@livefolio/sdk 0.3.7 → 0.4.0

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/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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Weights need not sum to 1; any\n * residual becomes cash. Passing a weight of `0` or omitting an asset entirely\n * will generate a full exit order for any existing long position in that asset.\n */\nexport type TargetWeights = ReadonlyMap<AssetId, number>;\n\n/**\n * Maps each asset ID to its current market price. Required for every asset that\n * appears in `TargetWeights` and for every asset currently held in the portfolio.\n * `reconcile` throws if a target asset has no corresponding price entry.\n */\nexport type PriceMap = ReadonlyMap<AssetId, number>;\n\n/**\n * Converts target portfolio weights into a minimal set of `RebalanceOrder`\n * instructions that move the current portfolio toward the desired allocation.\n *\n * The algorithm:\n * 1. Compute total portfolio value as `cash + Σ(held_shares × price)`.\n * 2. For each target asset, derive `targetShares = floor(totalValue × weight / price)`.\n * 3. Emit a `RebalanceOrder` with `delta = targetShares - heldShares` for any\n *    asset where the delta is non-zero (positive = buy, negative = sell).\n * 4. Emit exit orders (`delta = -heldShares`) for any long position in an asset\n *    that does not appear in `targets`.\n *\n * Only long positions are considered — short positions in the portfolio are\n * ignored. Share counts are always floored to integer lots.\n *\n * @param targets - Desired weight per asset. Keys are `AssetId` strings. A weight\n *   of `0` is valid and will result in a full exit for any existing position.\n * @param portfolio - Current portfolio. Cash and long positions determine total\n *   value and existing share counts.\n * @param prices - Current prices for all assets that appear in `targets` or are\n *   currently held. Throws `Error` if a target asset is missing from this map.\n * @returns A readonly array of `RebalanceOrder` objects. The array may be empty\n *   if the portfolio is already at the target allocation. Order IDs are\n *   deterministic within a single call (`rebal_<assetId>_<counter>`).\n *\n * @example\n * ```ts\n * import { reconcile } from '@livefolio/sdk';\n *\n * const targets = new Map([\n *   ['US:SPY', 0.6],\n *   ['US:BND', 0.4],\n * ]);\n * const prices = new Map([\n *   ['US:SPY', 440.0],\n *   ['US:BND', 75.0],\n * ]);\n *\n * // Empty portfolio with $100 000 cash\n * const portfolio = { cash: 100_000, positions: [] };\n * const orders = reconcile(targets, portfolio, prices);\n * // orders => [\n * //   { id: 'rebal_US:SPY_0', kind: 'rebalance', asset: { ... }, delta: 136 },\n * //   { id: 'rebal_US:BND_1', kind: 'rebalance', asset: { ... }, delta: 533 },\n * // ]\n * ```\n */\nexport function reconcile(\n  targets: TargetWeights,\n  portfolio: Portfolio,\n  prices: PriceMap,\n): ReadonlyArray<RebalanceOrder> {\n  const longByAsset = new Map<AssetId, { asset: Asset; quantity: number }>();\n  for (const p of portfolio.positions) {\n    if (p.side !== 'long') continue;\n    const cur = longByAsset.get(p.asset.id);\n    if (cur) cur.quantity += p.quantity;\n    else longByAsset.set(p.asset.id, { asset: p.asset, quantity: p.quantity });\n  }\n\n  let totalValue = portfolio.cash;\n  for (const { asset, quantity } of longByAsset.values()) {\n    const price = prices.get(asset.id);\n    if (price !== undefined) totalValue += quantity * price;\n  }\n\n  const orders: RebalanceOrder[] = [];\n  let counter = 0;\n  const nextId = (assetId: AssetId): string => `rebal_${assetId}_${counter++}`;\n\n  const seen = new Set<AssetId>();\n\n  for (const [assetId, weight] of targets) {\n    const price = prices.get(assetId);\n    if (price === undefined) {\n      throw new Error(`reconcile: missing price for target asset ${assetId}`);\n    }\n    const targetShares = Math.floor((totalValue * weight) / price);\n    const held = longByAsset.get(assetId);\n    const currentShares = held?.quantity ?? 0;\n    const delta = targetShares - currentShares;\n    seen.add(assetId);\n    if (delta !== 0) {\n      const asset: Asset = held?.asset ?? {\n        kind: 'equity',\n        id: assetId,\n        symbol: assetId.split(':').pop() ?? assetId,\n      };\n      orders.push({ id: nextId(assetId), kind: 'rebalance', asset, delta });\n    }\n  }\n\n  for (const [assetId, { asset, quantity }] of longByAsset) {\n    if (seen.has(assetId)) continue;\n    orders.push({ id: nextId(assetId), kind: 'rebalance', asset, delta: -quantity });\n  }\n\n  return orders;\n}\n","import type { Portfolio, Position, PositionId } from './types';\nimport type { Order, Fill } from '../orders/types';\n\nconst newPositionId = (() => {\n  let n = 0;\n  return (): PositionId => `pos_${++n}`;\n})();\n\nfunction findOrder(orders: ReadonlyArray<Order>, id: string): Order | undefined {\n  return orders.find((o) => o.id === id);\n}\n\n/**\n * Applies a batch of confirmed fills to a portfolio, returning a new\n * {@link Portfolio} snapshot. This is the single function that advances\n * portfolio state after order execution.\n *\n * For each fill the corresponding order is looked up in `orders` by\n * `fill.orderRef`. The order's `kind` determines the accounting treatment:\n * - `'open'`      — adds a new {@link Position} and debits cash.\n * - `'close'`     — removes shares from an existing position and credits cash.\n * - `'adjust'`    — updates the position's `quantity`; only fees are debited.\n * - `'rebalance'` — buys or sells shares in the long position for `asset`;\n *                   creates or removes the position as needed.\n *\n * The returned `portfolio.t` is updated to the maximum fill timestamp.\n *\n * @param portfolio - The current portfolio state before this batch.\n * @param fills     - Execution confirmations returned by {@link Executor.submit}.\n *   Each fill's `orderRef` MUST match an `id` in `orders`.\n * @param orders    - The full order batch that was submitted. Used to look up\n *   order details for each fill.\n * @returns A new {@link Portfolio} with updated positions, cash, and timestamp.\n *   The input `portfolio` is not mutated.\n *\n * @example\n * ```ts\n * import { applyFills } from '@livefolio/sdk';\n * import type { Portfolio, Order, Fill } from '@livefolio/sdk';\n *\n * const portfolio: Portfolio = { cash: 10_000, positions: [], t: new Date('2024-01-01') };\n *\n * const order: Order = {\n *   id: 'ord_1', kind: 'open',\n *   asset: { kind: 'equity', id: 'AAPL', symbol: 'AAPL' },\n *   side: 'long', quantity: 10,\n * };\n * const fill: Fill = { orderRef: 'ord_1', t: new Date('2024-01-02'), quantity: 10, price: 185, fees: 0 };\n *\n * const next = applyFills(portfolio, [fill], [order]);\n * // next.cash === 8_250, next.positions.length === 1\n * ```\n */\nexport function applyFills(portfolio: Portfolio, fills: ReadonlyArray<Fill>, orders: ReadonlyArray<Order>): Portfolio {\n  let positions: Position[] = [...portfolio.positions];\n  let cash = portfolio.cash;\n  let t = portfolio.t;\n\n  for (const fill of fills) {\n    const order = findOrder(orders, fill.orderRef);\n    if (!order) {\n      throw new Error(`applyFills: fill.orderRef \"${fill.orderRef}\" matches no known order`);\n    }\n    t = fill.t > t ? fill.t : t;\n\n    switch (order.kind) {\n      case 'open': {\n        const pos: Position = {\n          id: newPositionId(),\n          asset: order.asset,\n          side: order.side,\n          quantity: fill.quantity,\n          entry: { date: fill.t, price: fill.price },\n          basis: fill.quantity * fill.price + fill.fees,\n        };\n        positions.push(pos);\n        cash -= fill.quantity * fill.price + fill.fees;\n        break;\n      }\n      case 'close': {\n        const idx = positions.findIndex((p) => p.id === order.positionId);\n        if (idx < 0) throw new Error(`applyFills: close target ${order.positionId} not found`);\n        const pos = positions[idx]!;\n        const sign = pos.side === 'long' ? 1 : -1;\n        cash += sign * fill.quantity * fill.price - fill.fees;\n        const remaining = pos.quantity - fill.quantity;\n        if (remaining <= 0) {\n          positions = positions.filter((_, i) => i !== idx);\n        } else {\n          positions[idx] = { ...pos, quantity: remaining };\n        }\n        break;\n      }\n      case 'adjust': {\n        const idx = positions.findIndex((p) => p.id === order.positionId);\n        if (idx < 0) throw new Error(`applyFills: adjust target ${order.positionId} not found`);\n        const pos = positions[idx]!;\n        const nextQty = order.changes.quantity ?? pos.quantity;\n        positions[idx] = { ...pos, quantity: nextQty };\n        cash -= fill.fees;\n        break;\n      }\n      case 'rebalance': {\n        const idx = positions.findIndex((p) => p.asset.id === order.asset.id && p.side === 'long');\n        if (order.delta > 0) {\n          const cost = fill.quantity * fill.price + fill.fees;\n          cash -= cost;\n          if (idx < 0) {\n            positions.push({\n              id: newPositionId(),\n              asset: order.asset,\n              side: 'long',\n              quantity: fill.quantity,\n              entry: { date: fill.t, price: fill.price },\n              basis: cost,\n            });\n          } else {\n            const prev = positions[idx]!;\n            positions[idx] = {\n              ...prev,\n              quantity: prev.quantity + fill.quantity,\n              basis: prev.basis + cost,\n            };\n          }\n        } else {\n          if (idx < 0) {\n            throw new Error(`applyFills: rebalance reduce on ${order.asset.id} but no long position exists`);\n          }\n          const prev = positions[idx]!;\n          cash += fill.quantity * fill.price - fill.fees;\n          const remaining = prev.quantity - fill.quantity;\n          if (remaining <= 0) {\n            positions = positions.filter((_, i) => i !== idx);\n          } else {\n            const basisPerShare = prev.basis / prev.quantity;\n            positions[idx] = {\n              ...prev,\n              quantity: remaining,\n              basis: basisPerShare * remaining,\n            };\n          }\n        }\n        break;\n      }\n    }\n  }\n\n  return { cash, positions, t };\n}\n\n/**\n * Projects a portfolio forward through a set of pending (unfilled) orders,\n * returning a structurally updated snapshot. Used by strategy build helpers\n * to read the expected post-step state before fills arrive.\n *\n * **v0.4 contract — structural projection only.** Quantities are updated\n * exactly as the orders specify, but:\n * - `cash` is left unchanged (no price is available at projection time).\n * - Newly opened positions have `basis: 0` and `entry.price: 0` as\n *   provisional values. A price-aware projection is planned for a later phase.\n *\n * Use {@link applyFills} (not this function) to settle the portfolio after\n * confirmed execution.\n *\n * @param portfolio - The current portfolio state to project from.\n * @param orders    - The pending orders to apply structurally. Order must have\n *   a valid `id` and `kind`; price fields are ignored.\n * @returns A new {@link Portfolio} with positions reflecting the orders.\n *   `cash` and `t` are copied unchanged from `portfolio`.\n *\n * @example\n * ```ts\n * import { applyOrders } from '@livefolio/sdk';\n * import type { Portfolio, Order } from '@livefolio/sdk';\n *\n * const portfolio: Portfolio = { cash: 10_000, positions: [], t: new Date('2024-01-01') };\n *\n * const order: Order = {\n *   id: 'ord_1', kind: 'open',\n *   asset: { kind: 'equity', id: 'AAPL', symbol: 'AAPL' },\n *   side: 'long', quantity: 10,\n * };\n *\n * const projected = applyOrders(portfolio, [order]);\n * // projected.positions.length === 1, projected.cash === 10_000 (unchanged)\n * ```\n */\nexport function applyOrders(portfolio: Portfolio, orders: ReadonlyArray<Order>): Portfolio {\n  let positions: Position[] = [...portfolio.positions];\n\n  for (const order of orders) {\n    switch (order.kind) {\n      case 'open': {\n        positions.push({\n          id: newPositionId(),\n          asset: order.asset,\n          side: order.side,\n          quantity: order.quantity,\n          entry: { date: portfolio.t, price: 0 },\n          basis: 0,\n        });\n        break;\n      }\n      case 'close': {\n        const idx = positions.findIndex((p) => p.id === order.positionId);\n        if (idx < 0) break;\n        const pos = positions[idx]!;\n        const remove = order.quantity ?? pos.quantity;\n        const remaining = pos.quantity - remove;\n        if (remaining <= 0) {\n          positions = positions.filter((_, i) => i !== idx);\n        } else {\n          positions[idx] = { ...pos, quantity: remaining };\n        }\n        break;\n      }\n      case 'adjust': {\n        const idx = positions.findIndex((p) => p.id === order.positionId);\n        if (idx < 0) break;\n        const pos = positions[idx]!;\n        positions[idx] = { ...pos, quantity: order.changes.quantity ?? pos.quantity };\n        break;\n      }\n      case 'rebalance': {\n        const idx = positions.findIndex((p) => p.asset.id === order.asset.id && p.side === 'long');\n        if (order.delta > 0) {\n          if (idx < 0) {\n            positions.push({\n              id: newPositionId(),\n              asset: order.asset,\n              side: 'long',\n              quantity: order.delta,\n              entry: { date: portfolio.t, price: 0 },\n              basis: 0,\n            });\n          } else {\n            const prev = positions[idx]!;\n            positions[idx] = { ...prev, quantity: prev.quantity + order.delta };\n          }\n        } else if (idx >= 0) {\n          const prev = positions[idx]!;\n          const remaining = prev.quantity + order.delta;\n          if (remaining <= 0) {\n            positions = positions.filter((_, i) => i !== idx);\n          } else {\n            positions[idx] = { ...prev, quantity: remaining };\n          }\n        }\n        break;\n      }\n    }\n  }\n\n  return { ...portfolio, positions };\n}\n","import type { Strategy, Features } from './types';\nimport type { Portfolio } from '../portfolio/types';\nimport type { DataFeed } from '../interfaces/data-feed';\nimport type { Executor } from '../interfaces/executor';\nimport type { Calendar } from '../interfaces/calendar';\nimport type { FeatureCache } from '../interfaces/feature-cache';\nimport type { AssetId, Bar, DateRange, Frequency } from '../interfaces/types';\nimport type { Order, Fill } from '../orders/types';\nimport type { FeatureRuntime } from '../features/runtime';\nimport { applyFills } from '../portfolio/apply';\n\n/**\n * Narrows the dual return type of `Strategy.build` to the stateful object form.\n *\n * `Array.isArray` does not narrow `ReadonlyArray<T>` out of a union in TypeScript 5.x\n * when the other arm is an object type, so we use an explicit type predicate instead.\n * The helper is defined at module scope so `runLive` (Task 8) can reuse it.\n */\nexport function isStateResult<S>(\n  r: ReadonlyArray<Order> | { orders: ReadonlyArray<Order>; state: S },\n): r is { orders: ReadonlyArray<Order>; state: S } {\n  return !Array.isArray(r);\n}\n\n/**\n * All inputs required to run a historical backtest.\n *\n * Callers must provide a concrete `Strategy`, a `DateRange`, and the four\n * pluggable runtime layers (`dataFeed`, `executor`, `calendar`, `featureCache`).\n * The reference implementations (`MemoryFeatureCache`, `BacktestExecutor`,\n * `NYSEExchangeCalendar`) satisfy all four without network dependencies.\n */\nexport type RunBacktestOptions<F extends Features = Features, S = unknown> = {\n  /** The strategy under test. Must implement `universe`, `features`, and `build`. */\n  strategy: Strategy<F, S>;\n  /**\n   * Inclusive date range over which to iterate. The calendar resolves this\n   * range into the actual sequence of trading sessions.\n   */\n  range: DateRange;\n  /**\n   * Starting portfolio state. Cash and positions are carried forward through\n   * the simulation as orders are filled. This value is never mutated.\n   */\n  initialPortfolio: Portfolio;\n  /**\n   * Source of OHLCV bar data and optionally fundamentals / corporate events.\n   * `FeatureRuntime` uses this to hydrate price series before computing indicators.\n   */\n  dataFeed: DataFeed;\n  /**\n   * Order router responsible for converting `Order` objects into `Fill` records.\n   * Use `BacktestExecutor` for historical simulations or swap in a live\n   * broker implementation for paper/live trading.\n   */\n  executor: Executor;\n  /**\n   * Trading-day calendar. Used to enumerate `sessions` within `range` and to\n   * determine rebalance day boundaries via `next`.\n   */\n  calendar: Calendar;\n  /**\n   * Optional persistent indicator cache. When omitted, each `runBacktest` call\n   * recomputes all indicators from scratch. Provide `MemoryFeatureCache` (or a\n   * cross-process cache) to memoize results across multiple runs.\n   */\n  featureCache?: FeatureCache;\n  /**\n   * Bar frequency forwarded to `DataFeed.bars`. Defaults to `'1d'` when omitted.\n   * Must match the granularity expected by the strategy's indicator specs.\n   */\n  freq?: Frequency;\n  /**\n   * Optional `FeatureRuntime` instance. When provided, its accumulated bar buffer\n   * is exported on `BacktestResult.bars` for use by `runLive` (lets the streaming\n   * runtime seed its buffer from the historical bars without refetching).\n   */\n  featureRuntime?: FeatureRuntime;\n};\n\n/**\n * A point-in-time snapshot of the simulation at the end of a single trading session.\n *\n * Each entry in `BacktestResult.snapshots` corresponds to one call of the strategy\n * loop: `universe → features → build → executor.submit → applyFills`.\n */\nexport type BacktestSnapshot = {\n  /** The session date for this snapshot (midnight UTC on the trading day). */\n  t: Date;\n  /** Portfolio state *after* fills have been applied for this session. */\n  portfolio: Portfolio;\n  /** Orders emitted by `strategy.build` during this session. */\n  orders: ReadonlyArray<Order>;\n  /** Fills returned by the executor for the orders above. */\n  fills: ReadonlyArray<Fill>;\n};\n\n/**\n * The return value of `runBacktest`, containing the full simulation history\n * and the terminal portfolio state.\n */\nexport type BacktestResult<S = unknown> = {\n  /**\n   * Ordered list of snapshots, one per trading session in `range`. Empty when\n   * the calendar has no sessions in the requested range.\n   */\n  snapshots: ReadonlyArray<BacktestSnapshot>;\n  /**\n   * Portfolio after the last session's fills have been applied. Equivalent to\n   * `snapshots[snapshots.length - 1].portfolio` when there is at least one session,\n   * or `initialPortfolio` when the range is empty.\n   */\n  finalPortfolio: Portfolio;\n  /**\n   * Final value of the strategy's auxiliary state after the last `build()` call.\n   * `undefined` when the strategy is state-less (no `initialState()` defined).\n   * Used by `runLive` to seed the live runtime so the first live tick continues\n   * from the exact state the historical run ended on.\n   */\n  finalState: S | undefined;\n  /**\n   * Per-asset bar buffer accumulated by the `FeatureRuntime` during this run.\n   * Empty `Map` when no `featureRuntime` was provided in `RunBacktestOptions`.\n   * Used by `runLive` to seed its streaming `FeatureRuntime` so indicators with\n   * warmup periods (SMA(200), etc.) work on the first live tick.\n   */\n  bars: ReadonlyMap<AssetId, ReadonlyArray<Bar>>;\n};\n\n/**\n * Drives a `Strategy` over a historical date range and returns a full audit trail\n * of orders, fills, and portfolio states.\n *\n * The simulation loop:\n * 1. Enumerate trading sessions via `opts.calendar.sessions(opts.range)`.\n * 2. Call `strategy.initialState?.()` once to seed the carry-over state.\n * 3. For each session `t`, call `strategy.universe(t, portfolio)`.\n * 4. Await `strategy.features(universe, portfolio, t)`.\n * 5. Call `strategy.build(features, portfolio, state, t)` to obtain orders and\n *    the next state value. Both legacy `Order[]` returns and new `{ orders, state }`\n *    returns are normalised — the legacy form leaves state unchanged.\n * 6. Await `opts.executor.submit(orders, t, portfolio)` to obtain fills.\n * 7. Apply fills to the portfolio with `applyFills`.\n * 8. Append a `BacktestSnapshot` and advance to the next session.\n *\n * The portfolio is never mutated in place; each session receives the immutable\n * result of the previous session's `applyFills`.\n *\n * @param opts - Backtest configuration. See {@link RunBacktestOptions}.\n * @returns A promise that resolves to a {@link BacktestResult} containing one\n *   snapshot per trading session, the final portfolio state, and the final\n *   strategy state (`finalState`). Returns\n *   `{ snapshots: [], finalPortfolio: opts.initialPortfolio, finalState: undefined }`\n *   when the calendar has no sessions in the requested range.\n *\n * @example\n * ```ts\n * import {\n *   runBacktest,\n *   fromSpec,\n *   MemoryFeatureCache,\n *   BacktestExecutor,\n *   NYSEExchangeCalendar,\n *   FeatureRuntime,\n * } from '@livefolio/sdk';\n *\n * const calendar = new NYSEExchangeCalendar();\n * const range = { from: new Date('2023-01-01'), to: new Date('2023-12-31') };\n * const featureCache = new MemoryFeatureCache();\n * const runtime = new FeatureRuntime({ dataFeed, featureCache, range, freq: '1d' });\n *\n * const strategy = fromSpec(myTacticalSpec, { runtime, calendar });\n *\n * const result = await runBacktest({\n *   strategy,\n *   range,\n *   initialPortfolio: { cash: 100_000, positions: [] },\n *   dataFeed,\n *   executor: new BacktestExecutor({ dataFeed }),\n *   calendar,\n *   featureCache,\n *   freq: '1d',\n * });\n *\n * console.log(result.finalPortfolio.cash);\n * console.log(result.snapshots.length); // one entry per NYSE trading day in 2023\n * ```\n */\nexport async function runBacktest<F extends Features = Features, S = unknown>(\n  opts: RunBacktestOptions<F, S>,\n): Promise<BacktestResult<S>> {\n  const initialStateValue: S | undefined = opts.strategy.initialState?.();\n  const sessions = opts.calendar.sessions(opts.range);\n  if (sessions.length === 0) {\n    return {\n      snapshots: [],\n      finalPortfolio: opts.initialPortfolio,\n      finalState: initialStateValue,\n      bars: opts.featureRuntime?.getAllBars() ?? new Map<AssetId, ReadonlyArray<Bar>>(),\n    };\n  }\n\n  let portfolio = opts.initialPortfolio;\n  let state: S | undefined = initialStateValue;\n  const snapshots: BacktestSnapshot[] = [];\n\n  for (const t of sessions) {\n    const universe = opts.strategy.universe(t, portfolio);\n    const features = await opts.strategy.features(universe, portfolio, t);\n    const buildResult = opts.strategy.build(features, portfolio, state as S, t);\n\n    let orders: ReadonlyArray<Order>;\n    if (isStateResult(buildResult)) {\n      orders = buildResult.orders;\n      state = buildResult.state;\n    } else {\n      // Legacy state-less return shape — state unchanged.\n      orders = buildResult;\n    }\n\n    const fills = await opts.executor.submit(orders, t, portfolio);\n    portfolio = applyFills(portfolio, fills, orders);\n    snapshots.push({ t, portfolio, orders, fills });\n  }\n\n  const bars = opts.featureRuntime?.getAllBars() ?? new Map<AssetId, ReadonlyArray<Bar>>();\n  return { snapshots, finalPortfolio: portfolio, finalState: state, bars };\n}\n","import type { Bar, Series } from '../interfaces/types';\n\n/**\n * The OHLCV field of a `Bar` that should be used when converting a bar array\n * into a scalar time series. Defaults to `'close'` throughout the feature\n * pipeline unless overridden via `FeatureRuntimeOptions.field`.