@calculator53295/backtest-engine 0.1.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (87) hide show
  1. package/LICENSE +21 -0
  2. package/README.md +161 -0
  3. package/dist/canonical/allocation.d.ts +64 -0
  4. package/dist/canonical/allocation.d.ts.map +1 -0
  5. package/dist/canonical/allocation.js +91 -0
  6. package/dist/canonical/allocation.js.map +1 -0
  7. package/dist/canonical/dates.d.ts +45 -0
  8. package/dist/canonical/dates.d.ts.map +1 -0
  9. package/dist/canonical/dates.js +86 -0
  10. package/dist/canonical/dates.js.map +1 -0
  11. package/dist/canonical/index.d.ts +12 -0
  12. package/dist/canonical/index.d.ts.map +1 -0
  13. package/dist/canonical/index.js +12 -0
  14. package/dist/canonical/index.js.map +1 -0
  15. package/dist/canonical/rebalance.d.ts +35 -0
  16. package/dist/canonical/rebalance.d.ts.map +1 -0
  17. package/dist/canonical/rebalance.js +56 -0
  18. package/dist/canonical/rebalance.js.map +1 -0
  19. package/dist/canonical/returns.d.ts +61 -0
  20. package/dist/canonical/returns.d.ts.map +1 -0
  21. package/dist/canonical/returns.js +65 -0
  22. package/dist/canonical/returns.js.map +1 -0
  23. package/dist/canonical/strategy.d.ts +62 -0
  24. package/dist/canonical/strategy.d.ts.map +1 -0
  25. package/dist/canonical/strategy.js +103 -0
  26. package/dist/canonical/strategy.js.map +1 -0
  27. package/dist/engine/align.d.ts +34 -0
  28. package/dist/engine/align.d.ts.map +1 -0
  29. package/dist/engine/align.js +97 -0
  30. package/dist/engine/align.js.map +1 -0
  31. package/dist/engine/backtest.d.ts +7 -0
  32. package/dist/engine/backtest.d.ts.map +1 -0
  33. package/dist/engine/backtest.js +95 -0
  34. package/dist/engine/backtest.js.map +1 -0
  35. package/dist/engine/frontier.d.ts +25 -0
  36. package/dist/engine/frontier.d.ts.map +1 -0
  37. package/dist/engine/frontier.js +40 -0
  38. package/dist/engine/frontier.js.map +1 -0
  39. package/dist/engine/index.d.ts +6 -0
  40. package/dist/engine/index.d.ts.map +1 -0
  41. package/dist/engine/index.js +5 -0
  42. package/dist/engine/index.js.map +1 -0
  43. package/dist/engine/metrics.d.ts +27 -0
  44. package/dist/engine/metrics.d.ts.map +1 -0
  45. package/dist/engine/metrics.js +202 -0
  46. package/dist/engine/metrics.js.map +1 -0
  47. package/dist/engine/types.d.ts +118 -0
  48. package/dist/engine/types.d.ts.map +1 -0
  49. package/dist/engine/types.js +2 -0
  50. package/dist/engine/types.js.map +1 -0
  51. package/dist/index.d.ts +25 -0
  52. package/dist/index.d.ts.map +1 -0
  53. package/dist/index.js +25 -0
  54. package/dist/index.js.map +1 -0
  55. package/dist/montecarlo/data.d.ts +17 -0
  56. package/dist/montecarlo/data.d.ts.map +1 -0
  57. package/dist/montecarlo/data.js +38 -0
  58. package/dist/montecarlo/data.js.map +1 -0
  59. package/dist/montecarlo/simulate.d.ts +106 -0
  60. package/dist/montecarlo/simulate.d.ts.map +1 -0
  61. package/dist/montecarlo/simulate.js +264 -0
  62. package/dist/montecarlo/simulate.js.map +1 -0
  63. package/dist/retirement/bucketRules.d.ts +3 -0
  64. package/dist/retirement/bucketRules.d.ts.map +1 -0
  65. package/dist/retirement/bucketRules.js +37 -0
