@actuarial-ts/core 0.5.0 → 0.6.1

package/dist/diagnosticExposure.js

@@ -0,0 +1,273 @@
+import { canonicalJson } from "./canonical.js";
+import { normalizeDiagnosticSourceLocations } from "./diagnosticSourceOrdering.js";
+import { compareDiagnosticSourceLocations } from "./diagnosticSourceOrdering.js";
+import { compareDiagnosticIdentityValues } from "./diagnosticOrdering.js";
+import { normalizeDiagnosticPeriodWithAxis } from "./diagnosticPeriodAxis.js";
+import { validateDiagnosticPeriodAxisInput } from "./diagnosticDefinitions.js";
+import { DiagnosticValidationError, } from "./types.js";
+import { diagnosticJsonPreflight, hasDiagnosticOwn, isDiagnosticPlainRecord, isDiagnosticToken, snapshotDiagnosticJson, } from "./diagnosticRuntime.js";
+export function auditDiagnosticNumber(value) {
+    if (value !== null && typeof value !== "number")
+        throw new DiagnosticValidationError([
+            {
+                domain: "input",
+                code: "invalid-type",
+                path: "$",
+                message: "Numeric input must be a number or null",
+            },
+        ]);
+    if (value === null)
+        return Object.freeze({ status: "missing", value: null });
+    if (!Number.isFinite(value))
+        return Object.freeze({
+            status: "non-finite",
+            value: null,
+            nonFiniteKind: Number.isNaN(value)
+                ? "nan"
+                : value > 0
+                    ? "positive-infinity"
+                    : "negative-infinity",
+        });
+    return Object.freeze({
+        status: "observed",
+        value: Object.is(value, -0) ? 0 : value,
+    });
+}
+function propertyPath(path, key) {
+    return /^[A-Za-z_$][A-Za-z0-9_$]*$/.test(key)
+        ? `${path}.${key}`
+        : `${path}[${JSON.stringify(key)}]`;
+}
+function validateExposureArguments(observations, timingByMeasure, periodAxis) {
+    // Nonfinite exposure amounts are supported audited inputs. They are the
+    // only non-JSON numbers permitted here; metadata still must be finite.
+    const issues = [
+        ...diagnosticJsonPreflight(observations, "input")
+            .filter((issue) => !(issue.code === "invalid-json-value" &&
+            issue.message === "JSON numeric value must be finite" &&
+            /^\$\[\d+\]\.value$/.test(issue.path)))
+            .map((issue) => ({
+            ...issue,
+            path: `$.observations${issue.path.slice(1)}`,
+        })),
+        ...diagnosticJsonPreflight(timingByMeasure, "configuration").map((issue) => ({
+            ...issue,
+            path: `$.timingByMeasure${issue.path.slice(1)}`,
+        })),
+        ...(periodAxis === undefined
+            ? []
+            : validateDiagnosticPeriodAxisInput(periodAxis)),
+    ];
+    if (issues.length > 0)
+        throw new DiagnosticValidationError(issues);
+    const issue = (domain, code, path, message) => issues.push({ domain, code, path, message });
+    const token = (value, path, domain = "input") => {
+        if (!isDiagnosticToken(value))
+            issue(domain, typeof value === "string" ? "invalid-string" : "invalid-type", path, "Expected a nonempty token with valid Unicode and no U+0000");
+    };
+    const exactKeys = (value, allowed, path) => {
+        for (const key of Object.keys(value))
+            if (!allowed.includes(key))
+                issue("input", "unknown-key", propertyPath(path, key), `Unknown key ${key}`);
+    };
+    if (!Array.isArray(observations))
+        issue("input", "invalid-type", "$.observations", "Exposure observations must be an array");
