@livefolio/sdk 0.2.13 → 0.3.0

package/dist/strategy/backtest.js.map

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

@@ -1,8 +0,0 @@
-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 +0,0 @@
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package/dist/strategy/cache.js

@@ -1,336 +0,0 @@
-"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");
-const time_1 = require("./time");
-const symbols_1 = require("./symbols");
-// ---------------------------------------------------------------------------
-// Row → domain mapping helpers
-// ---------------------------------------------------------------------------
-function mapTicker(row) {
-    return { symbol: row.symbol, leverage: row.leverage };
-}
-function mapIndicator(row) {
-    return {
-        type: row.type,
-        ticker: row.tickers ? mapTicker(row.tickers) : { symbol: '', leverage: 1 },
-        lookback: row.lookback,
-        delay: row.delay,
-        unit: row.unit ?? null,
-        threshold: row.threshold,
-    };
-}
-function mapSignal(row) {
-    return {
-        left: mapIndicator(row.indicator_1),
-        comparison: row.comparison,
-        right: mapIndicator(row.indicator_2),
-        tolerance: row.tolerance,
-    };
-}
-// ---------------------------------------------------------------------------
-// DB helpers
-// ---------------------------------------------------------------------------
-async function fetchSignalStates(client, strategyId) {
-    const db = client;
-    const { data: nsRows, error: nsErr } = await db
-        .from('named_signals')
-        .select(`
-      signal_id,
-      signals:signal_id (
-        id,
-        indicator_1:indicator_id_1 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
-        indicator_2:indicator_id_2 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
-        comparison,
-        tolerance
-      )
-    `)
-        .eq('strategy_id', strategyId);
-    if (nsErr || !nsRows || nsRows.length === 0)
-        return {};
-    const signalIds = nsRows.map((r) => r.signal_id);
-    const { data: evalRows, error: evalErr } = await client
-        .from('signal_evaluations')
-        .select('signal_id, result, trading_day_id')
-        .in('signal_id', signalIds)
-        .order('trading_day_id', { ascending: false });
-    if (evalErr || !evalRows)
-        return {};
-    const latestBySignalId = new Map();
-    for (const row of evalRows) {
-        if (!latestBySignalId.has(row.signal_id)) {
-            latestBySignalId.set(row.signal_id, row.result);
-        }
-    }
-    const result = {};
-    for (const nsRow of nsRows) {
-        const signal = mapSignal(nsRow.signals);
-        const key = (0, evaluate_1.signalKey)(signal);
-        const val = latestBySignalId.get(nsRow.signal_id);
-        if (val !== undefined) {
-            result[key] = val;
-        }
-    }
-    return result;
-}
-async function fetchSignalStatesForDay(client, strategyId, tradingDayId) {
-    const db = client;
-    const { data: nsRows, error: nsErr } = await db
-        .from('named_signals')
-        .select(`
-      signal_id,
-      signals:signal_id (
-        id,
-        indicator_1:indicator_id_1 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
-        indicator_2:indicator_id_2 ( type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
-        comparison,
-        tolerance
-      )
-    `)
-        .eq('strategy_id', strategyId);
-    if (nsErr || !nsRows || nsRows.length === 0)
-        return {};
-    const signalIds = nsRows.map((r) => r.signal_id);
-    const { data: evalRows, error: evalErr } = await client
-        .from('signal_evaluations')
-        .select('signal_id, result')
-        .in('signal_id', signalIds)
-        .eq('trading_day_id', tradingDayId);
-    if (evalErr || !evalRows)
-        return {};
-    const signalIdToResult = new Map();
-    for (const row of evalRows) {
-        signalIdToResult.set(row.signal_id, row.result);
-    }
-    const result = {};
-    for (const nsRow of nsRows) {
-        const signal = mapSignal(nsRow.signals);
-        const key = (0, evaluate_1.signalKey)(signal);
-        const val = signalIdToResult.get(nsRow.signal_id);
-        if (val !== undefined) {
-            result[key] = val;
-        }
-    }
-    return result;
-}
-async function fetchIndicatorKeyMap(client, strategyId) {
-    const db = client;
-    const { data: nsRows, error: nsErr } = await db
-        .from('named_signals')
-        .select(`
-      signals:signal_id (
-        indicator_1:indicator_id_1 ( id, type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold ),
-        indicator_2:indicator_id_2 ( id, type, tickers:ticker_id ( symbol, leverage ), lookback, delay, unit, threshold )
-      )
-    `)
-        .eq('strategy_id', strategyId);
-    if (nsErr || !nsRows || nsRows.length === 0)
-        return new Map();
-    const keyToId = new Map();
-    for (const nsRow of nsRows) {
-        for (const ind of [nsRow.signals.indicator_1, nsRow.signals.indicator_2]) {
-            const key = (0, evaluate_1.indicatorKey)(mapIndicator(ind));
-            if (!keyToId.has(key)) {
-                keyToId.set(key, ind.id);
-            }
-        }
-    }
-    return keyToId;
-}
-async function fetchIndicatorEvaluationsForDay(client, strategyId, tradingDayId) {
-    const db = client;
-    const keyToId = await fetchIndicatorKeyMap(client, strategyId);
-    if (keyToId.size === 0)
-        return {};
-    const indicatorIds = [...keyToId.values()];
-    const { data: evalRows, error: evalErr } = await db
-        .from('indicator_evaluations')
-        .select('indicator_id, value, metadata, trading_days!inner(post)')
-        .in('indicator_id', indicatorIds)
-        .eq('trading_day_id', tradingDayId);
-    if (evalErr || !evalRows)
-        return {};
-    const byIndicatorId = new Map();
-    for (const row of evalRows) {
-        byIndicatorId.set(row.indicator_id, {
-            value: Number(row.value),
-            metadata: row.metadata,
-            post: row.trading_days.post,
-        });
-    }
-    const result = {};
-    for (const [key, id] of keyToId) {
-        const entry = byIndicatorId.get(id);
