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@livefolio/sdk 0.4.3 → 0.4.4

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1	- {"version":3,"sources":["../src/strategy/reconcile.ts","../src/portfolio/apply.ts","../src/strategy/run-backtest.ts","../src/features/series-utils.ts","../src/features/indicators/sma.ts","../src/features/indicators/ema.ts","../src/features/indicators/rsi.ts","../src/features/indicators/return.ts","../src/features/indicators/volatility.ts","../src/features/indicators/drawdown.ts","../src/features/spec.ts","../src/features/runtime.ts","../src/reference/memory-feature-cache.ts","../src/strategy/run-live.ts","../src/reference/backtest-executor.ts","../src/reference/routing-data-feed.ts","../src/reference/routing-streaming-data-feed.ts","../src/reference/routing-quote-feed.ts","../src/reference/polling-stream-from-historical.ts","../src/calendars/exchange-calendar.ts","../src/calendars/holiday-rules.ts","../src/calendars/nyse.ts","../src/calendars/lse.ts","../src/calendars/get-calendar.ts","../src/calendars/crypto-24x7.ts","../src/tactical/index.ts","../src/tactical/evaluate-rule-tree.ts","../src/tactical/asset-ref.ts","../src/tactical/evaluate-feature-specs.ts","../src/tactical/synthetics.ts","../src/tactical/from-spec.ts","../src/features/index.ts"],"sourcesContent":["import type { Portfolio } from '../portfolio/types';\nimport type { Asset, AssetId } from '../interfaces/types';\nimport type { RebalanceOrder } from '../orders/types';\n\n/*\n Maps each asset ID to its desired portfolio weight as a fraction of total\n * portfolio value (e.g. `0.6` means 60 %). 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 * @param assets - Optional canonical {@link Asset} metadata keyed by id. When\n * `reconcile` needs to emit an order for an asset that is not yet held in the\n * portfolio, it consults this map for the proper `symbol`/`kind`. If the\n * asset is missing here too, the order falls back to a synthesized\n * `{ kind: 'equity', id, symbol: id }` — lossless but display-unfriendly.\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 $100 000 cash\n * const portfolio = { cash: 100_000, positions: [] };\n * const orders = reconcile(targets, portfolio, prices);\n * // orders => [\n * // { id: 'rebal_US:SPY_0', kind: 'rebalance', asset: { ... }, delta: 136 },\n * // { id: 'rebal_US:BND_1', kind: 'rebalance', asset: { ... }, delta: 533 },\n * // ]\n * ```\n /\nexport function reconcile(\n targets: TargetWeights,\n portfolio: Portfolio,\n prices: PriceMap,\n assets?: ReadonlyMap<AssetId, Asset>,\n): ReadonlyArray<RebalanceOrder> {\n const longByAsset = new Map<AssetId, { asset: Asset; quantity: number }>();\n for (const p of portfolio.positions) {\n if (p.side !== 'long') continue;\n const cur = longByAsset.get(p.asset.id);\n if (cur) cur.quantity += p.quantity;\n else longByAsset.set(p.asset.id, { asset: p.asset, quantity: p.quantity });\n }\n\n let totalValue = portfolio.cash;\n for (const { asset, quantity } of longByAsset.values()) {\n const price = prices.get(asset.id);\n if (price !== undefined) totalValue += quantity price;\n }\n\n const orders: RebalanceOrder[] = [];\n let counter = 0;\n const nextId = (assetId: AssetId): string => `rebal_${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 ${assetId}`);\n }\n // Clamp at 0: long-only reconcile must never emit a negative target.\n // A negative `targetShares` can otherwise arise when `totalValue` goes\n // below zero (e.g. a held leveraged-synthetic position takes a negative\n // close price after an extreme single-bar underlying move, where\n // `1 + leverage * r < 0`). Without this clamp, the resulting negative\n // `delta` on a non-held target produces a rebalance-reduce order with\n // no position to reduce, which `applyFills` then rejects. See #37.\n const targetShares = Math.max(0, Math.floor((totalValue * weight) / price));\n const held = longByAsset.get(assetId);\n const currentShares = held?.quantity ?? 0;\n const delta = targetShares - currentShares;\n seen.add(assetId);\n if (delta !== 0) {\n const asset: Asset = held?.asset ??