@livefolio/sdk 0.2.12 → 0.2.13

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.
Files changed (16) hide show
  1. package/dist/strategy/cache.d.ts.map +1 -1
  2. package/dist/strategy/cache.js +26 -4
  3. package/dist/strategy/cache.js.map +1 -1
  4. package/dist/strategy/evaluate.d.ts +2 -0
  5. package/dist/strategy/evaluate.d.ts.map +1 -1
  6. package/dist/strategy/evaluate.js +38 -4
  7. package/dist/strategy/evaluate.js.map +1 -1
  8. package/dist/strategy/index.d.ts +2 -2
  9. package/dist/strategy/index.d.ts.map +1 -1
  10. package/dist/strategy/index.js +3 -1
  11. package/dist/strategy/index.js.map +1 -1
  12. package/dist/strategy/time.d.ts +1 -0
  13. package/dist/strategy/time.d.ts.map +1 -1
  14. package/dist/strategy/time.js +5 -0
  15. package/dist/strategy/time.js.map +1 -1
  16. package/package.json +1 -1
package/dist/strategy/cache.d.ts.map CHANGED
@@ -1 +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;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"}
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;AACjE,OAAO,KAAK,EAIV,QAAQ,EACR,kBAAkB,EAKnB,MAAM,SAAS,CAAC;AAqEjB,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;AAwED,wBAAsB,cAAc,CAClC,MAAM,EAAE,mBAAmB,EAC3B,MAAM,EAAE,YAAY,EACpB,QAAQ,EAAE,QAAQ,EAClB,EAAE,EAAE,IAAI,GACP,OAAO,CAAC,kBAAkB,CAAC,CA4F7B"}
package/dist/strategy/cache.js CHANGED
@@ -5,6 +5,7 @@ exports.fetchIndicatorKeyMap = fetchIndicatorKeyMap;
5
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  exports.fetchIndicatorMetadata = fetchIndicatorMetadata;
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  exports.evaluateCached = evaluateCached;
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  const evaluate_1 = require("./evaluate");
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+ const time_1 = require("./time");
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  const symbols_1 = require("./symbols");
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  // ---------------------------------------------------------------------------
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  // Row → domain mapping helpers
@@ -232,6 +233,25 @@ async function storeResult(client, strategy, result, tradingDayId) {
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  throw new Error(`Failed to store evaluation: ${error.message}`);
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  }
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  // ---------------------------------------------------------------------------
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+ // Trading day set builder (mirrors App's loadTradingDaySetForSeries)
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+ // ---------------------------------------------------------------------------
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+ async function buildTradingDaySetFromSeries(market, batchSeries, at) {
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+ let start = (0, time_1.toTradingDayKey)(at);
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+ let end = start;
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+ for (const series of Object.values(batchSeries)) {
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+ if (series.length === 0)
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+ continue;
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+ const firstDay = (0, time_1.toTradingDayKey)(new Date(series[0].timestamp));
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+ const lastDay = (0, time_1.toTradingDayKey)(new Date(series[series.length - 1].timestamp));
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+ if (firstDay < start)
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+ start = firstDay;
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+ if (lastDay > end)
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+ end = lastDay;
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+ }
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+ const tradingDays = await market.getTradingDays(start, end);
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+ return new Set(tradingDays.map((d) => d.date));
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+ }
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+ // ---------------------------------------------------------------------------