+    if (!isDiagnosticPlainRecord(timingByMeasure))
+        issue("configuration", "invalid-type", "$.timingByMeasure", "Exposure timings must be a plain record");
+    if (issues.length > 0)
+        throw new DiagnosticValidationError(issues);
+    const timings = timingByMeasure;
+    for (const [measureId, timing] of Object.entries(timings)) {
+        const path = propertyPath("$.timingByMeasure", measureId);
+        token(measureId, path, "configuration");
+        if (timing !== "origin-static" && timing !== "valuation-specific")
+            issue("configuration", "invalid-type", path, "Exposure timing must be origin-static or valuation-specific");
+    }
+    for (const [index, observation] of observations.entries()) {
+        const path = `$.observations[${index}]`;
+        if (!isDiagnosticPlainRecord(observation)) {
+            issue("input", "invalid-type", path, "Exposure observation must be an object");
+            continue;
+        }
+        exactKeys(observation, [
+            "key",
+            "sourceGroup",
+            "origin",
+            "valuation",
+            "measureId",
+            "value",
+            "complete",
+            "source",
+        ], path);
+        for (const key of ["key", "sourceGroup", "origin", "measureId"])
+            token(observation[key], `${path}.${key}`);
+        if (hasDiagnosticOwn(observation, "valuation"))
+            token(observation.valuation, `${path}.valuation`);
+        if (typeof observation.complete !== "boolean")
+            issue("input", "invalid-type", `${path}.complete`, "Exposure completeness must be boolean");
+        if (observation.value !== null && typeof observation.value !== "number")
+            issue("input", "invalid-type", `${path}.value`, "Exposure value must be a number or null");
+        if (isDiagnosticToken(observation.measureId)) {
+            if (!hasDiagnosticOwn(timings, observation.measureId))
+                issue("configuration", "unknown-reference", `${path}.measureId`, "Exposure measure has no declared timing");
+            else if (timings[observation.measureId] === "valuation-specific" &&
+                !hasDiagnosticOwn(observation, "valuation"))
+                issue("input", "missing-required", `${path}.valuation`, "Valuation-specific exposure requires a valuation");
+        }
+        if (hasDiagnosticOwn(observation, "source")) {
+            const source = observation.source;
+            if (!isDiagnosticPlainRecord(source))
+                issue("input", "invalid-type", `${path}.source`, "Source location must be an object");
+            else {
+                exactKeys(source, [
+                    "artifactId",
+                    "sourceFile",
+                    "sourceSheet",
+                    "sourceRow",
+                    "sourceCell",
+                ], `${path}.source`);
+                token(source.artifactId, `${path}.source.artifactId`);
+                for (const key of ["sourceFile", "sourceSheet", "sourceCell"])
+                    if (hasDiagnosticOwn(source, key))
+                        token(source[key], `${path}.source.${key}`);
+                if (hasDiagnosticOwn(source, "sourceRow") &&
+                    (typeof source.sourceRow !== "number" ||
+                        !Number.isSafeInteger(source.sourceRow) ||
+                        source.sourceRow < 0))
+                    issue("input", "invalid-number", `${path}.source.sourceRow`, "Source row must be a nonnegative safe integer");
