@livefolio/sdk 0.2.13 → 0.3.1

package/dist/market/index.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.TRACKED_TICKERS_YFINANCE = exports.TRACKED_TICKERS_DESCRIPTION = exports.createMarket = void 0;
-var client_1 = require("./client");
-Object.defineProperty(exports, "createMarket", { enumerable: true, get: function () { return client_1.createMarket; } });
-var trackedTickers_1 = require("./trackedTickers");
-Object.defineProperty(exports, "TRACKED_TICKERS_DESCRIPTION", { enumerable: true, get: function () { return trackedTickers_1.TRACKED_TICKERS_DESCRIPTION; } });
-Object.defineProperty(exports, "TRACKED_TICKERS_YFINANCE", { enumerable: true, get: function () { return trackedTickers_1.TRACKED_TICKERS_YFINANCE; } });
-//# sourceMappingURL=index.js.map

package/dist/market/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":";;;AACA,mCAAwC;AAA/B,sGAAA,YAAY,OAAA;AACrB,mDAAyF;AAAhF,6HAAA,2BAA2B,OAAA;AAAE,0HAAA,wBAAwB,OAAA"}

package/dist/market/trackedTickers.d.ts

@@ -1,4 +0,0 @@
-export declare const TRACKED_TICKERS_DESCRIPTION = "Curated default backtest/ingestion universe in Yahoo Finance symbol format.";
-export declare const TRACKED_TICKERS_YFINANCE: readonly ["SPY", "QQQ", "IWM", "DIA", "TLT", "IEF", "SHY", "BIL", "GLD", "SLV", "USO", "UUP", "VNQ", "HYG", "LQD", "XLE", "XLF", "XLK", "XLV", "XLI", "XLP", "XLY", "XLU", "XLB", "XLRE", "^GSPC", "^NDX", "^DJI", "^RUT", "^VIX", "^VIX3M", "^IRX", "^FVX", "^TNX", "^TYX", "TQQQ", "SOXL", "QLD", "SSO", "SPXL", "TSLL", "UPRO", "NVDL", "TECL", "GDXU", "FAS", "BULZ", "USD", "FNGU", "TNA", "NUGT", "KORU", "GGLL", "UDOW", "ROM", "JNUG", "YINN", "UYG", "MSFU", "CONL", "NVDU", "DFEN", "AMDL", "NVDX", "LABU", "FNGO", "DDM", "DPST", "NAIL", "MSTU", "SPYU", "AMZU", "GUSH", "URTY", "MSTX", "ERX", "UWM", "FBL", "CWEB", "AVGX", "SPUU", "SHNY", "IONX", "EDC", "SMCX", "XDEC", "CURE", "MVV", "AAPU", "OKLL", "XJUN", "BRZU", "CHAU", "FNGG", "ROBN", "BABX", "XSEP", "DIG", "WEBL", "XBJA", "RXL", "BIB", "MIDU", "XDSQ", "HIMZ", "XBOC", "INDL", "EURL", "GOOX", "DUSL", "HIBL", "UTSL", "EET", "NRGU", "NFLU", "AMZZ", "UYM", "MSOX", "UXI", "EFO", "UMDD", "TSL", "RETL", "UBOT", "BNKU", "MEXX", "SAA", "TARK", "GMEU", "SMHB", "RIOX", "MSFX", "UPW", "WANT", "XTJL", "EZJ", "XTAP", "XTOC", "AVGU", "AAPB", "TPOR", "QTOC", "XTJA", "KPDD", "PILL", "QTJA", "UGE", "UPV", "HOOX", "XPP", "UCC", "DJTU", "RBLU", "MLPR", "LTL", "AAPX", "SCDL", "FLYU", "BDCX", "HDLB", "QULL", "MTUL", "IWDL", "IWML", "IWFL", "UCYB", "USML", "UBR", "CARU", "ARMU", "KBAB", "SKYU", "KBDU", "GDE", "RSSB", "RSST", "ZROZ", "AI", "TMF", "ALLW", "SIG", "UVXY", "VT", "ASGM", "BITX", "CTAP", "DBMF", "KMLM", "MA", "MSCI", "NTSX", "RSI", "RSSX", "SQQQ", "TFSA", "UGL", "UK", "AHLT", "ARQ", "AVDV", "BLNDX", "CAOS", "DAX", "DRIP", "EDV", "EMF", "ETHU", "EU", "FANG", "GDT", "GEM", "HFEQ", "HFGM", "HFMF", "IGV", "IMO", "LBRT", "LSE", "METU", "MIX", "MOOD", "NQ", "NTSE", "OIL", "ORR", "PLTU", "QDSIX", "QMNNX", "RKLX", "RKLZ", "RS", "RSBA", "RSBT", "RYTTX", "SARK", "SDMF", "SEC", "SIL", "SPLS", "TMV", "TSDD", "VOO", "VS", "VXUS", "WAY", "WTLS", "XQQI", "XSPI", "YEAR"];
-export type TrackedTicker = (typeof TRACKED_TICKERS_YFINANCE)[number];
-//# sourceMappingURL=trackedTickers.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/market/trackedTickers.js