\n assets?.get(assetId) ?? {\n kind: 'equity',\n id: assetId,\n symbol: assetId,\n };\n orders.push({ id: nextId(assetId), kind: 'rebalance', asset, delta });\n }\n }\n\n for (const [assetId, { asset, quantity }] of longByAsset) {\n if (seen.has(assetId)) continue;\n orders.push({ id: nextId(assetId), kind: 'rebalance', asset, delta: -quantity });\n }\n\n return orders;\n}\n","import type { Portfolio, Position, PositionId } from './types';\nimport type { Order, Fill } from '../orders/types';\n\nconst newPositionId = (() => {\n let n = 0;\n return (): PositionId => `pos_${++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 the position on a positive `delta`, removes it\n * when fully reduced. A reduce against a non-existent\n * long position is silently ignored (matching the same\n * case in {@link applyOrders}).\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 if (idx >= 0) {\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 // No-op when reducing a non-existent long position. This matches the\n // contract of `applyOrders` (same case in the structural projection\n // also no-ops) and avoids destabilising a backtest on a stray reduce.\n // The defence in depth here pairs with the `targetShares` clamp in\n // `reconcile`, which is the primary path that previously produced\n // such reduces. See #37.\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: 1300.5 + 1100.5\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 } from '../interfaces/types';\nimport type { Quote, QuoteFeed } from '../interfaces/quote-feed';\n\n/*\n Error thrown by {@link RoutingQuoteFeed} when an asset cannot be routed.\n /\nexport class RoutingQuoteFeedError extends Error {\n constructor(message: string) {\n super(message);\n this.name = 'RoutingQuoteFeedError';\n }\n}\n\n/* Function form of the routing rule. Returns the feed for `asset`, or `undefined` when no feed handles it. /\nexport type RoutingQuoteFeedRouteFn = (asset: Asset) => QuoteFeed \| undefined;\n\n/* Map form of the routing rule. Keys are `Asset['kind']` discriminants. /\nexport type RoutingQuoteFeedRouteMap = Readonly<Partial<Record<Asset['kind'], QuoteFeed>>>;\n\n/\n A {@link QuoteFeed} that delegates each call to one of several underlying\n * feeds based on the asset. Use this to compose vendors — e.g. Alpaca for\n * equity quotes and a polling adapter for macro series — behind a single\n * `QuoteFeed` instance.\n \n Routing rules:\n * - Map form: `new RoutingQuoteFeed({ equity: alpaca, macro: fredPolling })`.\n * Keys are `asset.kind` discriminants. The 90% case.\n * - Function form: `new RoutingQuoteFeed((a) => a.kind === 'macro' ? fred : alpaca)`.\n * Use when routing depends on more than `kind` (e.g. allowlists).\n \n The router always implements `quoteBatch` — even if some inner feeds lack\n * it, the router falls back to per-asset `quote()` calls within that group,\n * preserving request order across the full result.\n \n @example\n * ```ts\n * import { RoutingQuoteFeed } from '@livefolio/sdk';\n \n const feed = new RoutingQuoteFeed({ equity: alpacaQuotes, macro: fredQuotes });\n * const quotes = await feed.quoteBatch([aaplAsset, dgs10Asset, msftAsset]);\n * // quotes[0] is for AAPL, quotes[1] for DGS10, quotes[2] for MSFT — request order preserved.\n * ```\n /\nexport class RoutingQuoteFeed implements QuoteFeed {\n private readonly route: RoutingQuoteFeedRouteFn;\n\n constructor(routes: RoutingQuoteFeedRouteMap \| RoutingQuoteFeedRouteFn) {\n if (typeof routes === 'function') {\n this.route = routes;\n } else {\n this.route = (asset) => routes[asset.kind];\n }\n }\n\n async quote(asset: Asset): Promise<Quote> {\n return this.resolve(asset).quote(asset);\n }\n\n async quoteBatch(assets: ReadonlyArray<Asset>): Promise<ReadonlyArray<Quote>> {\n if (assets.length === 0) return [];\n\n // Group by routed feed, tracking original index so we can re-collect in request order.\n // Resolve eagerly so unroutable assets throw before any vendor call.