+            }
+        }
+        if (periodAxis !== undefined)
+            for (const side of ["origin", "valuation"]) {
+                if (isDiagnosticToken(observation[side]) &&
+                    normalizeDiagnosticPeriodWithAxis(periodAxis, side, observation[side]) === null)
+                    issue("input", "invalid-period", `${path}.${side}`, `Unknown ${side} period ${JSON.stringify(observation[side])}`);
+            }
+    }
+    if (issues.length > 0)
+        throw new DiagnosticValidationError(issues);
+}
+function equalAudit(left, right) {
+    return (left.sourceGroup === right.sourceGroup &&
+        left.origin === right.origin &&
+        left.complete === right.complete &&
+        JSON.stringify(left.value) === JSON.stringify(right.value));
+}
+export function reconcileDiagnosticExposures(observations, timingByMeasure, periodAxis) {
+    validateExposureArguments(observations, timingByMeasure, periodAxis);
+    const periodValue = (role, label) => label === undefined || periodAxis === undefined
+        ? label
+        : (normalizeDiagnosticPeriodWithAxis(periodAxis, role, label)
+            ?.coordinate ?? label);
+    const observationOrder = (left, right) => compareDiagnosticIdentityValues([
+        left.sourceGroup,
+        periodValue("origin", left.origin),
+        periodValue("valuation", left.valuation),
+        left.value.status,
+        left.value.status === "non-finite"
+            ? left.value.nonFiniteKind
+            : left.value.value,
+        left.complete,
+    ], [
+        right.sourceGroup,
+        periodValue("origin", right.origin),
+        periodValue("valuation", right.valuation),
+        right.value.status,
+        right.value.status === "non-finite"
+            ? right.value.nonFiniteKind
+            : right.value.value,
+        right.complete,
+    ]) ||
+        (left.source === undefined || right.source === undefined
+            ? compareDiagnosticIdentityValues(left.source, right.source)
+            : compareDiagnosticSourceLocations(left.source, right.source));
+    const cohorts = new Map();
+    for (const observation of observations) {
+        const timing = hasDiagnosticOwn(timingByMeasure, observation.measureId)
+            ? timingByMeasure[observation.measureId]
+            : undefined;
+        const identity = canonicalJson(timing === "valuation-specific"
+            ? [
+                observation.measureId,
+                observation.key,
+                observation.valuation ?? null,
+            ]
+            : [observation.measureId, observation.key]);
+        const cohort = cohorts.get(identity) ?? [];
+        cohort.push(observation);
+        cohorts.set(identity, cohort);
+    }
+    return snapshotDiagnosticJson([...cohorts.values()]
+        .map((cohort) => {
+        const first = cohort[0];
+        const timing = hasDiagnosticOwn(timingByMeasure, first.measureId)
+            ? timingByMeasure[first.measureId]
+            : undefined;
+        const audited = cohort
+            .map((item) => ({
+            sourceGroup: item.sourceGroup,
+            origin: item.origin,
+            ...(item.valuation === undefined
+                ? {}
+                : { valuation: item.valuation }),
+            value: auditDiagnosticNumber(item.value),
+            complete: item.complete,
+            ...(item.source === undefined
+                ? {}
+                : { source: Object.freeze({ ...item.source }) }),
+        }))
+            .sort(observationOrder);
