@livefolio/sdk 0.3.1 → 0.3.2

package/dist/index.d.ts

@@ -114,9 +114,53 @@ declare class IndicatorHandle {
     private _sync;
     private _upsertSeries;
     private _querySeriesFromDb;
+    withMarket(market: MarketProvider): IndicatorHandle;
+    /**
+     * Apply leverage compounding to a raw bar series, anchored to a stored
+     * leveraged value. Used by both `_sync` and `computeAt` so they stay
+     * consistent.
+     *
+     * `anchorDate` is the date of the last *already-stored* leveraged bar
+     * (i.e., the bar just before `rawBars[0]`). The stored leveraged value
+     * at that date becomes `leveraged[0]`; raw returns are then compounded
+     * forward for each subsequent bar.
+     *
+     * If no stored anchor exists (first-ever sync), falls back to rawBars[0]
+     * as the starting raw value — identical to `_sync`'s behaviour.
+     */
+    private _applyLeverage;
+    /**
+     * Compute the indicator's value at `date` using the given market (typically
+     * an overlay market for pre-close preview). Pure — no writes to storage.
+     *
+     * For fetched types (yahoo/fred): fetches a small window of bars from
+     * `market`, applies leverage compounding anchored to the stored leveraged
+     * value at the bar before `date`.
+     * For computed types (SMA, RSI, etc.): fetches enough raw price bars to
+     * cover the indicator's lookback from `market`, applies leverage anchored
+     * to the stored value just before the fetch window, runs the computation,
+     * and returns the value at `date`.
+     * For Threshold: returns the threshold constant.
+     * For calendar: computes calendar value from the trading days list.
+     * Returns null if the value cannot be computed.
+     */
+    computeAt(market: MarketProvider, date: string): Promise<number | null>;
     series(range?: DateRange): Promise<DailyBar[]>;
     private _syntheticThresholdSeries;
     value(date?: string): Promise<number | null>;
+    /**
+     * Read-only preview of the indicator series that includes an in-memory bar
+     * at `date` computed via `computeAt` against a quote-overlay market. Does
+     * NOT write to `indicators_series`. Safe to call before market close.
+     *
+     * @param date - Target trading day whose value is computed in-memory from
+     *   the overridden quotes. Must be in `tradingDays.getRange()`.
+     * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.
+     *   Symbols omitted here fall back to yesterday's close via the overlay.
+     * @param range - Optional filter applied to the returned bars.
+     * @returns Stored historical bars plus (or with) today's in-memory value.
+     */
+    previewSeries(date: string, quoteOverrides: Record<string, number>, range?: DateRange): Promise<DailyBar[]>;
 }
 
 interface StorageProvider {
@@ -188,6 +232,7 @@ interface StorageProvider {
         getSeries(strategyId: number, range?: DateRange): Promise<StrategySeriesEntry[]>;
         writeSeries(strategyId: number, entries: StrategySeriesEntry[]): Promise<void>;
         getLatestSeriesDate(strategyId: number): Promise<string | null>;
+        getLatestAllocationId(strategyId: number): Promise<number | null>;
         resolveReference(linkId: string): Promise<StrategyReferenceData>;
     };
     tradingDays: {
@@ -228,8 +273,31 @@ declare class SignalHandle {
     private _sync;
     private _upsertSeries;
     private _querySeriesFromDb;
+    withMarket(market: MarketProvider): SignalHandle;
+    /**
+     * Compute the signal's boolean value at `date` using the given market
+     * (typically an overlay market for pre-close preview). Pure — no writes.
+     * Returns null if either indicator cannot produce a value at `date`.
+     *
+     * @param prevBool - The signal's boolean value at the bar immediately
+     *   preceding `date`, used for hysteresis when `tolerance > 0`. If not
+     *   provided, falls back to `storage.signals.getLastValue` (suitable for
+     *   standalone callers). On the preview path `_evaluate` passes this from
+     *   the in-memory `dateMap` so we never read stale storage.
+     */
+    computeAt(market: MarketProvider, date: string, prevBool?: boolean | null): Promise<boolean | null>;
     series(range?: DateRange): Promise<DailyBar[]>;
     value(date?: string): Promise<number | null>;
+    /**
+     * Read-only preview of the signal series with an in-memory bar at `date`
+     * computed via `computeAt` against a quote-overlay market. Does NOT write
+     * to `signals_series`.
+     *
+     * @param date - Target trading day whose boolean is computed in-memory.
+     * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.
+     * @param range - Optional filter applied to the returned bars.
+     */
+    previewSeries(date: string, quoteOverrides: Record<string, number>, range?: DateRange): Promise<DailyBar[]>;
 }
 
 declare class AllocationHandle {
@@ -339,10 +407,46 @@ declare class StrategyHandle {
     private _getLatestStrategySeriesDate;
     private _ensureFresh;
     private _sync;
+    /**
+     * Pure evaluate — runs the same pipeline as _sync but returns the computed
+     * evaluation instead of persisting. Used by both _sync (post-close write
+     * path) and previewAllocation (pre-close read-only path).
+     *
+     * The `market === this._market` identity check is what distinguishes the two
+     * paths: when they are the same object the method takes the write path (syncing
+     * signals through storage as normal); when they differ it takes the read-only
+     * preview path (historical bars from storage, today's value computed in-memory
+     * via `computeAt`). Callers that want the preview path must therefore supply a
+     * *different* market object — for example one produced by `createQuoteOverlay`.
+     */
+    private _evaluate;
     private _querySeriesFromDb;
     series(range?: DateRange): Promise<StrategyBar[]>;
     value(date?: string): Promise<AllocationHandle | null>;
     simulate(options: SimulateOptions): Promise<SimulationHandle>;
+    /**
+     * Preview the allocation this strategy would produce for `date` if today
+     * closed at the provided raw quote prices. Does NOT write to strategies_series,
+     * signals_series, or indicators_series. Safe to call before market close.
+     *
+     * @param date - The trading day to preview (must be in tradingDays.getRange()).
+     * @param quoteOverrides - Raw (unleveraged) live prices keyed by ticker symbol.
+     *   Symbols absent from this map will fall back to yesterday's close via the
+     *   quote overlay.
+     * @returns The AllocationHandle for `date`, or null if the strategy has no
+     *   evaluable entry for that date.
+     */
+    previewAllocation(date: string, quoteOverrides: Record<string, number>): Promise<AllocationHandle | null>;
+    /**
+     * Read-only preview of the strategy's allocation series including `date`.
+     * Returns stored historical allocations plus an in-memory bar at `date`
+     * computed via the same overlay path as `previewAllocation`.
+     *
+     * @param date - Target trading day to splice in-memory via overlay market.
+     * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.
+     * @param range - Optional filter applied to the returned bars.
+     */
+    previewSeries(date: string, quoteOverrides: Record<string, number>, range?: DateRange): Promise<StrategyBar[]>;
     private _fetchPricesForTickers;
     private _fetchRawClosePrices;
 }

package/dist/index.js

@@ -238,7 +238,40 @@ function getComputation(type) {
   return COMPUTATIONS[type] ?? null;
 }
 
+// src/providers/quote-overlay.ts
+function createQuoteOverlay(base, overridesByDate, options = {}) {
+  return {
+    async fetchBars(symbol, from) {
+      const bars = await base.fetchBars(symbol, from);
+      const dates = Object.keys(overridesByDate).sort();
+      if (dates.length === 0) return bars;
+      const result = [...bars];
+      for (const date of dates) {
+        const overrideValue = overridesByDate[date][symbol];
+        let value = overrideValue;
+        if (value === void 0) {
+          if (!options.fallbackMissingQuotes) continue;
+          if (result.length === 0) continue;
+          value = result[result.length - 1].value;
+        }
+        const existingIdx = result.findIndex((b) => b.date === date);
+        if (existingIdx >= 0) {
+          result[existingIdx] = { date, value };
+        } else {
+          result.push({ date, value });
+        }
+      }
+      return result;
+    }
+  };
+}
+
 // src/handles/indicator.ts
+function _subtractCalendarDays(date, days) {
+  const d = new Date(date);
+  d.setUTCDate(d.getUTCDate() - days);
+  return d.toISOString().slice(0, 10);
+}
 var IndicatorHandle = class _IndicatorHandle {
   type;
   ticker;
@@ -365,23 +398,8 @@ var IndicatorHandle = class _IndicatorHandle {
       case "none":
         return;
     }
-    const leverage = this.ticker?.leverage ?? 1;
-    const isRate = isRateTickerSymbol(this.ticker?.symbol ?? null);
-    if (leverage !== 1 && info.provider !== "computed" && !isRate && bars.length > 0) {
-      let anchor;
-      if (fromDate) {
-        const lastStored = await this._storage.indicators.getValue(this._resolvedId, fromDate);
-        anchor = lastStored ?? bars[0].value;
-      } else {
-        anchor = bars[0].value;
-      }
-      const leveraged = [{ date: bars[0].date, value: anchor }];
-      for (let i = 1; i < bars.length; i++) {
-        const dailyReturn = (bars[i].value - bars[i - 1].value) / bars[i - 1].value;
-        const prev = leveraged[i - 1].value;
-        leveraged.push({ date: bars[i].date, value: prev * (1 + leverage * dailyReturn) });
-      }
-      bars = leveraged;
+    if (info.provider !== "computed") {
+      bars = await this._applyLeverage(bars, fromDate);
     }
     bars = bars.filter((b) => b.date <= latestClosed);
     if (bars.length > 0) {
@@ -396,6 +414,103 @@ var IndicatorHandle = class _IndicatorHandle {
     const { id } = await this.resolve();
     return this._storage.indicators.getSeries(id, range);
   }
+  withMarket(market) {
+    if (market === this._market) return this;
+    return _IndicatorHandle.fromResolved(this._storage, market, this.id, {
+      type: this.type,
+      ticker: this.ticker,
+      lookback: this.lookback,
+      delay: this.delay,
+      unit: this.unit,
+      threshold: this.threshold
+    });
+  }
+  /**
+   * Apply leverage compounding to a raw bar series, anchored to a stored
+   * leveraged value. Used by both `_sync` and `computeAt` so they stay
+   * consistent.
+   *
+   * `anchorDate` is the date of the last *already-stored* leveraged bar
+   * (i.e., the bar just before `rawBars[0]`). The stored leveraged value
+   * at that date becomes `leveraged[0]`; raw returns are then compounded
+   * forward for each subsequent bar.
+   *
+   * If no stored anchor exists (first-ever sync), falls back to rawBars[0]
+   * as the starting raw value — identical to `_sync`'s behaviour.
+   */
+  async _applyLeverage(rawBars, anchorDate) {
+    const leverage = this.ticker?.leverage ?? 1;
+    if (leverage === 1 || rawBars.length === 0) return rawBars;
+    if (isRateTickerSymbol(this.ticker?.symbol ?? null)) return rawBars;
+    let anchor;
+    if (anchorDate) {
+      const lastStored = await this._storage.indicators.getValue(this._resolvedId, anchorDate);
+      anchor = lastStored ?? rawBars[0].value;
+    } else {
+      anchor = rawBars[0].value;
+    }
+    const leveraged = [{ date: rawBars[0].date, value: anchor }];
+    for (let i = 1; i < rawBars.length; i++) {
+      const dailyReturn = (rawBars[i].value - rawBars[i - 1].value) / rawBars[i - 1].value;
+      const prev = leveraged[i - 1].value;
+      leveraged.push({ date: rawBars[i].date, value: prev * (1 + leverage * dailyReturn) });
+    }
+    return leveraged;
+  }
+  /**
+   * Compute the indicator's value at `date` using the given market (typically
+   * an overlay market for pre-close preview). Pure — no writes to storage.
+   *
+   * For fetched types (yahoo/fred): fetches a small window of bars from
+   * `market`, applies leverage compounding anchored to the stored leveraged
+   * value at the bar before `date`.
+   * For computed types (SMA, RSI, etc.): fetches enough raw price bars to
+   * cover the indicator's lookback from `market`, applies leverage anchored
+   * to the stored value just before the fetch window, runs the computation,
+   * and returns the value at `date`.
+   * For Threshold: returns the threshold constant.
+   * For calendar: computes calendar value from the trading days list.
+   * Returns null if the value cannot be computed.
+   */
+  async computeAt(market, date) {
+    if (this.type === "Threshold") return this.threshold;
+    const tickerSymbol = this.ticker?.symbol ?? null;
+    const info = getProviderInfo(this.type, tickerSymbol);
+    if (info.provider === "none") return null;
+    if (info.provider === "calendar") {
+      const allDays = await this._storage.tradingDays.getRange();
+      const dayBars = allDays.map((d) => ({ date: d, value: 0 }));
+      const computed = computeCalendar(dayBars, this.type);
+      return computed.find((b) => b.date === date)?.value ?? null;
+    }
+    if (info.provider === "computed") {
+      const from2 = _subtractCalendarDays(date, this.lookback + 10);
+      const rawBars2 = await market.fetchBars(info.symbol, from2);
+      const anchorDate = rawBars2.length > 0 ? rawBars2[0].date : void 0;
+      const priceBars = await this._applyLeverage(rawBars2, anchorDate);
+      const computeFn = getComputation(this.type);
+      if (!computeFn) throw new Error(`No computation found for type "${this.type}"`);
+      const computed = computeFn(priceBars, this.lookback);
+      return computed.find((b) => b.date === date)?.value ?? null;
+    }
+    const symbol = info.provider === "yahoo" ? info.symbol : info.seriesId;
+    const from = _subtractCalendarDays(date, 5);
+    const rawBars = await market.fetchBars(symbol, from);
+    const leverage = this.ticker?.leverage ?? 1;
+    if (leverage === 1) {
+      return rawBars.find((b) => b.date === date)?.value ?? null;
+    }
+    const dateIdx = rawBars.findIndex((b) => b.date === date);
+    if (dateIdx < 0) return null;
+    const prevBar = rawBars[dateIdx - 1];
+    if (!prevBar) {
+      return rawBars[dateIdx].value;
+    }
+    const storedPrev = await this._storage.indicators.getValue(this._resolvedId, prevBar.date);
+    const leveragedPrev = storedPrev ?? prevBar.value;
+    const rawReturn = (rawBars[dateIdx].value - prevBar.value) / prevBar.value;
+    return leveragedPrev * (1 + leverage * rawReturn);
+  }
   // ── Public data access ─────────────────────────────────────────────
   async series(range) {
     if (this.type === "Threshold") {
@@ -417,6 +532,46 @@ var IndicatorHandle = class _IndicatorHandle {
     const { id } = await this.resolve();
     return this._storage.indicators.getValue(id, date);
   }
+  /**
+   * Read-only preview of the indicator series that includes an in-memory bar
+   * at `date` computed via `computeAt` against a quote-overlay market. Does
+   * NOT write to `indicators_series`. Safe to call before market close.
+   *
+   * @param date - Target trading day whose value is computed in-memory from
+   *   the overridden quotes. Must be in `tradingDays.getRange()`.
+   * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.
+   *   Symbols omitted here fall back to yesterday's close via the overlay.
+   * @param range - Optional filter applied to the returned bars.
+   * @returns Stored historical bars plus (or with) today's in-memory value.
+   */
+  async previewSeries(date, quoteOverrides, range) {
+    const tradingDays = await this._storage.tradingDays.getRange();
+    if (!tradingDays.includes(date)) {
+      throw new Error(`previewSeries: ${date} is not a trading day`);
+    }
+    const overlay = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });
+    let bars;
+    if (this.type === "Threshold") {
+      bars = await this._syntheticThresholdSeries();
+    } else {
+      bars = await this._querySeriesFromDb();
+    }
+    const todayValue = await this.computeAt(overlay, date);
+    if (todayValue !== null) {
+      const idx = bars.findIndex((b) => b.date === date);
+      if (idx >= 0) {
+        bars[idx] = { date, value: todayValue };
+      } else {
+        bars = [...bars, { date, value: todayValue }].sort((a, b) => a.date.localeCompare(b.date));
+      }
+    }
+    if (range) {
+      bars = bars.filter(
+        (b) => (range.from === void 0 || b.date >= range.from) && (range.to === void 0 || b.date <= range.to)
+      );
+    }
+    return bars;
+  }
 };
 
 // src/computations/signal.ts
@@ -589,6 +744,61 @@ var SignalHandle = class _SignalHandle {
     const { id } = await this.resolve();
     return this._storage.signals.getSeries(id, range);
   }
+  withMarket(market) {
+    if (market === this._market) return this;
+    return _SignalHandle.fromResolved(this._storage, market, this.id, {
+      indicator1: this.indicator1.withMarket(market),
+      indicator2: this.indicator2.withMarket(market),
+      comparison: this.comparison,
+      tolerance: this.tolerance
+    });
+  }
+  /**
+   * Compute the signal's boolean value at `date` using the given market
+   * (typically an overlay market for pre-close preview). Pure — no writes.
+   * Returns null if either indicator cannot produce a value at `date`.
+   *
+   * @param prevBool - The signal's boolean value at the bar immediately
+   *   preceding `date`, used for hysteresis when `tolerance > 0`. If not
+   *   provided, falls back to `storage.signals.getLastValue` (suitable for
+   *   standalone callers). On the preview path `_evaluate` passes this from
+   *   the in-memory `dateMap` so we never read stale storage.
+   */
+  async computeAt(market, date, prevBool) {
+    const [v1, v2] = await Promise.all([
+      this.indicator1.computeAt(market, date),
+      this.indicator2.computeAt(market, date)
+    ]);
+    if (v1 === null || v2 === null) return null;
+    const absolute = ABSOLUTE_TOLERANCE_TYPES.has(this.indicator1.type);
+    if (this.tolerance === 0) {
+      switch (this.comparison) {
+        case ">":
+          return v1 > v2;
+        case "<":
+          return v1 < v2;
+        case "=":
+          return v1 === v2;
+      }
+    }
+    const tolerance = this.tolerance;
+    const upper = absolute ? v2 + tolerance : v2 * (1 + tolerance / 100);
+    const lower = absolute ? v2 - tolerance : v2 * (1 - tolerance / 100);
+    if (this.comparison === "=") {
+      return v1 >= lower && v1 <= upper;
+    }
+    let resolvedPrevBool;
+    if (prevBool !== void 0 && prevBool !== null) {
+      resolvedPrevBool = prevBool;
+    } else {
+      const prev = await this._storage.signals.getLastValue(this.id);
+      resolvedPrevBool = prev === 1;
+    }
+    if (this.comparison === ">") {
+      return resolvedPrevBool ? v1 >= lower : v1 > upper;
+    }
+    return resolvedPrevBool ? v1 <= upper : v1 < lower;
+  }
   // ── Public data access ─────────────────────────────────────────────
   async series(range) {
     await this._ensureFresh();
@@ -606,6 +816,44 @@ var SignalHandle = class _SignalHandle {
     const { id } = await this.resolve();
     return this._storage.signals.getLastValue(id);
   }
+  /**
+   * Read-only preview of the signal series with an in-memory bar at `date`
+   * computed via `computeAt` against a quote-overlay market. Does NOT write
+   * to `signals_series`.
+   *
+   * @param date - Target trading day whose boolean is computed in-memory.
+   * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.
+   * @param range - Optional filter applied to the returned bars.
+   */
+  async previewSeries(date, quoteOverrides, range) {
+    const tradingDays = await this._storage.tradingDays.getRange();
+    if (!tradingDays.includes(date)) {
+      throw new Error(`previewSeries: ${date} is not a trading day`);
+    }
+    const overlay = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });
+    let bars = await this._querySeriesFromDb();
+    const dateMap = /* @__PURE__ */ new Map();
+    for (const bar of bars) dateMap.set(bar.date, bar.value === 1);
+    const limitIdx = tradingDays.indexOf(date);
+    const prevDate = limitIdx > 0 ? tradingDays[limitIdx - 1] : void 0;
+    const prevBool = prevDate !== void 0 ? dateMap.get(prevDate) ?? null : null;
+    const todayBool = await this.computeAt(overlay, date, prevBool);
+    if (todayBool !== null) {
+      const numeric = todayBool ? 1 : 0;
+      const idx = bars.findIndex((b) => b.date === date);
+      if (idx >= 0) {
+        bars[idx] = { date, value: numeric };
+      } else {
+        bars = [...bars, { date, value: numeric }].sort((a, b) => a.date.localeCompare(b.date));
+      }
+    }
+    if (range) {
+      bars = bars.filter(
+        (b) => (range.from === void 0 || b.date >= range.from) && (range.to === void 0 || b.date <= range.to)
+      );
+    }
+    return bars;
+  }
 };
 
 // src/handles/allocation.ts
@@ -1218,20 +1466,56 @@ var StrategyHandle = class {
   }
   async _sync(latestClosed) {
     const { id } = await this.resolve();
-    const signalSeries = /* @__PURE__ */ new Map();
+    const { entries } = await this._evaluate(this._market, latestClosed);
+    if (entries.length > 0) {
+      await this._storage.strategies.writeSeries(id, entries);
+    }
+  }
+  /**
+   * Pure evaluate — runs the same pipeline as _sync but returns the computed
+   * evaluation instead of persisting. Used by both _sync (post-close write
+   * path) and previewAllocation (pre-close read-only path).
+   *
+   * The `market === this._market` identity check is what distinguishes the two
+   * paths: when they are the same object the method takes the write path (syncing
+   * signals through storage as normal); when they differ it takes the read-only
+   * preview path (historical bars from storage, today's value computed in-memory
+   * via `computeAt`). Callers that want the preview path must therefore supply a
+   * *different* market object — for example one produced by `createQuoteOverlay`.