\n const groups = new Map<QuoteFeed, Array<{ asset: Asset; index: number }>>();\n for (let i = 0; i < assets.length; i++) {\n const asset = assets[i]!;\n const feed = this.resolve(asset);\n const bucket = groups.get(feed) ?? [];\n bucket.push({ asset, index: i });\n groups.set(feed, bucket);\n }\n\n const output = new Array<Quote>(assets.length);\n\n await Promise.all(\n [...groups.entries()].map(async ([feed, bucket]) => {\n const bucketAssets = bucket.map((b) => b.asset);\n const results =\n typeof feed.quoteBatch === 'function'\n ? await feed.quoteBatch(bucketAssets)\n : await Promise.all(bucketAssets.map((a) => feed.quote(a)));\n for (let i = 0; i < bucket.length; i++) {\n output[bucket[i]!.index] = results[i]!;\n }\n }),\n );\n\n return output;\n }\n\n private resolve(asset: Asset): QuoteFeed {\n const feed = this.route(asset);\n if (feed === undefined) {\n throw new RoutingQuoteFeedError(\n `RoutingQuoteFeed: no feed registered for asset.kind=\"${asset.kind}\" (id=\"${asset.id}\")`,\n );\n }\n return feed;\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, withStreamingSynthetics, type WithStreamingSyntheticsOptions } 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, AssetId, Bar, DateRange, Frequency } from '../interfaces/types';\nimport type { DataFeed } from '../interfaces/data-feed';\nimport type { StreamingDataFeed, StreamingBar } from '../interfaces/streaming-data-feed';\nimport type { SyntheticAsset } from './types';\nimport { resolveAssetRef } from './asset-ref';\n\nconst TRADING_DAYS_PER_YEAR = 252;\n\n/\n Per-bar core of the synthesis formula. Shared by {@link withSynthetics}\n * (historical) and {@link withStreamingSynthetics} (live) so the two code\n * paths cannot drift.\n \n Returns the synthesized close given the previous underlying / synthetic\n * closes and the current underlying close. Cold start (either prev undefined)\n * returns `underlyingClose` so the first emitted bar anchors to the underlying.\n /\nfunction nextSynthClose(opts: {\n prevSynthClose: number \| undefined;\n prevUnderlyingClose: number \| undefined;\n underlyingClose: number;\n leverage: number;\n expense: number \| undefined;\n}): number {\n const { prevSynthClose, prevUnderlyingClose, underlyingClose, leverage, expense } = opts;\n if (prevSynthClose === undefined \|\| prevUnderlyingClose === undefined) {\n return underlyingClose;\n }\n const drag = (expense ?? 0) / TRADING_DAYS_PER_YEAR;\n const safe = Number.isFinite(prevUnderlyingClose) && prevUnderlyingClose !== 0;\n const r = safe ? (underlyingClose - prevUnderlyingClose) / prevUnderlyingClose : 0;\n return prevSynthClose (1 + leverage * r) * (1 - drag);\n}\n\nasync function* synthesize(\n underlyingBars: AsyncIterable<Bar>,\n leverage: number,\n expense: number \| undefined,\n): AsyncIterable<Bar> {\n let prevUnderlyingClose: number \| undefined;\n let prevSynthClose: number \| undefined;\n for await (const u of underlyingBars) {\n const close = nextSynthClose({\n prevSynthClose,\n prevUnderlyingClose,\n underlyingClose: u.close,\n leverage,\n expense,\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\n/\n Options for {@link withStreamingSynthetics}.\n /\nexport interface WithStreamingSyntheticsOptions {\n /\n Last known close per asset id, used to seed `prevUnderlyingClose` and\n * `prevSynthClose` so the first live tick of a synthetic continues smoothly\n * from the end of its historical series.\n \n Build it from a {@link BacktestResult}:\n * ```ts\n * const seedLastCloses = new Map<AssetId, number>();\n * for (const [id, bars] of history.bars) {\n * const last = bars.at(-1)?.close;\n * if (last !== undefined) seedLastCloses.set(id, last);\n * }\n * ```\n \n Without seeding, the first synthesized tick lands on the underlying's\n * price and produces a visible jump in live preview.\n /\n seedLastCloses: ReadonlyMap<AssetId, number>;\n}\n\n/\n Streaming-feed counterpart to {@link withSynthetics}. Wraps a\n * {@link StreamingDataFeed} so that subscriptions for synthetic asset ids\n * resolve to upstream subscriptions on the underlying, with each underlying\n * tick re-emitted as a synthesized tick on the synthetic's id using the same\n * `(1 + leverage × r) × (1 − expense/252)` formula as the historical wrapper.