+        const issues = [];
+        if (audited.some((item) => item.value.status === "missing"))
+            issues.push("missing");
+        if (audited.some((item) => !item.complete))
+            issues.push("incomplete");
+        if (audited.some((item) => item.value.status === "non-finite"))
+            issues.push("non-finite");
+        if (timing === "valuation-specific" && audited.length > 1)
+            issues.push("duplicate");
+        if (audited.slice(1).some((item) => !equalAudit(audited[0], item)))
+            issues.push("conflict");
+        const validStaticCopies = timing === "origin-static" && issues.length === 0;
+        if (issues.length > 0)
+            return Object.freeze({
+                measureId: first.measureId,
+                key: first.key,
+                status: "invalid",
+                issues: Object.freeze(issues),
+                value: null,
+                observations: Object.freeze(audited),
+            });
+        const value = audited[0].value;
+        if (value.status !== "observed")
+            throw new Error("unreachable invalid exposure state");
+        const sources = normalizeDiagnosticSourceLocations(audited.map((item) => item.source));
+        return Object.freeze({
+            measureId: first.measureId,
+            key: first.key,
+            status: "valid",
+            sourceGroup: first.sourceGroup,
+            origin: first.origin,
+            ...(timing === "valuation-specific"
+                ? { valuation: first.valuation }
+                : {}),
+            value: value.value,
+            deduplicated: validStaticCopies ? audited.length - 1 : 0,
+            sources: Object.freeze(sources),
+        });
+    })
+        .sort((left, right) => {
+        return (compareDiagnosticIdentityValues([
+            left.measureId,
+            left.key,
+            left.status,
+            left.status === "invalid" ? left.issues : undefined,
+        ], [
+            right.measureId,
+            right.key,
+            right.status,
+            right.status === "invalid" ? right.issues : undefined,
+        ]) || compareDiagnosticIdentityValues(left, right));
+    }));
+}
+//# sourceMappingURL=diagnosticExposure.js.map

package/dist/diagnosticExposure.js.map

@@ -0,0 +1 @@
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package/dist/diagnosticExpressions.d.ts

@@ -0,0 +1,56 @@
+import type { DiagnosticValidationIssue } from "./types.js";
+export declare const MAX_DIAGNOSTIC_EXPRESSION_DEPTH = 64;
+export declare const MAX_DIAGNOSTIC_EXPRESSION_NODES = 10000;
+export declare const MAX_DIAGNOSTIC_DEFINITION_EXPRESSION_NODES = 100000;
+export type DiagnosticMeasureExpression = {
+    op: "measure";
+    measureId: string;
+} | {
+    op: "add";
+    terms: readonly DiagnosticMeasureExpression[];
+} | {
+    op: "subtract";
+    left: DiagnosticMeasureExpression;
+    right: DiagnosticMeasureExpression;
+};
+export type DiagnosticRoleExpression = {
+    op: "role";
+    role: string;
+} | {
+    op: "add";
+    terms: readonly DiagnosticRoleExpression[];
+} | {
+    op: "subtract";
+    left: DiagnosticRoleExpression;
+    right: DiagnosticRoleExpression;
+};
+export type DiagnosticClaimExpression = {
+    op: "measure";
+    measureId: string;
+} | {
+    op: "add";
+    terms: readonly DiagnosticClaimExpression[];
+} | {
+    op: "subtract";
+    left: DiagnosticClaimExpression;
+    right: DiagnosticClaimExpression;
+} | {
+    op: "claim-layer";
+    measureId: string;
+    attachment: number;
