@livefolio/sdk 0.3.3 → 0.3.4

package/dist/index.d.ts

@@ -112,6 +112,7 @@ declare class IndicatorHandle {
     private _getLatestSeriesDate;
     private _ensureFresh;
     private _sync;
+    private _fetchRawBarsForIncremental;
     private _upsertSeries;
     private _querySeriesFromDb;
     /**
@@ -162,6 +163,12 @@ declare class IndicatorHandle {
      * point at `date` to land on.
      */
     private _resolveRawBars;
+    /**
+     * Resolve the single raw (unleveraged) value for `symbol` at `date`.
+     * Returns the override directly when present; otherwise delegates to
+     * `_resolveRawBars` with a one-day window and picks the matching bar.
+     */
+    private _resolveRawBarAt;
     /**
      * Resolve raw (unleveraged) bars for a market symbol from storage. Maps:
      *   - `^VIX`   → the VIX indicator's stored series
@@ -222,9 +229,16 @@ interface StorageProvider {
             id: number;
         }>;
         getSeries(indicatorId: number, range?: DateRange): Promise<DailyBar[]>;
-        writeSeries(indicatorId: number, bars: DailyBar[]): Promise<void>;
+        writeSeries(indicatorId: number, bars: DailyBar[], opts?: {
+            metadata?: unknown;
+        }): Promise<void>;
         getLatestSeriesDate(indicatorId: number): Promise<string | null>;
         getValue(indicatorId: number, date?: string): Promise<number | null>;
+        getLatestBar(indicatorId: number): Promise<{
+            date: string;
+            value: number;
+            metadata: unknown;
+        } | null>;
     };
     signals: {
         upsert(identity: {
@@ -297,7 +311,9 @@ declare class SignalHandle {
     private _getLatestSignalSeriesDate;
     private _getLastSignalValue;
     private _ensureFresh;
+    private _isSingleBarFastPath;
     private _sync;
+    private _evaluateOneBar;
     private _upsertSeries;
     private _querySeriesFromDb;
     /**
@@ -338,6 +354,11 @@ declare class AllocationHandle {
         id: number;
     }>;
     static fromResolved(storage: StorageProvider, id: number, holdings: [TickerHandle, number][]): AllocationHandle;
+    toJSON(): Array<{
+        symbol: string;
+        leverage: number;
+        weight: number;
+    }>;
     private _doResolve;
 }
 
@@ -486,6 +507,7 @@ declare class StrategyHandle {
     get freq(): TradingFreq;
     get offset(): number;
     get rules(): StrategyRule[];
+    marketSymbols(): string[];
     resolve(): Promise<{
         id: number;
     }>;
@@ -505,8 +527,15 @@ declare class StrategyHandle {
      * map) we take the read-only preview path: historical signal bars come
      * straight from storage, today's bar is computed in-memory via
      * `signal.computeAt(date, overrides, prevBool)`, and nothing is written.
+     *
+     * Incremental path: when a strategy checkpoint exists (`getLatestSeriesDate`
+     * returns non-null), only the window (lastDate, limitDate] is processed.
+     * The current allocation is carried forward from `getLatestAllocationId`.
+     * Bootstrap: when no checkpoint exists, falls back to `_evaluateCold` which
+     * runs the full-history evaluation.
      */
     private _evaluate;
+    private _evaluateCold;
     private _querySeriesFromDb;
     series(range?: DateRange): Promise<StrategyBar[]>;
     value(date?: string): Promise<AllocationHandle | null>;
@@ -596,4 +625,8 @@ interface PriceStream {
     close(): void;
 }
 
-export { AllocationHandle, type Comparison, type DailyBar, type DateRange, IndicatorHandle, type IndicatorIdentity, type IndicatorType, type LiveEvaluator, type LivePreviewState, type LiveRuleState, type LiveSignalState, type LivefolioClient, type LivefolioClientOptions, type MarketProvider, PortfolioHandle, type PortfolioSnapshot, type PriceStream, SignalHandle, type SignalIdentity, type SimulateOptions, SimulationHandle, type StorageProvider, type StrategyBar, type StrategyDefinition, StrategyHandle, type StrategyLiveState, type StrategyOptions, type StrategyReferenceData, type StrategyRule, type StrategyRuleDefinition, type StrategySeriesEntry, type StreamStatus, TickerHandle, type Trade, type TradingFreq, type Unit, createClient };
+declare function allocationsEqual(a: AllocationHandle | null, b: AllocationHandle | null): boolean;
+
+declare function computeRebalanceDates(tradingDays: string[], freq: TradingFreq, offset: number): Set<string>;
+
+export { AllocationHandle, type Comparison, type DailyBar, type DateRange, IndicatorHandle, type IndicatorIdentity, type IndicatorType, type LiveEvaluator, type LivePreviewState, type LiveRuleState, type LiveSignalState, type LivefolioClient, type LivefolioClientOptions, type MarketProvider, PortfolioHandle, type PortfolioSnapshot, type PriceStream, SignalHandle, type SignalIdentity, type SimulateOptions, SimulationHandle, type StorageProvider, type StrategyBar, type StrategyDefinition, StrategyHandle, type StrategyLiveState, type StrategyOptions, type StrategyReferenceData, type StrategyRule, type StrategyRuleDefinition, type StrategySeriesEntry, type StreamStatus, TickerHandle, type Trade, type TradingFreq, type Unit, allocationsEqual, computeRebalanceDates, createClient };