+   */
+  async _evaluate(market, limitDate) {
     const allSignals = /* @__PURE__ */ new Set();
     for (const rule of this._rules) {
       if (rule.when) rule.when.forEach((s) => allSignals.add(s));
     }
-    await Promise.all(
-      Array.from(allSignals).map(async (signal) => {
-        const bars = await signal.series();
-        const dateMap = /* @__PURE__ */ new Map();
-        for (const bar of bars) dateMap.set(bar.date, bar.value === 1);
-        signalSeries.set(signal.id, dateMap);
-      })
-    );
+    const signalSeries = /* @__PURE__ */ new Map();
     const tradingDays = await this._storage.tradingDays.getRange();
+    if (market === this._market) {
+      await Promise.all(
+        Array.from(allSignals).map(async (signal) => {
+          const bars = await signal.withMarket(market).series();
+          const dateMap = /* @__PURE__ */ new Map();
+          for (const bar of bars) dateMap.set(bar.date, bar.value === 1);
+          signalSeries.set(signal.id, dateMap);
+        })
+      );
+    } else {
+      const limitIdx = tradingDays.indexOf(limitDate);
+      const prevDate = limitIdx > 0 ? tradingDays[limitIdx - 1] : void 0;
+      await Promise.all(
+        Array.from(allSignals).map(async (signal) => {
+          const historicalBars = await this._storage.signals.getSeries(signal.id);
+          const dateMap = /* @__PURE__ */ new Map();
+          for (const bar of historicalBars) dateMap.set(bar.date, bar.value === 1);
+          const prevBool = prevDate !== void 0 ? dateMap.get(prevDate) ?? null : null;
+          const todayValue = await signal.computeAt(market, limitDate, prevBool);
+          if (todayValue !== null) {
+            dateMap.set(limitDate, todayValue);
+          }
+          signalSeries.set(signal.id, dateMap);
+        })
+      );
+    }
     const rebalanceDates = computeRebalanceDates(tradingDays, this._freq, this._offset);
     const allocations = [];
     const allocIndexMap = /* @__PURE__ */ new Map();
@@ -1248,13 +1532,8 @@ var StrategyHandle = class {
       };
     });
     const evalResult = evaluateStrategy(signalSeries, rulesInput, rebalanceDates, tradingDays);
-    const entries = Array.from(evalResult.entries()).filter(([date]) => date <= latestClosed).map(([date, allocIdx]) => ({
-      date,
-      allocationId: allocations[allocIdx].id
-    }));
-    if (entries.length > 0) {
-      await this._storage.strategies.writeSeries(id, entries);
-    }
+    const entries = Array.from(evalResult.entries()).filter(([date]) => date <= limitDate).map(([date, allocIdx]) => ({ date, allocationId: allocations[allocIdx].id }));
+    return { allocations, entries };
   }
   async _querySeriesFromDb(range) {
     const { id } = await this.resolve();
@@ -1307,6 +1586,62 @@ var StrategyHandle = class {
     };
     return new SimulationHandle(result.series, result.trades, options.portfolio, finalState);
   }
+  /**
+   * Preview the allocation this strategy would produce for `date` if today
+   * closed at the provided raw quote prices. Does NOT write to strategies_series,
+   * signals_series, or indicators_series. Safe to call before market close.
+   *
+   * @param date - The trading day to preview (must be in tradingDays.getRange()).
+   * @param quoteOverrides - Raw (unleveraged) live prices keyed by ticker symbol.
+   *   Symbols absent from this map will fall back to yesterday's close via the
+   *   quote overlay.
+   * @returns The AllocationHandle for `date`, or null if the strategy has no
+   *   evaluable entry for that date.
+   */
+  async previewAllocation(date, quoteOverrides) {
+    await this.resolve();
+    const tradingDays = await this._storage.tradingDays.getRange();
+    if (!tradingDays.includes(date)) {
+      throw new Error(`previewAllocation: ${date} is not a trading day`);
+    }
+    const overlayMarket = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });
+    const { allocations, entries } = await this._evaluate(overlayMarket, date);
+    const target = entries.find((e) => e.date === date);
+    if (!target) return null;
+    const alloc = allocations.find((a) => a.id === target.allocationId);
+    return alloc ?? this._allocationMap.get(target.allocationId) ?? null;
+  }
+  /**
+   * Read-only preview of the strategy's allocation series including `date`.
+   * Returns stored historical allocations plus an in-memory bar at `date`
+   * computed via the same overlay path as `previewAllocation`.
+   *
+   * @param date - Target trading day to splice in-memory via overlay market.
+   * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.
+   * @param range - Optional filter applied to the returned bars.
+   */
+  async previewSeries(date, quoteOverrides, range) {
+    await this.resolve();
+    const tradingDays = await this._storage.tradingDays.getRange();
+    if (!tradingDays.includes(date)) {
+      throw new Error(`previewSeries: ${date} is not a trading day`);
+    }
+    const overlayMarket = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });
+    const { allocations, entries } = await this._evaluate(overlayMarket, date);
+    const allocById = /* @__PURE__ */ new Map();
+    for (const a of allocations) allocById.set(a.id, a);
+    for (const [id, a] of this._allocationMap) if (!allocById.has(id)) allocById.set(id, a);
+    let bars = entries.map((e) => ({
+      date: e.date,
+      allocation: allocById.get(e.allocationId)
+    }));
+    if (range) {
+      bars = bars.filter(
+        (b) => (range.from === void 0 || b.date >= range.from) && (range.to === void 0 || b.date <= range.to)
+      );
+    }
+    return bars;
+  }
   async _fetchPricesForTickers(bars, from, to) {
     const tickerMap = /* @__PURE__ */ new Map();
     for (const bar of bars) {

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/handles/ticker.ts","../src/providers/mappings.ts","../src/computations/sma.ts","../src/computations/ema.ts","../src/computations/rsi.ts","../src/computations/returns.ts","../src/computations/volatility.ts","../src/computations/drawdown.ts","../src/computations/calendar.ts","../src/computations/index.ts","../src/handles/indicator.ts","../src/computations/signal.ts","../src/handles/signal.ts","../src/handles/allocation.ts","../src/handles/strategy.ts","../src/computations/strategy.ts","../src/handles/portfolio.ts","../src/backtest/simulate.ts","../src/backtest/types.ts","../src/client.ts"],"sourcesContent":["import type { StorageProvider } from '../providers/storage';\n\nexport class TickerHandle {\n  readonly symbol: string;\n  readonly leverage: number;\n\n  private _storage: StorageProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  constructor(storage: StorageProvider, symbol: string, leverage: number = 1) {\n    this._storage = storage;\n    this.symbol = symbol.toUpperCase();\n    this.leverage = leverage;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('TickerHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(storage: StorageProvider, id: number, symbol: string, leverage: number): TickerHandle {\n    const handle = new TickerHandle(storage, symbol, leverage);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    const result = await this._storage.tickers.findOrCreate(this.symbol, this.leverage);\n    this._resolvedId = result.id;\n    return result;\n  }\n}\n","import type { IndicatorType } from './types';\n\nexport type ProviderInfo =\n  | { provider: 'yahoo'; symbol: string; rateSeries?: true }\n  | { provider: 'fred'; seriesId: string; rateSeries?: true }\n  | { provider: 'computed'; dependsOn: 'Price'; symbol: string; rateSeries?: true }\n  | { provider: 'calendar' }\n  | { provider: 'none' };\n\nconst FRED_SERIES: Record<string, string> = {\n  T3M: 'DGS3MO',\n  T6M: 'DGS6MO',\n  T1Y: 'DGS1',\n  T2Y: 'DGS2',\n  T3Y: 'DGS3',\n  T5Y: 'DGS5',\n  T7Y: 'DGS7',\n  T10Y: 'DGS10',\n  T20Y: 'DGS20',\n  T30Y: 'DGS30',\n};\n\n// Ticker symbols whose \"price\" values are rates/yields (expressed in percent),\n// not prices. For these, percent-change returns are both broken (divide by\n// zero / sign flips) and semantically wrong — callers should use absolute\n// differences instead.\nconst RATE_TICKER_SYMBOLS = new Set<string>([\n  'DTB3',\n  'DTB6',\n  'DFF',\n  'DGS3MO',\n  'DGS6MO',\n  'DGS1',\n  'DGS2',\n  'DGS3',\n  'DGS5',\n  'DGS7',\n  'DGS10',\n  'DGS20',\n  'DGS30',\n]);\n\nconst COMPUTED_TYPES = new Set<string>(['SMA', 'EMA', 'RSI', 'Return', 'Volatility', 'Drawdown']);\nconst CALENDAR_TYPES = new Set<string>(['Month', 'Day of Week', 'Day of Month', 'Day of Year']);\n\nexport function isRateTickerSymbol(symbol: string | null): boolean {\n  return symbol != null && RATE_TICKER_SYMBOLS.has(symbol);\n}\n\nexport function getProviderInfo(type: IndicatorType, tickerSymbol: string | null): ProviderInfo {\n  if (type === 'Price') {\n    const info: ProviderInfo = { provider: 'yahoo', symbol: tickerSymbol! };\n    if (isRateTickerSymbol(tickerSymbol)) info.rateSeries = true;\n    return info;\n  }\n  if (type === 'VIX') return { provider: 'yahoo', symbol: '^VIX' };\n  if (type === 'VIX3M') return { provider: 'yahoo', symbol: '^VIX3M' };\n\n  if (type in FRED_SERIES) return { provider: 'fred', seriesId: FRED_SERIES[type]!, rateSeries: true };\n\n  if (COMPUTED_TYPES.has(type)) {\n    const info: ProviderInfo = { provider: 'computed', dependsOn: 'Price', symbol: tickerSymbol! };\n    if (isRateTickerSymbol(tickerSymbol)) info.rateSeries = true;\n    return info;\n  }\n\n  if (CALENDAR_TYPES.has(type)) return { provider: 'calendar' };\n\n  return { provider: 'none' };\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeSma(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback) return [];\n  const result: DailyBar[] = [];\n  let sum = 0;\n  for (let i = 0; i < lookback; i++) sum += bars[i].value;\n  result.push({ date: bars[lookback - 1].date, value: sum / lookback });\n  for (let i = lookback; i < bars.length; i++) {\n    sum += bars[i].value - bars[i - lookback].value;\n    result.push({ date: bars[i].date, value: sum / lookback });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeEma(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback) return [];\n  const multiplier = 2 / (lookback + 1);\n  const result: DailyBar[] = [];\n  let sum = 0;\n  for (let i = 0; i < lookback; i++) sum += bars[i].value;\n  let ema = sum / lookback;\n  result.push({ date: bars[lookback - 1].date, value: ema });\n  for (let i = lookback; i < bars.length; i++) {\n    ema = bars[i].value * multiplier + ema * (1 - multiplier);\n    result.push({ date: bars[i].date, value: ema });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeRsi(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback + 1) return [];\n  const changes: number[] = [];\n  for (let i = 1; i < bars.length; i++) {\n    changes.push(bars[i].value - bars[i - 1].value);\n  }\n  let avgGain = 0;\n  let avgLoss = 0;\n  for (let i = 0; i < lookback; i++) {\n    if (changes[i] > 0) avgGain += changes[i];\n    else avgLoss += Math.abs(changes[i]);\n  }\n  avgGain /= lookback;\n  avgLoss /= lookback;\n  const result: DailyBar[] = [];\n  const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n  result.push({\n    date: bars[lookback].date,\n    value: avgLoss === 0 ? 100 : 100 - 100 / (1 + rs),\n  });\n  for (let i = lookback; i < changes.length; i++) {\n    const gain = changes[i] > 0 ? changes[i] : 0;\n    const loss = changes[i] < 0 ? Math.abs(changes[i]) : 0;\n    avgGain = (avgGain * (lookback - 1) + gain) / lookback;\n    avgLoss = (avgLoss * (lookback - 1) + loss) / lookback;\n    const smoothRs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n    result.push({\n      date: bars[i + 1].date,\n      value: avgLoss === 0 ? 100 : 100 - 100 / (1 + smoothRs),\n    });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport type ReturnMode = 'pct' | 'abs';\n\nexport function computeReturns(bars: DailyBar[], lookback: number, mode: ReturnMode = 'pct'): DailyBar[] {\n  if (bars.length <= lookback) return [];\n  const result: DailyBar[] = [];\n  for (let i = lookback; i < bars.length; i++) {\n    const curr = bars[i]!.value;\n    const prev = bars[i - lookback]!.value;\n    const value = mode === 'abs' ? curr - prev : (curr - prev) / prev;\n    result.push({ date: bars[i]!.date, value });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeVolatility(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback + 1) return [];\n  const dailyReturns: { date: string; value: number }[] = [];\n  for (let i = 1; i < bars.length; i++) {\n    dailyReturns.push({\n      date: bars[i].date,\n      value: bars[i].value / bars[i - 1].value - 1,\n    });\n  }\n  if (dailyReturns.length < lookback) return [];\n  const result: DailyBar[] = [];\n  for (let i = lookback - 1; i < dailyReturns.length; i++) {\n    const window = dailyReturns.slice(i - lookback + 1, i + 1);\n    const mean = window.reduce((s, r) => s + r.value, 0) / lookback;\n    const variance = window.reduce((s, r) => s + (r.value - mean) ** 2, 0) / lookback;\n    result.push({ date: dailyReturns[i].date, value: Math.sqrt(variance) });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeDrawdown(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback) return [];\n  const result: DailyBar[] = [];\n  for (let i = lookback - 1; i < bars.length; i++) {\n    let max = -Infinity;\n    for (let j = i - lookback + 1; j <= i; j++) {\n      if (bars[j].value > max) max = bars[j].value;\n    }\n    result.push({ date: bars[i].date, value: (bars[i].value - max) / max });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\ntype CalendarPeriod = 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year';\n\nfunction dayOfYear(d: Date): number {\n  const start = new Date(d.getFullYear(), 0, 0);\n  const diff = d.getTime() - start.getTime();\n  return Math.floor(diff / (1000 * 60 * 60 * 24));\n}\n\nexport function computeCalendar(bars: DailyBar[], period: CalendarPeriod): DailyBar[] {\n  return bars.map((bar) => {\n    const [y, m, d] = bar.date.split('-').map(Number);\n    const date = new Date(y, m - 1, d);\n    let value: number;\n    switch (period) {\n      case 'Month':\n        value = date.getMonth() + 1;\n        break;\n      case 'Day of Week':\n        value = date.getDay();\n        break;\n      case 'Day of Month':\n        value = date.getDate();\n        break;\n      case 'Day of Year':\n        value = dayOfYear(date);\n        break;\n    }\n    return { date: bar.date, value };\n  });\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { IndicatorType } from '../providers/types';\nimport { computeSma } from './sma';\nimport { computeEma } from './ema';\nimport { computeRsi } from './rsi';\nimport { computeReturns } from './returns';\nimport { computeVolatility } from './volatility';\nimport { computeDrawdown } from './drawdown';\n\nexport { computeSma } from './sma';\nexport { computeEma } from './ema';\nexport { computeRsi } from './rsi';\nexport { computeReturns } from './returns';\nexport { computeVolatility } from './volatility';\nexport { computeDrawdown } from './drawdown';\nexport { computeCalendar } from './calendar';\ntype ComputeFn = (bars: DailyBar[], lookback: number) => DailyBar[];\n\nconst COMPUTATIONS: Partial<Record<IndicatorType, ComputeFn>> = {\n  SMA: computeSma,\n  EMA: computeEma,\n  RSI: computeRsi,\n  Return: computeReturns,\n  Volatility: computeVolatility,\n  Drawdown: computeDrawdown,\n};\n\nexport function getComputation(type: IndicatorType): ComputeFn | null {\n  return COMPUTATIONS[type] ?? null;\n}\n","import type { StorageProvider } from '../providers/storage';\nimport type { MarketProvider } from '../providers/market';\nimport type { IndicatorType, Unit } from '../providers/types';\nimport { TickerHandle } from './ticker';\nimport { getProviderInfo, isRateTickerSymbol } from '../providers/mappings';\nimport { getComputation } from '../computations/index';\nimport { computeReturns } from '../computations/returns';\nimport { computeCalendar } from '../computations/calendar';\n\nexport interface DailyBar {\n  date: string;\n  value: number;\n}\n\nexport interface IndicatorIdentity {\n  type: IndicatorType;\n  ticker: TickerHandle | null;\n  lookback: number;\n  delay: number;\n  unit: Unit | null;\n  threshold: number | null;\n}\n\nexport interface DateRange {\n  from?: string;\n  to?: string;\n}\n\nexport class IndicatorHandle {\n  readonly type: IndicatorType;\n  readonly ticker: TickerHandle | null;\n  readonly lookback: number;\n  readonly delay: number;\n  readonly unit: Unit | null;\n  readonly threshold: number | null;\n\n  private _storage: StorageProvider;\n  private _market: MarketProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  private _cachedSeries: DailyBar[] | null = null;\n  private _cachedAsOf: string | null = null;\n  private _syncing: Promise<void> | null = null;\n\n  constructor(storage: StorageProvider, market: MarketProvider, identity: IndicatorIdentity) {\n    this._storage = storage;\n    this._market = market;\n    this.type = identity.type;\n    this.ticker = identity.ticker;\n    this.lookback = identity.lookback;\n    this.delay = identity.delay;\n    this.unit = identity.unit;\n    this.threshold = identity.threshold;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('IndicatorHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(\n    storage: StorageProvider,\n    market: MarketProvider,\n    id: number,\n    identity: IndicatorIdentity,\n  ): IndicatorHandle {\n    const handle = new IndicatorHandle(storage, market, identity);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    const tickerId = this.ticker ? (await this.ticker.resolve()).id : null;\n    const result = await this._storage.indicators.findOrCreate({\n      type: this.type,\n      tickerId,\n      lookback: this.lookback,\n      delay: this.delay,\n      unit: this.unit,\n      threshold: this.threshold,\n    });\n    this._resolvedId = result.id;\n    return result;\n  }\n\n  // ── Freshness & Sync ───────────────────────────────────────────────\n\n  private async _getLatestClosedTradingDay(): Promise<string> {\n    const date = await this._storage.tradingDays.getLatestClosed();\n    if (!date) throw new Error('No closed trading days found');\n    return date;\n  }\n\n  private async _getLatestSeriesDate(indicatorId: number): Promise<string | null> {\n    return this._storage.indicators.getLatestSeriesDate(indicatorId);\n  }\n\n  private async _ensureFresh(): Promise<void> {\n    const { id } = await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    // In-memory cache still valid\n    if (this._cachedAsOf === latestClosed) return;\n\n    const latestSeries = await this._getLatestSeriesDate(id);\n\n    if (latestSeries === latestClosed) {\n      // DB is fresh — invalidate in-memory cache so next read picks up DB data\n      this._cachedSeries = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    // Need to sync — deduplicate concurrent calls\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed).finally(() => {\n        this._syncing = null;\n      });\n    }\n    await this._syncing;\n\n    this._cachedSeries = null;\n    this._cachedAsOf = latestClosed;\n  }\n\n  private async _sync(fromDate: string | undefined, latestClosed: string): Promise<void> {\n    const tickerSymbol = this.ticker?.symbol ?? null;\n    const info = getProviderInfo(this.type, tickerSymbol);\n\n    let bars: DailyBar[];\n\n    switch (info.provider) {\n      case 'yahoo':\n        bars = await this._market.fetchBars(info.symbol, fromDate);\n        break;\n\n      case 'fred':\n        bars = await this._market.fetchBars(info.seriesId, fromDate);\n        break;\n\n      case 'computed': {\n        // Create an internal Price handle for the same ticker\n        const priceHandle = new IndicatorHandle(this._storage, this._market, {\n          type: 'Price',\n          ticker: this.ticker,\n          lookback: 0,\n          delay: 0,\n          unit: null,\n          threshold: null,\n        });\n\n        // Recursively ensure Price data is fresh\n        await priceHandle._ensureFresh();\n\n        // Read Price series from DB\n        const priceBars = await priceHandle._querySeriesFromDb();\n\n        if (this.type === 'Return') {\n          // For rate/yield series (e.g. DTB3, DFF), percentage change is broken\n          // near zero and semantically wrong; use absolute differences instead.\n          bars = computeReturns(priceBars, this.lookback, info.rateSeries ? 'abs' : 'pct');\n        } else {\n          const computeFn = getComputation(this.type);\n          if (!computeFn) throw new Error(`No computation found for type \"${this.type}\"`);\n          bars = computeFn(priceBars, this.lookback);\n        }\n\n        // If incremental, filter to only new bars\n        if (fromDate) {\n          bars = bars.filter((b) => b.date > fromDate);\n        }\n        break;\n      }\n\n      case 'calendar': {\n        // Fetch all trading days to compute calendar values\n        const allDays = await this._storage.tradingDays.getRange();\n        const dayBars: DailyBar[] = allDays.map((date) => ({ date, value: 0 }));\n        bars = computeCalendar(dayBars, this.type as 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year');\n\n        if (fromDate) {\n          bars = bars.filter((b) => b.date > fromDate);\n        }\n        break;\n      }\n\n      case 'none':\n        // Threshold indicators have no series to sync\n        return;\n    }\n\n    // Apply leverage to daily returns only for fetched (non-computed) indicators.\n    // Computed indicators (RSI, SMA, etc.) already read from the leveraged price series.\n    // Rate tickers (DTB3, DFF, etc.) skip leverage compounding: the stored series\n    // stays raw; the simulator applies the leverage multiplier at accrual time.\n    const leverage = this.ticker?.leverage ?? 1;\n    const isRate = isRateTickerSymbol(this.ticker?.symbol ?? null);\n    if (leverage !== 1 && info.provider !== 'computed' && !isRate && bars.length > 0) {\n      // For incremental syncs, anchor the leverage chain to the last stored\n      // leveraged price so we continue from where we left off rather than\n      // restarting from the raw Yahoo price.