+    /** Layer width; null means unlimited above attachment. */
+    limit: number | null;
+};
+export type DiagnosticExpressionKind = "measure" | "role" | "claim";
+export interface DiagnosticExpressionWalk {
+    readonly dependencies: readonly string[];
+    readonly nodeCount: number;
+    readonly maxDepth: number;
+}
+/**
+ * Iterative structural/resource walk used before recursive normalization. It
+ * deliberately accepts unknown so hostile inputs cannot overflow the host
+ * stack before the compiler can return a typed issue.
+ */
+export declare function walkDiagnosticExpression(value: unknown, kind: DiagnosticExpressionKind, path: string, issues: DiagnosticValidationIssue[], initialDepth?: number): DiagnosticExpressionWalk;
+//# sourceMappingURL=diagnosticExpressions.d.ts.map

package/dist/diagnosticExpressions.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"diagnosticExpressions.d.ts","sourceRoot":"","sources":["../src/diagnosticExpressions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,yBAAyB,EAE1B,MAAM,YAAY,CAAC;AAMpB,eAAO,MAAM,+BAA+B,KAAK,CAAC;AAClD,eAAO,MAAM,+BAA+B,QAAS,CAAC;AACtD,eAAO,MAAM,0CAA0C,SAAU,CAAC;AAElE,MAAM,MAAM,2BAA2B,GACnC;IAAE,EAAE,EAAE,SAAS,CAAC;IAAC,SAAS,EAAE,MAAM,CAAA;CAAE,GACpC;IAAE,EAAE,EAAE,KAAK,CAAC;IAAC,KAAK,EAAE,SAAS,2BAA2B,EAAE,CAAA;CAAE,GAC5D;IACE,EAAE,EAAE,UAAU,CAAC;IACf,IAAI,EAAE,2BAA2B,CAAC;IAClC,KAAK,EAAE,2BAA2B,CAAC;CACpC,CAAC;AAEN,MAAM,MAAM,wBAAwB,GAChC;IAAE,EAAE,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,MAAM,CAAA;CAAE,GAC5B;IAAE,EAAE,EAAE,KAAK,CAAC;IAAC,KAAK,EAAE,SAAS,wBAAwB,EAAE,CAAA;CAAE,GACzD;IACE,EAAE,EAAE,UAAU,CAAC;IACf,IAAI,EAAE,wBAAwB,CAAC;IAC/B,KAAK,EAAE,wBAAwB,CAAC;CACjC,CAAC;AAEN,MAAM,MAAM,yBAAyB,GACjC;IAAE,EAAE,EAAE,SAAS,CAAC;IAAC,SAAS,EAAE,MAAM,CAAA;CAAE,GACpC;IAAE,EAAE,EAAE,KAAK,CAAC;IAAC,KAAK,EAAE,SAAS,yBAAyB,EAAE,CAAA;CAAE,GAC1D;IACE,EAAE,EAAE,UAAU,CAAC;IACf,IAAI,EAAE,yBAAyB,CAAC;IAChC,KAAK,EAAE,yBAAyB,CAAC;CAClC,GACD;IACE,EAAE,EAAE,aAAa,CAAC;IAClB,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,0DAA0D;IAC1D,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;CACtB,CAAC;AAEN,MAAM,MAAM,wBAAwB,GAAG,SAAS,GAAG,MAAM,GAAG,OAAO,CAAC;AAEpE,MAAM,WAAW,wBAAwB;IACvC,QAAQ,CAAC,YAAY,EAAE,SAAS,MAAM,EAAE,CAAC;IACzC,QAAQ,CAAC,SAAS,EAAE,MAAM,CAAC;IAC3B,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;CAC3B;AA0CD;;;;GAIG;AACH,wBAAgB,wBAAwB,CACtC,KAAK,EAAE,OAAO,EACd,IAAI,EAAE,wBAAwB,EAC9B,IAAI,EAAE,MAAM,EACZ,MAAM,EAAE,yBAAyB,EAAE,EACnC,YAAY,SAAI,GACf,wBAAwB,CAoJ1B"}

package/dist/diagnosticExpressions.js

@@ -0,0 +1,124 @@
+import { isDiagnosticPlainRecord, isDiagnosticToken, } from "./diagnosticRuntime.js";
+export const MAX_DIAGNOSTIC_EXPRESSION_DEPTH = 64;
+export const MAX_DIAGNOSTIC_EXPRESSION_NODES = 10_000;
+export const MAX_DIAGNOSTIC_DEFINITION_EXPRESSION_NODES = 100_000;
+function issue(issues, code, path, message) {
+    issues.push({ domain: "definition", code, path, message });
+}
+function propertyPath(parent, key) {
+    return /^[A-Za-z_$][A-Za-z0-9_$]*$/.test(key)
+        ? `${parent}.${key}`
+        : `${parent}[${JSON.stringify(key)}]`;
+}
+function rejectUnknownKeys(value, allowed, path, issues) {
+    for (const key of Object.keys(value)) {
+        if (!allowed.includes(key)) {
+            issue(issues, "unknown-key", propertyPath(path, key), `Unknown expression key ${key}`);
+        }
+    }
+}
+/**
+ * Iterative structural/resource walk used before recursive normalization. It
+ * deliberately accepts unknown so hostile inputs cannot overflow the host
+ * stack before the compiler can return a typed issue.
