@livefolio/sdk / FeatureCache

Interface: FeatureCache

Defined in: interfaces/feature-cache.ts:87

Content-addressed cache for feature computation results.

Implementations MUST guarantee:

• get returns the exact Series previously stored under key, or undefined if no entry exists. It MUST NOT return a stale or partially overlapping series.
• set stores series under key and makes it immediately available to subsequent get calls.
• invalidate (optional) removes all entries whose key fields match the supplied prefix. Partial matches (specifying only feature, for example) MUST invalidate every key that shares those fields, regardless of the remaining fields.
• All methods are async; implementations backed by in-process Maps may resolve synchronously via Promise.resolve.

Reference implementation: MemoryFeatureCache — in-process Map, no eviction, suitable for single-run backtests.

Example

import { MemoryFeatureCache } from '@livefolio/sdk';
import type { FeatureKey, Series } from '@livefolio/sdk';

const cache = new MemoryFeatureCache();
const key: FeatureKey = {
  feature:    'sma',
  paramsHash: 'abc123',
  scope:      { kind: 'asset', asset: 'AAPL' },
  range:      { from: new Date('2024-01-01'), to: new Date('2025-01-01') },
  freq:       '1d',
};
const series: Series = [{ t: new Date('2024-01-02'), v: 150.5 }];

await cache.set(key, series);
const hit = await cache.get(key); // same reference

Methods

get()

get(key): Promise<Series | undefined>

Defined in: interfaces/feature-cache.ts:95

Retrieves the cached Series for key, or undefined on a cache miss.

Parameters

Parameter	Type	Description
key	FeatureKey	Fully-qualified cache key.

Returns

Promise<Series | undefined>

The stored series, or undefined if not present.

---

invalidate()?

optional invalidate(prefix): Promise<void>

Defined in: interfaces/feature-cache.ts:115

Removes all cache entries whose keys match the supplied prefix. Optional — implementations that do not support invalidation may omit this.

Matching is field-by-field: only the fields present in prefix are compared; all others are treated as wildcards.

Parameters

Parameter	Type	Description
prefix	Partial<FeatureKey>	Partial FeatureKey. Omitted fields match any value.

Returns

Promise<void>

---

set()

set(key, series): Promise<void>

Defined in: interfaces/feature-cache.ts:104

Stores series under key. Overwrites any existing entry at that key.

Parameters

Parameter	Type	Description
key	FeatureKey	Fully-qualified cache key.
series	Series	The computed series to store. Must not be mutated after passing to set.

Returns

Promise<void>