\n      let anchor: number;\n      if (fromDate) {\n        const lastStored = await this._storage.indicators.getValue(this._resolvedId!, fromDate);\n        anchor = lastStored ?? bars[0]!.value;\n      } else {\n        anchor = bars[0]!.value;\n      }\n      const leveraged: DailyBar[] = [{ date: bars[0]!.date, value: anchor }];\n      for (let i = 1; i < bars.length; i++) {\n        const dailyReturn = (bars[i]!.value - bars[i - 1]!.value) / bars[i - 1]!.value;\n        const prev = leveraged[i - 1]!.value;\n        leveraged.push({ date: bars[i]!.date, value: prev * (1 + leverage * dailyReturn) });\n      }\n      bars = leveraged;\n    }\n\n    // Filter bars up to latestClosed\n    bars = bars.filter((b) => b.date <= latestClosed);\n\n    if (bars.length > 0) {\n      await this._upsertSeries(bars);\n    }\n  }\n\n  private async _upsertSeries(bars: DailyBar[]): Promise<void> {\n    const { id } = await this.resolve();\n    await this._storage.indicators.writeSeries(id, bars);\n  }\n\n  private async _querySeriesFromDb(range?: DateRange): Promise<DailyBar[]> {\n    const { id } = await this.resolve();\n    return this._storage.indicators.getSeries(id, range);\n  }\n\n  // ── Public data access ─────────────────────────────────────────────\n\n  async series(range?: DateRange): Promise<DailyBar[]> {\n    if (this.type === 'Threshold') {\n      return this._syntheticThresholdSeries(range);\n    }\n    await this._ensureFresh();\n    if (this._cachedSeries && !range) return this._cachedSeries;\n    const bars = await this._querySeriesFromDb(range);\n    if (!range) this._cachedSeries = bars;\n    return bars;\n  }\n\n  private async _syntheticThresholdSeries(range?: DateRange): Promise<DailyBar[]> {\n    const v = this.threshold!;\n    const dates = await this._storage.tradingDays.getRange(range);\n    return dates.map((date) => ({ date, value: v }));\n  }\n\n  async value(date?: string): Promise<number | null> {\n    await this._ensureFresh();\n    const { id } = await this.resolve();\n    return this._storage.indicators.getValue(id, date);\n  }\n}\n","import type { DailyBar } from '../handles/indicator';\n\ntype Comparison = '>' | '<' | '=';\n\nfunction computeBuffers(v2: number, tolerance: number, absolute: boolean): { upper: number; lower: number } {\n  if (tolerance === 0) return { upper: v2, lower: v2 };\n  if (absolute) return { upper: v2 + tolerance, lower: v2 - tolerance };\n  return { upper: v2 * (1 + tolerance / 100), lower: v2 * (1 - tolerance / 100) };\n}\n\nfunction rawCompare(v1: number, v2: number, comparison: Comparison): number {\n  switch (comparison) {\n    case '>':\n      return v1 > v2 ? 1 : 0;\n    case '<':\n      return v1 < v2 ? 1 : 0;\n    case '=':\n      return v1 === v2 ? 1 : 0;\n  }\n}\n\nexport function evaluateSignal(\n  series1: DailyBar[],\n  series2: DailyBar[],\n  comparison: Comparison,\n  tolerance: number,\n  absolute: boolean,\n  previousValue?: number,\n): DailyBar[] {\n  const s2Map = new Map<string, number>();\n  for (const bar of series2) {\n    s2Map.set(bar.date, bar.value);\n  }\n\n  const result: DailyBar[] = [];\n  let prev = previousValue;\n\n  for (const bar1 of series1) {\n    const v2 = s2Map.get(bar1.date);\n    if (v2 === undefined) continue;\n\n    const v1 = bar1.value;\n    const { upper, lower } = computeBuffers(v2, tolerance, absolute);\n\n    let value: number;\n\n    if (tolerance === 0) {\n      value = rawCompare(v1, v2, comparison);\n    } else if (comparison === '=') {\n      value = v1 >= lower && v1 <= upper ? 1 : 0;\n    } else if (prev === undefined) {\n      value = rawCompare(v1, v2, comparison);\n    } else if (comparison === '>') {\n      if (prev === 1) {\n        value = v1 < lower ? 0 : 1;\n      } else {\n        value = v1 > upper ? 1 : 0;\n      }\n    } else {\n      // comparison === '<'\n      if (prev === 1) {\n        value = v1 > upper ? 0 : 1;\n      } else {\n        value = v1 < lower ? 1 : 0;\n      }\n    }\n\n    result.push({ date: bar1.date, value });\n    prev = value;\n  }\n\n  return result;\n}\n","// src/handles/signal.ts\nimport type { StorageProvider } from '../providers/storage';\nimport type { MarketProvider } from '../providers/market';\nimport type { Comparison } from '../providers/types';\nimport type { IndicatorHandle, DailyBar, DateRange } from './indicator';\nimport { evaluateSignal } from '../computations/signal';\n\nconst ABSOLUTE_TOLERANCE_TYPES = new Set([\n  'Return',\n  'Volatility',\n  'Drawdown',\n  'VIX',\n  'VIX3M',\n  'T3M',\n  'T6M',\n  'T1Y',\n  'T2Y',\n  'T3Y',\n  'T5Y',\n  'T7Y',\n  'T10Y',\n  'T20Y',\n  'T30Y',\n]);\n\nexport interface SignalIdentity {\n  indicator1: IndicatorHandle;\n  indicator2: IndicatorHandle;\n  comparison: Comparison;\n  tolerance: number;\n}\n\nexport class SignalHandle {\n  readonly indicator1: IndicatorHandle;\n  readonly indicator2: IndicatorHandle;\n  readonly comparison: Comparison;\n  readonly tolerance: number;\n\n  private _storage: StorageProvider;\n  private _market: MarketProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  private _cachedSeries: DailyBar[] | null = null;\n  private _cachedAsOf: string | null = null;\n  private _syncing: Promise<void> | null = null;\n\n  constructor(storage: StorageProvider, market: MarketProvider, identity: SignalIdentity) {\n    this._storage = storage;\n    this._market = market;\n    this.indicator1 = identity.indicator1;\n    this.indicator2 = identity.indicator2;\n    this.comparison = identity.comparison;\n    this.tolerance = identity.tolerance;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('SignalHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(\n    storage: StorageProvider,\n    market: MarketProvider,\n    id: number,\n    identity: SignalIdentity,\n  ): SignalHandle {\n    const handle = new SignalHandle(storage, market, identity);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    const [ind1, ind2] = await Promise.all([this.indicator1.resolve(), this.indicator2.resolve()]);\n    const result = await this._storage.signals.findOrCreate({\n      indicatorId1: ind1.id,\n      indicatorId2: ind2.id,\n      comparison: this.comparison,\n      tolerance: this.tolerance,\n    });\n    this._resolvedId = result.id;\n    return result;\n  }\n\n  // ── Freshness & Sync ───────────────────────────────────────────────\n\n  private async _getLatestClosedTradingDay(): Promise<string> {\n    const date = await this._storage.tradingDays.getLatestClosed();\n    if (!date) throw new Error('No closed trading days found');\n    return date;\n  }\n\n  private async _getLatestSignalSeriesDate(signalId: number): Promise<string | null> {\n    return this._storage.signals.getLatestSeriesDate(signalId);\n  }\n\n  private async _getLastSignalValue(signalId: number): Promise<number | null> {\n    return this._storage.signals.getLastValue(signalId);\n  }\n\n  private async _ensureFresh(): Promise<void> {\n    const { id } = await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    if (this._cachedAsOf === latestClosed) return;\n\n    // Ensure both indicators are fresh first\n    await Promise.all([this.indicator1.series(), this.indicator2.series()]);\n\n    const latestSeries = await this._getLatestSignalSeriesDate(id);\n\n    if (latestSeries === latestClosed) {\n      this._cachedSeries = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed).finally(() => {\n        this._syncing = null;\n      });\n    }\n    await this._syncing;\n\n    this._cachedSeries = null;\n    this._cachedAsOf = latestClosed;\n  }\n\n  private async _sync(fromDate: string | undefined, latestClosed: string): Promise<void> {\n    const { id } = await this.resolve();\n\n    const range = fromDate ? { from: fromDate } : undefined;\n    const [series1, series2] = await Promise.all([this.indicator1.series(range), this.indicator2.series(range)]);\n\n    const previousValue = fromDate ? ((await this._getLastSignalValue(id)) ?? undefined) : undefined;\n\n    const absolute = ABSOLUTE_TOLERANCE_TYPES.has(this.indicator1.type);\n    const signalBars = evaluateSignal(series1, series2, this.comparison, this.tolerance, absolute, previousValue);\n\n    const bars = signalBars.filter((b) => b.date <= latestClosed);\n\n    if (bars.length > 0) {\n      await this._upsertSeries(bars);\n    }\n  }\n\n  private async _upsertSeries(bars: DailyBar[]): Promise<void> {\n    const { id } = await this.resolve();\n    await this._storage.signals.writeSeries(id, bars);\n  }\n\n  private async _querySeriesFromDb(range?: DateRange): Promise<DailyBar[]> {\n    const { id } = await this.resolve();\n    return this._storage.signals.getSeries(id, range);\n  }\n\n  // ── Public data access ─────────────────────────────────────────────\n\n  async series(range?: DateRange): Promise<DailyBar[]> {\n    await this._ensureFresh();\n    if (this._cachedSeries && !range) return this._cachedSeries;\n    const bars = await this._querySeriesFromDb(range);\n    if (!range) this._cachedSeries = bars;\n    return bars;\n  }\n\n  async value(date?: string): Promise<number | null> {\n    await this._ensureFresh();\n    if (date) {\n      const series = await this._querySeriesFromDb({ from: date, to: date });\n      return series.length > 0 ? series[0]!.value : null;\n    }\n    const { id } = await this.resolve();\n    return this._storage.signals.getLastValue(id);\n  }\n}\n","import type { StorageProvider } from '../providers/storage';\nimport { TickerHandle } from './ticker';\n\nexport class AllocationHandle {\n  readonly holdings: [TickerHandle, number][];\n\n  private _storage: StorageProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  constructor(storage: StorageProvider, holdings: [TickerHandle, number][]) {\n    const total = holdings.reduce((sum, [, weight]) => sum + weight, 0);\n    if (Math.abs(total - 1) > 1e-9) {\n      throw new Error(`Allocation weights must sum to 1, got ${total}`);\n    }\n    this._storage = storage;\n    this.holdings = holdings;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('AllocationHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(storage: StorageProvider, id: number, holdings: [TickerHandle, number][]): AllocationHandle {\n    const handle = new AllocationHandle(storage, holdings);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    await Promise.all(this.holdings.map(([ticker]) => ticker.resolve()));\n\n    const holdingsJson: Record<string, number> = {};\n    for (const [ticker, weight] of this.holdings) {\n      const key = ticker.leverage !== 1 ? `${ticker.symbol}?L=${ticker.leverage}` : ticker.symbol;\n      holdingsJson[key] = weight;\n    }\n\n    const result = await this._storage.allocations.findOrCreate(holdingsJson);\n    this._resolvedId = result.id;\n    return result;\n  }\n}\n","import { customAlphabet } from 'nanoid';\nimport type { StorageProvider } from '../providers/storage';\nimport type { MarketProvider } from '../providers/market';\nimport type { TradingFreq, StrategySeriesEntry } from '../providers/types';\nimport { SignalHandle } from './signal';\nimport { AllocationHandle } from './allocation';\nimport { TickerHandle } from './ticker';\nimport { IndicatorHandle } from './indicator';\nimport type { DateRange } from './indicator';\nimport { evaluateStrategy, computeRebalanceDates } from '../computations/strategy';\nimport { runSimulation } from '../backtest/simulate';\nimport { SimulationHandle } from '../backtest/types';\nimport type { SimulateOptions, FinalState } from '../backtest/types';\n\nconst nanoid = customAlphabet('0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz', 21);\n\nexport interface StrategyRule {\n  when?: SignalHandle[];\n  hold: AllocationHandle;\n}\n\nexport interface StrategyBar {\n  date: string;\n  allocation: AllocationHandle;\n}\n\nexport interface StrategyOptions {\n  name: string;\n  freq?: TradingFreq;\n  offset?: number;\n  rules: StrategyRule[];\n}\n\nexport class StrategyHandle {\n  private _linkId: string | null;\n  private _name: string | null;\n  private _freq: TradingFreq;\n  private _offset: number;\n  private _rules: StrategyRule[];\n\n  private _storage: StorageProvider;\n  private _market: MarketProvider;\n  private _resolvedId: number | null = null;\n  private _resolvedLinkId: string | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n  private _allocationMap: Map<number, AllocationHandle> = new Map();\n\n  private _cache: StrategyBar[] | null = null;\n  private _cachedAsOf: string | null = null;\n  private _syncing: Promise<void> | null = null;\n\n  constructor(storage: StorageProvider, market: MarketProvider, optionsOrLinkId: StrategyOptions | string) {\n    this._storage = storage;\n    this._market = market;\n\n    if (typeof optionsOrLinkId === 'string') {\n      this._linkId = optionsOrLinkId;\n      this._name = null;\n      this._freq = 'Daily';\n      this._offset = 0;\n      this._rules = [];\n    } else {\n      const opts = optionsOrLinkId;\n      if (opts.rules.length === 0) {\n        throw new Error('Strategy must have at least one rule');\n      }\n      const lastRule = opts.rules[opts.rules.length - 1]!;\n      if (lastRule.when && lastRule.when.length > 0) {\n        throw new Error('Last rule must be a fallback (no when clause)');\n      }\n      for (let i = 0; i < opts.rules.length - 1; i++) {\n        const rule = opts.rules[i]!;\n        if (rule.when !== undefined && rule.when.length === 0) {\n          throw new Error(\n            `Rule ${i} has an empty when clause and will match unconditionally, making subsequent rules unreachable`,\n          );\n        }\n      }\n      this._linkId = null;\n      this._name = opts.name;\n      this._freq = opts.freq ?? 'Daily';\n      this._offset = opts.offset ?? 0;\n      this._rules = opts.rules;\n    }\n  }\n\n  get id(): number {\n    if (this._resolvedId == null) throw new Error('StrategyHandle not yet resolved. Call resolve() first.');\n    return this._resolvedId;\n  }\n\n  get link(): string {\n    if (this._resolvedLinkId == null) throw new Error('StrategyHandle not yet resolved. Call resolve() first.');\n    return this._resolvedLinkId;\n  }\n\n  get name(): string | null {\n    return this._name;\n  }\n\n  get freq(): TradingFreq {\n    return this._freq;\n  }\n\n  get offset(): number {\n    return this._offset;\n  }\n\n  get rules(): StrategyRule[] {\n    return this._rules;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) {\n      this._resolving =\n        this._linkId !== null && this._name === null ? this._doResolveReference() : this._doResolveCreate();\n    }\n    return this._resolving;\n  }\n\n  private async _doResolveCreate(): Promise<{ id: number }> {\n    const allSignals = new Set<SignalHandle>();\n    const allAllocations = new Set<AllocationHandle>();\n    for (const rule of this._rules) {\n      if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n      allAllocations.add(rule.hold);\n    }\n\n    await Promise.all([\n      ...Array.from(allSignals).map((s) => s.resolve()),\n      ...Array.from(allAllocations).map((a) => a.resolve()),\n    ]);\n\n    const linkId = nanoid();\n    const result = await this._storage.strategies.create({\n      linkId,\n      name: this._name!,\n      freq: this._freq,\n      offset: this._offset,\n      rules: this._rules.map((rule) => ({\n        signalIds: (rule.when ?? []).map((s) => s.id),\n        allocationId: rule.hold.id,\n      })),\n    });\n\n    this._resolvedId = result.id;\n    this._resolvedLinkId = linkId;\n\n    for (const rule of this._rules) {\n      this._allocationMap.set(rule.hold.id, rule.hold);\n    }\n\n    return result;\n  }\n\n  private async _doResolveReference(): Promise<{ id: number }> {\n    const ref = await this._storage.strategies.resolveReference(this._linkId!);\n    this._resolvedId = ref.id;\n    this._resolvedLinkId = this._linkId!;\n    this._name = ref.name;\n    this._freq = ref.freq;\n    this._offset = ref.offset;\n\n    // Build handles bottom-up from reference data\n    const tickerMap = new Map<number, TickerHandle>();\n    for (const t of ref.rules.tickers) {\n      tickerMap.set(t.id, TickerHandle.fromResolved(this._storage, t.id, t.symbol, t.leverage));\n    }\n\n    const indicatorMap = new Map<number, IndicatorHandle>();\n    for (const ind of ref.rules.indicators) {\n      const ticker = ind.tickerId ? (tickerMap.get(ind.tickerId) ?? null) : null;\n      indicatorMap.set(\n        ind.id,\n        IndicatorHandle.fromResolved(this._storage, this._market, ind.id, {\n          type: ind.type,\n          ticker,\n          lookback: ind.lookback,\n          delay: ind.delay,\n          unit: ind.unit,\n          threshold: ind.threshold,\n        }),\n      );\n    }\n\n    const signalMap = new Map<number, SignalHandle>();\n    for (const sig of ref.rules.signals) {\n      signalMap.set(\n        sig.id,\n        SignalHandle.fromResolved(this._storage, this._market, sig.id, {\n          indicator1: indicatorMap.get(sig.indicatorId1)!,\n          indicator2: indicatorMap.get(sig.indicatorId2)!,\n          comparison: sig.comparison,\n          tolerance: sig.tolerance,\n        }),\n      );\n    }\n\n    const allocationHandleMap = new Map<number, AllocationHandle>();\n    for (const alloc of ref.rules.allocations) {\n      const holdings: [TickerHandle, number][] = Object.entries(alloc.holdings).map(([key, weight]) => {\n        const match = key.match(/^(.+)\\?L=(.+)$/);\n        const symbol = match ? match[1]! : key;\n        const leverage = match ? Number(match[2]) : 1;\n        return [new TickerHandle(this._storage, symbol, leverage), weight];\n      });\n      const handle = AllocationHandle.fromResolved(this._storage, alloc.id, holdings);\n      allocationHandleMap.set(alloc.id, handle);\n      this._allocationMap.set(alloc.id, handle);\n    }\n\n    // Reconstruct rules\n    this._rules = ref.rules.definition.map((rule) => ({\n      when: rule.signalIds && rule.signalIds.length > 0 ? rule.signalIds.map((id) => signalMap.get(id)!) : undefined,\n      hold: allocationHandleMap.get(rule.allocationId)!,\n    }));\n\n    return { id: ref.id };\n  }\n\n  private async _getLatestClosedTradingDay(): Promise<string> {\n    const date = await this._storage.tradingDays.getLatestClosed();\n    if (!date) throw new Error('No closed trading days found');\n    return date;\n  }\n\n  private async _getLatestStrategySeriesDate(): Promise<string | null> {\n    const { id } = await this.resolve();\n    return this._storage.strategies.getLatestSeriesDate(id);\n  }\n\n  private async _ensureFresh(): Promise<void> {\n    await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    if (this._cachedAsOf === latestClosed) return;\n\n    const latestSeries = await this._getLatestStrategySeriesDate();\n\n    if (latestSeries === latestClosed) {\n      this._cache = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    if (!this._syncing) {\n      this._syncing = this._sync(latestClosed).finally(() => {\n        this._syncing = null;\n      });\n    }\n    await this._syncing;\n\n    this._cache = null;\n    this._cachedAsOf = latestClosed;\n  }\n\n  private async _sync(latestClosed: string): Promise<void> {\n    const { id } = await this.resolve();\n\n    // Sync all signals and collect their series\n    const signalSeries = new Map<number, Map<string, boolean>>();\n    const allSignals = new Set<SignalHandle>();\n    for (const rule of this._rules) {\n      if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n    }\n\n    await Promise.all(\n      Array.from(allSignals).map(async (signal) => {\n        const bars = await signal.series();\n        const dateMap = new Map<string, boolean>();\n        for (const bar of bars) dateMap.set(bar.date, bar.value === 1);\n        signalSeries.set(signal.id, dateMap);\n      }),\n    );\n\n    // Get all trading days\n    const tradingDays = await this._storage.tradingDays.getRange();\n\n    const rebalanceDates = computeRebalanceDates(tradingDays, this._freq, this._offset);\n\n    // Build allocation index mapping\n    const allocations: AllocationHandle[] = [];\n    const allocIndexMap = new Map<number, number>();\n    const rulesInput = this._rules.map((rule) => {\n      let allocIdx = allocIndexMap.get(rule.hold.id);\n      if (allocIdx === undefined) {\n        allocIdx = allocations.length;\n        allocations.push(rule.hold);\n        allocIndexMap.set(rule.hold.id, allocIdx);\n      }\n      return {\n        signalIds: (rule.when ?? []).map((s) => s.id),\n        allocationIndex: allocIdx,\n      };\n    });\n\n    // Evaluate\n    const evalResult = evaluateStrategy(signalSeries, rulesInput, rebalanceDates, tradingDays);\n\n    // Write strategy series\n    const entries: StrategySeriesEntry[] = Array.from(evalResult.entries())\n      .filter(([date]) => date <= latestClosed)\n      .map(([date, allocIdx]) => ({\n        date,\n        allocationId: allocations[allocIdx]!.id,\n      }));\n\n    if (entries.length > 0) {\n      await this._storage.strategies.writeSeries(id, entries);\n    }\n  }\n\n  private async _querySeriesFromDb(range?: DateRange): Promise<StrategyBar[]> {\n    const { id } = await this.resolve();\n    const entries = await this._storage.strategies.getSeries(id, range);\n    return entries.map((e) => ({\n      date: e.date,\n      allocation: this._allocationMap.get(e.allocationId)!,\n    }));\n  }\n\n  async series(range?: DateRange): Promise<StrategyBar[]> {\n    await this._ensureFresh();\n    if (this._cache && !range) return this._cache;\n    const bars = await this._querySeriesFromDb(range);\n    if (!range) this._cache = bars;\n    return bars;\n  }\n\n  async value(date?: string): Promise<AllocationHandle | null> {\n    await this._ensureFresh();\n    const bars = date ? await this._querySeriesFromDb({ from: date, to: date }) : await this._querySeriesFromDb();\n    if (bars.length === 0) return null;\n    return date ? bars[0]!.allocation : bars[bars.length - 1]!.allocation;\n  }\n\n  async simulate(options: SimulateOptions): Promise<SimulationHandle> {\n    const bars = await this.series({ from: options.from, to: options.to });\n    if (bars.length === 0) {\n      return new SimulationHandle([], [], options.portfolio);\n    }\n\n    const prices = await this._fetchPricesForTickers(bars, options.from, options.to);\n    const tradingDays = bars.map((b) => b.date);\n    const rebalanceDates = computeRebalanceDates(tradingDays, this._freq, this._offset);\n\n    // Force day 1 rebalance so existing positions align to strategy\n    rebalanceDates.add(bars[0]!.date);\n\n    const result = runSimulation(bars, prices, rebalanceDates, options.portfolio);\n\n    // Build finalState for live push support\n    const lastBar = bars[bars.length - 1]!;\n    const lastDate = lastBar.date;\n    const lastAllocation = lastBar.allocation;\n\n    // leveragedPrices: keyed as \"symbol:leverage\", values are the leveraged prices from _fetchPricesForTickers\n    const leveragedPrices: Record<string, number> = {};\n    for (const [ticker, _weight] of lastAllocation.