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  // Cache-through evaluation (exported)
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  // ---------------------------------------------------------------------------
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  async function evaluateCached(client, market, strategy, at) {
@@ -248,13 +268,15 @@ async function evaluateCached(client, market, strategy, at) {
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  .maybeSingle()
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  .then(({ data }) => data),
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  ]);
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- // 2. Build options for pure evaluation
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- const options = { at, batchSeries };
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+ // 2. Build tradingDays set from series bounds
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+ const tradingDays = await buildTradingDaySetFromSeries(market, batchSeries, at);
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+ // 3. Build options for pure evaluation (with tradingDays)
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+ const options = { at, batchSeries, tradingDays };
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  const evaluationDate = (0, evaluate_1.getEvaluationDate)(strategy.trading, options);
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- // 3. No DB strategy → pure eval
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+ // 4. No DB strategy → pure eval
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  if (!stratRow)
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  return (0, evaluate_1.evaluate)(strategy, options);
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- // 4. Resolve trading_day_id
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+ // 5. Resolve trading_day_id
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  const { data: tdRow } = await db
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  .from('trading_days')
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  .select('id')
package/dist/strategy/cache.js.map CHANGED
@@ -1 +1 @@
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package/dist/strategy/evaluate.d.ts CHANGED
@@ -1,4 +1,6 @@
1
+ import type { Observation } from '../market/types';
1
2
  import type { Allocation, Condition, EvaluationOptions, Indicator, IndicatorEvaluation, Signal, Strategy, StrategyEvaluation, Trading } from './types';
3
+ export declare function filterByTradingDays(series: Observation[], tradingDays: ReadonlySet<string>): Observation[];
2
4
  export declare function indicatorKey(ind: Indicator): string;
3
5
  export declare function signalKey(signal: Signal): string;
4
6
  export declare function evaluateIndicator(indicator: Indicator, options: EvaluationOptions): IndicatorEvaluation;
package/dist/strategy/evaluate.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"evaluate.d.ts","sourceRoot":"","sources":["../../src/strategy/evaluate.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EACV,UAAU,EACV,SAAS,EACT,iBAAiB,EACjB,SAAS,EACT,mBAAmB,EAEnB,MAAM,EACN,QAAQ,EACR,kBAAkB,EAElB,OAAO,EACR,MAAM,SAAS,CAAC;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"}
1
+ {"version":3,"file":"evaluate.d.ts","sourceRoot":"","sources":["../../src/strategy/evaluate.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AACnD,OAAO,KAAK,EACV,UAAU,EACV,SAAS,EACT,iBAAiB,EACjB,SAAS,EACT,mBAAmB,EAEnB,MAAM,EACN,QAAQ,EACR,kBAAkB,EAElB,OAAO,EACR,MAAM,SAAS,CAAC;AA6BjB,wBAAgB,mBAAmB,CACjC,MAAM,EAAE,WAAW,EAAE,EACrB,WAAW,EAAE,WAAW,CAAC,MAAM,CAAC,GAC/B,WAAW,EAAE,CAYf;AAiBD,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,CA0BrB;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,CA0CpF"}
package/dist/strategy/evaluate.js CHANGED
@@ -1,5 +1,6 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.filterByTradingDays = filterByTradingDays;
3
4
  exports.indicatorKey = indicatorKey;
4
5
  exports.signalKey = signalKey;
5
6
  exports.evaluateIndicator = evaluateIndicator;
@@ -20,6 +21,30 @@ function toInternalSeries(series) {
20
21
  return normalized;
21
22
  }
22
23
  // ---------------------------------------------------------------------------
24
+ // Trading day filtering (matches App's filterSeriesByTradingCalendar)