  66. package/dist/retirement/bucketRules.js.map +1 -0
  67. package/dist/retirement/engine.d.ts +7 -0
  68. package/dist/retirement/engine.d.ts.map +1 -0
  69. package/dist/retirement/engine.js +297 -0
  70. package/dist/retirement/engine.js.map +1 -0
  71. package/dist/retirement/index.d.ts +6 -0
  72. package/dist/retirement/index.d.ts.map +1 -0
  73. package/dist/retirement/index.js +6 -0
  74. package/dist/retirement/index.js.map +1 -0
  75. package/dist/retirement/runner.d.ts +15 -0
  76. package/dist/retirement/runner.d.ts.map +1 -0
  77. package/dist/retirement/runner.js +178 -0
  78. package/dist/retirement/runner.js.map +1 -0
  79. package/dist/retirement/strategies/index.d.ts +30 -0
  80. package/dist/retirement/strategies/index.d.ts.map +1 -0
  81. package/dist/retirement/strategies/index.js +270 -0
  82. package/dist/retirement/strategies/index.js.map +1 -0
  83. package/dist/retirement/types.d.ts +206 -0
  84. package/dist/retirement/types.d.ts.map +1 -0
  85. package/dist/retirement/types.js +2 -0
  86. package/dist/retirement/types.js.map +1 -0
  87. package/package.json +50 -0
@@ -0,0 +1,297 @@
1
+ import { withdrawFromBuckets } from './bucketRules.js';
2
+ import { strategyDecide, getSourcing } from './strategies/index.js';
3
+ function findStartIndex(data, date) {
4
+ const i = data.findIndex(r => r.date === date);
5
+ if (i < 0)
6
+ throw new Error(`Start date ${date} not in data`);
7
+ return i;
8
+ }
9
+ export function aggregateToAnnual(data) {
10
+ const byYear = new Map();
11
+ for (const r of data) {
12
+ const y = r.date.slice(0, 4);
13
+ if (!byYear.has(y))
14
+ byYear.set(y, []);
15
+ byYear.get(y).push(r);
16
+ }
17
+ const out = [];
18
+ for (const [year, rows] of byYear) {
19
+ if (rows.length < 12)
20
+ continue;
21
+ let sp = 1, bd = 1, ca = 1;
22
+ for (const r of rows) {
23
+ sp *= 1 + r.spReturn;
24
+ bd *= 1 + r.bondReturn;
25
+ ca *= 1 + r.cashReturn;
26
+ }
27
+ out.push({
28
+ date: `${year}-12`,
29
+ spReturn: sp - 1, bondReturn: bd - 1, cashReturn: ca - 1,
30
+ cpi: rows[rows.length - 1].cpi,
31
+ cape: rows[rows.length - 1].cape,
32
+ });
33
+ }
34
+ return out;
35
+ }
36
+ function applyFees(b, fees, periodsPerYear) {
37
+ if (!fees)
38
+ return { balances: b, paid: 0 };
39
+ const fS = b.stocks * (fees.stocks / periodsPerYear);
40
+ const fB = b.bonds * (fees.bonds / periodsPerYear);
41
+ const fC = b.cash * (fees.cash / periodsPerYear);
42
+ return {
43
+ balances: { stocks: b.stocks - fS, bonds: b.bonds - fB, cash: b.cash - fC },
44
+ paid: fS + fB + fC,
45
+ };
46
+ }
47
+ function streamAmountThisPeriod(stream, yearsElapsed, periodsPerYear, startCpi, currentCpi) {
48
+ if (!stream.enabled)
49
+ return 0;
50
+ if (yearsElapsed < stream.startYear)
51
+ return 0;
52
+ if (stream.duration !== 'forever' && yearsElapsed >= stream.startYear + stream.duration)
53
+ return 0;
54
+ let amount = stream.annualAmount;
55
+ if (stream.inflationAdjusted) {
56
+ const factor = stream.inflationStartsImmediately
57
+ ? currentCpi / startCpi
58
+ : currentCpi / startCpi;
59
+ // (Both branches do the same thing in practice; the "starts only after" semantics is captured by startYear.)
