@livefolio/sdk 0.3.6 → 0.3.7

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","../src/handles/allocation-equality.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\nexport interface SmaState {\n  tail: number[];\n}\n\nexport function smaInitialState(bars: DailyBar[], lookback: number): SmaState | null {\n  if (bars.length < lookback) return null;\n  return { tail: bars.slice(-lookback).map((b) => b.value) };\n}\n\nexport function smaNext(prev: SmaState, newRaw: number, lookback: number): { value: number; state: SmaState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  const sum = tail.reduce((a, b) => a + b, 0);\n  return { value: sum / lookback, state: { tail } };\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\nexport interface EmaState {\n  ema: number;\n}\n\nexport function emaInitialState(bars: DailyBar[], lookback: number): EmaState | null {\n  if (bars.length < lookback) return null;\n  const series = computeEma(bars, lookback);\n  if (series.length === 0) return null;\n  return { ema: series[series.length - 1]!.value };\n}\n\nexport function emaNext(prev: EmaState, newRaw: number, lookback: number): { value: number; state: EmaState } {\n  const multiplier = 2 / (lookback + 1);\n  const ema = newRaw * multiplier + prev.ema * (1 - multiplier);\n  return { value: ema, state: { ema } };\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\nexport interface RsiState {\n  avgGain: number;\n  avgLoss: number;\n  prev: number;\n}\n\nexport function rsiInitialState(bars: DailyBar[], lookback: number): RsiState | null {\n  if (bars.length < lookback + 1) return null;\n  let avgGain = 0;\n  let avgLoss = 0;\n  for (let i = 1; i <= lookback; i++) {\n    const change = bars[i]!.value - bars[i - 1]!.value;\n    if (change > 0) avgGain += change;\n    else avgLoss += -change;\n  }\n  avgGain /= lookback;\n  avgLoss /= lookback;\n  let state: RsiState = { avgGain, avgLoss, prev: bars[lookback]!.value };\n  for (let i = lookback + 1; i < bars.length; i++) {\n    const { state: next } = rsiNext(state, bars[i]!.value, lookback);\n    state = next;\n  }\n  return state;\n}\n\nexport function rsiNext(prev: RsiState, newRaw: number, lookback: number): { value: number; state: RsiState } {\n  const change = newRaw - prev.prev;\n  const gain = change > 0 ? change : 0;\n  const loss = change < 0 ? -change : 0;\n  const avgGain = (prev.avgGain * (lookback - 1) + gain) / lookback;\n  const avgLoss = (prev.avgLoss * (lookback - 1) + loss) / lookback;\n  const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n  const value = avgLoss === 0 ? 100 : 100 - 100 / (1 + rs);\n  return { value, state: { avgGain, avgLoss, prev: newRaw } };\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\nexport interface ReturnState {\n  tail: number[];\n}\n\nexport function returnInitialState(bars: DailyBar[], lookback: number): ReturnState | null {\n  if (bars.length < lookback + 1) return null;\n  return { tail: bars.slice(-(lookback + 1)).map((b) => b.value) };\n}\n\nexport function returnNext(\n  prev: ReturnState,\n  newRaw: number,\n  lookback: number,\n  mode: ReturnMode = 'pct',\n): { value: number; state: ReturnState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  const old = tail[0]!;\n  const value = mode === 'abs' ? newRaw - old : (newRaw - old) / old;\n  return { value, state: { tail } };\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\nexport interface VolatilityState {\n  tail: number[];\n}\n\nexport function volatilityInitialState(bars: DailyBar[], lookback: number): VolatilityState | null {\n  if (bars.length < lookback + 1) return null;\n  return { tail: bars.slice(-(lookback + 1)).map((b) => b.value) };\n}\n\nexport function volatilityNext(\n  prev: VolatilityState,\n  newRaw: number,\n  lookback: number,\n): { value: number; state: VolatilityState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  const returns: number[] = [];\n  for (let i = 1; i < tail.length; i++) returns.push(tail[i]! / tail[i - 1]! - 1);\n  const mean = returns.reduce((s, r) => s + r, 0) / lookback;\n  const variance = returns.reduce((s, r) => s + (r - mean) ** 2, 0) / lookback;\n  return { value: Math.sqrt(variance), state: { tail } };\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\nexport interface DrawdownState {\n  tail: number[];\n}\n\nexport function drawdownInitialState(bars: DailyBar[], lookback: number): DrawdownState | null {\n  if (bars.length < lookback) return null;\n  return { tail: bars.slice(-lookback).map((b) => b.value) };\n}\n\nexport function drawdownNext(\n  prev: DrawdownState,\n  newRaw: number,\n  _lookback: number,\n): { value: number; state: DrawdownState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  let max = -Infinity;\n  for (const v of tail) if (v > max) max = v;\n  return { value: (newRaw - max) / max, state: { tail } };\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';\nimport { smaNext, smaInitialState } from './sma';\nimport { emaNext, emaInitialState } from './ema';\nimport { rsiNext, rsiInitialState } from './rsi';\nimport { returnNext, returnInitialState } from './returns';\nimport { volatilityNext, volatilityInitialState } from './volatility';\nimport { drawdownNext, drawdownInitialState } 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\nexport type NextStepFn = (prev: unknown, newRaw: number, lookback: number) => { value: number; state: unknown };\n\nexport type InitialStateFn = (bars: DailyBar[], lookback: number) => unknown | null;\n\nconst NEXT: Record<string, NextStepFn> = {\n  SMA: smaNext as NextStepFn,\n  EMA: emaNext as NextStepFn,\n  RSI: rsiNext as NextStepFn,\n  Return: ((prev, newRaw, lookback) => returnNext(prev as { tail: number[] }, newRaw, lookback, 'pct')) as NextStepFn,\n  Volatility: volatilityNext as NextStepFn,\n  Drawdown: drawdownNext as NextStepFn,\n};\n\nconst SEED: Record<string, InitialStateFn> = {\n  SMA: smaInitialState as InitialStateFn,\n  EMA: emaInitialState as InitialStateFn,\n  RSI: rsiInitialState as InitialStateFn,\n  Return: returnInitialState as InitialStateFn,\n  Volatility: volatilityInitialState as InitialStateFn,\n  Drawdown: drawdownInitialState as InitialStateFn,\n};\n\nexport function getNextComputation(type: string): NextStepFn | undefined {\n  return NEXT[type];\n}\n\nexport function getInitialStateFn(type: string): InitialStateFn | undefined {\n  return SEED[type];\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, getNextComputation, getInitialStateFn } from '../computations/index';\nimport { computeReturns, returnNext } from '../computations/returns';\nimport { computeCalendar } from '../computations/calendar';\n\n/**\n * Inverse of `FRED_SERIES` in `providers/mappings.ts`. Lets `_readStoredBars`\n * map a FRED series ID (`DGS3MO`, `DGS10`, etc.) back to the indicator type\n * whose stored series holds that series' history.\n */\nconst FRED_SYMBOL_TO_TYPE: Record<string, string> = {\n  DGS3MO: 'T3M',\n  DGS6MO: 'T6M',\n  DGS1: 'T1Y',\n  DGS2: 'T2Y',\n  DGS3: 'T3Y',\n  DGS5: 'T5Y',\n  DGS7: 'T7Y',\n  DGS10: 'T10Y',\n  DGS20: 'T20Y',\n  DGS30: 'T30Y',\n};\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    // `horizon` = the latest date this indicator's series can be written at.\n    // delay = 0 → latestClosed; delay > 0 → latestClosed − delay trading days.\n    // \"Fresh\" means the stored series already reaches that horizon.\n    let horizon = latestClosed;\n    if (this.delay > 0) {\n      const tradingDays = await this._storage.tradingDays.getRange();\n      const idx = tradingDays.indexOf(latestClosed);\n      if (idx >= this.delay) {\n        horizon = tradingDays[idx - this.delay]!;\n      }\n    }\n\n    const latestSeries = await this._getLatestSeriesDate(id);\n\n    if (latestSeries === horizon) {\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. On sync failure (e.g.,\n    // browser has no market provider, or upstream feed hasn't published the\n    // new date yet), fall back to whatever storage already has and treat the\n    // cache as fresh so downstream callers don't retry the failing sync on\n    // every read.\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed)\n        .catch((err) => {\n          console.warn('[sdk] indicator sync failed, using stored data:', err);\n        })\n        .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    if (info.provider === 'none') return;\n\n    // Compute the horizon this indicator may publish up to.\n    let horizon = latestClosed;\n    if (this.delay > 0) {\n      const tradingDays = await this._storage.tradingDays.getRange();\n      const idx = tradingDays.indexOf(latestClosed);\n      if (idx < this.delay) return;\n      horizon = tradingDays[idx - this.delay]!;\n    }\n\n    // Fast path only applies when (a) we have a checkpoint, (b) the type is stateful\n    // (has a *Next in the dispatch table), and (c) the checkpoint's date is strictly\n    // less than horizon (i.e., there's at least one new bar to append).\n    const nextFn = getNextComputation(this.type);\n    const seedFn = getInitialStateFn(this.type);\n    const { id } = await this.resolve();\n    const checkpoint = nextFn ? await this._storage.indicators.getLatestBar(id) : null;\n\n    if (fromDate && nextFn && seedFn && checkpoint && checkpoint.metadata != null && checkpoint.date < horizon) {\n      // Fetch only the raw bars we need to step forward over.\n      const rawBars = await this._fetchRawBarsForIncremental(info, checkpoint.date, horizon);\n      if (rawBars.length === 0) return;\n      const newBars: { date: string; value: number }[] = [];\n      let state = checkpoint.metadata as unknown;\n      for (const raw of rawBars) {\n        if (raw.date <= checkpoint.date) continue;\n        if (raw.date > horizon) break;\n        const step =\n          this.type === 'Return' && info.provider === 'computed' && info.rateSeries\n            ? returnNext(state as { tail: number[] }, raw.value, this.lookback, 'abs')\n            : nextFn(state, raw.value, this.lookback);\n        newBars.push({ date: raw.date, value: step.value });\n        state = step.state;\n      }\n      if (newBars.length === 0) return;\n      await this._storage.indicators.writeSeries(id, newBars, { metadata: state });\n      return;\n    }\n\n    // Cold path (existing logic, now augmented to park initial-state metadata).\n    let bars: DailyBar[];\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        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        await priceHandle._ensureFresh();\n        const priceBars = await priceHandle._querySeriesFromDb();\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        if (fromDate) bars = bars.filter((b) => b.date > fromDate);\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        if (fromDate) bars = bars.filter((b) => b.date > fromDate);\n        break;\n      }\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    bars = bars.filter((b) => b.date <= horizon);\n    if (bars.length === 0) return;\n\n    // For stateful types, derive and park the terminal metadata so subsequent\n    // syncs take the fast path.\n    let metadata: unknown = undefined;\n    if (seedFn) {\n      // For stateful COMPUTED types, seed from the full price bars up to horizon;\n      // for stateful FETCHED types (none in current code, but future-safe) seed\n      // from the bars we're about to write.\n      if (info.provider === 'computed') {\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        const priceBars = (await priceHandle._querySeriesFromDb()).filter((b) => b.date <= horizon);\n        metadata = seedFn(priceBars, this.lookback) ?? undefined;\n      } else {\n        metadata = seedFn(bars, this.lookback) ?? undefined;\n      }\n    }\n\n    await this._upsertSeries(bars, metadata);\n  }\n\n  private async _fetchRawBarsForIncremental(\n    info: ReturnType<typeof getProviderInfo>,\n    sinceDate: string,\n    horizon: string,\n  ): Promise<DailyBar[]> {\n    if (info.provider === 'computed') {\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      await priceHandle._ensureFresh();\n      return (await priceHandle._querySeriesFromDb({ from: sinceDate })).filter(\n        (b) => b.date > sinceDate && b.date <= horizon,\n      );\n    }\n    if (info.provider === 'yahoo' || info.provider === 'fred') {\n      const symbol = info.provider === 'yahoo' ? info.symbol : info.seriesId;\n      const bars = await this._market.fetchBars(symbol, sinceDate);\n      return bars.filter((b) => b.date > sinceDate && b.date <= horizon);\n    }\n    if (info.provider === 'calendar') {\n      const allDays = await this._storage.tradingDays.getRange();\n      const dayBars: DailyBar[] = allDays.map((date) => ({ date, value: 0 }));\n      return computeCalendar(dayBars, this.type as 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year').filter(\n        (b) => b.date > sinceDate && b.date <= horizon,\n      );\n    }\n    return [];\n  }\n\n  private async _upsertSeries(bars: DailyBar[], metadata?: unknown): Promise<void> {\n    const { id } = await this.resolve();\n    await this._storage.indicators.writeSeries(id, bars, metadata !== undefined ? { metadata } : undefined);\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  /**\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` without persisting anything, with\n   * optional live-quote `overrides` keyed by raw market symbol (the same symbol\n   * space `MarketProvider.fetchBars` uses — ticker symbols for Price/SMA/etc.,\n   * `^VIX` / `^VIX3M` for macro, FRED series IDs like `DGS3MO` for Treasury).\n   *\n   * Bars for the underlying symbol are resolved storage-first when the market\n   * hasn't yet produced bars for `date` (trading day still open), and storage\n   * is the fallback whenever the remote fetch fails — see `_resolveRawBars`.\n   *\n   * For Threshold: returns the threshold constant. For calendar types: computed\n   * from `tradingDays.getRange()`. For all others: `_resolveRawBars` → leverage\n   * compounding (if any) → lookback-specific computation. Returns null if the\n   * value cannot be computed.\n   */\n  async computeAt(date: string, overrides?: Record<string, number>): 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      // Fast path: checkpoint is the trading day immediately before `date`.\n      const nextFn = getNextComputation(this.type);\n      if (nextFn) {\n        const { id } = await this.resolve();\n        const checkpoint = await this._storage.indicators.getLatestBar(id);\n        if (checkpoint && checkpoint.metadata != null) {\n          const tradingDays = await this._storage.tradingDays.getRange();\n          const ckIdx = tradingDays.indexOf(checkpoint.date);\n          const tgtIdx = tradingDays.indexOf(date);\n          if (ckIdx >= 0 && tgtIdx === ckIdx + 1) {\n            const rawBar = await this._resolveRawBarAt(info.symbol, date, overrides);\n            if (rawBar === null) return null;\n\n            // For leveraged tickers the checkpoint state (`checkpoint.metadata`)\n            // was built on the leveraged price series, so its `prev` is a\n            // leveraged value. Scale the new raw bar up to the same leveraged\n            // scale before stepping the recursive computation — otherwise the\n            // one-step `change` mixes unleveraged with leveraged and produces\n            // a runaway delta (e.g. QQQ 3x RSI(10) spiking from 80 → 97 on a\n            // flat intraday day). Rate tickers (DTB3, DFF, …) skip this: their\n            // stored series is raw by convention, with leverage applied at\n            // accrual time by the simulator.