25
+ // ---------------------------------------------------------------------------
26
+ const FILTERED_SERIES_CACHE = new WeakMap();
27
+ function filterByTradingDays(series, tradingDays) {
28
+ let byCalendar = FILTERED_SERIES_CACHE.get(series);
29
+ if (!byCalendar) {
30
+ byCalendar = new Map();
31
+ FILTERED_SERIES_CACHE.set(series, byCalendar);
32
+ }
33
+ const cached = byCalendar.get(tradingDays);
34
+ if (cached)
35
+ return cached;
36
+ const filtered = series.filter((obs) => tradingDays.has((0, time_1.toTradingDayKey)(new Date(obs.timestamp))));
37
+ byCalendar.set(tradingDays, filtered);
38
+ return filtered;
39
+ }
40
+ function filterBatchSeries(batchSeries, tradingDays) {
41
+ const result = {};
42
+ for (const [symbol, series] of Object.entries(batchSeries)) {
43
+ result[symbol] = filterByTradingDays(series, tradingDays);
44
+ }
45
+ return result;
46
+ }
47
+ // ---------------------------------------------------------------------------
23
48
  // Indicator key (used for diagnostics + metadata lookup)
24
49
  // ---------------------------------------------------------------------------
25
50
  function indicatorKey(ind) {
@@ -267,14 +292,18 @@ function evaluateIndicator(indicator, options) {
267
292
  return makeResult(options.at, indicator.threshold);
268
293
  }
269
294
  const delay = indicator.delay;
295
+ // Pre-filter series by trading calendar when provided
296
+ const batchSeries = options.tradingDays
297
+ ? filterBatchSeries(options.batchSeries, options.tradingDays)
298
+ : options.batchSeries;
270
299
  // Temporal indicators don't depend on series
271
300
  if (['Month', 'Day of Week', 'Day of Month', 'Day of Year'].includes(indicator.type)) {
272
- return INDICATOR_FNS[indicator.type](options.batchSeries, indicator.ticker, options.at, indicator.lookback, delay);
301
+ return INDICATOR_FNS[indicator.type](batchSeries, indicator.ticker, options.at, indicator.lookback, delay);
273
302
  }
274
303
  // Get previous metadata for incremental evaluation
275
304
  const key = indicatorKey(indicator);
276
305
  const prevMeta = options.previousIndicatorMetadata?.[key];
277
- return INDICATOR_FNS[indicator.type](options.batchSeries, indicator.ticker, options.at, indicator.lookback, delay, prevMeta);
306
+ return INDICATOR_FNS[indicator.type](batchSeries, indicator.ticker, options.at, indicator.lookback, delay, prevMeta);
278
307
  }
279
308
  function evaluateSignal(signal, options) {
280
309
  const left = evaluateIndicator(signal.left, options);
@@ -431,10 +460,15 @@ function findAllSignals(condition) {
431
460
  // Evaluation date (ported from evaluateLatestAllocationDate)
432
461
  // ---------------------------------------------------------------------------
433
462
  function getEvaluationDate(trading, options) {
434
- const series = Object.values(options.batchSeries)[0];
435
- if (!series || series.length === 0) {
463
+ const rawSeries = Object.values(options.batchSeries)[0];
464
+ if (!rawSeries || rawSeries.length === 0) {
436
465
  return options.at;
437
466
  }
467
+ const series = options.tradingDays
468
+ ? filterByTradingDays(rawSeries, options.tradingDays)
469
+ : rawSeries;
470
+ if (series.length === 0)
471
+ return options.at;
438
472
  const internalSeries = toInternalSeries(series);
439
473
  const latestCloseObs = findLatestMarketCloseObs(internalSeries, options.at);
440
474
  if (!latestCloseObs) {
package/dist/strategy/evaluate.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/strategy/index.d.ts CHANGED
@@ -6,9 +6,9 @@ export { stream } from './stream';
6
6
  export { backtest, backtestWithMarketData, backtestRulesWithMarketData } from './backtest';
7
7
  export { computePerformanceMetrics } from './performance';
8
8
  export { compileRules } from './rules';
9
- export { evaluateIndicator, evaluateSignal, evaluateAllocation, evaluate, getEvaluationDate, indicatorKey, signalKey } from './evaluate';
9
+ export { evaluateIndicator, evaluateSignal, evaluateAllocation, evaluate, getEvaluationDate, indicatorKey, signalKey, filterByTradingDays } from './evaluate';
10
10
  export { extractSymbols, INDICATOR_SYMBOL_MAP } from './symbols';
11
- export { utcToET, isAtMarketClose } from './time';
11
+ export { utcToET, isAtMarketClose, toTradingDayKey } from './time';
12
12