-        if (entry) {
-            result[key] = {
-                timestamp: entry.post,
-                value: entry.value,
-                ...(entry.metadata != null ? { metadata: entry.metadata } : {}),
-            };
-        }
-    }
-    return result;
-}
-async function fetchIndicatorMetadata(client, strategyId) {
-    const db = client;
-    const keyToId = await fetchIndicatorKeyMap(client, strategyId);
-    if (keyToId.size === 0)
-        return {};
-    const indicatorIds = [...keyToId.values()];
-    const { data: evalRows, error: evalErr } = await db
-        .from('indicator_evaluations')
-        .select('indicator_id, metadata, trading_day_id')
-        .in('indicator_id', indicatorIds)
-        .order('trading_day_id', { ascending: false });
-    if (evalErr || !evalRows)
-        return {};
-    const latestByIndicatorId = new Map();
-    for (const row of evalRows) {
-        if (!latestByIndicatorId.has(row.indicator_id) && row.metadata != null) {
-            latestByIndicatorId.set(row.indicator_id, row.metadata);
-        }
-    }
-    const result = {};
-    for (const [key, id] of keyToId) {
-        const meta = latestByIndicatorId.get(id);
-        if (meta !== undefined) {
-            result[key] = meta;
-        }
-    }
-    return result;
-}
-async function storeResult(client, strategy, result, tradingDayId) {
-    const db = client;
-    const { data: stratRow } = await client
-        .from('strategies')
-        .select('id')
-        .eq('link_id', strategy.linkId)
-        .limit(1)
-        .maybeSingle();
-    const signalResults = Object.entries(result.signals).map(([_key, sigResult]) => {
-        const 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)
-        .filter(([key]) => keyToId.has(key))
-        .map(([key, indResult]) => ({
-        indicatorId: keyToId.get(key),
-        value: indResult.value,
-        metadata: indResult.metadata ?? null,
-    }));
-    const { error } = await db.rpc('upsert_evaluation', {
-        p_link_id: strategy.linkId,
-        p_allocation_name: result.allocation.name,
-        p_signal_results: signalResults,
-        p_indicator_results: indicatorResults,
-        p_trading_day_id: tradingDayId,
-    });
-    if (error)
-        throw new Error(`Failed to store evaluation: ${error.message}`);
-}
-// ---------------------------------------------------------------------------
-// Trading day set builder (mirrors App's loadTradingDaySetForSeries)
-// ---------------------------------------------------------------------------
-async function buildTradingDaySetFromSeries(market, batchSeries, at) {
-    let start = (0, time_1.toTradingDayKey)(at);
-    let end = start;
-    for (const series of Object.values(batchSeries)) {
-        if (series.length === 0)
-            continue;
-        const firstDay = (0, time_1.toTradingDayKey)(new Date(series[0].timestamp));
-        const lastDay = (0, time_1.toTradingDayKey)(new Date(series[series.length - 1].timestamp));
-        if (firstDay < start)
-            start = firstDay;
-        if (lastDay > end)
-            end = lastDay;
-    }
-    const tradingDays = await market.getTradingDays(start, end);
-    return new Set(tradingDays.map((d) => d.date));
-}
-// ---------------------------------------------------------------------------
-// Cache-through evaluation (exported)
-// ---------------------------------------------------------------------------
-async function evaluateCached(client, market, strategy, at) {
-    const db = client;
-    // 1. Fetch series + resolve strategy_id in parallel
-    const symbols = (0, symbols_1.extractSymbols)(strategy);
-    const [batchSeries, stratRow] = await Promise.all([
-        market.getBatchSeries(symbols),
-        client
-            .from('strategies')
-            .select('id')
-            .eq('link_id', strategy.linkId)
-            .limit(1)
-            .maybeSingle()
-            .then(({ data }) => data),
-    ]);
-    // 2. Build tradingDays set from series bounds
-    const tradingDays = await buildTradingDaySetFromSeries(market, batchSeries, at);
-    // 3. Build options for pure evaluation (with tradingDays)
-    const options = { at, batchSeries, tradingDays };
-    const evaluationDate = (0, evaluate_1.getEvaluationDate)(strategy.trading, options);
-    // 4. No DB strategy → pure eval
-    if (!stratRow)
-        return (0, evaluate_1.evaluate)(strategy, options);
-    // 5. Resolve trading_day_id
-    const { data: tdRow } = await db
-        .from('trading_days')
-        .select('id')
-        .lte('post', evaluationDate.toISOString())
-        .order('post', { ascending: false })
-        .limit(1)
-        .maybeSingle();
-    if (!tdRow)
-        return (0, evaluate_1.evaluate)(strategy, options);
-    // 5. Check cache
-    const { data: cacheRow } = await db
-        .from('strategy_evaluations')
-        .select('allocation_id')
-        .eq('strategy_id', stratRow.id)
-        .eq('trading_day_id', tdRow.id)
-        .limit(1)
-        .maybeSingle();
-    if (cacheRow) {
-        // CACHE HIT — reconstruct result
-        const { data: allocRow } = await db
-            .from('allocations')
-            .select('name')
-            .eq('id', cacheRow.allocation_id)
-            .limit(1)
-            .maybeSingle();
-        const 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: allocName,
-                holdings: allocEntry.holdings,
-            },
-            asOf: evaluationDate,
-            signals,
-            indicators,
-        };
-    }
-    // 6. CACHE MISS — fetch prior state, evaluate, store
-    const [prevSignals, prevMeta] = await Promise.all([
-        fetchSignalStates(client, stratRow.id),
-        fetchIndicatorMetadata(client, stratRow.id),
-    ]);
-    const result = (0, evaluate_1.evaluate)(strategy, {
-        ...options,
-        previousSignalStates: prevSignals,
-        previousIndicatorMetadata: prevMeta,
-    });
-    // Store (non-blocking)
-    storeResult(client, strategy, result, tdRow.id).catch(err => console.error('Failed to store evaluation:', err));
-    return result;
-}
-//# sourceMappingURL=cache.js.map