\n *\n * Variants: `'open'` | `'high'` | `'low'` | `'close'` | `'volume'`.\n */\nexport type BarField = 'open' | 'high' | 'low' | 'close' | 'volume';\n\n/**\n * Drains an `AsyncIterable<Bar>` into a plain `Bar[]` array.\n *\n * Used internally by `FeatureRuntime` to materialise the stream returned by\n * `DataFeed.bars` before passing it to indicator functions that expect a\n * fully-in-memory array. The resulting array is in the same order as the\n * iterable yields (typically chronological).\n *\n * @param it - Any `AsyncIterable<Bar>`, such as the return value of `DataFeed.bars`.\n * @returns A promise that resolves to a `Bar[]` containing every bar yielded\n *   by the iterable, in iteration order.\n *\n * @example\n * ```ts\n * import { collectBars } from '@livefolio/sdk';\n *\n * const bars = await collectBars(dataFeed.bars(asset, range, '1d'));\n * // bars is now a Bar[] — safe to index, slice, and pass to barsToSeries\n * ```\n */\nexport async function collectBars(it: AsyncIterable<Bar>): Promise<Bar[]> {\n  const out: Bar[] = [];\n  for await (const b of it) out.push(b);\n  return out;\n}\n\n/**\n * Converts an array of OHLCV bars into a `Series` by extracting a single\n * numeric field from each bar.\n *\n * The resulting `Series` is a readonly array of `{ t: Date; v: number }` points\n * in the same order as `bars`. The timestamp `t` is taken directly from `bar.t`,\n * and `v` is the value of `field` for that bar.\n *\n * @param bars - Source OHLCV bars in chronological order.\n * @param field - Which OHLCV field to extract. Defaults to `'close'`.\n * @returns A `Series` of the same length as `bars`. Returns an empty array when\n *   `bars` is empty.\n *\n * @example\n * ```ts\n * import { collectBars, barsToSeries } from '@livefolio/sdk';\n *\n * const bars = await collectBars(dataFeed.bars(asset, range, '1d'));\n * const closeSeries = barsToSeries(bars);           // default: 'close'\n * const volumeSeries = barsToSeries(bars, 'volume');\n * ```\n */\nexport function barsToSeries(bars: ReadonlyArray<Bar>, field: BarField = 'close'): Series {\n  return bars.map((b) => ({ t: b.t, v: b[field] }));\n}\n\n/**\n * Looks up the value at or immediately before timestamp `t` in a sorted `Series`.\n *\n * Uses binary search to find the largest index `i` where `series[i].t <= t`.\n * This is the standard \"as-of\" lookup used throughout the strategy loop to read\n * the most recent indicator value available on a given session date without\n * peeking into the future.\n *\n * @param series - A `Series` sorted in ascending timestamp order. Behaviour is\n *   undefined for unsorted input.\n * @param t - The target date. May fall between two data points or exactly on one.\n * @returns The `v` value of the last data point at or before `t`, or `undefined`\n *   if the series is empty or every point comes after `t`.\n *\n * @example\n * ```ts\n * import { seriesAt } from '@livefolio/sdk';\n *\n * const series = [\n *   { t: new Date('2023-01-02'), v: 380.0 },\n *   { t: new Date('2023-01-03'), v: 385.0 },\n *   { t: new Date('2023-01-04'), v: 390.0 },\n * ];\n *\n * seriesAt(series, new Date('2023-01-03')); // => 385.0 (exact match)\n * seriesAt(series, new Date('2023-01-03T12:00:00Z')); // => 385.0 (between points)\n * seriesAt(series, new Date('2023-01-01')); // => undefined (before all points)\n * ```\n */\nexport function seriesAt(series: Series, t: Date): number | undefined {\n  if (series.length === 0) return undefined;\n  const target = t.getTime();\n  // binary search for largest index where series[i].t <= target\n  let lo = 0;\n  let hi = series.length - 1;\n  let ans = -1;\n  while (lo <= hi) {\n    const mid = (lo + hi) >>> 1;\n    if (series[mid]!.t.getTime() <= target) {\n      ans = mid;\n      lo = mid + 1;\n    } else {\n      hi = mid - 1;\n    }\n  }\n  return ans < 0 ? undefined : series[ans]!.v;\n}\n","import type { Series } from '../../interfaces/types';\n\n/**\n * Computes a Simple Moving Average (SMA) over a price series.\n *\n * Math definition:\n * ```\n * SMA[i] = (series[i] + series[i-1] + ... + series[i-period+1]) / period\n * ```\n *\n * Warmup: the first output point corresponds to index `period - 1` in the input.\n * Inputs `series[0]` through `series[period - 2]` have no SMA value and are\n * excluded from the output entirely (no `undefined` placeholders; the output\n * array is shorter than the input).\n *\n * Edge cases:\n * - `period <= 0` — throws `Error`.\n * - `series.length < period` — returns `[]` (not enough data for even one window).\n * - `series.length === period` — returns a single-point `Series`.\n *\n * @param series - Input price series sorted in ascending timestamp order.\n * @param period - Window size in bars. Must be a positive integer.\n * @returns A `Series` of length `max(0, series.length - period + 1)`. Each point's\n *   timestamp `t` is taken from the last bar in its window (`series[i + period - 1]`).\n *\n * @example\n * ```ts\n * import { sma } from '@livefolio/sdk';\n *\n * const prices = [\n *   { t: new Date('2023-01-02'), v: 100 },\n *   { t: new Date('2023-01-03'), v: 110 },\n *   { t: new Date('2023-01-04'), v: 120 },\n *   { t: new Date('2023-01-05'), v: 130 },\n * ];\n *\n * const result = sma(prices, 3);\n * // result.length === 2\n * // result[0] => { t: new Date('2023-01-04'), v: 110 }  // (100+110+120)/3\n * // result[1] => { t: new Date('2023-01-05'), v: 120 }  // (110+120+130)/3\n * ```\n */\nexport function sma(series: Series, period: number): Series {\n  if (period <= 0) throw new Error(`sma: period must be positive, got ${period}`);\n  if (series.length < period) return [];\n  const out: { t: Date; v: number }[] = [];\n  let sum = 0;\n  for (let i = 0; i < period; i++) sum += series[i]!.v;\n  out.push({ t: series[period - 1]!.t, v: sum / period });\n  for (let i = period; i < series.length; i++) {\n    sum += series[i]!.v - series[i - period]!.v;\n    out.push({ t: series[i]!.t, v: sum / period });\n  }\n  return out;\n}\n","import type { Series } from '../../interfaces/types';\n\n/**\n * Computes an Exponential Moving Average (EMA) over a price series.\n *\n * Math definition:\n * ```\n * k   = 2 / (period + 1)          // smoothing factor\n * EMA[0] = SMA(series[0..period-1])  // seeded from simple average\n * EMA[i] = series[i] * k + EMA[i-1] * (1 - k)\n * ```\n *\n * Warmup: the first `period - 1` input bars are consumed to seed the SMA\n * initial value. The first EMA output point corresponds to input index\n * `period - 1`; subsequent points are computed from the recursive formula.\n * The output array is shorter than the input (no `undefined` placeholders).\n *\n * Edge cases:\n * - `period <= 0` — throws `Error`.\n * - `series.length < period` — returns `[]` (not enough data to seed the EMA).\n * - `series.length === period` — returns a single-point `Series` equal to the\n *   simple average of all input values.\n *\n * @param series - Input price series sorted in ascending timestamp order.\n * @param period - Lookback window in bars. Must be a positive integer. Controls\n *   the smoothing factor `k = 2 / (period + 1)`: smaller periods react faster\n *   to recent prices.\n * @returns A `Series` of length `max(0, series.length - period + 1)`. Each\n *   point's timestamp `t` is taken from the corresponding input bar.\n *\n * @example\n * ```ts\n * import { ema } from '@livefolio/sdk';\n *\n * const prices = [\n *   { t: new Date('2023-01-02'), v: 100 },\n *   { t: new Date('2023-01-03'), v: 110 },\n *   { t: new Date('2023-01-04'), v: 120 },\n *   { t: new Date('2023-01-05'), v: 130 },\n * ];\n *\n * const result = ema(prices, 3);\n * // result.length === 2\n * // result[0] => { t: new Date('2023-01-04'), v: 110 }  // SMA seed: (100+110+120)/3\n * // result[1] => { t: new Date('2023-01-05'), v: ~116.7 } // EMA: 130*0.5 + 110*0.5\n * ```\n */\nexport function ema(series: Series, period: number): Series {\n  if (period <= 0) throw new Error(`ema: period must be positive, got ${period}`);\n  if (series.length < period) return [];\n  const k = 2 / (period + 1);\n  const out: { t: Date; v: number }[] = [];\n  let sum = 0;\n  for (let i = 0; i < period; i++) sum += series[i]!.v;\n  let prev = sum / period;\n  out.push({ t: series[period - 1]!.t, v: prev });\n  for (let i = period; i < series.length; i++) {\n    prev = series[i]!.v * k + prev * (1 - k);\n    out.push({ t: series[i]!.t, v: prev });\n  }\n  return out;\n}\n","import type { Series } from '../../interfaces/types';\n\n/**\n * Computes the Relative Strength Index (RSI) using Wilder's smoothing method.\n *\n * Math definition:\n * ```\n * changes[i] = series[i] - series[i-1]\n *\n * // Seed from simple averages of the first `period` changes:\n * avgGain[0] = mean(max(changes[0..period-1], 0))\n * avgLoss[0] = mean(max(-changes[0..period-1], 0))\n *\n * // Wilder's smoothing for subsequent periods:\n * avgGain[i] = (avgGain[i-1] * (period-1) + gain[i]) / period\n * avgLoss[i] = (avgLoss[i-1] * (period-1) + loss[i]) / period\n *\n * RS[i]  = avgGain[i] / avgLoss[i]\n * RSI[i] = 100 - 100 / (1 + RS[i])\n * ```\n *\n * Special case: when `avgLoss === 0`, RSI is clamped to 100 (infinite RS means\n * no losing periods in the window).\n *\n * Warmup: requires `period + 1` input bars to produce the first RSI value\n * (one extra bar for the initial change calculation). The first output point\n * corresponds to input index `period`. The output array is shorter than the\n * input (no `undefined` placeholders).\n *\n * Edge cases:\n * - `period <= 0` — throws `Error`.\n * - `series.length < period + 1` — returns `[]`.\n * - Flat price series (all changes = 0) — returns RSI values of 100 because\n *   `avgLoss` stays 0.\n *\n * @param series - Input price series sorted in ascending timestamp order.\n * @param period - Lookback window in bars for Wilder's smoothing. Must be a\n *   positive integer; 14 is the conventional default.\n * @returns A `Series` of length `max(0, series.length - period)`. Each point's\n *   timestamp `t` is taken from the corresponding input bar. Values are in\n *   the range `[0, 100]`.\n *\n * @example\n * ```ts\n * import { rsi } from '@livefolio/sdk';\n *\n * // Minimal example: 5 bars, period 3 → 2 RSI values\n * const prices = [\n *   { t: new Date('2023-01-02'), v: 100 },\n *   { t: new Date('2023-01-03'), v: 102 },\n *   { t: new Date('2023-01-04'), v: 101 },\n *   { t: new Date('2023-01-05'), v: 105 },\n *   { t: new Date('2023-01-06'), v: 104 },\n * ];\n *\n * const result = rsi(prices, 3);\n * // result.length === 2\n * // result[0].t => new Date('2023-01-05')\n * // result[1].t => new Date('2023-01-06')\n * // values are in [0, 100]\n * ```\n */\nexport function rsi(series: Series, period: number): Series {\n  if (period <= 0) throw new Error(`rsi: period must be positive, got ${period}`);\n  if (series.length < period + 1) return [];\n  const changes: number[] = [];\n  for (let i = 1; i < series.length; i++) {\n    changes.push(series[i]!.v - series[i - 1]!.v);\n  }\n  let avgGain = 0;\n  let avgLoss = 0;\n  for (let i = 0; i < period; i++) {\n    if (changes[i]! > 0) avgGain += changes[i]!;\n    else avgLoss += Math.abs(changes[i]!);\n  }\n  avgGain /= period;\n  avgLoss /= period;\n  const out: { t: Date; v: number }[] = [];\n  const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n  out.push({\n    t: series[period]!.t,\n    v: avgLoss === 0 ? 100 : 100 - 100 / (1 + rs),\n  });\n  for (let i = period; 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 * (period - 1) + gain) / period;\n    avgLoss = (avgLoss * (period - 1) + loss) / period;\n    const smoothRs = avgLoss === 0 ? 100 : avgGain / avgLoss;\n    out.push({\n      t: series[i + 1]!.t,\n      v: avgLoss === 0 ? 100 : 100 - 100 / (1 + smoothRs),\n    });\n  }\n  return out;\n}\n","import type { Series } from '../../interfaces/types';\n\n/**\n * Controls whether `returnSeries` computes percentage or absolute returns.\n *\n * - `'pct'` (default) — percentage return: `(curr - prev) / prev`. The result is\n *   a dimensionless ratio (e.g. `0.05` means +5 %).\n * - `'abs'` — absolute price difference: `curr - prev`. The result is in the same\n *   units as the input price series.\n */\nexport type ReturnMode = 'pct' | 'abs';\n\n/**\n * Computes a rolling period return over a price series.\n *\n * Math definition:\n * ```\n * // Percentage (default):\n * return[i] = (series[i] - series[i - period]) / series[i - period]\n *\n * // Absolute:\n * return[i] = series[i] - series[i - period]\n * ```\n *\n * Warmup: the first `period` bars are consumed as the lookback window for the\n * first output. The first output point corresponds to input index `period`.\n * The output array is shorter than the input (no `undefined` placeholders).\n *\n * Edge cases:\n * - `period <= 0` — throws `Error`.\n * - `series.length <= period` — returns `[]` (needs strictly more than `period` bars).\n * - `mode === 'pct'` with `prev === 0` — produces `Infinity` or `NaN`; callers\n *   should filter or guard against zero-price series.\n *\n * @param series - Input price series sorted in ascending timestamp order.\n * @param period - Lookback distance in bars. A value of `1` gives a single-bar\n *   (daily) return; larger values give multi-bar returns.\n * @param mode - Whether to return a percentage ratio or an absolute difference.\n *   Defaults to `'pct'`.\n * @returns A `Series` of length `max(0, series.length - period)`. Each point's\n *   timestamp `t` is taken from `series[i]` (the later of the two bars).\n *\n * @example\n * ```ts\n * import { returnSeries } from '@livefolio/sdk';\n *\n * const prices = [\n *   { t: new Date('2023-01-02'), v: 100 },\n *   { t: new Date('2023-01-03'), v: 105 },\n *   { t: new Date('2023-01-04'), v: 110 },\n * ];\n *\n * const pct = returnSeries(prices, 1);\n * // pct[0] => { t: new Date('2023-01-03'), v: 0.05 }  // (105-100)/100\n * // pct[1] => { t: new Date('2023-01-04'), v: ~0.048 } // (110-105)/105\n *\n * const abs = returnSeries(prices, 1, 'abs');\n * // abs[0] => { t: new Date('2023-01-03'), v: 5 }  // 105-100\n * // abs[1] => { t: new Date('2023-01-04'), v: 5 }  // 110-105\n *\n * // Two-bar return\n * const twoBar = returnSeries(prices, 2);\n * // twoBar[0] => { t: new Date('2023-01-04'), v: 0.1 } // (110-100)/100\n * ```\n */\nexport function returnSeries(series: Series, period: number, mode: ReturnMode = 'pct'): Series {\n  if (period <= 0) throw new Error(`returnSeries: period must be positive, got ${period}`);\n  if (series.length <= period) return [];\n  const out: { t: Date; v: number }[] = [];\n  for (let i = period; i < series.length; i++) {\n    const curr = series[i]!.v;\n    const prev = series[i - period]!.v;\n    const v = mode === 'abs' ? curr - prev : (curr - prev) / prev;\n    out.push({ t: series[i]!.t, v });\n  }\n  return out;\n}\n","import type { Series } from '../../interfaces/types';\n\n/**\n * Computes a rolling historical volatility as the population standard deviation\n * of daily log-like returns over a sliding window.\n *\n * Math definition:\n * ```\n * dailyReturn[i] = series[i] / series[i-1] - 1   // simple period return\n *\n * // For each window of `period` daily returns ending at index i:\n * mean     = Σ dailyReturn[i..i-period+1] / period\n * variance = Σ (dailyReturn[j] - mean)² / period   // population variance\n * vol[i]   = sqrt(variance)\n * ```\n *\n * The result is the per-bar standard deviation expressed as a fraction (e.g.\n * `0.012` ≈ 1.2 % daily volatility). To annualise, multiply by `sqrt(252)` for\n * daily bars.\n *\n * Warmup: requires `period + 1` price bars to produce the first volatility value:\n * one extra bar to compute the first daily return, then `period` returns for the\n * first window. The first output point corresponds to the `period`-th daily-return\n * index. The output array is shorter than the input (no `undefined` placeholders).\n *\n * Edge cases:\n * - `period <= 0` — throws `Error`.\n * - `series.length < period + 1` — returns `[]`.\n * - Flat price series (all returns = 0) — returns volatility values of `0`.\n *\n * @param series - Input price series sorted in ascending timestamp order. Values\n *   must be positive (non-zero); zero prices produce `NaN` daily returns.\n * @param period - Window size in daily-return bars. Must be a positive integer;\n *   common values are 20 (≈ 1 month) or 252 (1 year) for daily data.\n * @returns A `Series` of length `max(0, series.length - period)`. Each point's\n *   timestamp `t` is taken from the last daily-return bar in its window.\n *\n * @example\n * ```ts\n * import { volatility } from '@livefolio/sdk';\n *\n * // 5 price bars → 4 daily returns → 1 vol point (period=4)\n * const prices = [\n *   { t: new Date('2023-01-02'), v: 100 },\n *   { t: new Date('2023-01-03'), v: 101 },\n *   { t: new Date('2023-01-04'), v: 99  },\n *   { t: new Date('2023-01-05'), v: 102 },\n *   { t: new Date('2023-01-06'), v: 100 },\n * ];\n *\n * const vol = volatility(prices, 4);\n * // vol.length === 1\n * // vol[0].t => new Date('2023-01-06')\n * // vol[0].v => population std-dev of the 4 daily returns (≈ 0.012)\n * ```\n */\nexport function volatility(series: Series, period: number): Series {\n  if (period <= 0) throw new Error(`volatility: period must be positive, got ${period}`);\n  if (series.length < period + 1) return [];\n  const dailyReturns: { t: Date; v: number }[] = [];\n  for (let i = 1; i < series.length; i++) {\n    dailyReturns.push({\n      t: series[i]!.t,\n      v: series[i]!.v / series[i - 1]!.v - 1,\n    });\n  }\n  if (dailyReturns.length < period) return [];\n  const out: { t: Date; v: number }[] = [];\n  for (let i = period - 1; i < dailyReturns.length; i++) {\n    const window = dailyReturns.slice(i - period + 1, i + 1);\n    const mean = window.reduce((s, r) => s + r.v, 0) / period;\n    const variance = window.reduce((s, r) => s + (r.v - mean) ** 2, 0) / period;\n    out.push({ t: dailyReturns[i]!.t, v: Math.sqrt(variance) });\n  }\n  return out;\n}\n","import type { Series } from '../../interfaces/types';\n\n/**\n * Computes the rolling drawdown relative to the period high for each bar.\n *\n * Math definition:\n * ```\n * rollingMax[i] = max(series[i-period+1], ..., series[i])\n * drawdown[i]   = (series[i] - rollingMax[i]) / rollingMax[i]\n * ```\n *\n * The result is a non-positive fraction (e.g. `-0.15` means the current price\n * is 15 % below the period high). A value of `0` means the current price equals\n * the rolling maximum — i.e. the asset is at a new high within the window.\n *\n * Warmup: the first output point corresponds to input index `period - 1` (the\n * first complete window). The output array is shorter than the input by\n * `period - 1` points (no `undefined` placeholders).\n *\n * Edge cases:\n * - `period <= 0` — throws `Error`.\n * - `series.length < period` — returns `[]`.\n * - All prices in a window are equal — returns `0` (current equals max).\n * - Zero prices in the window — produces `NaN` (division by zero); callers\n *   should guard against zero-price series.\n *\n * @param series - Input price series sorted in ascending timestamp order. Values\n *   should be positive (non-zero) to avoid `NaN` results.\n * @param period - Rolling window size in bars. Must be a positive integer.\n *   A value of `1` always returns `0` (current equals one-bar max).\n * @returns A `Series` of length `max(0, series.length - period + 1)`. Each\n *   point's timestamp `t` is taken from `series[i]` (the last bar in its window).\n *   Values are in the range `(-∞, 0]` but in practice within `[-1, 0]` for\n *   positive price series.\n *\n * @example\n * ```ts\n * import { drawdown } from '@livefolio/sdk';\n *\n * const prices = [\n *   { t: new Date('2023-01-02'), v: 100 },\n *   { t: new Date('2023-01-03'), v: 105 },\n *   { t: new Date('2023-01-04'), v: 95  },\n *   { t: new Date('2023-01-05'), v: 98  },\n * ];\n *\n * const dd = drawdown(prices, 3);\n * // dd.length === 2\n * // dd[0].t => new Date('2023-01-04'), dd[0].v => (95-105)/105 ≈ -0.095\n * // dd[1].t => new Date('2023-01-05'), dd[1].v => (98-105)/105 ≈ -0.067\n * ```\n */\nexport function drawdown(series: Series, period: number): Series {\n  if (period <= 0) throw new Error(`drawdown: period must be positive, got ${period}`);\n  if (series.length < period) return [];\n  const out: { t: Date; v: number }[] = [];\n  for (let i = period - 1; i < series.length; i++) {\n    let max = -Infinity;\n    for (let j = i - period + 1; j <= i; j++) {\n      if (series[j]!.v > max) max = series[j]!.v;\n    }\n    out.push({ t: series[i]!.t, v: (series[i]!.v - max) / max });\n  }\n  return out;\n}\n","import type { Series } from '../interfaces/types';\nimport { sma } from './indicators/sma';\nimport { ema } from './indicators/ema';\nimport { rsi } from './indicators/rsi';\nimport { returnSeries, type ReturnMode } from './indicators/return';\nimport { volatility } from './indicators/volatility';\nimport { drawdown } from './indicators/drawdown';\n\n/**\n * A discriminated union describing every built-in feature kind and its parameters.\n *\n * Each variant has a `kind` field that identifies the indicator together with the\n * parameters that fully determine its output. `FeatureSpec` objects are used as\n * cache keys (via `paramsHash`) and as dispatch tokens (via `getFeatureCompute`).\n *\n * Variants:\n * - `{ kind: 'price' }` — raw price series; no parameters.\n * - `{ kind: 'sma'; period: number }` — simple moving average over `period` bars.\n * - `{ kind: 'ema'; period: number }` — exponential moving average seeded from an SMA.\n * - `{ kind: 'rsi'; period: number }` — Wilder's Relative Strength Index.\n * - `{ kind: 'return'; period: number; mode?: ReturnMode }` — period return; percent or absolute.\n * - `{ kind: 'volatility'; period: number }` — rolling population standard deviation of daily returns.\n * - `{ kind: 'drawdown'; period: number }` — drawdown relative to the rolling maximum.\n */\nexport type FeatureSpec =\n  | { kind: 'price' }\n  | { kind: 'sma'; period: number }\n  | { kind: 'ema'; period: number }\n  | { kind: 'rsi'; period: number }\n  | { kind: 'return'; period: number; mode?: ReturnMode }\n  | { kind: 'volatility'; period: number }\n  | { kind: 'drawdown'; period: number };\n\n/**\n * String literal union of all valid feature `kind` values derived from `FeatureSpec`.\n *\n * Useful for typing registry keys and dispatch tables without manually listing all\n * variants: `'price' | 'sma' | 'ema' | 'rsi' | 'return' | 'volatility' | 'drawdown'`.\n */\nexport type FeatureKind = FeatureSpec['kind'];\n\n/**\n * A pure function that computes a feature `Series` from an input price `Series` and the typed\n * `FeatureSpec` describing the indicator's parameters. Implementations must be deterministic and\n * side-effect free — the SDK uses the function as a content-addressed dispatch token via\n * {@link getFeatureCompute} and as the registration target for {@link defineFeature}.\n *\n * @param series - Input price series (typically the asset's close prices).\n * @param spec   - Typed indicator spec carrying the parameters relevant to `kind`.\n * @returns The computed feature series, aligned to `series` on `t`.\n */\nexport type ComputeFn = (series: Series, spec: FeatureSpec) => Series;\n\nconst registry = new Map<FeatureKind, ComputeFn>();\n\n/**\n * Registers a compute function for a new or existing feature kind.\n *\n * Throws if `kind` is already registered. Call this once at module initialisation\n * time (top-level) to extend the built-in feature registry with custom indicators.