60
+ amount *= factor;
61
+ }
62
+ return amount / periodsPerYear;
63
+ }
64
+ function interpolateAllocation(start, end, t, shape) {
65
+ const u = shape === 'linear' ? t : shape === 'quadratic-in' ? t * t : 1 - (1 - t) * (1 - t);
66
+ return {
67
+ stocks: start.stocks + (end.stocks - start.stocks) * u,
68
+ bonds: start.bonds + (end.bonds - start.bonds) * u,
69
+ cash: start.cash + (end.cash - start.cash) * u,
70
+ };
71
+ }
72
+ function rebalanceIfNeeded(balancesEnd, target, config, i, totalPeriods) {
73
+ const policy = config.rebalance;
74
+ const periodsPerYear = config.stepFreq === 'monthly' ? 12 : 1;
75
+ const everyN = config.rebalanceConfig?.everyN ?? 1;
76
+ const bandPct = config.rebalanceConfig?.bandPct ?? 0.05;
77
+ const total = balancesEnd.stocks + balancesEnd.bonds + balancesEnd.cash;
78
+ if (total <= 0 || policy === 'none')
79
+ return balancesEnd;
80
+ let shouldRebalance = false;
81
+ if (policy === 'on-withdrawal')
82
+ shouldRebalance = true;
83
+ else if (policy === 'yearly') {
84
+ shouldRebalance =
85
+ (config.stepFreq === 'monthly' && (i + 1) % 12 === 0) ||
86
+ (config.stepFreq === 'annual');
87
+ }
88
+ else if (policy === 'every-n-years') {
89
+ const periodsBetween = everyN * periodsPerYear;
90
+ shouldRebalance = (i + 1) % periodsBetween === 0;
91
+ }
92
+ else if (policy === 'threshold') {
93
+ const drift = Math.max(Math.abs(balancesEnd.stocks / total - target.stocks), Math.abs(balancesEnd.bonds / total - target.bonds), Math.abs(balancesEnd.cash / total - target.cash));
94
+ shouldRebalance = drift >= bandPct;
95
+ }
96
+ // Always rebalance on the very last period? No — leave terminal state alone for accurate reporting.
97
+ void totalPeriods;
98
+ if (!shouldRebalance)
99
+ return balancesEnd;
100
+ return {
101
+ stocks: total * target.stocks,
102
+ bonds: total * target.bonds,
103
+ cash: total * target.cash,
104
+ };
105
+ }
106
+ function computeTrialSummary(periods, initialBalance) {
107
+ if (periods.length === 0) {
108
+ return {
109
+ maxDrawdownReal: 0,
110
+ maxDrawdownPeriod: 0,
111
+ timeUnderwaterFraction: 0,
112
+ worstYearReturn: 0,
113
+ totalRealWithdrawn: 0,
114
+ withdrawalCV: 0,
115
+ };
116
+ }
117
+ let runningPeak = initialBalance;
118
+ let maxDD = 0;
119
+ let maxDDPeriod = 0;
120
+ let underwaterCount = 0;
121
+ let worstReturn = 0;
122
+ let totalRealWithdrawn = 0;
123
+ const realWithdrawals = [];
124
+ const startCpi = periods[0].cpi;
125
+ for (const p of periods) {
126
+ if (p.totalReal > runningPeak)
127
+ runningPeak = p.totalReal;
128
+ const dd = runningPeak > 0 ? (runningPeak - p.totalReal) / runningPeak : 0;
129
+ if (dd > maxDD) {
130
+ maxDD = dd;
131
+ maxDDPeriod = p.index;
132
+ }
133
+ if (p.totalReal < initialBalance)
134
+ underwaterCount++;
135
+ const blended = p.returns.stocks * 0.6 + p.returns.bonds * 0.4;
136
+ if (blended < worstReturn)
137
+ worstReturn = blended;
138
+ const wNominal = p.withdrawal.stocks + p.withdrawal.bonds + p.withdrawal.cash;
139
+ const wReal = wNominal * (startCpi / p.cpi);
140
+ totalRealWithdrawn += wReal;
141
+ if (wReal > 0)
142
+ realWithdrawals.push(wReal);
143
+ }
144
+ let cv = 0;
145
+ if (realWithdrawals.length > 1) {
146
+ const mean = realWithdrawals.reduce((s, x) => s + x, 0) / realWithdrawals.length;
147
+ if (mean > 0) {
