@livefolio/sdk 0.2.13 → 0.3.1

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, filterByTradingDays } from './evaluate';
-export { extractSymbols, INDICATOR_SYMBOL_MAP } from './symbols';
-export { utcToET, isAtMarketClose, toTradingDayKey } 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 @@
-{"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

@@ -1,44 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-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;
-var client_1 = require("./client");
-Object.defineProperty(exports, "createStrategy", { enumerable: true, get: function () { return client_1.createStrategy; } });
-var get_1 = require("./get");
-Object.defineProperty(exports, "get", { enumerable: true, get: function () { return get_1.get; } });
-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");
-Object.defineProperty(exports, "backtest", { enumerable: true, get: function () { return backtest_1.backtest; } });
-Object.defineProperty(exports, "backtestWithMarketData", { enumerable: true, get: function () { return backtest_1.backtestWithMarketData; } });
-Object.defineProperty(exports, "backtestRulesWithMarketData", { enumerable: true, get: function () { return backtest_1.backtestRulesWithMarketData; } });
-var performance_1 = require("./performance");
-Object.defineProperty(exports, "computePerformanceMetrics", { enumerable: true, get: function () { return performance_1.computePerformanceMetrics; } });
-var rules_1 = require("./rules");
-Object.defineProperty(exports, "compileRules", { enumerable: true, get: function () { return rules_1.compileRules; } });
-var evaluate_1 = require("./evaluate");
-Object.defineProperty(exports, "evaluateIndicator", { enumerable: true, get: function () { return evaluate_1.evaluateIndicator; } });
-Object.defineProperty(exports, "evaluateSignal", { enumerable: true, get: function () { return evaluate_1.evaluateSignal; } });
-Object.defineProperty(exports, "evaluateAllocation", { enumerable: true, get: function () { return evaluate_1.evaluateAllocation; } });
-Object.defineProperty(exports, "evaluate", { enumerable: true, get: function () { return evaluate_1.evaluate; } });
-Object.defineProperty(exports, "getEvaluationDate", { enumerable: true, get: function () { return evaluate_1.getEvaluationDate; } });
-Object.defineProperty(exports, "indicatorKey", { enumerable: true, get: function () { return evaluate_1.indicatorKey; } });
-Object.defineProperty(exports, "signalKey", { enumerable: true, get: function () { return evaluate_1.signalKey; } });
-Object.defineProperty(exports, "filterByTradingDays", { enumerable: true, get: function () { return evaluate_1.filterByTradingDays; } });
-var symbols_1 = require("./symbols");
-Object.defineProperty(exports, "extractSymbols", { enumerable: true, get: function () { return symbols_1.extractSymbols; } });
-Object.defineProperty(exports, "INDICATOR_SYMBOL_MAP", { enumerable: true, get: function () { return symbols_1.INDICATOR_SYMBOL_MAP; } });
-var time_1 = require("./time");
-Object.defineProperty(exports, "utcToET", { enumerable: true, get: function () { return time_1.utcToET; } });
-Object.defineProperty(exports, "isAtMarketClose", { enumerable: true, get: function () { return time_1.isAtMarketClose; } });
-Object.defineProperty(exports, "toTradingDayKey", { enumerable: true, get: function () { return time_1.toTradingDayKey; } });
-var livefolio_1 = require("./livefolio");
-Object.defineProperty(exports, "canonicalizeLivefolioDefinition", { enumerable: true, get: function () { return livefolio_1.canonicalizeLivefolioDefinition; } });
-Object.defineProperty(exports, "hashLivefolioDefinition", { enumerable: true, get: function () { return livefolio_1.hashLivefolioDefinition; } });
-Object.defineProperty(exports, "deriveLivefolioLinkId", { enumerable: true, get: function () { return livefolio_1.deriveLivefolioLinkId; } });
-Object.defineProperty(exports, "hashLivefolioStrategyDraft", { enumerable: true, get: function () { return livefolio_1.hashLivefolioStrategyDraft; } });
-Object.defineProperty(exports, "ensureLivefolioStrategy", { enumerable: true, get: function () { return livefolio_1.ensureLivefolioStrategy; } });
-//# sourceMappingURL=index.js.map

package/dist/strategy/index.js.map

@@ -1 +0,0 @@
-{"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/livefolio.d.ts

