@livefolio/sdk 0.2.12 → 0.3.0

package/dist/strategy/evaluate.js

@@ -1,528 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.indicatorKey = indicatorKey;
-exports.signalKey = signalKey;
-exports.evaluateIndicator = evaluateIndicator;
-exports.evaluateSignal = evaluateSignal;
-exports.evaluateAllocation = evaluateAllocation;
-exports.evaluate = evaluate;
-exports.findAllSignals = findAllSignals;
-exports.getEvaluationDate = getEvaluationDate;
-const symbols_1 = require("./symbols");
-const time_1 = require("./time");
-const INTERNAL_SERIES_CACHE = new WeakMap();
-function toInternalSeries(series) {
-    const cached = INTERNAL_SERIES_CACHE.get(series);
-    if (cached)
-        return cached;
-    const normalized = series.map((o) => ({ timestamp: new Date(o.timestamp), price: o.value }));
-    INTERNAL_SERIES_CACHE.set(series, normalized);
-    return normalized;
-}
-// ---------------------------------------------------------------------------
-// Indicator key (used for diagnostics + metadata lookup)
-// ---------------------------------------------------------------------------
-function indicatorKey(ind) {
-    if (ind.type === 'Threshold')
-        return `Threshold_${ind.threshold ?? 0}`;
-    const d = ind.delay ? `_d${ind.delay}` : '';
-    return `${ind.type}_${ind.ticker.symbol}_${ind.lookback}${d}`;
-}
-// ---------------------------------------------------------------------------
-// Signal identity key (for previousSignalStates lookup)
-// ---------------------------------------------------------------------------
-function signalKey(signal) {
-    return `${indicatorKey(signal.left)}_${signal.comparison}_${indicatorKey(signal.right)}_t${signal.tolerance}`;
-}
-// ---------------------------------------------------------------------------
-// Series picking
-// ---------------------------------------------------------------------------
-function pickSeries(batchSeries, ticker, at, lookback, delay) {
-    const source = toInternalSeries(batchSeries[ticker.symbol] ?? []);
-    if (source.length === 0)
-        return [];
-    let lo = 0;
-    let hi = source.length - 1;
-    let atIndex = -1;
-    while (lo <= hi) {
-        const mid = (lo + hi) >> 1;
-        if (source[mid].timestamp <= at) {
-            atIndex = mid;
-            lo = mid + 1;
-        }
-        else {
-            hi = mid - 1;
-        }
-    }
-    if (atIndex < 0)
-        return [];
-    const end = atIndex + 1 - delay;
-    const start = Math.max(0, end - lookback);
-    const obs = source.slice(start, end);
-    if (ticker.leverage === 1 || obs.length === 0) {
-        return obs;
-    }
-    const leveraged = [obs[0]];
-    for (let i = 1; i < obs.length; i++) {
-        const dailyReturn = (obs[i].price - obs[i - 1].price) / obs[i - 1].price;
-        const leveragedReturn = dailyReturn * ticker.leverage;
-        const leveragedPrice = leveraged[i - 1].price * (1 + leveragedReturn);
-        leveraged.push({ timestamp: obs[i].timestamp, price: leveragedPrice });
-    }
-    return leveraged;
-}
-// ---------------------------------------------------------------------------
-// Math helpers
-// ---------------------------------------------------------------------------
-function mean(values) {
-    return values.reduce((a, b) => a + b, 0) / values.length;
-}
-function smooth(values, k) {
-    let avg = values[0];
-    for (let i = 1; i < values.length; i++) {
-        avg = values[i] * k + avg * (1 - k);
-    }
-    return avg;
-}
-function percentChange(a, b) {
-    return ((b - a) / a) * 100;
-}
-function makeResult(timestamp, value, metadata) {
-    return { timestamp: timestamp.toISOString(), value, ...(metadata !== undefined ? { metadata } : {}) };
-}
-const INDICATOR_FNS = {
-    SMA(batchSeries, ticker, at, lookback, delay) {
-        const obs = pickSeries(batchSeries, ticker, at, lookback, delay);
-        if (obs.length === 0) {
-            throw new Error(`SMA: No observations found for ${ticker.symbol} at ${at.toISOString()}.`);
-        }
-        const prices = obs.map((o) => o.price);