+ */
+export function walkDiagnosticExpression(value, kind, path, issues, initialDepth = 1) {
+    const dependencies = new Set();
+    const stack = [
+        { value, path, depth: initialDepth, ancestors: [] },
+    ];
+    let nodeCount = 0;
+    let maxDepth = 0;
+    while (stack.length > 0) {
+        const frame = stack.pop();
+        nodeCount++;
+        maxDepth = Math.max(maxDepth, frame.depth);
+        if (frame.depth > MAX_DIAGNOSTIC_EXPRESSION_DEPTH) {
+            issue(issues, "expression-limit", frame.path, `Expression depth exceeds ${MAX_DIAGNOSTIC_EXPRESSION_DEPTH}`);
+            continue;
+        }
+        if (nodeCount > MAX_DIAGNOSTIC_EXPRESSION_NODES) {
+            issue(issues, "expression-limit", path, `Expression node count exceeds ${MAX_DIAGNOSTIC_EXPRESSION_NODES}`);
+            break;
+        }
+        if (!isDiagnosticPlainRecord(frame.value)) {
+            issue(issues, "invalid-type", frame.path, "Expression node must be a plain object");
+            continue;
+        }
+        if (frame.ancestors.includes(frame.value)) {
+            issue(issues, "cycle", frame.path, "Expression contains a cycle");
+            continue;
+        }
+        const op = frame.value.op;
+        const nextAncestors = [...frame.ancestors, frame.value];
+        if (kind === "role" && op === "role") {
+            rejectUnknownKeys(frame.value, ["op", "role"], frame.path, issues);
+            if (isDiagnosticToken(frame.value.role))
+                dependencies.add(frame.value.role);
+            else
+                issue(issues, typeof frame.value.role === "string"
+                    ? "invalid-string"
+                    : "invalid-type", `${frame.path}.role`, "Role reference must be a nonempty token");
+            continue;
+        }
+        if ((kind === "measure" || kind === "claim") && op === "measure") {
+            rejectUnknownKeys(frame.value, ["op", "measureId"], frame.path, issues);
+            if (isDiagnosticToken(frame.value.measureId))
+                dependencies.add(frame.value.measureId);
+            else
+                issue(issues, typeof frame.value.measureId === "string"
+                    ? "invalid-string"
+                    : "invalid-type", `${frame.path}.measureId`, "Measure reference must be a nonempty token");
+            continue;
+        }
+        if (kind === "claim" && op === "claim-layer") {
+            rejectUnknownKeys(frame.value, ["op", "measureId", "attachment", "limit"], frame.path, issues);
+            if (isDiagnosticToken(frame.value.measureId))
+                dependencies.add(frame.value.measureId);
+            else
+                issue(issues, typeof frame.value.measureId === "string"
+                    ? "invalid-string"
+                    : "invalid-type", `${frame.path}.measureId`, "Measure reference must be a nonempty token");
+            continue;
+        }
+        if (op === "add") {
+            rejectUnknownKeys(frame.value, ["op", "terms"], frame.path, issues);
+            if (!Array.isArray(frame.value.terms) || frame.value.terms.length === 0) {
+                issue(issues, "invalid-type", `${frame.path}.terms`, "Add expression requires at least one term");
+                continue;
+            }
+            for (let index = frame.value.terms.length - 1; index >= 0; index--) {
+                stack.push({
+                    value: frame.value.terms[index],
+                    path: `${frame.path}.terms[${index}]`,
+                    depth: frame.depth + 1,
+                    ancestors: nextAncestors,
+                });
+            }
+            continue;
+        }
+        if (op === "subtract") {
+            rejectUnknownKeys(frame.value, ["op", "left", "right"], frame.path, issues);
+            stack.push({
+                value: frame.value.right,
+                path: `${frame.path}.right`,
+                depth: frame.depth + 1,
+                ancestors: nextAncestors,
+            });
+            stack.push({
+                value: frame.value.left,
+                path: `${frame.path}.left`,
+                depth: frame.depth + 1,
+                ancestors: nextAncestors,
+            });
+            continue;
+        }
+        issue(issues, "invalid-type", `${frame.path}.op`, `Unknown ${kind} expression operator`);
+    }
+    return {
+        dependencies: [...dependencies].sort(),
+        nodeCount,
+        maxDepth,
+    };
+}
+//# sourceMappingURL=diagnosticExpressions.js.map

package/dist/diagnosticExpressions.js.map

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