@@ -1,25 +0,0 @@
-import type { StrategyDraft } from './types';
-export type CanonicalJson = string | number | boolean | null | CanonicalJson[] | {
-    [key: string]: CanonicalJson;
-};
-export interface LivefolioEnsureAdapterInput<TDefinition extends CanonicalJson> {
-    definition: TDefinition;
-    definitionHash: string;
-    linkId: string;
-}
-export interface LivefolioEnsureAdapterResult {
-    strategyId: number;
-    linkId: string;
-    created: boolean;
-}
-export interface LivefolioEnsureAdapter<TDefinition extends CanonicalJson> {
-    ensureStrategy(input: LivefolioEnsureAdapterInput<TDefinition>): Promise<LivefolioEnsureAdapterResult>;
-}
-export declare function canonicalizeLivefolioDefinition<TDefinition extends CanonicalJson>(definition: TDefinition): CanonicalJson;
-export declare function hashLivefolioDefinition<TDefinition extends CanonicalJson>(definition: TDefinition): string;
-export declare function deriveLivefolioLinkId(definitionHash: string): string;
-export declare function hashLivefolioStrategyDraft(draft: StrategyDraft): string;
-export declare function ensureLivefolioStrategy<TDefinition extends CanonicalJson>(definition: TDefinition, adapter: LivefolioEnsureAdapter<TDefinition>): Promise<LivefolioEnsureAdapterResult & {
-    definitionHash: string;
-}>;
-//# sourceMappingURL=livefolio.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"livefolio.d.ts","sourceRoot":"","sources":["../../src/strategy/livefolio.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,SAAS,CAAC;AAE7C,MAAM,MAAM,aAAa,GACrB,MAAM,GACN,MAAM,GACN,OAAO,GACP,IAAI,GACJ,aAAa,EAAE,GACf;IAAE,CAAC,GAAG,EAAE,MAAM,GAAG,aAAa,CAAA;CAAE,CAAC;AAErC,MAAM,WAAW,2BAA2B,CAAC,WAAW,SAAS,aAAa;IAC5E,UAAU,EAAE,WAAW,CAAC;IACxB,cAAc,EAAE,MAAM,CAAC;IACvB,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,4BAA4B;IAC3C,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,OAAO,EAAE,OAAO,CAAC;CAClB;AAED,MAAM,WAAW,sBAAsB,CAAC,WAAW,SAAS,aAAa;IACvE,cAAc,CAAC,KAAK,EAAE,2BAA2B,CAAC,WAAW,CAAC,GAAG,OAAO,CAAC,4BAA4B,CAAC,CAAC;CACxG;AAkCD,wBAAgB,+BAA+B,CAAC,WAAW,SAAS,aAAa,EAC/E,UAAU,EAAE,WAAW,GACtB,aAAa,CAEf;AAED,wBAAgB,uBAAuB,CAAC,WAAW,SAAS,aAAa,EAAE,UAAU,EAAE,WAAW,GAAG,MAAM,CAG1G;AAED,wBAAgB,qBAAqB,CAAC,cAAc,EAAE,MAAM,GAAG,MAAM,CAKpE;AAED,wBAAgB,0BAA0B,CAAC,KAAK,EAAE,aAAa,GAAG,MAAM,CAEvE;AAED,wBAAsB,uBAAuB,CAAC,WAAW,SAAS,aAAa,EAC7E,UAAU,EAAE,WAAW,EACvB,OAAO,EAAE,sBAAsB,CAAC,WAAW,CAAC,GAC3C,OAAO,CAAC,4BAA4B,GAAG;IAAE,cAAc,EAAE,MAAM,CAAA;CAAE,CAAC,CAcpE"}