-        return makeResult(obs[obs.length - 1].timestamp, mean(prices));
-    },
-    EMA(batchSeries, ticker, at, lookback, delay, prevMeta) {
-        const k = 2 / (lookback + 1);
-        // Incremental path: if we have previous EMA value, compute O(1)
-        if (prevMeta && typeof prevMeta === 'object' && 'ema' in prevMeta) {
-            const prevEma = prevMeta.ema;
-            const obs = pickSeries(batchSeries, ticker, at, 1, delay);
-            if (obs.length > 0) {
-                const price = obs[obs.length - 1].price;
-                const newEma = price * k + prevEma * (1 - k);
-                return makeResult(obs[obs.length - 1].timestamp, newEma, { ema: newEma });
-            }
-        }
-        // Full series fallback
-        const obs = pickSeries(batchSeries, ticker, at, Infinity, delay);
-        if (obs.length === 0) {
-            throw new Error(`EMA: No observations found for ${ticker.symbol} at ${at.toISOString()}.`);
-        }
-        const prices = obs.map((o) => o.price);
-        const ema = smooth(prices, k);
-        return makeResult(obs[obs.length - 1].timestamp, ema, { ema });
-    },
-    Price(batchSeries, ticker, at, _lookback, delay) {
-        const obs = pickSeries(batchSeries, ticker, at, 1, delay);
-        if (obs.length === 0) {
-            throw new Error(`Price: No observations found for ${ticker.symbol} at ${at.toISOString()}.`);
-        }
-        return makeResult(obs[obs.length - 1].timestamp, obs[obs.length - 1].price);
-    },
-    Return(batchSeries, ticker, at, lookback, delay) {
-        const obs = pickSeries(batchSeries, ticker, at, lookback, delay);
-        if (obs.length === 0) {
-            throw new Error(`Return: No observations found for ${ticker.symbol} at ${at.toISOString()}.`);
-        }
-        return makeResult(obs[obs.length - 1].timestamp, percentChange(obs[0].price, obs[obs.length - 1].price));
-    },
-    Volatility(batchSeries, ticker, at, lookback, delay) {
-        const obs = pickSeries(batchSeries, ticker, at, lookback, delay);
-        if (obs.length === 0) {
-            throw new Error(`Volatility: No observations found for ${ticker.symbol} at ${at.toISOString()}.`);
-        }
-        const prices = obs.map((o) => o.price);
-        const returns = prices.slice(1).map((price, i) => (price - prices[i]) / prices[i]);
-        const meanReturn = mean(returns);
-        const variance = mean(returns.map((r) => Math.pow(r - meanReturn, 2)));
-        const sd = Math.sqrt(variance);
-        const annualized = sd * Math.sqrt(252) * 100;
-        return makeResult(obs[obs.length - 1].timestamp, annualized);
-    },
-    Drawdown(batchSeries, ticker, at, _lookback, delay, prevMeta) {
-        // Incremental peak tracking
-        if (prevMeta && typeof prevMeta === 'object' && 'peak' in prevMeta) {
-            const prevPeak = prevMeta.peak;
-            const obs = pickSeries(batchSeries, ticker, at, 1, delay);
-            if (obs.length > 0) {
-                const current = obs[obs.length - 1].price;
-                const peak = Math.max(prevPeak, current);
-                const dd = Math.abs(percentChange(peak, current));
-                return makeResult(obs[obs.length - 1].timestamp, dd, { peak });
-            }
-        }
-        // Full series fallback
-        const obs = pickSeries(batchSeries, ticker, at, Infinity, delay);
-        if (obs.length === 0) {
-            throw new Error(`Drawdown: No observations found for ${ticker.symbol} at ${at.toISOString()}.`);
-        }
-        const prices = obs.map((o) => o.price);
-        const current = prices[prices.length - 1];
-        const peak = Math.max(...prices);
-        const dd = Math.abs(percentChange(peak, current));
-        return makeResult(obs[obs.length - 1].timestamp, dd, { peak });
-    },
-    RSI(batchSeries, ticker, at, lookback, delay, prevMeta) {
-        const k = 1 / lookback;
-        // Incremental path
-        if (prevMeta && typeof prevMeta === 'object' && 'avgGain' in prevMeta && 'avgLoss' in prevMeta) {