\n \n Behavior:\n * - Non-synthetic ids in the `assets` argument pass through to the inner feed\n * unchanged.\n * - Underlyings that aren't directly in `assets` but are needed by a synthetic\n * are subscribed silently — only the synthesized ticks are yielded back to\n * the caller for those.\n * - Underlyings that the caller _did_ ask for in `assets` are yielded both as\n * the raw underlying tick and as the synthesized tick(s).\n \n Throws at construction time if `synthetics` contains duplicate `id` values.\n \n @example\n * ```ts\n * import { withStreamingSynthetics, runLive } from '@livefolio/sdk';\n \n const seedLastCloses = new Map<AssetId, number>();\n * for (const [id, bars] of history.bars) {\n * const last = bars.at(-1)?.close;\n * if (last !== undefined) seedLastCloses.set(id, last);\n * }\n \n const liveFeed = withStreamingSynthetics(rawStreamingFeed, spec.synthetics ?? [], {\n * seedLastCloses,\n * });\n \n for await (const event of runLive({ strategy, history, dataFeed: liveFeed, executor, calendar })) {\n * // …\n * }\n * ```\n /\nexport function withStreamingSynthetics(\n inner: StreamingDataFeed,\n synthetics: ReadonlyArray<SyntheticAsset>,\n opts: WithStreamingSyntheticsOptions,\n): StreamingDataFeed {\n const synthById = new Map<AssetId, SyntheticAsset>();\n for (const s of synthetics) {\n if (synthById.has(s.id)) {\n throw new Error(`withStreamingSynthetics: duplicate synthetic asset id \"${s.id}\"`);\n }\n synthById.set(s.id, s);\n }\n\n return {\n async subscribe(assets: ReadonlyArray<Asset>): AsyncIterable<StreamingBar> {\n const passthroughIds = new Set<AssetId>();\n const requestedSynths: SyntheticAsset[] = [];\n const upstream: Asset[] = [];\n const upstreamSeen = new Set<AssetId>();\n\n for (const a of assets) {\n const synth = synthById.get(a.id);\n if (synth) {\n requestedSynths.push(synth);\n if (!upstreamSeen.has(synth.underlying.id)) {\n upstreamSeen.add(synth.underlying.id);\n upstream.push(resolveAssetRef(synth.underlying));\n }\n } else {\n passthroughIds.add(a.id);\n if (!upstreamSeen.has(a.id)) {\n upstreamSeen.add(a.id);\n upstream.push(a);\n }\n }\n }\n\n type SynthState = {\n synth: SyntheticAsset;\n asset: Asset;\n prevUnderlyingClose: number \| undefined;\n prevSynthClose: number \| undefined;\n };\n const synthsByUnderlying = new Map<AssetId, SynthState[]>();\n for (const s of requestedSynths) {\n const st: SynthState = {\n synth: s,\n asset: resolveAssetRef({ id: s.id, symbol: s.symbol }),\n prevUnderlyingClose: opts.seedLastCloses.get(s.underlying.id),\n prevSynthClose: opts.seedLastCloses.get(s.id),\n };\n const list = synthsByUnderlying.get(s.underlying.id) ?? [];\n list.push(st);\n synthsByUnderlying.set(s.underlying.id, list);\n }\n\n for await (const tick of inner.subscribe(upstream)) {\n if (passthroughIds.has(tick.asset.id)) {\n yield tick;\n }\n\n const states = synthsByUnderlying.get(tick.asset.id);\n if (!states) continue;\n\n const underlyingClose = tick.bar.close;\n for (const st of states) {\n const synthClose = nextSynthClose({\n prevSynthClose: st.prevSynthClose,\n prevUnderlyingClose: st.prevUnderlyingClose,\n underlyingClose,\n leverage: st.synth.leverage,\n expense: st.synth.expense,\n });\n yield {\n asset: st.asset,\n bar: {\n t: tick.bar.t,\n open: synthClose,\n high: synthClose,\n low: synthClose,\n close: synthClose,\n volume: tick.bar.volume,\n },\n };\n st.prevSynthClose = synthClose;\n }\n for (const st of states) {\n st.prevUnderlyingClose = underlyingClose;\n }\n }\n },\n };\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 assetsById = new Map<AssetId, Asset>();\n for (const a of universe) assetsById.set(a.id, a);\n for (const s of spec.synthetics ?? []) {\n if (!assetsById.has(s.id)) {\n assetsById.set(s.id, { kind: 'equity', id: s.id, symbol: s.symbol });\n }\n }\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, assetsById),\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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1	+ {"version":3,"sources":["../src/strategy/reconcile.ts","../src/portfolio/apply.ts","../src/strategy/run-backtest.ts","../src/features/series-utils.ts","../src/features/indicators/sma.ts","../src/features/indicators/ema.ts","../src/features/indicators/rsi.ts","../src/features/indicators/return.ts","../src/features/indicators/volatility.ts","../src/features/indicators/drawdown.ts","../src/features/spec.ts","../src/features/runtime.ts","../src/reference/memory-feature-cache.ts","../src/strategy/run-live.ts","../src/reference/backtest-executor.ts","../src/reference/routing-data-feed.ts","../src/reference/routing-streaming-data-feed.ts","../src/reference/routing-quote-feed.ts","../src/reference/polling-stream-from-historical.ts","../src/calendars/exchange-calendar.ts","../src/calendars/holiday-rules.ts","../src/calendars/nyse.ts","../src/calendars/lse.ts","../src/calendars/get-calendar.ts","../src/calendars/crypto-24x7.ts","../src/tactical/index.ts","../src/tactical/evaluate-rule-tree.ts","../src/tactical/asset-ref.ts","../src/tactical/evaluate-feature-specs.ts","../src/tactical/synthetics.ts","../src/tactical/from-spec.ts","../src/features/index.ts"],"sourcesContent":["import type { Portfolio } from '../portfolio/types';\nimport type { Asset, AssetId } from '../interfaces/types';\nimport type { RebalanceOrder } from '../orders/types';\n\n/*\n Maps each asset ID to its desired portfolio weight as a fraction of total\n * portfolio value (e.g. `0.6` means 60 %). 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 * @param assets - Optional canonical {@link Asset} metadata keyed by id. When\n * `reconcile` needs to emit an order for an asset that is not yet held in the\n * portfolio, it consults this map for the proper `symbol`/`kind`. If the\n * asset is missing here too, the order falls back to a synthesized\n * `{ kind: 'equity', id, symbol: id }` — lossless but display-unfriendly.\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 $100 000 cash\n * const portfolio = { cash: 100_000, positions: [] };\n * const orders = reconcile(targets, portfolio, prices);\n * // orders => [\n * // { id: 'rebal_US:SPY_0', kind: 'rebalance', asset: { ... }, delta: 136 },\n * // { id: 'rebal_US:BND_1', kind: 'rebalance', asset: { ... }, delta: 533 },\n * // ]\n * ```\n /\nexport function reconcile(\n targets: TargetWeights,\n portfolio: Portfolio,\n prices: PriceMap,\n assets?: ReadonlyMap<AssetId, Asset>,\n): ReadonlyArray<RebalanceOrder> {\n const longByAsset = new Map<AssetId, { asset: Asset; quantity: number }>();\n for (const p of portfolio.positions) {\n if (p.side !== 'long') continue;\n const cur = longByAsset.get(p.asset.id);\n if (cur) cur.quantity += p.quantity;\n else longByAsset.set(p.asset.id, { asset: p.asset, quantity: p.quantity });\n }\n\n let totalValue = portfolio.cash;\n for (const { asset, quantity } of longByAsset.values()) {\n const price = prices.get(asset.id);\n if (price !== undefined) totalValue += quantity price;\n }\n\n const orders: RebalanceOrder[] = [];\n let counter = 0;\n const nextId = (assetId: AssetId): string => `rebal_${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 ${assetId}`);\n }\n // Clamp at 0: long-only reconcile must never emit a negative target.\n // A negative `targetShares` can otherwise arise when `totalValue` goes\n // below zero (e.g. a held leveraged-synthetic position takes a negative\n // close price after an extreme single-bar underlying move, where\n // `1 + leverage * r < 0`). Without this clamp, the resulting negative\n // `delta` on a non-held target produces a rebalance-reduce order with\n // no position to reduce, which `applyFills` then rejects. See #37.\n const targetShares = Math.max(0, Math.floor((totalValue * weight) / price));\n const held = longByAsset.get(assetId);\n const currentShares = held?.quantity ?? 0;\n const delta = targetShares - currentShares;\n seen.add(assetId);\n if (delta !== 0) {\n const asset: Asset = held?.asset ??