\n            const leverage = this.ticker?.leverage ?? 1;\n            let nextValue = rawBar;\n            if (leverage !== 1 && !isRateTickerSymbol(this.ticker?.symbol ?? null)) {\n              // Overrides are scoped to `date`, not `checkpoint.date`; resolving\n              // the prior close *with* overrides in scope returns the override\n              // (same symbol, any date) and makes dailyReturn=0. Pass undefined\n              // so the prior close comes from storage.\n              const prevRaw = await this._resolveRawBarAt(info.symbol, checkpoint.date, undefined);\n              const prevLev = (checkpoint.metadata as { prev?: number }).prev;\n              if (prevRaw !== null && prevRaw !== 0 && typeof prevLev === 'number') {\n                const dailyReturn = (rawBar - prevRaw) / prevRaw;\n                nextValue = prevLev * (1 + leverage * dailyReturn);\n              }\n            }\n\n            const step =\n              this.type === 'Return' && info.rateSeries\n                ? returnNext(checkpoint.metadata as { tail: number[] }, nextValue, this.lookback, 'abs')\n                : nextFn(checkpoint.metadata, nextValue, this.lookback);\n            return step.value;\n          }\n        }\n      }\n\n      // Size the bar window by the computation's actual needs, expressed in\n      // calendar days. Three buckets:\n      //\n      //   Exact reads (SMA / Return / Volatility / Drawdown) want `lookback`\n      //   *trading* days in the result; with ~5 trading days per 7 calendar\n      //   days plus holidays that's ~`lookback * 1.5` calendar days, plus a\n      //   small fixed buffer for long weekends.\n      //\n      //   EMA is recursive: seed = first N-bar SMA, then `(1-α)^k` decay with\n      //   α = 2 / (N+1). For small N the decay is fast; for N=200 decay is\n      //   ~0.99/bar, so we want several multiples of `lookback` to get close\n      //   to the fully-synced EMA value.\n      //\n      //   Wilder's RSI decays at ~10%/bar regardless of lookback and starts\n      //   from a simple-average seed that can pin at 100 (or 0) for a window\n      //   full of only-up (or only-down) days; it needs the widest window.\n      let calendarDays: number;\n      if (this.type === 'RSI') {\n        calendarDays = Math.max(this.lookback * 10, 90);\n      } else if (this.type === 'EMA') {\n        calendarDays = Math.max(this.lookback * 5, 60);\n      } else {\n        // SMA, Return, Volatility, Drawdown — exact-read, only need coverage.\n        calendarDays = Math.ceil(this.lookback * 1.5) + 15;\n      }\n      const from = _subtractCalendarDays(date, this.lookback + calendarDays);\n      const rawBars = await this._resolveRawBars(info.symbol, from, date, overrides);\n\n      // Apply leverage anchored to the stored leveraged value at the date just\n      // before the first resolved raw bar. Mirrors `_sync`'s anchor logic.\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: resolve a small window — just enough to get `date` and\n    // one prior bar (needed for leverage return calculation). 15 calendar days\n    // comfortably bridges a long weekend + holiday gap; FRED series in\n    // particular publish on T+1 / T+2 cadences and can miss a market day.\n    const symbol = info.provider === 'yahoo' ? info.symbol : info.seriesId;\n    const from = _subtractCalendarDays(date, 15);\n    const rawBars = await this._resolveRawBars(symbol, from, date, overrides);\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    const dateIdx = rawBars.findIndex((b) => b.date === date);\n    if (dateIdx < 0) return null; // date not in bars at all\n\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  /**\n   * Raw (unleveraged) bars for `symbol` up through `date`, with the live quote\n   * from `overrides[symbol]` (if any) spliced in at `date`.\n   *\n   * Decision policy:\n   *   - `date` > `tradingDays.getLatestClosed()`: market has nothing for that\n   *     day yet — skip the remote fetch entirely and read from storage.\n   *   - otherwise: try `this._market.fetchBars(symbol, from)`. On failure, fall\n   *     back to storage — upstream HTTP providers (Yahoo / FRED) are flaky.\n   *\n   * After the base is resolved, `overrides[symbol]` is spliced at `date`\n   * (replaces the existing bar, or is appended in-order). When no override is\n   * present but `date` isn't in the base bars, the last known value is carried\n   * forward to `date` — this preserves the fallbackMissingQuotes behaviour the\n   * old overlay exposed so leverage compounding / computations always have a\n   * point at `date` to land on.\n   */\n  private async _resolveRawBars(\n    symbol: string,\n    from: string,\n    date: string,\n    overrides?: Record<string, number>,\n  ): Promise<DailyBar[]> {\n    const latestClosed = await this._storage.tradingDays.getLatestClosed();\n    const closedForDate = latestClosed !== null && date <= latestClosed;\n\n    let bars: DailyBar[];\n    if (closedForDate) {\n      try {\n        bars = await this._market.fetchBars(symbol, from);\n      } catch {\n        bars = await this._readStoredBars(symbol, from);\n      }\n    } else {\n      bars = await this._readStoredBars(symbol, from);\n    }\n\n    const override = overrides?.[symbol];\n    const existingIdx = bars.findIndex((b) => b.date === date);\n\n    if (override !== undefined) {\n      if (existingIdx >= 0) {\n        bars[existingIdx] = { date, value: override };\n      } else {\n        bars = [...bars, { date, value: override }].sort((a, b) => a.date.localeCompare(b.date));\n      }\n    } else if (existingIdx < 0 && bars.length > 0) {\n      // Carry last known value forward to `date` (matches the overlay's\n      // `fallbackMissingQuotes` behaviour for every consumer that used it).\n      bars = [...bars, { date, value: bars[bars.length - 1]!.value }];\n    }\n\n    return bars;\n  }\n\n  /**\n   * Resolve the single raw (unleveraged) value for `symbol` at `date`.\n   * Returns the override directly when present; otherwise delegates to\n   * `_resolveRawBars` with a one-day window and picks the matching bar.\n   */\n  private async _resolveRawBarAt(\n    symbol: string,\n    date: string,\n    overrides?: Record<string, number>,\n  ): Promise<number | null> {\n    const override = overrides?.[symbol];\n    if (override !== undefined) return override;\n    const bars = await this._resolveRawBars(symbol, date, date, overrides);\n    const hit = bars.find((b) => b.date === date);\n    return hit?.value ?? null;\n  }\n\n  /**\n   * Resolve raw (unleveraged) bars for a market symbol from storage. Maps:\n   *   - `^VIX`   → the VIX indicator's stored series\n   *   - `^VIX3M` → the VIX3M indicator's stored series\n   *   - `DGS*`   → the matching Treasury-tenor indicator's stored series\n   *   - anything else → the `Price` indicator for that ticker symbol with\n   *     `leverage = 1` (the raw contract that `MarketProvider.fetchBars` has).\n   *\n   * Returns `[]` when the resolved indicator has no stored bars yet.\n   */\n  private async _readStoredBars(symbol: string, from: string): Promise<DailyBar[]> {\n    let identity: {\n      type: string;\n      tickerId: number | null;\n      lookback: number;\n      delay: number;\n      unit: string | null;\n      threshold: number | null;\n    };\n    if (symbol === '^VIX') {\n      identity = { type: 'VIX', tickerId: null, lookback: 0, delay: 0, unit: null, threshold: null };\n    } else if (symbol === '^VIX3M') {\n      identity = { type: 'VIX3M', tickerId: null, lookback: 0, delay: 0, unit: null, threshold: null };\n    } else if (FRED_SYMBOL_TO_TYPE[symbol]) {\n      identity = {\n        type: FRED_SYMBOL_TO_TYPE[symbol]!,\n        tickerId: null,\n        lookback: 0,\n        delay: 0,\n        unit: null,\n        threshold: null,\n      };\n    } else {\n      const { id: tickerId } = await this._storage.tickers.findOrCreate(symbol, 1);\n      identity = { type: 'Price', tickerId, lookback: 0, delay: 0, unit: null, threshold: null };\n    }\n    const { id } = await this._storage.indicators.findOrCreate(identity);\n    return this._storage.indicators.getSeries(id, { from });\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 with an in-memory bar at `date`\n   * computed via `computeAt` with the supplied live-quote `overrides`. 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.\n   *   Must be in `tradingDays.getRange()`.\n   * @param overrides - Raw (unleveraged) quotes keyed by market symbol.\n   *   Symbols omitted fall back to the last known value (see `_resolveRawBars`).\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, overrides: 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    let bars: DailyBar[];\n    if (this.type === 'Threshold') {\n      bars = await this._syntheticThresholdSeries();\n    } else {\n      bars = await this._querySeriesFromDb();\n    }\n\n    // Only splice a \"today\" bar when the indicator is publishable at `date`\n    // — i.e. `delay === 0`. For delay > 0 the latest usable point is already\n    // `latestClosed − delay`, which lives in `bars` as-is from storage.\n    if (this.delay === 0) {\n      const todayValue = await this.computeAt(date, overrides);\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\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';\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 _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  // The `market` parameter is kept in the signature for API compatibility with\n  // `new SignalHandle(storage, market, identity)` — signals no longer carry\n  // their own market reference since `computeAt` delegates to the indicator\n  // handles, which already hold one.\n  constructor(storage: StorageProvider, _market: MarketProvider, identity: SignalIdentity) {\n    this._storage = storage;\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    const latestSeries = await this._getLatestSignalSeriesDate(id);\n\n    if (latestSeries === latestClosed) {\n      this._cachedSeries = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    // Determine whether the single-bar fast path applies so we know whether to\n    // pre-sync the indicator series.  The fast path uses `computeAt` and handles\n    // its own freshness; the cold/multi-bar path requires indicators to be\n    // synced to storage first.\n    const isFastPath = await this._isSingleBarFastPath(latestSeries ?? undefined, latestClosed);\n    if (!isFastPath) {\n      await Promise.all([this.indicator1.series(), this.indicator2.series()]);\n    }\n\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed)\n        .catch((err) => {\n          console.warn('[sdk] signal sync failed, using stored data:', err);\n        })\n        .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 _isSingleBarFastPath(fromDate: string | undefined, latestClosed: string): Promise<boolean> {\n    if (!fromDate) return false;\n    const tradingDays = await this._storage.tradingDays.getRange();\n    const fromIdx = tradingDays.indexOf(fromDate);\n    const closedIdx = tradingDays.indexOf(latestClosed);\n    return fromIdx >= 0 && closedIdx === fromIdx + 1;\n  }\n\n  private async _sync(fromDate: string | undefined, latestClosed: string): Promise<void> {\n    const { id } = await this.resolve();\n\n    const absolute = ABSOLUTE_TOLERANCE_TYPES.has(this.indicator1.type);\n\n    // Single-bar fast path: we have a checkpoint (fromDate), and the next bar to\n    // produce is the trading day immediately after fromDate.\n    if (fromDate) {\n      const tradingDays = await this._storage.tradingDays.getRange();\n      const fromIdx = tradingDays.indexOf(fromDate);\n      const closedIdx = tradingDays.indexOf(latestClosed);\n      if (fromIdx >= 0 && closedIdx === fromIdx + 1) {\n        const newDate = tradingDays[closedIdx]!;\n        const [v1, v2] = await Promise.all([\n          this.indicator1.computeAt(newDate, undefined),\n          this.indicator2.computeAt(newDate, undefined),\n        ]);\n        if (v1 === null || v2 === null) return;\n        const prev = (await this._getLastSignalValue(id)) ?? undefined;\n        const value = this._evaluateOneBar(v1, v2, absolute, prev);\n        await this._upsertSeries([{ date: newDate, value }]);\n        return;\n      }\n    }\n\n    // Existing multi-bar / cold path.\n    const range = fromDate ? { from: fromDate } : undefined;\n    const [series1, series2] = await Promise.all([this.indicator1.series(range), this.indicator2.series(range)]);\n    const previousValue = fromDate ? ((await this._getLastSignalValue(id)) ?? undefined) : undefined;\n    const signalBars = evaluateSignal(series1, series2, this.comparison, this.tolerance, absolute, previousValue);\n    const bars = signalBars.filter((b) => b.date <= latestClosed);\n    if (bars.length > 0) await this._upsertSeries(bars);\n  }\n\n  private _evaluateOneBar(v1: number, v2: number, absolute: boolean, prev: number | undefined): number {\n    if (this.tolerance === 0) {\n      switch (this.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    const upper = absolute ? v2 + this.tolerance : v2 * (1 + this.tolerance / 100);\n    const lower = absolute ? v2 - this.tolerance : v2 * (1 - this.tolerance / 100);\n    if (this.comparison === '=') return v1 >= lower && v1 <= upper ? 1 : 0;\n    if (prev === undefined) {\n      return this.comparison === '>' ? (v1 > v2 ? 1 : 0) : v1 < v2 ? 1 : 0;\n    }\n    if (this.comparison === '>') {\n      return prev === 1 ? (v1 < lower ? 0 : 1) : v1 > upper ? 1 : 0;\n    }\n    return prev === 1 ? (v1 > upper ? 0 : 1) : v1 < lower ? 1 : 0;\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  /**\n   * Compute the signal's boolean value at `date` without persisting anything,\n   * with optional live-quote `overrides` that are routed through each\n   * indicator's `computeAt`. Returns null if either indicator cannot produce\n   * 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(\n    date: string,\n    overrides?: Record<string, number>,\n    prevBool?: boolean | null,\n  ): Promise<boolean | null> {\n    const [v1, v2] = await Promise.all([\n      this.indicator1.computeAt(date, overrides),\n      this.indicator2.computeAt(date, overrides),\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` with the supplied live-quote `overrides`. Does\n   * NOT write to `signals_series`.\n   *\n   * @param date - Target trading day whose boolean is computed in-memory.\n   * @param overrides - Raw (unleveraged) quotes keyed by market symbol.\n   * @param range - Optional filter applied to the returned bars.