@@ -1,256 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.TRACKED_TICKERS_YFINANCE = exports.TRACKED_TICKERS_DESCRIPTION = void 0;
-exports.TRACKED_TICKERS_DESCRIPTION = 'Curated default backtest/ingestion universe in Yahoo Finance symbol format.';
-exports.TRACKED_TICKERS_YFINANCE = [
-    'SPY',
-    'QQQ',
-    'IWM',
-    'DIA',
-    'TLT',
-    'IEF',
-    'SHY',
-    'BIL',
-    'GLD',
-    'SLV',
-    'USO',
-    'UUP',
-    'VNQ',
-    'HYG',
-    'LQD',
-    'XLE',
-    'XLF',
-    'XLK',
-    'XLV',
-    'XLI',
-    'XLP',
-    'XLY',
-    'XLU',
-    'XLB',
-    'XLRE',
-    '^GSPC',
-    '^NDX',
-    '^DJI',
-    '^RUT',
-    '^VIX',
-    '^VIX3M',
-    '^IRX',
-    '^FVX',
-    '^TNX',
-    '^TYX',
-    'TQQQ',
-    'SOXL',
-    'QLD',
-    'SSO',
-    'SPXL',
-    'TSLL',
-    'UPRO',
-    'NVDL',
-    'TECL',
-    'GDXU',
-    'FAS',
-    'BULZ',
-    'USD',
-    'FNGU',
-    'TNA',
-    'NUGT',
-    'KORU',
-    'GGLL',
-    'UDOW',
-    'ROM',
-    'JNUG',
-    'YINN',
-    'UYG',
-    'MSFU',
-    'CONL',
-    'NVDU',
-    'DFEN',
-    'AMDL',
-    'NVDX',
-    'LABU',
-    'FNGO',
-    'DDM',
-    'DPST',
-    'NAIL',
-    'MSTU',
-    'SPYU',
-    'AMZU',
-    'GUSH',
-    'URTY',
-    'MSTX',
-    'ERX',
-    'UWM',
-    'FBL',
-    'CWEB',
-    'AVGX',
-    'SPUU',
-    'SHNY',
-    'IONX',
-    'EDC',
-    'SMCX',
-    'XDEC',
-    'CURE',
-    'MVV',
-    'AAPU',
-    'OKLL',
-    'XJUN',
-    'BRZU',
-    'CHAU',
-    'FNGG',
-    'ROBN',
-    'BABX',
-    'XSEP',
-    'DIG',
-    'WEBL',
-    'XBJA',
-    'RXL',
-    'BIB',
-    'MIDU',
-    'XDSQ',
-    'HIMZ',
-    'XBOC',
-    'INDL',
-    'EURL',
-    'GOOX',
-    'DUSL',
-    'HIBL',
-    'UTSL',
-    'EET',
-    'NRGU',
-    'NFLU',
-    'AMZZ',
-    'UYM',
-    'MSOX',
-    'UXI',
-    'EFO',
-    'UMDD',
-    'TSL',
-    'RETL',
-    'UBOT',
-    'BNKU',
-    'MEXX',
-    'SAA',
-    'TARK',
-    'GMEU',
-    'SMHB',
-    'RIOX',
-    'MSFX',
-    'UPW',
-    'WANT',
-    'XTJL',
-    'EZJ',
-    'XTAP',
-    'XTOC',
-    'AVGU',
-    'AAPB',
-    'TPOR',
-    'QTOC',
-    'XTJA',
-    'KPDD',
-    'PILL',
-    'QTJA',
-    'UGE',
-    'UPV',
-    'HOOX',
-    'XPP',
-    'UCC',
-    'DJTU',
-    'RBLU',
-    'MLPR',
-    'LTL',
-    'AAPX',
-    'SCDL',
-    'FLYU',
-    'BDCX',
-    'HDLB',
-    'QULL',
-    'MTUL',
-    'IWDL',
-    'IWML',
-    'IWFL',
-    'UCYB',
-    'USML',
-    'UBR',
-    'CARU',
-    'ARMU',
-    'KBAB',
-    'SKYU',
-    'KBDU',
-    'GDE',
-    'RSSB',
-    'RSST',
-    'ZROZ',
-    'AI',
-    'TMF',
-    'ALLW',
-    'SIG',
-    'UVXY',
-    'VT',
-    'ASGM',
-    'BITX',
-    'CTAP',
-    'DBMF',
-    'KMLM',
-    'MA',
-    'MSCI',
-    'NTSX',
-    'RSI',
-    'RSSX',
-    'SQQQ',
-    'TFSA',
-    'UGL',
-    'UK',
-    'AHLT',
-    'ARQ',
-    'AVDV',
-    'BLNDX',
-    'CAOS',
-    'DAX',
-    'DRIP',
-    'EDV',
-    'EMF',
-    'ETHU',
-    'EU',
-    'FANG',
-    'GDT',
-    'GEM',
-    'HFEQ',
-    'HFGM',
-    'HFMF',
-    'IGV',
-    'IMO',
-    'LBRT',
-    'LSE',
-    'METU',
-    'MIX',
-    'MOOD',
-    'NQ',
-    'NTSE',
-    'OIL',
-    'ORR',
-    'PLTU',
-    'QDSIX',
-    'QMNNX',
-    'RKLX',
-    'RKLZ',
-    'RS',
-    'RSBA',
-    'RSBT',
-    'RYTTX',
-    'SARK',
-    'SDMF',
-    'SEC',
-    'SIL',
-    'SPLS',
-    'TMV',
-    'TSDD',
-    'VOO',
-    'VS',
-    'VXUS',
-    'WAY',
-    'WTLS',
-    'XQQI',
-    'XSPI',
-    'YEAR',
-];
-//# sourceMappingURL=trackedTickers.js.map