-            const { avgGain: prevAvgGain, avgLoss: prevAvgLoss } = prevMeta;
-            const obs = pickSeries(batchSeries, ticker, at, 2, delay);
-            if (obs.length >= 2) {
-                const change = obs[obs.length - 1].price - obs[obs.length - 2].price;
-                const gain = change >= 0 ? change : 0;
-                const loss = change < 0 ? -change : 0;
-                const avgGain = gain * k + prevAvgGain * (1 - k);
-                const avgLoss = loss * k + prevAvgLoss * (1 - k);
-                const rsi = avgLoss === 0 ? (avgGain === 0 ? 50 : 100) : 100 - 100 / (1 + avgGain / avgLoss);
-                return makeResult(obs[obs.length - 1].timestamp, rsi, { avgGain, avgLoss });
-            }
-        }
-        // Full series fallback
-        const obs = pickSeries(batchSeries, ticker, at, Infinity, delay);
-        if (obs.length === 0) {
-            throw new Error(`RSI: No observations found for ${ticker.symbol} at ${at.toISOString()}.`);
-        }
-        const prices = obs.map((o) => o.price);
-        const returns = prices.slice(1).map((price, i) => price - prices[i]);
-        const gains = returns.map((delta) => (delta >= 0 ? delta : 0));
-        const losses = returns.map((delta) => (delta < 0 ? -delta : 0));
-        const avgGain = smooth(gains, k);
-        const avgLoss = smooth(losses, k);
-        const rsi = avgLoss === 0 ? (avgGain === 0 ? 50 : 100) : 100 - 100 / (1 + avgGain / avgLoss);
-        return makeResult(obs[obs.length - 1].timestamp, rsi, { avgGain, avgLoss });
-    },
-    VIX(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['VIX'], leverage: 1 }, at, lookback, delay);
-    },
-    VIX3M(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['VIX3M'], leverage: 1 }, at, lookback, delay);
-    },
-    T3M(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T3M'], leverage: 1 }, at, lookback, delay);
-    },
-    T6M(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T6M'], leverage: 1 }, at, lookback, delay);
-    },
-    T1Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T1Y'], leverage: 1 }, at, lookback, delay);
-    },
-    T2Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T2Y'], leverage: 1 }, at, lookback, delay);
-    },
-    T3Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T3Y'], leverage: 1 }, at, lookback, delay);
-    },
-    T5Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T5Y'], leverage: 1 }, at, lookback, delay);
-    },
-    T7Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T7Y'], leverage: 1 }, at, lookback, delay);
-    },
-    T10Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T10Y'], leverage: 1 }, at, lookback, delay);
-    },
-    T20Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T20Y'], leverage: 1 }, at, lookback, delay);
-    },
-    T30Y(batchSeries, _ticker, at, lookback, delay) {
-        return INDICATOR_FNS.Price(batchSeries, { symbol: symbols_1.INDICATOR_SYMBOL_MAP['T30Y'], leverage: 1 }, at, lookback, delay);
-    },
-    Month(_batchSeries, _ticker, at, _lookback, delay) {
-        const date = new Date(at.getTime() - delay * 24 * 60 * 60 * 1000);
-        return makeResult(date, date.getUTCMonth() + 1);
-    },
-    'Day of Week'(_batchSeries, _ticker, at, _lookback, delay) {
-        const date = new Date(at.getTime() - delay * 24 * 60 * 60 * 1000);
-        return makeResult(date, date.getUTCDay());
-    },
-    'Day of Month'(_batchSeries, _ticker, at, _lookback, delay) {
-        const date = new Date(at.getTime() - delay * 24 * 60 * 60 * 1000);
-        return makeResult(date, date.getUTCDate());
-    },
-    'Day of Year'(_batchSeries, _ticker, at, _lookback, delay) {
-        const date = new Date(at.getTime() - delay * 24 * 60 * 60 * 1000);
-        const utcDate = Date.UTC(date.getUTCFullYear(), date.getUTCMonth(), date.getUTCDate());
-        const utcYearStart = Date.UTC(date.getUTCFullYear(), 0, 0);
-        const dayOfYear = (utcDate - utcYearStart) / (24 * 60 * 60 * 1000);
-        return makeResult(date, dayOfYear);
-    },
-    Threshold() {