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      const key = `${ticker.symbol}:${ticker.leverage}`;\n      const price = prices[key]?.[lastDate];\n      if (price != null) leveragedPrices[key] = price;\n    }\n\n    // closePrices: raw (unleveraged) close prices for computing real returns\n    const closePrices: Record<string, number> = {};\n    await this._fetchRawClosePrices(bars, lastDate, closePrices);\n\n    const finalState: FinalState = {\n      portfolio: result.finalPortfolio,\n      allocation: lastAllocation,\n      closePrices,\n      leveragedPrices,\n    };\n\n    return new SimulationHandle(result.series, result.trades, options.portfolio, finalState);\n  }\n\n  private async _fetchPricesForTickers(\n    bars: StrategyBar[],\n    from: string,\n    to: string,\n  ): Promise<Record<string, Record<string, number>>> {\n    const tickerMap = new Map<string, TickerHandle>();\n    for (const bar of bars) {\n      for (const [ticker] of bar.allocation.holdings) {\n        const key = `${ticker.symbol}:${ticker.leverage}`;\n        if (!tickerMap.has(key)) {\n          tickerMap.set(key, ticker);\n        }\n      }\n    }\n\n    const entries = await Promise.all(\n      Array.from(tickerMap.entries()).map(async ([key, ticker]) => {\n        const priceIndicator = new IndicatorHandle(this._storage, this._market, {\n          type: 'Price',\n          ticker,\n          lookback: 0,\n          delay: 0,\n          unit: null,\n          threshold: null,\n        });\n        const priceBars = await priceIndicator.series({ from, to });\n        const dateMap: Record<string, number> = {};\n        for (const bar of priceBars) {\n          dateMap[bar.date] = bar.value;\n        }\n        return [key, dateMap] as const;\n      }),\n    );\n\n    return Object.fromEntries(entries);\n  }\n\n  private async _fetchRawClosePrices(\n    bars: StrategyBar[],\n    lastDate: string,\n    closePrices: Record<string, number>,\n  ): Promise<void> {\n    const symbols = new Set<string>();\n    for (const bar of bars) {\n      for (const [ticker] of bar.allocation.holdings) {\n        if (ticker.symbol !== 'CASHX') symbols.add(ticker.symbol);\n      }\n    }\n\n    await Promise.all(\n      Array.from(symbols).map(async (symbol) => {\n        const rawTicker = new TickerHandle(this._storage, symbol, 1);\n        const priceIndicator = new IndicatorHandle(this._storage, this._market, {\n          type: 'Price',\n          ticker: rawTicker,\n          lookback: 0,\n          delay: 0,\n          unit: null,\n          threshold: null,\n        });\n        const priceBars = await priceIndicator.series({ from: lastDate, to: lastDate });\n        if (priceBars.length > 0) {\n          closePrices[symbol] = priceBars[0]!.value;\n        }\n      }),\n    );\n  }\n}\n","import type { TradingFreq } from '../providers/types';\n\nfunction getPeriodKey(dateStr: string, freq: TradingFreq): string {\n  const d = new Date(dateStr + 'T00:00:00Z');\n  const y = d.getUTCFullYear();\n  const m = d.getUTCMonth();\n\n  switch (freq) {\n    case 'Weekly': {\n      const thu = new Date(d);\n      thu.setUTCDate(thu.getUTCDate() + 3 - ((thu.getUTCDay() + 6) % 7));\n      const yearStart = new Date(Date.UTC(thu.getUTCFullYear(), 0, 1));\n      const weekNo = Math.ceil(((thu.getTime() - yearStart.getTime()) / 86400000 + 1) / 7);\n      return `${thu.getUTCFullYear()}-W${weekNo}`;\n    }\n    case 'Monthly':\n      return `${y}-${m}`;\n    case 'Bi-monthly':\n      return `${y}-${Math.floor(m / 2)}`;\n    case 'Quarterly':\n      return `${y}-Q${Math.floor(m / 3)}`;\n    case 'Every 4 Months':\n      return `${y}-${Math.floor(m / 4)}`;\n    case 'Semiannually':\n      return `${y}-H${Math.floor(m / 6)}`;\n    case 'Yearly':\n      return `${y}`;\n    default:\n      return `${y}-${m}`;\n  }\n}\n\nexport function computeRebalanceDates(tradingDays: string[], freq: TradingFreq, offset: number): Set<string> {\n  if (freq === 'Daily') return new Set(tradingDays);\n\n  const groups = new Map<string, number[]>();\n  for (let i = 0; i < tradingDays.length; i++) {\n    const key = getPeriodKey(tradingDays[i], freq);\n    if (!groups.has(key)) groups.set(key, []);\n    groups.get(key)!.push(i);\n  }\n\n  const result = new Set<string>();\n  for (const indices of groups.values()) {\n    const lastIdx = indices[indices.length - 1];\n    const targetIdx = lastIdx - offset;\n    if (targetIdx >= 0 && targetIdx < tradingDays.length) {\n      result.add(tradingDays[targetIdx]);\n    }\n  }\n\n  return result;\n}\n\nexport interface StrategyRuleInput {\n  signalIds: number[];\n  allocationIndex: number;\n}\n\nexport function evaluateStrategy(\n  signalSeries: Map<number, Map<string, boolean>>,\n  rules: StrategyRuleInput[],\n  rebalanceDates: Set<string>,\n  tradingDays: string[],\n): Map<string, number> {\n  const result = new Map<string, number>();\n  let current: number | undefined;\n\n  for (const date of tradingDays) {\n    if (rebalanceDates.has(date)) {\n      for (const rule of rules) {\n        if (rule.signalIds.length === 0) {\n          current = rule.allocationIndex;\n          break;\n        }\n        const allTrue = rule.signalIds.every((id) => signalSeries.get(id)?.get(date) ?? false);\n        if (allTrue) {\n          current = rule.allocationIndex;\n          break;\n        }\n      }\n    }\n    if (current !== undefined) {\n      result.set(date, current);\n    }\n  }\n\n  return result;\n}\n","import { TickerHandle } from './ticker';\nimport type { Trade } from '../backtest/types';\nimport { AllocationHandle } from './allocation';\nimport { isRateTickerSymbol } from '../providers/mappings';\n\nexport class PortfolioHandle {\n  readonly holdings: [TickerHandle, number][];\n\n  constructor(holdings: [TickerHandle, number][]) {\n    // Check for duplicates\n    const seen = new Set<string>();\n    for (const [ticker] of holdings) {\n      const key = `${ticker.symbol}:${ticker.leverage}`;\n      if (seen.has(key)) {\n        throw new Error(`Duplicate ticker: ${ticker.symbol}`);\n      }\n      seen.add(key);\n    }\n\n    this.holdings = holdings;\n  }\n\n  private _priceMap(prices: [TickerHandle, number][]): Map<string, number> {\n    const map = new Map<string, number>();\n    for (const [ticker, price] of prices) {\n      map.set(`${ticker.symbol}:${ticker.leverage}`, price);\n    }\n    return map;\n  }\n\n  private _priceFor(ticker: TickerHandle, priceMap: Map<string, number>): number {\n    if (ticker.symbol === 'CASHX') return 1;\n    if (isRateTickerSymbol(ticker.symbol)) return 1;\n    const key = `${ticker.symbol}:${ticker.leverage}`;\n    const price = priceMap.get(key);\n    if (price == null) {\n      throw new Error(`Missing price for ${ticker.symbol}`);\n    }\n    return price;\n  }\n\n  value(prices: [TickerHandle, number][]): number {\n    const priceMap = this._priceMap(prices);\n    let total = 0;\n    for (const [ticker, quantity] of this.holdings) {\n      total += quantity * this._priceFor(ticker, priceMap);\n    }\n    return total;\n  }\n\n  weights(prices: [TickerHandle, number][]): [TickerHandle, number][] {\n    const total = this.value(prices);\n    if (total === 0) return [];\n\n    const priceMap = this._priceMap(prices);\n    const result: [TickerHandle, number][] = [];\n    for (const [ticker, quantity] of this.holdings) {\n      const dollarValue = quantity * this._priceFor(ticker, priceMap);\n      if (dollarValue === 0) continue;\n      result.push([ticker, dollarValue / total]);\n    }\n    return result;\n  }\n\n  trades(target: AllocationHandle, prices: [TickerHandle, number][], date: string): Trade[] {\n    const priceMap = this._priceMap(prices);\n    const totalValue = this.value(prices);\n\n    // Build current dollar amounts by symbol\n    const currentDollars = new Map<string, number>();\n    for (const [ticker, quantity] of this.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      const price = this._priceFor(ticker, priceMap);\n      currentDollars.set(ticker.symbol, quantity * price);\n    }\n\n    // Build target dollar amounts by symbol\n    const targetDollars = new Map<string, number>();\n    for (const [ticker, weight] of target.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      targetDollars.set(ticker.symbol, totalValue * weight);\n    }\n\n    // Build a symbol → TickerHandle lookup for price resolution\n    const tickerBySymbol = new Map<string, TickerHandle>();\n    for (const [ticker] of this.holdings) {\n      if (ticker.symbol !== 'CASHX') tickerBySymbol.set(ticker.symbol, ticker);\n    }\n    for (const [ticker] of target.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      const existing = tickerBySymbol.get(ticker.symbol);\n      if (existing && existing.leverage !== ticker.leverage) {\n        throw new Error(`Conflicting leverage for ${ticker.symbol}`);\n      }\n      tickerBySymbol.set(ticker.symbol, ticker);\n    }\n\n    // Collect all non-CASHX symbols from both sides\n    const allSymbols = new Set([...currentDollars.keys(), ...targetDollars.keys()]);\n\n    const sells: Trade[] = [];\n    const buys: Trade[] = [];\n\n    for (const symbol of allSymbols) {\n      const current = currentDollars.get(symbol) ?? 0;\n      const target$ = targetDollars.get(symbol) ?? 0;\n      const delta = target$ - current;\n\n      const ticker = tickerBySymbol.get(symbol)!;\n      const price = this._priceFor(ticker, priceMap);\n\n      const quantity = Math.abs(delta) / price;\n      if (quantity < 1e-10) continue;\n\n      const trade: Trade = { date, symbol, quantity, price, action: delta > 0 ? 'buy' : 'sell' };\n\n      if (trade.action === 'sell') {\n        sells.push(trade);\n      } else {\n        buys.push(trade);\n      }\n    }\n\n    return [...sells, ...buys];\n  }\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { StrategyBar } from '../handles/strategy';\nimport type { TickerHandle } from '../handles/ticker';\nimport type { Trade } from './types';\nimport { PortfolioHandle } from '../handles/portfolio';\nimport { isRateTickerSymbol } from '../providers/mappings';\n\nconst EPSILON = 1e-8;\n\nfunction tkey(symbol: string, leverage: number): string {\n  return `${symbol}:${leverage}`;\n}\n\nfunction symbolFromKey(key: string): string {\n  const idx = key.lastIndexOf(':');\n  return idx === -1 ? key : key.slice(0, idx);\n}\n\nfunction isRateKey(key: string): boolean {\n  return isRateTickerSymbol(symbolFromKey(key));\n}\n\nfunction navPriceForKey(\n  key: string,\n  date: string,\n  prices: Record<string, Record<string, number>>,\n  lastPrice: Record<string, number>,\n): number | undefined {\n  if (isRateKey(key)) return 1;\n  const live = prices[key]?.[date];\n  if (live != null) {\n    lastPrice[key] = live;\n    return live;\n  }\n  return lastPrice[key];\n}\n\nfunction daysBetween(prevIsoDate: string, currIsoDate: string): number {\n  // Both inputs are 'YYYY-MM-DD'. UTC midnight → diff in ms → days.\n  const ms =\n    Date.UTC(Number(currIsoDate.slice(0, 4)), Number(currIsoDate.slice(5, 7)) - 1, Number(currIsoDate.slice(8, 10))) -\n    Date.UTC(Number(prevIsoDate.slice(0, 4)), Number(prevIsoDate.slice(5, 7)) - 1, Number(prevIsoDate.slice(8, 10)));\n  return Math.round(ms / (1000 * 60 * 60 * 24));\n}\n\nexport function runSimulation(\n  bars: StrategyBar[],\n  prices: Record<string, Record<string, number>>,\n  rebalanceDates: Set<string>,\n  portfolio: PortfolioHandle,\n): { series: DailyBar[]; trades: Trade[]; finalPortfolio: PortfolioHandle } {\n  const positions: Record<string, number> = {};\n  const lastPrice: Record<string, number> = {};\n  let cash = 0;\n  for (const [ticker, quantity] of portfolio.holdings) {\n    if (ticker.symbol === 'CASHX') {\n      cash = quantity;\n    } else {\n      positions[tkey(ticker.symbol, ticker.leverage)] = quantity;\n    }\n  }\n  const series: DailyBar[] = [];\n  const trades: Trade[] = [];\n\n  // Carry forward the last known close when today's price is missing so\n  // a held position isn't silently valued at $0 (e.g. mutual fund NAV that\n  // posts after the trading-day cutoff).\n  function valuationPrice(key: string, date: string): number | undefined {\n    return navPriceForKey(key, date, prices, lastPrice);\n  }\n\n  let prevDate: string | null = null;\n\n  for (const bar of bars) {\n    const date = bar.date;\n\n    // Accrue interest on rate-ticker positions between the previous bar and today.\n    if (prevDate != null) {\n      const days = daysBetween(prevDate, date);\n      if (days > 0) {\n        for (const [key, shares] of Object.entries(positions)) {\n          if (!isRateKey(key)) continue;\n          const ratePct = prices[key]?.[prevDate];\n          if (ratePct == null) continue;\n          const leverage = Number(key.slice(key.lastIndexOf(':') + 1)) || 1;\n          const factor = 1 + leverage * (ratePct / 100) * (days / 360);\n          positions[key] = shares * factor;\n        }\n      }\n    }\n\n    if (rebalanceDates.has(date)) {\n      // Compute current portfolio value before rebalancing\n      let portfolioValue = cash;\n      for (const [key, shares] of Object.entries(positions)) {\n        const price = valuationPrice(key, date);\n        if (price != null) portfolioValue += shares * price;\n      }\n\n      // Determine target holdings\n      const targetWeights: Record<string, number> = {};\n      for (const [ticker, weight] of bar.allocation.holdings) {\n        targetWeights[tkey(ticker.symbol, ticker.leverage)] = weight;\n      }\n\n      // Compute target shares and execute trades\n      const allKeys = new Set([...Object.keys(positions), ...Object.keys(targetWeights)]);\n      for (const key of allKeys) {\n        let price: number;\n        if (isRateKey(key)) {\n          price = 1;\n        } else {\n          const live = prices[key]?.[date];\n          if (live == null || live <= 0) continue;\n          price = live;\n        }\n\n        const currentShares = positions[key] ?? 0;\n        const targetValue = portfolioValue * (targetWeights[key] ?? 0);\n        const targetShares = targetValue / price;\n        const delta = targetShares - currentShares;\n\n        if (Math.abs(delta) <= EPSILON) continue;\n\n        if (Math.abs(targetShares) <= EPSILON) {\n          delete positions[key];\n        } else {\n          positions[key] = targetShares;\n        }\n        cash -= delta * price;\n\n        trades.push({\n          date,\n          symbol: key.split(':')[0]!,\n          quantity: Math.abs(delta),\n          price,\n          action: delta > 0 ? 'buy' : 'sell',\n        });\n      }\n\n      if (Math.abs(cash) <= EPSILON) cash = 0;\n    }\n\n    // Compute end-of-day portfolio value\n    let value = cash;\n    for (const [key, shares] of Object.entries(positions)) {\n      const price = valuationPrice(key, date);\n      if (price != null) value += shares * price;\n    }\n    series.push({ date, value });\n    prevDate = date;\n  }\n\n  // Build finalPortfolio from ending positions + cash\n  const finalHoldings: [TickerHandle, number][] = [];\n\n  // Map ticker keys back to TickerHandles from allocations and starting portfolio\n  const tickerByKey = new Map<string, TickerHandle>();\n  for (const bar of bars) {\n    for (const [ticker] of bar.allocation.holdings) {\n      const key = tkey(ticker.symbol, ticker.leverage);\n      if (!tickerByKey.has(key)) {\n        tickerByKey.set(key, ticker);\n      }\n    }\n  }\n  for (const [ticker] of portfolio.holdings) {\n    const key = tkey(ticker.symbol, ticker.leverage);\n    if (!tickerByKey.has(key)) {\n      tickerByKey.set(key, ticker);\n    }\n  }\n\n  for (const [key, shares] of Object.entries(positions)) {\n    const ticker = tickerByKey.get(key);\n    if (ticker && Math.abs(shares) > EPSILON) {\n      finalHoldings.push([ticker, shares]);\n    }\n  }\n\n  // Add CASHX\n  const cashKey = tkey('CASHX', 1);\n  const cashTicker = tickerByKey.get(cashKey) ?? portfolio.holdings.find(([t]) => t.symbol === 'CASHX')?.[0];\n  if (cashTicker && Math.abs(cash) > EPSILON) {\n    finalHoldings.push([cashTicker, cash]);\n  }\n\n  const finalPortfolio = new PortfolioHandle(finalHoldings);\n\n  return { series, trades, finalPortfolio };\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { AllocationHandle } from '../handles/allocation';\nimport { PortfolioHandle } from '../handles/portfolio';\nimport type { TickerHandle } from '../handles/ticker';\n\nexport interface SimulateOptions {\n  from: string;\n  to: string;\n  portfolio: PortfolioHandle;\n}\n\nexport interface Trade {\n  date: string;\n  symbol: string;\n  quantity: number;\n  price: number;\n  action: 'buy' | 'sell';\n}\n\nexport interface PortfolioSnapshot {\n  value: number;\n  holdings: [TickerHandle, number][];\n  weights: [TickerHandle, number][];\n  pendingTrades: Trade[];\n}\n\nexport interface FinalState {\n  portfolio: PortfolioHandle;\n  allocation: AllocationHandle;\n  closePrices: Record<string, number>;\n  leveragedPrices: Record<string, number>;\n}\n\nexport class SimulationHandle {\n  readonly series: DailyBar[];\n  readonly trades: Trade[];\n  readonly startingPortfolio: PortfolioHandle;\n\n  private _portfolio: PortfolioHandle | null;\n  private _currentAllocation: AllocationHandle | null;\n  private _lastClosePrices: Record<string, number>;\n  private _lastLeveragedPrices: Map<string, number>;\n  private _currentLeveragedPrices: Map<string, number>;\n  private _lastDate: string;\n\n  constructor(series: DailyBar[], trades: Trade[], startingPortfolio: PortfolioHandle, finalState?: FinalState) {\n    this.series = series;\n    this.trades = trades;\n    this.startingPortfolio = startingPortfolio;\n\n    if (finalState) {\n      this._portfolio = finalState.portfolio;\n      this._currentAllocation = finalState.allocation;\n      this._lastClosePrices = finalState.closePrices;\n      this._lastLeveragedPrices = new Map(Object.entries(finalState.leveragedPrices));\n      this._currentLeveragedPrices = new Map(Object.entries(finalState.leveragedPrices));\n      this._lastDate = series.at(-1)?.date ?? '';\n    } else {\n      this._portfolio = null;\n      this._currentAllocation = null;\n      this._lastClosePrices = {};\n      this._lastLeveragedPrices = new Map();\n      this._currentLeveragedPrices = new Map();\n      this._lastDate = '';\n    }\n  }\n\n  push(...prices: [TickerHandle, number][]): PortfolioSnapshot {\n    if (!this._portfolio || !this._currentAllocation) {\n      return { value: 0, holdings: [], weights: [], pendingTrades: [] };\n    }\n\n    // Update leveraged prices from raw market prices\n    for (const [ticker, realPrice] of prices) {\n      if (ticker.symbol === 'CASHX') continue;\n      const lastClose = this._lastClosePrices[ticker.symbol];\n      if (lastClose == null) continue;\n\n      const realReturn = (realPrice - lastClose) / lastClose;\n\n      // Apply leverage to all portfolio tickers sharing this symbol\n      for (const [held] of this._portfolio.holdings) {\n        if (held.symbol !== ticker.symbol) continue;\n        if (held.symbol === 'CASHX') continue;\n        const key = `${held.symbol}:${held.leverage}`;\n        const baseLeveragedPrice = this._lastLeveragedPrices.get(key);\n        if (baseLeveragedPrice == null) continue;\n        const leveragedReturn = held.leverage * realReturn;\n        this._currentLeveragedPrices.set(key, baseLeveragedPrice * (1 + leveragedReturn));\n      }\n    }\n\n    // Build price array for PortfolioHandle methods\n    const priceArray: [TickerHandle, number][] = [];\n    for (const [held] of this._portfolio.holdings) {\n      if (held.symbol === 'CASHX') continue;\n      const key = `${held.symbol}:${held.leverage}`;\n      const price = this._currentLeveragedPrices.get(key);\n      if (price != null) priceArray.push([held, price]);\n    }\n\n    return {\n      value: this._portfolio.value(priceArray),\n      holdings: this._portfolio.holdings,\n      weights: this._portfolio.weights(priceArray),\n      pendingTrades: this._portfolio.trades(this._currentAllocation, priceArray, this._lastDate),\n    };\n  }\n}\n","import type { StorageProvider } from './providers/storage';\nimport type { MarketProvider } from './providers/market';\nimport type { IndicatorType, Unit } from './providers/types';\nimport { TickerHandle } from './handles/ticker';\nimport { IndicatorHandle } from './handles/indicator';\nimport { SignalHandle } from './handles/signal';\nimport { AllocationHandle } from './handles/allocation';\nimport { StrategyHandle } from './handles/strategy';\nimport { PortfolioHandle } from './handles/portfolio';\nimport type { StrategyOptions } from './handles/strategy';\n\ntype TreasuryTenor = Extract<\n  IndicatorType,\n  'T3M' | 'T6M' | 'T1Y' | 'T2Y' | 'T3Y' | 'T5Y' | 'T7Y' | 'T10Y' | 'T20Y' | 'T30Y'\n>;\ntype CalendarPeriod = Extract<IndicatorType, 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year'>;\n\ninterface IndicatorOpts {\n  delay?: number;\n}\n\nexport interface LivefolioClient {\n  ticker(symbol: string, leverage?: number): TickerHandle;\n\n  // Ticker-bound\n  sma(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  ema(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  price(ticker: TickerHandle, opts?: IndicatorOpts): IndicatorHandle;\n  returns(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  volatility(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  drawdown(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  rsi(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n\n  // Standalone\n  vix(opts?: IndicatorOpts): IndicatorHandle;\n  vix3m(opts?: IndicatorOpts): IndicatorHandle;\n  treasury(tenor: TreasuryTenor, opts?: IndicatorOpts): IndicatorHandle;\n  calendar(period: CalendarPeriod, opts?: IndicatorOpts): IndicatorHandle;\n\n  // Threshold\n  threshold(value: number, unit?: Unit): IndicatorHandle;\n\n  // Signals\n  gt(ind1: IndicatorHandle, ind2: IndicatorHandle, tolerance?: number): SignalHandle;\n  lt(ind1: IndicatorHandle, ind2: IndicatorHandle, tolerance?: number): SignalHandle;\n  eq(ind1: IndicatorHandle, ind2: IndicatorHandle, tolerance?: number): SignalHandle;\n\n  // Allocations\n  allocation(...holdings: [TickerHandle, number][]): AllocationHandle;\n\n  // Portfolios\n  portfolio(...holdings: [TickerHandle, number][]): PortfolioHandle;\n\n  // Strategies\n  strategy(linkId: string): StrategyHandle;\n  strategy(options: StrategyOptions): StrategyHandle;\n  strategy(optionsOrLinkId: string | StrategyOptions): StrategyHandle;\n}\n\nexport interface LivefolioClientOptions {\n  storage: StorageProvider;\n  market: MarketProvider;\n}\n\nfunction tickerBound(\n  storage: StorageProvider,\n  market: MarketProvider,\n  type: IndicatorType,\n  ticker: TickerHandle,\n  lookback: number,\n  opts?: IndicatorOpts,\n): IndicatorHandle {\n  return new IndicatorHandle(storage, market, {\n    type,\n    ticker,\n    lookback,\n    delay: opts?.delay ?? 