\n * The compute function receives the raw price `Series` and the full typed spec\n * object for that kind; it must return a `Series` of the same or shorter length.\n *\n * @param kind - The `FeatureKind` string that identifies this indicator.\n * @param compute - Pure function that transforms a price series according to `spec`.\n *   The `spec` argument is narrowed to `Extract<FeatureSpec, { kind: K }>` so\n *   TypeScript enforces that only the correct parameter shape is accessed.\n * @returns `void`. Registration is a side-effectful, one-time operation.\n *\n * @example\n * ```ts\n * import { defineFeature } from '@livefolio/sdk';\n *\n * // Register a custom 'zscore' feature kind\n * defineFeature('sma', (series, spec) => {\n *   // Already built-in; this would throw due to duplicate registration.\n *   // Shown here for illustration only.\n *   return series;\n * });\n * ```\n */\nexport function defineFeature<K extends FeatureKind>(\n  kind: K,\n  compute: (series: Series, spec: Extract<FeatureSpec, { kind: K }>) => Series,\n): void {\n  if (registry.has(kind)) {\n    throw new Error(`defineFeature: kind \"${kind}\" is already registered`);\n  }\n  registry.set(kind, compute as ComputeFn);\n}\n\n/**\n * Retrieves the registered compute function for a given feature kind.\n *\n * Throws `Error` if the kind has not been registered. In normal usage the\n * built-in `defineFeature` calls at the bottom of this module pre-populate the\n * registry, so this function only throws for custom kinds that were never registered.\n *\n * @param kind - The `FeatureKind` string to look up.\n * @returns The `ComputeFn` registered for `kind`.\n *\n * @example\n * ```ts\n * import { getFeatureCompute } from '@livefolio/sdk';\n *\n * const computeSma = getFeatureCompute('sma');\n * const result = computeSma(priceSeries, { kind: 'sma', period: 20 });\n * ```\n */\nexport function getFeatureCompute(kind: FeatureKind): ComputeFn {\n  const fn = registry.get(kind);\n  if (!fn) throw new Error(`getFeatureCompute: unknown feature kind \"${kind}\"`);\n  return fn;\n}\n\n/**\n * Recursive canonicalization: sort object keys, skip undefined values,\n * preserve null + array order, recurse into nested objects.\n */\nfunction canonicalize(value: unknown): unknown {\n  if (value === null || typeof value !== 'object') return value;\n  if (Array.isArray(value)) return value.map(canonicalize);\n  const obj = value as Record<string, unknown>;\n  const sorted: Record<string, unknown> = {};\n  for (const k of Object.keys(obj).sort()) {\n    if (obj[k] === undefined) continue;\n    sorted[k] = canonicalize(obj[k]);\n  }\n  return sorted;\n}\n\n/**\n * Returns a deterministic string that depends only on the spec's logical\n * content — key order and undefined optional fields are normalized away.\n *\n * The same logical spec always produces the same hash regardless of how the\n * object was constructed (different key insertion order, explicit `undefined`\n * vs. omitted optional field). This string is used as the `paramsHash` field\n * in `FeatureKey` to ensure cache-hit equivalence for semantically identical\n * specs.\n *\n * Callers depend on this function's contract (same logical content → same\n * result), not on the encoding. Future replacement with SHA-256 is\n * non-breaking.\n *\n * @param spec - The `FeatureSpec` object to hash.\n * @returns A JSON string with sorted keys and no undefined values.\n *\n * @example\n * ```ts\n * import { paramsHash } from '@livefolio/sdk';\n *\n * paramsHash({ kind: 'sma', period: 20 });\n * // => '{\"kind\":\"sma\",\"period\":20}'\n *\n * // Optional field omitted vs explicitly undefined — same result:\n * paramsHash({ kind: 'return', period: 10 });\n * paramsHash({ kind: 'return', period: 10, mode: undefined });\n * // both => '{\"kind\":\"return\",\"period\":10}'\n * ```\n */\nexport function paramsHash(spec: FeatureSpec): string {\n  return JSON.stringify(canonicalize(spec));\n}\n\ndefineFeature('price', (series) => series);\ndefineFeature('sma', (series, spec) => sma(series, spec.period));\ndefineFeature('ema', (series, spec) => ema(series, spec.period));\ndefineFeature('rsi', (series, spec) => rsi(series, spec.period));\ndefineFeature('return', (series, spec) => returnSeries(series, spec.period, spec.mode));\ndefineFeature('volatility', (series, spec) => volatility(series, spec.period));\ndefineFeature('drawdown', (series, spec) => drawdown(series, spec.period));\n","import type { Asset, AssetId, Bar, DateRange, Frequency, Series } from '../interfaces/types';\nimport type { DataFeed } from '../interfaces/data-feed';\nimport type { FeatureCache, FeatureKey } from '../interfaces/feature-cache';\nimport { collectBars, barsToSeries, type BarField } from './series-utils';\nimport { getFeatureCompute, paramsHash, type FeatureSpec } from './spec';\n\n/** Sentinel range used as the `range` field in cache keys for streaming-mode\n *  computations. Epoch-zero dates are never valid historical ranges, so this\n *  value cannot collide with any real historical cache entry. */\nconst STREAMING_SENTINEL_RANGE: DateRange = { from: new Date(0), to: new Date(0) };\n\n/** Stub DataFeed used when no `dataFeed` is supplied in streaming mode.\n *  Throws immediately if `.bars` is ever called, which surfaces accidental\n *  historical-mode code paths at runtime rather than silently returning empty. */\nconst STREAMING_STUB_FEED: DataFeed = {\n  bars: () => {\n    throw new Error('dataFeed.bars called on streaming-mode FeatureRuntime');\n  },\n};\n\n/**\n * Configuration for a `FeatureRuntime` instance.\n *\n * Accepts two shapes — select via the `mode` discriminant:\n *\n * - **`'historical'`** (default, `mode` may be omitted): range-bounded backtest\n *   mode. Bars are fetched from `DataFeed` once per asset and cached in memory.\n * - **`'streaming'`**: open-ended live mode. No fixed `range`; bars are pushed\n *   in via `appendBar`. Indicator computation reads from the growing in-process\n *   buffer instead of calling `DataFeed.bars`.\n *\n * The historical variant is backward-compatible — existing callers that omit\n * `mode` compile and behave identically to before.\n */\nexport type FeatureRuntimeOptions =\n  | {\n      /** Selects historical (range-bounded) mode. May be omitted; defaults to\n       *  `'historical'`. */\n      mode?: 'historical';\n      /** The market-data source used to fetch OHLCV bars. */\n      dataFeed: DataFeed;\n      /**\n       * Persistent indicator cache. Use `MemoryFeatureCache` for a single backtest\n       * run, or supply a cross-process cache implementation to share results across\n       * multiple runs or processes.\n       */\n      featureCache: FeatureCache;\n      /**\n       * The date range over which bars are fetched. This should span at least the\n       * backtest range plus any indicator warmup period (e.g. `period - 1` extra\n       * bars for SMA/EMA). `FeatureRuntime` does not automatically extend the range\n       * for warmup — the caller is responsible for providing enough history.\n       */\n      range: DateRange;\n      /**\n       * Bar frequency forwarded to `DataFeed.bars` and embedded in cache keys.\n       * Must match the granularity expected by the indicators (e.g. `'1d'` for\n       * daily SMA/EMA).\n       */\n      freq: Frequency;\n      /**\n       * Which OHLCV field to use as the scalar price series. Defaults to `'close'`.\n       * All indicators within a single `FeatureRuntime` instance share the same field.\n       */\n      field?: BarField;\n    }\n  | {\n      /** Selects streaming (open-ended live) mode. Required. */\n      mode: 'streaming';\n      /** Optional — not called in streaming mode. Omit in streaming-only usages.\n       *  If provided it is stored but never invoked; supply only when sharing an\n       *  options object that also carries a `DataFeed` for other purposes. */\n      dataFeed?: DataFeed;\n      /**\n       * Persistent indicator cache. In streaming mode the cache is bypassed\n       * entirely — every `compute` call recomputes from the in-memory bar buffer.\n       * The instance is still required so that a shared cache object can be\n       * passed without special-casing at the call site.\n       */\n      featureCache: FeatureCache;\n      /**\n       * Bar frequency embedded in cache keys. Must match the granularity of the\n       * bars pushed via `appendBar`.\n       */\n      freq: Frequency;\n      /**\n       * Which OHLCV field to use as the scalar price series. Defaults to `'close'`.\n       */\n      field?: BarField;\n      /**\n       * Optional seed bars per asset (keyed by `AssetId`), used to bootstrap the\n       * streaming buffer from a prior historical run's `BacktestResult`.\n       * Bars must already be in ascending `t` order per asset.\n       */\n      initialBars?: ReadonlyMap<AssetId, ReadonlyArray<Bar>>;\n    };\n\n/**\n * Orchestrates indicator computation for a single backtest run or a live\n * streaming session.\n *\n * `FeatureRuntime` is the bridge between raw OHLCV data (via `DataFeed`) and the\n * typed indicator functions registered in the feature registry. It handles:\n *\n * - **Bar fetching** (historical mode) — Calls `DataFeed.bars` once per\n *   `(asset, range, freq)` tuple and caches the resulting `Series` in memory for\n *   the lifetime of the instance. Concurrent calls for the same asset share a\n *   single in-flight promise; there is no redundant fetching even if `compute` is\n *   called from multiple `Promise.all` branches simultaneously.\n * - **Bar buffering** (streaming mode) — Bars are pushed in via `appendBar`.\n *   `compute` reads directly from the in-memory buffer; `DataFeed.bars` is never\n *   called.\n * - **Indicator dispatch** — Delegates computation to the function registered via\n *   `defineFeature` for the given `FeatureSpec.kind`.\n * - **Persistent caching** (historical mode only) — Checks `FeatureCache` before\n *   computing. On a miss, the result is stored in the cache. Subsequent calls with\n *   the same `(spec, asset)` combination return instantly from cache without\n *   re-fetching bars.\n *\n * Caching semantics:\n * - Historical mode: cache keys incorporate `spec`, `asset.id`, `range`, and `freq`.\n *   Results are read from and written to `featureCache`.\n * - Streaming mode: `featureCache` is bypassed entirely — every `compute` call\n *   recomputes from the growing in-memory bar buffer. The `seriesCache` (per-asset\n *   in-memory base-series cache) is the only cache layer; it is invalidated on each\n *   `appendBar` so the next `compute` sees the updated buffer.\n * - Calling `appendBar` invalidates the in-memory series cache for that asset so\n *   the next `compute` call rebuilds the series from the updated buffer.\n *\n * @example Historical mode (default)\n * ```ts\n * import {\n *   FeatureRuntime,\n *   MemoryFeatureCache,\n *   seriesAt,\n * } from '@livefolio/sdk';\n *\n * const runtime = new FeatureRuntime({\n *   dataFeed,\n *   featureCache: new MemoryFeatureCache(),\n *   range: { from: new Date('2022-01-01'), to: new Date('2023-12-31') },\n *   freq: '1d',\n * });\n *\n * const spy = { kind: 'equity' as const, id: 'US:SPY', symbol: 'SPY' };\n * const smaSeries = await runtime.compute({ kind: 'sma', period: 20 }, spy);\n * const latestSma = seriesAt(smaSeries, new Date('2023-06-15'));\n * // => number | undefined\n * ```\n *\n * @example Streaming mode\n * ```ts\n * const runtime = new FeatureRuntime({\n *   featureCache: new MemoryFeatureCache(),\n *   mode: 'streaming',\n *   freq: '1d',\n *   initialBars,         // optional seed from BacktestResult\n * });\n *\n * runtime.appendBar(spy, latestBar);\n * const smaSeries = await runtime.compute({ kind: 'sma', period: 20 }, spy);\n * ```\n */\nexport class FeatureRuntime {\n  private readonly mode: 'historical' | 'streaming';\n  private readonly dataFeed: DataFeed;\n  private readonly featureCache: FeatureCache;\n  private readonly range: DateRange | null;\n  private readonly freq: Frequency;\n  private readonly field: BarField;\n  /** Per-asset bar buffer used in streaming mode. */\n  private readonly streamingBars: Map<AssetId, Bar[]>;\n  /** Per-asset bar buffer accumulated in historical mode after bars are fetched from DataFeed. */\n  private readonly historicalBars: Map<AssetId, Bar[]>;\n  /** Per-asset in-flight Series promise — shared across concurrent `compute` calls\n   *  for the same asset to avoid redundant bar fetching (historical) or rebuilding\n   *  (streaming). Invalidated on `appendBar`. */\n  private readonly seriesCache: Map<AssetId, Promise<Series>>;\n\n  constructor(opts: FeatureRuntimeOptions) {\n    this.mode = opts.mode ?? 'historical';\n    this.featureCache = opts.featureCache;\n    this.freq = opts.freq;\n    this.field = opts.field ?? 'close';\n    this.seriesCache = new Map();\n    this.streamingBars = new Map();\n    this.historicalBars = new Map();\n\n    if (opts.mode === 'streaming') {\n      this.dataFeed = opts.dataFeed ?? STREAMING_STUB_FEED;\n      this.range = null;\n      if (opts.initialBars) {\n        for (const [assetId, bars] of opts.initialBars) {\n          this.streamingBars.set(assetId, [...bars]);\n        }\n      }\n    } else {\n      this.dataFeed = opts.dataFeed;\n      this.range = opts.range;\n    }\n  }\n\n  /**\n   * Appends a bar to the streaming buffer for the given asset.\n   *\n   * Bars must be provided in non-decreasing `t` order per asset. A bar with\n   * the same `t` as the most recent buffered bar replaces it in place — this\n   * is the mark-to-market wiggle path used by `runLive`, where each incoming\n   * tick updates the running open/high/low/close of the in-flight session bar.\n   * A bar with `t` strictly greater than the buffered tail starts a fresh\n   * in-flight bar (e.g. at session boundaries). A bar with `t` strictly less\n   * than the buffered tail throws.\n   *\n   * Also invalidates the in-memory series cache for the asset so the next\n   * `compute` call rebuilds the series from the updated buffer.\n   *\n   * @throws If called on a historical-mode runtime.\n   * @throws If `bar.t` is strictly less than the last buffered bar's `t`.\n   */\n  appendBar(asset: Asset, bar: Bar): void {\n    if (this.mode !== 'streaming') {\n      throw new Error('appendBar is only valid in streaming mode');\n    }\n    const buf = this.streamingBars.get(asset.id) ?? [];\n    const last = buf[buf.length - 1];\n    if (last !== undefined && bar.t.getTime() < last.t.getTime()) {\n      throw new Error(\n        `appendBar: bars must be in non-decreasing t order; got ${bar.t.toISOString()} after ${last.t.toISOString()}`,\n      );\n    }\n    if (last !== undefined && bar.t.getTime() === last.t.getTime()) {\n      // Same-t mark-to-market wiggle: replace the in-flight bar in place.\n      // Used by `runLive` to update the running OHLC of today's bar on each\n      // tick so feature computation sees the live close.\n      buf[buf.length - 1] = bar;\n    } else {\n      buf.push(bar);\n    }\n    this.streamingBars.set(asset.id, buf);\n    // Invalidate cached series so next compute rebuilds from updated buffer.\n    this.seriesCache.delete(asset.id);\n  }\n\n  private baseSeries(asset: Asset): Promise<Series> {\n    const cached = this.seriesCache.get(asset.id);\n    if (cached) return cached;\n\n    let p: Promise<Series>;\n    if (this.mode === 'streaming') {\n      const buf = this.streamingBars.get(asset.id) ?? [];\n      p = Promise.resolve(barsToSeries(buf, this.field));\n    } else {\n      // Historical mode: fetch from DataFeed and cache.\n      p = (async () => {\n        const bars = await collectBars(this.dataFeed.bars(asset, this.range!, this.freq));\n        this.historicalBars.set(asset.id, bars);\n        return barsToSeries(bars, this.field);\n      })();\n    }\n\n    this.seriesCache.set(asset.id, p);\n    return p;\n  }\n\n  /**\n   * Returns the bar buffer for `asset`, or an empty array if none has been\n   * fetched/buffered yet.\n   *\n   * In historical mode this is populated after the first `compute` call that\n   * triggers a bar fetch for the asset. In streaming mode it reflects all bars\n   * pushed via `appendBar`.\n   */\n  getBars(asset: Asset): ReadonlyArray<Bar> {\n    return this.streamingBars.get(asset.id) ?? this.historicalBars.get(asset.id) ?? [];\n  }\n\n  /**\n   * Returns the full per-asset bar map (keyed by `AssetId`). Merges historical\n   * and streaming buffers (streaming wins on collision, but in practice an\n   * instance is in one mode at a time so collisions don't occur).\n   *\n   * Returns a fresh `Map` — callers cannot mutate the internal state.\n   */\n  getAllBars(): ReadonlyMap<AssetId, ReadonlyArray<Bar>> {\n    const merged = new Map<AssetId, ReadonlyArray<Bar>>();\n    for (const [id, bars] of this.historicalBars) merged.set(id, bars);\n    for (const [id, bars] of this.streamingBars) merged.set(id, bars);\n    return merged;\n  }\n\n  private cacheKey(spec: FeatureSpec, asset: Asset): FeatureKey {\n    return {\n      feature: spec.kind,\n      paramsHash: paramsHash(spec),\n      scope: { kind: 'asset', asset: asset.id },\n      range: this.mode === 'streaming' ? STREAMING_SENTINEL_RANGE : this.range!,\n      freq: this.freq,\n    };\n  }\n\n  /**\n   * Computes (or retrieves from cache) the output `Series` for a given feature\n   * spec applied to a specific asset.\n   *\n   * **Historical mode:** on the first call for a `(spec, asset)` pair:\n   * 1. Fetches or reuses the in-memory base `Series` for the asset.\n   * 2. Dispatches to the registered compute function for `spec.kind`.\n   * 3. Stores the result in `featureCache`.\n   * On subsequent calls, returns the cached `Series` directly from `featureCache`.\n   *\n   * **Streaming mode:** reads from the in-memory bar buffer populated via\n   * `appendBar`. `DataFeed.bars` is never called. The persistent `featureCache`\n   * is bypassed entirely — results are never read from or written to it.\n   * The in-memory `seriesCache` (base series per asset) is the only cache layer\n   * and is invalidated on each `appendBar`, so every `compute` after a new bar\n   * reflects the updated buffer.\n   *\n   * @param spec - The feature specification describing which indicator to compute\n   *   and its parameters (e.g. `{ kind: 'sma', period: 20 }`).\n   * @param asset - The asset for which to compute the feature. The asset's `id`\n   *   is used both for data fetching and cache key construction.\n   * @returns A promise that resolves to the computed `Series`. The series length\n   *   is determined by the indicator's warmup: for example, SMA(20) returns\n   *   `series.length - 19` data points. Returns an empty array when the\n   *   base series is shorter than the indicator's warmup period.\n   *\n   * @example\n   * ```ts\n   * const spy = { kind: 'equity' as const, id: 'US:SPY', symbol: 'SPY' };\n   *\n   * const [priceSeries, smaSeries] = await Promise.all([\n   *   runtime.compute({ kind: 'price' }, spy),\n   *   runtime.compute({ kind: 'sma', period: 20 }, spy),\n   * ]);\n   * ```\n   */\n  async compute(spec: FeatureSpec, asset: Asset): Promise<Series> {\n    const key = this.cacheKey(spec, asset);\n    if (this.mode !== 'streaming') {\n      const cached = await this.featureCache.get(key);\n      if (cached) return cached;\n    }\n    const base = await this.baseSeries(asset);\n    const compute = getFeatureCompute(spec.kind);\n    const result = compute(base, spec);\n    if (this.mode !== 'streaming') {\n      await this.featureCache.set(key, result);\n    }\n    return result;\n  }\n}\n","import type { FeatureCache, FeatureKey } from '../interfaces/feature-cache';\nimport type { Series } from '../interfaces/types';\n\nfunction canonicalKey(key: FeatureKey): string {\n  const scopePart = key.scope.kind === 'asset' ? `asset:${key.scope.asset}` : `universe:${key.scope.universeHash}`;\n  return [\n    `feat=${key.feature}`,\n    `params=${key.paramsHash}`,\n    `scope=${scopePart}`,\n    `from=${key.range.from.toISOString()}`,\n    `to=${key.range.to.toISOString()}`,\n    `freq=${key.freq}`,\n  ].join('|');\n}\n\nfunction canonicalPrefix(prefix: Partial<FeatureKey>): string {\n  const parts: string[] = [];\n  if (prefix.feature !== undefined) parts.push(`feat=${prefix.feature}`);\n  if (prefix.paramsHash !== undefined) parts.push(`params=${prefix.paramsHash}`);\n  if (prefix.scope !== undefined) {\n    const scopePart =\n      prefix.scope.kind === 'asset' ? `asset:${prefix.scope.asset}` : `universe:${prefix.scope.universeHash}`;\n    parts.push(`scope=${scopePart}`);\n  }\n  if (prefix.range !== undefined) {\n    parts.push(`from=${prefix.range.from.toISOString()}`);\n    parts.push(`to=${prefix.range.to.toISOString()}`);\n  }\n  if (prefix.freq !== undefined) parts.push(`freq=${prefix.freq}`);\n  return parts.join('|');\n}\n\n/**\n * In-process, Map-backed implementation of {@link FeatureCache}. Caches\n * computed indicator series in memory for the lifetime of the instance.\n * There is no eviction policy — the cache grows until the instance is\n * garbage-collected.\n *\n * **When to use**: the right choice for single-run backtests or unit tests\n * where the full dataset fits in process memory and cross-run persistence is\n * not required. For long-running hosted services or multi-process setups,\n * substitute a persistent implementation (e.g. Redis-backed) that satisfies\n * the {@link FeatureCache} interface.\n *\n * Cache keys are content-addressed strings composed of `(feature kind, params\n * hash, asset scope, date range, frequency)` — see the internal\n * `canonicalKey` function. The `invalidate` method performs prefix-based\n * deletion using the same key segments.\n *\n * @example\n * ```ts\n * import { MemoryFeatureCache } from '@livefolio/sdk';\n * import { FeatureRuntime } from '@livefolio/sdk/features';\n *\n * const cache   = new MemoryFeatureCache();\n * const runtime = new FeatureRuntime({ feed: myDataFeed, cache });\n * ```\n */\nexport class MemoryFeatureCache implements FeatureCache {\n  private store = new Map<string, Series>();\n\n  async get(key: FeatureKey): Promise<Series | undefined> {\n    return this.store.get(canonicalKey(key));\n  }\n\n  async set(key: FeatureKey, series: Series): Promise<void> {\n    this.store.set(canonicalKey(key), series);\n  }\n\n  async invalidate(prefix: Partial<FeatureKey>): Promise<void> {\n    const needles = canonicalPrefix(prefix).split('|').filter(Boolean);\n    if (needles.length === 0) return;\n    for (const k of [...this.store.keys()]) {\n      if (needles.every((n) => k.includes(n))) this.store.delete(k);\n    }\n  }\n}\n","import type { Asset, AssetId, Bar } from '../interfaces/types';\nimport type { StreamingDataFeed } from '../interfaces/streaming-data-feed';\nimport type { Executor } from '../interfaces/executor';\nimport type { Calendar } from '../interfaces/calendar';\nimport type { Order } from '../orders/types';\nimport type { Portfolio } from '../portfolio/types';\nimport type { Strategy, Features } from './types';\nimport type { BacktestResult, BacktestSnapshot } from './run-backtest';\nimport { isStateResult } from './run-backtest';\nimport { FeatureRuntime } from '../features/runtime';\nimport { MemoryFeatureCache } from '../reference/memory-feature-cache';\nimport { applyFills } from '../portfolio/apply';\n\n/**\n * Unified event stream from {@link runLive}. Discriminated union of two variants:\n *\n * - **`mark`** — emitted per tick. The strategy is run in PREVIEW mode (state\n *   is snapshot/restored, no executor call, no portfolio commit). Use this to\n *   render the wiggling rightmost chart point and the \"if the session ended now,\n *   the strategy would do X\" preview UX.