package/dist/market/trackedTickers.js.map

@@ -1 +0,0 @@
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package/dist/market/types.d.ts

@@ -1,29 +0,0 @@
-export interface Observation {
-    timestamp: string;
-    value: number;
-    signalValue?: number;
-}
-export interface DualPrice {
-    signal: number;
-    execution: number;
-}
-export interface TradingDay {
-    date: string;
-    open: string;
-    close: string;
-    extended_open: string;
-    extended_close: string;
-}
-export interface MarketModule {
-    getSeries(symbol: string): Promise<Observation[]>;
-    getBatchSeries(symbols: string[]): Promise<Record<string, Observation[]>>;
-    getSeriesFromDb(symbol: string, startDate: string, endDate: string): Promise<Observation[]>;
-    getBatchSeriesFromDb(symbols: string[], startDate: string, endDate: string): Promise<Record<string, Observation[]>>;
-    getQuote(symbol: string): Promise<Observation>;
-    getBatchQuotes(symbols: string[]): Promise<Record<string, Observation>>;
-    getSignalAndExecutionPrices(symbol: string, date: string): Promise<DualPrice | null>;
-    getBatchSignalAndExecutionPrices(symbols: string[], date: string): Promise<Record<string, DualPrice>>;
-    getTradingDays(startDate: string, endDate: string): Promise<TradingDay[]>;
-    getTradingDay(date: string): Promise<TradingDay | null>;
-}
-//# sourceMappingURL=types.d.ts.map

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

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package/dist/market/types.js

@@ -1,3 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=types.js.map

package/dist/market/types.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/market/types.ts"],"names":[],"mappings":""}

package/dist/portfolio/client.d.ts

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

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

@@ -1 +0,0 @@
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package/dist/portfolio/client.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createPortfolio = createPortfolio;
-const rebalance_1 = require("./rebalance");
-const symbols_1 = require("./symbols");
-function createPortfolio(_client) {
-    return {
-        buildRebalancePlan: rebalance_1.buildRebalancePlan,
-        computePortfolioDriftPercentPoints: rebalance_1.computePortfolioDriftPercentPoints,
-        mapTickerToTradable: symbols_1.mapTickerToTradable,
-    };
-}
-//# sourceMappingURL=client.js.map