0,\n    unit: null,\n    threshold: null,\n  });\n}\n\nfunction standalone(\n  storage: StorageProvider,\n  market: MarketProvider,\n  type: IndicatorType,\n  opts?: IndicatorOpts,\n): IndicatorHandle {\n  return new IndicatorHandle(storage, market, {\n    type,\n    ticker: null,\n    lookback: 0,\n    delay: opts?.delay ?? 0,\n    unit: null,\n    threshold: null,\n  });\n}\n\nexport function createClient(options: LivefolioClientOptions): LivefolioClient {\n  const { storage, market } = options;\n\n  return {\n    ticker: (symbol, leverage) => new TickerHandle(storage, symbol, leverage),\n\n    sma: (ticker, lookback, opts?) => tickerBound(storage, market, 'SMA', ticker, lookback, opts),\n    ema: (ticker, lookback, opts?) => tickerBound(storage, market, 'EMA', ticker, lookback, opts),\n    price: (ticker, opts?) => tickerBound(storage, market, 'Price', ticker, 0, opts),\n    returns: (ticker, lookback, opts?) => tickerBound(storage, market, 'Return', ticker, lookback, opts),\n    volatility: (ticker, lookback, opts?) => tickerBound(storage, market, 'Volatility', ticker, lookback, opts),\n    drawdown: (ticker, lookback, opts?) => tickerBound(storage, market, 'Drawdown', ticker, lookback, opts),\n    rsi: (ticker, lookback, opts?) => tickerBound(storage, market, 'RSI', ticker, lookback, opts),\n\n    vix: (opts?) => standalone(storage, market, 'VIX', opts),\n    vix3m: (opts?) => standalone(storage, market, 'VIX3M', opts),\n    treasury: (tenor, opts?) => standalone(storage, market, tenor, opts),\n    calendar: (period, opts?) => standalone(storage, market, period, opts),\n\n    threshold: (value, unit?) =>\n      new IndicatorHandle(storage, market, {\n        type: 'Threshold',\n        ticker: null,\n        lookback: 0,\n        delay: 0,\n        unit: unit ?? null,\n        threshold: value,\n      }),\n\n    gt: (ind1, ind2, tolerance?) =>\n      new SignalHandle(storage, market, {\n        indicator1: ind1,\n        indicator2: ind2,\n        comparison: '>',\n        tolerance: tolerance ?? 0,\n      }),\n    lt: (ind1, ind2, tolerance?) =>\n      new SignalHandle(storage, market, {\n        indicator1: ind1,\n        indicator2: ind2,\n        comparison: '<',\n        tolerance: tolerance ?? 0,\n      }),\n    eq: (ind1, ind2, tolerance?) =>\n      new SignalHandle(storage, market, {\n        indicator1: ind1,\n        indicator2: ind2,\n        comparison: '=',\n        tolerance: tolerance ?? 0,\n      }),\n\n    allocation: (...holdings) => new AllocationHandle(storage, holdings),\n\n    portfolio: (...holdings) => new PortfolioHandle(holdings),\n\n    strategy: (optionsOrLinkId: StrategyOptions | string) => new StrategyHandle(storage, market, optionsOrLinkId),\n  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+{"version":3,"sources":["../src/handles/ticker.ts","../src/providers/mappings.ts","../src/computations/sma.ts","../src/computations/ema.ts","../src/computations/rsi.ts","../src/computations/returns.ts","../src/computations/volatility.ts","../src/computations/drawdown.ts","../src/computations/calendar.ts","../src/computations/index.ts","../src/providers/quote-overlay.ts","../src/handles/indicator.ts","../src/computations/signal.ts","../src/handles/signal.ts","../src/handles/allocation.ts","../src/handles/strategy.ts","../src/computations/strategy.ts","../src/handles/portfolio.ts","../src/backtest/simulate.ts","../src/backtest/types.ts","../src/client.ts"],"sourcesContent":["import type { StorageProvider } from '../providers/storage';\n\nexport class TickerHandle {\n  readonly symbol: string;\n  readonly leverage: number;\n\n  private _storage: StorageProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  constructor(storage: StorageProvider, symbol: string, leverage: number = 1) {\n    this._storage = storage;\n    this.symbol = symbol.toUpperCase();\n    this.leverage = leverage;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('TickerHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(storage: StorageProvider, id: number, symbol: string, leverage: number): TickerHandle {\n    const handle = new TickerHandle(storage, symbol, leverage);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    const result = await this._storage.tickers.findOrCreate(this.symbol, this.leverage);\n    this._resolvedId = result.id;\n    return result;\n  }\n}\n","import type { IndicatorType } from './types';\n\nexport type ProviderInfo =\n  | { provider: 'yahoo'; symbol: string; rateSeries?: true }\n  | { provider: 'fred'; seriesId: string; rateSeries?: true }\n  | { provider: 'computed'; dependsOn: 'Price'; symbol: string; rateSeries?: true }\n  | { provider: 'calendar' }\n  | { provider: 'none' };\n\nconst FRED_SERIES: Record<string, string> = {\n  T3M: 'DGS3MO',\n  T6M: 'DGS6MO',\n  T1Y: 'DGS1',\n  T2Y: 'DGS2',\n  T3Y: 'DGS3',\n  T5Y: 'DGS5',\n  T7Y: 'DGS7',\n  T10Y: 'DGS10',\n  T20Y: 'DGS20',\n  T30Y: 'DGS30',\n};\n\n// Ticker symbols whose \"price\" values are rates/yields (expressed in percent),\n// not prices. For these, percent-change returns are both broken (divide by\n// zero / sign flips) and semantically wrong — callers should use absolute\n// differences instead.\nconst RATE_TICKER_SYMBOLS = new Set<string>([\n  'DTB3',\n  'DTB6',\n  'DFF',\n  'DGS3MO',\n  'DGS6MO',\n  'DGS1',\n  'DGS2',\n  'DGS3',\n  'DGS5',\n  'DGS7',\n  'DGS10',\n  'DGS20',\n  'DGS30',\n]);\n\nconst COMPUTED_TYPES = new Set<string>(['SMA', 'EMA', 'RSI', 'Return', 'Volatility', 'Drawdown']);\nconst CALENDAR_TYPES = new Set<string>(['Month', 'Day of Week', 'Day of Month', 'Day of Year']);\n\nexport function isRateTickerSymbol(symbol: string | null): boolean {\n  return symbol != null && RATE_TICKER_SYMBOLS.has(symbol);\n}\n\nexport function getProviderInfo(type: IndicatorType, tickerSymbol: string | null): ProviderInfo {\n  if (type === 'Price') {\n    const info: ProviderInfo = { provider: 'yahoo', symbol: tickerSymbol! };\n    if (isRateTickerSymbol(tickerSymbol)) info.rateSeries = true;\n    return info;\n  }\n  if (type === 'VIX') return { provider: 'yahoo', symbol: '^VIX' };\n  if (type === 'VIX3M') return { provider: 'yahoo', symbol: '^VIX3M' };\n\n  if (type in FRED_SERIES) return { provider: 'fred', seriesId: FRED_SERIES[type]!, rateSeries: true };\n\n  if (COMPUTED_TYPES.has(type)) {\n    const info: ProviderInfo = { provider: 'computed', dependsOn: 'Price', symbol: tickerSymbol! };\n    if (isRateTickerSymbol(tickerSymbol)) info.rateSeries = true;\n    return info;\n  }\n\n  if (CALENDAR_TYPES.has(type)) return { provider: 'calendar' };\n\n  return { provider: 'none' };\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeSma(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback) return [];\n  const result: DailyBar[] = [];\n  let sum = 0;\n  for (let i = 0; i < lookback; i++) sum += bars[i].value;\n  result.push({ date: bars[lookback - 1].date, value: sum / lookback });\n  for (let i = lookback; i < bars.length; i++) {\n    sum += bars[i].value - bars[i - lookback].value;\n    result.push({ date: bars[i].date, value: sum / lookback });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeEma(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback) return [];\n  const multiplier = 2 / (lookback + 1);\n  const result: DailyBar[] = [];\n  let sum = 0;\n  for (let i = 0; i < lookback; i++) sum += bars[i].value;\n  let ema = sum / lookback;\n  result.push({ date: bars[lookback - 1].date, value: ema });\n  for (let i = lookback; i < bars.length; i++) {\n    ema = bars[i].value * multiplier + ema * (1 - multiplier);\n    result.push({ date: bars[i].date, value: ema });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeRsi(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback + 1) return [];\n  const changes: number[] = [];\n  for (let i = 1; i < bars.length; i++) {\n    changes.push(bars[i].value - bars[i - 1].value);\n  }\n  let avgGain = 0;\n  let avgLoss = 0;\n  for (let i = 0; i < lookback; i++) {\n    if (changes[i] > 0) avgGain += changes[i];\n    else avgLoss += Math.abs(changes[i]);\n  }\n  avgGain /= lookback;\n  avgLoss /= lookback;\n  const result: DailyBar[] = [];\n  const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n  result.push({\n    date: bars[lookback].date,\n    value: avgLoss === 0 ? 100 : 100 - 100 / (1 + rs),\n  });\n  for (let i = lookback; i < changes.length; i++) {\n    const gain = changes[i] > 0 ? changes[i] : 0;\n    const loss = changes[i] < 0 ? Math.abs(changes[i]) : 0;\n    avgGain = (avgGain * (lookback - 1) + gain) / lookback;\n    avgLoss = (avgLoss * (lookback - 1) + loss) / lookback;\n    const smoothRs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n    result.push({\n      date: bars[i + 1].date,\n      value: avgLoss === 0 ? 100 : 100 - 100 / (1 + smoothRs),\n    });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport type ReturnMode = 'pct' | 'abs';\n\nexport function computeReturns(bars: DailyBar[], lookback: number, mode: ReturnMode = 'pct'): DailyBar[] {\n  if (bars.length <= lookback) return [];\n  const result: DailyBar[] = [];\n  for (let i = lookback; i < bars.length; i++) {\n    const curr = bars[i]!.value;\n    const prev = bars[i - lookback]!.value;\n    const value = mode === 'abs' ? curr - prev : (curr - prev) / prev;\n    result.push({ date: bars[i]!.date, value });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeVolatility(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback + 1) return [];\n  const dailyReturns: { date: string; value: number }[] = [];\n  for (let i = 1; i < bars.length; i++) {\n    dailyReturns.push({\n      date: bars[i].date,\n      value: bars[i].value / bars[i - 1].value - 1,\n    });\n  }\n  if (dailyReturns.length < lookback) return [];\n  const result: DailyBar[] = [];\n  for (let i = lookback - 1; i < dailyReturns.length; i++) {\n    const window = dailyReturns.slice(i - lookback + 1, i + 1);\n    const mean = window.reduce((s, r) => s + r.value, 0) / lookback;\n    const variance = window.reduce((s, r) => s + (r.value - mean) ** 2, 0) / lookback;\n    result.push({ date: dailyReturns[i].date, value: Math.sqrt(variance) });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nexport function computeDrawdown(bars: DailyBar[], lookback: number): DailyBar[] {\n  if (bars.length < lookback) return [];\n  const result: DailyBar[] = [];\n  for (let i = lookback - 1; i < bars.length; i++) {\n    let max = -Infinity;\n    for (let j = i - lookback + 1; j <= i; j++) {\n      if (bars[j].value > max) max = bars[j].value;\n    }\n    result.push({ date: bars[i].date, value: (bars[i].value - max) / max });\n  }\n  return result;\n}\n","import type { DailyBar } from '../handles/indicator';\n\ntype CalendarPeriod = 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year';\n\nfunction dayOfYear(d: Date): number {\n  const start = new Date(d.getFullYear(), 0, 0);\n  const diff = d.getTime() - start.getTime();\n  return Math.floor(diff / (1000 * 60 * 60 * 24));\n}\n\nexport function computeCalendar(bars: DailyBar[], period: CalendarPeriod): DailyBar[] {\n  return bars.map((bar) => {\n    const [y, m, d] = bar.date.split('-').map(Number);\n    const date = new Date(y, m - 1, d);\n    let value: number;\n    switch (period) {\n      case 'Month':\n        value = date.getMonth() + 1;\n        break;\n      case 'Day of Week':\n        value = date.getDay();\n        break;\n      case 'Day of Month':\n        value = date.getDate();\n        break;\n      case 'Day of Year':\n        value = dayOfYear(date);\n        break;\n    }\n    return { date: bar.date, value };\n  });\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { IndicatorType } from '../providers/types';\nimport { computeSma } from './sma';\nimport { computeEma } from './ema';\nimport { computeRsi } from './rsi';\nimport { computeReturns } from './returns';\nimport { computeVolatility } from './volatility';\nimport { computeDrawdown } from './drawdown';\n\nexport { computeSma } from './sma';\nexport { computeEma } from './ema';\nexport { computeRsi } from './rsi';\nexport { computeReturns } from './returns';\nexport { computeVolatility } from './volatility';\nexport { computeDrawdown } from './drawdown';\nexport { computeCalendar } from './calendar';\ntype ComputeFn = (bars: DailyBar[], lookback: number) => DailyBar[];\n\nconst COMPUTATIONS: Partial<Record<IndicatorType, ComputeFn>> = {\n  SMA: computeSma,\n  EMA: computeEma,\n  RSI: computeRsi,\n  Return: computeReturns,\n  Volatility: computeVolatility,\n  Drawdown: computeDrawdown,\n};\n\nexport function getComputation(type: IndicatorType): ComputeFn | null {\n  return COMPUTATIONS[type] ?? null;\n}\n","import type { MarketProvider } from './market';\nimport type { DailyBar } from '../handles/indicator';\n\nexport interface OverlayOptions {\n  /**\n   * When a given date in `overridesByDate` has no entry for the requested\n   * symbol, append a synthetic bar using the last base bar's value.\n   * Off by default — callers must opt in.\n   */\n  fallbackMissingQuotes?: boolean;\n}\n\n/**\n * Wraps a `MarketProvider` so that, for the dates listed in `overridesByDate`,\n * `fetchBars(symbol, ...)` returns a series with the corresponding bar either\n * appended (if the date is after the last base bar) or replaced (if it already\n * exists in the base bars).\n *\n * **Leverage invariant:** `MarketProvider.fetchBars` returns *raw* bars. This\n * overlay injects raw values only. Leverage compounding happens downstream in\n * `IndicatorHandle` sync; the overlay is intentionally leverage-agnostic.\n * If that downstream assumption ever changes, the override shape will need to\n * change too.\n */\nexport function createQuoteOverlay(\n  base: MarketProvider,\n  overridesByDate: Record<string, Record<string, number>>,\n  options: OverlayOptions = {},\n): MarketProvider {\n  return {\n    async fetchBars(symbol: string, from?: string): Promise<DailyBar[]> {\n      const bars = await base.fetchBars(symbol, from);\n      const dates = Object.keys(overridesByDate).sort();\n      if (dates.length === 0) return bars;\n\n      const result = [...bars];\n      for (const date of dates) {\n        const overrideValue = overridesByDate[date]![symbol];\n        let value: number | undefined = overrideValue;\n        if (value === undefined) {\n          if (!options.fallbackMissingQuotes) continue;\n          if (result.length === 0) continue;\n          value = result[result.length - 1]!.value;\n        }\n        const existingIdx = result.findIndex((b) => b.date === date);\n        if (existingIdx >= 0) {\n          result[existingIdx] = { date, value };\n        } else {\n          result.push({ date, value });\n        }\n      }\n      return result;\n    },\n  };\n}\n","import type { StorageProvider } from '../providers/storage';\nimport type { MarketProvider } from '../providers/market';\nimport type { IndicatorType, Unit } from '../providers/types';\nimport { TickerHandle } from './ticker';\nimport { getProviderInfo, isRateTickerSymbol } from '../providers/mappings';\nimport { getComputation } from '../computations/index';\nimport { computeReturns } from '../computations/returns';\nimport { computeCalendar } from '../computations/calendar';\nimport { createQuoteOverlay } from '../providers/quote-overlay';\n\n/**\n * Subtract `days` calendar days from an ISO date string (YYYY-MM-DD).\n * Used to compute a `from` cutoff for bounded bar fetches in `computeAt`.\n */\nfunction _subtractCalendarDays(date: string, days: number): string {\n  const d = new Date(date);\n  d.setUTCDate(d.getUTCDate() - days);\n  return d.toISOString().slice(0, 10);\n}\n\nexport interface DailyBar {\n  date: string;\n  value: number;\n}\n\nexport interface IndicatorIdentity {\n  type: IndicatorType;\n  ticker: TickerHandle | null;\n  lookback: number;\n  delay: number;\n  unit: Unit | null;\n  threshold: number | null;\n}\n\nexport interface DateRange {\n  from?: string;\n  to?: string;\n}\n\nexport class IndicatorHandle {\n  readonly type: IndicatorType;\n  readonly ticker: TickerHandle | null;\n  readonly lookback: number;\n  readonly delay: number;\n  readonly unit: Unit | null;\n  readonly threshold: number | null;\n\n  private _storage: StorageProvider;\n  private _market: MarketProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  private _cachedSeries: DailyBar[] | null = null;\n  private _cachedAsOf: string | null = null;\n  private _syncing: Promise<void> | null = null;\n\n  constructor(storage: StorageProvider, market: MarketProvider, identity: IndicatorIdentity) {\n    this._storage = storage;\n    this._market = market;\n    this.type = identity.type;\n    this.ticker = identity.ticker;\n    this.lookback = identity.lookback;\n    this.delay = identity.delay;\n    this.unit = identity.unit;\n    this.threshold = identity.threshold;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('IndicatorHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(\n    storage: StorageProvider,\n    market: MarketProvider,\n    id: number,\n    identity: IndicatorIdentity,\n  ): IndicatorHandle {\n    const handle = new IndicatorHandle(storage, market, identity);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    const tickerId = this.ticker ? (await this.ticker.resolve()).id : null;\n    const result = await this._storage.indicators.findOrCreate({\n      type: this.type,\n      tickerId,\n      lookback: this.lookback,\n      delay: this.delay,\n      unit: this.unit,\n      threshold: this.threshold,\n    });\n    this._resolvedId = result.id;\n    return result;\n  }\n\n  // ── Freshness & Sync ───────────────────────────────────────────────\n\n  private async _getLatestClosedTradingDay(): Promise<string> {\n    const date = await this._storage.tradingDays.getLatestClosed();\n    if (!date) throw new Error('No closed trading days found');\n    return date;\n  }\n\n  private async _getLatestSeriesDate(indicatorId: number): Promise<string | null> {\n    return this._storage.indicators.getLatestSeriesDate(indicatorId);\n  }\n\n  private async _ensureFresh(): Promise<void> {\n    const { id } = await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    // In-memory cache still valid\n    if (this._cachedAsOf === latestClosed) return;\n\n    const latestSeries = await this._getLatestSeriesDate(id);\n\n    if (latestSeries === latestClosed) {\n      // DB is fresh — invalidate in-memory cache so next read picks up DB data\n      this._cachedSeries = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    // Need to sync — deduplicate concurrent calls\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed).finally(() => {\n        this._syncing = null;\n      });\n    }\n    await this._syncing;\n\n    this._cachedSeries = null;\n    this._cachedAsOf = latestClosed;\n  }\n\n  private async _sync(fromDate: string | undefined, latestClosed: string): Promise<void> {\n    const tickerSymbol = this.ticker?.symbol ?? null;\n    const info = getProviderInfo(this.type, tickerSymbol);\n\n    let bars: DailyBar[];\n\n    switch (info.provider) {\n      case 'yahoo':\n        bars = await this._market.fetchBars(info.symbol, fromDate);\n        break;\n\n      case 'fred':\n        bars = await this._market.fetchBars(info.seriesId, fromDate);\n        break;\n\n      case 'computed': {\n        // Create an internal Price handle for the same ticker\n        const priceHandle = new IndicatorHandle(this._storage, this._market, {\n          type: 'Price',\n          ticker: this.ticker,\n          lookback: 0,\n          delay: 0,\n          unit: null,\n          threshold: null,\n        });\n\n        // Recursively ensure Price data is fresh\n        await priceHandle._ensureFresh();\n\n        // Read Price series from DB\n        const priceBars = await priceHandle._querySeriesFromDb();\n\n        if (this.type === 'Return') {\n          // For rate/yield series (e.g. DTB3, DFF), percentage change is broken\n          // near zero and semantically wrong; use absolute differences instead.\n          bars = computeReturns(priceBars, this.lookback, info.rateSeries ? 'abs' : 'pct');\n        } else {\n          const computeFn = getComputation(this.type);\n          if (!computeFn) throw new Error(`No computation found for type \"${this.type}\"`);\n          bars = computeFn(priceBars, this.lookback);\n        }\n\n        // If incremental, filter to only new bars\n        if (fromDate) {\n          bars = bars.filter((b) => b.date > fromDate);\n        }\n        break;\n      }\n\n      case 'calendar': {\n        // Fetch all trading days to compute calendar values\n        const allDays = await this._storage.tradingDays.getRange();\n        const dayBars: DailyBar[] = allDays.map((date) => ({ date, value: 0 }));\n        bars = computeCalendar(dayBars, this.type as 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year');\n\n        if (fromDate) {\n          bars = bars.filter((b) => b.date > fromDate);\n        }\n        break;\n      }\n\n      case 'none':\n        // Threshold indicators have no series to sync\n        return;\n    }\n\n    // Apply leverage to daily returns only for fetched (non-computed) indicators.