\n * - **`snapshot`** — emitted when a tick crosses a session boundary. The\n *   just-closed bar is finalized, `strategy.build` runs for real, orders are\n *   submitted to the executor, fills are applied, and state advances. Same\n *   shape as {@link BacktestSnapshot} from {@link runBacktest} (plus the\n *   `type: 'snapshot'` discriminant), so consumers can append snapshot events\n *   to the same chart array used by historical results.\n */\nexport type LiveEvent<F extends Features = Features, _S = unknown> =\n  | {\n      type: 'mark';\n      /** Wall-clock arrival time of this tick. */\n      t: Date;\n      /** Portfolio at the start of the current session — unchanged by the preview. */\n      portfolio: Portfolio;\n      /**\n       * Per-asset accumulating close so far in the current session. Only assets\n       * that have received at least one tick this session appear in the map.\n       */\n      prices: ReadonlyMap<AssetId, number>;\n      /** Features recomputed for the in-progress session. */\n      features: F;\n      /**\n       * Orders the strategy would emit if the session closed at the current\n       * tick price. Computed from a state SNAPSHOT — the returned `state` value\n       * is discarded, so no committed state is mutated.\n       */\n      previewOrders: ReadonlyArray<Order>;\n      /**\n       * Best-effort placeholder — returns the unchanged portfolio. A future\n       * `simulateFills(orders, prices)` helper will compute the hypothetical\n       * post-rebalance NAV that would result from applying `previewOrders` at\n       * `prices`. Until then, consumers compute NAV themselves from\n       * `portfolio` + `prices`.\n       */\n      previewPortfolio: Portfolio;\n    }\n  | (BacktestSnapshot & { type: 'snapshot' });\n\n/** Required inputs to {@link runLive}. */\nexport type RunLiveOptions<F extends Features = Features, S = unknown> = {\n  /** The strategy to drive. If its `features` method depends on a captured\n   *  `FeatureRuntime` (e.g. tactical strategies built via `fromSpec`), pass the\n   *  same runtime instance via {@link RunLiveOptions.streamingRuntime} so the\n   *  live bar buffer stays in sync with what the strategy reads. */\n  strategy: Strategy<F, S>;\n  /**\n   * Result of a prior {@link runBacktest} call. Provides the seed `portfolio`,\n   * `state`, and `bars` map for the streaming runtime.\n   */\n  history: BacktestResult<S>;\n  /** Source of streaming ticks. */\n  dataFeed: StreamingDataFeed;\n  /** Order router used at session boundaries to settle the just-closed bar. */\n  executor: Executor;\n  /** Calendar that resolves a tick's wall-clock time into its session date. */\n  calendar: Calendar;\n  /**\n   * Optional streaming {@link FeatureRuntime}. Provide this to share the\n   * runtime with the strategy — tactical strategies built via `fromSpec`\n   * capture a runtime in their `features` closure, so passing the same\n   * instance here keeps the live bar buffer in sync with what the strategy\n   * reads. When omitted, `runLive` constructs its own streaming runtime\n   * seeded from `history.bars`.\n   */\n  streamingRuntime?: FeatureRuntime;\n};\n\n/**\n * Returns a structurally equivalent copy of `state` so previews cannot mutate\n * the committed state value. Uses `structuredClone` (Node ≥20). State must be\n * structured-cloneable — JSON-serializable types plus Date/Map/Set/etc.\n */\nfunction snapshotState<S>(state: S | undefined): S | undefined {\n  if (state === undefined) return undefined;\n  return structuredClone(state);\n}\n\n/**\n * Returns the trading-day key (midnight UTC) for the session containing\n * instant `t`, as resolved by the supplied {@link Calendar}. Two ticks belong\n * to the same session iff `findSession(t1) === findSession(t2)`.\n *\n * Uses `calendar.next(t)` to find the next trading day strictly after `t`,\n * then `calendar.previous` to back-anchor to the session that contains `t`.\n * For NYSE: a tick at Friday 17:00 ET (after-close) has `next` = Monday and\n * `previous(Monday)` = Friday — the correct session anchor.\n */\nfunction findSession(t: Date, calendar: Calendar): Date {\n  const next = calendar.next(t);\n  return calendar.previous(next);\n}\n\n/**\n * Drives a {@link Strategy} against a streaming market-data source and yields\n * a unified event stream that consumer charts can append to historical\n * snapshots without code branching.\n *\n * **Lifecycle on each tick:**\n * 1. Resolve the tick's session date via the supplied {@link Calendar} —\n *    `calendar.previous(calendar.next(tick.t))`. This correctly handles\n *    after-hours ticks (NYSE 17:00 ET stays in the same session) and DST\n *    transitions.\n * 2. If the tick crosses a session boundary, finalize the just-closed bar:\n *    append it to the streaming `FeatureRuntime`, run `strategy.build` for\n *    REAL (committing state), submit orders to the executor, apply fills,\n *    and yield a `snapshot` event identical in shape to {@link BacktestSnapshot}.\n * 3. Record the tick into the current session's accumulating bar.\n * 4. Re-run `strategy.features` and `strategy.build` in PREVIEW mode (state\n *    is snapshot/restored — committed state is untouched). Yield a `mark`\n *    event with the recomputed features and preview orders.\n *\n * **State semantics:** preview-build always operates on a deep clone of the\n * committed `state`. Only the boundary-crossing commit branch advances\n * committed state. This guarantees that 1000 ticks within a single session\n * produce 1000 marks but leave `state` exactly where the prior session-close\n * commit left it.\n *\n * **FeatureRuntime:** if the strategy was built via `fromSpec` it captures its\n * own runtime in the `features` closure. Pass that same instance via\n * {@link RunLiveOptions.streamingRuntime} so `appendBar` calls land on the\n * runtime the strategy actually reads. When omitted, `runLive` constructs its\n * own streaming runtime seeded from `history.bars` — this works for hand-rolled\n * strategies whose `features` method consults the runtime directly, but it\n * leaves a `fromSpec` strategy reading a stale captured runtime.\n *\n * **Bar lineage:** the streaming `FeatureRuntime` (provided or constructed) is\n * seeded from `history.bars`, so indicators with warmup periods (SMA(200),\n * etc.) work on the first live tick.\n *\n * **Universe:** captured once at startup from\n * `strategy.universe(anchorTime, portfolio)`, where `anchorTime` is the last\n * historical snapshot's timestamp (or epoch zero for empty history). Dynamic\n * universes are not yet supported in live mode.\n *\n * **Termination:** the iterable terminates when the underlying\n * `StreamingDataFeed.subscribe` iterable terminates. Real adapters yield\n * forever; tests use bounded iterables to assert specific event sequences.\n *\n * @param opts - Live-runtime configuration. See {@link RunLiveOptions}.\n * @returns An open-ended `AsyncIterable<LiveEvent>`. Consumers `for await` the\n *   stream and dispatch on `ev.type`.\n *\n * @example\n * ```ts\n * for await (const ev of runLive({ strategy, history, dataFeed, executor, calendar })) {\n *   if (ev.type === 'mark') {\n *     chart.updateLastBar({ t: ev.t, prices: ev.prices, previewOrders: ev.previewOrders });\n *   } else {\n *     chart.appendBar(ev); // BacktestSnapshot-shaped\n *   }\n * }\n * ```\n */\nexport async function* runLive<F extends Features = Features, S = unknown>(\n  opts: RunLiveOptions<F, S>,\n): AsyncIterable<LiveEvent<F, S>> {\n  const { strategy, history, dataFeed, executor, calendar } = opts;\n\n  // Streaming FeatureRuntime: prefer a caller-supplied instance (so `fromSpec`\n  // strategies that captured a runtime keep reading the same buffer we append\n  // to). Otherwise build one seeded from `history.bars` for hand-rolled\n  // strategies that consult the runtime directly.\n  const runtime =\n    opts.streamingRuntime ??\n    new FeatureRuntime({\n      mode: 'streaming',\n      featureCache: new MemoryFeatureCache(),\n      freq: '1d',\n      initialBars: history.bars,\n    });\n\n  let portfolio = history.finalPortfolio;\n  let state: S | undefined = history.finalState;\n  // Universe is captured once at startup using the last historical snapshot's\n  // timestamp as an anchor (or epoch zero for empty history). Dynamic\n  // universes are not yet supported in live mode.\n  const anchorTime = history.snapshots.length > 0 ? history.snapshots[history.snapshots.length - 1]!.t : new Date(0);\n  const universe = strategy.universe(anchorTime, portfolio);\n\n  // Track the current session being accumulated. When history is non-empty,\n  // its last snapshot represents an already-committed session, so the next\n  // session to accumulate is `calendar.next(lastSnapshot.t)`. Without this\n  // advance, the first live tick whose session exceeds `lastSnapshot.t` would\n  // re-fire the boundary and emit a duplicate snapshot for the already-closed\n  // session. With empty history, we lazily adopt the first tick's session.\n  let currentSession: Date | null =\n    history.snapshots.length > 0 ? calendar.next(history.snapshots[history.snapshots.length - 1]!.t) : null;\n  let currentBarOpen = new Map<AssetId, number>();\n  let currentBarHigh = new Map<AssetId, number>();\n  let currentBarLow = new Map<AssetId, number>();\n  let currentBarClose = new Map<AssetId, number>();\n\n  function recordTick(asset: Asset, tickBar: Bar): void {\n    const id = asset.id;\n    const price = tickBar.close;\n    if (!currentBarOpen.has(id)) currentBarOpen.set(id, price);\n    currentBarHigh.set(id, Math.max(currentBarHigh.get(id) ?? -Infinity, price));\n    currentBarLow.set(id, Math.min(currentBarLow.get(id) ?? Infinity, price));\n    currentBarClose.set(id, price);\n  }\n\n  function finalizeBars(sessionDate: Date): void {\n    for (const asset of universe) {\n      const close = currentBarClose.get(asset.id);\n      if (close === undefined) continue;\n      runtime.appendBar(asset, {\n        t: sessionDate,\n        open: currentBarOpen.get(asset.id)!,\n        high: currentBarHigh.get(asset.id)!,\n        low: currentBarLow.get(asset.id)!,\n        close,\n        volume: 0,\n      });\n    }\n    currentBarOpen = new Map();\n    currentBarHigh = new Map();\n    currentBarLow = new Map();\n    currentBarClose = new Map();\n  }\n\n  for await (const tick of dataFeed.subscribe(universe)) {\n    const tickSession = findSession(tick.bar.t, calendar);\n\n    if (currentSession === null) {\n      currentSession = tickSession;\n    }\n\n    // Boundary crossed: finalize the previous session's bar, run REAL build,\n    // submit orders, apply fills, yield snapshot, then start the new session.\n    if (tickSession.getTime() > currentSession.getTime()) {\n      finalizeBars(currentSession);\n      const sessionFeatures = await strategy.features(universe, portfolio, currentSession);\n      const buildResult = strategy.build(sessionFeatures, portfolio, state as S, currentSession);\n      let orders: ReadonlyArray<Order>;\n      if (isStateResult(buildResult)) {\n        orders = buildResult.orders;\n        state = buildResult.state;\n      } else {\n        orders = buildResult;\n      }\n      const fills = await executor.submit(orders, currentSession, portfolio);\n      portfolio = applyFills(portfolio, fills, orders);\n      yield {\n        type: 'snapshot',\n        t: currentSession,\n        portfolio,\n        orders,\n        fills,\n      };\n      currentSession = tickSession;\n    }\n\n    // Record the tick into the current session's accumulating bar.\n    recordTick(tick.asset, tick.bar);\n\n    // Wiggle: push the in-flight session bar into the streaming runtime so\n    // feature computations see the running close. `runtime.appendBar` allows\n    // same-t replacement, so subsequent ticks within the session overwrite\n    // the in-flight bar in place. Without this step, features would be\n    // pinned to yesterday's close — preview decisions would be stable\n    // through the session and only refresh at session-close finalization,\n    // which contradicts the model that every tick is \"as if the session\n    // closed at this price.\"\n    for (const asset of universe) {\n      const close = currentBarClose.get(asset.id);\n      if (close === undefined) continue;\n      runtime.appendBar(asset, {\n        t: currentSession,\n        open: currentBarOpen.get(asset.id)!,\n        high: currentBarHigh.get(asset.id)!,\n        low: currentBarLow.get(asset.id)!,\n        close,\n        volume: 0,\n      });\n    }\n\n    // Preview: snapshot state, recompute features, run build with the snapshot,\n    // discard the returned state. Committed `state` is never touched here.\n    const prices = new Map(currentBarClose);\n    const features = await strategy.features(universe, portfolio, tick.bar.t);\n    const previewState = snapshotState(state);\n    const previewResult = strategy.build(features, portfolio, previewState as S, tick.bar.t);\n    const previewOrders: ReadonlyArray<Order> = isStateResult(previewResult) ? previewResult.orders : previewResult;\n\n    yield {\n      type: 'mark',\n      t: tick.bar.t,\n      portfolio,\n      prices,\n      features,\n      // TODO: replace with `simulateFills(previewOrders, prices)` when the\n      // helper lands so consumers see the hypothetical post-rebalance NAV.\n      previewOrders,\n      previewPortfolio: portfolio,\n    };\n  }\n}\n","import type { Executor } from '../interfaces/executor';\nimport type { Calendar } from '../interfaces/calendar';\nimport type { Asset } from '../interfaces/types';\nimport type { Order, Fill } from '../orders/types';\nimport type { Portfolio } from '../portfolio/types';\n\n/**\n * Callback that resolves the next-open price for `asset` as seen from date `t`.\n * {@link BacktestExecutor} calls this once per order to determine the fill price.\n *\n * The function should return the opening price of the first trading session\n * strictly after `t`, along with that session's timestamp. In a typical\n * backtest setup this reads from the same data feed used to compute features.\n *\n * @param asset - The instrument being filled.\n * @param t     - The date on which the rebalance order was submitted (the\n *                \"signal date\"). The fill should occur on the next open after\n *                this date to avoid look-ahead.\n * @returns An object with the fill timestamp `t` and the opening `price`.\n */\nexport type NextOpenFn = (asset: Asset, t: Date) => Promise<{ t: Date; price: number }>;\n\n/**\n * Constructor options for {@link BacktestExecutor}.\n */\nexport type BacktestExecutorOptions = {\n  /** Exchange calendar used to route fills to the next open session. */\n  calendar: Calendar;\n  /**\n   * Callback that resolves the next-open price for a given asset and date.\n   * See {@link NextOpenFn} for the exact contract.\n   */\n  nextOpen: NextOpenFn;\n  /**\n   * One-way slippage in basis points applied to every fill. The fill price is\n   * adjusted by `price × (1 + sign × slippageBps / 10 000)` where `sign` is\n   * `+1` for buys and `−1` for sells. Defaults to `0`.\n   */\n  slippageBps?: number;\n  /**\n   * Flat per-share commission in the portfolio's base currency. Multiplied by\n   * the fill quantity and recorded in `Fill.fees`. Defaults to `0`.\n   */\n  perShareFee?: number;\n};\n\nfunction resolveAsset(order: Order, portfolio: Portfolio): { asset: Asset; sign: 1 | -1; qty: number } {\n  switch (order.kind) {\n    case 'open':\n      return { asset: order.asset, sign: order.side === 'long' ? 1 : -1, qty: order.quantity };\n    case 'rebalance':\n      return { asset: order.asset, sign: order.delta >= 0 ? 1 : -1, qty: Math.abs(order.delta) };\n    case 'close': {\n      const p = portfolio.positions.find((x) => x.id === order.positionId);\n      if (!p) throw new Error(`BacktestExecutor: close target position ${order.positionId} not found`);\n      return { asset: p.asset, sign: p.side === 'long' ? -1 : 1, qty: order.quantity ?? p.quantity };\n    }\n    case 'adjust': {\n      const p = portfolio.positions.find((x) => x.id === order.positionId);\n      if (!p) throw new Error(`BacktestExecutor: adjust target position ${order.positionId} not found`);\n      const target = order.changes.quantity ?? p.quantity;\n      const delta = target - p.quantity;\n      return { asset: p.asset, sign: delta >= 0 ? 1 : -1, qty: Math.abs(delta) };\n    }\n  }\n}\n\n/**\n * Reference {@link Executor} implementation for backtesting. Fills each order\n * at the next-open price returned by the {@link NextOpenFn} callback, with\n * optional slippage and per-share commissions applied.\n *\n * **When to use**: suitable for historical simulations and unit tests where\n * real broker connectivity is not needed. For live or paper trading, substitute\n * a broker-backed `Executor` that satisfies the same interface.\n *\n * **Fill mechanics**: for each order in `orders`, the executor calls\n * `opts.nextOpen(asset, t)` to obtain the fill price and timestamp. The\n * raw price is then adjusted for slippage:\n * ```\n * adjustedPrice = nextOpen.price × (1 + sign × slippageBps / 10 000)\n * ```\n * where `sign` is `+1` for net-buy direction and `−1` for net-sell direction.\n * A flat per-share fee is added to `Fill.fees`. Orders with zero quantity are\n * silently skipped.\n *\n * @example\n * ```ts\n * import { BacktestExecutor } from '@livefolio/sdk';\n * import { getCalendar } from '@livefolio/sdk';\n *\n * const executor = new BacktestExecutor({\n *   calendar:    getCalendar('NYSE'),\n *   nextOpen:    async (asset, t) => {\n *     // Return the first open bar strictly after t from your data feed.\n *     const bar = await feed.nextBar(asset, t);\n *     return { t: bar.t, price: bar.open };\n *   },\n *   slippageBps: 5,    // 0.05% one-way\n *   perShareFee: 0.005,\n * });\n * ```\n */\nexport class BacktestExecutor implements Executor {\n  constructor(private readonly opts: BacktestExecutorOptions) {}\n\n  async submit(orders: ReadonlyArray<Order>, t: Date, portfolio: Portfolio): Promise<ReadonlyArray<Fill>> {\n    const fills: Fill[] = [];\n    const slip = (this.opts.slippageBps ?? 0) / 10_000;\n    const feePer = this.opts.perShareFee ?? 0;\n\n    for (const order of orders) {\n      const { asset, sign, qty } = resolveAsset(order, portfolio);\n      if (qty === 0) continue;\n      const open = await this.opts.nextOpen(asset, t);\n      const adjustedPrice = open.price * (1 + sign * slip);\n      fills.push({\n        orderRef: order.id,\n        t: open.t,\n        quantity: qty,\n        price: adjustedPrice,\n        fees: feePer * qty,\n      });\n    }\n    return fills;\n  }\n}\n","import type { Asset, Bar, DateRange, Frequency } from '../interfaces/types';\nimport type { DataFeed, Fundamentals } from '../interfaces/data-feed';\n\n/**\n * Error thrown by {@link RoutingDataFeed} when an asset cannot be routed or\n * when the routed feed does not support the requested optional method.\n *\n * Distinguish the two cases via the message text: \"no feed registered\" vs\n * \"does not implement fundamentals\".\n */\nexport class RoutingDataFeedError extends Error {\n  constructor(message: string) {\n    super(message);\n    this.name = 'RoutingDataFeedError';\n  }\n}\n\n/** Function form of the routing rule. Returns the feed for `asset`, or `undefined` when no feed handles it. */\nexport type RoutingDataFeedRouteFn = (asset: Asset) => DataFeed | undefined;\n\n/** Map form of the routing rule. Keys are `Asset['kind']` discriminants. */\nexport type RoutingDataFeedRouteMap = Readonly<Partial<Record<Asset['kind'], DataFeed>>>;\n\n/**\n * A {@link DataFeed} that delegates each call to one of several underlying\n * feeds based on the asset. Use this to compose vendors — e.g. Yahoo for\n * equities and FRED for macro series — behind a single `DataFeed` instance\n * accepted by `runBacktest`, `FeatureRuntime`, and `BacktestExecutor`.\n *\n * Routing rules:\n * - **Map form:** `new RoutingDataFeed({ equity: yahoo, macro: fred })`.\n *   Keys are `asset.kind` discriminants. The 90% case.\n * - **Function form:** `new RoutingDataFeed((a) => a.kind === 'macro' ? fred : yahoo)`.\n *   Use when routing depends on more than `kind` (e.g. allowlists).\n *\n * The router does **not** implement `events()` — the optional method is\n * genuinely absent (`'events' in router === false`). Cross-feed event\n * fan-out is deferred until a real consumer materializes.\n *\n * @example\n * ```ts\n * import { RoutingDataFeed } from '@livefolio/sdk';\n *\n * const feed = new RoutingDataFeed({ equity: yahooFeed, macro: fredFeed });\n *\n * const result = await runBacktest({\n *   strategy, range, initialPortfolio,\n *   dataFeed: feed,\n *   executor,\n *   calendar,\n * });\n * ```\n */\nexport class RoutingDataFeed implements DataFeed {\n  private readonly route: RoutingDataFeedRouteFn;\n\n  constructor(routes: RoutingDataFeedRouteMap | RoutingDataFeedRouteFn) {\n    if (typeof routes === 'function') {\n      this.route = routes;\n    } else {\n      this.route = (asset) => routes[asset.kind];\n    }\n  }\n\n  // Async generator (rather than plain delegation) so resolve() runs lazily on\n  // the first next() call, surfacing errors via the iterable's normal rejection\n  // path instead of throwing synchronously at call time.\n  async *bars(asset: Asset, range: DateRange, freq: Frequency): AsyncGenerator<Bar> {\n    const feed = this.resolve(asset);\n    yield* feed.bars(asset, range, freq);\n  }\n\n  async fundamentals(asset: Asset, t: Date): Promise<Fundamentals> {\n    const feed = this.resolve(asset);\n    if (typeof feed.fundamentals !== 'function') {\n      throw new RoutingDataFeedError(\n        `RoutingDataFeed: routed feed for asset.kind=\"${asset.kind}\" (id=\"${asset.id}\") does not implement fundamentals()`,\n      );\n    }\n    return feed.fundamentals(asset, t);\n  }\n\n  private resolve(asset: Asset): DataFeed {\n    const feed = this.route(asset);\n    if (feed === undefined) {\n      throw new RoutingDataFeedError(\n        `RoutingDataFeed: no feed registered for asset.kind=\"${asset.kind}\" (id=\"${asset.id}\")`,\n      );\n    }\n    return feed;\n  }\n}\n","import type { Asset } from '../interfaces/types';\nimport type { StreamingDataFeed, StreamingBar } from '../interfaces/streaming-data-feed';\n\n/**\n * Error thrown by {@link RoutingStreamingDataFeed} when an asset cannot be routed.\n */\nexport class RoutingStreamingDataFeedError extends Error {\n  constructor(message: string) {\n    super(message);\n    this.name = 'RoutingStreamingDataFeedError';\n  }\n}\n\n/** Function form of the routing rule. Returns the feed for `asset`, or `undefined` when no feed handles it. */\nexport type RoutingStreamingDataFeedRouteFn = (asset: Asset) => StreamingDataFeed | undefined;\n\n/** Map form of the routing rule. Keys are `Asset['kind']` discriminants. */\nexport type RoutingStreamingDataFeedRouteMap = Readonly<Partial<Record<Asset['kind'], StreamingDataFeed>>>;\n\n/**\n * A {@link StreamingDataFeed} that delegates `subscribe()` to one of several\n * underlying feeds based on the asset. Use this to compose vendors — e.g.\n * Polygon for equities and a polling adapter for macro series — behind a\n * single `StreamingDataFeed` instance accepted by `runLive`.\n *\n * Routing rules:\n * - **Map form:** `new RoutingStreamingDataFeed({ equity: polygon, macro: polling })`.\n *   Keys are `asset.kind` discriminants. The 90% case.\n * - **Function form:** `new RoutingStreamingDataFeed((a) => a.kind === 'macro' ? polling : polygon)`.\n *   Use when routing depends on more than `kind` (e.g. allowlists).