-        throw new Error('Threshold should not be evaluated as an indicator function.');
-    },
-};
-// ---------------------------------------------------------------------------
-// Public evaluation functions
-// ---------------------------------------------------------------------------
-function evaluateIndicator(indicator, options) {
-    if (indicator.type === 'Threshold') {
-        return makeResult(options.at, indicator.threshold);
-    }
-    const delay = indicator.delay;
-    // Temporal indicators don't depend on series
-    if (['Month', 'Day of Week', 'Day of Month', 'Day of Year'].includes(indicator.type)) {
-        return INDICATOR_FNS[indicator.type](options.batchSeries, indicator.ticker, options.at, indicator.lookback, delay);
-    }
-    // Get previous metadata for incremental evaluation
-    const key = indicatorKey(indicator);
-    const prevMeta = options.previousIndicatorMetadata?.[key];
-    return INDICATOR_FNS[indicator.type](options.batchSeries, indicator.ticker, options.at, indicator.lookback, delay, prevMeta);
-}
-function evaluateSignal(signal, options) {
-    const left = evaluateIndicator(signal.left, options);
-    const right = evaluateIndicator(signal.right, options);
-    const tolerance = signal.tolerance ?? 0;
-    const rawToleranceDelta = signal.left.unit === '%' ? tolerance : Math.abs(right.value) * (tolerance / 100);
-    const toleranceDelta = Number.isFinite(rawToleranceDelta) ? Math.abs(rawToleranceDelta) : 0;
-    const lowerBound = Math.min(right.value - toleranceDelta, right.value + toleranceDelta);
-    const upperBound = Math.max(right.value - toleranceDelta, right.value + toleranceDelta);
-    const comparison = signal.comparison;
-    if (comparison === '=') {
-        return lowerBound <= left.value && left.value <= upperBound;
-    }
-    // Cold start: if no prior state exists for this signal, evaluate strict comparator.
-    const key = signalKey(signal);
-    const previous = options.previousSignalStates?.[key];
-    const hasPrevious = previous !== undefined;
-    // Zero tolerance means no dead band; preserve strict legacy behavior.
-    if (!hasPrevious || toleranceDelta === 0) {
-        return comparison === '>' ? left.value > right.value : left.value < right.value;
-    }
-    if (comparison === '>') {
-        return previous
-            ? left.value >= lowerBound // stay true inside band; turn off only fully below
-            : left.value > upperBound; // turn on only after fully crossing above
-    }
-    else {
-        return previous
-            ? left.value <= upperBound // stay true inside band; turn off only fully above
-            : left.value < lowerBound; // turn on only after fully crossing below
-    }
-}
-function evaluateAllocation(allocation, options) {
-    return evaluateCondition(allocation.condition, options);
-}
-function evaluateCondition(condition, options) {
-    switch (condition.kind) {
-        case 'or':
-            return condition.args.some((andExpr) => evaluateCondition(andExpr, options));
-        case 'and':
-            return condition.args.every((unaryExpr) => evaluateCondition(unaryExpr, options));
-        case 'not':
-            return !evaluateSignal(condition.signal, options);
-        case 'signal':
-            return evaluateSignal(condition.signal, options);
-    }
-}
-function evaluate(strategy, options) {
-    const allSignals = getAllSignalsFromStrategy(strategy);
-    const indicatorsMap = new Map();
-    const indicatorsOrder = [];
-    for (const signal of allSignals) {
-        for (const ind of [signal.left, signal.right]) {
-            const key = indicatorKey(ind);
-            if (indicatorsMap.has(key))
-                continue;
-            const res = evaluateIndicator(ind, options);
-            indicatorsMap.set(key, res);
-            indicatorsOrder.push(key);
-        }
-    }
-    const indicators = {};
-    for (const k of indicatorsOrder)
-        indicators[k] = indicatorsMap.get(k);
-    const signals = {};
-    for (const signal of allSignals) {
-        signals[signalKey(signal)] = evaluateSignal(signal, options);