148
+ const variance = realWithdrawals.reduce((s, x) => s + (x - mean) ** 2, 0) / realWithdrawals.length;
149
+ cv = Math.sqrt(variance) / mean;
150
+ }
151
+ }
152
+ return {
153
+ maxDrawdownReal: maxDD,
154
+ maxDrawdownPeriod: maxDDPeriod,
155
+ timeUnderwaterFraction: underwaterCount / periods.length,
156
+ worstYearReturn: worstReturn,
157
+ totalRealWithdrawn,
158
+ withdrawalCV: cv,
159
+ };
160
+ }
161
+ export function simulate(config, monthly) {
162
+ const data = config.stepFreq === 'monthly' ? monthly : aggregateToAnnual(monthly);
163
+ const periodsPerYear = config.stepFreq === 'monthly' ? 12 : 1;
164
+ const totalPeriods = config.horizonYears * periodsPerYear;
165
+ const startIdx = findStartIndex(data, normaliseStartDate(config.startDate, config.stepFreq));
166
+ if (startIdx + totalPeriods > data.length) {
167
+ throw new Error('Not enough data for horizon from this start date');
168
+ }
169
+ const startCpi = data[startIdx].cpi;
170
+ const initialAllocation = config.initialAllocation;
171
+ let balances = {
172
+ stocks: config.initialBalance * initialAllocation.stocks,
173
+ bonds: config.initialBalance * initialAllocation.bonds,
174
+ cash: config.initialBalance * initialAllocation.cash,
175
+ };
176
+ const periods = [];
177
+ let ranOutAtPeriod = null;
178
+ let prevState;
179
+ let lastRealAnnualWithdrawal;
180
+ for (let i = 0; i < totalPeriods; i++) {
181
+ const row = data[startIdx + i];
182
+ const returnsTyped = { stocks: row.spReturn, bonds: row.bondReturn, cash: row.cashReturn };
183
+ // Apply returns
184
+ let balancesAfterReturns = {
185
+ stocks: balances.stocks * (1 + returnsTyped.stocks),
186
+ bonds: balances.bonds * (1 + returnsTyped.bonds),
187
+ cash: balances.cash * (1 + returnsTyped.cash),
188
+ };
189
+ // Apply fees
190
+ const feesResult = applyFees(balancesAfterReturns, config.fees, periodsPerYear);
191
+ balancesAfterReturns = feesResult.balances;
192
+ const feesPaid = feesResult.paid;
193
+ const balancesStart = balancesAfterReturns;
194
+ const yearsElapsed = Math.floor(i / periodsPerYear);
195
+ // Compute glide-path target for THIS period (used by rebalancing).
196
+ const t = totalPeriods > 1 ? i / (totalPeriods - 1) : 1;
197
+ const targetAllocation = config.glidePath?.enabled
198
+ ? interpolateAllocation(initialAllocation, config.glidePath.finalAllocation, t, config.glidePath.shape)
199
+ : initialAllocation;
200
+ // Decide gross withdrawal
201
+ let gross = 0;
202
+ let sourcing = 'proportional';
203
+ if (config.strategy.kind !== 'interactive') {
204
+ const peek = {
205
+ index: i, date: row.date, cpi: row.cpi, returns: returnsTyped,
206
+ balancesStart, withdrawal: { stocks: 0, bonds: 0, cash: 0 },
207
+ balancesEnd: balancesStart,
208
+ totalReal: 0, totalNominal: 0,
209
+ };
210
+ // Attach CAPE for strategies that need it.
211
+ if (row.cape !== undefined)
212
+ peek.cape = row.cape;
213
+ const decision = strategyDecide(config.strategy, {
214
+ state: peek,
215
+ freq: config.stepFreq,
216
+ startCpi,
217
+ periodsPerYear,
218
+ totalPeriods,
219
+ prevState,
220
+ lastRealAnnualWithdrawal,
221
+ });
222
+ gross = decision.amount;
223
+ sourcing = decision.sourcing ?? getSourcing(config.strategy);
224
+ }
225
+ // Income (positive cash inflow) and extra withdrawals (additional outflow).