\n    // Computed indicators (RSI, SMA, etc.) already read from the leveraged price series.\n    if (info.provider !== 'computed') {\n      bars = await this._applyLeverage(bars, fromDate);\n    }\n\n    // Filter bars up to latestClosed\n    bars = bars.filter((b) => b.date <= latestClosed);\n\n    if (bars.length > 0) {\n      await this._upsertSeries(bars);\n    }\n  }\n\n  private async _upsertSeries(bars: DailyBar[]): Promise<void> {\n    const { id } = await this.resolve();\n    await this._storage.indicators.writeSeries(id, bars);\n  }\n\n  private async _querySeriesFromDb(range?: DateRange): Promise<DailyBar[]> {\n    const { id } = await this.resolve();\n    return this._storage.indicators.getSeries(id, range);\n  }\n\n  withMarket(market: MarketProvider): IndicatorHandle {\n    if (market === this._market) return this;\n    return IndicatorHandle.fromResolved(this._storage, market, this.id, {\n      type: this.type,\n      ticker: this.ticker,\n      lookback: this.lookback,\n      delay: this.delay,\n      unit: this.unit,\n      threshold: this.threshold,\n    });\n  }\n\n  /**\n   * Apply leverage compounding to a raw bar series, anchored to a stored\n   * leveraged value. Used by both `_sync` and `computeAt` so they stay\n   * consistent.\n   *\n   * `anchorDate` is the date of the last *already-stored* leveraged bar\n   * (i.e., the bar just before `rawBars[0]`). The stored leveraged value\n   * at that date becomes `leveraged[0]`; raw returns are then compounded\n   * forward for each subsequent bar.\n   *\n   * If no stored anchor exists (first-ever sync), falls back to rawBars[0]\n   * as the starting raw value — identical to `_sync`'s behaviour.\n   */\n  private async _applyLeverage(rawBars: DailyBar[], anchorDate: string | undefined): Promise<DailyBar[]> {\n    const leverage = this.ticker?.leverage ?? 1;\n    if (leverage === 1 || rawBars.length === 0) return rawBars;\n    // Rate tickers (DTB3, DFF, etc.) skip leverage compounding: the stored series\n    // stays raw; the simulator applies the leverage multiplier at accrual time.\n    if (isRateTickerSymbol(this.ticker?.symbol ?? null)) return rawBars;\n\n    let anchor: number;\n    if (anchorDate) {\n      const lastStored = await this._storage.indicators.getValue(this._resolvedId!, anchorDate);\n      anchor = lastStored ?? rawBars[0]!.value;\n    } else {\n      anchor = rawBars[0]!.value;\n    }\n\n    const leveraged: DailyBar[] = [{ date: rawBars[0]!.date, value: anchor }];\n    for (let i = 1; i < rawBars.length; i++) {\n      const dailyReturn = (rawBars[i]!.value - rawBars[i - 1]!.value) / rawBars[i - 1]!.value;\n      const prev = leveraged[i - 1]!.value;\n      leveraged.push({ date: rawBars[i]!.date, value: prev * (1 + leverage * dailyReturn) });\n    }\n    return leveraged;\n  }\n\n  /**\n   * Compute the indicator's value at `date` using the given market (typically\n   * an overlay market for pre-close preview). Pure — no writes to storage.\n   *\n   * For fetched types (yahoo/fred): fetches a small window of bars from\n   * `market`, applies leverage compounding anchored to the stored leveraged\n   * value at the bar before `date`.\n   * For computed types (SMA, RSI, etc.): fetches enough raw price bars to\n   * cover the indicator's lookback from `market`, applies leverage anchored\n   * to the stored value just before the fetch window, runs the computation,\n   * and returns the value at `date`.\n   * For Threshold: returns the threshold constant.\n   * For calendar: computes calendar value from the trading days list.\n   * Returns null if the value cannot be computed.\n   */\n  async computeAt(market: MarketProvider, date: string): Promise<number | null> {\n    // Threshold is a special case: it has no market data, just a constant value.\n    if (this.type === 'Threshold') return this.threshold;\n\n    const tickerSymbol = this.ticker?.symbol ?? null;\n    const info = getProviderInfo(this.type, tickerSymbol);\n\n    if (info.provider === 'none') return null;\n\n    if (info.provider === 'calendar') {\n      const allDays = await this._storage.tradingDays.getRange();\n      const dayBars: DailyBar[] = allDays.map((d) => ({ date: d, value: 0 }));\n      const computed = computeCalendar(dayBars, this.type as 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year');\n      return computed.find((b) => b.date === date)?.value ?? null;\n    }\n\n    if (info.provider === 'computed') {\n      // Fetch enough raw price bars to cover lookback + buffer (weekends/holidays).\n      // We need `lookback` trading days before `date`, so we request a calendar\n      // window of (lookback + 10) days to comfortably cover non-trading days.\n      const from = _subtractCalendarDays(date, this.lookback + 10);\n      const rawBars = await market.fetchBars(info.symbol, from);\n\n      // Apply leverage anchored to the stored leveraged value at the date just\n      // before the first fetched raw bar. This mirrors _sync's anchor logic\n      // exactly: fromDate is the last stored bar, anchor is getValue(id, fromDate).\n      const anchorDate = rawBars.length > 0 ? rawBars[0]!.date : undefined;\n      const priceBars = await this._applyLeverage(rawBars, anchorDate);\n\n      const computeFn = getComputation(this.type);\n      if (!computeFn) throw new Error(`No computation found for type \"${this.type}\"`);\n      const computed = computeFn(priceBars, this.lookback);\n      return computed.find((b) => b.date === date)?.value ?? null;\n    }\n\n    // yahoo or fred: fetch a small window — just enough to get `date` and one\n    // prior bar (needed for leverage return calculation). 5 calendar days is\n    // enough to bridge a long weekend.\n    const symbol = info.provider === 'yahoo' ? info.symbol : info.seriesId;\n    const from = _subtractCalendarDays(date, 5);\n    const rawBars = await market.fetchBars(symbol, from);\n\n    const leverage = this.ticker?.leverage ?? 1;\n    if (leverage === 1) {\n      return rawBars.find((b) => b.date === date)?.value ?? null;\n    }\n\n    // Apply leverage compounding.\n    // Find the bar just before `date` in rawBars to use as anchor reference.\n    const dateIdx = rawBars.findIndex((b) => b.date === date);\n    if (dateIdx < 0) return null; // date not in bars at all\n\n    // We need the stored leveraged value at the previous day to anchor.\n    const prevBar = rawBars[dateIdx - 1];\n    if (!prevBar) {\n      // No previous bar in the window — can't compound. Return raw value as fallback.\n      return rawBars[dateIdx]!.value;\n    }\n\n    const storedPrev = await this._storage.indicators.getValue(this._resolvedId!, prevBar.date);\n    const leveragedPrev = storedPrev ?? prevBar.value;\n    const rawReturn = (rawBars[dateIdx]!.value - prevBar.value) / prevBar.value;\n    return leveragedPrev * (1 + leverage * rawReturn);\n  }\n\n  // ── Public data access ─────────────────────────────────────────────\n\n  async series(range?: DateRange): Promise<DailyBar[]> {\n    if (this.type === 'Threshold') {\n      return this._syntheticThresholdSeries(range);\n    }\n    await this._ensureFresh();\n    if (this._cachedSeries && !range) return this._cachedSeries;\n    const bars = await this._querySeriesFromDb(range);\n    if (!range) this._cachedSeries = bars;\n    return bars;\n  }\n\n  private async _syntheticThresholdSeries(range?: DateRange): Promise<DailyBar[]> {\n    const v = this.threshold!;\n    const dates = await this._storage.tradingDays.getRange(range);\n    return dates.map((date) => ({ date, value: v }));\n  }\n\n  async value(date?: string): Promise<number | null> {\n    await this._ensureFresh();\n    const { id } = await this.resolve();\n    return this._storage.indicators.getValue(id, date);\n  }\n\n  /**\n   * Read-only preview of the indicator series that includes an in-memory bar\n   * at `date` computed via `computeAt` against a quote-overlay market. Does\n   * NOT write to `indicators_series`. Safe to call before market close.\n   *\n   * @param date - Target trading day whose value is computed in-memory from\n   *   the overridden quotes. Must be in `tradingDays.getRange()`.\n   * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.\n   *   Symbols omitted here fall back to yesterday's close via the overlay.\n   * @param range - Optional filter applied to the returned bars.\n   * @returns Stored historical bars plus (or with) today's in-memory value.\n   */\n  async previewSeries(date: string, quoteOverrides: Record<string, number>, range?: DateRange): Promise<DailyBar[]> {\n    const tradingDays = await this._storage.tradingDays.getRange();\n    if (!tradingDays.includes(date)) {\n      throw new Error(`previewSeries: ${date} is not a trading day`);\n    }\n\n    const overlay = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });\n\n    let bars: DailyBar[];\n    if (this.type === 'Threshold') {\n      bars = await this._syntheticThresholdSeries();\n    } else {\n      bars = await this._querySeriesFromDb();\n    }\n\n    const todayValue = await this.computeAt(overlay, date);\n    if (todayValue !== null) {\n      const idx = bars.findIndex((b) => b.date === date);\n      if (idx >= 0) {\n        bars[idx] = { date, value: todayValue };\n      } else {\n        bars = [...bars, { date, value: todayValue }].sort((a, b) => a.date.localeCompare(b.date));\n      }\n    }\n\n    if (range) {\n      bars = bars.filter(\n        (b) => (range.from === undefined || b.date >= range.from) && (range.to === undefined || b.date <= range.to),\n      );\n    }\n\n    return bars;\n  }\n}\n","import type { DailyBar } from '../handles/indicator';\n\ntype Comparison = '>' | '<' | '=';\n\nfunction computeBuffers(v2: number, tolerance: number, absolute: boolean): { upper: number; lower: number } {\n  if (tolerance === 0) return { upper: v2, lower: v2 };\n  if (absolute) return { upper: v2 + tolerance, lower: v2 - tolerance };\n  return { upper: v2 * (1 + tolerance / 100), lower: v2 * (1 - tolerance / 100) };\n}\n\nfunction rawCompare(v1: number, v2: number, comparison: Comparison): number {\n  switch (comparison) {\n    case '>':\n      return v1 > v2 ? 1 : 0;\n    case '<':\n      return v1 < v2 ? 1 : 0;\n    case '=':\n      return v1 === v2 ? 1 : 0;\n  }\n}\n\nexport function evaluateSignal(\n  series1: DailyBar[],\n  series2: DailyBar[],\n  comparison: Comparison,\n  tolerance: number,\n  absolute: boolean,\n  previousValue?: number,\n): DailyBar[] {\n  const s2Map = new Map<string, number>();\n  for (const bar of series2) {\n    s2Map.set(bar.date, bar.value);\n  }\n\n  const result: DailyBar[] = [];\n  let prev = previousValue;\n\n  for (const bar1 of series1) {\n    const v2 = s2Map.get(bar1.date);\n    if (v2 === undefined) continue;\n\n    const v1 = bar1.value;\n    const { upper, lower } = computeBuffers(v2, tolerance, absolute);\n\n    let value: number;\n\n    if (tolerance === 0) {\n      value = rawCompare(v1, v2, comparison);\n    } else if (comparison === '=') {\n      value = v1 >= lower && v1 <= upper ? 1 : 0;\n    } else if (prev === undefined) {\n      value = rawCompare(v1, v2, comparison);\n    } else if (comparison === '>') {\n      if (prev === 1) {\n        value = v1 < lower ? 0 : 1;\n      } else {\n        value = v1 > upper ? 1 : 0;\n      }\n    } else {\n      // comparison === '<'\n      if (prev === 1) {\n        value = v1 > upper ? 0 : 1;\n      } else {\n        value = v1 < lower ? 1 : 0;\n      }\n    }\n\n    result.push({ date: bar1.date, value });\n    prev = value;\n  }\n\n  return result;\n}\n","// src/handles/signal.ts\nimport type { StorageProvider } from '../providers/storage';\nimport type { MarketProvider } from '../providers/market';\nimport type { Comparison } from '../providers/types';\nimport type { IndicatorHandle, DailyBar, DateRange } from './indicator';\nimport { evaluateSignal } from '../computations/signal';\nimport { createQuoteOverlay } from '../providers/quote-overlay';\n\nconst ABSOLUTE_TOLERANCE_TYPES = new Set([\n  'Return',\n  'Volatility',\n  'Drawdown',\n  'VIX',\n  'VIX3M',\n  'T3M',\n  'T6M',\n  'T1Y',\n  'T2Y',\n  'T3Y',\n  'T5Y',\n  'T7Y',\n  'T10Y',\n  'T20Y',\n  'T30Y',\n]);\n\nexport interface SignalIdentity {\n  indicator1: IndicatorHandle;\n  indicator2: IndicatorHandle;\n  comparison: Comparison;\n  tolerance: number;\n}\n\nexport class SignalHandle {\n  readonly indicator1: IndicatorHandle;\n  readonly indicator2: IndicatorHandle;\n  readonly comparison: Comparison;\n  readonly tolerance: number;\n\n  private _storage: StorageProvider;\n  private _market: MarketProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  private _cachedSeries: DailyBar[] | null = null;\n  private _cachedAsOf: string | null = null;\n  private _syncing: Promise<void> | null = null;\n\n  constructor(storage: StorageProvider, market: MarketProvider, identity: SignalIdentity) {\n    this._storage = storage;\n    this._market = market;\n    this.indicator1 = identity.indicator1;\n    this.indicator2 = identity.indicator2;\n    this.comparison = identity.comparison;\n    this.tolerance = identity.tolerance;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('SignalHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(\n    storage: StorageProvider,\n    market: MarketProvider,\n    id: number,\n    identity: SignalIdentity,\n  ): SignalHandle {\n    const handle = new SignalHandle(storage, market, identity);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    const [ind1, ind2] = await Promise.all([this.indicator1.resolve(), this.indicator2.resolve()]);\n    const result = await this._storage.signals.findOrCreate({\n      indicatorId1: ind1.id,\n      indicatorId2: ind2.id,\n      comparison: this.comparison,\n      tolerance: this.tolerance,\n    });\n    this._resolvedId = result.id;\n    return result;\n  }\n\n  // ── Freshness & Sync ───────────────────────────────────────────────\n\n  private async _getLatestClosedTradingDay(): Promise<string> {\n    const date = await this._storage.tradingDays.getLatestClosed();\n    if (!date) throw new Error('No closed trading days found');\n    return date;\n  }\n\n  private async _getLatestSignalSeriesDate(signalId: number): Promise<string | null> {\n    return this._storage.signals.getLatestSeriesDate(signalId);\n  }\n\n  private async _getLastSignalValue(signalId: number): Promise<number | null> {\n    return this._storage.signals.getLastValue(signalId);\n  }\n\n  private async _ensureFresh(): Promise<void> {\n    const { id } = await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    if (this._cachedAsOf === latestClosed) return;\n\n    // Ensure both indicators are fresh first\n    await Promise.all([this.indicator1.series(), this.indicator2.series()]);\n\n    const latestSeries = await this._getLatestSignalSeriesDate(id);\n\n    if (latestSeries === latestClosed) {\n      this._cachedSeries = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed).finally(() => {\n        this._syncing = null;\n      });\n    }\n    await this._syncing;\n\n    this._cachedSeries = null;\n    this._cachedAsOf = latestClosed;\n  }\n\n  private async _sync(fromDate: string | undefined, latestClosed: string): Promise<void> {\n    const { id } = await this.resolve();\n\n    const range = fromDate ? { from: fromDate } : undefined;\n    const [series1, series2] = await Promise.all([this.indicator1.series(range), this.indicator2.series(range)]);\n\n    const previousValue = fromDate ? ((await this._getLastSignalValue(id)) ?? undefined) : undefined;\n\n    const absolute = ABSOLUTE_TOLERANCE_TYPES.has(this.indicator1.type);\n    const signalBars = evaluateSignal(series1, series2, this.comparison, this.tolerance, absolute, previousValue);\n\n    const bars = signalBars.filter((b) => b.date <= latestClosed);\n\n    if (bars.length > 0) {\n      await this._upsertSeries(bars);\n    }\n  }\n\n  private async _upsertSeries(bars: DailyBar[]): Promise<void> {\n    const { id } = await this.resolve();\n    await this._storage.signals.writeSeries(id, bars);\n  }\n\n  private async _querySeriesFromDb(range?: DateRange): Promise<DailyBar[]> {\n    const { id } = await this.resolve();\n    return this._storage.signals.getSeries(id, range);\n  }\n\n  withMarket(market: MarketProvider): SignalHandle {\n    if (market === this._market) return this;\n    return SignalHandle.fromResolved(this._storage, market, this.id, {\n      indicator1: this.indicator1.withMarket(market),\n      indicator2: this.indicator2.withMarket(market),\n      comparison: this.comparison,\n      tolerance: this.tolerance,\n    });\n  }\n\n  /**\n   * Compute the signal's boolean value at `date` using the given market\n   * (typically an overlay market for pre-close preview). Pure — no writes.\n   * Returns null if either indicator cannot produce a value at `date`.\n   *\n   * @param prevBool - The signal's boolean value at the bar immediately\n   *   preceding `date`, used for hysteresis when `tolerance > 0`. If not\n   *   provided, falls back to `storage.signals.getLastValue` (suitable for\n   *   standalone callers). On the preview path `_evaluate` passes this from\n   *   the in-memory `dateMap` so we never read stale storage.\n   */\n  async computeAt(market: MarketProvider, date: string, prevBool?: boolean | null): Promise<boolean | null> {\n    const [v1, v2] = await Promise.all([\n      this.indicator1.computeAt(market, date),\n      this.indicator2.computeAt(market, date),\n    ]);\n    if (v1 === null || v2 === null) return null;\n\n    const absolute = ABSOLUTE_TOLERANCE_TYPES.has(this.indicator1.type);\n\n    // Replicate the evaluateSignal single-bar logic inline (no hysteresis needed\n    // for a single-point preview; we use the last historical value as \"prev\").\n    if (this.tolerance === 0) {\n      switch (this.comparison) {\n        case '>':\n          return v1 > v2;\n        case '<':\n          return v1 < v2;\n        case '=':\n          return v1 === v2;\n      }\n    }\n\n    const tolerance = this.tolerance;\n    const upper = absolute ? v2 + tolerance : v2 * (1 + tolerance / 100);\n    const lower = absolute ? v2 - tolerance : v2 * (1 - tolerance / 100);\n\n    if (this.comparison === '=') {\n      return v1 >= lower && v1 <= upper;\n    }\n    // For '>' and '<' with tolerance, we need hysteresis (prev state).\n    // Use the in-memory prevBool if provided (preview path); otherwise fall\n    // back to storage (standalone callers / write path).\n    let resolvedPrevBool: boolean;\n    if (prevBool !== undefined && prevBool !== null) {\n      resolvedPrevBool = prevBool;\n    } else {\n      const prev = await this._storage.signals.getLastValue(this.id);\n      resolvedPrevBool = prev === 1;\n    }\n    if (this.comparison === '>') {\n      return resolvedPrevBool ? v1 >= lower : v1 > upper;\n    }\n    // '<'\n    return resolvedPrevBool ? v1 <= upper : v1 < lower;\n  }\n\n  // ── Public data access ─────────────────────────────────────────────\n\n  async series(range?: DateRange): Promise<DailyBar[]> {\n    await this._ensureFresh();\n    if (this._cachedSeries && !range) return this._cachedSeries;\n    const bars = await this._querySeriesFromDb(range);\n    if (!range) this._cachedSeries = bars;\n    return bars;\n  }\n\n  async value(date?: string): Promise<number | null> {\n    await this._ensureFresh();\n    if (date) {\n      const series = await this._querySeriesFromDb({ from: date, to: date });\n      return series.length > 0 ? series[0]!.value : null;\n    }\n    const { id } = await this.resolve();\n    return this._storage.signals.getLastValue(id);\n  }\n\n  /**\n   * Read-only preview of the signal series with an in-memory bar at `date`\n   * computed via `computeAt` against a quote-overlay market. Does NOT write\n   * to `signals_series`.\n   *\n   * @param date - Target trading day whose boolean is computed in-memory.\n   * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.\n   * @param range - Optional filter applied to the returned bars.\n   */\n  async previewSeries(date: string, quoteOverrides: Record<string, number>, range?: DateRange): Promise<DailyBar[]> {\n    const tradingDays = await this._storage.tradingDays.getRange();\n    if (!tradingDays.includes(date)) {\n      throw new Error(`previewSeries: ${date} is not a trading day`);\n    }\n\n    const overlay = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });\n\n    let bars = await this._querySeriesFromDb();\n\n    // Derive yesterday's boolean from the in-memory dateMap for hysteresis,\n    // mirroring StrategyHandle._evaluate's preview path.\n    const dateMap = new Map<string, boolean>();\n    for (const bar of bars) dateMap.set(bar.date, bar.value === 1);\n\n    const limitIdx = tradingDays.indexOf(date);\n    const prevDate = limitIdx > 0 ? tradingDays[limitIdx - 1] : undefined;\n    const prevBool = prevDate !== undefined ? (dateMap.get(prevDate) ?? null) : null;\n\n    const todayBool = await this.computeAt(overlay, date, prevBool);\n    if (todayBool !== null) {\n      const numeric = todayBool ? 1 : 0;\n      const idx = bars.findIndex((b) => b.date === date);\n      if (idx >= 0) {\n        bars[idx] = { date, value: numeric };\n      } else {\n        bars = [...bars, { date, value: numeric }].sort((a, b) => a.date.localeCompare(b.date));\n      }\n    }\n\n    if (range) {\n      bars = bars.filter(\n        (b) => (range.from === undefined || b.date >= range.from) && (range.to === undefined || b.date <= range.to),\n      );\n    }\n\n    return bars;\n  }\n}\n","import type { StorageProvider } from '../providers/storage';\nimport { TickerHandle } from './ticker';\n\nexport class AllocationHandle {\n  readonly holdings: [TickerHandle, number][];\n\n  private _storage: StorageProvider;\n  private _resolvedId: number | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n\n  constructor(storage: StorageProvider, holdings: [TickerHandle, number][]) {\n    const total = holdings.reduce((sum, [, weight]) => sum + weight, 0);\n    if (Math.abs(total - 1) > 1e-9) {\n      throw new Error(`Allocation weights must sum to 1, got ${total}`);\n    }\n    this._storage = storage;\n    this.holdings = holdings;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('AllocationHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(storage: StorageProvider, id: number, holdings: [TickerHandle, number][]): AllocationHandle {\n    const handle = new AllocationHandle(storage, holdings);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    await Promise.all(this.holdings.map(([ticker]) => ticker.resolve()));\n\n    const holdingsJson: Record<string, number> = {};\n    for (const [ticker, weight] of this.holdings) {\n      const key = ticker.leverage !