package/dist/strategy/cache.js.map

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package/dist/strategy/client.d.ts

@@ -1,4 +0,0 @@
-import type { TypedSupabaseClient } from '../types';
-import type { StrategyModule } from './types';
-export declare function createStrategy(client: TypedSupabaseClient): StrategyModule;
-//# sourceMappingURL=client.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/strategy/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,SAAS,CAAC;AAe9C,wBAAgB,cAAc,CAAC,MAAM,EAAE,mBAAmB,GAAG,cAAc,CAgB1E"}

package/dist/strategy/client.js

@@ -1,29 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createStrategy = createStrategy;
-const evaluate_1 = require("./evaluate");
-const symbols_1 = require("./symbols");
-const client_1 = require("../market/client");
-const get_1 = require("./get");
-const cache_1 = require("./cache");
-const stream_1 = require("./stream");
-const backtest_1 = require("./backtest");
-const rules_1 = require("./rules");
-function createStrategy(client) {
-    const market = (0, client_1.createMarket)(client);
-    return {
-        get: (linkId) => (0, get_1.get)(client, linkId),
-        getMany: (linkIds) => (0, get_1.getMany)(client, linkIds),
-        evaluate: (strategy, at) => (0, cache_1.evaluateCached)(client, market, strategy, at),
-        evaluateIndicator: evaluate_1.evaluateIndicator,
-        evaluateSignal: evaluate_1.evaluateSignal,
-        evaluateAllocation: evaluate_1.evaluateAllocation,
-        getEvaluationDate: evaluate_1.getEvaluationDate,
-        extractSymbols: symbols_1.extractSymbols,
-        compileRules: rules_1.compileRules,
-        backtestRules: (strategyDraft, options) => (0, backtest_1.backtestRulesWithMarketData)(market, strategyDraft, options),
-        stream: (strategy, observation) => (0, stream_1.stream)(client, market, strategy, observation),
-        backtest: (strategy, options) => (0, backtest_1.backtestWithMarketData)(market, strategy, options),
-    };
-}
-//# sourceMappingURL=client.js.map

package/dist/strategy/client.js.map

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

@@ -1,12 +0,0 @@
-import type { Observation } from '../market/types';
-import type { Allocation, Condition, EvaluationOptions, Indicator, IndicatorEvaluation, Signal, Strategy, StrategyEvaluation, Trading } from './types';
-export declare function filterByTradingDays(series: Observation[], tradingDays: ReadonlySet<string>): Observation[];
-export declare function indicatorKey(ind: Indicator): string;
-export declare function signalKey(signal: Signal): string;
-export declare function evaluateIndicator(indicator: Indicator, options: EvaluationOptions): IndicatorEvaluation;
-export declare function evaluateSignal(signal: Signal, options: EvaluationOptions): boolean;
-export declare function evaluateAllocation(allocation: Allocation, options: EvaluationOptions): boolean;
-export declare function evaluate(strategy: Strategy, options: EvaluationOptions): StrategyEvaluation;
-export declare function findAllSignals(condition: Condition): Signal[];
-export declare function getEvaluationDate(trading: Trading, options: EvaluationOptions): Date;
-//# sourceMappingURL=evaluate.d.ts.map

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

@@ -1 +0,0 @@
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