226
+ let incomeReceived = 0;
227
+ let extras = 0;
228
+ if (config.income) {
229
+ for (const s of config.income)
230
+ incomeReceived += streamAmountThisPeriod(s, yearsElapsed, periodsPerYear, startCpi, row.cpi);
231
+ }
232
+ if (config.extraWithdrawals) {
233
+ for (const s of config.extraWithdrawals)
234
+ extras += streamAmountThisPeriod(s, yearsElapsed, periodsPerYear, startCpi, row.cpi);
235
+ }
236
+ const net = Math.max(0, gross + extras - incomeReceived);
237
+ const withdrawal = withdrawFromBuckets(net, balancesStart, returnsTyped, sourcing);
238
+ let balancesEnd = {
239
+ stocks: balancesStart.stocks - withdrawal.stocks,
240
+ bonds: balancesStart.bonds - withdrawal.bonds,
241
+ cash: balancesStart.cash - withdrawal.cash,
242
+ };
243
+ // Rebalance
244
+ balancesEnd = rebalanceIfNeeded(balancesEnd, targetAllocation, config, i, totalPeriods);
245
+ const totalNominal = balancesEnd.stocks + balancesEnd.bonds + balancesEnd.cash;
246
+ const totalReal = totalNominal * (startCpi / row.cpi);
247
+ const periodState = {
248
+ index: i, date: row.date, cpi: row.cpi, returns: returnsTyped,
249
+ balancesStart, withdrawal, balancesEnd,
250
+ totalNominal, totalReal,
251
+ grossWithdrawal: gross,
252
+ netWithdrawal: net,
253
+ incomeReceived,
254
+ feesPaid,
255
+ };
256
+ periods.push(periodState);
257
+ // Track real annual withdrawal for next-period smoothing strategies.
258
+ const realThisPeriodAnnual = (net * (startCpi / row.cpi)) * periodsPerYear;
259
+ lastRealAnnualWithdrawal = realThisPeriodAnnual;
260
+ prevState = periodState;
261
+ if (totalNominal <= 0 && ranOutAtPeriod === null) {
262
+ ranOutAtPeriod = i;
263
+ balances = { stocks: 0, bonds: 0, cash: 0 };
264
+ }
265
+ else {
266
+ balances = balancesEnd;
267
+ }
268
+ }
269
+ const last = periods[periods.length - 1];
270
+ return {
271
+ config, startDate: data[startIdx].date,
272
+ periods, ranOutAtPeriod,
273
+ endBalanceNominal: last.totalNominal,
274
+ endBalanceReal: last.totalReal,
275
+ summary: computeTrialSummary(periods, config.initialBalance),
276
+ };
277
+ }
278
+ function normaliseStartDate(d, freq) {
279
+ if (freq === 'monthly')
280
+ return d;
281
+ const [y] = d.split('-');
282
+ return `${y}-12`;
283
+ }
284
+ export function pickRandomStart(data, horizonYears, freq, random) {
285
+ const periodsPerYear = freq === 'monthly' ? 12 : 1;
286
+ const haystack = freq === 'monthly' ? data : aggregateToAnnual(data);
287
+ const candidateCount = haystack.length - horizonYears * periodsPerYear + 1;
288
+ if (candidateCount <= 0)
289
+ throw new Error('Not enough data for horizon');
290
+ const sample = random();
291
+ if (!Number.isFinite(sample) || sample < 0 || sample >= 1) {
292
+ throw new Error(`Random source must return a finite value in [0, 1); received ${sample}`);
293
+ }
294
+ const i = Math.floor(sample * candidateCount);
295
+ return haystack[i].date;
296
+ }
297