  export { canonicalizeLivefolioDefinition, hashLivefolioDefinition, deriveLivefolioLinkId, hashLivefolioStrategyDraft, ensureLivefolioStrategy, } from './livefolio';
13
13
  export type { LivefolioEnsureAdapter, LivefolioEnsureAdapterInput, LivefolioEnsureAdapterResult, } from './livefolio';
14
14
  //# sourceMappingURL=index.d.ts.map
package/dist/strategy/index.d.ts.map CHANGED
@@ -1 +1 @@
1
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1
+ {"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,mBAAmB,EAAE,MAAM,YAAY,CAAC;AAC9J,OAAO,EAAE,cAAc,EAAE,oBAAoB,EAAE,MAAM,WAAW,CAAC;AACjE,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,eAAe,EAAE,MAAM,QAAQ,CAAC;AAEnE,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.fetchIndicatorKeyMap = exports.evaluateCached = exports.getMany = exports.get = exports.createStrategy = void 0;
3
+ exports.ensureLivefolioStrategy = exports.hashLivefolioStrategyDraft = exports.deriveLivefolioLinkId = exports.hashLivefolioDefinition = exports.canonicalizeLivefolioDefinition = exports.toTradingDayKey = exports.isAtMarketClose = exports.utcToET = exports.INDICATOR_SYMBOL_MAP = exports.extractSymbols = exports.filterByTradingDays = 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");
@@ -27,12 +27,14 @@ Object.defineProperty(exports, "evaluate", { enumerable: true, get: function ()
27
27
  Object.defineProperty(exports, "getEvaluationDate", { enumerable: true, get: function () { return evaluate_1.getEvaluationDate; } });
28
28
  Object.defineProperty(exports, "indicatorKey", { enumerable: true, get: function () { return evaluate_1.indicatorKey; } });
29
29
  Object.defineProperty(exports, "signalKey", { enumerable: true, get: function () { return evaluate_1.signalKey; } });
30
+ Object.defineProperty(exports, "filterByTradingDays", { enumerable: true, get: function () { return evaluate_1.filterByTradingDays; } });
30
31
  var symbols_1 = require("./symbols");
31
32
  Object.defineProperty(exports, "extractSymbols", { enumerable: true, get: function () { return symbols_1.extractSymbols; } });
32
33
  Object.defineProperty(exports, "INDICATOR_SYMBOL_MAP", { enumerable: true, get: function () { return symbols_1.INDICATOR_SYMBOL_MAP; } });
33
34
  var time_1 = require("./time");
34
35
  Object.defineProperty(exports, "utcToET", { enumerable: true, get: function () { return time_1.utcToET; } });
35
36
  Object.defineProperty(exports, "isAtMarketClose", { enumerable: true, get: function () { return time_1.isAtMarketClose; } });
37
+ Object.defineProperty(exports, "toTradingDayKey", { enumerable: true, get: function () { return time_1.toTradingDayKey; } });
36
38
  var livefolio_1 = require("./livefolio");
37
39
  Object.defineProperty(exports, "canonicalizeLivefolioDefinition", { enumerable: true, get: function () { return livefolio_1.canonicalizeLivefolioDefinition; } });
38
40
  Object.defineProperty(exports, "hashLivefolioDefinition", { enumerable: true, get: function () { return livefolio_1.hashLivefolioDefinition; } });
package/dist/strategy/index.js.map CHANGED
@@ -1 +1 @@
1
- {"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"}
1
+ {"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,uCAA8J;AAArJ,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;AAAE,+GAAA,mBAAmB,OAAA;AACzI,qCAAiE;AAAxD,yGAAA,cAAc,OAAA;AAAE,+GAAA,oBAAoB,OAAA;AAC7C,+BAAmE;AAA1D,+FAAA,OAAO,OAAA;AAAE,uGAAA,eAAe,OAAA;AAAE,uGAAA,eAAe,OAAA;AAElD,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/time.d.ts CHANGED
@@ -6,4 +6,5 @@ export declare function utcToET(date: Date): {
6
6
  minute: number;
7
7
  };
8
8
  export declare function isAtMarketClose(timestamp: Date): boolean;
9
+ export declare function toTradingDayKey(timestamp: Date): string;
9
10
  //# sourceMappingURL=time.d.ts.map
package/dist/strategy/time.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"time.d.ts","sourceRoot":"","sources":["../../src/strategy/time.ts"],"names":[],"mappings":"AAUA,wBAAgB,OAAO,CAAC,IAAI,EAAE,IAAI,GAAG;IACnC,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,CAAC;IACZ,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,EAAE,MAAM,CAAC;CAChB,CASA;AAED,wBAAgB,eAAe,CAAC,SAAS,EAAE,IAAI,GAAG,OAAO,CAGxD"}
1
+ {"version":3,"file":"time.d.ts","sourceRoot":"","sources":["../../src/strategy/time.ts"],"names":[],"mappings":"AAUA,wBAAgB,OAAO,CAAC,IAAI,EAAE,IAAI,GAAG;IACnC,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,CAAC;IACZ,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,EAAE,MAAM,CAAC;CAChB,CASA;AAED,wBAAgB,eAAe,CAAC,SAAS,EAAE,IAAI,GAAG,OAAO,CAGxD;AAED,wBAAgB,eAAe,CAAC,SAAS,EAAE,IAAI,GAAG,MAAM,CAGvD"}