package/dist/strategy/livefolio.js

@@ -1,67 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.canonicalizeLivefolioDefinition = canonicalizeLivefolioDefinition;
-exports.hashLivefolioDefinition = hashLivefolioDefinition;
-exports.deriveLivefolioLinkId = deriveLivefolioLinkId;
-exports.hashLivefolioStrategyDraft = hashLivefolioStrategyDraft;
-exports.ensureLivefolioStrategy = ensureLivefolioStrategy;
-const crypto_1 = require("crypto");
-function normalizeCanonical(value) {
-    if (value === null)
-        return null;
-    if (typeof value === 'string' || typeof value === 'boolean') {
-        return value;
-    }
-    if (typeof value === 'number') {
-        if (!Number.isFinite(value)) {
-            throw new Error('Livefolio definition cannot include non-finite numbers.');
-        }
-        return Object.is(value, -0) ? 0 : value;
-    }
-    if (Array.isArray(value)) {
-        return value.map((item) => normalizeCanonical(item));
-    }
-    if (typeof value === 'object') {
-        const obj = value;
-        const out = {};
-        for (const key of Object.keys(obj).sort()) {
-            const next = obj[key];
-            if (next === undefined)
-                continue;
-            out[key] = normalizeCanonical(next);
-        }
-        return out;
-    }
-    throw new Error(`Unsupported value in livefolio definition: ${String(value)}`);
-}
-function canonicalizeLivefolioDefinition(definition) {
-    return normalizeCanonical(definition);
-}
-function hashLivefolioDefinition(definition) {
-    const canonical = canonicalizeLivefolioDefinition(definition);
-    return (0, crypto_1.createHash)('sha256').update(JSON.stringify(canonical)).digest('hex');
-}
-function deriveLivefolioLinkId(definitionHash) {
-    if (!definitionHash || definitionHash.length < 12) {
-        throw new Error('definitionHash must be at least 12 characters.');
-    }
-    return `lf-${definitionHash.slice(0, 12)}`;
-}
-function hashLivefolioStrategyDraft(draft) {
-    return hashLivefolioDefinition(draft);
-}
-async function ensureLivefolioStrategy(definition, adapter) {
-    const canonical = canonicalizeLivefolioDefinition(definition);
-    const definitionHash = hashLivefolioDefinition(canonical);
-    const linkId = deriveLivefolioLinkId(definitionHash);
-    const result = await adapter.ensureStrategy({
-        definition: canonical,
-        definitionHash,
-        linkId,
-    });
-    return {
-        ...result,
-        definitionHash,
-    };
-}
-//# sourceMappingURL=livefolio.js.map

package/dist/strategy/livefolio.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"livefolio.js","sourceRoot":"","sources":["../../src/strategy/livefolio.ts"],"names":[],"mappings":";;AA2DA,0EAIC;AAED,0DAGC;AAED,sDAKC;AAED,gEAEC;AAED,0DAiBC;AAlGD,mCAAoC;AA2BpC,SAAS,kBAAkB,CAAC,KAAc;IACxC,IAAI,KAAK,KAAK,IAAI;QAAE,OAAO,IAAI,CAAC;IAEhC,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,OAAO,KAAK,KAAK,SAAS,EAAE,CAAC;QAC5D,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QAC9B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;YAC5B,MAAM,IAAI,KAAK,CAAC,yDAAyD,CAAC,CAAC;QAC7E,CAAC;QACD,OAAO,MAAM,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;IAC1C,CAAC;IAED,IAAI,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC;QACzB,OAAO,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,kBAAkB,CAAC,IAAI,CAAC,CAAC,CAAC;IACvD,CAAC;IAED,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QAC9B,MAAM,GAAG,GAAG,KAAgC,CAAC;QAC7C,MAAM,GAAG,GAAkC,EAAE,CAAC;QAC9C,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC;YAC1C,MAAM,IAAI,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;YACtB,IAAI,IAAI,KAAK,SAAS;gBAAE,SAAS;YACjC,GAAG,CAAC,GAAG,CAAC,GAAG,kBAAkB,CAAC,IAAI,CAAC,CAAC;QACtC,CAAC;QACD,OAAO,GAAG,CAAC;IACb,CAAC;IAED,MAAM,IAAI,KAAK,CAAC,8CAA8C,MAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;AACjF,CAAC;AAED,SAAgB,+BAA+B,CAC7C,UAAuB;IAEvB,OAAO,kBAAkB,CAAC,UAAU,CAAC,CAAC;AACxC,CAAC;AAED,SAAgB,uBAAuB,CAAoC,UAAuB;IAChG,MAAM,SAAS,GAAG,+BAA+B,CAAC,UAAU,CAAC,CAAC;IAC9D,OAAO,IAAA,mBAAU,EAAC,QAAQ,CAAC,CAAC,MAAM,CAAC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;AAC9E,CAAC;AAED,SAAgB,qBAAqB,CAAC,cAAsB;IAC1D,IAAI,CAAC,cAAc,IAAI,cAAc,CAAC,MAAM,GAAG,EAAE,EAAE,CAAC;QAClD,MAAM,IAAI,KAAK,CAAC,gDAAgD,CAAC,CAAC;IACpE,CAAC;IACD,OAAO,MAAM,cAAc,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC;AAC7C,CAAC;AAED,SAAgB,0BAA0B,CAAC,KAAoB;IAC7D,OAAO,uBAAuB,CAAC,KAAiC,CAAC,CAAC;AACpE,CAAC;AAEM,KAAK,UAAU,uBAAuB,CAC3C,UAAuB,EACvB,OAA4C;IAE5C,MAAM,SAAS,GAAG,+BAA+B,CAAC,UAAU,CAAgB,CAAC;IAC7E,MAAM,cAAc,GAAG,uBAAuB,CAAC,SAAS,CAAC,CAAC;IAC1D,MAAM,MAAM,GAAG,qBAAqB,CAAC,cAAc,CAAC,CAAC;IACrD,MAAM,MAAM,GAAG,MAAM,OAAO,CAAC,cAAc,CAAC;QAC1C,UAAU,EAAE,SAAS;QACrB,cAAc;QACd,MAAM;KACP,CAAC,CAAC;IAEH,OAAO;QACL,GAAG,MAAM;QACT,cAAc;KACf,CAAC;AACJ,CAAC"}