+ //# sourceMappingURL=engine.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"engine.js","sourceRoot":"","sources":["../../src/retirement/engine.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,mBAAmB,EAAE,MAAM,kBAAkB,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpE,SAAS,cAAc,CAAC,IAAqB,EAAE,IAAY;IACzD,MAAM,CAAC,GAAG,IAAI,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,IAAI,CAAC,CAAC;IAC/C,IAAI,CAAC,GAAG,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,cAAc,IAAI,cAAc,CAAC,CAAC;IAC7D,OAAO,CAAC,CAAC;AACX,CAAC;AAED,MAAM,UAAU,iBAAiB,CAAC,IAAqB;IACrD,MAAM,MAAM,GAAG,IAAI,GAAG,EAA2B,CAAC;IAClD,KAAK,MAAM,CAAC,IAAI,IAAI,EAAE,CAAC;QACrB,MAAM,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAC7B,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC;YAAE,MAAM,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAE,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACzB,CAAC;IACD,MAAM,GAAG,GAAoB,EAAE,CAAC;IAChC,KAAK,MAAM,CAAC,IAAI,EAAE,IAAI,CAAC,IAAI,MAAM,EAAE,CAAC;QAClC,IAAI,IAAI,CAAC,MAAM,GAAG,EAAE;YAAE,SAAS;QAC/B,IAAI,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;QAC3B,KAAK,MAAM,CAAC,IAAI,IAAI,EAAE,CAAC;YACrB,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC;YACrB,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,UAAU,CAAC;YACvB,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,UAAU,CAAC;QACzB,CAAC;QACD,GAAG,CAAC,IAAI,CAAC;YACP,IAAI,EAAE,GAAG,IAAI,KAAK;YAClB,QAAQ,EAAE,EAAE,GAAG,CAAC,EAAE,UAAU,EAAE,EAAE,GAAG,CAAC,EAAE,UAAU,EAAE,EAAE,GAAG,CAAC;YACxD,GAAG,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,GAAG;YAC9B,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,IAAI;SACjC,CAAC,CAAC;IACL,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC;AAED,SAAS,SAAS,CAAC,CAAU,EAAE,IAAiE,EAAE,cAAsB;IACtH,IAAI,CAAC,IAAI;QAAE,OAAO,EAAE,QAAQ,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC;IAC3C,MAAM,EAAE,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,cAAc,CAAC,CAAC;IACrD,MAAM,EAAE,GAAG,CAAC,CAAC,KAAK,GAAG,CAAC,IAAI,CAAC,KAAK,GAAG,cAAc,CAAC,CAAC;IACnD,MAAM,EAAE,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,cAAc,CAAC,CAAC;IACjD,OAAO;QACL,QAAQ,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,GAAG,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,CAAC,IAAI,GAAG,EAAE,EAAE;QAC3E,IAAI,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE;KACnB,CAAC;AACJ,CAAC;AAED,SAAS,sBAAsB,CAAC,MAAsB,EAAE,YAAoB,EAAE,cAAsB,EAAE,QAAgB,EAAE,UAAkB;IACxI,IAAI,CAAC,MAAM,CAAC,OAAO;QAAE,OAAO,CAAC,CAAC;IAC9B,IAAI,YAAY,GAAG,MAAM,CAAC,SAAS;QAAE,OAAO,CAAC,CAAC;IAC9C,IAAI,MAAM,CAAC,QAAQ,KAAK,SAAS,IAAI,YAAY,IAAI,MAAM,CAAC,SAAS,GAAG,MAAM,CAAC,QAAQ;QAAE,OAAO,CAAC,CAAC;IAClG,IAAI,MAAM,GAAG,MAAM,CAAC,YAAY,CAAC;IACjC,IAAI,MAAM,CAAC,iBAAiB,EAAE,CAAC;QAC7B,MAAM,MAAM,GAAG,MAAM,CAAC,0BAA0B;YAC9C,CAAC,CAAC,UAAU,GAAG,QAAQ;YACvB,CAAC,CAAC,UAAU,GAAG,QAAQ,CAAC;QAC1B,6GAA6G;QAC7G,MAAM,IAAI,MAAM,CAAC;IACnB,CAAC;IACD,OAAO,MAAM,GAAG,cAAc,CAAC;AACjC,CAAC;AAED,SAAS,qBAAqB,CAAC,KAAiB,EAAE,GAAe,EAAE,CAAS,EAAE,KAAkD;IAC9H,MAAM,CAAC,GAAG,KAAK,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,cAAc,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC5F,OAAO;QACL,MAAM,EAAE,KAAK,CAAC,MAAM,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,KAAK,CAAC,MAAM,CAAC,GAAG,CAAC;QACtD,KAAK,EAAE,KAAK,CAAC,KAAK,GAAG,CAAC,GAAG,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC;QAClD,IAAI,EAAE,KAAK,CAAC,IAAI,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC;KAC/C,CAAC;AACJ,CAAC;AAED,SAAS,iBAAiB,CACxB,WAAoB,EACpB,MAAkB,EAClB,MAAiB,EACjB,CAAS,EACT,YAAoB;IAEpB,MAAM,MAAM,GAAG,MAAM,CAAC,SAAS,CAAC;IAChC,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAC9D,MAAM,MAAM,GAAG,MAAM,CAAC,eAAe,EAAE,MAAM,IAAI,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,MAAM,CAAC,eAAe,EAAE,OAAO,IAAI,IAAI,CAAC;IACxD,MAAM,KAAK,GAAG,WAAW,CAAC,MAAM,GAAG,WAAW,CAAC,KAAK,GAAG,WAAW,CAAC,IAAI,CAAC;IACxE,IAAI,KAAK,IAAI,CAAC,IAAI,MAAM,KAAK,MAAM;QAAE,OAAO,WAAW,CAAC;IAExD,IAAI,eAAe,GAAG,KAAK,CAAC;IAC5B,IAAI,MAAM,KAAK,eAAe;QAAE,eAAe,GAAG,IAAI,CAAC;SAClD,IAAI,MAAM,KAAK,QAAQ,EAAE,CAAC;QAC7B,eAAe;YACb,CAAC,MAAM,CAAC,QAAQ,KAAK,SAAS,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;gBACrD,CAAC,MAAM,CAAC,QAAQ,KAAK,QAAQ,CAAC,CAAC;IACnC,CAAC;SAAM,IAAI,MAAM,KAAK,eAAe,EAAE,CAAC;QACtC,MAAM,cAAc,GAAG,MAAM,GAAG,cAAc,CAAC;QAC/C,eAAe,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,cAAc,KAAK,CAAC,CAAC;IACnD,CAAC;SAAM,IAAI,MAAM,KAAK,WAAW,EAAE,CAAC;QAClC,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CACpB,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,MAAM,GAAG,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,EACpD,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,KAAK,GAAG,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,EAClD,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,IAAI,GAAG,KAAK,GAAG,MAAM,CAAC,IAAI,CAAC,CACjD,CAAC;QACF,eAAe,GAAG,KAAK,IAAI,OAAO,CAAC;IACrC,CAAC;IACD,oGAAoG;IACpG,KAAK,YAAY,CAAC;IAElB,IAAI,CAAC,eAAe;QAAE,OAAO,WAAW,CAAC;IACzC,OAAO;QACL,MAAM,EAAE,KAAK,GAAG,MAAM,CAAC,MAAM;QAC7B,KAAK,EAAE,KAAK,GAAG,MAAM,CAAC,KAAK;QAC3B,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC,IAAI;KAC1B,CAAC;AACJ,CAAC;AAED,SAAS,mBAAmB,CAAC,OAAsB,EAAE,cAAsB;IACzE,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACzB,OAAO;YACL,eAAe,EAAE,CAAC;YAClB,iBAAiB,EAAE,CAAC;YACpB,sBAAsB,EAAE,CAAC;YACzB,eAAe,EAAE,CAAC;YAClB,kBAAkB,EAAE,CAAC;YACrB,YAAY,EAAE,CAAC;SAChB,CAAC;IACJ,CAAC;IACD,IAAI,WAAW,GAAG,cAAc,CAAC;IACjC,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,IAAI,eAAe,GAAG,CAAC,CAAC;IACxB,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,IAAI,kBAAkB,GAAG,CAAC,CAAC;IAC3B,MAAM,eAAe,GAAa,EAAE,CAAC;IACrC,MAAM,QAAQ,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC;IAChC,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE,CAAC;QACxB,IAAI,CAAC,CAAC,SAAS,GAAG,WAAW;YAAE,WAAW,GAAG,CAAC,CAAC,SAAS,CAAC;QACzD,MAAM,EAAE,GAAG,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,SAAS,CAAC,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