\n   */\n  async previewSeries(date: string, overrides: 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    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(date, overrides, 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 ${total}`);\n    }\n    this._storage = storage;\n    this.holdings = holdings;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('AllocationHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(storage: StorageProvider, id: number, holdings: [TickerHandle, number][]): AllocationHandle {\n    const handle = new AllocationHandle(storage, holdings);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  toJSON(): Array<{ symbol: string; leverage: number; weight: number }> {\n    return this.holdings\n      .map(([ticker, weight]) => ({ symbol: ticker.symbol, leverage: ticker.leverage, weight }))\n      .sort((a, b) => a.symbol.localeCompare(b.symbol) || a.leverage - b.leverage);\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    await Promise.all(this.holdings.map(([ticker]) => ticker.resolve()));\n\n    const holdingsJson: Record<string, number> = {};\n    for (const [ticker, weight] of this.holdings) {\n      const key = ticker.leverage !== 1 ? `${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 {\n  SimulateOptions,\n  FinalState,\n  LiveEvaluator,\n  StrategyLiveState,\n  LiveRuleState,\n  LiveSignalState,\n} 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  marketSymbols(): string[] {\n    const set = new Set<string>();\n    for (const rule of this._rules) {\n      for (const [ticker] of rule.hold.holdings) {\n        if (ticker.symbol !== 'CASHX') set.add(ticker.symbol);\n      }\n      for (const signal of rule.when ?? []) {\n        for (const ind of [signal.indicator1, signal.indicator2]) {\n          if (ind.ticker !== null && ind.ticker.symbol !== 'CASHX') set.add(ind.ticker.symbol);\n          if (ind.type === 'VIX') set.add('^VIX');\n          if (ind.type === 'VIX3M') set.add('^VIX3M');\n        }\n      }\n    }\n    return Array.from(set).sort();\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 _ensureFresh(): Promise<void> {\n    await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    // In-memory memoization: skip work if this handle already synced against\n    // the current latestClosed. Still runs once per handle per trading day.\n    if (this._cachedAsOf === latestClosed) return;\n\n    // Always run _sync — even when the stored series already covers\n    // latestClosed. _evaluate now re-derives [latestClosed, latestClosed] in\n    // that case so a previously-written row is re-checked against the current\n    // signals_series; if upstream signals have been recomputed since the\n    // original write, writeSeries upserts the correction. Without this, once\n    // a day is written the SDK never revisits it and drift accumulates.\n    if (!this._syncing) {\n      this._syncing = this._sync(latestClosed)\n        .catch((err) => {\n          console.warn('[sdk] strategy sync failed, using stored data:', err);\n        })\n        .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(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 the public preview methods (pre-close read-only path).\n   *\n   * When `overrides` is `undefined` we take the write path — syncing signals\n   * through storage as normal. When `overrides` is provided (even an empty\n   * map) we take the read-only preview path: historical signal bars come\n   * straight from storage, today's bar is computed in-memory via\n   * `signal.computeAt(date, overrides, prevBool)`, and nothing is written.\n   *\n   * Incremental path: when a strategy checkpoint exists (`getLatestSeriesDate`\n   * returns non-null), only the window (lastDate, limitDate] is processed.\n   * The current allocation is carried forward from `getLatestAllocationId`.\n   * Bootstrap: when no checkpoint exists, falls back to `_evaluateCold` which\n   * runs the full-history evaluation.\n   */\n  private async _evaluate(\n    limitDate: string,\n    overrides?: Record<string, number>,\n  ): Promise<{ allocations: AllocationHandle[]; entries: StrategySeriesEntry[] }> {\n    const { id } = await this.resolve();\n    const lastDate = await this._storage.strategies.getLatestSeriesDate(id);\n\n    const tradingDays = await this._storage.tradingDays.getRange();\n    const limitIdx = tradingDays.indexOf(limitDate);\n\n    // Build the allocation index map exactly once per call.\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    // Bootstrap: no checkpoint yet → fall back to full history compute.\n    if (lastDate === null) {\n      return this._evaluateCold(limitDate, overrides, rulesInput, allocations, tradingDays);\n    }\n\n    const lastAllocId = await this._storage.strategies.getLatestAllocationId(id);\n\n    // Incremental window: (lastDate, limitDate], bounded by tradingDays.\n    const incrementalStartIdx = tradingDays.indexOf(lastDate) + 1;\n    const incrementalDays = tradingDays.slice(incrementalStartIdx, limitIdx + 1);\n\n    // Latest-day refresh: when the stored series already covers limitDate,\n    // re-derive that one day from current signals and allow the caller to\n    // upsert if the rule-picked allocation has changed since the original\n    // write. Covers both the preview path (overrides provided — today's bar\n    // computed in-memory via signal.computeAt) and the post-close write path\n    // (overrides undefined — today's bar read from current signals_series).\n    // Guarded to `limitDate === lastDate` so we only re-evaluate the latest\n    // written day — re-evaluating a strictly-past day would mis-seed `current`\n    // from the latest stored allocation instead of the correct day-before\n    // allocation.\n    const isLatestRefresh = incrementalDays.length === 0 && limitDate === lastDate;\n    const newDays = isLatestRefresh ? [limitDate] : incrementalDays;\n    const startIdx = isLatestRefresh ? limitIdx : incrementalStartIdx;\n    if (newDays.length === 0) return { allocations, entries: [] };\n\n    // Build signal bar maps only for the new window.\n    const allSignals = new Set<SignalHandle>();\n    for (const rule of this._rules) if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n    const signalSeries = new Map<number, Map<string, boolean>>();\n    await Promise.all(\n      Array.from(allSignals).map(async (signal) => {\n        const bars =\n          overrides === undefined\n            ? await signal.series({ from: newDays[0]!, to: limitDate })\n            : await this._storage.signals.getSeries(signal.id, { from: newDays[0]!, to: limitDate });\n        const dateMap = new Map<string, boolean>();\n        for (const bar of bars) dateMap.set(bar.date, bar.value === 1);\n        if (overrides !== undefined) {\n          const prevDateIdx = startIdx - 1 >= 0 ? tradingDays[startIdx - 1] : undefined;\n          const prevBool = prevDateIdx !== undefined ? (await signal.value(prevDateIdx)) === 1 : null;\n          const todayValue = await signal.computeAt(limitDate, overrides, prevBool);\n          if (todayValue !== null) dateMap.set(limitDate, todayValue);\n        }\n        signalSeries.set(signal.id, dateMap);\n      }),\n    );\n\n    const rebalanceDates = computeRebalanceDates(tradingDays, this._freq, this._offset);\n\n    // Walk new days, carrying forward `current` from the checkpoint allocation.\n    const entries: StrategySeriesEntry[] = [];\n    let current: number | undefined = lastAllocId !== null ? (allocIndexMap.get(lastAllocId) ?? undefined) : undefined;\n\n    for (const date of newDays) {\n      if (rebalanceDates.has(date)) {\n        for (const rule of rulesInput) {\n          if (rule.signalIds.length === 0) {\n            current = rule.allocationIndex;\n            break;\n          }\n          const allTrue = rule.signalIds.every((sid) => signalSeries.get(sid)?.get(date) ?? false);\n          if (allTrue) {\n            current = rule.allocationIndex;\n            break;\n          }\n        }\n      }\n      if (current !== undefined) {\n        entries.push({ date, allocationId: allocations[current]!.id });\n      }\n    }\n\n    return { allocations, entries };\n  }\n\n  // Renamed body of the old _evaluate — used only for first-ever evaluate (bootstrap).\n  private async _evaluateCold(\n    limitDate: string,\n    overrides: Record<string, number> | undefined,\n    rulesInput: { signalIds: number[]; allocationIndex: number }[],\n    allocations: AllocationHandle[],\n    tradingDays: string[],\n  ): Promise<{ allocations: AllocationHandle[]; entries: StrategySeriesEntry[] }> {\n    const allSignals = new Set<SignalHandle>();\n    for (const rule of this._rules) if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n    const signalSeries = new Map<number, Map<string, boolean>>();\n\n    if (overrides === undefined) {\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.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      // Preview (pre-close, no-write) 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).\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          const todayValue = await signal.computeAt(limitDate, overrides, 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    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    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    const liveEvaluator: LiveEvaluator = {\n      previewLiveState: (date, overrides) => this.previewLiveState(date, overrides),\n    };\n    return new SimulationHandle(result.series, result.trades, options.portfolio, finalState, liveEvaluator);\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 overrides - Raw (unleveraged) live prices keyed by market symbol.\n   *   Symbols absent from this map fall back to the last stored value\n   *   (see `IndicatorHandle._resolveRawBars`).\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, overrides: 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 { allocations, entries } = await this._evaluate(date, overrides);\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 overrides-based preview path as `previewAllocation`.\n   *\n   * @param date - Target trading day to splice in-memory.\n   * @param overrides - Raw (unleveraged) quotes keyed by market symbol.\n   * @param range - Optional filter applied to the returned bars.\n   */\n  async previewSeries(date: string, overrides: 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 { allocations, entries } = await this._evaluate(date, overrides);\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    // When _evaluate returned only incremental entries (checkpoint path), fetch\n    // stored history from the DB and prepend it so the caller gets the full series.\n    const { id } = await this.resolve();\n    const lastDate = await this._storage.strategies.getLatestSeriesDate(id);\n    let storedBars: StrategyBar[] = [];\n    if (lastDate !== null && entries.length > 0 && entries[0]!.date > (tradingDays[0] ?? '')) {\n      // There may be stored history before the first entry — fetch it.\n      const storedEntries = await this._storage.strategies.getSeries(id, { to: lastDate });\n      storedBars = storedEntries.map((e) => ({\n        date: e.date,\n        allocation: allocById.get(e.allocationId) ?? this._allocationMap.get(e.allocationId)!,\n      }));\n    } else if (lastDate !== null && entries.length === 0) {\n      // No new entries (e.g. limitDate === lastDate): return all stored history.\n      const storedEntries = await this._storage.strategies.getSeries(id);\n      storedBars = storedEntries.map((e) => ({\n        date: e.date,\n        allocation: allocById.get(e.allocationId) ?? this._allocationMap.get(e.allocationId)!,\n      }));\n    }\n\n    const newBars: StrategyBar[] = entries.map((e) => ({\n      date: e.date,\n      allocation: allocById.get(e.allocationId)!,\n    }));\n\n    // Merge: stored history (excluding any dates already in newBars) + newBars.\n    const newDates = new Set(newBars.map((b) => b.date));\n    let bars: StrategyBar[] = [...storedBars.filter((b) => !newDates.has(b.date)), ...newBars];\n    bars.sort((a, b) => a.date.localeCompare(b.date));\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  /**\n   * Full live strategy view at `date` under live-quote `overrides`: the active\n   * allocation, the index of the rule that fired (or fallback), and per-rule\n   * per-signal indicator values + truth. Computed entirely through the\n   * overrides preview path — no writes to any `*_series` tables.\n   *\n   * Threshold indicators have their date suppressed (`null`) since their\n   * synthetic series runs over every trading day in storage including future\n   * dates and would report a far-future date for the last bar.\n   */\n  async previewLiveState(date: string, overrides: Record<string, number>): Promise<StrategyLiveState> {\n    await this.resolve();\n\n    const tradingDays = await this._storage.tradingDays.getRange();\n    if (!tradingDays.includes(date)) {\n      throw new Error(`previewLiveState: ${date} is not a trading day`);\n    }\n\n    const [{ allocations, entries }, rules] = await Promise.all([\n      this._evaluate(date, overrides),\n      Promise.all(\n        this._rules.map(async (rule): Promise<LiveRuleState> => {\n          const signalHandles = rule.when ?? [];\n          const signals: LiveSignalState[] = await Promise.all(\n            signalHandles.map(async (sig) => {\n              const [i1Series, i2Series, sigSeries] = await Promise.all([\n                sig.indicator1.previewSeries(date, overrides),\n                sig.indicator2.previewSeries(date, overrides),\n                sig.previewSeries(date, overrides),\n              ]);\n              const last1 = i1Series.at(-1);\n              const last2 = i2Series.at(-1);\n              const lastSig = sigSeries.at(-1);\n              const i1IsThreshold = sig.indicator1.type === 'Threshold';\n              const i2IsThreshold = sig.indicator2.type === 'Threshold';\n              return {\n                indicator1: {\n                  value: last1?.value ?? null,\n                  date: i1IsThreshold ? null : (last1?.date ?? null),\n                },\n                indicator2: {\n                  value: last2?.value ?? null,\n                  date: i2IsThreshold ? null : (last2?.date ?? null),\n                },\n                isTrue: lastSig?.value === 1,\n              };\n            }),\n          );\n          return { signals };\n        }),\n      ),\n    ]);\n\n    const target = entries.find((e) => e.date === date);\n    const allocation = target\n      ? (allocations.find((a) => a.id === target.allocationId) ?? this._allocationMap.get(target.allocationId) ?? null)\n      : null;\n\n    const fallbackIndex = this._rules.length - 1;\n    let activeRuleIndex = fallbackIndex;\n    if (target) {\n      for (let r = 0; r < this._rules.length; r++) {\n        if (this._rules[r]!.hold.id === target.allocationId) {\n          activeRuleIndex = r;\n          break;\n        }\n      }\n    }\n\n    return { allocation, activeRuleIndex, rules };\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\n/** Per-signal slice of a live strategy snapshot. */\nexport interface LiveSignalState {\n  indicator1: { value: number | null; date: string | null };\n  indicator2: { value: number | null; date: string | null };\n  isTrue: boolean;\n}\n\n/** Per-rule collection of live signal states, in the same order as the rule's `when` list. */\nexport interface LiveRuleState {\n  signals: LiveSignalState[];\n}\n\n/** Full live strategy view for a single evaluation date — no portfolio info. */\nexport interface StrategyLiveState {\n  allocation: AllocationHandle | null;\n  activeRuleIndex: number;\n  rules: LiveRuleState[];\n}\n\n/**\n * Combined live state returned by `SimulationHandle.pushAndPreview`: both the\n * portfolio snapshot from a `push` and the strategy evaluation at the target\n * date under the accumulated live-quote overrides.