package/dist/strategy/performance.d.ts

@@ -1,17 +0,0 @@
-export interface PerformanceMetricPoint {
-    timestampMs: number;
-    value: number;
-}
-export interface PerformanceMetrics {
-    cagr: number;
-    maxDrawdown: number;
-    volatility: number;
-    sharpe: number;
-    periodDays: number;
-}
-/**
- * Compute common backtest metrics from a time series.
- * Returns null when there are not enough valid points to compute.
- */
-export declare function computePerformanceMetrics(input: PerformanceMetricPoint[]): PerformanceMetrics | null;
-//# sourceMappingURL=performance.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"performance.d.ts","sourceRoot":"","sources":["../../src/strategy/performance.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,sBAAsB;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,KAAK,EAAE,MAAM,CAAC;CACf;AAED,MAAM,WAAW,kBAAkB;IACjC,IAAI,EAAE,MAAM,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;IACpB,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,EAAE,MAAM,CAAC;CACpB;AAMD;;;GAGG;AACH,wBAAgB,yBAAyB,CACvC,KAAK,EAAE,sBAAsB,EAAE,GAC9B,kBAAkB,GAAG,IAAI,CAmD3B"}

package/dist/strategy/performance.js

@@ -1,57 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.computePerformanceMetrics = computePerformanceMetrics;
-const DAY_MS = 24 * 60 * 60 * 1000;
-const YEAR_DAYS = 365.25;
-const TRADING_DAYS = 252;
-/**
- * Compute common backtest metrics from a time series.
- * Returns null when there are not enough valid points to compute.
- */
-function computePerformanceMetrics(input) {
-    if (input.length < 2)
-        return null;
-    const points = input
-        .filter((point) => Number.isFinite(point.timestampMs) && Number.isFinite(point.value))
-        .sort((a, b) => a.timestampMs - b.timestampMs);
-    if (points.length < 2)
-        return null;
-    const start = points[0].value;
-    const end = points[points.length - 1].value;
-    if (start <= 0 || end <= 0)
-        return null;
-    const years = Math.max((points[points.length - 1].timestampMs - points[0].timestampMs) / (DAY_MS * YEAR_DAYS), 1 / YEAR_DAYS);
-    const cagr = (Math.pow(end / start, 1 / years) - 1) * 100;
-    let peak = points[0].value;
-    let maxDrawdown = 0;
-    for (const point of points) {
-        peak = Math.max(peak, point.value);
-        const drawdown = ((point.value - peak) / peak) * 100;
-        if (drawdown < maxDrawdown)
-            maxDrawdown = drawdown;
-    }
-    const dailyReturns = [];
-    for (let i = 1; i < points.length; i++) {
-        const prev = points[i - 1].value;
-        const curr = points[i].value;
-        if (prev > 0 && curr > 0)
-            dailyReturns.push(curr / prev - 1);
-    }
-    let volatility = 0;
-    let sharpe = 0;
-    if (dailyReturns.length >= 2) {
-        const mean = dailyReturns.reduce((sum, value) => sum + value, 0) / dailyReturns.length;
-        const variance = dailyReturns.reduce((sum, value) => sum + (value - mean) ** 2, 0) / (dailyReturns.length - 1);
-        const std = Math.sqrt(Math.max(variance, 0));
-        volatility = std * Math.sqrt(TRADING_DAYS) * 100;
-        sharpe = std > 0 ? (mean / std) * Math.sqrt(TRADING_DAYS) : 0;
-    }
-    return {
-        cagr,
-        maxDrawdown,
-        volatility,
-        sharpe,
-        periodDays: Math.max(1, Math.round((points[points.length - 1].timestampMs - points[0].timestampMs) / DAY_MS)),
-    };
-}
-//# sourceMappingURL=performance.js.map