\n assets?.get(assetId) ?? {\n kind: 'equity',\n id: assetId,\n symbol: assetId,\n };\n orders.push({ id: nextId(assetId), kind: 'rebalance', asset, delta });\n }\n }\n\n for (const [assetId, { asset, quantity }] of longByAsset) {\n if (seen.has(assetId)) continue;\n orders.push({ id: nextId(assetId), kind: 'rebalance', asset, delta: -quantity });\n }\n\n return orders;\n}\n","import type { Portfolio, Position, PositionId } from './types';\nimport type { Order, Fill } from '../orders/types';\n\nconst newPositionId = (() => {\n let n = 0;\n return (): PositionId => `pos_${++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 the position on a positive `delta`, removes it\n * when fully reduced. A reduce against a non-existent\n * long position is silently ignored (matching the same\n * case in {@link applyOrders}).\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 if (idx >= 0) {\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 // No-op when reducing a non-existent long position. This matches the\n // contract of `applyOrders` (same case in the structural projection\n // also no-ops) and avoids destabilising a backtest on a stray reduce.\n // The defence in depth here pairs with the `targetShares` clamp in\n // `reconcile`, which is the primary path that previously produced\n // such reduces. See #37.\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: 1300.5 + 1100.5\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 } from '../interfaces/types';\nimport type { Quote, QuoteFeed } from '../interfaces/quote-feed';\n\n/*\n Error thrown by {@link RoutingQuoteFeed} when an asset cannot be routed.\n /\nexport class RoutingQuoteFeedError extends Error {\n constructor(message: string) {\n super(message);\n this.name = 'RoutingQuoteFeedError';\n }\n}\n\n/* Function form of the routing rule. Returns the feed for `asset`, or `undefined` when no feed handles it. /\nexport type RoutingQuoteFeedRouteFn = (asset: Asset) => QuoteFeed \| undefined;\n\n/* Map form of the routing rule. Keys are `Asset['kind']` discriminants. /\nexport type RoutingQuoteFeedRouteMap = Readonly<Partial<Record<Asset['kind'], QuoteFeed>>>;\n\n/\n A {@link QuoteFeed} that delegates each call to one of several underlying\n * feeds based on the asset. Use this to compose vendors — e.g. Alpaca for\n * equity quotes and a polling adapter for macro series — behind a single\n * `QuoteFeed` instance.\n \n Routing rules:\n * - Map form: `new RoutingQuoteFeed({ equity: alpaca, macro: fredPolling })`.\n * Keys are `asset.kind` discriminants. The 90% case.\n * - Function form: `new RoutingQuoteFeed((a) => a.kind === 'macro' ? fred : alpaca)`.\n * Use when routing depends on more than `kind` (e.g. allowlists).\n \n The router always implements `quoteBatch` — even if some inner feeds lack\n * it, the router falls back to per-asset `quote()` calls within that group,\n * preserving request order across the full result.\n \n @example\n * ```ts\n * import { RoutingQuoteFeed } from '@livefolio/sdk';\n \n const feed = new RoutingQuoteFeed({ equity: alpacaQuotes, macro: fredQuotes });\n * const quotes = await feed.quoteBatch([aaplAsset, dgs10Asset, msftAsset]);\n * // quotes[0] is for AAPL, quotes[1] for DGS10, quotes[2] for MSFT — request order preserved.\n * ```\n /\nexport class RoutingQuoteFeed implements QuoteFeed {\n private readonly route: RoutingQuoteFeedRouteFn;\n\n constructor(routes: RoutingQuoteFeedRouteMap \| RoutingQuoteFeedRouteFn) {\n if (typeof routes === 'function') {\n this.route = routes;\n } else {\n this.route = (asset) => routes[asset.kind];\n }\n }\n\n async quote(asset: Asset): Promise<Quote> {\n return this.resolve(asset).quote(asset);\n }\n\n async quoteBatch(assets: ReadonlyArray<Asset>): Promise<ReadonlyArray<Quote>> {\n if (assets.length === 0) return [];\n\n // Group by routed feed, tracking original index so we can re-collect in request order.\n // Resolve eagerly so unroutable assets throw before any vendor call.