\n *\n * Assets are grouped by routed feed (by reference identity) before calling\n * upstream `subscribe()` — so a vendor adapter that opens one socket for\n * `[AAPL, MSFT]` keeps doing that rather than receiving one-asset-at-a-time calls.\n *\n * @example\n * ```ts\n * import { RoutingStreamingDataFeed, pollingStreamFromHistorical } from '@livefolio/sdk';\n *\n * const feed = new RoutingStreamingDataFeed({\n *   equity: polygonStreaming,\n *   macro: pollingStreamFromHistorical({ feed: fredHistorical, freq: '1d', schedule: { kind: 'session-close', calendar: nyse } }),\n * });\n * ```\n */\nexport class RoutingStreamingDataFeed implements StreamingDataFeed {\n  private readonly route: RoutingStreamingDataFeedRouteFn;\n\n  constructor(routes: RoutingStreamingDataFeedRouteMap | RoutingStreamingDataFeedRouteFn) {\n    if (typeof routes === 'function') {\n      this.route = routes;\n    } else {\n      this.route = (asset) => routes[asset.kind];\n    }\n  }\n\n  subscribe(assets: ReadonlyArray<Asset>): AsyncIterable<StreamingBar> {\n    return this.merged(assets);\n  }\n\n  // Async generator so routing/grouping errors surface on first next() rather\n  // than throwing synchronously at subscribe() call time — matches RoutingDataFeed.bars() shape.\n  private async *merged(assets: ReadonlyArray<Asset>): AsyncGenerator<StreamingBar> {\n    if (assets.length === 0) return;\n\n    const groups = new Map<StreamingDataFeed, Asset[]>();\n    for (const asset of assets) {\n      const feed = this.route(asset);\n      if (feed === undefined) {\n        throw new RoutingStreamingDataFeedError(\n          `RoutingStreamingDataFeed: no feed registered for asset.kind=\"${asset.kind}\" (id=\"${asset.id}\")`,\n        );\n      }\n      const list = groups.get(feed) ?? [];\n      list.push(asset);\n      groups.set(feed, list);\n    }\n\n    const iters = [...groups.entries()].map(([feed, group]) => feed.subscribe(group)[Symbol.asyncIterator]());\n    yield* mergeIterators(iters);\n  }\n}\n\nasync function* mergeIterators(iters: ReadonlyArray<AsyncIterator<StreamingBar>>): AsyncGenerator<StreamingBar> {\n  type Slot = {\n    iter: AsyncIterator<StreamingBar>;\n    promise: Promise<{ idx: number; r: IteratorResult<StreamingBar> }>;\n  };\n  const live = new Map<number, Slot>();\n\n  const arm = (idx: number, iter: AsyncIterator<StreamingBar>): void => {\n    live.set(idx, {\n      iter,\n      promise: iter.next().then((r) => ({ idx, r })),\n    });\n  };\n\n  iters.forEach((iter, idx) => arm(idx, iter));\n\n  try {\n    while (live.size > 0) {\n      const { idx, r } = await Promise.race([...live.values()].map((s) => s.promise));\n      if (r.done) {\n        live.delete(idx);\n      } else {\n        yield r.value;\n        const slot = live.get(idx);\n        if (slot) arm(idx, slot.iter);\n      }\n    }\n  } finally {\n    await Promise.allSettled(\n      [...live.values()].map((s) => (s.iter.return ? s.iter.return(undefined) : Promise.resolve())),\n    );\n  }\n}\n","import type { Asset, AssetId, Frequency } from '../interfaces/types';\nimport type { DataFeed } from '../interfaces/data-feed';\nimport type { Calendar } from '../interfaces/calendar';\nimport type { StreamingDataFeed, StreamingBar } from '../interfaces/streaming-data-feed';\n\nexport type PollingSchedule = { kind: 'interval'; intervalMs: number } | { kind: 'session-close'; calendar: Calendar };\n\nexport type PollingStreamOptions = {\n  /** Historical feed to poll. Each tick of the schedule calls `feed.bars(asset, …)` for each subscribed asset. */\n  feed: DataFeed;\n  /** Bar frequency to request. Single value — multi-frequency requires composing two polling streams via `RoutingStreamingDataFeed`. */\n  freq: Frequency;\n  /** When to poll. */\n  schedule: PollingSchedule;\n  /**\n   * Window-start for the first poll per asset. Subsequent polls fetch\n   * `(lastSeenT, now]` per asset. Defaults to `new Date(0)` — every bar the\n   * feed has on the first poll is yielded. For replay-then-stream, set this\n   * to your backtest range's `to` so polling picks up exactly where the\n   * backtest left off.\n   */\n  initialFrom?: Date;\n  /** Inject for tests or for accelerated-time simulations. Defaults to `() => new Date()`. */\n  now?: () => Date;\n  /** Inject for tests or for accelerated-time simulations. Defaults to `setTimeout`-based promise. */\n  sleep?: (ms: number) => Promise<void>;\n};\n\nexport function pollingStreamFromHistorical(opts: PollingStreamOptions): StreamingDataFeed {\n  const now = opts.now ?? (() => new Date());\n  const sleep = opts.sleep ?? ((ms: number) => new Promise<void>((res) => setTimeout(res, ms)));\n  const initialFrom = opts.initialFrom ?? new Date(0);\n\n  return {\n    subscribe(assets: ReadonlyArray<Asset>): AsyncIterable<StreamingBar> {\n      return poll(assets);\n    },\n  };\n\n  async function* poll(assets: ReadonlyArray<Asset>): AsyncGenerator<StreamingBar> {\n    // Dedup by id, preserve input order.\n    const seen = new Set<AssetId>();\n    const uniq: Asset[] = [];\n    for (const a of assets) {\n      if (!seen.has(a.id)) {\n        seen.add(a.id);\n        uniq.push(a);\n      }\n    }\n    if (uniq.length === 0) return;\n\n    const lastSeenT = new Map<AssetId, Date>(uniq.map((a) => [a.id, initialFrom]));\n\n    while (true) {\n      await waitForNextPoll();\n      for (const asset of uniq) {\n        const from = lastSeenT.get(asset.id)!;\n        const to = now(); // Fresh per asset by design — for cycle-stable to, pass a custom now() that caches.\n        for await (const bar of opts.feed.bars(asset, { from, to }, opts.freq)) {\n          const last = lastSeenT.get(asset.id)!;\n          if (bar.t.getTime() > last.getTime()) {\n            yield { asset, bar };\n            lastSeenT.set(asset.id, bar.t);\n          }\n        }\n      }\n    }\n  }\n\n  async function waitForNextPoll(): Promise<void> {\n    if (opts.schedule.kind === 'interval') {\n      await sleep(opts.schedule.intervalMs);\n      return;\n    }\n    // Resolve the next session close via cal.schedule() lookahead rather than\n    // the cal.previous(cal.next(now)) idiom: Session exposes .close (not .end),\n    // and the lookahead also covers the exotic-calendar fallback below.\n    const cal = opts.schedule.calendar;\n    const t = now();\n    const lookaheadDays = 14;\n    const range = {\n      from: t,\n      to: new Date(t.getTime() + lookaheadDays * 24 * 60 * 60 * 1000),\n    };\n    const sessions = cal.schedule(range);\n    const upcoming = sessions.find((s) => s.close.getTime() > t.getTime());\n    if (upcoming === undefined) {\n      // No session in the next N days — sleep one day and retry.\n      await sleep(24 * 60 * 60 * 1000);\n      return;\n    }\n    const delay = Math.max(0, upcoming.close.getTime() - t.getTime());\n    await sleep(delay);\n  }\n}\n","import { DateTime } from 'luxon';\nimport type { Calendar, Session, TimeOfDay } from '../interfaces/calendar';\nimport type { DateRange } from '../interfaces/types';\nimport {\n  resolveHolidays,\n  resolveSpecialCloses,\n  resolveSpecialOpens,\n  type HolidayRule,\n  type SpecialClose,\n  type SpecialOpen,\n  type AdhocTimeOverrides,\n} from './holiday-rules';\n\nconst MS_PER_DAY = 86_400_000;\n\nconst DEFAULT_WEEKMASK: ReadonlySet<number> = new Set([1, 2, 3, 4, 5]);\nconst EMPTY_ADHOC: AdhocTimeOverrides = new Map();\n\nfunction ymdKey(d: Date): string {\n  return d.toISOString().slice(0, 10);\n}\n\n/**\n * Abstract base class for exchange trading calendars. Implements the full\n * {@link Calendar} interface by composing up to nine overridable hooks that\n * subclasses provide. Concrete implementations ship for {@link NYSEExchangeCalendar}\n * and {@link LSEExchangeCalendar}; additional exchanges can be added by\n * extending this class.\n *\n * **Per-year caching**: holiday sets and special-session maps are computed once\n * per calendar year and stored in private Maps, so repeated calls to `isOpen`,\n * `next`, or `sessions` within the same year are cheap.\n *\n * **Hook resolution order** (adhoc beats rule, rule beats regular):\n * 1. `adhocHolidays()` / `specialClosesAdhoc()` / `specialOpensAdhoc()` —\n *    `YYYY-MM-DD` string sets/maps populated once at first access.\n * 2. `regularHolidays()` / `specialCloses()` / `specialOpens()` —\n *    year-derived rule arrays applied per year via the resolver helpers.\n * 3. `regularOpen(date)` / `regularClose(date)` / `weekmask(date)` —\n *    per-date fallbacks that subclasses override to encode era-varying session\n *    times and trading-day sets.\n *\n * **Extending**: override only the hooks you need. All hooks have no-op / sensible\n * defaults (Mon–Fri weekmask, 09:30–16:00 session) so a minimal subclass need\n * only set `name`, `tz`, and `regularHolidays()`.\n */\nexport abstract class ExchangeCalendar implements Calendar {\n  /** Short exchange name used as the registry key in {@link getCalendar}. */\n  abstract readonly name: string;\n  /** IANA timezone identifier, e.g. `'America/New_York'` or `'Europe/London'`. */\n  abstract readonly tz: string;\n\n  private readonly holidayCache = new Map<number, Set<number>>();\n  private readonly specialCloseCache = new Map<number, Map<number, TimeOfDay>>();\n  private readonly specialOpenCache = new Map<number, Map<number, TimeOfDay>>();\n\n  private adhocHolidaysCache: ReadonlySet<string> | null = null;\n  private adhocSpecialClosesCache: AdhocTimeOverrides | null = null;\n  private adhocSpecialOpensCache: AdhocTimeOverrides | null = null;\n\n  // --- Hooks ---\n\n  /**\n   * Returns the ordered list of year-derived holiday rules for this exchange.\n   * The base implementation returns an empty array (no regular holidays). Override\n   * to supply the full rule set; each {@link HolidayRule} in the array is applied\n   * via {@link resolveHolidays} once per calendar year and cached. Rules may be\n   * era-bounded via `validFrom` / `validUntil`.\n   */\n  protected regularHolidays(): ReadonlyArray<HolidayRule> {\n    return [];\n  }\n\n  /**\n   * Returns the set of `YYYY-MM-DD` strings for one-off full-day closures that\n   * do not fit a repeating rule (e.g. presidential funerals, natural disasters).\n   * The base implementation returns an empty set. Override with the complete\n   * historical adhoc list for the exchange. This method is called at most once\n   * per `ExchangeCalendar` instance; the result is cached.\n   */\n  protected adhocHolidays(): ReadonlySet<string> {\n    return new Set();\n  }\n\n  /**\n   * Returns the ordered list of year-derived early-close rules for this exchange.\n   * The base implementation returns an empty array. Override to supply rules such\n   * as \"day after Thanksgiving closes at 13:00\". Results are computed once per\n   * year and cached; each rule is applied via {@link resolveSpecialCloses}.\n   */\n  protected specialCloses(): ReadonlyArray<SpecialClose> {\n    return [];\n  }\n\n  /**\n   * Returns the map of `YYYY-MM-DD` strings to override close times for\n   * one-off early-close days that do not fit a repeating rule. The base\n   * implementation returns an empty map. Override with the historical adhoc\n   * set for the exchange. Called at most once per instance; result is cached.\n   */\n  protected specialClosesAdhoc(): AdhocTimeOverrides {\n    return EMPTY_ADHOC;\n  }\n\n  /**\n   * Returns the ordered list of year-derived late-open rules for this exchange.\n   * The base implementation returns an empty array. Override to supply rules such\n   * as \"delayed open due to a moment of silence\". Results are computed once per\n   * year and cached; each rule is applied via {@link resolveSpecialOpens}.\n   */\n  protected specialOpens(): ReadonlyArray<SpecialOpen> {\n    return [];\n  }\n\n  /**\n   * Returns the map of `YYYY-MM-DD` strings to override open times for\n   * one-off late-open days that do not fit a repeating rule. The base\n   * implementation returns an empty map. Override with the historical adhoc\n   * set for the exchange. Called at most once per instance; result is cached.\n   */\n  protected specialOpensAdhoc(): AdhocTimeOverrides {\n    return EMPTY_ADHOC;\n  }\n\n  /**\n   * Returns the default open time in local exchange time for `date` when no\n   * special-open rule matches. The base implementation returns 09:30. Override\n   * to encode era-varying session times (e.g. NYSE opened at 10:00 before\n   * 1985-09-30).\n   *\n   * @param date - UTC midnight `Date` for the trading day being queried.\n   */\n  protected regularOpen(_date: Date): TimeOfDay {\n    return { h: 9, m: 30 };\n  }\n\n  /**\n   * Returns the default close time in local exchange time for `date` when no\n   * special-close rule matches. The base implementation returns 16:00. Override\n   * to encode era-varying session times (e.g. NYSE closed at 15:00 before\n   * 1952-09-29, and at 15:30 until 1974-01-02).\n   *\n   * @param date - UTC midnight `Date` for the trading day being queried.\n   */\n  protected regularClose(_date: Date): TimeOfDay {\n    return { h: 16, m: 0 };\n  }\n\n  /**\n   * Returns the set of weekday indices (using `Date.getUTCDay()` convention:\n   * 0 = Sunday, 1 = Monday, …, 6 = Saturday) that are regular trading days.\n   * The base implementation returns `{1, 2, 3, 4, 5}` (Mon–Fri). Override to\n   * encode historical six-day trading weeks (e.g. NYSE traded Mon–Sat before\n   * 1952-09-29, keyed by `date` so the shift is era-aware).\n   *\n   * @param date - UTC midnight `Date` for the day being tested.\n   */\n  protected weekmask(_date: Date): ReadonlySet<number> {\n    return DEFAULT_WEEKMASK;\n  }\n\n  // --- Adhoc caching getters ---\n  private getAdhocHolidays(): ReadonlySet<string> {\n    if (this.adhocHolidaysCache === null) this.adhocHolidaysCache = this.adhocHolidays();\n    return this.adhocHolidaysCache;\n  }\n  private getAdhocSpecialCloses(): AdhocTimeOverrides {\n    if (this.adhocSpecialClosesCache === null) this.adhocSpecialClosesCache = this.specialClosesAdhoc();\n    return this.adhocSpecialClosesCache;\n  }\n  private getAdhocSpecialOpens(): AdhocTimeOverrides {\n    if (this.adhocSpecialOpensCache === null) this.adhocSpecialOpensCache = this.specialOpensAdhoc();\n    return this.adhocSpecialOpensCache;\n  }\n\n  // --- Caches ---\n  /**\n   * Cached lookup of regular-holiday timestamps for the given year.\n   * Assumes `regularHolidays()` returns the same rule list on every call.\n   */\n  private holidaysForYear(year: number): Set<number> {\n    let set = this.holidayCache.get(year);\n    if (!set) {\n      set = resolveHolidays(this.regularHolidays(), year);\n      this.holidayCache.set(year, set);\n    }\n    return set;\n  }\n\n  private specialClosesForYear(year: number): Map<number, TimeOfDay> {\n    let map = this.specialCloseCache.get(year);\n    if (!map) {\n      map = resolveSpecialCloses(this.specialCloses(), year);\n      this.specialCloseCache.set(year, map);\n    }\n    return map;\n  }\n\n  private specialOpensForYear(year: number): Map<number, TimeOfDay> {\n    let map = this.specialOpenCache.get(year);\n    if (!map) {\n      map = resolveSpecialOpens(this.specialOpens(), year);\n      this.specialOpenCache.set(year, map);\n    }\n    return map;\n  }\n\n  private normalize(t: Date): Date {\n    return new Date(Date.UTC(t.getUTCFullYear(), t.getUTCMonth(), t.getUTCDate()));\n  }\n\n  // --- Public Calendar API ---\n\n  /** Returns `true` when `t` falls on a regular trading day (weekmask check, then holiday check). */\n  isOpen(t: Date): boolean {\n    const d = this.normalize(t);\n    if (!this.weekmask(d).has(d.getUTCDay())) return false;\n    if (this.getAdhocHolidays().has(ymdKey(d))) return false;\n    const year = d.getUTCFullYear();\n    if (this.holidaysForYear(year).has(d.getTime())) return false;\n    return true;\n  }\n\n  /** Returns the first trading day strictly after `t`. */\n  next(t: Date): Date {\n    let d = new Date(this.normalize(t).getTime() + MS_PER_DAY);\n    while (!this.isOpen(d)) d = new Date(d.getTime() + MS_PER_DAY);\n    return d;\n  }\n\n  /** Returns the first trading day strictly before `t`. */\n  previous(t: Date): Date {\n    let d = new Date(this.normalize(t).getTime() - MS_PER_DAY);\n    while (!this.isOpen(d)) d = new Date(d.getTime() - MS_PER_DAY);\n    return d;\n  }\n\n  /**\n   * Returns UTC midnight `Date` objects for every trading day in\n   * `[range.from, range.to)`. The `from` bound is inclusive; `to` is exclusive.\n   */\n  sessions(range: DateRange): ReadonlyArray<Date> {\n    const out: Date[] = [];\n    let d = this.normalize(range.from);\n    const end = this.normalize(range.to).getTime();\n    while (d.getTime() < end) {\n      if (this.isOpen(d)) out.push(d);\n      d = new Date(d.getTime() + MS_PER_DAY);\n    }\n    return out;\n  }\n\n  schedule(range: DateRange): ReadonlyArray<Session> {\n    const days = this.sessions(range);\n    return days.map((date) => ({\n      date,\n      open: this.localizedTimestamp(date, this.openTimeFor(date)),\n      close: this.localizedTimestamp(date, this.closeTimeFor(date)),\n    }));\n  }\n\n  isEarlyClose(t: Date): boolean {\n    const d = this.normalize(t);\n    if (!this.isOpen(d)) return false;\n    if (this.getAdhocSpecialCloses().has(ymdKey(d))) return true;\n    return this.specialClosesForYear(d.getUTCFullYear()).has(d.getTime());\n  }\n\n  // --- Resolution ---\n  /** Adhoc overrides win over rule-driven; both win over `regularOpen(date)`. */\n  private openTimeFor(date: Date): TimeOfDay {\n    const adhoc = this.getAdhocSpecialOpens().get(ymdKey(date));\n    if (adhoc) return adhoc;\n    const ruled = this.specialOpensForYear(date.getUTCFullYear()).get(date.getTime());\n    if (ruled) return ruled;\n    return this.regularOpen(date);\n  }\n\n  /** Adhoc overrides win over rule-driven; both win over `regularClose(date)`. */\n  private closeTimeFor(date: Date): TimeOfDay {\n    const adhoc = this.getAdhocSpecialCloses().get(ymdKey(date));\n    if (adhoc) return adhoc;\n    const ruled = this.specialClosesForYear(date.getUTCFullYear()).get(date.getTime());\n    if (ruled) return ruled;\n    return this.regularClose(date);\n  }\n\n  private localizedTimestamp(date: Date, time: TimeOfDay): Date {\n    const dt = DateTime.fromObject(\n      {\n        year: date.getUTCFullYear(),\n        month: date.getUTCMonth() + 1,\n        day: date.getUTCDate(),\n        hour: time.h,\n        minute: time.m,\n      },\n      { zone: this.tz },\n    );\n    return new Date(dt.toUTC().toMillis());\n  }\n}\n","import type { TimeOfDay } from '../interfaces/calendar';\n\nconst MS_PER_DAY = 86_400_000;\n\nexport type { TimeOfDay };\n\n/**\n * A year-derived holiday rule consumed by {@link ExchangeCalendar}. The rule\n * is active only for years in the range `[validFrom, validUntil]` (both\n * inclusive; omit either bound to leave it open).\n *\n * `resolve(year)` returns the UTC midnight `Date` for the holiday in that year,\n * or `null` if the holiday does not occur that year (e.g. a conditional rule\n * for Good Friday in certain years). When `observe` is `true`, a Saturday\n * result is moved to Friday and a Sunday result is moved to Monday (standard\n * US-style holiday observation).\n */\nexport type HolidayRule = {\n  /** Human-readable name, used for debugging and logging. */\n  name: string;\n  /** Returns the UTC midnight `Date` for this holiday in `year`, or `null` to skip. */\n  resolve: (year: number) => Date | null;\n  /** First year (inclusive) this rule applies. Defaults to −∞. */\n  validFrom?: number;\n  /** Last year (inclusive) this rule applies. Defaults to +∞. */\n  validUntil?: number;\n  /** When `true`, Saturday dates are moved to Friday, Sunday dates to Monday. */\n  observe?: boolean;\n};\n\n/**\n * A year-derived early-close rule consumed by {@link ExchangeCalendar}. Follows\n * the same validity bounds and `resolve` contract as {@link HolidayRule}, but\n * instead of marking a day closed entirely it overrides the session close time\n * to `closeAt` for the matched date.\n */\nexport type SpecialClose = {\n  /** Human-readable name, used for debugging and logging. */\n  name: string;\n  /** Returns the UTC midnight `Date` for this early-close day in `year`, or `null` to skip. */\n  resolve: (year: number) => Date | null;\n  /** The overridden close time in local exchange time. */\n  closeAt: TimeOfDay;\n  /** First year (inclusive) this rule applies. Defaults to −∞. */\n  validFrom?: number;\n  /** Last year (inclusive) this rule applies. Defaults to +∞. */\n  validUntil?: number;\n};\n\n/**\n * A year-derived late-open rule consumed by {@link ExchangeCalendar}. Follows\n * the same validity bounds and `resolve` contract as {@link HolidayRule}, but\n * overrides the session open time to `openAt` for the matched date.\n */\nexport type SpecialOpen = {\n  /** Human-readable name, used for debugging and logging. */\n  name: string;\n  /** Returns the UTC midnight `Date` for this late-open day in `year`, or `null` to skip. */\n  resolve: (year: number) => Date | null;\n  /** The overridden open time in local exchange time. */\n  openAt: TimeOfDay;\n  /** First year (inclusive) this rule applies. Defaults to −∞. */\n  validFrom?: number;\n  /** Last year (inclusive) this rule applies. Defaults to +∞. */\n  validUntil?: number;\n};\n\n/**\n * Map of `YYYY-MM-DD` date strings to override times. Used for one-off\n * historical specials (e.g. a single early close due to a snowstorm) that do\n * not fit a repeating year-derived rule. Keys must be in `YYYY-MM-DD` format\n * in UTC.\n */\nexport type AdhocTimeOverrides = ReadonlyMap<string, TimeOfDay>;\n\n/**\n * Era-bounded session-time rule. Lookup picks the latest rule with `effectiveFrom ≤ date`.\n * Use `effectiveFrom: undefined` for the default (since-inception) rule.\n */\nexport type SessionTimeRule = {\n  effectiveFrom?: string; // YYYY-MM-DD inclusive\n  time: TimeOfDay;\n};\n\n/**\n * Returns the UTC midnight `Date` of the nth occurrence of `weekday` in the\n * given `month` and `year`. `weekday` follows `Date.getUTCDay()` convention\n * (0 = Sunday, 1 = Monday, …, 6 = Saturday). `n` is 1-based.\n *\n * Example: 3rd Monday of January 2024 → `nthWeekdayOfMonth(2024, 1, 1, 3)`.\n */\nexport function nthWeekdayOfMonth(year: number, month: number, weekday: number, n: number): Date {\n  const first = new Date(Date.UTC(year, month - 1, 1));\n  const offset = (weekday - first.getUTCDay() + 7) % 7;\n  return new Date(Date.UTC(year, month - 1, 1 + offset + (n - 1) * 7));\n}\n\n/**\n * Returns the UTC midnight `Date` of the last occurrence of `weekday` in the\n * given `month` and `year`. `weekday` follows `Date.getUTCDay()` convention.\n *\n * Example: last Monday of May 2024 → `lastWeekdayOfMonth(2024, 5, 1)`.\n */\nexport function lastWeekdayOfMonth(year: number, month: number, weekday: number): Date {\n  const last = new Date(Date.UTC(year, month, 0));\n  const offset = (last.getUTCDay() - weekday + 7) % 7;\n  return new Date(last.getTime() - offset * MS_PER_DAY);\n}\n\n/**\n * Computes the UTC midnight `Date` of Easter Sunday for the given Gregorian\n * `year` using the Anonymous Gregorian algorithm (also known as the \"Meeus/Jones/Butcher\"\n * algorithm). Valid for years 1583–4099.\n */\nexport function easter(year: number): Date {\n  const a = year % 19;\n  const b = Math.floor(year / 100);\n  const c = year % 100;\n  const d = Math.floor(b / 4);\n  const e = b % 4;\n  const f = Math.floor((b + 8) / 25);\n  const g = Math.floor((b - f + 1) / 3);\n  const h = (19 * a + b - d - g + 15) % 30;\n  const i = Math.floor(c / 4);\n  const k = c % 4;\n  const L = (32 + 2 * e + 2 * i - h - k) % 7;\n  const m = Math.floor((a + 11 * h + 22 * L) / 451);\n  const month = Math.floor((h + L - 7 * m + 114) / 31);\n  const day = ((h + L - 7 * m + 114) % 31) + 1;\n  return new Date(Date.UTC(year, month - 1, day));\n}\n\n/**\n * Applies Saturday → Friday, Sunday → Monday observation to a holiday date.