== 1 ? `${ticker.symbol}?L=${ticker.leverage}` : ticker.symbol;\n      holdingsJson[key] = weight;\n    }\n\n    const result = await this._storage.allocations.findOrCreate(holdingsJson);\n    this._resolvedId = result.id;\n    return result;\n  }\n}\n","import { customAlphabet } from 'nanoid';\nimport type { StorageProvider } from '../providers/storage';\nimport type { MarketProvider } from '../providers/market';\nimport type { TradingFreq, StrategySeriesEntry } from '../providers/types';\nimport { SignalHandle } from './signal';\nimport { AllocationHandle } from './allocation';\nimport { TickerHandle } from './ticker';\nimport { IndicatorHandle } from './indicator';\nimport type { DateRange } from './indicator';\nimport { evaluateStrategy, computeRebalanceDates } from '../computations/strategy';\nimport { runSimulation } from '../backtest/simulate';\nimport { SimulationHandle } from '../backtest/types';\nimport type { SimulateOptions, FinalState } from '../backtest/types';\nimport { createQuoteOverlay } from '../providers/quote-overlay';\n\nconst nanoid = customAlphabet('0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz', 21);\n\nexport interface StrategyRule {\n  when?: SignalHandle[];\n  hold: AllocationHandle;\n}\n\nexport interface StrategyBar {\n  date: string;\n  allocation: AllocationHandle;\n}\n\nexport interface StrategyOptions {\n  name: string;\n  freq?: TradingFreq;\n  offset?: number;\n  rules: StrategyRule[];\n}\n\nexport class StrategyHandle {\n  private _linkId: string | null;\n  private _name: string | null;\n  private _freq: TradingFreq;\n  private _offset: number;\n  private _rules: StrategyRule[];\n\n  private _storage: StorageProvider;\n  private _market: MarketProvider;\n  private _resolvedId: number | null = null;\n  private _resolvedLinkId: string | null = null;\n  private _resolving: Promise<{ id: number }> | null = null;\n  private _allocationMap: Map<number, AllocationHandle> = new Map();\n\n  private _cache: StrategyBar[] | null = null;\n  private _cachedAsOf: string | null = null;\n  private _syncing: Promise<void> | null = null;\n\n  constructor(storage: StorageProvider, market: MarketProvider, optionsOrLinkId: StrategyOptions | string) {\n    this._storage = storage;\n    this._market = market;\n\n    if (typeof optionsOrLinkId === 'string') {\n      this._linkId = optionsOrLinkId;\n      this._name = null;\n      this._freq = 'Daily';\n      this._offset = 0;\n      this._rules = [];\n    } else {\n      const opts = optionsOrLinkId;\n      if (opts.rules.length === 0) {\n        throw new Error('Strategy must have at least one rule');\n      }\n      const lastRule = opts.rules[opts.rules.length - 1]!;\n      if (lastRule.when && lastRule.when.length > 0) {\n        throw new Error('Last rule must be a fallback (no when clause)');\n      }\n      for (let i = 0; i < opts.rules.length - 1; i++) {\n        const rule = opts.rules[i]!;\n        if (rule.when !== undefined && rule.when.length === 0) {\n          throw new Error(\n            `Rule ${i} has an empty when clause and will match unconditionally, making subsequent rules unreachable`,\n          );\n        }\n      }\n      this._linkId = null;\n      this._name = opts.name;\n      this._freq = opts.freq ?? 'Daily';\n      this._offset = opts.offset ?? 0;\n      this._rules = opts.rules;\n    }\n  }\n\n  get id(): number {\n    if (this._resolvedId == null) throw new Error('StrategyHandle not yet resolved. Call resolve() first.');\n    return this._resolvedId;\n  }\n\n  get link(): string {\n    if (this._resolvedLinkId == null) throw new Error('StrategyHandle not yet resolved. Call resolve() first.');\n    return this._resolvedLinkId;\n  }\n\n  get name(): string | null {\n    return this._name;\n  }\n\n  get freq(): TradingFreq {\n    return this._freq;\n  }\n\n  get offset(): number {\n    return this._offset;\n  }\n\n  get rules(): StrategyRule[] {\n    return this._rules;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) {\n      this._resolving =\n        this._linkId !== null && this._name === null ? this._doResolveReference() : this._doResolveCreate();\n    }\n    return this._resolving;\n  }\n\n  private async _doResolveCreate(): Promise<{ id: number }> {\n    const allSignals = new Set<SignalHandle>();\n    const allAllocations = new Set<AllocationHandle>();\n    for (const rule of this._rules) {\n      if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n      allAllocations.add(rule.hold);\n    }\n\n    await Promise.all([\n      ...Array.from(allSignals).map((s) => s.resolve()),\n      ...Array.from(allAllocations).map((a) => a.resolve()),\n    ]);\n\n    const linkId = nanoid();\n    const result = await this._storage.strategies.create({\n      linkId,\n      name: this._name!,\n      freq: this._freq,\n      offset: this._offset,\n      rules: this._rules.map((rule) => ({\n        signalIds: (rule.when ?? []).map((s) => s.id),\n        allocationId: rule.hold.id,\n      })),\n    });\n\n    this._resolvedId = result.id;\n    this._resolvedLinkId = linkId;\n\n    for (const rule of this._rules) {\n      this._allocationMap.set(rule.hold.id, rule.hold);\n    }\n\n    return result;\n  }\n\n  private async _doResolveReference(): Promise<{ id: number }> {\n    const ref = await this._storage.strategies.resolveReference(this._linkId!);\n    this._resolvedId = ref.id;\n    this._resolvedLinkId = this._linkId!;\n    this._name = ref.name;\n    this._freq = ref.freq;\n    this._offset = ref.offset;\n\n    // Build handles bottom-up from reference data\n    const tickerMap = new Map<number, TickerHandle>();\n    for (const t of ref.rules.tickers) {\n      tickerMap.set(t.id, TickerHandle.fromResolved(this._storage, t.id, t.symbol, t.leverage));\n    }\n\n    const indicatorMap = new Map<number, IndicatorHandle>();\n    for (const ind of ref.rules.indicators) {\n      const ticker = ind.tickerId ? (tickerMap.get(ind.tickerId) ?? null) : null;\n      indicatorMap.set(\n        ind.id,\n        IndicatorHandle.fromResolved(this._storage, this._market, ind.id, {\n          type: ind.type,\n          ticker,\n          lookback: ind.lookback,\n          delay: ind.delay,\n          unit: ind.unit,\n          threshold: ind.threshold,\n        }),\n      );\n    }\n\n    const signalMap = new Map<number, SignalHandle>();\n    for (const sig of ref.rules.signals) {\n      signalMap.set(\n        sig.id,\n        SignalHandle.fromResolved(this._storage, this._market, sig.id, {\n          indicator1: indicatorMap.get(sig.indicatorId1)!,\n          indicator2: indicatorMap.get(sig.indicatorId2)!,\n          comparison: sig.comparison,\n          tolerance: sig.tolerance,\n        }),\n      );\n    }\n\n    const allocationHandleMap = new Map<number, AllocationHandle>();\n    for (const alloc of ref.rules.allocations) {\n      const holdings: [TickerHandle, number][] = Object.entries(alloc.holdings).map(([key, weight]) => {\n        const match = key.match(/^(.+)\\?L=(.+)$/);\n        const symbol = match ? match[1]! : key;\n        const leverage = match ? Number(match[2]) : 1;\n        return [new TickerHandle(this._storage, symbol, leverage), weight];\n      });\n      const handle = AllocationHandle.fromResolved(this._storage, alloc.id, holdings);\n      allocationHandleMap.set(alloc.id, handle);\n      this._allocationMap.set(alloc.id, handle);\n    }\n\n    // Reconstruct rules\n    this._rules = ref.rules.definition.map((rule) => ({\n      when: rule.signalIds && rule.signalIds.length > 0 ? rule.signalIds.map((id) => signalMap.get(id)!) : undefined,\n      hold: allocationHandleMap.get(rule.allocationId)!,\n    }));\n\n    return { id: ref.id };\n  }\n\n  private async _getLatestClosedTradingDay(): Promise<string> {\n    const date = await this._storage.tradingDays.getLatestClosed();\n    if (!date) throw new Error('No closed trading days found');\n    return date;\n  }\n\n  private async _getLatestStrategySeriesDate(): Promise<string | null> {\n    const { id } = await this.resolve();\n    return this._storage.strategies.getLatestSeriesDate(id);\n  }\n\n  private async _ensureFresh(): Promise<void> {\n    await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    if (this._cachedAsOf === latestClosed) return;\n\n    const latestSeries = await this._getLatestStrategySeriesDate();\n\n    if (latestSeries === latestClosed) {\n      this._cache = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    if (!this._syncing) {\n      this._syncing = this._sync(latestClosed).finally(() => {\n        this._syncing = null;\n      });\n    }\n    await this._syncing;\n\n    this._cache = null;\n    this._cachedAsOf = latestClosed;\n  }\n\n  private async _sync(latestClosed: string): Promise<void> {\n    const { id } = await this.resolve();\n    const { entries } = await this._evaluate(this._market, latestClosed);\n    if (entries.length > 0) {\n      await this._storage.strategies.writeSeries(id, entries);\n    }\n  }\n\n  /**\n   * Pure evaluate — runs the same pipeline as _sync but returns the computed\n   * evaluation instead of persisting. Used by both _sync (post-close write\n   * path) and previewAllocation (pre-close read-only path).\n   *\n   * The `market === this._market` identity check is what distinguishes the two\n   * paths: when they are the same object the method takes the write path (syncing\n   * signals through storage as normal); when they differ it takes the read-only\n   * preview path (historical bars from storage, today's value computed in-memory\n   * via `computeAt`). Callers that want the preview path must therefore supply a\n   * *different* market object — for example one produced by `createQuoteOverlay`.\n   */\n  private async _evaluate(\n    market: MarketProvider,\n    limitDate: string,\n  ): Promise<{ allocations: AllocationHandle[]; entries: StrategySeriesEntry[] }> {\n    const allSignals = new Set<SignalHandle>();\n    for (const rule of this._rules) {\n      if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n    }\n\n    const signalSeries = new Map<number, Map<string, boolean>>();\n\n    // Collect the ordered list of trading days once so the preview path can\n    // look up the day immediately before limitDate without a second storage call.\n    const tradingDays = await this._storage.tradingDays.getRange();\n\n    if (market === this._market) {\n      // Normal (post-close) path: sync signals through storage, may write.\n      await Promise.all(\n        Array.from(allSignals).map(async (signal) => {\n          const bars = await signal.withMarket(market).series();\n          const dateMap = new Map<string, boolean>();\n          for (const bar of bars) dateMap.set(bar.date, bar.value === 1);\n          signalSeries.set(signal.id, dateMap);\n        }),\n      );\n    } else {\n      // Overlay (pre-close preview) path: read historical from storage, then\n      // compute today's signal value in-memory via computeAt. No writes anywhere.\n      //\n      // Find the trading day immediately before limitDate so we can pass its\n      // in-memory boolean as prevBool to computeAt (hysteresis, Issue 4).\n      const limitIdx = tradingDays.indexOf(limitDate);\n      const prevDate = limitIdx > 0 ? tradingDays[limitIdx - 1] : undefined;\n\n      await Promise.all(\n        Array.from(allSignals).map(async (signal) => {\n          // Read all historical signal bars from storage (pure read).\n          const historicalBars = await this._storage.signals.getSeries(signal.id);\n          const dateMap = new Map<string, boolean>();\n          for (const bar of historicalBars) dateMap.set(bar.date, bar.value === 1);\n\n          // Look up yesterday's boolean from the in-memory map (avoids stale\n          // storage read for hysteresis on the preview path).\n          const prevBool = prevDate !== undefined ? (dateMap.get(prevDate) ?? null) : null;\n\n          // Compute today's (limitDate) signal value using the overlay market.\n          const todayValue = await signal.computeAt(market, limitDate, prevBool);\n          if (todayValue !== null) {\n            dateMap.set(limitDate, todayValue);\n          }\n\n          signalSeries.set(signal.id, dateMap);\n        }),\n      );\n    }\n\n    const rebalanceDates = computeRebalanceDates(tradingDays, this._freq, this._offset);\n\n    const allocations: AllocationHandle[] = [];\n    const allocIndexMap = new Map<number, number>();\n    const rulesInput = this._rules.map((rule) => {\n      let allocIdx = allocIndexMap.get(rule.hold.id);\n      if (allocIdx === undefined) {\n        allocIdx = allocations.length;\n        allocations.push(rule.hold);\n        allocIndexMap.set(rule.hold.id, allocIdx);\n      }\n      return {\n        signalIds: (rule.when ?? []).map((s) => s.id),\n        allocationIndex: allocIdx,\n      };\n    });\n\n    const evalResult = evaluateStrategy(signalSeries, rulesInput, rebalanceDates, tradingDays);\n    const entries: StrategySeriesEntry[] = Array.from(evalResult.entries())\n      .filter(([date]) => date <= limitDate)\n      .map(([date, allocIdx]) => ({ date, allocationId: allocations[allocIdx]!.id }));\n\n    return { allocations, entries };\n  }\n\n  private async _querySeriesFromDb(range?: DateRange): Promise<StrategyBar[]> {\n    const { id } = await this.resolve();\n    const entries = await this._storage.strategies.getSeries(id, range);\n    return entries.map((e) => ({\n      date: e.date,\n      allocation: this._allocationMap.get(e.allocationId)!,\n    }));\n  }\n\n  async series(range?: DateRange): Promise<StrategyBar[]> {\n    await this._ensureFresh();\n    if (this._cache && !range) return this._cache;\n    const bars = await this._querySeriesFromDb(range);\n    if (!range) this._cache = bars;\n    return bars;\n  }\n\n  async value(date?: string): Promise<AllocationHandle | null> {\n    await this._ensureFresh();\n    const bars = date ? await this._querySeriesFromDb({ from: date, to: date }) : await this._querySeriesFromDb();\n    if (bars.length === 0) return null;\n    return date ? bars[0]!.allocation : bars[bars.length - 1]!.allocation;\n  }\n\n  async simulate(options: SimulateOptions): Promise<SimulationHandle> {\n    const bars = await this.series({ from: options.from, to: options.to });\n    if (bars.length === 0) {\n      return new SimulationHandle([], [], options.portfolio);\n    }\n\n    const prices = await this._fetchPricesForTickers(bars, options.from, options.to);\n    const tradingDays = bars.map((b) => b.date);\n    const rebalanceDates = computeRebalanceDates(tradingDays, this._freq, this._offset);\n\n    // Force day 1 rebalance so existing positions align to strategy\n    rebalanceDates.add(bars[0]!.date);\n\n    const result = runSimulation(bars, prices, rebalanceDates, options.portfolio);\n\n    // Build finalState for live push support\n    const lastBar = bars[bars.length - 1]!;\n    const lastDate = lastBar.date;\n    const lastAllocation = lastBar.allocation;\n\n    // leveragedPrices: keyed as \"symbol:leverage\", values are the leveraged prices from _fetchPricesForTickers\n    const leveragedPrices: Record<string, number> = {};\n    for (const [ticker, _weight] of lastAllocation.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      const key = `${ticker.symbol}:${ticker.leverage}`;\n      const price = prices[key]?.[lastDate];\n      if (price != null) leveragedPrices[key] = price;\n    }\n\n    // closePrices: raw (unleveraged) close prices for computing real returns\n    const closePrices: Record<string, number> = {};\n    await this._fetchRawClosePrices(bars, lastDate, closePrices);\n\n    const finalState: FinalState = {\n      portfolio: result.finalPortfolio,\n      allocation: lastAllocation,\n      closePrices,\n      leveragedPrices,\n    };\n\n    return new SimulationHandle(result.series, result.trades, options.portfolio, finalState);\n  }\n\n  /**\n   * Preview the allocation this strategy would produce for `date` if today\n   * closed at the provided raw quote prices. Does NOT write to strategies_series,\n   * signals_series, or indicators_series. Safe to call before market close.\n   *\n   * @param date - The trading day to preview (must be in tradingDays.getRange()).\n   * @param quoteOverrides - Raw (unleveraged) live prices keyed by ticker symbol.\n   *   Symbols absent from this map will fall back to yesterday's close via the\n   *   quote overlay.\n   * @returns The AllocationHandle for `date`, or null if the strategy has no\n   *   evaluable entry for that date.\n   */\n  async previewAllocation(date: string, quoteOverrides: Record<string, number>): Promise<AllocationHandle | null> {\n    await this.resolve();\n\n    const tradingDays = await this._storage.tradingDays.getRange();\n    if (!tradingDays.includes(date)) {\n      throw new Error(`previewAllocation: ${date} is not a trading day`);\n    }\n\n    const overlayMarket = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });\n\n    // _evaluate detects market !== this._market and takes the no-write path.\n    const { allocations, entries } = await this._evaluate(overlayMarket, date);\n\n    const target = entries.find((e) => e.date === date);\n    if (!target) return null;\n\n    const alloc = allocations.find((a) => a.id === target.allocationId);\n    return alloc ?? this._allocationMap.get(target.allocationId) ?? null;\n  }\n\n  /**\n   * Read-only preview of the strategy's allocation series including `date`.\n   * Returns stored historical allocations plus an in-memory bar at `date`\n   * computed via the same overlay path as `previewAllocation`.\n   *\n   * @param date - Target trading day to splice in-memory via overlay market.\n   * @param quoteOverrides - Raw (unleveraged) quotes keyed by ticker symbol.\n   * @param range - Optional filter applied to the returned bars.\n   */\n  async previewSeries(date: string, quoteOverrides: Record<string, number>, range?: DateRange): Promise<StrategyBar[]> {\n    await this.resolve();\n\n    const tradingDays = await this._storage.tradingDays.getRange();\n    if (!tradingDays.includes(date)) {\n      throw new Error(`previewSeries: ${date} is not a trading day`);\n    }\n\n    const overlayMarket = createQuoteOverlay(this._market, { [date]: quoteOverrides }, { fallbackMissingQuotes: true });\n\n    const { allocations, entries } = await this._evaluate(overlayMarket, date);\n\n    const allocById = new Map<number, AllocationHandle>();\n    for (const a of allocations) allocById.set(a.id, a);\n    for (const [id, a] of this._allocationMap) if (!allocById.has(id)) allocById.set(id, a);\n\n    let bars: StrategyBar[] = entries.map((e) => ({\n      date: e.date,\n      allocation: allocById.get(e.allocationId)!,\n    }));\n\n    if (range) {\n      bars = bars.filter(\n        (b) => (range.from === undefined || b.date >= range.from) && (range.to === undefined || b.date <= range.to),\n      );\n    }\n\n    return bars;\n  }\n\n  private async _fetchPricesForTickers(\n    bars: StrategyBar[],\n    from: string,\n    to: string,\n  ): Promise<Record<string, Record<string, number>>> {\n    const tickerMap = new Map<string, TickerHandle>();\n    for (const bar of bars) {\n      for (const [ticker] of bar.allocation.holdings) {\n        const key = `${ticker.symbol}:${ticker.leverage}`;\n        if (!tickerMap.has(key)) {\n          tickerMap.set(key, ticker);\n        }\n      }\n    }\n\n    const entries = await Promise.all(\n      Array.from(tickerMap.entries()).map(async ([key, ticker]) => {\n        const priceIndicator = new IndicatorHandle(this._storage, this._market, {\n          type: 'Price',\n          ticker,\n          lookback: 0,\n          delay: 0,\n          unit: null,\n          threshold: null,\n        });\n        const priceBars = await priceIndicator.series({ from, to });\n        const dateMap: Record<string, number> = {};\n        for (const bar of priceBars) {\n          dateMap[bar.date] = bar.value;\n        }\n        return [key, dateMap] as const;\n      }),\n    );\n\n    return Object.fromEntries(entries);\n  }\n\n  private async _fetchRawClosePrices(\n    bars: StrategyBar[],\n    lastDate: string,\n    closePrices: Record<string, number>,\n  ): Promise<void> {\n    const symbols = new Set<string>();\n    for (const bar of bars) {\n      for (const [ticker] of bar.allocation.holdings) {\n        if (ticker.symbol !