\n const groups = new Map<QuoteFeed, Array<{ asset: Asset; index: number }>>();\n for (let i = 0; i < assets.length; i++) {\n const asset = assets[i]!;\n const feed = this.resolve(asset);\n const bucket = groups.get(feed) ?? [];\n bucket.push({ asset, index: i });\n groups.set(feed, bucket);\n }\n\n const output = new Array<Quote>(assets.length);\n\n await Promise.all(\n [...groups.entries()].map(async ([feed, bucket]) => {\n const bucketAssets = bucket.map((b) => b.asset);\n const results =\n typeof feed.quoteBatch === 'function'\n ? await feed.quoteBatch(bucketAssets)\n : await Promise.all(bucketAssets.map((a) => feed.quote(a)));\n for (let i = 0; i < bucket.length; i++) {\n output[bucket[i]!.index] = results[i]!;\n }\n }),\n );\n\n return output;\n }\n\n private resolve(asset: Asset): QuoteFeed {\n const feed = this.route(asset);\n if (feed === undefined) {\n throw new RoutingQuoteFeedError(\n `RoutingQuoteFeed: no feed registered for asset.kind=\"${asset.kind}\" (id=\"${asset.id}\")`,\n );\n }\n return feed;\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, withStreamingSynthetics, type WithStreamingSyntheticsOptions } 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 case 'eq':\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' && cond.op !== 'eq') {\n throw new Error(`evaluateRuleTree: tolerance is only supported for op gt/lt/eq, 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 (cond.op === 'eq') {\n result = l >= lower && l <= upper ? 1 : 0;\n } else 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, AssetId, Bar, DateRange, Frequency } from '../interfaces/types';\nimport type { DataFeed } from '../interfaces/data-feed';\nimport type { StreamingDataFeed, StreamingBar } from '../interfaces/streaming-data-feed';\nimport type { SyntheticAsset } from './types';\nimport { resolveAssetRef } from './asset-ref';\n\nconst TRADING_DAYS_PER_YEAR = 252;\n\n/\n Per-bar core of the synthesis formula. Shared by {@link withSynthetics}\n * (historical) and {@link withStreamingSynthetics} (live) so the two code\n * paths cannot drift.\n \n Returns the synthesized close given the previous underlying / synthetic\n * closes and the current underlying close. Cold start (either prev undefined)\n * returns `underlyingClose` so the first emitted bar anchors to the underlying.\n /\nfunction nextSynthClose(opts: {\n prevSynthClose: number \| undefined;\n prevUnderlyingClose: number \| undefined;\n underlyingClose: number;\n leverage: number;\n expense: number \| undefined;\n}): number {\n const { prevSynthClose, prevUnderlyingClose, underlyingClose, leverage, expense } = opts;\n if (prevSynthClose === undefined \|\| prevUnderlyingClose === undefined) {\n return underlyingClose;\n }\n const drag = (expense ?? 0) / TRADING_DAYS_PER_YEAR;\n const safe = Number.isFinite(prevUnderlyingClose) && prevUnderlyingClose !== 0;\n const r = safe ? (underlyingClose - prevUnderlyingClose) / prevUnderlyingClose : 0;\n return prevSynthClose (1 + leverage * r) * (1 - drag);\n}\n\nasync function* synthesize(\n underlyingBars: AsyncIterable<Bar>,\n leverage: number,\n expense: number \| undefined,\n): AsyncIterable<Bar> {\n let prevUnderlyingClose: number \| undefined;\n let prevSynthClose: number \| undefined;\n for await (const u of underlyingBars) {\n const close = nextSynthClose({\n prevSynthClose,\n prevUnderlyingClose,\n underlyingClose: u.close,\n leverage,\n expense,\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\n/\n Options for {@link withStreamingSynthetics}.\n /\nexport interface WithStreamingSyntheticsOptions {\n /\n Last known close per asset id, used to seed `prevUnderlyingClose` and\n * `prevSynthClose` so the first live tick of a synthetic continues smoothly\n * from the end of its historical series.\n \n Build it from a {@link BacktestResult}:\n * ```ts\n * const seedLastCloses = new Map<AssetId, number>();\n * for (const [id, bars] of history.bars) {\n * const last = bars.at(-1)?.close;\n * if (last !== undefined) seedLastCloses.set(id, last);\n * }\n * ```\n \n Without seeding, the first synthesized tick lands on the underlying's\n * price and produces a visible jump in live preview.\n /\n seedLastCloses: ReadonlyMap<AssetId, number>;\n}\n\n/\n Streaming-feed counterpart to {@link withSynthetics}. Wraps a\n * {@link StreamingDataFeed} so that subscriptions for synthetic asset ids\n * resolve to upstream subscriptions on the underlying, with each underlying\n * tick re-emitted as a synthesized tick on the synthetic's id using the same\n * `(1 + leverage × r) × (1 − expense/252)` formula as the historical wrapper.