Installation

Requirements

• Node.js >= 20
• TypeScript >= 5 (strict mode recommended)
• An ES module project ("type": "module" in package.json or .mts source files)

Install

npm install @livefolio/sdk

@livefolio/sdk is the only package you need to author and backtest tactical strategies. It ships with reference implementations for all four runtime layers.

Optional data adapters

The SDK's DataFeed interface is pluggable. To connect to real market data, install a companion adapter:

# Yahoo Finance (community-maintained)
npm install @livefolio/yfinance

You can also implement DataFeed directly against any source — see Custom DataFeed in the Guides section.

ESM-only note

@livefolio/sdk is a pure ES module. CommonJS (require(...)) is not supported. If your project uses CommonJS, you must migrate to ESM or use a dynamic import() in an async context.

TypeScript configuration

The SDK is authored with strict: true and noUncheckedIndexedAccess: true. For the best experience, enable at least strict in your tsconfig.json:

{
  "compilerOptions": {
    "strict": true,
    "moduleResolution": "bundler",
    "module": "ESNext",
    "target": "ES2022"
  }
}

moduleResolution: "bundler" (or "node16" / "nodenext") is required to resolve extensionless imports correctly.

Verify the installation

node -e "import('@livefolio/sdk').then(m => console.log(Object.keys(m).slice(0, 6)))"

Expected output (order may vary):

[ 'runBacktest', 'reconcile', 'fromSpec', 'MemoryFeatureCache', 'BacktestExecutor', 'NYSEExchangeCalendar' ]

Next steps

• First strategy — build and run a complete SPY/QQQ/IEF backtest in under 120 lines.
• Concepts — understand the four-layer runtime stack.