-    }
-    // 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: winningName,
-            holdings: winningAllocation.holdings,
-        },
-        asOf,
-        signals,
-        indicators,
-    };
-}
-function evaluateConditionWithSignalValues(condition, signalValues) {
-    switch (condition.kind) {
-        case 'or':
-            return condition.args.some((andExpr) => evaluateConditionWithSignalValues(andExpr, signalValues));
-        case 'and':
-            return condition.args.every((unaryExpr) => evaluateConditionWithSignalValues(unaryExpr, signalValues));
-        case 'not':
-            return !(signalValues[signalKey(condition.signal)] ?? false);
-        case 'signal':
-            return signalValues[signalKey(condition.signal)] ?? false;
-    }
-}
-// ---------------------------------------------------------------------------
-// Helpers
-// ---------------------------------------------------------------------------
-function getAllSignalsFromStrategy(strategy) {
-    const seen = new Set();
-    const out = [];
-    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);
-                out.push(s);
-            }
-        }
-    }
-    return out;
-}
-function findAllSignals(condition) {
-    const signals = [];
-    const seen = new Set();
-    function traverse(cond) {
-        switch (cond.kind) {
-            case 'or':
-                cond.args.forEach(traverse);
-                break;
-            case 'and':
-                cond.args.forEach(traverse);
-                break;
-            case 'not': {
-                const key = signalKey(cond.signal);
-                if (!seen.has(key)) {
-                    seen.add(key);
-                    signals.push(cond.signal);
-                }
-                break;
-            }
-            case 'signal': {
-                const key = signalKey(cond.signal);
-                if (!seen.has(key)) {
-                    seen.add(key);
-                    signals.push(cond.signal);
-                }
-                break;
-            }
-        }
-    }
-    traverse(condition);
-    return signals;
-}
-// ---------------------------------------------------------------------------
-// Evaluation date (ported from evaluateLatestAllocationDate)
-// ---------------------------------------------------------------------------
-function getEvaluationDate(trading, options) {
-    const series = Object.values(options.batchSeries)[0];
-    if (!series || series.length === 0) {
-        return options.at;
-    }
-    const internalSeries = toInternalSeries(series);
-    const latestCloseObs = findLatestMarketCloseObs(internalSeries, options.at);
-    if (!latestCloseObs) {
-        return options.at;
-    }
-    let { start, end } = getPeriodBounds(latestCloseObs.timestamp, trading.frequency);
-    let periodObs = findObservationsInPeriod(internalSeries, start, end);
-    if (trading.frequency !== 'Daily') {
-        const lastPeriodObs = periodObs.at(-1);
-        if (lastPeriodObs) {
-            const lastObsDate = lastPeriodObs.timestamp.toISOString().slice(0, 10);
-            const endDate = end.toISOString().slice(0, 10);
-            if (lastObsDate < endDate) {
-                const prevPeriodDate = new Date(start);
-                prevPeriodDate.setUTCDate(prevPeriodDate.getUTCDate() - 1);
-                ({ start, end } = getPeriodBounds(prevPeriodDate, trading.frequency));
-                periodObs = findObservationsInPeriod(internalSeries, start, end);
-            }
-        }
-    }
-    const index = periodObs.length - 1 - trading.offset;
-    if (index < 0) {
-        return periodObs[0]?.timestamp ?? options.at;
-    }
-    return periodObs[index].timestamp;
-}
-function findLatestMarketCloseObs(series, cutoff) {
-    for (let i = series.length - 1; i >= 0 && i >= series.length - 100; i--) {
-        const obs = series[i];
-        if (obs.timestamp <= cutoff && (0, time_1.isAtMarketClose)(obs.timestamp)) {
-            return obs;
-        }
-    }
-    return undefined;
-}