== 'CASHX') symbols.add(ticker.symbol);\n      }\n    }\n\n    await Promise.all(\n      Array.from(symbols).map(async (symbol) => {\n        const rawTicker = new TickerHandle(this._storage, symbol, 1);\n        const priceIndicator = new IndicatorHandle(this._storage, this._market, {\n          type: 'Price',\n          ticker: rawTicker,\n          lookback: 0,\n          delay: 0,\n          unit: null,\n          threshold: null,\n        });\n        const priceBars = await priceIndicator.series({ from: lastDate, to: lastDate });\n        if (priceBars.length > 0) {\n          closePrices[symbol] = priceBars[0]!.value;\n        }\n      }),\n    );\n  }\n}\n","import type { TradingFreq } from '../providers/types';\n\nfunction getPeriodKey(dateStr: string, freq: TradingFreq): string {\n  const d = new Date(dateStr + 'T00:00:00Z');\n  const y = d.getUTCFullYear();\n  const m = d.getUTCMonth();\n\n  switch (freq) {\n    case 'Weekly': {\n      const thu = new Date(d);\n      thu.setUTCDate(thu.getUTCDate() + 3 - ((thu.getUTCDay() + 6) % 7));\n      const yearStart = new Date(Date.UTC(thu.getUTCFullYear(), 0, 1));\n      const weekNo = Math.ceil(((thu.getTime() - yearStart.getTime()) / 86400000 + 1) / 7);\n      return `${thu.getUTCFullYear()}-W${weekNo}`;\n    }\n    case 'Monthly':\n      return `${y}-${m}`;\n    case 'Bi-monthly':\n      return `${y}-${Math.floor(m / 2)}`;\n    case 'Quarterly':\n      return `${y}-Q${Math.floor(m / 3)}`;\n    case 'Every 4 Months':\n      return `${y}-${Math.floor(m / 4)}`;\n    case 'Semiannually':\n      return `${y}-H${Math.floor(m / 6)}`;\n    case 'Yearly':\n      return `${y}`;\n    default:\n      return `${y}-${m}`;\n  }\n}\n\nexport function computeRebalanceDates(tradingDays: string[], freq: TradingFreq, offset: number): Set<string> {\n  if (freq === 'Daily') return new Set(tradingDays);\n\n  const groups = new Map<string, number[]>();\n  for (let i = 0; i < tradingDays.length; i++) {\n    const key = getPeriodKey(tradingDays[i], freq);\n    if (!groups.has(key)) groups.set(key, []);\n    groups.get(key)!.push(i);\n  }\n\n  const result = new Set<string>();\n  for (const indices of groups.values()) {\n    const lastIdx = indices[indices.length - 1];\n    const targetIdx = lastIdx - offset;\n    if (targetIdx >= 0 && targetIdx < tradingDays.length) {\n      result.add(tradingDays[targetIdx]);\n    }\n  }\n\n  return result;\n}\n\nexport interface StrategyRuleInput {\n  signalIds: number[];\n  allocationIndex: number;\n}\n\nexport function evaluateStrategy(\n  signalSeries: Map<number, Map<string, boolean>>,\n  rules: StrategyRuleInput[],\n  rebalanceDates: Set<string>,\n  tradingDays: string[],\n): Map<string, number> {\n  const result = new Map<string, number>();\n  let current: number | undefined;\n\n  for (const date of tradingDays) {\n    if (rebalanceDates.has(date)) {\n      for (const rule of rules) {\n        if (rule.signalIds.length === 0) {\n          current = rule.allocationIndex;\n          break;\n        }\n        const allTrue = rule.signalIds.every((id) => signalSeries.get(id)?.get(date) ?? false);\n        if (allTrue) {\n          current = rule.allocationIndex;\n          break;\n        }\n      }\n    }\n    if (current !== undefined) {\n      result.set(date, current);\n    }\n  }\n\n  return result;\n}\n","import { TickerHandle } from './ticker';\nimport type { Trade } from '../backtest/types';\nimport { AllocationHandle } from './allocation';\nimport { isRateTickerSymbol } from '../providers/mappings';\n\nexport class PortfolioHandle {\n  readonly holdings: [TickerHandle, number][];\n\n  constructor(holdings: [TickerHandle, number][]) {\n    // Check for duplicates\n    const seen = new Set<string>();\n    for (const [ticker] of holdings) {\n      const key = `${ticker.symbol}:${ticker.leverage}`;\n      if (seen.has(key)) {\n        throw new Error(`Duplicate ticker: ${ticker.symbol}`);\n      }\n      seen.add(key);\n    }\n\n    this.holdings = holdings;\n  }\n\n  private _priceMap(prices: [TickerHandle, number][]): Map<string, number> {\n    const map = new Map<string, number>();\n    for (const [ticker, price] of prices) {\n      map.set(`${ticker.symbol}:${ticker.leverage}`, price);\n    }\n    return map;\n  }\n\n  private _priceFor(ticker: TickerHandle, priceMap: Map<string, number>): number {\n    if (ticker.symbol === 'CASHX') return 1;\n    if (isRateTickerSymbol(ticker.symbol)) return 1;\n    const key = `${ticker.symbol}:${ticker.leverage}`;\n    const price = priceMap.get(key);\n    if (price == null) {\n      throw new Error(`Missing price for ${ticker.symbol}`);\n    }\n    return price;\n  }\n\n  value(prices: [TickerHandle, number][]): number {\n    const priceMap = this._priceMap(prices);\n    let total = 0;\n    for (const [ticker, quantity] of this.holdings) {\n      total += quantity * this._priceFor(ticker, priceMap);\n    }\n    return total;\n  }\n\n  weights(prices: [TickerHandle, number][]): [TickerHandle, number][] {\n    const total = this.value(prices);\n    if (total === 0) return [];\n\n    const priceMap = this._priceMap(prices);\n    const result: [TickerHandle, number][] = [];\n    for (const [ticker, quantity] of this.holdings) {\n      const dollarValue = quantity * this._priceFor(ticker, priceMap);\n      if (dollarValue === 0) continue;\n      result.push([ticker, dollarValue / total]);\n    }\n    return result;\n  }\n\n  trades(target: AllocationHandle, prices: [TickerHandle, number][], date: string): Trade[] {\n    const priceMap = this._priceMap(prices);\n    const totalValue = this.value(prices);\n\n    // Build current dollar amounts by symbol\n    const currentDollars = new Map<string, number>();\n    for (const [ticker, quantity] of this.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      const price = this._priceFor(ticker, priceMap);\n      currentDollars.set(ticker.symbol, quantity * price);\n    }\n\n    // Build target dollar amounts by symbol\n    const targetDollars = new Map<string, number>();\n    for (const [ticker, weight] of target.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      targetDollars.set(ticker.symbol, totalValue * weight);\n    }\n\n    // Build a symbol → TickerHandle lookup for price resolution\n    const tickerBySymbol = new Map<string, TickerHandle>();\n    for (const [ticker] of this.holdings) {\n      if (ticker.symbol !== 'CASHX') tickerBySymbol.set(ticker.symbol, ticker);\n    }\n    for (const [ticker] of target.holdings) {\n      if (ticker.symbol === 'CASHX') continue;\n      const existing = tickerBySymbol.get(ticker.symbol);\n      if (existing && existing.leverage !== ticker.leverage) {\n        throw new Error(`Conflicting leverage for ${ticker.symbol}`);\n      }\n      tickerBySymbol.set(ticker.symbol, ticker);\n    }\n\n    // Collect all non-CASHX symbols from both sides\n    const allSymbols = new Set([...currentDollars.keys(), ...targetDollars.keys()]);\n\n    const sells: Trade[] = [];\n    const buys: Trade[] = [];\n\n    for (const symbol of allSymbols) {\n      const current = currentDollars.get(symbol) ?? 0;\n      const target$ = targetDollars.get(symbol) ?? 0;\n      const delta = target$ - current;\n\n      const ticker = tickerBySymbol.get(symbol)!;\n      const price = this._priceFor(ticker, priceMap);\n\n      const quantity = Math.abs(delta) / price;\n      if (quantity < 1e-10) continue;\n\n      const trade: Trade = { date, symbol, quantity, price, action: delta > 0 ? 'buy' : 'sell' };\n\n      if (trade.action === 'sell') {\n        sells.push(trade);\n      } else {\n        buys.push(trade);\n      }\n    }\n\n    return [...sells, ...buys];\n  }\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { StrategyBar } from '../handles/strategy';\nimport type { TickerHandle } from '../handles/ticker';\nimport type { Trade } from './types';\nimport { PortfolioHandle } from '../handles/portfolio';\nimport { isRateTickerSymbol } from '../providers/mappings';\n\nconst EPSILON = 1e-8;\n\nfunction tkey(symbol: string, leverage: number): string {\n  return `${symbol}:${leverage}`;\n}\n\nfunction symbolFromKey(key: string): string {\n  const idx = key.lastIndexOf(':');\n  return idx === -1 ? key : key.slice(0, idx);\n}\n\nfunction isRateKey(key: string): boolean {\n  return isRateTickerSymbol(symbolFromKey(key));\n}\n\nfunction navPriceForKey(\n  key: string,\n  date: string,\n  prices: Record<string, Record<string, number>>,\n  lastPrice: Record<string, number>,\n): number | undefined {\n  if (isRateKey(key)) return 1;\n  const live = prices[key]?.[date];\n  if (live != null) {\n    lastPrice[key] = live;\n    return live;\n  }\n  return lastPrice[key];\n}\n\nfunction daysBetween(prevIsoDate: string, currIsoDate: string): number {\n  // Both inputs are 'YYYY-MM-DD'. UTC midnight → diff in ms → days.\n  const ms =\n    Date.UTC(Number(currIsoDate.slice(0, 4)), Number(currIsoDate.slice(5, 7)) - 1, Number(currIsoDate.slice(8, 10))) -\n    Date.UTC(Number(prevIsoDate.slice(0, 4)), Number(prevIsoDate.slice(5, 7)) - 1, Number(prevIsoDate.slice(8, 10)));\n  return Math.round(ms / (1000 * 60 * 60 * 24));\n}\n\nexport function runSimulation(\n  bars: StrategyBar[],\n  prices: Record<string, Record<string, number>>,\n  rebalanceDates: Set<string>,\n  portfolio: PortfolioHandle,\n): { series: DailyBar[]; trades: Trade[]; finalPortfolio: PortfolioHandle } {\n  const positions: Record<string, number> = {};\n  const lastPrice: Record<string, number> = {};\n  let cash = 0;\n  for (const [ticker, quantity] of portfolio.holdings) {\n    if (ticker.symbol === 'CASHX') {\n      cash = quantity;\n    } else {\n      positions[tkey(ticker.symbol, ticker.leverage)] = quantity;\n    }\n  }\n  const series: DailyBar[] = [];\n  const trades: Trade[] = [];\n\n  // Carry forward the last known close when today's price is missing so\n  // a held position isn't silently valued at $0 (e.g. mutual fund NAV that\n  // posts after the trading-day cutoff).\n  function valuationPrice(key: string, date: string): number | undefined {\n    return navPriceForKey(key, date, prices, lastPrice);\n  }\n\n  let prevDate: string | null = null;\n\n  for (const bar of bars) {\n    const date = bar.date;\n\n    // Accrue interest on rate-ticker positions between the previous bar and today.\n    if (prevDate != null) {\n      const days = daysBetween(prevDate, date);\n      if (days > 0) {\n        for (const [key, shares] of Object.entries(positions)) {\n          if (!isRateKey(key)) continue;\n          const ratePct = prices[key]?.[prevDate];\n          if (ratePct == null) continue;\n          const leverage = Number(key.slice(key.lastIndexOf(':') + 1)) || 1;\n          const factor = 1 + leverage * (ratePct / 100) * (days / 360);\n          positions[key] = shares * factor;\n        }\n      }\n    }\n\n    if (rebalanceDates.has(date)) {\n      // Compute current portfolio value before rebalancing\n      let portfolioValue = cash;\n      for (const [key, shares] of Object.entries(positions)) {\n        const price = valuationPrice(key, date);\n        if (price != null) portfolioValue += shares * price;\n      }\n\n      // Determine target holdings\n      const targetWeights: Record<string, number> = {};\n      for (const [ticker, weight] of bar.allocation.holdings) {\n        targetWeights[tkey(ticker.symbol, ticker.leverage)] = weight;\n      }\n\n      // Compute target shares and execute trades\n      const allKeys = new Set([...Object.keys(positions), ...Object.keys(targetWeights)]);\n      for (const key of allKeys) {\n        let price: number;\n        if (isRateKey(key)) {\n          price = 1;\n        } else {\n          const live = prices[key]?.[date];\n          if (live == null || live <= 0) continue;\n          price = live;\n        }\n\n        const currentShares = positions[key] ?? 0;\n        const targetValue = portfolioValue * (targetWeights[key] ?? 0);\n        const targetShares = targetValue / price;\n        const delta = targetShares - currentShares;\n\n        if (Math.abs(delta) <= EPSILON) continue;\n\n        if (Math.abs(targetShares) <= EPSILON) {\n          delete positions[key];\n        } else {\n          positions[key] = targetShares;\n        }\n        cash -= delta * price;\n\n        trades.push({\n          date,\n          symbol: key.split(':')[0]!,\n          quantity: Math.abs(delta),\n          price,\n          action: delta > 0 ? 'buy' : 'sell',\n        });\n      }\n\n      if (Math.abs(cash) <= EPSILON) cash = 0;\n    }\n\n    // Compute end-of-day portfolio value\n    let value = cash;\n    for (const [key, shares] of Object.entries(positions)) {\n      const price = valuationPrice(key, date);\n      if (price != null) value += shares * price;\n    }\n    series.push({ date, value });\n    prevDate = date;\n  }\n\n  // Build finalPortfolio from ending positions + cash\n  const finalHoldings: [TickerHandle, number][] = [];\n\n  // Map ticker keys back to TickerHandles from allocations and starting portfolio\n  const tickerByKey = new Map<string, TickerHandle>();\n  for (const bar of bars) {\n    for (const [ticker] of bar.allocation.holdings) {\n      const key = tkey(ticker.symbol, ticker.leverage);\n      if (!tickerByKey.has(key)) {\n        tickerByKey.set(key, ticker);\n      }\n    }\n  }\n  for (const [ticker] of portfolio.holdings) {\n    const key = tkey(ticker.symbol, ticker.leverage);\n    if (!tickerByKey.has(key)) {\n      tickerByKey.set(key, ticker);\n    }\n  }\n\n  for (const [key, shares] of Object.entries(positions)) {\n    const ticker = tickerByKey.get(key);\n    if (ticker && Math.abs(shares) > EPSILON) {\n      finalHoldings.push([ticker, shares]);\n    }\n  }\n\n  // Add CASHX\n  const cashKey = tkey('CASHX', 1);\n  const cashTicker = tickerByKey.get(cashKey) ?? portfolio.holdings.find(([t]) => t.symbol === 'CASHX')?.[0];\n  if (cashTicker && Math.abs(cash) > EPSILON) {\n    finalHoldings.push([cashTicker, cash]);\n  }\n\n  const finalPortfolio = new PortfolioHandle(finalHoldings);\n\n  return { series, trades, finalPortfolio };\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { AllocationHandle } from '../handles/allocation';\nimport { PortfolioHandle } from '../handles/portfolio';\nimport type { TickerHandle } from '../handles/ticker';\n\nexport interface SimulateOptions {\n  from: string;\n  to: string;\n  portfolio: PortfolioHandle;\n}\n\nexport interface Trade {\n  date: string;\n  symbol: string;\n  quantity: number;\n  price: number;\n  action: 'buy' | 'sell';\n}\n\nexport interface PortfolioSnapshot {\n  value: number;\n  holdings: [TickerHandle, number][];\n  weights: [TickerHandle, number][];\n  pendingTrades: Trade[];\n}\n\nexport interface FinalState {\n  portfolio: PortfolioHandle;\n  allocation: AllocationHandle;\n  closePrices: Record<string, number>;\n  leveragedPrices: Record<string, number>;\n}\n\nexport class SimulationHandle {\n  readonly series: DailyBar[];\n  readonly trades: Trade[];\n  readonly startingPortfolio: PortfolioHandle;\n\n  private _portfolio: PortfolioHandle | null;\n  private _currentAllocation: AllocationHandle | null;\n  private _lastClosePrices: Record<string, number>;\n  private _lastLeveragedPrices: Map<string, number>;\n  private _currentLeveragedPrices: Map<string, number>;\n  private _lastDate: string;\n\n  constructor(series: DailyBar[], trades: Trade[], startingPortfolio: PortfolioHandle, finalState?: FinalState) {\n    this.series = series;\n    this.trades = trades;\n    this.startingPortfolio = startingPortfolio;\n\n    if (finalState) {\n      this._portfolio = finalState.portfolio;\n      this._currentAllocation = finalState.allocation;\n      this._lastClosePrices = finalState.closePrices;\n      this._lastLeveragedPrices = new Map(Object.entries(finalState.leveragedPrices));\n      this._currentLeveragedPrices = new Map(Object.entries(finalState.leveragedPrices));\n      this._lastDate = series.at(-1)?.date ?? '';\n    } else {\n      this._portfolio = null;\n      this._currentAllocation = null;\n      this._lastClosePrices = {};\n      this._lastLeveragedPrices = new Map();\n      this._currentLeveragedPrices = new Map();\n      this._lastDate = '';\n    }\n  }\n\n  push(...prices: [TickerHandle, number][]): PortfolioSnapshot {\n    if (!this._portfolio || !this._currentAllocation) {\n      return { value: 0, holdings: [], weights: [], pendingTrades: [] };\n    }\n\n    // Update leveraged prices from raw market prices\n    for (const [ticker, realPrice] of prices) {\n      if (ticker.symbol === 'CASHX') continue;\n      const lastClose = this._lastClosePrices[ticker.symbol];\n      if (lastClose == null) continue;\n\n      const realReturn = (realPrice - lastClose) / lastClose;\n\n      // Apply leverage to all portfolio tickers sharing this symbol\n      for (const [held] of this._portfolio.holdings) {\n        if (held.symbol !== ticker.symbol) continue;\n        if (held.symbol === 'CASHX') continue;\n        const key = `${held.symbol}:${held.leverage}`;\n        const baseLeveragedPrice = this._lastLeveragedPrices.get(key);\n        if (baseLeveragedPrice == null) continue;\n        const leveragedReturn = held.leverage * realReturn;\n        this._currentLeveragedPrices.set(key, baseLeveragedPrice * (1 + leveragedReturn));\n      }\n    }\n\n    // Build price array for PortfolioHandle methods\n    const priceArray: [TickerHandle, number][] = [];\n    for (const [held] of this._portfolio.holdings) {\n      if (held.symbol === 'CASHX') continue;\n      const key = `${held.symbol}:${held.leverage}`;\n      const price = this._currentLeveragedPrices.get(key);\n      if (price != null) priceArray.push([held, price]);\n    }\n\n    return {\n      value: this._portfolio.value(priceArray),\n      holdings: this._portfolio.holdings,\n      weights: this._portfolio.weights(priceArray),\n      pendingTrades: this._portfolio.trades(this._currentAllocation, priceArray, this._lastDate),\n    };\n  }\n}\n","import type { StorageProvider } from './providers/storage';\nimport type { MarketProvider } from './providers/market';\nimport type { IndicatorType, Unit } from './providers/types';\nimport { TickerHandle } from './handles/ticker';\nimport { IndicatorHandle } from './handles/indicator';\nimport { SignalHandle } from './handles/signal';\nimport { AllocationHandle } from './handles/allocation';\nimport { StrategyHandle } from './handles/strategy';\nimport { PortfolioHandle } from './handles/portfolio';\nimport type { StrategyOptions } from './handles/strategy';\n\ntype TreasuryTenor = Extract<\n  IndicatorType,\n  'T3M' | 'T6M' | 'T1Y' | 'T2Y' | 'T3Y' | 'T5Y' | 'T7Y' | 'T10Y' | 'T20Y' | 'T30Y'\n>;\ntype CalendarPeriod = Extract<IndicatorType, 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year'>;\n\ninterface IndicatorOpts {\n  delay?: number;\n}\n\nexport interface LivefolioClient {\n  ticker(symbol: string, leverage?: number): TickerHandle;\n\n  // Ticker-bound\n  sma(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  ema(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  price(ticker: TickerHandle, opts?: IndicatorOpts): IndicatorHandle;\n  returns(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  volatility(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  drawdown(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n  rsi(ticker: TickerHandle, lookback: number, opts?: IndicatorOpts): IndicatorHandle;\n\n  // Standalone\n  vix(opts?: IndicatorOpts): IndicatorHandle;\n  vix3m(opts?: IndicatorOpts): IndicatorHandle;\n  treasury(tenor: TreasuryTenor, opts?: IndicatorOpts): IndicatorHandle;\n  calendar(period: CalendarPeriod, opts?: IndicatorOpts): IndicatorHandle;\n\n  // Threshold\n  threshold(value: number, unit?: Unit): IndicatorHandle;\n\n  // Signals\n  gt(ind1: IndicatorHandle, ind2: IndicatorHandle, tolerance?: number): SignalHandle;\n  lt(ind1: IndicatorHandle, ind2: IndicatorHandle, tolerance?: number): SignalHandle;\n  eq(ind1: IndicatorHandle, ind2: IndicatorHandle, tolerance?: number): SignalHandle;\n\n  // Allocations\n  allocation(...holdings: [TickerHandle, number][]): AllocationHandle;\n\n  // Portfolios\n  portfolio(...holdings: [TickerHandle, number][]): PortfolioHandle;\n\n  // Strategies\n  strategy(linkId: string): StrategyHandle;\n  strategy(options: StrategyOptions): StrategyHandle;\n  strategy(optionsOrLinkId: string | StrategyOptions): StrategyHandle;\n}\n\nexport interface LivefolioClientOptions {\n  storage: StorageProvider;\n  market: MarketProvider;\n}\n\nfunction tickerBound(\n  storage: StorageProvider,\n  market: MarketProvider,\n  type: IndicatorType,\n  ticker: TickerHandle,\n  lookback: number,\n  opts?: IndicatorOpts,\n): IndicatorHandle {\n  return new IndicatorHandle(storage, market, {\n    type,\n    ticker,\n    lookback,\n    delay: opts?.delay ?? 0,\n    unit: null,\n    threshold: null,\n  });\n}\n\nfunction standalone(\n  storage: StorageProvider,\n  market: MarketProvider,\n  type: IndicatorType,\n  opts?: IndicatorOpts,\n): IndicatorHandle {\n  return new IndicatorHandle(storage, market, {\n    type,\n    ticker: null,\n    lookback: 0,\n    delay: opts?.delay ?? 0,\n    unit: null,\n    threshold: null,\n  });\n}\n\nexport function createClient(options: LivefolioClientOptions): LivefolioClient {\n  const { storage, market } = options;\n\n  return {\n    ticker: (symbol, leverage) => new TickerHandle(storage, symbol, leverage),\n\n    sma: (ticker, lookback, opts?) => tickerBound(storage, market, 'SMA', ticker, lookback, opts),\n    ema: (ticker, lookback, opts?) => tickerBound(storage, market, 'EMA', ticker, lookback, opts),\n    price: (ticker, opts?) => tickerBound(storage, market, 'Price', ticker, 0, opts),\n    returns: (ticker, lookback, opts?) => tickerBound(storage, market, 'Return', ticker, lookback, opts),\n    volatility: (ticker, lookback, opts?) => tickerBound(storage, market, 'Volatility', ticker, lookback, opts),\n    drawdown: (ticker, lookback, opts?) => tickerBound(storage, market, 'Drawdown', ticker, lookback, opts),\n    rsi: (ticker, lookback, opts?) => tickerBound(storage, market, 'RSI', ticker, lookback, opts),\n\n    vix: (opts?) => standalone(storage, market, 'VIX', opts),\n    vix3m: (opts?) => standalone(storage, market, 'VIX3M', opts),\n    treasury: (tenor, opts?) => standalone(storage, market, tenor, opts),\n    calendar: (period, opts?) => standalone(storage, market, period, opts),\n\n    threshold: (value, unit?) =>\n      new IndicatorHandle(storage, market, {\n        type: 'Threshold',\n        ticker: null,\n        lookback: 0,\n        delay: 0,\n        unit: unit ?? null,\n        threshold: value,\n      }),\n\n    gt: (ind1, ind2, tolerance?) =>\n      new SignalHandle(storage, market, {\n        indicator1: ind1,\n        indicator2: ind2,\n        comparison: '>',\n        tolerance: tolerance ?? 0,\n      }),\n    lt: (ind1, ind2, tolerance?) =>\n      new SignalHandle(storage, market, {\n        indicator1: ind1,\n        indicator2: ind2,\n        comparison: '<',\n        tolerance: tolerance ?? 0,\n      }),\n    eq: (ind1, ind2, tolerance?) =>\n      new SignalHandle(storage, market, {\n        indicator1: ind1,\n        indicator2: ind2,\n        comparison: '=',\n        tolerance: tolerance ?? 0,\n      }),\n\n    allocation: (...holdings) => new AllocationHandle(storage, holdings),\n\n    portfolio: (...holdings) => new PortfolioHandle(holdings),\n\n    strategy: (optionsOrLinkId: StrategyOptions | string) => new StrategyHandle(storage, market, optionsOrLinkId),\n  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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@livefolio/sdk",
-  "version": "0.3.1",
+  "version": "0.3.2",
   "type": "module",
   "main": "./dist/index.js",
   "types": "./dist/index.d.ts",