package/dist/strategy/performance.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"performance.js","sourceRoot":"","sources":["../../src/strategy/performance.ts"],"names":[],"mappings":";;AAqBA,8DAqDC;AA7DD,MAAM,MAAM,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;AACnC,MAAM,SAAS,GAAG,MAAM,CAAC;AACzB,MAAM,YAAY,GAAG,GAAG,CAAC;AAEzB;;;GAGG;AACH,SAAgB,yBAAyB,CACvC,KAA+B;IAE/B,IAAI,KAAK,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,IAAI,CAAC;IAElC,MAAM,MAAM,GAAG,KAAK;SACjB,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,WAAW,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;SACrF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,WAAW,CAAC,CAAC;IAEjD,IAAI,MAAM,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,IAAI,CAAC;IAEnC,MAAM,KAAK,GAAG,MAAM,CAAC,CAAC,CAAE,CAAC,KAAK,CAAC;IAC/B,MAAM,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAE,CAAC,KAAK,CAAC;IAC7C,IAAI,KAAK,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC;QAAE,OAAO,IAAI,CAAC;IAExC,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CACpB,CAAC,MAAM,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAE,CAAC,WAAW,GAAG,MAAM,CAAC,CAAC,CAAE,CAAC,WAAW,CAAC,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EACxF,CAAC,GAAG,SAAS,CACd,CAAC;IACF,MAAM,IAAI,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,EAAE,CAAC,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC;IAE1D,IAAI,IAAI,GAAG,MAAM,CAAC,CAAC,CAAE,CAAC,KAAK,CAAC;IAC5B,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;QAC3B,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC;QACnC,MAAM,QAAQ,GAAG,CAAC,CAAC,KAAK,CAAC,KAAK,GAAG,IAAI,CAAC,GAAG,IAAI,CAAC,GAAG,GAAG,CAAC;QACrD,IAAI,QAAQ,GAAG,WAAW;YAAE,WAAW,GAAG,QAAQ,CAAC;IACrD,CAAC;IAED,MAAM,YAAY,GAAa,EAAE,CAAC;IAClC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACvC,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,KAAK,CAAC;QAClC,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAE,CAAC,KAAK,CAAC;QAC9B,IAAI,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC;YAAE,YAAY,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC;IAC/D,CAAC;IAED,IAAI,UAAU,GAAG,CAAC,CAAC;IACnB,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,IAAI,YAAY,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;QAC7B,MAAM,IAAI,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CAAC,GAAG,GAAG,KAAK,EAAE,CAAC,CAAC,GAAG,YAAY,CAAC,MAAM,CAAC;QACvF,MAAM,QAAQ,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QAC/G,MAAM,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,CAAC;QAC7C,UAAU,GAAG,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,YAAY,CAAC,GAAG,GAAG,CAAC;QACjD,MAAM,GAAG,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAChE,CAAC;IAED,OAAO;QACL,IAAI;QACJ,WAAW;QACX,UAAU;QACV,MAAM;QACN,UAAU,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,MAAM,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAE,CAAC,WAAW,GAAG,MAAM,CAAC,CAAC,CAAE,CAAC,WAAW,CAAC,GAAG,MAAM,CAAC,CAAC;KAChH,CAAC;AACJ,CAAC"}

package/dist/strategy/rules.d.ts

@@ -1,3 +0,0 @@
-import type { StrategyDraft, Strategy } from './types';
-export declare function compileRules(strategyDraft: StrategyDraft): Strategy;
-//# sourceMappingURL=rules.d.ts.map