\n * Weekday dates are returned unchanged. Used when a {@link HolidayRule} has\n * `observe: true`.\n */\nexport function observed(d: Date): Date {\n  const dow = d.getUTCDay();\n  if (dow === 6) return new Date(d.getTime() - MS_PER_DAY);\n  if (dow === 0) return new Date(d.getTime() + MS_PER_DAY);\n  return d;\n}\n\n/**\n * Applies a list of {@link HolidayRule} definitions to a single `year` and\n * returns a `Set` of UTC millisecond timestamps for all holidays active that\n * year. Rules outside their `[validFrom, validUntil]` bounds are skipped.\n * Rules that return `null` from `resolve` are also skipped.\n */\nexport function resolveHolidays(rules: ReadonlyArray<HolidayRule>, year: number): Set<number> {\n  const out = new Set<number>();\n  for (const rule of rules) {\n    if (rule.validFrom !== undefined && year < rule.validFrom) continue;\n    if (rule.validUntil !== undefined && year > rule.validUntil) continue;\n    const raw = rule.resolve(year);\n    if (raw === null) continue;\n    const final = rule.observe ? observed(raw) : raw;\n    out.add(final.getTime());\n  }\n  return out;\n}\n\n/**\n * Applies a list of {@link SpecialClose} rules to a single `year` and returns\n * a map from UTC millisecond timestamp to override close time. Rules outside\n * their `[validFrom, validUntil]` bounds and rules that return `null` from\n * `resolve` are skipped.\n */\nexport function resolveSpecialCloses(rules: ReadonlyArray<SpecialClose>, year: number): Map<number, TimeOfDay> {\n  const out = new Map<number, TimeOfDay>();\n  for (const rule of rules) {\n    if (rule.validFrom !== undefined && year < rule.validFrom) continue;\n    if (rule.validUntil !== undefined && year > rule.validUntil) continue;\n    const d = rule.resolve(year);\n    if (d === null) continue;\n    out.set(d.getTime(), rule.closeAt);\n  }\n  return out;\n}\n\n/**\n * Applies a list of {@link SpecialOpen} rules to a single `year` and returns\n * a map from UTC millisecond timestamp to override open time. Rules outside\n * their `[validFrom, validUntil]` bounds and rules that return `null` from\n * `resolve` are skipped.\n */\nexport function resolveSpecialOpens(rules: ReadonlyArray<SpecialOpen>, year: number): Map<number, TimeOfDay> {\n  const out = new Map<number, TimeOfDay>();\n  for (const rule of rules) {\n    if (rule.validFrom !== undefined && year < rule.validFrom) continue;\n    if (rule.validUntil !== undefined && year > rule.validUntil) continue;\n    const d = rule.resolve(year);\n    if (d === null) continue;\n    out.set(d.getTime(), rule.openAt);\n  }\n  return out;\n}\n\n// ─── pandas-equivalent date helpers ─────────────────────────────────────────\n// These are general-purpose calendar utilities modelled on pandas_market_calendars\n// helpers. They are exchange-agnostic and reused across NYSE, LSE, and future ports.\n\n/** pandas `sunday_to_monday`: only Sunday observation; Saturday stays Saturday. */\nexport function sundayToMonday(d: Date): Date {\n  return d.getUTCDay() === 0 ? new Date(d.getTime() + MS_PER_DAY) : d;\n}\n\n/** pandas `nearest_workday`: Sat → Friday, Sun → Monday, weekday → unchanged. */\nexport function nearestWorkday(d: Date): Date {\n  const dow = d.getUTCDay();\n  if (dow === 6) return new Date(d.getTime() - MS_PER_DAY);\n  if (dow === 0) return new Date(d.getTime() + MS_PER_DAY);\n  return d;\n}\n\n/**\n * First Monday on/after the given day of the month (mimics pandas `weekday=MO(n)` offset).\n * Pass `nth > 1` to skip forward that many additional weeks.\n */\nexport function firstMondayOnOrAfter(year: number, month: number, day: number, nth = 1): Date {\n  const start = new Date(Date.UTC(year, month - 1, day));\n  const offset = (1 - start.getUTCDay() + 7) % 7; // MON = 1\n  return new Date(start.getTime() + (offset + 7 * (nth - 1)) * MS_PER_DAY);\n}\n\n/** Easter offset by `dayDelta` days (e.g. Good Friday = easterPlus(y, -2)). */\nexport function easterPlus(year: number, dayDelta: number): Date {\n  return new Date(easter(year).getTime() + dayDelta * MS_PER_DAY);\n}\n\n/** Helper to drop a holiday if its observed date falls outside an allowed weekday set. */\nexport function dropIfNotInDays(d: Date | null, allowed: ReadonlySet<number>): Date | null {\n  if (d === null) return null;\n  return allowed.has(d.getUTCDay()) ? d : null;\n}\n\n/**\n * Pick the rule with the latest `effectiveFrom ≤ date.toISOString().slice(0,10)`.\n * Rules without `effectiveFrom` are treated as the default (since inception).\n * Throws if no rule matches at all (provide a default rule to guarantee a match).\n */\nexport function resolveSessionTime(rules: ReadonlyArray<SessionTimeRule>, date: Date): TimeOfDay {\n  const key = date.toISOString().slice(0, 10);\n  let best: SessionTimeRule | null = null;\n  for (const rule of rules) {\n    if (rule.effectiveFrom === undefined) {\n      if (best === null) best = rule;\n      continue;\n    }\n    if (rule.effectiveFrom <= key) {\n      if (best === null || best.effectiveFrom === undefined || best.effectiveFrom < rule.effectiveFrom) {\n        best = rule;\n      }\n    }\n  }\n  if (best === null) {\n    throw new Error('resolveSessionTime: no matching rule (provide a default rule with no effectiveFrom)');\n  }\n  return best.time;\n}\n","import { ExchangeCalendar } from './exchange-calendar';\nimport {\n  dropIfNotInDays,\n  easterPlus,\n  firstMondayOnOrAfter,\n  lastWeekdayOfMonth,\n  nearestWorkday,\n  nthWeekdayOfMonth,\n  sundayToMonday,\n  type AdhocTimeOverrides,\n  type HolidayRule,\n  type SpecialClose,\n  type SpecialOpen,\n} from './holiday-rules';\nimport type { TimeOfDay } from '../interfaces/calendar';\n\nconst MS_PER_DAY = 86_400_000;\n\n// Day-of-week constants matching JS Date.getUTCDay(): Sun=0, Mon=1, ... Sat=6.\nconst SUN = 0;\nconst MON = 1;\nconst TUE = 2;\nconst WED = 3;\nconst THU = 4;\nconst FRI = 5;\nconst SAT = 6;\n\nconst SATURDAY_END_KEY = '1952-09-29'; // Saturday trading retired starting this date.\n\nfunction utcDate(y: number, m: number, d: number): Date {\n  return new Date(Date.UTC(y, m - 1, d));\n}\n\nfunction ymd(date: Date): string {\n  return date.toISOString().slice(0, 10);\n}\n\nconst WEEKDAYS_MON_FRI: ReadonlySet<number> = new Set([MON, TUE, WED, THU, FRI]);\nconst WEEKDAYS_MON_SAT: ReadonlySet<number> = new Set([MON, TUE, WED, THU, FRI, SAT]);\n\nconst REGULAR_HOLIDAYS: ReadonlyArray<HolidayRule> = [\n  // ── New Year's Day ─────────────────────────────────────────────────────────\n  // Post-1952: Sunday → Monday observance, Saturday-NYD drops (no Friday close).\n  {\n    name: \"New Year's Day (post-1952)\",\n    validFrom: 1952,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 1, 1)), WEEKDAYS_MON_FRI),\n  },\n  // Pre-1952: Saturday is a trading day; NYD on Saturday is observed on Saturday.\n  {\n    name: \"New Year's Day (pre-1952)\",\n    validUntil: 1952,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 1, 1)), WEEKDAYS_MON_SAT),\n  },\n\n  // ── MLK Day (3rd Mon of Jan, from 1998) ────────────────────────────────────\n  {\n    name: 'Martin Luther King Jr. Day',\n    validFrom: 1998,\n    resolve: (y) => nthWeekdayOfMonth(y, 1, MON, 3),\n  },\n\n  // ── Presidents Day (3rd Mon of Feb, from 1971) ────────────────────────────\n  {\n    name: 'Presidents Day',\n    validFrom: 1971,\n    resolve: (y) => nthWeekdayOfMonth(y, 2, MON, 3),\n  },\n\n  // ── Washington's Birthday (Feb 22) ─────────────────────────────────────────\n  // Pre-1952: Mon-Sat with Sunday → Monday.\n  {\n    name: \"Washington's Birthday (pre-1952)\",\n    validUntil: 1952,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 2, 22)), WEEKDAYS_MON_SAT),\n  },\n  // 1952-09-29 → 1963: Mon-Fri with Sunday → Monday.\n  {\n    name: \"Washington's Birthday (1952-1963)\",\n    validFrom: 1953,\n    validUntil: 1963,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 2, 22)), WEEKDAYS_MON_FRI),\n  },\n  // 1964-1970: nearest_workday observance.\n  {\n    name: \"Washington's Birthday (1964-1970)\",\n    validFrom: 1964,\n    validUntil: 1970,\n    resolve: (y) => nearestWorkday(utcDate(y, 2, 22)),\n  },\n\n  // ── Lincoln's Birthday (Feb 12, 1896-1953) ─────────────────────────────────\n  {\n    name: \"Lincoln's Birthday\",\n    validFrom: 1896,\n    validUntil: 1953,\n    resolve: (y) => sundayToMonday(utcDate(y, 2, 12)),\n  },\n\n  // ── Good Friday ────────────────────────────────────────────────────────────\n  // Closed every year EXCEPT 1898, 1906, 1907.\n  {\n    name: 'Good Friday (1908+)',\n    validFrom: 1908,\n    resolve: (y) => easterPlus(y, -2),\n  },\n  {\n    name: 'Good Friday (pre-1898)',\n    validFrom: 1885,\n    validUntil: 1897,\n    resolve: (y) => easterPlus(y, -2),\n  },\n  {\n    name: 'Good Friday (1899-1905)',\n    validFrom: 1899,\n    validUntil: 1905,\n    resolve: (y) => easterPlus(y, -2),\n  },\n\n  // ── Memorial Day ───────────────────────────────────────────────────────────\n  // Modern: last Monday of May, from 1971.\n  {\n    name: 'Memorial Day (modern, 1971+)',\n    validFrom: 1971,\n    resolve: (y) => firstMondayOnOrAfter(y, 5, 25),\n  },\n  // Pre-1952 (Mon-Sat with Sunday → Monday).\n  {\n    name: 'Memorial Day (pre-1952)',\n    validUntil: 1952,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 5, 30)), WEEKDAYS_MON_SAT),\n  },\n  // 1952-09-29 → 1963.\n  {\n    name: 'Memorial Day (1952-1963)',\n    validFrom: 1953,\n    validUntil: 1963,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 5, 30)), WEEKDAYS_MON_FRI),\n  },\n  // 1964-1969 nearest_workday.\n  {\n    name: 'Memorial Day (1964-1969)',\n    validFrom: 1964,\n    validUntil: 1969,\n    resolve: (y) => nearestWorkday(utcDate(y, 5, 30)),\n  },\n\n  // ── Juneteenth (from 2022) ─────────────────────────────────────────────────\n  {\n    name: 'Juneteenth',\n    validFrom: 2022,\n    resolve: (y) => nearestWorkday(utcDate(y, 6, 19)),\n  },\n\n  // ── Independence Day ───────────────────────────────────────────────────────\n  // Modern: nearest_workday, from 1954.\n  {\n    name: 'Independence Day (modern, 1954+)',\n    validFrom: 1954,\n    resolve: (y) => dropIfNotInDays(nearestWorkday(utcDate(y, 7, 4)), WEEKDAYS_MON_FRI),\n  },\n  // Pre-1952.\n  {\n    name: 'Independence Day (pre-1952)',\n    validUntil: 1952,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 7, 4)), WEEKDAYS_MON_SAT),\n  },\n  // 1952-09-29 → 1953 (post-Saturday-trading transition).\n  {\n    name: 'Independence Day (1953)',\n    validFrom: 1953,\n    validUntil: 1953,\n    resolve: (y) => dropIfNotInDays(sundayToMonday(utcDate(y, 7, 4)), WEEKDAYS_MON_FRI),\n  },\n\n  // ── Labor Day (1st Mon of Sep, from 1887) ─────────────────────────────────\n  {\n    name: 'Labor Day',\n    validFrom: 1887,\n    resolve: (y) => nthWeekdayOfMonth(y, 9, MON, 1),\n  },\n\n  // ── Columbus Day (Oct 12, 1909-1953) ───────────────────────────────────────\n  {\n    name: 'Columbus Day',\n    validFrom: 1909,\n    validUntil: 1953,\n    resolve: (y) => sundayToMonday(utcDate(y, 10, 12)),\n  },\n\n  // ── Election Day (1848-1967, every year; 1968-1980 adhoc; thereafter none) ─\n  {\n    name: 'Election Day (1848-1967)',\n    validFrom: 1885,\n    validUntil: 1967,\n    resolve: (y) => {\n      // First Tuesday on/after Nov 2 (pandas: month=11 day=2 offset=TU(1)).\n      const start = utcDate(y, 11, 2);\n      const offset = (TUE - start.getUTCDay() + 7) % 7;\n      return new Date(start.getTime() + offset * MS_PER_DAY);\n    },\n  },\n\n  // ── Veterans/Armistice Day (Nov 11, 1934-1953) ─────────────────────────────\n  {\n    name: 'Veterans Day (1934-1953)',\n    validFrom: 1934,\n    validUntil: 1953,\n    resolve: (y) => sundayToMonday(utcDate(y, 11, 11)),\n  },\n\n  // ── Thanksgiving ───────────────────────────────────────────────────────────\n  // Modern: 4th Thursday of Nov, from 1942.\n  {\n    name: 'Thanksgiving (modern, 1942+)',\n    validFrom: 1942,\n    resolve: (y) => nthWeekdayOfMonth(y, 11, THU, 4),\n  },\n  // Pre-1939: last Thursday of Nov.\n  {\n    name: 'Thanksgiving (pre-1939)',\n    validFrom: 1864,\n    validUntil: 1938,\n    resolve: (y) => lastWeekdayOfMonth(y, 11, THU),\n  },\n  // 1939-1941: 2nd-to-last Thursday of Nov (Franklin Thanksgiving).\n  {\n    name: 'Thanksgiving (1939-1941)',\n    validFrom: 1939,\n    validUntil: 1941,\n    resolve: (y) => {\n      const last = lastWeekdayOfMonth(y, 11, THU);\n      return new Date(last.getTime() - 7 * MS_PER_DAY);\n    },\n  },\n\n  // ── Christmas ──────────────────────────────────────────────────────────────\n  // Modern: nearest_workday, from 1999.\n  {\n    name: 'Christmas (1999+)',\n    validFrom: 1999,\n    resolve: (y) => nearestWorkday(utcDate(y, 12, 25)),\n  },\n  // 1954-1998.\n  {\n    name: 'Christmas (1954-1998)',\n    validFrom: 1954,\n    validUntil: 1998,\n    resolve: (y) => nearestWorkday(utcDate(y, 12, 25)),\n  },\n  // Pre-1954: sunday_to_monday only.\n  {\n    name: 'Christmas (pre-1954)',\n    validUntil: 1953,\n    resolve: (y) => sundayToMonday(utcDate(y, 12, 25)),\n  },\n];\n\n// ─── Adhoc full-day closures (literal date set) ──────────────────────────────\n// Sourced verbatim from pandas_market_calendars/holidays/nyse.py adhoc lists.\nconst ADHOC_RAW: ReadonlyArray<string> = [\n  // SatAfterGoodFridayAdhoc\n  '1900-04-14',\n  '1901-04-06',\n  '1902-03-29',\n  '1903-04-11',\n  '1905-04-22',\n  '1907-03-30',\n  '1908-04-18',\n  '1909-04-10',\n  '1910-03-26',\n  '1911-04-15',\n  '1913-03-22',\n  '1920-04-03',\n  '1929-03-30',\n  '1930-04-19',\n  // MonBeforeIndependenceDayAdhoc\n  '1899-07-03',\n  // SatBeforeIndependenceDayAdhoc\n  '1887-07-02',\n  '1892-07-02',\n  '1898-07-02',\n  '1904-07-02',\n  '1909-07-03',\n  '1910-07-02',\n  '1920-07-03',\n  '1921-07-02',\n  '1926-07-03',\n  '1932-07-02',\n  '1937-07-03',\n  // SatAfterIndependenceDayAdhoc\n  '1890-07-05',\n  '1902-07-05',\n  '1913-07-05',\n  '1919-07-05',\n  '1930-07-05',\n  // DaysAfterIndependenceDayAdhoc\n  '1901-07-05',\n  '1901-07-06',\n  '1968-07-05',\n  // SatBeforeLaborDayAdhoc\n  '1888-09-01',\n  '1898-09-03',\n  '1900-09-01',\n  '1901-08-31',\n  '1902-08-30',\n  '1903-09-05',\n  '1904-09-03',\n  '1907-08-31',\n  '1908-09-05',\n  '1909-09-04',\n  '1910-09-03',\n  '1911-09-02',\n  '1912-08-31',\n  '1913-08-30',\n  '1917-09-01',\n  '1919-08-30',\n  '1920-09-04',\n  '1921-09-03',\n  '1926-09-04',\n  '1929-08-31',\n  '1930-08-30',\n  '1931-09-05',\n  // USElectionDay1968to1980Adhoc\n  '1968-11-05',\n  '1972-11-07',\n  '1976-11-02',\n  '1980-11-04',\n  // FridayAfterThanksgivingAdHoc\n  '1888-11-30',\n  // SatBeforeChristmasAdhoc\n  '1887-12-24',\n  '1898-12-24',\n  '1904-12-24',\n  '1910-12-24',\n  '1911-12-23',\n  '1922-12-23',\n  '1949-12-24',\n  '1950-12-23',\n  // SatAfterChristmasAdhoc\n  '1891-12-26',\n  '1896-12-26',\n  '1903-12-26',\n  '1908-12-26',\n  '1925-12-26',\n  '1931-12-26',\n  '1936-12-26',\n  // ChristmasEvesAdhoc\n  '1900-12-24',\n  '1945-12-24',\n  '1956-12-24',\n  // DayAfterChristmasAdhoc\n  '1958-12-26',\n  // USVetransDayAdHoc\n  '1921-11-11',\n  '1968-11-11',\n  // SatAfterColumbusDayAdHoc\n  '1917-10-13',\n  '1945-10-13',\n  // LincolnsBirthDayAdhoc\n  '1968-02-12',\n  // GrantsBirthDayAdhoc\n  '1897-04-27',\n  // SatBeforeNewYearsAdhoc\n  '1916-12-30',\n  // SatBeforeWashingtonsBirthdayAdhoc\n  '1903-02-21',\n  // SatAfterWashingtonsBirthdayAdhoc\n  '1901-02-23',\n  '1907-02-23',\n  '1929-02-23',\n  '1946-02-23',\n  // SatBeforeAfterLincolnsBirthdayAdhoc\n  '1899-02-11',\n  '1909-02-13',\n  // SatBeforeDecorationAdhoc\n  '1904-05-28',\n  '1909-05-29',\n  '1910-05-28',\n  '1921-05-28',\n  '1926-05-29',\n  '1937-05-29',\n  // SatAfterDecorationAdhoc\n  '1902-05-31',\n  '1913-05-31',\n  '1919-05-31',\n  '1924-05-31',\n  '1930-05-31',\n  // DayBeforeDecorationAdhoc\n  '1899-05-29',\n  '1961-05-29',\n  // ── Irregular full-day closures ──\n  // UlyssesGrantFuneral1885\n  '1885-08-08',\n  // ColumbianCelebration1892\n  '1892-10-12',\n  '1892-10-21',\n  '1892-10-22',\n  '1893-04-27',\n  // GreatBlizzardOf1888\n  '1888-03-12',\n  '1888-03-13',\n  // WashingtonInaugurationCentennialCelebration1889\n  '1889-04-29',\n  '1889-04-30',\n  '1889-05-01',\n  // CharterDay1898\n  '1898-05-04',\n  // WelcomeNavalCommander1898\n  '1898-08-20',\n  // AdmiralDeweyCelebration1899\n  '1899-09-29',\n  '1899-09-30',\n  // GarretHobartFuneral1899\n  '1899-11-25',\n  // QueenVictoriaFuneral1901\n  '1901-02-02',\n  // MovedToProduceExchange1901\n  '1901-04-27',\n  // EnlargedProduceExchange1901\n  '1901-05-11',\n  // McKinleyDeathAndFuneral1901\n  '1901-09-14',\n  '1901-09-19',\n  // KingEdwardVIIcoronation1902\n  '1902-08-09',\n  // NYSEnewBuildingOpen1903\n  '1903-04-22',\n  // HudsonFultonCelebration1909\n  '1909-09-25',\n  // JamesShermanFuneral1912\n  '1912-11-02',\n  // WeatherHeatClosing1917\n  '1917-08-04',\n  // DraftRegistrationDay1917\n  '1917-06-05',\n  // WeatherNoHeatClosing1918\n  '1918-01-28',\n  '1918-02-04',\n  '1918-02-11',\n  // DraftRegistrationDay1918\n  '1918-09-12',\n  // ArmisticeSigned1918\n  '1918-11-11',\n  // Homecoming27Division1919\n  '1919-03-25',\n  // ParadeOf77thDivision1919\n  '1919-05-06',\n  // BacklogRelief1919\n  '1919-07-19',\n  '1919-08-02',\n  '1919-08-16',\n  // GeneralPershingReturn1919\n  '1919-09-10',\n  // OfficeLocationChange1920\n  '1920-05-01',\n  // HardingDeath1923, HardingFuneral1923\n  '1923-08-03',\n  '1923-08-10',\n  // LindberghParade1927\n  '1927-06-13',\n  // BacklogRelief1928\n  '1928-04-07',\n  '1928-04-21',\n  '1928-05-05',\n  '1928-05-12',\n  '1928-05-19',\n  '1928-05-26',\n  '1928-11-24',\n  // BacklogRelief1929\n  '1929-02-09',\n  '1929-11-01',\n  '1929-11-02',\n  '1929-11-09',\n  '1929-11-16',\n  '1929-11-23',\n  '1929-11-29',\n  '1929-11-30',\n  // CoolidgeFuneral1933\n  '1933-01-07',\n  // BankHolidays1933 (Mar 4, 6-14)\n  '1933-03-04',\n  '1933-03-06',\n  '1933-03-07',\n  '1933-03-08',\n  '1933-03-09',\n  '1933-03-10',\n  '1933-03-11',\n  '1933-03-13',\n  '1933-03-14',\n  // (Mar 12, 1933 was a Sunday — naturally non-trading; upstream set still\n  // includes it but our weekmask excludes Sundays. Keep parity by listing it.)\n  '1933-03-12',\n  // HeavyVolume1933 (closed Saturdays)\n  '1933-07-29',\n  '1933-08-05',\n  '1933-08-12',\n  '1933-08-19',\n  '1933-08-26',\n  '1933-09-02',\n  // SatClosings1944\n  '1944-08-19',\n  '1944-08-26',\n  '1944-09-02',\n  // RooseveltDayOfMourning1945\n  '1945-04-14',\n  // VJday1945\n  '1945-08-15',\n  '1945-08-16',\n  // NavyDay1945\n  '1945-10-27',\n  // RailroadStrike1946\n  '1946-05-25',\n  // SevereWeather1948\n  '1948-01-03',\n  // KennedyFuneral1963\n  '1963-11-25',\n  // MLKdayOfMourning1968\n  '1968-04-09',\n  // PaperworkCrisis1968 (every Wednesday from 1968-06-12 through 1968-12-18,\n  // skipping holiday weeks per upstream literal list)\n  '1968-06-12',\n  '1968-06-19',\n  '1968-06-26',\n  '1968-07-10',\n  '1968-07-17',\n  '1968-07-24',\n  '1968-07-31',\n  '1968-08-07',\n  '1968-08-14',\n  '1968-08-21',\n  '1968-08-28',\n  '1968-09-11',\n  '1968-09-18',\n  '1968-09-25',\n  '1968-10-02',\n  '1968-10-09',\n  '1968-10-16',\n  '1968-10-23',\n  '1968-10-30',\n  '1968-11-20',\n  '1968-12-04',\n  '1968-12-11',\n  '1968-12-18',\n  // SnowClosing1969\n  '1969-02-10',\n  // EisenhowerFuneral1969\n  '1969-03-31',\n  // FirstLunarLandingClosing1969\n  '1969-07-21',\n  // TrumanFuneral1972\n  '1972-12-28',\n  // JohnsonFuneral1973\n  '1973-01-25',\n  // NewYorkCityBlackout77\n  '1977-07-14',\n  // HurricaneGloriaClosings1985\n  '1985-09-27',\n  // NixonFuneral1994\n  '1994-04-27',\n  // ReaganMourning2004\n  '2004-06-11',\n  // FordMourning2007\n  '2007-01-02',\n  // September11Closings2001\n  '2001-09-11',\n  '2001-09-12',\n  '2001-09-13',\n  '2001-09-14',\n  // HurricaneSandyClosings2012\n  '2012-10-29',\n  '2012-10-30',\n  // GeorgeHWBushDeath2018\n  '2018-12-05',\n  // JimmyCarterDeath2025\n  '2025-01-09',\n];\n\n// Saturday-summer closings 1945-1952 (every Saturday in the listed window).\nfunction* generateSummerSaturdays(): IterableIterator<string> {\n  const ranges: ReadonlyArray<[string, string]> = [\n    ['1945-07-07', '1945-09-01'],\n    ['1946-06-01', '1946-09-28'],\n    ['1947-05-31', '1947-09-27'],\n    ['1948-05-29', '1948-09-25'],\n    ['1949-05-28', '1949-09-24'],\n    ['1950-06-03', '1950-09-30'],\n    ['1951-06-02', '1951-09-29'],\n    ['1952-05-31', '1952-09-27'],\n  ];\n  for (const [from, to] of ranges) {\n    let d = new Date(`${from}T00:00:00.000Z`);\n    const end = new Date(`${to}T00:00:00.000Z`);\n    while (d.getTime() <= end.getTime()) {\n      if (d.getUTCDay() === SAT) yield ymd(d);\n      d = new Date(d.getTime() + MS_PER_DAY);\n    }\n  }\n}\n\n// WWI shutdown 1914-07-31 → 1914-12-11 (every Mon-Sat).\n// Upstream: OnsetOfWWI1914 uses CustomBusinessDay(weekmask=\"Mon Tue Wed Thu Fri Sat\"),\n// confirming that Saturdays are included — consistent with the pre-1952 Mon-Sat trading week.\nfunction* generateWWIShutdown(): IterableIterator<string> {\n  let d = new Date('1914-07-31T00:00:00.000Z');\n  const end = new Date('1914-12-11T00:00:00.000Z');\n  while (d.getTime() <= end.getTime()) {\n    const dow = d.getUTCDay();\n    if (dow !== SUN) yield ymd(d);\n    d = new Date(d.getTime() + MS_PER_DAY);\n  }\n}\n\nconst ADHOC_HOLIDAYS: ReadonlySet<string> = new Set<string>([\n  ...ADHOC_RAW,\n  ...generateSummerSaturdays(),\n  ...generateWWIShutdown(),\n]);\n\n// ─── Rule-driven special closes (early-close rules) ─────────────────────────\nconst SPECIAL_CLOSES: ReadonlyArray<SpecialClose> = [\n  // 1pm — Day-after-Thanksgiving 1993+, Christmas Eve weekday 1999+,\n  // pre-Independence Day Mon/Tue/Thu (1995+), Wed before Independence Day (2013+),\n  // Friday-after-Independence Day pre-2013 (1996-2012).