\n */\nexport interface LivePreviewState extends StrategyLiveState {\n  snapshot: PortfolioSnapshot;\n}\n\n/**\n * Callback shape that `SimulationHandle.pushAndPreview` delegates to. Exists\n * purely to break the circular import between `SimulationHandle` (in this\n * file) and `StrategyHandle` (which creates simulations) — a strategy passes\n * a bound `(date, overrides) => previewLiveState(...)` into the handle.\n */\nexport interface LiveEvaluator {\n  previewLiveState(date: string, overrides: Record<string, number>): Promise<StrategyLiveState>;\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  private _pushedQuotes: Record<string, number>;\n  private _liveEvaluator: LiveEvaluator | null;\n\n  constructor(\n    series: DailyBar[],\n    trades: Trade[],\n    startingPortfolio: PortfolioHandle,\n    finalState?: FinalState,\n    liveEvaluator?: LiveEvaluator,\n  ) {\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    this._pushedQuotes = {};\n    this._liveEvaluator = liveEvaluator ?? null;\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  /**\n   * One-call live update. Feeds portfolio-relevant ticker prices into `push`\n   * (derived from `quotes` via the running portfolio's holdings), accumulates\n   * every symbol in `quotes` into an internal override map so macro symbols\n   * (e.g. `^VIX`) persist across ticks, then delegates to the simulation's\n   * strategy for rule / signal / indicator evaluation at `date`.\n   *\n   * Without a live evaluator attached, returns just the portfolio snapshot\n   * with allocation/rules/signals empty.\n   *\n   * @param quotes Symbol → raw live price. Portfolio tickers flow through\n   *   `push` for leveraged-equity math; non-portfolio symbols are still\n   *   layered into the overlay so indicators can see them.\n   * @param options.date Target trading day to evaluate against. Defaults to\n   *   the current UTC ISO date; callers with non-UTC semantics or after-hours\n   *   rollover should supply their own.\n   */\n  async pushAndPreview(quotes: Record<string, number>, options: { date?: string } = {}): Promise<LivePreviewState> {\n    const priceArgs: [TickerHandle, number][] = [];\n    if (this._portfolio) {\n      const seen = new Set<string>();\n      for (const [ticker] of this._portfolio.holdings) {\n        if (ticker.symbol === 'CASHX') continue;\n        if (seen.has(ticker.symbol)) continue;\n        const price = quotes[ticker.symbol];\n        if (price !== undefined) {\n          priceArgs.push([ticker, price]);\n          seen.add(ticker.symbol);\n        }\n      }\n    }\n    const snapshot = this.push(...priceArgs);\n\n    // Merge into the running overlay map (macro symbols etc. persist across ticks).\n    for (const [symbol, price] of Object.entries(quotes)) {\n      this._pushedQuotes[symbol] = price;\n    }\n\n    if (!this._liveEvaluator) {\n      return { snapshot, allocation: null, activeRuleIndex: -1, rules: [] };\n    }\n\n    const date = options.date ?? new Date().toISOString().slice(0, 10);\n    // Pass a snapshot copy so downstream callers can retain the object without\n    // seeing it mutate on later ticks.\n    const strategyState = await this._liveEvaluator.previewLiveState(date, { ...this._pushedQuotes });\n    return { snapshot, ...strategyState };\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        // Thresholds are constants — lookback/delay are semantically unused,\n        // but the DB's canonical form has (lookback=1, delay=0). Matching that\n        // lets `indicators.findOrCreate` reuse existing rows instead of creating\n        // duplicates at (lookback=0, delay=0) that the schema permits.\n        lookback: 1,\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  };\n}\n","import { AllocationHandle } from './allocation';\n\nexport function allocationsEqual(a: AllocationHandle | null, b: AllocationHandle | null): boolean {\n  if (a === null && b === null) return true;\n  if (a === null || b === null) return false;\n  const aj = a.toJSON();\n  const bj = b.toJSON();\n  if (aj.length !== bj.length) return false;\n  for (let i = 0; i < aj.length; i++) {\n    if (aj[i]!.symbol !== bj[i]!.symbol) return false;\n    if (aj[i]!.leverage !== bj[i]!.leverage) return false;\n    if (Math.abs(aj[i]!.weight - bj[i]!.weight) > 1e-9) return false;\n  }\n  return 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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/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/metrics/returns.ts","../src/metrics/summary.ts","../src/metrics/risk.ts","../src/metrics/drawdown.ts","../src/metrics/riskAdjusted.ts","../src/metrics/activity.ts","../src/metrics/tables.ts","../src/metrics/compute.ts","../src/backtest/types.ts","../src/client.ts","../src/handles/allocation-equality.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\nexport interface SmaState {\n  tail: number[];\n}\n\nexport function smaInitialState(bars: DailyBar[], lookback: number): SmaState | null {\n  if (bars.length < lookback) return null;\n  return { tail: bars.slice(-lookback).map((b) => b.value) };\n}\n\nexport function smaNext(prev: SmaState, newRaw: number, lookback: number): { value: number; state: SmaState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  const sum = tail.reduce((a, b) => a + b, 0);\n  return { value: sum / lookback, state: { tail } };\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\nexport interface EmaState {\n  ema: number;\n}\n\nexport function emaInitialState(bars: DailyBar[], lookback: number): EmaState | null {\n  if (bars.length < lookback) return null;\n  const series = computeEma(bars, lookback);\n  if (series.length === 0) return null;\n  return { ema: series[series.length - 1]!.value };\n}\n\nexport function emaNext(prev: EmaState, newRaw: number, lookback: number): { value: number; state: EmaState } {\n  const multiplier = 2 / (lookback + 1);\n  const ema = newRaw * multiplier + prev.ema * (1 - multiplier);\n  return { value: ema, state: { ema } };\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\nexport interface RsiState {\n  avgGain: number;\n  avgLoss: number;\n  prev: number;\n}\n\nexport function rsiInitialState(bars: DailyBar[], lookback: number): RsiState | null {\n  if (bars.length < lookback + 1) return null;\n  let avgGain = 0;\n  let avgLoss = 0;\n  for (let i = 1; i <= lookback; i++) {\n    const change = bars[i]!.value - bars[i - 1]!.value;\n    if (change > 0) avgGain += change;\n    else avgLoss += -change;\n  }\n  avgGain /= lookback;\n  avgLoss /= lookback;\n  let state: RsiState = { avgGain, avgLoss, prev: bars[lookback]!.value };\n  for (let i = lookback + 1; i < bars.length; i++) {\n    const { state: next } = rsiNext(state, bars[i]!.value, lookback);\n    state = next;\n  }\n  return state;\n}\n\nexport function rsiNext(prev: RsiState, newRaw: number, lookback: number): { value: number; state: RsiState } {\n  const change = newRaw - prev.prev;\n  const gain = change > 0 ? change : 0;\n  const loss = change < 0 ? -change : 0;\n  const avgGain = (prev.avgGain * (lookback - 1) + gain) / lookback;\n  const avgLoss = (prev.avgLoss * (lookback - 1) + loss) / lookback;\n  const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n  const value = avgLoss === 0 ? 100 : 100 - 100 / (1 + rs);\n  return { value, state: { avgGain, avgLoss, prev: newRaw } };\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\nexport interface ReturnState {\n  tail: number[];\n}\n\nexport function returnInitialState(bars: DailyBar[], lookback: number): ReturnState | null {\n  if (bars.length < lookback + 1) return null;\n  return { tail: bars.slice(-(lookback + 1)).map((b) => b.value) };\n}\n\nexport function returnNext(\n  prev: ReturnState,\n  newRaw: number,\n  lookback: number,\n  mode: ReturnMode = 'pct',\n): { value: number; state: ReturnState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  const old = tail[0]!;\n  const value = mode === 'abs' ? newRaw - old : (newRaw - old) / old;\n  return { value, state: { tail } };\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\nexport interface VolatilityState {\n  tail: number[];\n}\n\nexport function volatilityInitialState(bars: DailyBar[], lookback: number): VolatilityState | null {\n  if (bars.length < lookback + 1) return null;\n  return { tail: bars.slice(-(lookback + 1)).map((b) => b.value) };\n}\n\nexport function volatilityNext(\n  prev: VolatilityState,\n  newRaw: number,\n  lookback: number,\n): { value: number; state: VolatilityState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  const returns: number[] = [];\n  for (let i = 1; i < tail.length; i++) returns.push(tail[i]! / tail[i - 1]! - 1);\n  const mean = returns.reduce((s, r) => s + r, 0) / lookback;\n  const variance = returns.reduce((s, r) => s + (r - mean) ** 2, 0) / lookback;\n  return { value: Math.sqrt(variance), state: { tail } };\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\nexport interface DrawdownState {\n  tail: number[];\n}\n\nexport function drawdownInitialState(bars: DailyBar[], lookback: number): DrawdownState | null {\n  if (bars.length < lookback) return null;\n  return { tail: bars.slice(-lookback).map((b) => b.value) };\n}\n\nexport function drawdownNext(\n  prev: DrawdownState,\n  newRaw: number,\n  _lookback: number,\n): { value: number; state: DrawdownState } {\n  const tail = [...prev.tail.slice(1), newRaw];\n  let max = -Infinity;\n  for (const v of tail) if (v > max) max = v;\n  return { value: (newRaw - max) / max, state: { tail } };\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';\nimport { smaNext, smaInitialState } from './sma';\nimport { emaNext, emaInitialState } from './ema';\nimport { rsiNext, rsiInitialState } from './rsi';\nimport { returnNext, returnInitialState } from './returns';\nimport { volatilityNext, volatilityInitialState } from './volatility';\nimport { drawdownNext, drawdownInitialState } 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\nexport type NextStepFn = (prev: unknown, newRaw: number, lookback: number) => { value: number; state: unknown };\n\nexport type InitialStateFn = (bars: DailyBar[], lookback: number) => unknown | null;\n\nconst NEXT: Record<string, NextStepFn> = {\n  SMA: smaNext as NextStepFn,\n  EMA: emaNext as NextStepFn,\n  RSI: rsiNext as NextStepFn,\n  Return: ((prev, newRaw, lookback) => returnNext(prev as { tail: number[] }, newRaw, lookback, 'pct')) as NextStepFn,\n  Volatility: volatilityNext as NextStepFn,\n  Drawdown: drawdownNext as NextStepFn,\n};\n\nconst SEED: Record<string, InitialStateFn> = {\n  SMA: smaInitialState as InitialStateFn,\n  EMA: emaInitialState as InitialStateFn,\n  RSI: rsiInitialState as InitialStateFn,\n  Return: returnInitialState as InitialStateFn,\n  Volatility: volatilityInitialState as InitialStateFn,\n  Drawdown: drawdownInitialState as InitialStateFn,\n};\n\nexport function getNextComputation(type: string): NextStepFn | undefined {\n  return NEXT[type];\n}\n\nexport function getInitialStateFn(type: string): InitialStateFn | undefined {\n  return SEED[type];\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, getNextComputation, getInitialStateFn } from '../computations/index';\nimport { computeReturns, returnNext } from '../computations/returns';\nimport { computeCalendar } from '../computations/calendar';\n\n/**\n * Inverse of `FRED_SERIES` in `providers/mappings.ts`. Lets `_readStoredBars`\n * map a FRED series ID (`DGS3MO`, `DGS10`, etc.) back to the indicator type\n * whose stored series holds that series' history.\n */\nconst FRED_SYMBOL_TO_TYPE: Record<string, string> = {\n  DGS3MO: 'T3M',\n  DGS6MO: 'T6M',\n  DGS1: 'T1Y',\n  DGS2: 'T2Y',\n  DGS3: 'T3Y',\n  DGS5: 'T5Y',\n  DGS7: 'T7Y',\n  DGS10: 'T10Y',\n  DGS20: 'T20Y',\n  DGS30: 'T30Y',\n};\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    // `horizon` = the latest date this indicator's series can be written at.\n    // delay = 0 → latestClosed; delay > 0 → latestClosed − delay trading days.\n    // \"Fresh\" means the stored series already reaches that horizon.\n    let horizon = latestClosed;\n    if (this.delay > 0) {\n      const tradingDays = await this._storage.tradingDays.getRange();\n      const idx = tradingDays.indexOf(latestClosed);\n      if (idx >= this.delay) {\n        horizon = tradingDays[idx - this.delay]!;\n      }\n    }\n\n    const latestSeries = await this._getLatestSeriesDate(id);\n\n    if (latestSeries === horizon) {\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. On sync failure (e.g.,\n    // browser has no market provider, or upstream feed hasn't published the\n    // new date yet), fall back to whatever storage already has and treat the\n    // cache as fresh so downstream callers don't retry the failing sync on\n    // every read.\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed)\n        .catch((err) => {\n          console.warn('[sdk] indicator sync failed, using stored data:', err);\n        })\n        .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    if (info.provider === 'none') return;\n\n    // Compute the horizon this indicator may publish up to.\n    let horizon = latestClosed;\n    if (this.delay > 0) {\n      const tradingDays = await this._storage.tradingDays.getRange();\n      const idx = tradingDays.indexOf(latestClosed);\n      if (idx < this.delay) return;\n      horizon = tradingDays[idx - this.delay]!;\n    }\n\n    // Fast path only applies when (a) we have a checkpoint, (b) the type is stateful\n    // (has a *Next in the dispatch table), and (c) the checkpoint's date is strictly\n    // less than horizon (i.e., there's at least one new bar to append).\n    const nextFn = getNextComputation(this.type);\n    const seedFn = getInitialStateFn(this.type);\n    const { id } = await this.resolve();\n    const checkpoint = nextFn ? await this._storage.indicators.getLatestBar(id) : null;\n\n    if (fromDate && nextFn && seedFn && checkpoint && checkpoint.metadata != null && checkpoint.date < horizon) {\n      // Fetch only the raw bars we need to step forward over.