package/dist/strategy/time.js CHANGED
@@ -2,6 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.utcToET = utcToET;
4
4
  exports.isAtMarketClose = isAtMarketClose;
5
+ exports.toTradingDayKey = toTradingDayKey;
5
6
  const ET_FORMATTER = new Intl.DateTimeFormat('en-US', {
6
7
  timeZone: 'America/New_York',
7
8
  year: 'numeric',
@@ -25,4 +26,8 @@ function isAtMarketClose(timestamp) {
25
26
  const et = utcToET(timestamp);
26
27
  return (et.hour === 16 && et.minute === 0) || (et.hour === 13 && et.minute === 0);
27
28
  }
29
+ function toTradingDayKey(timestamp) {
30
+ const et = utcToET(timestamp);
31
+ return `${et.year}-${String(et.month).padStart(2, '0')}-${String(et.day).padStart(2, '0')}`;
32
+ }
28
33
  //# sourceMappingURL=time.js.map
package/dist/strategy/time.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"time.js","sourceRoot":"","sources":["../../src/strategy/time.ts"],"names":[],"mappings":";;AAUA,0BAeC;AAED,0CAGC;AA9BD,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,cAAc,CAAC,OAAO,EAAE;IACpD,QAAQ,EAAE,kBAAkB;IAC5B,IAAI,EAAE,SAAS;IACf,KAAK,EAAE,SAAS;IAChB,GAAG,EAAE,SAAS;IACd,IAAI,EAAE,SAAS;IACf,MAAM,EAAE,SAAS;IACjB,SAAS,EAAE,KAAK;CACjB,CAAC,CAAC;AAEH,SAAgB,OAAO,CAAC,IAAU;IAOhC,MAAM,KAAK,GAAG,YAAY,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;IAC/C,OAAO;QACL,IAAI,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,MAAM,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACtE,KAAK,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,OAAO,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACxE,GAAG,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,KAAK,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACpE,IAAI,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,MAAM,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACtE,MAAM,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,QAAQ,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;KAC3E,CAAC;AACJ,CAAC;AAED,SAAgB,eAAe,CAAC,SAAe;IAC7C,MAAM,EAAE,GAAG,OAAO,CAAC,SAAS,CAAC,CAAC;IAC9B,OAAO,CAAC,EAAE,CAAC,IAAI,KAAK,EAAE,IAAI,EAAE,CAAC,MAAM,KAAK,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,IAAI,KAAK,EAAE,IAAI,EAAE,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC;AACpF,CAAC"}
1
+ {"version":3,"file":"time.js","sourceRoot":"","sources":["../../src/strategy/time.ts"],"names":[],"mappings":";;AAUA,0BAeC;AAED,0CAGC;AAED,0CAGC;AAnCD,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,cAAc,CAAC,OAAO,EAAE;IACpD,QAAQ,EAAE,kBAAkB;IAC5B,IAAI,EAAE,SAAS;IACf,KAAK,EAAE,SAAS;IAChB,GAAG,EAAE,SAAS;IACd,IAAI,EAAE,SAAS;IACf,MAAM,EAAE,SAAS;IACjB,SAAS,EAAE,KAAK;CACjB,CAAC,CAAC;AAEH,SAAgB,OAAO,CAAC,IAAU;IAOhC,MAAM,KAAK,GAAG,YAAY,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;IAC/C,OAAO;QACL,IAAI,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,MAAM,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACtE,KAAK,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,OAAO,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACxE,GAAG,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,KAAK,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACpE,IAAI,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,MAAM,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;QACtE,MAAM,EAAE,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,QAAQ,CAAC,EAAE,KAAK,IAAI,GAAG,EAAE,EAAE,CAAC;KAC3E,CAAC;AACJ,CAAC;AAED,SAAgB,eAAe,CAAC,SAAe;IAC7C,MAAM,EAAE,GAAG,OAAO,CAAC,SAAS,CAAC,CAAC;IAC9B,OAAO,CAAC,EAAE,CAAC,IAAI,KAAK,EAAE,IAAI,EAAE,CAAC,MAAM,KAAK,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,IAAI,KAAK,EAAE,IAAI,EAAE,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC;AACpF,CAAC;AAED,SAAgB,eAAe,CAAC,SAAe;IAC7C,MAAM,EAAE,GAAG,OAAO,CAAC,SAAS,CAAC,CAAC;IAC9B,OAAO,GAAG,EAAE,CAAC,IAAI,IAAI,MAAM,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,IAAI,MAAM,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC;AAC9F,CAAC"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@livefolio/sdk",
3
- "version": "0.2.12",
3
+ "version": "0.2.13",
4
4
  "description": "Livefolio SDK — market data, strategy evaluation, and portfolio management",
5
5
  "main": "dist/index.js",
6
6
  "types": "dist/index.d.ts",