@livefolio/sdk 0.2.8 → 0.2.10
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -1 +1 @@
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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;
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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;AAqBrE,wBAAgB,YAAY,CAAC,MAAM,EAAE,mBAAmB,GAAG,YAAY,CA0GtE"}
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package/dist/market/client.js
CHANGED
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@@ -1,16 +1,15 @@
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1
1
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"use strict";
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2
2
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Object.defineProperty(exports, "__esModule", { value: true });
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3
3
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exports.createMarket = createMarket;
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4
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-
function
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5
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-
const
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6
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-
if (typeof
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7
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-
throw new Error(`Missing
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8
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-
'Price rows without a market-close timestamp cannot be evaluated safely.');
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4
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+
function requireTradingDayClose(tradingDayByDate, row) {
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5
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+
const close = tradingDayByDate.get(row.date);
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6
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+
if (typeof close !== 'string' || close.length === 0) {
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7
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throw new Error(`Missing trading_days.post for ${row.symbol} on ${row.date}.`);
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8
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}
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10
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-
if (!Number.isFinite(new Date(
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11
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-
throw new Error(`Invalid
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9
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if (!Number.isFinite(new Date(close).getTime())) {
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10
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throw new Error(`Invalid trading_days.post for ${row.symbol} on ${row.date}: ${close}`);
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11
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}
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13
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-
return
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12
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+
return close;
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14
13
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}
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14
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function createMarket(client) {
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15
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return {
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@@ -30,19 +29,28 @@ function createMarket(client) {
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return out;
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const { data, error } = await client
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.from('price_observations')
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33
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-
.select('symbol, date, price_400pm_et
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32
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+
.select('symbol, date, price_400pm_et')
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34
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.in('symbol', symbols)
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35
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.gte('date', startDate)
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36
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.lte('date', endDate)
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.order('date', { ascending: true });
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if (error)
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throw new Error(`Failed to fetch price observations: ${error.message}`);
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39
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+
const { data: tradingDays, error: tradingDaysError } = await client
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40
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.from('trading_days')
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41
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.select('date, post')
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42
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.gte('date', startDate)
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43
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.lte('date', endDate)
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44
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.order('date', { ascending: true });
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45
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if (tradingDaysError)
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46
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throw new Error(`Failed to fetch trading days: ${tradingDaysError.message}`);
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47
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const tradingDayByDate = new Map((tradingDays ?? []).map((row) => [row.date, row.post]));
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40
48
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for (const row of data ?? []) {
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const symbol = row.symbol;
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if (!out[symbol])
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out[symbol] = [];
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out[symbol].push({
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45
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-
timestamp:
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53
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timestamp: requireTradingDayClose(tradingDayByDate, row),
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value: row.price_400pm_et,
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});
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}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/market/client.ts"],"names":[],"mappings":";;
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1