\n  {\n    name: 'Day after Thanksgiving 1pm (1993+)',\n    validFrom: 1993,\n    closeAt: { h: 13, m: 0 },\n    resolve: (y) => {\n      const t = nthWeekdayOfMonth(y, 11, THU, 4);\n      return new Date(t.getTime() + MS_PER_DAY);\n    },\n  },\n  {\n    name: 'Day after Thanksgiving 2pm (1992)',\n    validFrom: 1992,\n    validUntil: 1992,\n    closeAt: { h: 14, m: 0 },\n    resolve: (y) => {\n      const t = nthWeekdayOfMonth(y, 11, THU, 4);\n      return new Date(t.getTime() + MS_PER_DAY);\n    },\n  },\n  {\n    name: 'Christmas Eve Mon-Thu 1pm (1999+)',\n    validFrom: 1999,\n    closeAt: { h: 13, m: 0 },\n    resolve: (y) => {\n      const d = utcDate(y, 12, 24);\n      const dow = d.getUTCDay();\n      return dow >= MON && dow <= THU ? d : null;\n    },\n  },\n  {\n    name: 'Mon/Tue/Thu before Independence Day 1pm (1995+)',\n    validFrom: 1995,\n    closeAt: { h: 13, m: 0 },\n    resolve: (y) => {\n      const d = utcDate(y, 7, 3);\n      const dow = d.getUTCDay();\n      return dow === MON || dow === TUE || dow === THU ? d : null;\n    },\n  },\n  {\n    name: 'Wed before Independence Day 1pm (2013+)',\n    validFrom: 2013,\n    closeAt: { h: 13, m: 0 },\n    resolve: (y) => {\n      const d = utcDate(y, 7, 3);\n      return d.getUTCDay() === WED ? d : null;\n    },\n  },\n  {\n    name: 'Friday after Independence Day 1pm (1996-2012)',\n    validFrom: 1996,\n    validUntil: 2012,\n    closeAt: { h: 13, m: 0 },\n    resolve: (y) => {\n      const d = utcDate(y, 7, 5);\n      return d.getUTCDay() === FRI ? d : null;\n    },\n  },\n];\n\n// ─── Adhoc special closes (literal map) ─────────────────────────────────────\nconst SPECIAL_CLOSES_ADHOC: AdhocTimeOverrides = new Map<string, TimeOfDay>([\n  // 1pm closes\n  ['1908-06-26', { h: 13, m: 0 }], // Grover Cleveland funeral\n  // ChristmasEve1pmEarlyCloseAdhoc\n  ['1951-12-24', { h: 13, m: 0 }],\n  ['1996-12-24', { h: 13, m: 0 }],\n  ['1997-12-24', { h: 13, m: 0 }],\n  ['1998-12-24', { h: 13, m: 0 }],\n  ['1999-12-24', { h: 13, m: 0 }],\n  // DayAfterChristmas1pmEarlyCloseAdhoc\n  ['1997-12-26', { h: 13, m: 0 }],\n  ['2003-12-26', { h: 13, m: 0 }],\n  // BacklogRelief1pmEarlyClose1929\n  ['1929-11-06', { h: 13, m: 0 }],\n  ['1929-11-07', { h: 13, m: 0 }],\n  ['1929-11-08', { h: 13, m: 0 }],\n  ['1929-11-11', { h: 13, m: 0 }],\n  ['1929-11-12', { h: 13, m: 0 }],\n  ['1929-11-13', { h: 13, m: 0 }],\n  ['1929-11-14', { h: 13, m: 0 }],\n  ['1929-11-15', { h: 13, m: 0 }],\n  ['1929-11-18', { h: 13, m: 0 }],\n  ['1929-11-19', { h: 13, m: 0 }],\n  ['1929-11-20', { h: 13, m: 0 }],\n  ['1929-11-21', { h: 13, m: 0 }],\n  ['1929-11-22', { h: 13, m: 0 }],\n  // 12pm early close — ParadeOfNationalGuard1917\n  ['1917-08-29', { h: 12, m: 0 }],\n  // LibertyDay 1917\n  ['1917-10-24', { h: 12, m: 0 }],\n  // LibertyDay 1918\n  ['1918-04-26', { h: 12, m: 0 }],\n  // WallStreetExplosion 1920\n  ['1920-09-16', { h: 12, m: 0 }],\n  // NRAdemonstration 1933\n  ['1933-09-13', { h: 12, m: 0 }],\n  // 12:30pm — RooseveltFuneral 1919\n  ['1919-01-07', { h: 12, m: 30 }],\n  // WoodrowWilsonFuneral 1924\n  ['1924-02-06', { h: 12, m: 30 }],\n  // TaftFuneral 1930\n  ['1930-03-11', { h: 12, m: 30 }],\n  // GasFumes 1933\n  ['1933-08-04', { h: 12, m: 30 }],\n  // 11am close — KingEdwardDeath 1910\n  ['1910-05-07', { h: 11, m: 0 }],\n  // 14:00 — HooverFuneral 1964\n  ['1964-10-23', { h: 14, m: 0 }],\n  // Snow2pmEarlyClose1967 (Feb 7, 1967)\n  ['1967-02-07', { h: 14, m: 0 }],\n  // Snow2pmEarlyClose1978\n  ['1978-02-06', { h: 14, m: 0 }],\n  // Snow2pmEarlyClose1996\n  ['1996-01-08', { h: 14, m: 0 }],\n  // 14:07 — Kennedy assassination\n  ['1963-11-22', { h: 14, m: 7 }],\n  // 14:30 — FalseArmistice 1918\n  ['1918-11-07', { h: 14, m: 30 }],\n  // CromwellFuneral 1925\n  ['1925-09-18', { h: 14, m: 30 }],\n  // Snow230EarlyClose1975\n  ['1975-02-12', { h: 14, m: 30 }],\n  // Snow230pmEarlyClose1994\n  ['1994-02-11', { h: 14, m: 30 }],\n  // 15:00 — HurricaneWatch 1976\n  ['1976-08-09', { h: 15, m: 0 }],\n  // 15:17 — Reagan assassination attempt\n  ['1981-03-30', { h: 15, m: 17 }],\n  // 15:28 — ConEd power fail\n  ['1981-09-09', { h: 15, m: 28 }],\n  // 15:30 — CircuitBreakerTriggered 1997\n  ['1997-10-27', { h: 15, m: 30 }],\n  // 15:56 — SystemProb 2005\n  ['2005-06-01', { h: 15, m: 56 }],\n  // ChristmasEve2pmEarlyCloseAdhoc\n  ['1974-12-24', { h: 14, m: 0 }],\n  ['1975-12-24', { h: 14, m: 0 }],\n  ['1990-12-24', { h: 14, m: 0 }],\n  ['1991-12-24', { h: 14, m: 0 }],\n  ['1992-12-24', { h: 14, m: 0 }],\n  // HeavyVolume2pmEarlyClose1933\n  ['1933-07-26', { h: 14, m: 0 }],\n  ['1933-07-27', { h: 14, m: 0 }],\n  ['1933-07-28', { h: 14, m: 0 }],\n  // BacklogRelief2pmEarlyClose1928 (May 21-25, 1928 Mon-Fri+Sat)\n  ['1928-05-21', { h: 14, m: 0 }],\n  ['1928-05-22', { h: 14, m: 0 }],\n  ['1928-05-23', { h: 14, m: 0 }],\n  ['1928-05-24', { h: 14, m: 0 }],\n  ['1928-05-25', { h: 14, m: 0 }],\n  // 1987 backlog 2pm: Oct 23-30 (Fri-Fri); Mon-Fri set\n  ['1987-10-23', { h: 14, m: 0 }],\n  ['1987-10-26', { h: 14, m: 0 }],\n  ['1987-10-27', { h: 14, m: 0 }],\n  ['1987-10-28', { h: 14, m: 0 }],\n  ['1987-10-29', { h: 14, m: 0 }],\n  ['1987-10-30', { h: 14, m: 0 }],\n  // 1987 backlog 2:30pm: Nov 2-4\n  ['1987-11-02', { h: 14, m: 30 }],\n  ['1987-11-03', { h: 14, m: 30 }],\n  ['1987-11-04', { h: 14, m: 30 }],\n  // 1987 backlog 3pm: Nov 5-6\n  ['1987-11-05', { h: 15, m: 0 }],\n  ['1987-11-06', { h: 15, m: 0 }],\n  // 1987 backlog 3:30pm: Nov 9-11\n  ['1987-11-09', { h: 15, m: 30 }],\n  ['1987-11-10', { h: 15, m: 30 }],\n  ['1987-11-11', { h: 15, m: 30 }],\n]);\n\n// 1966 transit strike 2pm closes (Jan 6-14 weekdays).\n(() => {\n  let d = new Date('1966-01-06T00:00:00.000Z');\n  const end = new Date('1966-01-14T00:00:00.000Z');\n  while (d.getTime() <= end.getTime()) {\n    const dow = d.getUTCDay();\n    if (dow >= MON && dow <= FRI) {\n      (SPECIAL_CLOSES_ADHOC as Map<string, TimeOfDay>).set(ymd(d), { h: 14, m: 0 });\n    }\n    d = new Date(d.getTime() + MS_PER_DAY);\n  }\n})();\n\n// 1967 backlog 2pm closes (Aug 9-18 weekdays).\n(() => {\n  let d = new Date('1967-08-09T00:00:00.000Z');\n  const end = new Date('1967-08-18T00:00:00.000Z');\n  while (d.getTime() <= end.getTime()) {\n    const dow = d.getUTCDay();\n    if (dow >= MON && dow <= FRI) {\n      (SPECIAL_CLOSES_ADHOC as Map<string, TimeOfDay>).set(ymd(d), { h: 14, m: 0 });\n    }\n    d = new Date(d.getTime() + MS_PER_DAY);\n  }\n})();\n\n// 1968 backlog 2pm closes (Jan 22 - Mar 1 weekdays).\n(() => {\n  let d = new Date('1968-01-22T00:00:00.000Z');\n  const end = new Date('1968-03-01T00:00:00.000Z');\n  while (d.getTime() <= end.getTime()) {\n    const dow = d.getUTCDay();\n    if (dow >= MON && dow <= FRI) {\n      (SPECIAL_CLOSES_ADHOC as Map<string, TimeOfDay>).set(ymd(d), { h: 14, m: 0 });\n    }\n    d = new Date(d.getTime() + MS_PER_DAY);\n  }\n})();\n\n// 1969 paperwork crisis 2pm (Jan 1 - Jul 3 weekdays).\n(() => {\n  let d = new Date('1969-01-01T00:00:00.000Z');\n  const end = new Date('1969-07-03T00:00:00.000Z');\n  while (d.getTime() <= end.getTime()) {\n    const dow = d.getUTCDay();\n    if (dow >= MON && dow <= FRI) {\n      (SPECIAL_CLOSES_ADHOC as Map<string, TimeOfDay>).set(ymd(d), { h: 14, m: 0 });\n    }\n    d = new Date(d.getTime() + MS_PER_DAY);\n  }\n})();\n\n// 1969 paperwork crisis 2:30pm (Jul 7 - Sep 26 weekdays).\n(() => {\n  let d = new Date('1969-07-07T00:00:00.000Z');\n  const end = new Date('1969-09-26T00:00:00.000Z');\n  while (d.getTime() <= end.getTime()) {\n    const dow = d.getUTCDay();\n    if (dow >= MON && dow <= FRI) {\n      (SPECIAL_CLOSES_ADHOC as Map<string, TimeOfDay>).set(ymd(d), { h: 14, m: 30 });\n    }\n    d = new Date(d.getTime() + MS_PER_DAY);\n  }\n})();\n\n// 1969-1970 paperwork crisis 3pm (Sep 29, 1969 - May 1, 1970 weekdays).\n(() => {\n  let d = new Date('1969-09-29T00:00:00.000Z');\n  const end = new Date('1970-05-01T00:00:00.000Z');\n  while (d.getTime() <= end.getTime()) {\n    const dow = d.getUTCDay();\n    if (dow >= MON && dow <= FRI) {\n      (SPECIAL_CLOSES_ADHOC as Map<string, TimeOfDay>).set(ymd(d), { h: 15, m: 0 });\n    }\n    d = new Date(d.getTime() + MS_PER_DAY);\n  }\n})();\n\n// ─── Rule-driven special opens ──────────────────────────────────────────────\nconst SPECIAL_OPENS: ReadonlyArray<SpecialOpen> = [];\n\n// ─── Adhoc special opens (literal map) ──────────────────────────────────────\nconst SPECIAL_OPENS_ADHOC: AdhocTimeOverrides = new Map<string, TimeOfDay>([\n  // 9:31am — ConEdXformer1990\n  ['1990-12-27', { h: 9, m: 31 }],\n  // EnduringFreedomMomentSilence 2001\n  ['2001-10-08', { h: 9, m: 31 }],\n  // 9:32am — IraqiFreedom 2003\n  ['2003-03-20', { h: 9, m: 32 }],\n  // ReaganMomentSilence 2004\n  ['2004-06-07', { h: 9, m: 32 }],\n  // FordMomentSilence 2006\n  ['2006-12-27', { h: 9, m: 32 }],\n  // 9:33am — Sept11MomentSilence 2001\n  ['2001-09-17', { h: 9, m: 33 }],\n  // 10:15 — Snow1015LateOpen1967\n  ['1967-02-07', { h: 10, m: 15 }],\n  // MerrillLynchComputer1015LateOpen1974\n  ['1974-01-16', { h: 10, m: 15 }],\n  // FireDrill1015LateOpen1974\n  ['1974-11-22', { h: 10, m: 15 }],\n  // FireDrill1015LateOpen1976\n  ['1976-06-08', { h: 10, m: 15 }],\n  // 10:30 — TrafficBlockLateOpen1919\n  ['1919-12-30', { h: 10, m: 30 }],\n  // TrafficBlockLateOpen1920\n  ['1920-02-06', { h: 10, m: 30 }],\n  // Computer1030LateOpen1995\n  ['1995-12-18', { h: 10, m: 30 }],\n  // 10:45 — EclipseOfSunLateOpen1925\n  ['1925-01-24', { h: 10, m: 45 }],\n  // Storm1045LateOpen1969\n  ['1969-06-02', { h: 10, m: 45 }],\n  // 11:00 — Snow11amLateOpen1934\n  ['1934-02-20', { h: 11, m: 0 }],\n  // KingGeorgeVFuneral1936\n  ['1936-01-28', { h: 11, m: 0 }],\n  // Snow11amLateOpening1960\n  ['1960-12-12', { h: 11, m: 0 }],\n  // Snow11amLateOpen1969\n  ['1969-02-11', { h: 11, m: 0 }],\n  // Ice11amLateOpen1973\n  ['1973-12-17', { h: 11, m: 0 }],\n  // Snow11amLateOpen1978\n  ['1978-02-07', { h: 11, m: 0 }],\n  // Fire11amLateOpen1989\n  ['1989-11-10', { h: 11, m: 0 }],\n  // Snow11amLateOpen1996\n  ['1996-01-08', { h: 11, m: 0 }],\n  // 11:05 — PowerFail1965\n  ['1965-11-10', { h: 11, m: 5 }],\n  // 11:15 — Storm1115LateOpen1976\n  ['1976-02-02', { h: 11, m: 15 }],\n  // 12:00 — KingEdwardFuneral1910\n  ['1910-05-20', { h: 12, m: 0 }],\n  // JPMorganFuneral1913\n  ['1913-04-14', { h: 12, m: 0 }],\n  // WilliamGaynorFuneral1913\n  ['1913-09-22', { h: 12, m: 0 }],\n  // Snow12pmLateOpen1978\n  ['1978-01-20', { h: 12, m: 0 }],\n  // Sept11Anniversary 2002\n  ['2002-09-11', { h: 12, m: 0 }],\n  // BacklogRelief12pmLateOpen1929\n  ['1929-10-31', { h: 12, m: 0 }],\n  // HeavyVolume12pmLateOpen1933\n  ['1933-07-24', { h: 12, m: 0 }],\n  ['1933-07-25', { h: 12, m: 0 }],\n  // HeavyVolume11amLateOpen1933\n  ['1933-07-26', { h: 11, m: 0 }],\n  ['1933-07-27', { h: 11, m: 0 }],\n  ['1933-07-28', { h: 11, m: 0 }],\n  // 13:00 — AnnunciatorBoardFire 1921\n  ['1921-08-02', { h: 13, m: 0 }],\n  // TroopsInGulf931LateOpens1991\n  ['1991-01-17', { h: 9, m: 31 }],\n  ['1991-02-25', { h: 9, m: 31 }],\n]);\n\n/**\n * New York Stock Exchange (NYSE) trading-day calendar covering 1885-01-01 to\n * the present. Also applicable to NYSE-equivalent venues (NASDAQ, BATS, DJIA,\n * DOW). Faithful port of `pandas_market_calendars`' `nyse.py`.\n *\n * **Era boundaries:**\n * - Weekmask: Mon–Sat through 1952-09-28; Mon–Fri from 1952-09-29 onward\n *   (Saturday trading retired on that date).\n * - Regular open: 10:00 ET before 1985-09-30; 09:30 ET from 1985-09-30 onward.\n * - Regular close: 15:00 ET before 1952-09-29; 15:30 ET through 1973-12-31;\n *   16:00 ET from 1974-01-02 onward. Saturday closes (pre-1952) are\n *   approximated as 12:00.\n *\n * Holiday coverage includes the full set of regular (rule-derived) and adhoc\n * (literal date set) closures sourced from `pandas_market_calendars`, spanning\n * historical events from the Ulysses Grant funeral (1885) through the Jimmy\n * Carter national day of mourning (2025).\n */\nexport class NYSEExchangeCalendar extends ExchangeCalendar {\n  readonly name = 'NYSE';\n  readonly tz = 'America/New_York';\n\n  protected override regularHolidays(): ReadonlyArray<HolidayRule> {\n    return REGULAR_HOLIDAYS;\n  }\n\n  protected override adhocHolidays(): ReadonlySet<string> {\n    return ADHOC_HOLIDAYS;\n  }\n\n  protected override specialCloses(): ReadonlyArray<SpecialClose> {\n    return SPECIAL_CLOSES;\n  }\n\n  protected override specialClosesAdhoc(): AdhocTimeOverrides {\n    return SPECIAL_CLOSES_ADHOC;\n  }\n\n  protected override specialOpens(): ReadonlyArray<SpecialOpen> {\n    return SPECIAL_OPENS;\n  }\n\n  protected override specialOpensAdhoc(): AdhocTimeOverrides {\n    return SPECIAL_OPENS_ADHOC;\n  }\n\n  protected override regularOpen(date: Date): TimeOfDay {\n    return ymd(date) < '1985-09-30' ? { h: 10, m: 0 } : { h: 9, m: 30 };\n  }\n\n  protected override regularClose(date: Date): TimeOfDay {\n    const key = ymd(date);\n    // Saturday close pre-1952 was 12:00 (approximation, see spec).\n    if (key < SATURDAY_END_KEY && date.getUTCDay() === SAT) return { h: 12, m: 0 };\n    if (key < SATURDAY_END_KEY) return { h: 15, m: 0 };\n    if (key < '1974-01-02') return { h: 15, m: 30 };\n    return { h: 16, m: 0 };\n  }\n\n  protected override weekmask(date: Date): ReadonlySet<number> {\n    return ymd(date) < SATURDAY_END_KEY ? WEEKDAYS_MON_SAT : WEEKDAYS_MON_FRI;\n  }\n}\n","import { ExchangeCalendar } from './exchange-calendar';\nimport {\n  dropIfNotInDays,\n  easterPlus,\n  firstMondayOnOrAfter,\n  lastWeekdayOfMonth,\n  type AdhocTimeOverrides,\n  type HolidayRule,\n  type SpecialClose,\n  type SpecialOpen,\n} from './holiday-rules';\nimport type { TimeOfDay } from '../interfaces/calendar';\n\nconst MS_PER_DAY = 86_400_000;\n\n// Day-of-week constants matching JS Date.getUTCDay(): Sun=0, Mon=1, ..., Sat=6.\nconst SUN = 0;\nconst MON = 1;\nconst TUE = 2;\nconst SAT = 6;\n\nfunction utcDate(y: number, m: number, d: number): Date {\n  return new Date(Date.UTC(y, m - 1, d));\n}\n\nconst WEEKDAYS_MON_FRI: ReadonlySet<number> = new Set([1, 2, 3, 4, 5]);\nconst MON_TUE: ReadonlySet<number> = new Set([MON, TUE]);\n\n/**\n * pandas `weekend_to_monday`: Sat → Monday, Sun → Monday. Weekday → unchanged.\n * Used by LSE for New Year's Day observance.\n */\nfunction weekendToMonday(d: Date): Date {\n  const dow = d.getUTCDay();\n  if (dow === SAT) return new Date(d.getTime() + 2 * MS_PER_DAY);\n  if (dow === SUN) return new Date(d.getTime() + MS_PER_DAY);\n  return d;\n}\n\n/**\n * pandas `previous_friday`: if Sat → Friday (−1 day); if Sun → Friday (−2 days);\n * weekday → unchanged. Used by LSE for Christmas Eve and New Year's Eve early-close\n * observance — the early close moves to the prior Friday when the calendar date\n * falls on a weekend.\n */\nfunction previousFriday(d: Date): Date {\n  const dow = d.getUTCDay();\n  if (dow === SAT) return new Date(d.getTime() - MS_PER_DAY);\n  if (dow === SUN) return new Date(d.getTime() - 2 * MS_PER_DAY);\n  return d;\n}\n\n// ─── Regular holidays ───────────────────────────────────────────────────────\n// Faithful port of pandas_market_calendars/holidays/uk.py rule definitions.\nconst REGULAR_HOLIDAYS: ReadonlyArray<HolidayRule> = [\n  // ── New Year's Day ─────────────────────────────────────────────────────────\n  // pandas: weekend_to_monday observance (Sat → Mon, Sun → Mon).\n  {\n    name: \"New Year's Day\",\n    resolve: (y) => weekendToMonday(utcDate(y, 1, 1)),\n  },\n\n  // ── Good Friday (easter − 2) ───────────────────────────────────────────────\n  {\n    name: 'Good Friday',\n    resolve: (y) => easterPlus(y, -2),\n  },\n\n  // ── Easter Monday (easter + 1) ─────────────────────────────────────────────\n  {\n    name: 'Easter Monday',\n    resolve: (y) => easterPlus(y, 1),\n  },\n\n  // ── Early May Bank Holiday — first Monday of May ───────────────────────────\n  // Upstream splits this into three eras to remove May 4 1995 and May 4 2020,\n  // which were displaced for VE-Day anniversaries.\n  {\n    name: 'Early May Bank Holiday (pre-1995)',\n    validUntil: 1994,\n    resolve: (y) => firstMondayOnOrAfter(y, 5, 1),\n  },\n  {\n    name: 'Early May Bank Holiday (1996-2019)',\n    validFrom: 1996,\n    validUntil: 2019,\n    resolve: (y) => firstMondayOnOrAfter(y, 5, 1),\n  },\n  {\n    name: 'Early May Bank Holiday (2021+)',\n    validFrom: 2021,\n    resolve: (y) => firstMondayOnOrAfter(y, 5, 1),\n  },\n\n  // ── Spring Bank Holiday — last Monday of May ───────────────────────────────\n  // Upstream splits to skip the regular Spring Bank in 2002 (Golden Jubilee),\n  // 2012 (Diamond Jubilee), and 2022 (Platinum Jubilee). Those years have\n  // adhoc Jubilee closures that replace it.\n  {\n    name: 'Spring Bank Holiday (pre-2002)',\n    validUntil: 2001,\n    resolve: (y) => lastWeekdayOfMonth(y, 5, MON),\n  },\n  {\n    name: 'Spring Bank Holiday (2003-2011)',\n    validFrom: 2003,\n    validUntil: 2011,\n    resolve: (y) => lastWeekdayOfMonth(y, 5, MON),\n  },\n  {\n    name: 'Spring Bank Holiday (2013-2021)',\n    validFrom: 2013,\n    validUntil: 2021,\n    resolve: (y) => lastWeekdayOfMonth(y, 5, MON),\n  },\n  {\n    name: 'Spring Bank Holiday (2023+)',\n    validFrom: 2023,\n    resolve: (y) => lastWeekdayOfMonth(y, 5, MON),\n  },\n\n  // ── Summer Bank Holiday — last Monday of August ────────────────────────────\n  {\n    name: 'Summer Bank Holiday',\n    resolve: (y) => lastWeekdayOfMonth(y, 8, MON),\n  },\n\n  // ── Christmas Day (Dec 25) ─────────────────────────────────────────────────\n  // pandas Holiday with no observance — the literal Dec 25 is added; if it\n  // falls on a weekend the WeekendChristmas rule below adds a substitute Mon/Tue.\n  {\n    name: 'Christmas Day',\n    resolve: (y) => utcDate(y, 12, 25),\n  },\n\n  // ── Weekend Christmas substitute (Dec 27, only Mon/Tue) ────────────────────\n  // If Dec 25 is Sat → Dec 27 is Mon (substitute Christmas).\n  // If Dec 25 is Sun → Dec 27 is Tue (substitute Christmas, after Boxing Day Mon Dec 26).\n  {\n    name: 'Weekend Christmas',\n    resolve: (y) => dropIfNotInDays(utcDate(y, 12, 27), MON_TUE),\n  },\n\n  // ── Boxing Day (Dec 26) ────────────────────────────────────────────────────\n  {\n    name: 'Boxing Day',\n    resolve: (y) => utcDate(y, 12, 26),\n  },\n\n  // ── Weekend Boxing Day substitute (Dec 28, only Mon/Tue) ───────────────────\n  // If Dec 26 is Sat → Dec 28 is Mon (substitute Boxing).\n  // If Dec 26 is Sun → Dec 28 is Tue (substitute Boxing, after Christmas observed Mon Dec 27).\n  {\n    name: 'Weekend Boxing Day',\n    resolve: (y) => dropIfNotInDays(utcDate(y, 12, 28), MON_TUE),\n  },\n];\n\n// ─── Adhoc full-day closures ────────────────────────────────────────────────\n// Sourced verbatim from pandas_market_calendars/holidays/uk.py UniqueCloses.\nconst ADHOC_HOLIDAYS: ReadonlySet<string> = new Set<string>([\n  // VE-Day anniversaries (Early May Bank Holiday displaced)\n  '1995-05-08', // 50th anniversary\n  '2020-05-08', // 75th anniversary\n\n  // Queen Elizabeth II Jubilees\n  '1977-06-07', // Silver Jubilee\n  '2002-06-03', // Golden Jubilee — Spring Bank holiday moved\n  '2002-06-04', // Golden Jubilee — additional\n  '2012-06-04', // Diamond Jubilee — Spring Bank holiday moved\n  '2012-06-05', // Diamond Jubilee — additional\n  '2022-06-02', // Platinum Jubilee — Spring Bank holiday moved\n  '2022-06-03', // Platinum Jubilee — additional\n\n  // State funerals\n  '2022-09-19', // Queen Elizabeth II\n\n  // Royal weddings\n  '1973-11-14', // Princess Anne and Mark Phillips\n  '1981-07-29', // Prince Charles and Diana Spencer\n  '2011-04-29', // Prince William and Catherine Middleton\n\n  // Coronation of King Charles III\n  '2023-05-08',\n\n  // Miscellaneous\n  '1999-12-31', // Eve of 3rd Millennium A.D.\n]);\n\n// ─── Rule-driven special closes (12:30 early close) ─────────────────────────\n// Upstream LSE: ChristmasEve and LSENewYearsEve — both use `previous_friday`\n// observance, so when Dec 24 / Dec 31 falls on a weekend the early close moves\n// to the prior Friday (a regular trading day). Modern session close is 16:30\n// so a 12:30 close is genuinely early.\nconst SPECIAL_CLOSES: ReadonlyArray<SpecialClose> = [\n  {\n    name: 'Christmas Eve early close',\n    closeAt: { h: 12, m: 30 },\n    resolve: (y) => dropIfNotInDays(previousFriday(utcDate(y, 12, 24)), WEEKDAYS_MON_FRI),\n  },\n  {\n    name: \"New Year's Eve early close\",\n    closeAt: { h: 12, m: 30 },\n    resolve: (y) => dropIfNotInDays(previousFriday(utcDate(y, 12, 31)), WEEKDAYS_MON_FRI),\n  },\n];\n\n// ─── Adhoc special closes (literal) ─────────────────────────────────────────\n// Upstream LSE has no adhoc early-close map.\nconst SPECIAL_CLOSES_ADHOC: AdhocTimeOverrides = new Map<string, TimeOfDay>();\n\n// ─── Special opens — none in upstream LSE ───────────────────────────────────\nconst SPECIAL_OPENS: ReadonlyArray<SpecialOpen> = [];\nconst SPECIAL_OPENS_ADHOC: AdhocTimeOverrides = new Map<string, TimeOfDay>();\n\n/**\n * London Stock Exchange (LSE) trading-day calendar. Faithful port of\n * `pandas_market_calendars`' `lse.py` and `holidays/uk.py`. Historical\n * coverage begins 1801-01-01, aligned with the start of the modern exchange\n * after the Banking and Financial Dealings Act 1971 codified the current\n * bank-holiday framework.\n *\n * **Session**: 08:00–16:30 Europe/London. The exchange observes BST (UTC+1)\n * in summer and GMT (UTC+0) in winter — DST handling is delegated to luxon via\n * the `Europe/London` IANA timezone, so wall-clock session times are stable\n * across the DST transition while their UTC equivalents shift by one hour.\n *\n * **Early closes**: Christmas Eve (Dec 24) and New Year's Eve (Dec 31) close\n * at 12:30. Both use `previous_friday` observance — when the calendar date\n * falls on a weekend, the early close moves to the prior Friday.\n *\n * **Era boundaries**: bank-holiday exceptions for Royal Jubilees and VE-Day\n * anniversaries are implemented by splitting affected `Spring Bank Holiday`\n * and `Early May Bank Holiday` rules into era-bounded shards (matching\n * upstream `start_date` / `end_date` markers) and adding the displaced dates\n * as adhoc closures.\n */\nexport class LSEExchangeCalendar extends ExchangeCalendar {\n  readonly name = 'LSE';\n  readonly tz = 'Europe/London';\n\n  protected override regularHolidays(): ReadonlyArray<HolidayRule> {\n    return REGULAR_HOLIDAYS;\n  }\n\n  protected override adhocHolidays(): ReadonlySet<string> {\n    return ADHOC_HOLIDAYS;\n  }\n\n  protected override specialCloses(): ReadonlyArray<SpecialClose> {\n    return SPECIAL_CLOSES;\n  }\n\n  protected override specialClosesAdhoc(): AdhocTimeOverrides {\n    return SPECIAL_CLOSES_ADHOC;\n  }\n\n  protected override specialOpens(): ReadonlyArray<SpecialOpen> {\n    return SPECIAL_OPENS;\n  }\n\n  protected override specialOpensAdhoc(): AdhocTimeOverrides {\n    return SPECIAL_OPENS_ADHOC;\n  }\n\n  protected override regularOpen(_date: Date): TimeOfDay {\n    return { h: 8, m: 0 };\n  }\n\n  protected override regularClose(_date: Date): TimeOfDay {\n    return { h: 16, m: 30 };\n  }\n\n  protected override weekmask(_date: Date): ReadonlySet<number> {\n    return WEEKDAYS_MON_FRI;\n  }\n}\n","import { ExchangeCalendar } from './exchange-calendar';\nimport { NYSEExchangeCalendar } from './nyse';\nimport { LSEExchangeCalendar } from './lse';\n\n/**\n * Union of supported exchange names accepted by {@link getCalendar}.\n *\n * - `'NYSE'` — New York Stock Exchange (and NYSE-equivalent venues).\n * - `'LSE'`  — London Stock Exchange.\n */\nexport type ExchangeName = 'NYSE' | 'LSE';\n\n/**\n * Returns a new instance of the {@link ExchangeCalendar} registered under\n * `name`. Acts as a simple factory / registry for the two built-in calendar\n * implementations.\n *\n * Supported exchange names: `'NYSE'` ({@link NYSEExchangeCalendar}) and\n * `'LSE'` ({@link LSEExchangeCalendar}). TypeScript's exhaustive switch\n * prevents unknown names from compiling.\n *\n * @param name - One of the supported {@link ExchangeName} values.\n * @returns A fresh `ExchangeCalendar` instance for the named exchange.\n *\n * @example\n * ```ts\n * import { getCalendar } from '@livefolio/sdk';\n *\n * const nyse = getCalendar('NYSE');\n * console.log(nyse.isOpen(new Date('2024-07-04'))); // false — US Independence Day\n *\n * const lse = getCalendar('LSE');\n * console.log(lse.isOpen(new Date('2024-12-25'))); // false — Christmas Day\n * ```\n */\nexport function getCalendar(name: ExchangeName): ExchangeCalendar {\n  switch (name) {\n    case 'NYSE':\n      return new NYSEExchangeCalendar();\n    case 'LSE':\n      return new LSEExchangeCalendar();\n  }\n}\n","import type { Calendar, Session } from '../interfaces/calendar';\nimport type { DateRange } from '../interfaces/types';\n\nconst MS_PER_DAY = 86_400_000;\n\nfunction midnightUtc(d: Date): Date {\n  return new Date(Date.UTC(d.getUTCFullYear(), d.getUTCMonth(), d.getUTCDate()));\n}\n\n/**\n * 24/7 calendar where every day is a single session running midnight UTC to\n * the next midnight UTC. Suitable for crypto strategies (BTC, ETH) and any\n * always-on market.\n *\n * - `isOpen(t)` always returns `true`.\n * - `next(t)` returns midnight UTC of the day after `t`.\n * - `previous(t)` returns midnight UTC of the day before `t`.\n * - `sessions(range)` returns one Date per day in `[range.from, range.to)`.\n * - `schedule(range)` returns full Sessions with `open`/`close` at midnight UTC.\n * - `isEarlyClose(t)` always returns `false`.