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

@@ -1 +0,0 @@
-{"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

@@ -1,95 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.compileRules = compileRules;
-function validateHoldingsWeights(strategyDraft) {
-    for (const allocation of strategyDraft.allocations) {
-        if (!allocation.holdings.length) {
-            throw new Error(`Allocation "${allocation.name}" must include at least one holding.`);
-        }
-        for (const holding of allocation.holdings) {
-            if (!Number.isFinite(holding.weight)) {
-                throw new Error(`Allocation "${allocation.name}" has a non-finite holding weight.`);
-            }
-        }
-        const total = allocation.holdings.reduce((sum, holding) => sum + holding.weight, 0);
-        if (!Number.isFinite(total) || Math.abs(total - 100) > 1e-6) {
-            throw new Error(`Allocation "${allocation.name}" weights must sum to 100.`);
-        }
-    }
-}
-function compileRuleCondition(condition, signalByName) {
-    switch (condition.kind) {
-        case 'signal': {
-            const signal = signalByName.get(condition.signalName);
-            if (!signal)
-                throw new Error(`Unknown signal reference: "${condition.signalName}".`);
-            return { kind: 'signal', signal };
-        }
-        case 'not': {
-            const signal = signalByName.get(condition.signalName);
-            if (!signal)
-                throw new Error(`Unknown signal reference: "${condition.signalName}".`);
-            return { kind: 'not', signal };
-        }
-        case 'and':
-            return {
-                kind: 'and',
-                args: condition.args.map((arg) => compileRuleCondition(arg, signalByName)),
-            };
-        case 'or':
-            return {
-                kind: 'or',
-                args: condition.args.map((arg) => compileRuleCondition(arg, signalByName)),
-            };
-    }
-}
-function compileRules(strategyDraft) {
-    if (strategyDraft.signals.length === 0) {
-        throw new Error('Rule strategy must define at least one signal.');
-    }
-    if (strategyDraft.allocations.length === 0) {
-        throw new Error('Rule strategy must define at least one allocation.');
-    }
-    const signalByName = new Map();
-    for (const signal of strategyDraft.signals) {
-        if (!signal.name.trim()) {
-            throw new Error('Signal names must be non-empty.');
-        }
-        if (signalByName.has(signal.name)) {
-            throw new Error(`Duplicate signal name: "${signal.name}".`);
-        }
-        signalByName.set(signal.name, signal.signal);
-    }
-    const allocationNames = new Set();
-    for (const allocation of strategyDraft.allocations) {
-        const normalized = allocation.name.trim().toLowerCase();
-        if (!normalized) {
-            throw new Error('Allocation names must be non-empty.');
-        }
-        if (allocationNames.has(normalized)) {
-            throw new Error(`Duplicate allocation name: "${allocation.name}".`);
-        }
-        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,
-        allocations,
-    };
-}
-//# sourceMappingURL=rules.js.map

package/dist/strategy/rules.js.map

@@ -1 +0,0 @@
-{"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/stream.d.ts

@@ -1,5 +0,0 @@
-import type { TypedSupabaseClient } from '../types';
-import type { MarketModule } from '../market/types';
-import type { Strategy, StrategyEvaluation, StreamObservation } from './types';
-export declare function stream(client: TypedSupabaseClient, market: MarketModule, strategy: Strategy, observation: StreamObservation | StreamObservation[]): Promise<StrategyEvaluation>;
-//# sourceMappingURL=stream.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"stream.d.ts","sourceRoot":"","sources":["../../src/strategy/stream.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAAE,YAAY,EAAe,MAAM,iBAAiB,CAAC;AACjE,OAAO,KAAK,EAAE,QAAQ,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAC;AAsB/E,wBAAsB,MAAM,CAC1B,MAAM,EAAE,mBAAmB,EAC3B,MAAM,EAAE,YAAY,EACpB,QAAQ,EAAE,QAAQ,EAClB,WAAW,EAAE,iBAAiB,GAAG,iBAAiB,EAAE,GACnD,OAAO,CAAC,kBAAkB,CAAC,CAyC7B"}

package/dist/strategy/stream.js

@@ -1,58 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.stream = stream;
-const evaluate_1 = require("./evaluate");
-const symbols_1 = require("./symbols");
-const cache_1 = require("./cache");
-function mergeObservations(batchSeries, observations) {
-    let merged = { ...batchSeries };
-    for (const obs of observations) {
-        const series = [...(merged[obs.symbol] ?? [])];
-        const obsDate = obs.timestamp.slice(0, 10); // YYYY-MM-DD
-        const idx = series.findIndex(o => o.timestamp.slice(0, 10) === obsDate);
-        const entry = { timestamp: obs.timestamp, value: obs.value };
-        if (idx >= 0)
-            series[idx] = entry; // replace incomplete bar
-        else
-            series.push(entry); // append new day
-        merged = { ...merged, [obs.symbol]: series };
-    }
-    return merged;
-}
-async function stream(client, market, strategy, observation) {
-    const observations = Array.isArray(observation) ? observation : [observation];
-    if (observations.length === 0) {
-        throw new Error('stream() requires at least one observation');
-    }
-    // 1. Fetch historical series for all symbols
-    const symbols = (0, symbols_1.extractSymbols)(strategy);
-    const batchSeries = await market.getBatchSeries(symbols);
-    // 2. Merge the incoming observations into the series (replace same-date or append)
-    const mergedSeries = mergeObservations(batchSeries, observations);
-    // 3. Build evaluation options with latest observation timestamp
-    const at = new Date(observations[observations.length - 1].timestamp);
-    const options = { at, batchSeries: mergedSeries };
-    // 4. Fetch prior signal states for hysteresis (read-only, no cache write)
-    const stratRow = await client
-        .from('strategies')
-        .select('id')
-        .eq('link_id', strategy.linkId)
-        .limit(1)
-        .maybeSingle()
-        .then(({ data }) => data);
-    let prevSignals = {};
-    let prevMeta = {};
-    if (stratRow) {
-        [prevSignals, prevMeta] = await Promise.all([
-            (0, cache_1.fetchSignalStates)(client, stratRow.id),
-            (0, cache_1.fetchIndicatorMetadata)(client, stratRow.id),
-        ]);
-    }
-    // 5. Evaluate (skip cache check and result storage — interim data)
-    return (0, evaluate_1.evaluate)(strategy, {
-        ...options,
-        previousSignalStates: prevSignals,
-        previousIndicatorMetadata: prevMeta,
-    });
-}
-//# sourceMappingURL=stream.js.map