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+
{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/market/client.ts"],"names":[],"mappings":";;AAsBA,oCA0GC;AA7HD,SAAS,sBAAsB,CAC7B,gBAAqC,EACrC,GAGC;IAED,MAAM,KAAK,GAAG,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAC7C,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACpD,MAAM,IAAI,KAAK,CAAC,iCAAiC,GAAG,CAAC,MAAM,OAAO,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC;IACjF,CAAC;IAED,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,OAAO,EAAE,CAAC,EAAE,CAAC;QAChD,MAAM,IAAI,KAAK,CAAC,iCAAiC,GAAG,CAAC,MAAM,OAAO,GAAG,CAAC,IAAI,KAAK,KAAK,EAAE,CAAC,CAAC;IAC1F,CAAC;IAED,OAAO,KAAK,CAAC;AACf,CAAC;AAED,SAAgB,YAAY,CAAC,MAA2B;IACtD,OAAO;QACL,KAAK,CAAC,cAAc,CAAC,OAAiB;YACpC,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,QAAQ,EAAE,EAAE,IAAI,EAAE,EAAE,OAAO,EAAE,EAAE,CAAC,CAAC;YACvF,IAAI,KAAK;gBAAE,MAAM,KAAK,CAAC;YACvB,OAAO,IAAqC,CAAC;QAC/C,CAAC;QAED,KAAK,CAAC,SAAS,CAAC,MAAc;YAC5B,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,cAAc,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC;YACnD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC;QACxB,CAAC;QAED,KAAK,CAAC,oBAAoB,CAAC,OAAiB,EAAE,SAAiB,EAAE,OAAe;YAC9E,MAAM,GAAG,GAAkC,MAAM,CAAC,WAAW,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;YACrG,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC;gBAAE,OAAO,GAAG,CAAC;YAErC,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM;iBACjC,IAAI,CAAC,oBAAoB,CAAC;iBAC1B,MAAM,CAAC,8BAA8B,CAAC;iBACtC,EAAE,CAAC,QAAQ,EAAE,OAAO,CAAC;iBACrB,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC;iBACtB,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC;iBACpB,KAAK,CAAC,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;YAEtC,IAAI,KAAK;gBAAE,MAAM,IAAI,KAAK,CAAC,uCAAuC,KAAK,CAAC,OAAO,EAAE,CAAC,CAAC;YAEnF,MAAM,EAAE,IAAI,EAAE,WAAW,EAAE,KAAK,EAAE,gBAAgB,EAAE,GAAG,MAAM,MAAM;iBAChE,IAAI,CAAC,cAAc,CAAC;iBACpB,MAAM,CAAC,YAAY,CAAC;iBACpB,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC;iBACtB,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC;iBACpB,KAAK,CAAC,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;YAEtC,IAAI,gBAAgB;gBAAE,MAAM,IAAI,KAAK,CAAC,iCAAiC,gBAAgB,CAAC,OAAO,EAAE,CAAC,CAAC;YAEnG,MAAM,gBAAgB,GAAG,IAAI,GAAG,CAAC,CAAC,WAAW,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;YAEzF,KAAK,MAAM,GAAG,IAAI,IAAI,IAAI,EAAE,EAAE,CAAC;gBAC7B,MAAM,MAAM,GAAG,GAAG,CAAC,MAAM,CAAC;gBAC1B,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC;oBAAE,GAAG,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC;gBACnC,GAAG,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC;oBACf,SAAS,EAAE,sBAAsB,CAAC,gBAAgB,EAAE,GAAG,CAAC;oBACxD,KAAK,EAAE,GAAG,CAAC,cAAc;iBAC1B,CAAC,CAAC;YACL,CAAC;YAED,OAAO,GAAG,CAAC;QACb,CAAC;QAED,KAAK,CAAC,eAAe,CAAC,MAAc,EAAE,SAAiB,EAAE,OAAe;YACtE,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,oBAAoB,CAAC,CAAC,MAAM,CAAC,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;YAC7E,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC;QACxB,CAAC;QAED,KAAK,CAAC,cAAc,CAAC,OAAiB;YACpC,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,OAAO,EAAE,EAAE,IAAI,EAAE,EAAE,OAAO,EAAE,EAAE,CAAC,CAAC;YACtF,IAAI,KAAK;gBAAE,MAAM,KAAK,CAAC;YACvB,OAAO,IAAmC,CAAC;QAC7C,CAAC;QAED,KAAK,CAAC,QAAQ,CAAC,MAAc;YAC3B,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,cAAc,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC;YACnD,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,IAAI;gBAAE,MAAM,IAAI,KAAK,CAAC,0BAA0B,MAAM,EAAE,CAAC,CAAC;YACvE,OAAO,KAAK,CAAC;QACf,CAAC;QAED,KAAK,CAAC,cAAc,CAAC,SAAiB,EAAE,OAAe;YACrD,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM;iBACjC,IAAI,CAAC,cAAc,CAAC;iBACpB,MAAM,CAAC,4CAA4C,CAAC;iBACpD,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC;iBACtB,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC;iBACpB,KAAK,CAAC,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;YAEtC,IAAI,KAAK;gBAAE,MAAM,IAAI,KAAK,CAAC,iCAAiC,KAAK,CAAC,OAAO,EAAE,CAAC,CAAC;YAE7E,OAAO,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;gBAChC,IAAI,EAAE,GAAG,CAAC,IAAI;gBACd,IAAI,EAAE,GAAG,CAAC,OAAO;gBACjB,KAAK,EAAE,GAAG,CAAC,IAAI;gBACf,aAAa,EAAE,GAAG,CAAC,SAAS;gBAC5B,cAAc,EAAE,GAAG,CAAC,KAAK;aAC1B,CAAC,CAAC,CAAC;QACN,CAAC;QAED,KAAK,CAAC,aAAa,CAAC,IAAY;YAC9B,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,GAAG,MAAM,MAAM;iBACtC,IAAI,CAAC,cAAc,CAAC;iBACpB,MAAM,CAAC,4CAA4C,CAAC;iBACpD,EAAE,CAAC,MAAM,EAAE,IAAI,CAAC;iBAChB,KAAK,CAAC,CAAC,CAAC;iBACR,WAAW,EAAE,CAAC;YAEjB,IAAI,KAAK,IAAI,CAAC,GAAG;gBAAE,OAAO,IAAI,CAAC;YAE/B,OAAO;gBACL,IAAI,EAAE,GAAG,CAAC,IAAI;gBACd,IAAI,EAAE,GAAG,CAAC,OAAO;gBACjB,KAAK,EAAE,GAAG,CAAC,IAAI;gBACf,aAAa,EAAE,GAAG,CAAC,SAAS;gBAC5B,cAAc,EAAE,GAAG,CAAC,KAAK;aAC1B,CAAC;QACJ,CAAC;KACF,CAAC;AACJ,CAAC"}
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package/dist/strategy/types.d.ts
CHANGED
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@@ -66,6 +66,10 @@ export interface Strategy {
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66
66
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trading: Trading;
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67
67
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allocations: NamedAllocation[];
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68
68
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signals: NamedSignal[];
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69
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+
narrative?: unknown;
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70
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+
definition?: unknown;
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71
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+
backtest?: unknown;
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72
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+
backtestRefreshedAt?: string | null;
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69
73
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}
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export interface SignalNameExpr {
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kind: 'signal';
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@@ -101,6 +105,7 @@ export interface StrategyDraft {
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101
105
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export interface EvaluationOptions {
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102
106
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at: Date;
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103
107
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batchSeries: Record<string, Observation[]>;
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108
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+
tradingDays?: ReadonlySet<string>;
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104
109
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previousSignalStates?: Record<string, boolean>;
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105
110
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previousIndicatorMetadata?: Record<string, unknown>;
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106
111
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}
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@@ -1 +1 @@
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1
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-
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1
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+
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