\n      const rawBars = await this._fetchRawBarsForIncremental(info, checkpoint.date, horizon);\n      if (rawBars.length === 0) return;\n      const newBars: { date: string; value: number }[] = [];\n      let state = checkpoint.metadata as unknown;\n      for (const raw of rawBars) {\n        if (raw.date <= checkpoint.date) continue;\n        if (raw.date > horizon) break;\n        const step =\n          this.type === 'Return' && info.provider === 'computed' && info.rateSeries\n            ? returnNext(state as { tail: number[] }, raw.value, this.lookback, 'abs')\n            : nextFn(state, raw.value, this.lookback);\n        newBars.push({ date: raw.date, value: step.value });\n        state = step.state;\n      }\n      if (newBars.length === 0) return;\n      await this._storage.indicators.writeSeries(id, newBars, { metadata: state });\n      return;\n    }\n\n    // Cold path (existing logic, now augmented to park initial-state metadata).\n    let bars: DailyBar[];\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        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        await priceHandle._ensureFresh();\n        const priceBars = await priceHandle._querySeriesFromDb();\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        if (fromDate) bars = bars.filter((b) => b.date > fromDate);\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        if (fromDate) bars = bars.filter((b) => b.date > fromDate);\n        break;\n      }\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    bars = bars.filter((b) => b.date <= horizon);\n    if (bars.length === 0) return;\n\n    // For stateful types, derive and park the terminal metadata so subsequent\n    // syncs take the fast path.\n    let metadata: unknown = undefined;\n    if (seedFn) {\n      // For stateful COMPUTED types, seed from the full price bars up to horizon;\n      // for stateful FETCHED types (none in current code, but future-safe) seed\n      // from the bars we're about to write.\n      if (info.provider === 'computed') {\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        const priceBars = (await priceHandle._querySeriesFromDb()).filter((b) => b.date <= horizon);\n        metadata = seedFn(priceBars, this.lookback) ?? undefined;\n      } else {\n        metadata = seedFn(bars, this.lookback) ?? undefined;\n      }\n    }\n\n    await this._upsertSeries(bars, metadata);\n  }\n\n  private async _fetchRawBarsForIncremental(\n    info: ReturnType<typeof getProviderInfo>,\n    sinceDate: string,\n    horizon: string,\n  ): Promise<DailyBar[]> {\n    if (info.provider === 'computed') {\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      await priceHandle._ensureFresh();\n      return (await priceHandle._querySeriesFromDb({ from: sinceDate })).filter(\n        (b) => b.date > sinceDate && b.date <= horizon,\n      );\n    }\n    if (info.provider === 'yahoo' || info.provider === 'fred') {\n      const symbol = info.provider === 'yahoo' ? info.symbol : info.seriesId;\n      const bars = await this._market.fetchBars(symbol, sinceDate);\n      return bars.filter((b) => b.date > sinceDate && b.date <= horizon);\n    }\n    if (info.provider === 'calendar') {\n      const allDays = await this._storage.tradingDays.getRange();\n      const dayBars: DailyBar[] = allDays.map((date) => ({ date, value: 0 }));\n      return computeCalendar(dayBars, this.type as 'Month' | 'Day of Week' | 'Day of Month' | 'Day of Year').filter(\n        (b) => b.date > sinceDate && b.date <= horizon,\n      );\n    }\n    return [];\n  }\n\n  private async _upsertSeries(bars: DailyBar[], metadata?: unknown): Promise<void> {\n    const { id } = await this.resolve();\n    await this._storage.indicators.writeSeries(id, bars, metadata !== undefined ? { metadata } : undefined);\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  /**\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` without persisting anything, with\n   * optional live-quote `overrides` keyed by raw market symbol (the same symbol\n   * space `MarketProvider.fetchBars` uses — ticker symbols for Price/SMA/etc.,\n   * `^VIX` / `^VIX3M` for macro, FRED series IDs like `DGS3MO` for Treasury).\n   *\n   * Bars for the underlying symbol are resolved storage-first when the market\n   * hasn't yet produced bars for `date` (trading day still open), and storage\n   * is the fallback whenever the remote fetch fails — see `_resolveRawBars`.\n   *\n   * For Threshold: returns the threshold constant. For calendar types: computed\n   * from `tradingDays.getRange()`. For all others: `_resolveRawBars` → leverage\n   * compounding (if any) → lookback-specific computation. Returns null if the\n   * value cannot be computed.\n   */\n  async computeAt(date: string, overrides?: Record<string, number>): 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      // Fast path: checkpoint is the trading day immediately before `date`.\n      const nextFn = getNextComputation(this.type);\n      if (nextFn) {\n        const { id } = await this.resolve();\n        const checkpoint = await this._storage.indicators.getLatestBar(id);\n        if (checkpoint && checkpoint.metadata != null) {\n          const tradingDays = await this._storage.tradingDays.getRange();\n          const ckIdx = tradingDays.indexOf(checkpoint.date);\n          const tgtIdx = tradingDays.indexOf(date);\n          if (ckIdx >= 0 && tgtIdx === ckIdx + 1) {\n            const rawBar = await this._resolveRawBarAt(info.symbol, date, overrides);\n            if (rawBar === null) return null;\n\n            // For leveraged tickers the checkpoint state (`checkpoint.metadata`)\n            // was built on the leveraged price series, so its `prev` is a\n            // leveraged value. Scale the new raw bar up to the same leveraged\n            // scale before stepping the recursive computation — otherwise the\n            // one-step `change` mixes unleveraged with leveraged and produces\n            // a runaway delta (e.g. QQQ 3x RSI(10) spiking from 80 → 97 on a\n            // flat intraday day). Rate tickers (DTB3, DFF, …) skip this: their\n            // stored series is raw by convention, with leverage applied at\n            // accrual time by the simulator.\n            const leverage = this.ticker?.leverage ?? 1;\n            let nextValue = rawBar;\n            if (leverage !== 1 && !isRateTickerSymbol(this.ticker?.symbol ?? null)) {\n              // Overrides are scoped to `date`, not `checkpoint.date`; resolving\n              // the prior close *with* overrides in scope returns the override\n              // (same symbol, any date) and makes dailyReturn=0. Pass undefined\n              // so the prior close comes from storage.\n              const prevRaw = await this._resolveRawBarAt(info.symbol, checkpoint.date, undefined);\n              const prevLev = (checkpoint.metadata as { prev?: number }).prev;\n              if (prevRaw !== null && prevRaw !== 0 && typeof prevLev === 'number') {\n                const dailyReturn = (rawBar - prevRaw) / prevRaw;\n                nextValue = prevLev * (1 + leverage * dailyReturn);\n              }\n            }\n\n            const step =\n              this.type === 'Return' && info.rateSeries\n                ? returnNext(checkpoint.metadata as { tail: number[] }, nextValue, this.lookback, 'abs')\n                : nextFn(checkpoint.metadata, nextValue, this.lookback);\n            return step.value;\n          }\n        }\n      }\n\n      // Size the bar window by the computation's actual needs, expressed in\n      // calendar days. Three buckets:\n      //\n      //   Exact reads (SMA / Return / Volatility / Drawdown) want `lookback`\n      //   *trading* days in the result; with ~5 trading days per 7 calendar\n      //   days plus holidays that's ~`lookback * 1.5` calendar days, plus a\n      //   small fixed buffer for long weekends.\n      //\n      //   EMA is recursive: seed = first N-bar SMA, then `(1-α)^k` decay with\n      //   α = 2 / (N+1). For small N the decay is fast; for N=200 decay is\n      //   ~0.99/bar, so we want several multiples of `lookback` to get close\n      //   to the fully-synced EMA value.\n      //\n      //   Wilder's RSI decays at ~10%/bar regardless of lookback and starts\n      //   from a simple-average seed that can pin at 100 (or 0) for a window\n      //   full of only-up (or only-down) days; it needs the widest window.\n      let calendarDays: number;\n      if (this.type === 'RSI') {\n        calendarDays = Math.max(this.lookback * 10, 90);\n      } else if (this.type === 'EMA') {\n        calendarDays = Math.max(this.lookback * 5, 60);\n      } else {\n        // SMA, Return, Volatility, Drawdown — exact-read, only need coverage.\n        calendarDays = Math.ceil(this.lookback * 1.5) + 15;\n      }\n      const from = _subtractCalendarDays(date, this.lookback + calendarDays);\n      const rawBars = await this._resolveRawBars(info.symbol, from, date, overrides);\n\n      // Apply leverage anchored to the stored leveraged value at the date just\n      // before the first resolved raw bar. Mirrors `_sync`'s anchor logic.\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: resolve a small window — just enough to get `date` and\n    // one prior bar (needed for leverage return calculation). 15 calendar days\n    // comfortably bridges a long weekend + holiday gap; FRED series in\n    // particular publish on T+1 / T+2 cadences and can miss a market day.\n    const symbol = info.provider === 'yahoo' ? info.symbol : info.seriesId;\n    const from = _subtractCalendarDays(date, 15);\n    const rawBars = await this._resolveRawBars(symbol, from, date, overrides);\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    const dateIdx = rawBars.findIndex((b) => b.date === date);\n    if (dateIdx < 0) return null; // date not in bars at all\n\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  /**\n   * Raw (unleveraged) bars for `symbol` up through `date`, with the live quote\n   * from `overrides[symbol]` (if any) spliced in at `date`.\n   *\n   * Decision policy:\n   *   - `date` > `tradingDays.getLatestClosed()`: market has nothing for that\n   *     day yet — skip the remote fetch entirely and read from storage.\n   *   - otherwise: try `this._market.fetchBars(symbol, from)`. On failure, fall\n   *     back to storage — upstream HTTP providers (Yahoo / FRED) are flaky.\n   *\n   * After the base is resolved, `overrides[symbol]` is spliced at `date`\n   * (replaces the existing bar, or is appended in-order). When no override is\n   * present but `date` isn't in the base bars, the last known value is carried\n   * forward to `date` — this preserves the fallbackMissingQuotes behaviour the\n   * old overlay exposed so leverage compounding / computations always have a\n   * point at `date` to land on.\n   */\n  private async _resolveRawBars(\n    symbol: string,\n    from: string,\n    date: string,\n    overrides?: Record<string, number>,\n  ): Promise<DailyBar[]> {\n    const latestClosed = await this._storage.tradingDays.getLatestClosed();\n    const closedForDate = latestClosed !== null && date <= latestClosed;\n\n    let bars: DailyBar[];\n    if (closedForDate) {\n      try {\n        bars = await this._market.fetchBars(symbol, from);\n      } catch {\n        bars = await this._readStoredBars(symbol, from);\n      }\n    } else {\n      bars = await this._readStoredBars(symbol, from);\n    }\n\n    const override = overrides?.[symbol];\n    const existingIdx = bars.findIndex((b) => b.date === date);\n\n    if (override !== undefined) {\n      if (existingIdx >= 0) {\n        bars[existingIdx] = { date, value: override };\n      } else {\n        bars = [...bars, { date, value: override }].sort((a, b) => a.date.localeCompare(b.date));\n      }\n    } else if (existingIdx < 0 && bars.length > 0) {\n      // Carry last known value forward to `date` (matches the overlay's\n      // `fallbackMissingQuotes` behaviour for every consumer that used it).\n      bars = [...bars, { date, value: bars[bars.length - 1]!.value }];\n    }\n\n    return bars;\n  }\n\n  /**\n   * Resolve the single raw (unleveraged) value for `symbol` at `date`.\n   * Returns the override directly when present; otherwise delegates to\n   * `_resolveRawBars` with a one-day window and picks the matching bar.\n   */\n  private async _resolveRawBarAt(\n    symbol: string,\n    date: string,\n    overrides?: Record<string, number>,\n  ): Promise<number | null> {\n    const override = overrides?.[symbol];\n    if (override !== undefined) return override;\n    const bars = await this._resolveRawBars(symbol, date, date, overrides);\n    const hit = bars.find((b) => b.date === date);\n    return hit?.value ?? null;\n  }\n\n  /**\n   * Resolve raw (unleveraged) bars for a market symbol from storage. Maps:\n   *   - `^VIX`   → the VIX indicator's stored series\n   *   - `^VIX3M` → the VIX3M indicator's stored series\n   *   - `DGS*`   → the matching Treasury-tenor indicator's stored series\n   *   - anything else → the `Price` indicator for that ticker symbol with\n   *     `leverage = 1` (the raw contract that `MarketProvider.fetchBars` has).\n   *\n   * Returns `[]` when the resolved indicator has no stored bars yet.\n   */\n  private async _readStoredBars(symbol: string, from: string): Promise<DailyBar[]> {\n    let identity: {\n      type: string;\n      tickerId: number | null;\n      lookback: number;\n      delay: number;\n      unit: string | null;\n      threshold: number | null;\n    };\n    if (symbol === '^VIX') {\n      identity = { type: 'VIX', tickerId: null, lookback: 0, delay: 0, unit: null, threshold: null };\n    } else if (symbol === '^VIX3M') {\n      identity = { type: 'VIX3M', tickerId: null, lookback: 0, delay: 0, unit: null, threshold: null };\n    } else if (FRED_SYMBOL_TO_TYPE[symbol]) {\n      identity = {\n        type: FRED_SYMBOL_TO_TYPE[symbol]!,\n        tickerId: null,\n        lookback: 0,\n        delay: 0,\n        unit: null,\n        threshold: null,\n      };\n    } else {\n      const { id: tickerId } = await this._storage.tickers.findOrCreate(symbol, 1);\n      identity = { type: 'Price', tickerId, lookback: 0, delay: 0, unit: null, threshold: null };\n    }\n    const { id } = await this._storage.indicators.findOrCreate(identity);\n    return this._storage.indicators.getSeries(id, { from });\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 with an in-memory bar at `date`\n   * computed via `computeAt` with the supplied live-quote `overrides`. 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.\n   *   Must be in `tradingDays.getRange()`.\n   * @param overrides - Raw (unleveraged) quotes keyed by market symbol.\n   *   Symbols omitted fall back to the last known value (see `_resolveRawBars`).\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, overrides: 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    let bars: DailyBar[];\n    if (this.type === 'Threshold') {\n      bars = await this._syntheticThresholdSeries();\n    } else {\n      bars = await this._querySeriesFromDb();\n    }\n\n    // Only splice a \"today\" bar when the indicator is publishable at `date`\n    // — i.e. `delay === 0`. For delay > 0 the latest usable point is already\n    // `latestClosed − delay`, which lives in `bars` as-is from storage.