package/dist/strategy/stream.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"stream.js","sourceRoot":"","sources":["../../src/strategy/stream.ts"],"names":[],"mappings":";;AAwBA,wBA8CC;AAnED,yCAAsD;AACtD,uCAAiE;AACjE,mCAAoE;AAEpE,SAAS,iBAAiB,CACxB,WAA0C,EAC1C,YAAiC;IAEjC,IAAI,MAAM,GAAG,EAAE,GAAG,WAAW,EAAE,CAAC;IAChC,KAAK,MAAM,GAAG,IAAI,YAAY,EAAE,CAAC;QAC/B,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC;QAC/C,MAAM,OAAO,GAAG,GAAG,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa;QACzD,MAAM,GAAG,GAAG,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,KAAK,OAAO,CAAC,CAAC;QACxE,MAAM,KAAK,GAAgB,EAAE,SAAS,EAAE,GAAG,CAAC,SAAS,EAAE,KAAK,EAAE,GAAG,CAAC,KAAK,EAAE,CAAC;QAC1E,IAAI,GAAG,IAAI,CAAC;YAAE,MAAM,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC,CAAC,yBAAyB;;YACvD,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAW,iBAAiB;QACpD,MAAM,GAAG,EAAE,GAAG,MAAM,EAAE,CAAC,GAAG,CAAC,MAAM,CAAC,EAAE,MAAM,EAAE,CAAC;IAC/C,CAAC;IACD,OAAO,MAAM,CAAC;AAChB,CAAC;AAEM,KAAK,UAAU,MAAM,CAC1B,MAA2B,EAC3B,MAAoB,EACpB,QAAkB,EAClB,WAAoD;IAEpD,MAAM,YAAY,GAAG,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;IAC9E,IAAI,YAAY,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC9B,MAAM,IAAI,KAAK,CAAC,4CAA4C,CAAC,CAAC;IAChE,CAAC;IAED,6CAA6C;IAC7C,MAAM,OAAO,GAAG,IAAA,wBAAkB,EAAC,QAAQ,CAAC,CAAC;IAC7C,MAAM,WAAW,GAAG,MAAM,MAAM,CAAC,cAAc,CAAC,OAAO,CAAC,CAAC;IAEzD,mFAAmF;IACnF,MAAM,YAAY,GAAG,iBAAiB,CAAC,WAAW,EAAE,YAAY,CAAC,CAAC;IAElE,gEAAgE;IAChE,MAAM,EAAE,GAAG,IAAI,IAAI,CAAC,YAAY,CAAC,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC;IACrE,MAAM,OAAO,GAAG,EAAE,EAAE,EAAE,WAAW,EAAE,YAAY,EAAE,CAAC;IAElD,0EAA0E;IAC1E,MAAM,QAAQ,GAAG,MAAM,MAAM;SAC1B,IAAI,CAAC,YAAY,CAAC;SAClB,MAAM,CAAC,IAAI,CAAC;SACZ,EAAE,CAAC,SAAS,EAAE,QAAQ,CAAC,MAAM,CAAC;SAC9B,KAAK,CAAC,CAAC,CAAC;SACR,WAAW,EAAE;SACb,IAAI,CAAC,CAAC,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC,IAAI,CAAC,CAAC;IAE5B,IAAI,WAAW,GAA4B,EAAE,CAAC;IAC9C,IAAI,QAAQ,GAA4B,EAAE,CAAC;IAC3C,IAAI,QAAQ,EAAE,CAAC;QACb,CAAC,WAAW,EAAE,QAAQ,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC1C,IAAA,yBAAiB,EAAC,MAAM,EAAE,QAAQ,CAAC,EAAE,CAAC;YACtC,IAAA,8BAAsB,EAAC,MAAM,EAAE,QAAQ,CAAC,EAAE,CAAC;SAC5C,CAAC,CAAC;IACL,CAAC;IAED,mEAAmE;IACnE,OAAO,IAAA,mBAAY,EAAC,QAAQ,EAAE;QAC5B,GAAG,OAAO;QACV,oBAAoB,EAAE,WAAW;QACjC,yBAAyB,EAAE,QAAQ;KACpC,CAAC,CAAC;AACL,CAAC"}