package/dist/portfolio/client.js.map

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

@@ -1,5 +0,0 @@
-export type { PortfolioModule } from './types';
-export { createPortfolio } from './client';
-export { buildRebalancePlan, computePortfolioDriftPercentPoints, type TradeOrder, type RebalancePlanInput, type RebalancePlan, PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS, REBALANCE_MIN_TRADE_VALUE, REBALANCE_QUANTITY_PRECISION, REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION, REBALANCE_EPSILON, REBALANCE_CASH_RESERVE_PERCENT, REBALANCE_MIN_CASH_RESERVE_VALUE, REBALANCE_BUY_SLIPPAGE_BPS, REBALANCE_SELL_SLIPPAGE_BPS, REBALANCE_PER_ORDER_FEE, REBALANCE_CASH_SYMBOL, REBALANCE_CASH_SOURCE_SYMBOL, } from './rebalance';
-export { mapTickerToTradable, FRED_TRADABLE_MAP, BASE_TICKER_ALIASES, ETF_LEVERAGE_MAP, } from './symbols';
-//# sourceMappingURL=index.d.ts.map

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

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package/dist/portfolio/index.js

@@ -1,26 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.ETF_LEVERAGE_MAP = exports.BASE_TICKER_ALIASES = exports.FRED_TRADABLE_MAP = exports.mapTickerToTradable = exports.REBALANCE_CASH_SOURCE_SYMBOL = exports.REBALANCE_CASH_SYMBOL = exports.REBALANCE_PER_ORDER_FEE = exports.REBALANCE_SELL_SLIPPAGE_BPS = exports.REBALANCE_BUY_SLIPPAGE_BPS = exports.REBALANCE_MIN_CASH_RESERVE_VALUE = exports.REBALANCE_CASH_RESERVE_PERCENT = exports.REBALANCE_EPSILON = exports.REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION = exports.REBALANCE_QUANTITY_PRECISION = exports.REBALANCE_MIN_TRADE_VALUE = exports.PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS = exports.computePortfolioDriftPercentPoints = exports.buildRebalancePlan = exports.createPortfolio = void 0;
-var client_1 = require("./client");
-Object.defineProperty(exports, "createPortfolio", { enumerable: true, get: function () { return client_1.createPortfolio; } });
-var rebalance_1 = require("./rebalance");
-Object.defineProperty(exports, "buildRebalancePlan", { enumerable: true, get: function () { return rebalance_1.buildRebalancePlan; } });
-Object.defineProperty(exports, "computePortfolioDriftPercentPoints", { enumerable: true, get: function () { return rebalance_1.computePortfolioDriftPercentPoints; } });
-Object.defineProperty(exports, "PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS", { enumerable: true, get: function () { return rebalance_1.PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS; } });
-Object.defineProperty(exports, "REBALANCE_MIN_TRADE_VALUE", { enumerable: true, get: function () { return rebalance_1.REBALANCE_MIN_TRADE_VALUE; } });
-Object.defineProperty(exports, "REBALANCE_QUANTITY_PRECISION", { enumerable: true, get: function () { return rebalance_1.REBALANCE_QUANTITY_PRECISION; } });
-Object.defineProperty(exports, "REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION", { enumerable: true, get: function () { return rebalance_1.REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION; } });
-Object.defineProperty(exports, "REBALANCE_EPSILON", { enumerable: true, get: function () { return rebalance_1.REBALANCE_EPSILON; } });
-Object.defineProperty(exports, "REBALANCE_CASH_RESERVE_PERCENT", { enumerable: true, get: function () { return rebalance_1.REBALANCE_CASH_RESERVE_PERCENT; } });
-Object.defineProperty(exports, "REBALANCE_MIN_CASH_RESERVE_VALUE", { enumerable: true, get: function () { return rebalance_1.REBALANCE_MIN_CASH_RESERVE_VALUE; } });
-Object.defineProperty(exports, "REBALANCE_BUY_SLIPPAGE_BPS", { enumerable: true, get: function () { return rebalance_1.REBALANCE_BUY_SLIPPAGE_BPS; } });
-Object.defineProperty(exports, "REBALANCE_SELL_SLIPPAGE_BPS", { enumerable: true, get: function () { return rebalance_1.REBALANCE_SELL_SLIPPAGE_BPS; } });
-Object.defineProperty(exports, "REBALANCE_PER_ORDER_FEE", { enumerable: true, get: function () { return rebalance_1.REBALANCE_PER_ORDER_FEE; } });
-Object.defineProperty(exports, "REBALANCE_CASH_SYMBOL", { enumerable: true, get: function () { return rebalance_1.REBALANCE_CASH_SYMBOL; } });
-Object.defineProperty(exports, "REBALANCE_CASH_SOURCE_SYMBOL", { enumerable: true, get: function () { return rebalance_1.REBALANCE_CASH_SOURCE_SYMBOL; } });
-var symbols_1 = require("./symbols");
-Object.defineProperty(exports, "mapTickerToTradable", { enumerable: true, get: function () { return symbols_1.mapTickerToTradable; } });
-Object.defineProperty(exports, "FRED_TRADABLE_MAP", { enumerable: true, get: function () { return symbols_1.FRED_TRADABLE_MAP; } });
-Object.defineProperty(exports, "BASE_TICKER_ALIASES", { enumerable: true, get: function () { return symbols_1.BASE_TICKER_ALIASES; } });
-Object.defineProperty(exports, "ETF_LEVERAGE_MAP", { enumerable: true, get: function () { return symbols_1.ETF_LEVERAGE_MAP; } });
-//# sourceMappingURL=index.js.map