\n \n Behavior:\n * - Non-synthetic ids in the `assets` argument pass through to the inner feed\n * unchanged.\n * - Underlyings that aren't directly in `assets` but are needed by a synthetic\n * are subscribed silently — only the synthesized ticks are yielded back to\n * the caller for those.\n * - Underlyings that the caller _did_ ask for in `assets` are yielded both as\n * the raw underlying tick and as the synthesized tick(s).\n \n Throws at construction time if `synthetics` contains duplicate `id` values.\n \n @example\n * ```ts\n * import { withStreamingSynthetics, runLive } from '@livefolio/sdk';\n \n const seedLastCloses = new Map<AssetId, number>();\n * for (const [id, bars] of history.bars) {\n * const last = bars.at(-1)?.close;\n * if (last !== undefined) seedLastCloses.set(id, last);\n * }\n \n const liveFeed = withStreamingSynthetics(rawStreamingFeed, spec.synthetics ?? [], {\n * seedLastCloses,\n * });\n \n for await (const event of runLive({ strategy, history, dataFeed: liveFeed, executor, calendar })) {\n * // …\n * }\n * ```\n /\nexport function withStreamingSynthetics(\n inner: StreamingDataFeed,\n synthetics: ReadonlyArray<SyntheticAsset>,\n opts: WithStreamingSyntheticsOptions,\n): StreamingDataFeed {\n const synthById = new Map<AssetId, SyntheticAsset>();\n for (const s of synthetics) {\n if (synthById.has(s.id)) {\n throw new Error(`withStreamingSynthetics: duplicate synthetic asset id \"${s.id}\"`);\n }\n synthById.set(s.id, s);\n }\n\n return {\n async subscribe(assets: ReadonlyArray<Asset>): AsyncIterable<StreamingBar> {\n const passthroughIds = new Set<AssetId>();\n const requestedSynths: SyntheticAsset[] = [];\n const upstream: Asset[] = [];\n const upstreamSeen = new Set<AssetId>();\n\n for (const a of assets) {\n const synth = synthById.get(a.id);\n if (synth) {\n requestedSynths.push(synth);\n if (!upstreamSeen.has(synth.underlying.id)) {\n upstreamSeen.add(synth.underlying.id);\n upstream.push(resolveAssetRef(synth.underlying));\n }\n } else {\n passthroughIds.add(a.id);\n if (!upstreamSeen.has(a.id)) {\n upstreamSeen.add(a.id);\n upstream.push(a);\n }\n }\n }\n\n type SynthState = {\n synth: SyntheticAsset;\n asset: Asset;\n prevUnderlyingClose: number \| undefined;\n prevSynthClose: number \| undefined;\n };\n const synthsByUnderlying = new Map<AssetId, SynthState[]>();\n for (const s of requestedSynths) {\n const st: SynthState = {\n synth: s,\n asset: resolveAssetRef({ id: s.id, symbol: s.symbol }),\n prevUnderlyingClose: opts.seedLastCloses.get(s.underlying.id),\n prevSynthClose: opts.seedLastCloses.get(s.id),\n };\n const list = synthsByUnderlying.get(s.underlying.id) ?? [];\n list.push(st);\n synthsByUnderlying.set(s.underlying.id, list);\n }\n\n for await (const tick of inner.subscribe(upstream)) {\n if (passthroughIds.has(tick.asset.id)) {\n yield tick;\n }\n\n const states = synthsByUnderlying.get(tick.asset.id);\n if (!states) continue;\n\n const underlyingClose = tick.bar.close;\n for (const st of states) {\n const synthClose = nextSynthClose({\n prevSynthClose: st.prevSynthClose,\n prevUnderlyingClose: st.prevUnderlyingClose,\n underlyingClose,\n leverage: st.synth.leverage,\n expense: st.synth.expense,\n });\n yield {\n asset: st.asset,\n bar: {\n t: tick.bar.t,\n open: synthClose,\n high: synthClose,\n low: synthClose,\n close: synthClose,\n volume: tick.bar.volume,\n },\n };\n st.prevSynthClose = synthClose;\n }\n for (const st of states) {\n st.prevUnderlyingClose = underlyingClose;\n }\n }\n },\n };\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 assetsById = new Map<AssetId, Asset>();\n for (const a of universe) assetsById.set(a.id, a);\n for (const s of spec.synthetics ?? []) {\n if (!assetsById.has(s.id)) {\n assetsById.set(s.id, { kind: 'equity', id: s.id, symbol: s.symbol });\n }\n }\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, assetsById),\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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