\n    if (this.delay === 0) {\n      const todayValue = await this.computeAt(date, overrides);\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\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';\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 _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  // The `market` parameter is kept in the signature for API compatibility with\n  // `new SignalHandle(storage, market, identity)` — signals no longer carry\n  // their own market reference since `computeAt` delegates to the indicator\n  // handles, which already hold one.\n  constructor(storage: StorageProvider, _market: MarketProvider, identity: SignalIdentity) {\n    this._storage = storage;\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    const latestSeries = await this._getLatestSignalSeriesDate(id);\n\n    if (latestSeries === latestClosed) {\n      this._cachedSeries = null;\n      this._cachedAsOf = latestClosed;\n      return;\n    }\n\n    // Determine whether the single-bar fast path applies so we know whether to\n    // pre-sync the indicator series.  The fast path uses `computeAt` and handles\n    // its own freshness; the cold/multi-bar path requires indicators to be\n    // synced to storage first.\n    const isFastPath = await this._isSingleBarFastPath(latestSeries ?? undefined, latestClosed);\n    if (!isFastPath) {\n      await Promise.all([this.indicator1.series(), this.indicator2.series()]);\n    }\n\n    if (!this._syncing) {\n      this._syncing = this._sync(latestSeries ?? undefined, latestClosed)\n        .catch((err) => {\n          console.warn('[sdk] signal sync failed, using stored data:', err);\n        })\n        .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 _isSingleBarFastPath(fromDate: string | undefined, latestClosed: string): Promise<boolean> {\n    if (!fromDate) return false;\n    const tradingDays = await this._storage.tradingDays.getRange();\n    const fromIdx = tradingDays.indexOf(fromDate);\n    const closedIdx = tradingDays.indexOf(latestClosed);\n    return fromIdx >= 0 && closedIdx === fromIdx + 1;\n  }\n\n  private async _sync(fromDate: string | undefined, latestClosed: string): Promise<void> {\n    const { id } = await this.resolve();\n\n    const absolute = ABSOLUTE_TOLERANCE_TYPES.has(this.indicator1.type);\n\n    // Single-bar fast path: we have a checkpoint (fromDate), and the next bar to\n    // produce is the trading day immediately after fromDate.\n    if (fromDate) {\n      const tradingDays = await this._storage.tradingDays.getRange();\n      const fromIdx = tradingDays.indexOf(fromDate);\n      const closedIdx = tradingDays.indexOf(latestClosed);\n      if (fromIdx >= 0 && closedIdx === fromIdx + 1) {\n        const newDate = tradingDays[closedIdx]!;\n        const [v1, v2] = await Promise.all([\n          this.indicator1.computeAt(newDate, undefined),\n          this.indicator2.computeAt(newDate, undefined),\n        ]);\n        if (v1 === null || v2 === null) return;\n        const prev = (await this._getLastSignalValue(id)) ?? undefined;\n        const value = this._evaluateOneBar(v1, v2, absolute, prev);\n        await this._upsertSeries([{ date: newDate, value }]);\n        return;\n      }\n    }\n\n    // Existing multi-bar / cold path.\n    const range = fromDate ? { from: fromDate } : undefined;\n    const [series1, series2] = await Promise.all([this.indicator1.series(range), this.indicator2.series(range)]);\n    const previousValue = fromDate ? ((await this._getLastSignalValue(id)) ?? undefined) : undefined;\n    const signalBars = evaluateSignal(series1, series2, this.comparison, this.tolerance, absolute, previousValue);\n    const bars = signalBars.filter((b) => b.date <= latestClosed);\n    if (bars.length > 0) await this._upsertSeries(bars);\n  }\n\n  private _evaluateOneBar(v1: number, v2: number, absolute: boolean, prev: number | undefined): number {\n    if (this.tolerance === 0) {\n      switch (this.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    const upper = absolute ? v2 + this.tolerance : v2 * (1 + this.tolerance / 100);\n    const lower = absolute ? v2 - this.tolerance : v2 * (1 - this.tolerance / 100);\n    if (this.comparison === '=') return v1 >= lower && v1 <= upper ? 1 : 0;\n    if (prev === undefined) {\n      return this.comparison === '>' ? (v1 > v2 ? 1 : 0) : v1 < v2 ? 1 : 0;\n    }\n    if (this.comparison === '>') {\n      return prev === 1 ? (v1 < lower ? 0 : 1) : v1 > upper ? 1 : 0;\n    }\n    return prev === 1 ? (v1 > upper ? 0 : 1) : v1 < lower ? 1 : 0;\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  /**\n   * Compute the signal's boolean value at `date` without persisting anything,\n   * with optional live-quote `overrides` that are routed through each\n   * indicator's `computeAt`. Returns null if either indicator cannot produce\n   * 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(\n    date: string,\n    overrides?: Record<string, number>,\n    prevBool?: boolean | null,\n  ): Promise<boolean | null> {\n    const [v1, v2] = await Promise.all([\n      this.indicator1.computeAt(date, overrides),\n      this.indicator2.computeAt(date, overrides),\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` with the supplied live-quote `overrides`. Does\n   * NOT write to `signals_series`.\n   *\n   * @param date - Target trading day whose boolean is computed in-memory.\n   * @param overrides - Raw (unleveraged) quotes keyed by market symbol.\n   * @param range - Optional filter applied to the returned bars.\n   */\n  async previewSeries(date: string, overrides: 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    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(date, overrides, 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 ${total}`);\n    }\n    this._storage = storage;\n    this.holdings = holdings;\n  }\n\n  get id(): number {\n    if (this._resolvedId == null)\n      throw new Error('AllocationHandle not yet resolved. Call resolve(), or access via an async method.');\n    return this._resolvedId;\n  }\n\n  async resolve(): Promise<{ id: number }> {\n    if (this._resolvedId != null) return { id: this._resolvedId };\n    if (!this._resolving) this._resolving = this._doResolve();\n    return this._resolving;\n  }\n\n  static fromResolved(storage: StorageProvider, id: number, holdings: [TickerHandle, number][]): AllocationHandle {\n    const handle = new AllocationHandle(storage, holdings);\n    handle._resolvedId = id;\n    return handle;\n  }\n\n  toJSON(): Array<{ symbol: string; leverage: number; weight: number }> {\n    return this.holdings\n      .map(([ticker, weight]) => ({ symbol: ticker.symbol, leverage: ticker.leverage, weight }))\n      .sort((a, b) => a.symbol.localeCompare(b.symbol) || a.leverage - b.leverage);\n  }\n\n  private async _doResolve(): Promise<{ id: number }> {\n    await Promise.all(this.holdings.map(([ticker]) => ticker.resolve()));\n\n    const holdingsJson: Record<string, number> = {};\n    for (const [ticker, weight] of this.holdings) {\n      const key = ticker.leverage !== 1 ? `${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 {\n  SimulateOptions,\n  FinalState,\n  LiveEvaluator,\n  StrategyLiveState,\n  LiveRuleState,\n  LiveSignalState,\n} 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  marketSymbols(): string[] {\n    const set = new Set<string>();\n    for (const rule of this._rules) {\n      for (const [ticker] of rule.hold.holdings) {\n        if (ticker.symbol !== 'CASHX') set.add(ticker.symbol);\n      }\n      for (const signal of rule.when ?? []) {\n        for (const ind of [signal.indicator1, signal.indicator2]) {\n          if (ind.ticker !== null && ind.ticker.symbol !== 'CASHX') set.add(ind.ticker.symbol);\n          if (ind.type === 'VIX') set.add('^VIX');\n          if (ind.type === 'VIX3M') set.add('^VIX3M');\n        }\n      }\n    }\n    return Array.from(set).sort();\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 _ensureFresh(): Promise<void> {\n    await this.resolve();\n    const latestClosed = await this._getLatestClosedTradingDay();\n\n    // In-memory memoization: skip work if this handle already synced against\n    // the current latestClosed. Still runs once per handle per trading day.\n    if (this._cachedAsOf === latestClosed) return;\n\n    // Always run _sync — even when the stored series already covers\n    // latestClosed. _evaluate now re-derives [latestClosed, latestClosed] in\n    // that case so a previously-written row is re-checked against the current\n    // signals_series; if upstream signals have been recomputed since the\n    // original write, writeSeries upserts the correction. Without this, once\n    // a day is written the SDK never revisits it and drift accumulates.\n    if (!this._syncing) {\n      this._syncing = this._sync(latestClosed)\n        .catch((err) => {\n          console.warn('[sdk] strategy sync failed, using stored data:', err);\n        })\n        .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(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 the public preview methods (pre-close read-only path).\n   *\n   * When `overrides` is `undefined` we take the write path — syncing signals\n   * through storage as normal. When `overrides` is provided (even an empty\n   * map) we take the read-only preview path: historical signal bars come\n   * straight from storage, today's bar is computed in-memory via\n   * `signal.computeAt(date, overrides, prevBool)`, and nothing is written.\n   *\n   * Incremental path: when a strategy checkpoint exists (`getLatestSeriesDate`\n   * returns non-null), only the window (lastDate, limitDate] is processed.\n   * The current allocation is carried forward from `getLatestAllocationId`.\n   * Bootstrap: when no checkpoint exists, falls back to `_evaluateCold` which\n   * runs the full-history evaluation.\n   */\n  private async _evaluate(\n    limitDate: string,\n    overrides?: Record<string, number>,\n  ): Promise<{ allocations: AllocationHandle[]; entries: StrategySeriesEntry[] }> {\n    const { id } = await this.resolve();\n    const lastDate = await this._storage.strategies.getLatestSeriesDate(id);\n\n    const tradingDays = await this._storage.tradingDays.getRange();\n    const limitIdx = tradingDays.indexOf(limitDate);\n\n    // Build the allocation index map exactly once per call.\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    // Bootstrap: no checkpoint yet → fall back to full history compute.\n    if (lastDate === null) {\n      return this._evaluateCold(limitDate, overrides, rulesInput, allocations, tradingDays);\n    }\n\n    const lastAllocId = await this._storage.strategies.getLatestAllocationId(id);\n\n    // Incremental window: (lastDate, limitDate], bounded by tradingDays.\n    const incrementalStartIdx = tradingDays.indexOf(lastDate) + 1;\n    const incrementalDays = tradingDays.slice(incrementalStartIdx, limitIdx + 1);\n\n    // Latest-day refresh: when the stored series already covers limitDate,\n    // re-derive that one day from current signals and allow the caller to\n    // upsert if the rule-picked allocation has changed since the original\n    // write. Covers both the preview path (overrides provided — today's bar\n    // computed in-memory via signal.computeAt) and the post-close write path\n    // (overrides undefined — today's bar read from current signals_series).\n    // Guarded to `limitDate === lastDate` so we only re-evaluate the latest\n    // written day — re-evaluating a strictly-past day would mis-seed `current`\n    // from the latest stored allocation instead of the correct day-before\n    // allocation.\n    const isLatestRefresh = incrementalDays.length === 0 && limitDate === lastDate;\n    const newDays = isLatestRefresh ? [limitDate] : incrementalDays;\n    const startIdx = isLatestRefresh ? limitIdx : incrementalStartIdx;\n    if (newDays.length === 0) return { allocations, entries: [] };\n\n    // Build signal bar maps only for the new window.\n    const allSignals = new Set<SignalHandle>();\n    for (const rule of this._rules) if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n    const signalSeries = new Map<number, Map<string, boolean>>();\n    await Promise.all(\n      Array.from(allSignals).map(async (signal) => {\n        const bars =\n          overrides === undefined\n            ? await signal.series({ from: newDays[0]!, to: limitDate })\n            : await this._storage.signals.getSeries(signal.id, { from: newDays[0]!, to: limitDate });\n        const dateMap = new Map<string, boolean>();\n        for (const bar of bars) dateMap.set(bar.date, bar.value === 1);\n        if (overrides !== undefined) {\n          const prevDateIdx = startIdx - 1 >= 0 ? tradingDays[startIdx - 1] : undefined;\n          const prevBool = prevDateIdx !== undefined ? (await signal.value(prevDateIdx)) === 1 : null;\n          const todayValue = await signal.computeAt(limitDate, overrides, prevBool);\n          if (todayValue !== null) dateMap.set(limitDate, todayValue);\n        }\n        signalSeries.set(signal.id, dateMap);\n      }),\n    );\n\n    const rebalanceDates = computeRebalanceDates(tradingDays, this._freq, this._offset);\n\n    // Walk new days, carrying forward `current` from the checkpoint allocation.\n    const entries: StrategySeriesEntry[] = [];\n    let current: number | undefined = lastAllocId !== null ? (allocIndexMap.get(lastAllocId) ?? undefined) : undefined;\n\n    for (const date of newDays) {\n      if (rebalanceDates.has(date)) {\n        for (const rule of rulesInput) {\n          if (rule.signalIds.length === 0) {\n            current = rule.allocationIndex;\n            break;\n          }\n          const allTrue = rule.signalIds.every((sid) => signalSeries.get(sid)?.get(date) ?? false);\n          if (allTrue) {\n            current = rule.allocationIndex;\n            break;\n          }\n        }\n      }\n      if (current !== undefined) {\n        entries.push({ date, allocationId: allocations[current]!.id });\n      }\n    }\n\n    return { allocations, entries };\n  }\n\n  // Renamed body of the old _evaluate — used only for first-ever evaluate (bootstrap).\n  private async _evaluateCold(\n    limitDate: string,\n    overrides: Record<string, number> | undefined,\n    rulesInput: { signalIds: number[]; allocationIndex: number }[],\n    allocations: AllocationHandle[],\n    tradingDays: string[],\n  ): Promise<{ allocations: AllocationHandle[]; entries: StrategySeriesEntry[] }> {\n    const allSignals = new Set<SignalHandle>();\n    for (const rule of this._rules) if (rule.when) rule.when.forEach((s) => allSignals.add(s));\n    const signalSeries = new Map<number, Map<string, boolean>>();\n\n    if (overrides === undefined) {\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.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      // Preview (pre-close, no-write) 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).