\n */\nexport class Crypto24x7Calendar implements Calendar {\n  isOpen(_t: Date): boolean {\n    return true;\n  }\n\n  next(t: Date): Date {\n    return new Date(midnightUtc(t).getTime() + MS_PER_DAY);\n  }\n\n  previous(t: Date): Date {\n    return new Date(midnightUtc(t).getTime() - MS_PER_DAY);\n  }\n\n  sessions(range: DateRange): ReadonlyArray<Date> {\n    const out: Date[] = [];\n    let cursor = midnightUtc(range.from);\n    const end = range.to.getTime();\n    while (cursor.getTime() < end) {\n      out.push(cursor);\n      cursor = new Date(cursor.getTime() + MS_PER_DAY);\n    }\n    return out;\n  }\n\n  schedule(range: DateRange): ReadonlyArray<Session> {\n    return this.sessions(range).map((date) => ({\n      date,\n      open: date,\n      close: new Date(date.getTime() + MS_PER_DAY),\n    }));\n  }\n\n  isEarlyClose(_t: Date): boolean {\n    return false;\n  }\n}\n","export type {\n  AssetRef,\n  SyntheticAsset,\n  RebalanceFrequency,\n  RebalanceConfig,\n  TacticalFeatureSpec,\n  TacticalFeatureKind,\n  FeatureRef,\n  Tolerance,\n  Comparison,\n  ComparisonOp,\n  AllocateNode,\n  IfNode,\n  RuleNode,\n  TacticalSpec,\n  RuleTreeState,\n} from './types';\nexport { evaluateRuleTree } from './evaluate-rule-tree';\nexport { evaluateFeatureSpecs } from './evaluate-feature-specs';\nexport { withSynthetics } from './synthetics';\nexport {\n  fromSpec,\n  isRebalanceDay,\n  periodKey,\n  _resetTacticalDeprecationWarningForTesting,\n  type TacticalFeatures,\n  type FromSpecOptions,\n} from './from-spec';\n","import type { TargetWeights } from '../strategy/reconcile';\nimport type { AssetId } from '../interfaces/types';\nimport type { Comparison, FeatureRef, RuleNode, RuleTreeState, Tolerance } from './types';\n\nfunction isRef(operand: FeatureRef | number): operand is FeatureRef {\n  return typeof operand === 'object' && operand !== null && 'ref' in operand;\n}\n\nfunction resolve(operand: FeatureRef | number, values: ReadonlyMap<string, number>): number {\n  if (!isRef(operand)) return operand;\n  const v = values.get(operand.ref);\n  if (v === undefined) {\n    throw new Error(`evaluateRuleTree: feature \"${operand.ref}\" has no value`);\n  }\n  return v;\n}\n\nfunction rawCompare(op: Comparison['op'], l: number, r: number): boolean {\n  switch (op) {\n    case 'gt':\n      return l > r;\n    case 'lt':\n      return l < r;\n    case 'gte':\n      return l >= r;\n    case 'lte':\n      return l <= r;\n  }\n}\n\nfunction band(right: number, tol: Tolerance): { lower: number; upper: number } {\n  if (tol.mode === 'absolute') {\n    return { lower: right - tol.value, upper: right + tol.value };\n  }\n  const factor = tol.value / 100;\n  return { lower: right * (1 - factor), upper: right * (1 + factor) };\n}\n\nfunction evalComparison(\n  cond: Comparison,\n  values: ReadonlyMap<string, number>,\n  state: RuleTreeState,\n  outState: Map<string, 0 | 1>,\n): boolean {\n  const l = resolve(cond.left, values);\n  const r = resolve(cond.right, values);\n\n  if (!cond.tolerance) {\n    return rawCompare(cond.op, l, r);\n  }\n  if (cond.id === undefined) {\n    throw new Error('evaluateRuleTree: comparison with tolerance requires id');\n  }\n  if (cond.op !== 'gt' && cond.op !== 'lt') {\n    throw new Error(`evaluateRuleTree: tolerance is only supported for op gt/lt, got ${cond.op}`);\n  }\n\n  const prev = state.get(cond.id);\n  const { lower, upper } = band(r, cond.tolerance);\n  let result: 0 | 1;\n\n  if (prev === undefined) {\n    result = rawCompare(cond.op, l, r) ? 1 : 0;\n  } else if (cond.op === 'gt') {\n    if (prev === 1) result = l < lower ? 0 : 1;\n    else result = l > upper ? 1 : 0;\n  } else {\n    if (prev === 1) result = l > upper ? 0 : 1;\n    else result = l < lower ? 1 : 0;\n  }\n\n  outState.set(cond.id, result);\n  return result === 1;\n}\n\nfunction walk(\n  rules: RuleNode,\n  values: ReadonlyMap<string, number>,\n  state: RuleTreeState,\n  outState: Map<string, 0 | 1>,\n): TargetWeights {\n  if (rules.op === 'allocate') {\n    const out = new Map<AssetId, number>();\n    for (const [assetId, weight] of Object.entries(rules.weights)) {\n      out.set(assetId, weight);\n    }\n    return out;\n  }\n  return evalComparison(rules.cond, values, state, outState)\n    ? walk(rules.then, values, state, outState)\n    : walk(rules.else, values, state, outState);\n}\n\n/**\n * Evaluates a {@link RuleNode} tree against a resolved set of feature values\n * and returns the target allocation weights together with the updated\n * hysteresis state.\n *\n * The tree is walked depth-first. At each {@link IfNode} the comparison is\n * evaluated (with hysteresis applied when `tolerance` and `id` are present)\n * and the walk follows either `then` or `else`. Evaluation terminates at an\n * {@link AllocateNode} whose `weights` map is returned verbatim.\n *\n * Hysteresis: when a {@link Comparison} carries a `tolerance`, the previous\n * outcome in `state` is used to decide whether to flip the result. The updated\n * outcomes for all visited comparisons are collected in the returned `state` map.\n *\n * Throws if a {@link FeatureRef} resolves to `undefined` (the caller should\n * suppress this with a guard or catch-block, as {@link fromSpec} does).\n *\n * @param rules  - Root of the rule tree to evaluate.\n * @param values - Resolved feature values, keyed by feature id. Must contain\n *   every `ref` string used in the tree; missing keys throw.\n * @param state  - Prior hysteresis state from the previous evaluation step.\n *   Pass an empty `Map` on the first call.\n * @returns An object with:\n *   - `weights` — target portfolio weights as a `Map<AssetId, number>`.\n *   - `state`   — updated {@link RuleTreeState} to pass to the next step.\n *\n * @example\n * ```ts\n * import { evaluateRuleTree } from '@livefolio/sdk';\n * import type { RuleNode, RuleTreeState } from '@livefolio/sdk';\n *\n * const rules: RuleNode = {\n *   op:   'if',\n *   cond: { op: 'gt', left: { ref: 'price' }, right: { ref: 'sma200' } },\n *   then: { op: 'allocate', weights: { SPY: 1 } },\n *   else: { op: 'allocate', weights: { SHY: 1 } },\n * };\n *\n * let state: RuleTreeState = new Map();\n * const values = new Map([['price', 450], ['sma200', 420]]);\n * const result = evaluateRuleTree(rules, values, state);\n * // result.weights → Map { 'SPY' => 1 }\n * state = result.state;\n * ```\n */\nexport function evaluateRuleTree(\n  rules: RuleNode,\n  values: ReadonlyMap<string, number>,\n  state: RuleTreeState = new Map(),\n): { weights: TargetWeights; state: RuleTreeState } {\n  const next = new Map<string, 0 | 1>(state);\n  const weights = walk(rules, values, state, next);\n  return { weights, state: next };\n}\n","import type { Asset } from '../interfaces/types';\nimport type { AssetRef } from './types';\n\n/**\n * Resolves a spec-form {@link AssetRef} to a runtime {@link Asset}. The\n * `kind` field on the ref selects the variant; absent `kind` defaults to\n * `'equity'` for backward compatibility.\n *\n * Pure. No I/O. Used by `fromSpec`, `withSynthetics`, and\n * `evaluateFeatureSpecs` so the resolution rule lives in one place.\n */\nexport function resolveAssetRef(ref: AssetRef): Asset {\n  if (ref.kind === 'macro') {\n    return { kind: 'macro', id: ref.id, symbol: ref.symbol };\n  }\n  return ref.exchange !== undefined\n    ? { kind: 'equity', id: ref.id, symbol: ref.symbol, exchange: ref.exchange }\n    : { kind: 'equity', id: ref.id, symbol: ref.symbol };\n}\n","import type { Series } from '../interfaces/types';\nimport type { FeatureSpec } from '../features/spec';\nimport type { FeatureRuntime } from '../features/runtime';\nimport type { TacticalFeatureSpec } from './types';\nimport { resolveAssetRef } from './asset-ref';\n\nfunction toFeatureSpec(spec: TacticalFeatureSpec): FeatureSpec {\n  switch (spec.kind) {\n    case 'price':\n      return { kind: 'price' };\n    case 'sma':\n      return { kind: 'sma', period: spec.period };\n    case 'ema':\n      return { kind: 'ema', period: spec.period };\n    case 'rsi':\n      return { kind: 'rsi', period: spec.period };\n    case 'return':\n      return spec.mode !== undefined\n        ? { kind: 'return', period: spec.period, mode: spec.mode }\n        : { kind: 'return', period: spec.period };\n    case 'volatility':\n      return { kind: 'volatility', period: spec.period };\n    case 'drawdown':\n      return { kind: 'drawdown', period: spec.period };\n  }\n}\n\nfunction indexAtOrBefore(series: Series, t: Date): number {\n  if (series.length === 0) return -1;\n  const target = t.getTime();\n  let lo = 0;\n  let hi = series.length - 1;\n  let ans = -1;\n  while (lo <= hi) {\n    const mid = (lo + hi) >>> 1;\n    if (series[mid]!.t.getTime() <= target) {\n      ans = mid;\n      lo = mid + 1;\n    } else {\n      hi = mid - 1;\n    }\n  }\n  return ans;\n}\n\nfunction readDelayed(series: Series, t: Date, delay: number): number | undefined {\n  const idx = indexAtOrBefore(series, t);\n  if (idx < 0) return undefined;\n  const target = idx - delay;\n  if (target < 0) return undefined;\n  return series[target]!.v;\n}\n\n/**\n * Resolves each {@link TacticalFeatureSpec} in `specs` to a scalar value as of\n * date `t` by calling into `runtime` and reading the series at the appropriate\n * bar index. All specs are computed in parallel via `Promise.all`.\n *\n * The returned map uses each spec's `id` as the key. The value is `undefined`\n * when the indicator series has no data on or before `t`, or when the `delay`\n * offset steps past the beginning of the series.\n *\n * Validation performed before dispatching to the runtime:\n * - Duplicate `id` values in `specs` throw immediately.\n * - A non-integer or negative `delay` throws immediately.\n *\n * @param specs   - Ordered list of feature declarations from {@link TacticalSpec.features}.\n * @param runtime - Feature computation backend that owns the data feed and cache.\n * @param t       - Evaluation date; the series is read at the latest bar on or before `t`.\n * @returns A map from feature id to resolved numeric value (`undefined` when unavailable).\n *\n * @example\n * ```ts\n * import { evaluateFeatureSpecs } from '@livefolio/sdk';\n * import type { TacticalFeatureSpec } from '@livefolio/sdk';\n *\n * const specs: TacticalFeatureSpec[] = [\n *   { id: 'spy_sma200', kind: 'sma', asset: { id: 'SPY', symbol: 'SPY' }, period: 200 },\n *   { id: 'spy_price',  kind: 'price', asset: { id: 'SPY', symbol: 'SPY' } },\n * ];\n *\n * const values = await evaluateFeatureSpecs(specs, runtime, new Date('2024-06-01'));\n * // values.get('spy_price') → 528.3\n * ```\n */\nexport async function evaluateFeatureSpecs(\n  specs: ReadonlyArray<TacticalFeatureSpec>,\n  runtime: FeatureRuntime,\n  t: Date,\n): Promise<Map<string, number | undefined>> {\n  const seen = new Set<string>();\n  for (const spec of specs) {\n    if (seen.has(spec.id)) {\n      throw new Error(`evaluateFeatureSpecs: duplicate feature id \"${spec.id}\"`);\n    }\n    seen.add(spec.id);\n    const d = spec.delay;\n    if (d !== undefined && (!Number.isInteger(d) || d < 0)) {\n      throw new Error(`evaluateFeatureSpecs: delay must be a non-negative integer, got ${d}`);\n    }\n  }\n\n  const entries = await Promise.all(\n    specs.map(async (spec) => {\n      const series = await runtime.compute(toFeatureSpec(spec), resolveAssetRef(spec.asset));\n      const delay = spec.delay ?? 0;\n      return [spec.id, readDelayed(series, t, delay)] as const;\n    }),\n  );\n\n  return new Map(entries);\n}\n","import type { Asset, Bar, DateRange, Frequency } from '../interfaces/types';\nimport type { DataFeed } from '../interfaces/data-feed';\nimport type { SyntheticAsset } from './types';\nimport { resolveAssetRef } from './asset-ref';\n\nconst TRADING_DAYS_PER_YEAR = 252;\n\nasync function* synthesize(\n  underlyingBars: AsyncIterable<Bar>,\n  leverage: number,\n  expense: number | undefined,\n): AsyncIterable<Bar> {\n  const drag = (expense ?? 0) / TRADING_DAYS_PER_YEAR;\n  let prevUnderlyingClose: number | undefined;\n  let prevSynthClose: number | undefined;\n  for await (const u of underlyingBars) {\n    let close: number;\n    if (prevSynthClose === undefined || prevUnderlyingClose === undefined) {\n      close = u.close;\n    } else {\n      const safe = Number.isFinite(prevUnderlyingClose) && prevUnderlyingClose !== 0;\n      const r = safe ? (u.close - prevUnderlyingClose) / prevUnderlyingClose : 0;\n      close = prevSynthClose * (1 + leverage * r) * (1 - drag);\n    }\n    yield {\n      t: u.t,\n      open: close,\n      high: close,\n      low: close,\n      close,\n      volume: u.volume,\n    };\n    prevUnderlyingClose = u.close;\n    prevSynthClose = close;\n  }\n}\n\n/**\n * Wraps a {@link DataFeed} so that requests for any asset whose `id` appears in\n * `synthetics` are intercepted and their bar stream is derived on-the-fly from\n * the corresponding `underlying` asset.\n *\n * The synthesized close price on each bar is computed as:\n * ```\n * close_t = close_{t-1} × (1 + leverage × underlyingReturn_t) × (1 − expense/252)\n * ```\n * The first bar in the stream uses the underlying close directly. OHLC fields\n * other than `close` are all set to the synthesized close (they are not\n * independently scaled); `volume` is passed through from the underlying bar.\n *\n * Non-synthetic assets are proxied transparently to the original `dataFeed`.\n * `fundamentals` and `events` methods, if present, are forwarded unchanged.\n *\n * Throws at construction time if `synthetics` contains duplicate `id` values.\n *\n * @param dataFeed   - The real data feed to wrap.\n * @param synthetics - Synthetic asset definitions; typically `spec.synthetics ?? []`.\n * @returns A new {@link DataFeed} that intercepts synthetic asset ids.\n *\n * @example\n * ```ts\n * import { withSynthetics } from '@livefolio/sdk';\n * import type { SyntheticAsset } from '@livefolio/sdk';\n *\n * const leveraged: SyntheticAsset = {\n *   id: 'SPY_3X', symbol: 'SPY3X',\n *   underlying: { id: 'SPY', symbol: 'SPY' },\n *   leverage: 3,\n *   expense: 0.01,\n * };\n *\n * const feed = withSynthetics(realFeed, [leveraged]);\n * // Requesting bars for asset { id: 'SPY_3X', ... } now returns 3× leveraged returns.\n * ```\n */\nexport function withSynthetics(dataFeed: DataFeed, synthetics: ReadonlyArray<SyntheticAsset>): DataFeed {\n  const byId = new Map<string, SyntheticAsset>();\n  for (const s of synthetics) {\n    if (byId.has(s.id)) {\n      throw new Error(`withSynthetics: duplicate synthetic asset id \"${s.id}\"`);\n    }\n    byId.set(s.id, s);\n  }\n\n  const wrapped: DataFeed = {\n    bars(asset: Asset, range: DateRange, freq: Frequency): AsyncIterable<Bar> {\n      const synth = byId.get(asset.id);\n      if (!synth) return dataFeed.bars(asset, range, freq);\n      const underlying = resolveAssetRef(synth.underlying);\n      return synthesize(dataFeed.bars(underlying, range, freq), synth.leverage, synth.expense);\n    },\n  };\n\n  if (dataFeed.fundamentals) {\n    wrapped.fundamentals = dataFeed.fundamentals.bind(dataFeed);\n  }\n  if (dataFeed.events) {\n    wrapped.events = dataFeed.events.bind(dataFeed);\n  }\n\n  return wrapped;\n}\n","import type { Asset, AssetId } from '../interfaces/types';\nimport type { Calendar } from '../interfaces/calendar';\nimport type { Strategy } from '../strategy/types';\nimport { reconcile } from '../strategy/reconcile';\nimport type { FeatureRuntime } from '../features/runtime';\nimport { seriesAt } from '../features/series-utils';\nimport type { RebalanceFrequency, RuleTreeState, TacticalSpec } from './types';\nimport { resolveAssetRef } from './asset-ref';\nimport { evaluateRuleTree } from './evaluate-rule-tree';\nimport { evaluateFeatureSpecs } from './evaluate-feature-specs';\n\nlet _warnedV0 = false;\n\n/** Test-only: reset the once-per-process deprecation gate. */\nexport function _resetTacticalDeprecationWarningForTesting(): void {\n  _warnedV0 = false;\n}\n\n/**\n * The feature bundle computed on each rebalance step and passed to the rule\n * tree. Produced by the `features` method of the {@link Strategy} returned by\n * {@link fromSpec}.\n *\n * - `values` — named indicator results keyed by the `id` field of each\n *   {@link TacticalFeatureSpec}. A value is `undefined` when the indicator\n *   cannot be computed for that bar (e.g. insufficient history).\n * - `prices` — most-recent closing prices for each asset in the universe,\n *   keyed by asset ID.\n */\nexport type TacticalFeatures = {\n  values: ReadonlyMap<string, number | undefined>;\n  prices: ReadonlyMap<AssetId, number>;\n};\n\n/**\n * Runtime dependencies required by {@link fromSpec} to hydrate a\n * {@link TacticalSpec} into a runnable {@link Strategy}.\n */\nexport type FromSpecOptions = {\n  /** Feature computation backend — wraps the data feed and caching layer. */\n  runtime: FeatureRuntime;\n  /** Exchange calendar used to gate rebalance days via {@link isRebalanceDay}. */\n  calendar: Calendar;\n};\n\nfunction validateSynthetics(spec: TacticalSpec): void {\n  const synths = spec.synthetics ?? [];\n  if (synths.length === 0) return;\n\n  const universeIds = new Set(spec.universe.map((u) => u.id));\n\n  for (const s of synths) {\n    if (s.underlying.id === s.id) {\n      throw new Error(`fromSpec: synthetic asset \"${s.id}\" cannot reference itself as underlying`);\n    }\n    const u = spec.universe.find((x) => x.id === s.id);\n    if (!u) continue;\n    if (u.symbol !== s.symbol) {\n      throw new Error(`fromSpec: synthetic asset id \"${s.id}\" collides with a universe AssetRef of a different symbol`);\n    }\n    if (!universeIds.has(s.underlying.id)) {\n      throw new Error(\n        `fromSpec: synthetic asset id \"${s.id}\" collides with a universe AssetRef whose underlying is not declared in the universe`,\n      );\n    }\n  }\n}\n\n/**\n * Returns a stable string key that identifies the rebalance period containing\n * date `t` for the given `freq`. Two dates that map to the same key belong to\n * the same period and therefore produce the same rebalance decision. Used\n * internally by {@link isRebalanceDay} to detect period boundaries.\n *\n * @param t    - The date to classify.\n * @param freq - Rebalance cadence (see {@link RebalanceFrequency}).\n * @returns A compact string such as `'2024-3'` (monthly), `'2024-W14'`\n *   (weekly), or `'2024-1'` (quarterly Q2).\n */\nexport function periodKey(t: Date, freq: RebalanceFrequency): string {\n  const y = t.getUTCFullYear();\n  const m = t.getUTCMonth();\n  switch (freq) {\n    case 'Daily':\n      return `${y}-${m}-${t.getUTCDate()}`;\n    case 'Weekly': {\n      const thu = new Date(t);\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()) / 86_400_000 + 1) / 7);\n      return `${thu.getUTCFullYear()}-W${weekNo}`;\n    }\n    case 'Monthly':\n      return `${y}-${m}`;\n    case 'Quarterly':\n      return `${y}-Q${Math.floor(m / 3)}`;\n    case 'Yearly':\n      return `${y}`;\n  }\n}\n\n/**\n * Returns `true` when `t` is the last trading day of its rebalance period\n * according to `freq` and `calendar`. The check is: `periodKey(t) !== periodKey(next(t))`.\n * For `'Daily'` cadence this always returns `true`.\n *\n * @param t        - Current trading day (must itself be a trading day).\n * @param freq     - Rebalance cadence (see {@link RebalanceFrequency}).\n * @param calendar - Exchange calendar used to find the next trading day.\n * @returns `true` if today is the last day of its period and orders should be issued.\n */\nexport function isRebalanceDay(t: Date, freq: RebalanceFrequency, calendar: Calendar): boolean {\n  if (freq === 'Daily') return true;\n  const next = calendar.next(t);\n  return periodKey(t, freq) !== periodKey(next, freq);\n}\n\n/**\n * Hydrates a plain {@link TacticalSpec} data object into a runnable\n * {@link Strategy} that `runBacktest` can drive step-by-step.\n *\n * State is threaded explicitly through `build` via the\n * {@link Strategy | `Strategy<F, S>.build`} signature. `initialState()` returns\n * an empty {@link RuleTreeState} Map; the runtime is responsible for storing and\n * forwarding the state between calls. This design makes `build` a pure function\n * of its inputs — calling it twice with identical arguments produces identical\n * outputs, enabling snapshot/restore for preview-builds in live mode.\n *\n * Validation performed at construction time:\n * - A `'tactical/v0'` `kind` emits a one-time deprecation warning to `console.warn`.\n * - Synthetic assets are checked for self-reference, symbol collisions, and\n *   missing universe entries (see internal `validateSynthetics`).\n *\n * @param spec - The declarative strategy spec.\n * @param opts - Runtime dependencies (feature backend and calendar).\n * @returns A {@link Strategy} whose `features` method fetches indicator values\n *   and whose `build` method converts them to rebalance orders.\n *\n * @example\n * ```ts\n * import { fromSpec, MemoryFeatureCache, NYSEExchangeCalendar } from '@livefolio/sdk';\n * import { FeatureRuntime } from '@livefolio/sdk/features';\n *\n * const calendar = new NYSEExchangeCalendar();\n * const cache    = new MemoryFeatureCache();\n * const runtime  = new FeatureRuntime({ feed: myDataFeed, cache });\n *\n * const strategy = fromSpec(mySpec, { runtime, calendar });\n * ```\n */\nexport function fromSpec(spec: TacticalSpec, opts: FromSpecOptions): Strategy<TacticalFeatures, RuleTreeState> {\n  if (spec.kind === 'tactical/v0' && !_warnedV0) {\n    _warnedV0 = true;\n\n    console.warn(\n      '[@livefolio/sdk] tactical/v0 is deprecated; migrate to tactical/v1. ' +\n        'The two are byte-for-byte equivalent. This warning fires once per process.',\n    );\n  }\n  validateSynthetics(spec);\n  const universe: ReadonlyArray<Asset> = spec.universe.map(resolveAssetRef);\n  const { runtime, calendar } = opts;\n  const cadence: RebalanceFrequency = spec.rebalance?.frequency ?? 'Daily';\n\n  return {\n    universe: () => universe,\n\n    features: async (_u, _p, t) => {\n      const [values, priceEntries] = await Promise.all([\n        evaluateFeatureSpecs(spec.features, runtime, t),\n        Promise.all(\n          universe.map(async (asset) => {\n            const s = await runtime.compute({ kind: 'price' }, asset);\n            return [asset.id, seriesAt(s, t)] as const;\n          }),\n        ),\n      ]);\n      const prices = new Map<AssetId, number>();\n      for (const [id, v] of priceEntries) {\n        if (v !== undefined) prices.set(id, v);\n      }\n      return { values, prices };\n    },\n\n    initialState: () => new Map() as RuleTreeState,\n\n    build: (features, portfolio, state, t) => {\n      if (!isRebalanceDay(t, cadence, calendar)) {\n        return { orders: [], state };\n      }\n\n      const defined = new Map<string, number>();\n      for (const [id, v] of features.values) {\n        if (v !== undefined) defined.set(id, v);\n      }\n      let evaluated;\n      try {\n        evaluated = evaluateRuleTree(spec.rules, defined, state);\n      } catch (e) {\n        if (e instanceof Error && /has no value/.test(e.message)) {\n          return { orders: [], state };\n        }\n        throw e;\n      }\n      for (const assetId of evaluated.weights.keys()) {\n        if (!features.prices.has(assetId)) {\n          return { orders: [], state };\n        }\n      }\n      return {\n        orders: reconcile(evaluated.weights, portfolio, features.prices),\n        state: evaluated.state,\n      };\n    },\n  };\n}\n","export * from './indicators';\nexport { collectBars, barsToSeries, seriesAt } from './series-utils';\nexport type { BarField } from './series-utils';\nexport {\n  defineFeature,\n  getFeatureCompute,\n  paramsHash,\n  type FeatureSpec,\n  type FeatureKind,\n  type ComputeFn,\n} from './spec';\nexport { FeatureRuntime } from './runtime';\nexport type { FeatureRuntimeOptions } from 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