-function findObservationsInPeriod(series, start, end) {
-    const result = [];
-    for (let i = series.length - 1; i >= 0; i--) {
-        const obs = series[i];
-        if (obs.timestamp < start)
-            break;
-        if (obs.timestamp >= start && obs.timestamp <= end && (0, time_1.isAtMarketClose)(obs.timestamp)) {
-            result.unshift(obs);
-        }
-    }
-    return result;
-}
-function getPeriodBounds(date, frequency) {
-    const year = date.getUTCFullYear();
-    const month = date.getUTCMonth();
-    const day = date.getUTCDate();
-    const startOfDayUTC = (y, m, d) => new Date(Date.UTC(y, m, d, 0, 0, 0, 0));
-    const endOfDayUTC = (y, m, d) => new Date(Date.UTC(y, m, d, 23, 59, 59, 999));
-    const lastDayOfMonth = (y, m) => new Date(Date.UTC(y, m + 1, 0)).getUTCDate();
-    switch (frequency) {
-        case 'Daily':
-            return { start: startOfDayUTC(year, month, day), end: endOfDayUTC(year, month, day) };
-        case 'Weekly': {
-            const dayOfWeek = date.getUTCDay();
-            const mondayOffset = (dayOfWeek + 6) % 7;
-            const monday = new Date(Date.UTC(year, month, day - mondayOffset));
-            const friday = new Date(Date.UTC(monday.getUTCFullYear(), monday.getUTCMonth(), monday.getUTCDate() + 4, 23, 59, 59, 999));
-            return { start: monday, end: friday };
-        }
-        case 'Monthly':
-            return { start: startOfDayUTC(year, month, 1), end: endOfDayUTC(year, month, lastDayOfMonth(year, month)) };
-        case 'Bi-monthly': {
-            const ps = Math.floor(month / 2) * 2;
-            const pe = ps + 1;
-            return { start: startOfDayUTC(year, ps, 1), end: endOfDayUTC(year, pe, lastDayOfMonth(year, pe)) };
-        }
-        case 'Quarterly': {
-            const ps = Math.floor(month / 3) * 3;
-            const pe = ps + 2;
-            return { start: startOfDayUTC(year, ps, 1), end: endOfDayUTC(year, pe, lastDayOfMonth(year, pe)) };
-        }
-        case 'Every 4 Months': {
-            const ps = Math.floor(month / 4) * 4;
-            const pe = ps + 3;
-            return { start: startOfDayUTC(year, ps, 1), end: endOfDayUTC(year, pe, lastDayOfMonth(year, pe)) };
-        }
-        case 'Semiannually': {
-            const ps = Math.floor(month / 6) * 6;
-            const pe = ps + 5;
-            return { start: startOfDayUTC(year, ps, 1), end: endOfDayUTC(year, pe, lastDayOfMonth(year, pe)) };
-        }
-        case 'Yearly':
-            return { start: startOfDayUTC(year, 0, 1), end: endOfDayUTC(year, 11, 31) };
-    }
-}
-//# sourceMappingURL=evaluate.js.map

package/dist/strategy/evaluate.js.map

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

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

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

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

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

package/dist/strategy/get.js.map

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

@@ -1,14 +0,0 @@
-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, fetchIndicatorKeyMap } from './cache';
-export { stream } from './stream';
-export { backtest, backtestWithMarketData, backtestRulesWithMarketData } from './backtest';
-export { computePerformanceMetrics } from './performance';
-export { compileRules } from './rules';
-export { evaluateIndicator, evaluateSignal, evaluateAllocation, evaluate, getEvaluationDate, indicatorKey, signalKey } from './evaluate';
-export { extractSymbols, INDICATOR_SYMBOL_MAP } from './symbols';
-export { utcToET, isAtMarketClose } from './time';
-export { canonicalizeLivefolioDefinition, hashLivefolioDefinition, deriveLivefolioLinkId, hashLivefolioStrategyDraft, ensureLivefolioStrategy, } from './livefolio';
-export type { LivefolioEnsureAdapter, LivefolioEnsureAdapterInput, LivefolioEnsureAdapterResult, } from './livefolio';
-//# sourceMappingURL=index.d.ts.map

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

@@ -1 +0,0 @@
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