package/dist/portfolio/index.js.map

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package/dist/portfolio/rebalance.d.ts

@@ -1,62 +0,0 @@
-export interface TradeOrder {
-    action: 'BUY' | 'SELL';
-    symbol: string;
-    quantity: number;
-    estimatedPrice: number;
-    estimatedValue: number;
-}
-export interface RebalancePlanInput {
-    targetWeights: Record<string, number>;
-    currentValues: Record<string, number>;
-    prices: Record<string, number>;
-    quantityPrecisionBySymbol?: Record<string, number>;
-    cashValue: number;
-    totalValue: number;
-    portfolioDriftThresholdPercentPoints?: number;
-    minTradeValue?: number;
-    cashReservePercent?: number;
-    minCashReserveValue?: number;
-    buySlippageBps?: number;
-    sellSlippageBps?: number;
-    perOrderFee?: number;
-    /** When set, this symbol is treated as cash: no orders, no price required. */
-    cashSymbol?: string;
-}
-export interface RebalancePlan {
-    triggered: boolean;
-    portfolioDriftPercentPoints: number;
-    reason: 'below_threshold' | 'ok' | 'no_orders';
-    orders: TradeOrder[];
-}
-/** Minimum portfolio drift (in percentage points) required before rebalancing is triggered. */
-export declare const PORTFOLIO_DRIFT_THRESHOLD_PERCENT_POINTS = 25;
-/** Ignore tiny deltas below this notional value to avoid dust trades. */
-export declare const REBALANCE_MIN_TRADE_VALUE = 1;
-/** Default quantity precision for fractionable symbols (100 = 2 decimal places). */
-export declare const REBALANCE_QUANTITY_PRECISION = 100;
-/** Quantity precision for whole-share-only symbols (1 = integer shares only). */
-export declare const REBALANCE_WHOLE_SHARE_QUANTITY_PRECISION = 1;
-/** Numeric tolerance for floating-point comparisons. */
-export declare const REBALANCE_EPSILON = 1e-9;
-/** Keep this % of cash unallocated as a safety reserve. */
-export declare const REBALANCE_CASH_RESERVE_PERCENT = 1;
-/** Absolute minimum dollar reserve kept as cash. */
-export declare const REBALANCE_MIN_CASH_RESERVE_VALUE = 10;
-/** Inflate buy pricing by this many basis points when sizing orders. */
-export declare const REBALANCE_BUY_SLIPPAGE_BPS = 30;
-/** Haircut expected sell proceeds by this many basis points when funding buys. */
-export declare const REBALANCE_SELL_SLIPPAGE_BPS = 20;
-/** Flat per-order fee assumption used in funding math. */
-export declare const REBALANCE_PER_ORDER_FEE = 0;
-/** Canonical symbol used in targetWeights when strategy holds cash. */
-export declare const REBALANCE_CASH_SYMBOL = "CASH";
-/** Strategy ticker that means "hold as cash". */
-export declare const REBALANCE_CASH_SOURCE_SYMBOL = "DTB3";
-export declare function computePortfolioDriftPercentPoints(input: {
-    targetWeights: Record<string, number>;
-    currentValues: Record<string, number>;
-    cashValue: number;
-    totalValue: number;
-}): number;
-export declare function buildRebalancePlan(input: RebalancePlanInput): RebalancePlan;
-//# sourceMappingURL=rebalance.d.ts.map

package/dist/portfolio/rebalance.d.ts.map

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