package/dist/strategy/symbols.d.ts

@@ -1,4 +0,0 @@
-import type { IndicatorType, Strategy } from './types';
-export declare const INDICATOR_SYMBOL_MAP: Partial<Record<IndicatorType, string>>;
-export declare function extractSymbols(strategy: Strategy): string[];
-//# sourceMappingURL=symbols.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"symbols.d.ts","sourceRoot":"","sources":["../../src/strategy/symbols.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAa,aAAa,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAC;AAElE,eAAO,MAAM,oBAAoB,EAAE,OAAO,CAAC,MAAM,CAAC,aAAa,EAAE,MAAM,CAAC,CAavE,CAAC;AAWF,wBAAgB,cAAc,CAAC,QAAQ,EAAE,QAAQ,GAAG,MAAM,EAAE,CAe3D"}

package/dist/strategy/symbols.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.INDICATOR_SYMBOL_MAP = void 0;
-exports.extractSymbols = extractSymbols;
-exports.INDICATOR_SYMBOL_MAP = {
-    VIX: '^VIX',
-    VIX3M: '^VIX3M',
-    T3M: 'DGS3MO',
-    T6M: 'DGS6MO',
-    T1Y: 'DGS1',
-    T2Y: 'DGS2',
-    T3Y: 'DGS3',
-    T5Y: 'DGS5',
-    T7Y: 'DGS7',
-    T10Y: 'DGS10',
-    T20Y: 'DGS20',
-    T30Y: 'DGS30',
-};
-function addIndicatorSymbol(indicator, symbols) {
-    const mappedSymbol = exports.INDICATOR_SYMBOL_MAP[indicator.type];
-    if (mappedSymbol) {
-        symbols.add(mappedSymbol);
-    }
-    else if (indicator.type !== 'Threshold') {
-        symbols.add(indicator.ticker.symbol);
-    }
-}
-function extractSymbols(strategy) {
-    const symbols = new Set();
-    for (const signal of Object.values(strategy.signals)) {
-        addIndicatorSymbol(signal.left, symbols);
-        addIndicatorSymbol(signal.right, symbols);
-    }
-    for (const allocation of Object.values(strategy.allocations)) {
-        for (const holding of allocation.holdings) {
-            symbols.add(holding.ticker.symbol);
-        }
-    }
-    return [...symbols];
-}
-//# sourceMappingURL=symbols.js.map

package/dist/strategy/symbols.js.map

@@ -1 +0,0 @@
-{"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/time.d.ts

@@ -1,10 +0,0 @@
-export declare function utcToET(date: Date): {
-    year: number;
-    month: number;
-    day: number;
-    hour: number;
-    minute: number;
-};
-export declare function isAtMarketClose(timestamp: Date): boolean;
-export declare function toTradingDayKey(timestamp: Date): string;
-//# sourceMappingURL=time.d.ts.map

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

@@ -1 +0,0 @@
-{"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

@@ -1,33 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.utcToET = utcToET;
-exports.isAtMarketClose = isAtMarketClose;
-exports.toTradingDayKey = toTradingDayKey;
-const ET_FORMATTER = new Intl.DateTimeFormat('en-US', {
-    timeZone: 'America/New_York',
-    year: 'numeric',
-    month: 'numeric',
-    day: 'numeric',
-    hour: 'numeric',
-    minute: 'numeric',
-    hourCycle: 'h23',
-});
-function utcToET(date) {
-    const parts = ET_FORMATTER.formatToParts(date);
-    return {
-        year: parseInt(parts.find((p) => p.type === 'year')?.value || '0', 10),
-        month: parseInt(parts.find((p) => p.type === 'month')?.value || '0', 10),
-        day: parseInt(parts.find((p) => p.type === 'day')?.value || '0', 10),
-        hour: parseInt(parts.find((p) => p.type === 'hour')?.value || '0', 10),
-        minute: parseInt(parts.find((p) => p.type === 'minute')?.value || '0', 10),
-    };
-}
-function isAtMarketClose(timestamp) {
-    const et = utcToET(timestamp);
-    return (et.hour === 16 && et.minute === 0) || (et.hour === 13 && et.minute === 0);
-}
-function toTradingDayKey(timestamp) {
-    const et = utcToET(timestamp);
-    return `${et.year}-${String(et.month).padStart(2, '0')}-${String(et.day).padStart(2, '0')}`;
-}
-//# sourceMappingURL=time.js.map

package/dist/strategy/time.js.map

@@ -1 +0,0 @@
-{"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"}