@livefolio/sdk 0.2.3 → 0.2.4

package/README.md

@@ -56,6 +56,9 @@ Full method reference, arguments, return types, and usage examples: **[docs/](./
 ```bash
 npm run build    # compile TypeScript → dist/
 npm test         # run tests
+npm run ingest:init   # backfill price_observations from Yahoo
+npm run ingest:daily  # refresh latest daily bars
+npm run backtest:smoke -- --linkId <strategy-link-id>
 ```
 
 PRs to `main` run build + tests and enforce a version bump. Merges auto-publish to npm.

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

@@ -1 +1 @@
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+{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/market/client.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AACpD,OAAO,KAAK,EAA2B,YAAY,EAAE,MAAM,SAAS,CAAC;AAErE,wBAAgB,YAAY,CAAC,MAAM,EAAE,mBAAmB,GAAG,YAAY,CA+FtE"}

package/dist/market/client.js

@@ -13,6 +13,34 @@ function createMarket(client) {
             const result = await this.getBatchSeries([symbol]);
             return result[symbol];
         },
+        async getBatchSeriesFromDb(symbols, startDate, endDate) {
+            const out = Object.fromEntries(symbols.map((symbol) => [symbol, []]));
+            if (symbols.length === 0)
+                return out;
+            const { data, error } = await client
+                .from('price_observations')
+                .select('symbol, date, price_400pm_et, timestamp_400pm_et')
+                .in('symbol', symbols)
+                .gte('date', startDate)
+                .lte('date', endDate)
+                .order('date', { ascending: true });
+            if (error)
+                throw new Error(`Failed to fetch price observations: ${error.message}`);
+            for (const row of data ?? []) {
+                const symbol = row.symbol;
+                if (!out[symbol])
+                    out[symbol] = [];
+                out[symbol].push({
+                    timestamp: row.timestamp_400pm_et ?? `${row.date}T21:00:00.000Z`,
+                    value: row.price_400pm_et,
+                });
+            }
+            return out;
+        },
+        async getSeriesFromDb(symbol, startDate, endDate) {
+            const result = await this.getBatchSeriesFromDb([symbol], startDate, endDate);
+            return result[symbol];
+        },
         async getBatchQuotes(symbols) {
             const { data, error } = await client.functions.invoke('quote', { body: { symbols } });
             if (error)

package/dist/market/client.js.map

@@ -1 +1 @@
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package/dist/market/index.d.ts

@@ -1,3 +1,5 @@
 export type { Observation, TradingDay, MarketModule } from './types';
 export { createMarket } from './client';
+export { TRACKED_TICKERS_DESCRIPTION, TRACKED_TICKERS_YFINANCE } from './trackedTickers';
+export type { TrackedTicker } from './trackedTickers';
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,WAAW,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACrE,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,WAAW,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACrE,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AACxC,OAAO,EAAE,2BAA2B,EAAE,wBAAwB,EAAE,MAAM,kBAAkB,CAAC;AACzF,YAAY,EAAE,aAAa,EAAE,MAAM,kBAAkB,CAAC"}

package/dist/market/index.js

@@ -1,6 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.createMarket = void 0;
+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 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":";;;AACA,mCAAwC;AAA/B,sGAAA,YAAY,OAAA"}
+{"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

@@ -0,0 +1,4 @@
+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

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

@@ -0,0 +1,256 @@
+"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

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

@@ -12,6 +12,8 @@ export interface TradingDay {
 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>>;
     getTradingDays(startDate: string, endDate: string): Promise<TradingDay[]>;

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

@@ -1 +1 @@
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+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/market/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,WAAW;IAC1B,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;CACf;AAED,MAAM,WAAW,UAAU;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;CACxB;AAED,MAAM,WAAW,YAAY;IAE3B,SAAS,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;IAClD,cAAc,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,EAAE,CAAC,CAAC,CAAC;IAC1E,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;IAC5F,oBAAoB,CAClB,OAAO,EAAE,MAAM,EAAE,EACjB,SAAS,EAAE,MAAM,EACjB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,EAAE,CAAC,CAAC,CAAC;IAG1C,QAAQ,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;IAC/C,cAAc,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAAC;IAGxE,cAAc,CAAC,SAAS,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,UAAU,EAAE,CAAC,CAAC;IAC1E,aAAa,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,UAAU,GAAG,IAAI,CAAC,CAAC;CACzD"}

package/dist/strategy/backtest.d.ts

@@ -1,3 +1,6 @@
-import type { Strategy, BacktestOptions, BacktestResult } from './types';
-export declare function backtest(_strategy: Strategy, _options: BacktestOptions): Promise<BacktestResult>;
+import type { BacktestOptions, BacktestResult, Strategy, StrategyDraft } from './types';
+import type { MarketModule } from '../market/types';
+export declare function backtestWithMarketData(market: Pick<MarketModule, 'getBatchSeriesFromDb' | 'getTradingDays'>, strategy: Strategy, options: BacktestOptions): Promise<BacktestResult>;
+export declare function backtestRulesWithMarketData(market: Pick<MarketModule, 'getBatchSeriesFromDb' | 'getTradingDays'>, strategyDraft: StrategyDraft, options: BacktestOptions): Promise<BacktestResult>;
+export declare function backtest(strategy: Strategy, options: BacktestOptions): Promise<BacktestResult>;
 //# sourceMappingURL=backtest.d.ts.map

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

@@ -1 +1 @@
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