAgB,cAAc,CAAC,QAAkB;IAC/C,MAAM,OAAO,GAAG,IAAI,GAAG,EAAU,CAAC;IAElC,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QACrD,kBAAkB,CAAC,MAAM,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;QACzC,kBAAkB,CAAC,MAAM,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IAC5C,CAAC;IAED,KAAK,MAAM,UAAU,IAAI,MAAM,CAAC,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE,CAAC;QAC7D,KAAK,MAAM,OAAO,IAAI,UAAU,CAAC,QAAQ,EAAE,CAAC;YAC1C,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QACrC,CAAC;IACH,CAAC;IAED,OAAO,CAAC,GAAG,OAAO,CAAC,CAAC;AACtB,CAAC"}

package/dist/strategy/types.d.ts

@@ -48,14 +48,6 @@ export interface OrExpr {
     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;
@@ -64,8 +56,8 @@ export interface Strategy {
     linkId: string;
     name: string;
     trading: Trading;
-    allocations: NamedAllocation[];
-    signals: NamedSignal[];
+    allocations: Record<string, Allocation>;
+    signals: Record<string, Signal>;
     narrative?: unknown;
     definition?: unknown;
     backtest?: unknown;
@@ -99,7 +91,10 @@ export interface StrategyDraft {
     linkId: string;
     name: string;
     trading: Trading;
-    signals: NamedSignal[];
+    signals: {
+        name: string;
+        signal: Signal;
+    }[];
     allocations: StrategyAllocationDraft[];
 }
 export interface EvaluationOptions {

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

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@livefolio/sdk",
-  "version": "0.2.10",
+  "version": "0.2.12",
   "description": "Livefolio SDK — market data, strategy evaluation, and portfolio management",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",