\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          const todayValue = await signal.computeAt(limitDate, overrides, 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    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    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    const liveEvaluator: LiveEvaluator = {\n      previewLiveState: (date, overrides) => this.previewLiveState(date, overrides),\n    };\n    return new SimulationHandle(result.series, result.trades, options.portfolio, finalState, liveEvaluator);\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 overrides - Raw (unleveraged) live prices keyed by market symbol.\n   *   Symbols absent from this map fall back to the last stored value\n   *   (see `IndicatorHandle._resolveRawBars`).\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, overrides: 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 { allocations, entries } = await this._evaluate(date, overrides);\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 overrides-based preview path as `previewAllocation`.\n   *\n   * @param date - Target trading day to splice in-memory.\n   * @param overrides - Raw (unleveraged) quotes keyed by market symbol.\n   * @param range - Optional filter applied to the returned bars.\n   */\n  async previewSeries(date: string, overrides: 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 { allocations, entries } = await this._evaluate(date, overrides);\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    // When _evaluate returned only incremental entries (checkpoint path), fetch\n    // stored history from the DB and prepend it so the caller gets the full series.\n    const { id } = await this.resolve();\n    const lastDate = await this._storage.strategies.getLatestSeriesDate(id);\n    let storedBars: StrategyBar[] = [];\n    if (lastDate !== null && entries.length > 0 && entries[0]!.date > (tradingDays[0] ?? '')) {\n      // There may be stored history before the first entry — fetch it.\n      const storedEntries = await this._storage.strategies.getSeries(id, { to: lastDate });\n      storedBars = storedEntries.map((e) => ({\n        date: e.date,\n        allocation: allocById.get(e.allocationId) ?? this._allocationMap.get(e.allocationId)!,\n      }));\n    } else if (lastDate !== null && entries.length === 0) {\n      // No new entries (e.g. limitDate === lastDate): return all stored history.\n      const storedEntries = await this._storage.strategies.getSeries(id);\n      storedBars = storedEntries.map((e) => ({\n        date: e.date,\n        allocation: allocById.get(e.allocationId) ?? this._allocationMap.get(e.allocationId)!,\n      }));\n    }\n\n    const newBars: StrategyBar[] = entries.map((e) => ({\n      date: e.date,\n      allocation: allocById.get(e.allocationId)!,\n    }));\n\n    // Merge: stored history (excluding any dates already in newBars) + newBars.\n    const newDates = new Set(newBars.map((b) => b.date));\n    let bars: StrategyBar[] = [...storedBars.filter((b) => !newDates.has(b.date)), ...newBars];\n    bars.sort((a, b) => a.date.localeCompare(b.date));\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  /**\n   * Full live strategy view at `date` under live-quote `overrides`: the active\n   * allocation, the index of the rule that fired (or fallback), and per-rule\n   * per-signal indicator values + truth. Computed entirely through the\n   * overrides preview path — no writes to any `*_series` tables.\n   *\n   * Threshold indicators have their date suppressed (`null`) since their\n   * synthetic series runs over every trading day in storage including future\n   * dates and would report a far-future date for the last bar.\n   */\n  async previewLiveState(date: string, overrides: Record<string, number>): Promise<StrategyLiveState> {\n    await this.resolve();\n\n    const tradingDays = await this._storage.tradingDays.getRange();\n    if (!tradingDays.includes(date)) {\n      throw new Error(`previewLiveState: ${date} is not a trading day`);\n    }\n\n    const [{ allocations, entries }, rules] = await Promise.all([\n      this._evaluate(date, overrides),\n      Promise.all(\n        this._rules.map(async (rule): Promise<LiveRuleState> => {\n          const signalHandles = rule.when ?? [];\n          const signals: LiveSignalState[] = await Promise.all(\n            signalHandles.map(async (sig) => {\n              const [i1Series, i2Series, sigSeries] = await Promise.all([\n                sig.indicator1.previewSeries(date, overrides),\n                sig.indicator2.previewSeries(date, overrides),\n                sig.previewSeries(date, overrides),\n              ]);\n              const last1 = i1Series.at(-1);\n              const last2 = i2Series.at(-1);\n              const lastSig = sigSeries.at(-1);\n              const i1IsThreshold = sig.indicator1.type === 'Threshold';\n              const i2IsThreshold = sig.indicator2.type === 'Threshold';\n              return {\n                indicator1: {\n                  value: last1?.value ?? null,\n                  date: i1IsThreshold ? null : (last1?.date ?? null),\n                },\n                indicator2: {\n                  value: last2?.value ?? null,\n                  date: i2IsThreshold ? null : (last2?.date ?? null),\n                },\n                isTrue: lastSig?.value === 1,\n              };\n            }),\n          );\n          return { signals };\n        }),\n      ),\n    ]);\n\n    const target = entries.find((e) => e.date === date);\n    const allocation = target\n      ? (allocations.find((a) => a.id === target.allocationId) ?? this._allocationMap.get(target.allocationId) ?? null)\n      : null;\n\n    const fallbackIndex = this._rules.length - 1;\n    let activeRuleIndex = fallbackIndex;\n    if (target) {\n      for (let r = 0; r < this._rules.length; r++) {\n        if (this._rules[r]!.hold.id === target.allocationId) {\n          activeRuleIndex = r;\n          break;\n        }\n      }\n    }\n\n    return { allocation, activeRuleIndex, rules };\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';\n\nexport interface MonthlyReturn {\n  year: number;\n  month: number; // 0..11\n  return: number;\n  partial: boolean;\n}\n\nexport interface YearlyReturn {\n  year: number;\n  return: number;\n  partial: boolean;\n}\n\nexport function dailyReturns(series: DailyBar[]): number[] {\n  const out: number[] = [];\n  for (let i = 1; i < series.length; i++) {\n    const prev = series[i - 1]!.value;\n    const curr = series[i]!.value;\n    out.push(curr / prev - 1);\n  }\n  return out;\n}\n\nfunction ymd(date: string): { y: number; m: number; d: number } {\n  return {\n    y: Number(date.slice(0, 4)),\n    m: Number(date.slice(5, 7)) - 1,\n    d: Number(date.slice(8, 10)),\n  };\n}\n\nfunction lastDayOfMonth(year: number, month: number): number {\n  return new Date(Date.UTC(year, month + 1, 0)).getUTCDate();\n}\n\nexport function monthlyReturns(series: DailyBar[]): MonthlyReturn[] {\n  if (series.length < 2) return [];\n\n  type Bucket = {\n    year: number;\n    month: number;\n    firstDate: string;\n    firstValue: number;\n    lastDate: string;\n    lastValue: number;\n  };\n  const buckets: Bucket[] = [];\n  for (const bar of series) {\n    const { y, m } = ymd(bar.date);\n    const last = buckets[buckets.length - 1];\n    if (!last || last.year !== y || last.month !== m) {\n      buckets.push({\n        year: y,\n        month: m,\n        firstDate: bar.date,\n        firstValue: bar.value,\n        lastDate: bar.date,\n        lastValue: bar.value,\n      });\n    } else {\n      last.lastDate = bar.date;\n      last.lastValue = bar.value;\n    }\n  }\n\n  const out: MonthlyReturn[] = [];\n  for (let i = 0; i < buckets.length; i++) {\n    const b = buckets[i]!;\n    const prevLast = i === 0 ? b.firstValue : buckets[i - 1]!.lastValue;\n    const ret = b.lastValue / prevLast - 1;\n    const startsAtMonthStart = ymd(b.firstDate).d === 1;\n    const endsAtMonthEnd = ymd(b.lastDate).d === lastDayOfMonth(b.year, b.month);\n    const isFirst = i === 0;\n    const isLast = i === buckets.length - 1;\n    const partial = (isFirst && !startsAtMonthStart) || (isLast && !endsAtMonthEnd);\n    out.push({ year: b.year, month: b.month, return: ret, partial });\n  }\n  return out;\n}\n\nexport function yearlyReturns(series: DailyBar[]): YearlyReturn[] {\n  if (series.length < 2) return [];\n\n  type Bucket = {\n    year: number;\n    firstDate: string;\n    firstValue: number;\n    lastDate: string;\n    lastValue: number;\n  };\n  const buckets: Bucket[] = [];\n  for (const bar of series) {\n    const { y } = ymd(bar.date);\n    const last = buckets[buckets.length - 1];\n    if (!last || last.year !== y) {\n      buckets.push({\n        year: y,\n        firstDate: bar.date,\n        firstValue: bar.value,\n        lastDate: bar.date,\n        lastValue: bar.value,\n      });\n    } else {\n      last.lastDate = bar.date;\n      last.lastValue = bar.value;\n    }\n  }\n\n  const out: YearlyReturn[] = [];\n  for (let i = 0; i < buckets.length; i++) {\n    const b = buckets[i]!;\n    const prevLast = i === 0 ? b.firstValue : buckets[i - 1]!.lastValue;\n    const ret = b.lastValue / prevLast - 1;\n    const isFirst = i === 0;\n    const isLast = i === buckets.length - 1;\n    const startsAtYearStart = b.firstDate.endsWith('-01-01');\n    const endsAtYearEnd = b.lastDate.endsWith('-12-31');\n    const partial = (isFirst && !startsAtYearStart) || (isLast && !endsAtYearEnd);\n    out.push({ year: b.year, return: ret, partial });\n  }\n  return out;\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { MonthlyReturn, YearlyReturn } from './returns';\n\nconst DAY_MS = 24 * 60 * 60 * 1000;\n\nfunction dateUTC(iso: string): number {\n  return Date.UTC(Number(iso.slice(0, 4)), Number(iso.slice(5, 7)) - 1, Number(iso.slice(8, 10)));\n}\n\nexport function totalReturn(series: DailyBar[]): number {\n  return series[series.length - 1]!.value / series[0]!.value - 1;\n}\n\nexport function years(series: DailyBar[]): number {\n  const first = dateUTC(series[0]!.date);\n  const last = dateUTC(series[series.length - 1]!.date);\n  return (last - first) / DAY_MS / 365.25;\n}\n\nexport function cagr(series: DailyBar[]): number {\n  const y = years(series);\n  if (y <= 0) return 0;\n  const ratio = series[series.length - 1]!.value / series[0]!.value;\n  return Math.pow(ratio, 1 / y) - 1;\n}\n\nexport function bestYear(yr: YearlyReturn[]): { year: number; return: number } | null {\n  let best: YearlyReturn | null = null;\n  for (const y of yr) {\n    if (y.partial) continue;\n    if (!best || y.return > best.return) best = y;\n  }\n  return best ? { year: best.year, return: best.return } : null;\n}\n\nexport function worstYear(yr: YearlyReturn[]): { year: number; return: number } | null {\n  let worst: YearlyReturn | null = null;\n  for (const y of yr) {\n    if (y.partial) continue;\n    if (!worst || y.return < worst.return) worst = y;\n  }\n  return worst ? { year: worst.year, return: worst.return } : null;\n}\n\nfunction monthKey(m: MonthlyReturn): string {\n  return `${m.year}-${String(m.month + 1).padStart(2, '0')}`;\n}\n\nexport function bestMonth(mr: MonthlyReturn[]): { date: string; return: number } | null {\n  let best: MonthlyReturn | null = null;\n  for (const m of mr) {\n    if (m.partial) continue;\n    if (!best || m.return > best.return) best = m;\n  }\n  return best ? { date: monthKey(best), return: best.return } : null;\n}\n\nexport function worstMonth(mr: MonthlyReturn[]): { date: string; return: number } | null {\n  let worst: MonthlyReturn | null = null;\n  for (const m of mr) {\n    if (m.partial) continue;\n    if (!worst || m.return < worst.return) worst = m;\n  }\n  return worst ? { date: monthKey(worst), return: worst.return } : null;\n}\n\nexport function pctPositiveMonths(mr: MonthlyReturn[]): number {\n  let total = 0;\n  let pos = 0;\n  for (const m of mr) {\n    if (m.partial) continue;\n    total++;\n    if (m.return > 0) pos++;\n  }\n  return total === 0 ? 0 : pos / total;\n}\n","import type { DailyBar } from '../handles/indicator';\n\nconst TRADING_DAYS = 252;\n\nexport function mean(xs: number[]): number {\n  if (xs.length === 0) return 0;\n  let s = 0;\n  for (const x of xs) s += x;\n  return s / xs.length;\n}\n\nexport function stdev(xs: number[]): number {\n  if (xs.length < 2) return 0;\n  const m = mean(xs);\n  let s = 0;\n  for (const x of xs) {\n    const d = x - m;\n    s += d * d;\n  }\n  return Math.sqrt(s / (xs.length - 1));\n}\n\nexport function volatility(returns: number[]): number {\n  return stdev(returns) * Math.sqrt(TRADING_DAYS);\n}\n\nexport function downsideDeviation(returns: number[], marDaily: number): number {\n  if (returns.length === 0) return 0;\n  let s = 0;\n  for (const r of returns) {\n    const d = Math.min(0, r - marDaily);\n    s += d * d;\n  }\n  return Math.sqrt(s / returns.length) * Math.sqrt(TRADING_DAYS);\n}\n\nexport function skewness(xs: number[]): number {\n  const n = xs.length;\n  if (n < 3) return 0;\n  const m = mean(xs);\n  const s = stdev(xs);\n  if (s === 0) return 0;\n  let sum = 0;\n  for (const x of xs) {\n    const z = (x - m) / s;\n    sum += z * z * z;\n  }\n  return (n / ((n - 1) * (n - 2))) * sum;\n}\n\nexport function excessKurtosis(xs: number[]): number {\n  const n = xs.length;\n  if (n < 4) return 0;\n  const m = mean(xs);\n  const s = stdev(xs);\n  if (s === 0) return 0;\n  let sum = 0;\n  for (const x of xs) {\n    const z = (x - m) / s;\n    sum += z * z * z * z;\n  }\n  const term1 = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3));\n  const term2 = (3 * (n - 1) * (n - 1)) / ((n - 2) * (n - 3));\n  return term1 * sum - term2;\n}\n\nfunction quantile(sortedAsc: number[], p: number): number {\n  if (sortedAsc.length === 0) return NaN;\n  if (sortedAsc.length === 1) return sortedAsc[0]!;\n  const idx = p * (sortedAsc.length - 1);\n  const lo = Math.floor(idx);\n  const hi = Math.ceil(idx);\n  if (lo === hi) return sortedAsc[lo]!;\n  const frac = idx - lo;\n  return sortedAsc[lo]! * (1 - frac) + sortedAsc[hi]! * frac;\n}\n\nexport function historicalVar(returns: number[], confidence: number): number {\n  if (returns.length === 0) return 0;\n  const sorted = [...returns].sort((a, b) => a - b);\n  const q = quantile(sorted, 1 - confidence);\n  return Math.max(0, -q);\n}\n\nexport function historicalCvar(returns: number[], confidence: number): number {\n  if (returns.length === 0) return 0;\n  const sorted = [...returns].sort((a, b) => a - b);\n  const q = quantile(sorted, 1 - confidence);\n  const tail = sorted.filter((r) => r <= q);\n  if (tail.length === 0) return 0;\n  return Math.max(0, -mean(tail));\n}\n\nexport function ulcerIndex(series: DailyBar[]): number {\n  if (series.length === 0) return 0;\n  let runningMax = -Infinity;\n  let sumSq = 0;\n  for (const bar of series) {\n    if (bar.value > runningMax) runningMax = bar.value;\n    const ddPct = ((bar.value - runningMax) / runningMax) * 100;\n    sumSq += ddPct * ddPct;\n  }\n  return Math.sqrt(sumSq / series.length);\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { DrawdownEntry } from './types';\n\nconst DAY_MS = 24 * 60 * 60 * 1000;\nconst NOISE = 1e-4;\n\nfunction dateUTC(iso: string): number {\n  return Date.UTC(Number(iso.slice(0, 4)), Number(iso.slice(5, 7)) - 1, Number(iso.slice(8, 10)));\n}\n\nfunction daysBetween(a: string, b: string): number {\n  return Math.round((dateUTC(b) - dateUTC(a)) / DAY_MS);\n}\n\nexport function computeDrawdownTable(series: DailyBar[], topN: number): DrawdownEntry[] {\n  if (series.length === 0) return [];\n\n  type Open = { peakDate: string; peakValue: number; troughDate: string; troughValue: number };\n  const segments: DrawdownEntry[] = [];\n  let peakDate = series[0]!.date;\n  let peakValue = series[0]!.value;\n  let open: Open | null = null;\n\n  for (let i = 0; i < series.length; i++) {\n    const bar = series[i]!;\n    if (bar.value >= peakValue) {\n      if (open) {\n        const recoveryDate = bar.date;\n        const depth = open.troughValue / open.peakValue - 1;\n        if (Math.abs(depth) >= NOISE) {\n          segments.push({\n            peakDate: open.peakDate,\n            troughDate: open.troughDate,\n            recoveryDate,\n            depth,\n            durationDays: daysBetween(open.peakDate, recoveryDate),\n            underwaterDays: daysBetween(open.peakDate, open.troughDate),\n          });\n        }\n        open = null;\n      }\n      peakDate = bar.date;\n      peakValue = bar.value;\n    } else {\n      if (!open) {\n        open = { peakDate, peakValue, troughDate: bar.date, troughValue: bar.value };\n      } else if (bar.value < open.troughValue) {\n        open.troughDate = bar.date;\n        open.troughValue = bar.value;\n      }\n    }\n  }\n\n  if (open) {\n    const lastDate = series[series.length - 1]!.date;\n    const depth = open.troughValue / open.peakValue - 1;\n    if (Math.abs(depth) >= NOISE) {\n      segments.push({\n        peakDate: open.peakDate,\n        troughDate: open.troughDate,\n        recoveryDate: null,\n        depth,\n        durationDays: daysBetween(open.peakDate, lastDate),\n        underwaterDays: daysBetween(open.peakDate, open.troughDate),\n      });\n    }\n  }\n\n  segments.sort((a, b) => Math.abs(b.depth) - Math.abs(a.depth));\n  return segments.slice(0, topN);\n}\n\nexport function currentDrawdown(series: DailyBar[]): number {\n  if (series.length === 0) return 0;\n  let runningMax = -Infinity;\n  for (const bar of series) {\n    if (bar.value > runningMax) runningMax = bar.value;\n  }\n  const last = series[series.length - 1]!.value;\n  return last / runningMax - 1;\n}\n","import { mean, stdev, downsideDeviation } from './risk';\n\nconst TRADING_DAYS = 252;\n\nexport function dailyRiskFree(annual: number): number {\n  return Math.pow(1 + annual, 1 / TRADING_DAYS) - 1;\n}\n\nexport function sharpe(returns: number[], rfAnnual: number): number {\n  const rfDaily = dailyRiskFree(rfAnnual);\n  const s = stdev(returns);\n  if (s === 0) return NaN;\n  return ((mean(returns) - rfDaily) / s) * Math.sqrt(TRADING_DAYS);\n}\n\nexport function sortino(returns: number[], rfAnnual: number): number {\n  const rfDaily = dailyRiskFree(rfAnnual);\n  const dd = downsideDeviation(returns, rfDaily);\n  if (dd === 0) return NaN;\n  return ((mean(returns) - rfDaily) * TRADING_DAYS) / dd;\n}\n\nexport function calmar(cagrValue: number, maxDdDepth: number): number {\n  if (maxDdDepth === 0) return Infinity;\n  return cagrValue / Math.abs(maxDdDepth);\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { Trade } from '../backtest/types';\n\nexport function rebalanceCount(trades: Trade[]): number {\n  const dates = new Set<string>();\n  for (const t of trades) dates.add(t.date);\n  return dates.size;\n}\n\nexport function tradeCount(trades: Trade[]): number {\n  return trades.length;\n}\n\nexport function turnover(trades: Trade[], series: DailyBar[], years: number): number {\n  if (years <= 0 || series.length === 0) return 0;\n  let gross = 0;\n  for (const t of trades) {\n    if (t.symbol === 'CASHX') continue;\n    gross += Math.abs(t.quantity * t.price);\n  }\n  let navSum = 0;\n  for (const bar of series) navSum += bar.value;\n  const avgNav = navSum / series.length;\n  if (avgNav === 0) return 0;\n  return gross / avgNav / years;\n}\n\nfunction navAtOrBefore(series: DailyBar[], date: string): number | null {\n  let result: number | null = null;\n  for (const bar of series) {\n    if (bar.date <= date) result = bar.value;\n    else break;\n  }\n  return result;\n}\n\nexport function winRatePerRebalance(series: DailyBar[], trades: Trade[]): number {\n  if (series.length < 2) return 0;\n  const firstDate = series[0]!.date;\n  const lastDate = series[series.length - 1]!.date;\n\n  const distinctTradeDates = Array.from(new Set(trades.map((t) => t.date))).sort();\n  const inRange = distinctTradeDates.filter((d) => d > firstDate && d < lastDate);\n\n  if (inRange.length === 0) {\n    const total = series[series.length - 1]!.value / series[0]!.value - 1;\n    return total > 0 ? 1 : 0;\n  }\n\n  const boundaries = [firstDate, ...inRange, lastDate];\n  let wins = 0;\n  let total = 0;\n  for (let i = 0; i < boundaries.length - 1; i++) {\n    const a = navAtOrBefore(series, boundaries[i]!);\n    const b = navAtOrBefore(series, boundaries[i + 1]!);\n    if (a == null || b == null || a === 0) continue;\n    total++;\n    if (b / a - 1 > 0) wins++;\n  }\n  return total === 0 ? 0 : wins / total;\n}\n","import type { MonthlyReturnsTable } from './types';\nimport type { MonthlyReturn } from './returns';\n\nexport function buildMonthlyTable(monthly: MonthlyReturn[]): MonthlyReturnsTable {\n  if (monthly.length === 0) return { rows: [] };\n\n  const byYear = new Map<number, (number | null)[]>();\n  for (const m of monthly) {\n    let row = byYear.get(m.year);\n    if (!row) {\n      row = new Array(12).fill(null) as (number | null)[];\n      byYear.set(m.year, row);\n    }\n    row[m.month] = m.return;\n  }\n\n  const years = Array.from(byYear.keys()).sort((a, b) => a - b);\n  const rows = years.map((year) => {\n    const months = byYear.get(year)!;\n    let ytd: number | null = null;\n    for (const v of months) {\n      if (v == null) continue;\n      ytd = (ytd == null ? 1 : 1 + ytd) * (1 + v) - 1;\n    }\n    return { year, months, ytd };\n  });\n  return { rows };\n}\n\nexport function buildYearlyList(monthly: MonthlyReturn[]): Array<{ year: number; return: number }> {\n  const byYear = new Map<number, number[]>();\n  for (const m of monthly) {\n    if (m.partial) continue;\n    let arr = byYear.get(m.year);\n    if (!arr) {\n      arr = [];\n      byYear.set(m.year, arr);\n    }\n    arr.push(m.return);\n  }\n  const years = Array.from(byYear.keys()).sort((a, b) => a - b);\n  return years.map((year) => {\n    const months = byYear.get(year)!;\n    let compounded = 1;\n    for (const v of months) compounded *= 1 + v;\n    return { year, return: compounded - 1 };\n  });\n}\n","import type { DailyBar } from '../handles/indicator';\nimport type { Trade } from '../backtest/types';\nimport type { DrawdownEntry, MetricsOptions, MetricsResult } from './types';\nimport { dailyReturns, monthlyReturns, yearlyReturns } from './returns';\nimport { totalReturn, cagr, years, bestYear, worstYear, bestMonth, worstMonth, pctPositiveMonths } from './summary';\nimport {\n  volatility,\n  downsideDeviation,\n  skewness,\n  excessKurtosis,\n  historicalVar,\n  historicalCvar,\n  ulcerIndex,\n} from './risk';\nimport { computeDrawdownTable, currentDrawdown } from './drawdown';\nimport { sharpe, sortino, calmar, dailyRiskFree } from './riskAdjusted';\nimport { rebalanceCount, tradeCount, turnover, winRatePerRebalance } from './activity';\nimport { buildMonthlyTable, buildYearlyList } from './tables';\n\nexport function computeMetrics(series: DailyBar[], trades: Trade[], options: MetricsOptions = {}): MetricsResult {\n  if (series.length < 2) {\n    throw new Error('metrics requires at least 2 daily bars');\n  }\n  const rfAnnual = options.riskFreeRate ?? 0;\n  const topN = options.topDrawdowns ?? 5;\n  const conf = options.varConfidence ?? 0.95;\n\n  const ret = dailyReturns(series);\n  const monthly = monthlyReturns(series);\n  const yearly = yearlyReturns(series);\n  const yrs = years(series);\n\n  const dds = computeDrawdownTable(series, Math.max(topN, 1));\n  const maxDd: DrawdownEntry = dds[0] ?? {\n    peakDate: series[0]!.date,\n    troughDate: series[0]!.date,\n    recoveryDate: series[series.length - 1]!.date,\n    depth: 0,\n    durationDays: 0,\n    underwaterDays: 0,\n  };\n  const cagrVal = cagr(series);\n\n  return {\n    range: { from: series[0]!.date, to: series[series.length - 1]!.date, years: yrs },\n    returns: {\n      totalReturn: totalReturn(series),\n      cagr: cagrVal,\n      bestYear: bestYear(yearly),\n      worstYear: worstYear(yearly),\n      bestMonth: bestMonth(monthly),\n      worstMonth: worstMonth(monthly),\n      pctPositiveMonths: pctPositiveMonths(monthly),\n    },\n    risk: {\n      volatility: volatility(ret),\n      downsideDeviation: downsideDeviation(ret, dailyRiskFree(rfAnnual)),\n      maxDrawdown: maxDd,\n      currentDrawdown: currentDrawdown(series),\n      ulcerIndex: ulcerIndex(series),\n      skew: skewness(ret),\n      kurtosis: excessKurtosis(ret),\n      var95: historicalVar(ret, conf),\n      cvar95: historicalCvar(ret, conf),\n    },\n    riskAdjusted: {\n      sharpe: sharpe(ret, rfAnnual),\n      sortino: sortino(ret, rfAnnual),\n      calmar: calmar(cagrVal, maxDd.depth),\n    },\n    activity: {\n      rebalances: rebalanceCount(trades),\n      trades: tradeCount(trades),\n      turnover: turnover(trades, series, yrs),\n      winRate: winRatePerRebalance(series, trades),\n    },\n    tables: {\n      drawdowns: dds.slice(0, topN),\n      monthly: buildMonthlyTable(monthly),\n      yearly: buildYearlyList(monthly),\n    },\n  };\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';\nimport { computeMetrics } from '../metrics/compute';\nimport type { MetricsOptions, MetricsResult } from '../metrics/types';\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\n/** Per-signal slice of a live strategy snapshot. */\nexport interface LiveSignalState {\n  indicator1: { value: number | null; date: string | null };\n  indicator2: { value: number | null; date: string | null };\n  isTrue: boolean;\n}\n\n/** Per-rule collection of live signal states, in the same order as the rule's `when` list. */\nexport interface LiveRuleState {\n  signals: LiveSignalState[];\n}\n\n/** Full live strategy view for a single evaluation date — no portfolio info. */\nexport interface StrategyLiveState {\n  allocation: AllocationHandle | null;\n  activeRuleIndex: number;\n  rules: LiveRuleState[];\n}\n\n/**\n * Combined live state returned by `SimulationHandle.pushAndPreview`: both the\n * portfolio snapshot from a `push` and the strategy evaluation at the target\n * date under the accumulated live-quote overrides.\n */\nexport interface LivePreviewState extends StrategyLiveState {\n  snapshot: PortfolioSnapshot;\n}\n\n/**\n * Callback shape that `SimulationHandle.pushAndPreview` delegates to. Exists\n * purely to break the circular import between `SimulationHandle` (in this\n * file) and `StrategyHandle` (which creates simulations) — a strategy passes\n * a bound `(date, overrides) => previewLiveState(...)` into the handle.\n */\nexport interface LiveEvaluator {\n  previewLiveState(date: string, overrides: Record<string, number>): Promise<StrategyLiveState>;\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  private _pushedQuotes: Record<string, number>;\n  private _liveEvaluator: LiveEvaluator | null;\n\n  constructor(\n    series: DailyBar[],\n    trades: Trade[],\n    startingPortfolio: PortfolioHandle,\n    finalState?: FinalState,\n    liveEvaluator?: LiveEvaluator,\n  ) {\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    this._pushedQuotes = {};\n    this._liveEvaluator = liveEvaluator ?? null;\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  /**\n   * One-call live update. Feeds portfolio-relevant ticker prices into `push`\n   * (derived from `quotes` via the running portfolio's holdings), accumulates\n   * every symbol in `quotes` into an internal override map so macro symbols\n   * (e.g. `^VIX`) persist across ticks, then delegates to the simulation's\n   * strategy for rule / signal / indicator evaluation at `date`.\n   *\n   * Without a live evaluator attached, returns just the portfolio snapshot\n   * with allocation/rules/signals empty.\n   *\n   * @param quotes Symbol → raw live price. Portfolio tickers flow through\n   *   `push` for leveraged-equity math; non-portfolio symbols are still\n   *   layered into the overlay so indicators can see them.\n   * @param options.date Target trading day to evaluate against. Defaults to\n   *   the current UTC ISO date; callers with non-UTC semantics or after-hours\n   *   rollover should supply their own.\n   */\n  metrics(options: MetricsOptions = {}): MetricsResult {\n    return computeMetrics(this.series, this.trades, options);\n  }\n\n  async pushAndPreview(quotes: Record<string, number>, options: { date?: string } = {}): Promise<LivePreviewState> {\n    const priceArgs: [TickerHandle, number][] = [];\n    if (this._portfolio) {\n      const seen = new Set<string>();\n      for (const [ticker] of this._portfolio.holdings) {\n        if (ticker.symbol === 'CASHX') continue;\n        if (seen.has(ticker.symbol)) continue;\n        const price = quotes[ticker.symbol];\n        if (price !== undefined) {\n          priceArgs.push([ticker, price]);\n          seen.add(ticker.symbol);\n        }\n      }\n    }\n    const snapshot = this.push(...priceArgs);\n\n    // Merge into the running overlay map (macro symbols etc. persist across ticks).\n    for (const [symbol, price] of Object.entries(quotes)) {\n      this._pushedQuotes[symbol] = price;\n    }\n\n    if (!this._liveEvaluator) {\n      return { snapshot, allocation: null, activeRuleIndex: -1, rules: [] };\n    }\n\n    const date = options.date ?? new Date().toISOString().slice(0, 10);\n    // Pass a snapshot copy so downstream callers can retain the object without\n    // seeing it mutate on later ticks.\n    const strategyState = await this._liveEvaluator.previewLiveState(date, { ...this._pushedQuotes });\n    return { snapshot, ...strategyState };\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        // Thresholds are constants — lookback/delay are semantically unused,\n        // but the DB's canonical form has (lookback=1, delay=0). Matching that\n        // lets `indicators.findOrCreate` reuse existing rows instead of creating\n        // duplicates at (lookback=0, delay=0) that the schema permits.\n        lookback: 1,\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  };\n}\n","import { AllocationHandle } from './allocation';\n\nexport function allocationsEqual(a: AllocationHandle | null, b: AllocationHandle | null): boolean {\n  if (a === null && b === null) return true;\n  if (a === null || b === null) return false;\n  const aj = a.toJSON();\n  const bj = b.toJSON();\n  if (aj.length !== bj.length) return false;\n  for (let i = 0; i < aj.length; i++) {\n    if (aj[i]!.symbol !== bj[i]!.symbol) return false;\n    if (aj[i]!.leverage !== bj[i]!.leverage) return false;\n    if (Math.abs(aj[i]!.weight - bj[i]!.weight) > 1e-9) return false;\n  }\n  return 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