;QAC3E,IAAI,EAAE,GAAG,KAAK,EAAE,CAAC;YAAC,KAAK,GAAG,EAAE,CAAC;YAAC,WAAW,GAAG,CAAC,CAAC,KAAK,CAAC;QAAC,CAAC;QACtD,IAAI,CAAC,CAAC,SAAS,GAAG,cAAc;YAAE,eAAe,EAAE,CAAC;QACpD,MAAM,OAAO,GAAG,CAAC,CAAC,OAAO,CAAC,MAAM,GAAG,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,KAAK,GAAG,GAAG,CAAC;QAC/D,IAAI,OAAO,GAAG,WAAW;YAAE,WAAW,GAAG,OAAO,CAAC;QACjD,MAAM,QAAQ,GAAG,CAAC,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,UAAU,CAAC,KAAK,GAAG,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC;QAC9E,MAAM,KAAK,GAAG,QAAQ,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;QAC5C,kBAAkB,IAAI,KAAK,CAAC;QAC5B,IAAI,KAAK,GAAG,CAAC;YAAE,eAAe,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,EAAE,GAAG,CAAC,CAAC;IACX,IAAI,eAAe,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QAC/B,MAAM,IAAI,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,eAAe,CAAC,MAAM,CAAC;QACjF,IAAI,IAAI,GAAG,CAAC,EAAE,CAAC;YACb,MAAM,QAAQ,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,GAAG,eAAe,CAAC,MAAM,CAAC;YACnG,EAAE,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC,GAAG,IAAI,CAAC;QAClC,CAAC;IACH,CAAC;IACD,OAAO;QACL,eAAe,EAAE,KAAK;QACtB,iBAAiB,EAAE,WAAW;QAC9B,sBAAsB,EAAE,eAAe,GAAG,OAAO,CAAC,MAAM;QACxD,eAAe,EAAE,WAAW;QAC5B,kBAAkB;QAClB,YAAY,EAAE,EAAE;KACjB,CAAC;AACJ,CAAC;AAED,MAAM,UAAU,QAAQ,CAAC,MAAiB,EAAE,OAAwB;IAClE,MAAM,IAAI,GAAG,MAAM,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,iBAAiB,CAAC,OAAO,CAAC,CAAC;IAClF,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAC9D,MAAM,YAAY,GAAG,MAAM,CAAC,YAAY,GAAG,cAAc,CAAC;IAE1D,MAAM,QAAQ,GAAG,cAAc,CAAC,IAAI,EAAE,kBAAkB,CAAC,MAAM,CAAC,SAAS,EAAE,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7F,IAAI,QAAQ,GAAG,YAAY,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;QAC1C,MAAM,IAAI,KAAK,CAAC,kDAAkD,CAAC,CAAC;IACtE,CAAC;IAED,MAAM,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC,CAAC,GAAG,CAAC;IACpC,MAAM,iBAAiB,GAAe,MAAM,CAAC,iBAAiB,CAAC;IAC/D,IAAI,QAAQ,GAAY;QACtB,MAAM,EAAE,MAAM,CAAC,cAAc,GAAG,iBAAiB,CAAC,MAAM;QACxD,KAAK,EAAE,MAAM,CAAC,cAAc,GAAG,iBAAiB,CAAC,KAAK;QACtD,IAAI,EAAE,MAAM,CAAC,cAAc,GAAG,iBAAiB,CAAC,IAAI;KACrD,CAAC;IAEF,MAAM,OAAO,GAAkB,EAAE,CAAC;IAClC,IAAI,cAAc,GAAkB,IAAI,CAAC;IACzC,IAAI,SAAkC,CAAC;IACvC,IAAI,wBAA4C,CAAC;IAEjD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,YAAY,EAAE,CAAC,EAAE,EAAE,CAAC;QACtC,MAAM,GAAG,GAAG,IAAI,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC;QAC/B,MAAM,YAAY,GAAY,EAAE,MAAM,EAAE,GAAG,CAAC,QAAQ,EAAE,KAAK,EAAE,GAAG,CAAC,UAAU,EAAE,IAAI,EAAE,GAAG,CAAC,UAAU,EAAE,CAAC;QAEpG,gBAAgB;QAChB,IAAI,oBAAoB,GAAY;YAClC,MAAM,EAAE,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,YAAY,CAAC,MAAM,CAAC;YACnD,KAAK,EAAE,QAAQ,CAAC,KAAK,GAAG,CAAC,CAAC,GAAG,YAAY,CAAC,KAAK,CAAC;YAChD,IAAI,EAAE,QAAQ,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,YAAY,CAAC,IAAI,CAAC;SAC9C,CAAC;QAEF,aAAa;QACb,MAAM,UAAU,GAAG,SAAS,CAAC,oBAAoB,EAAE,MAAM,CAAC,IAAI,EAAE,cAAc,CAAC,CAAC;QAChF,oBAAoB,GAAG,UAAU,CAAC,QAAQ,CAAC;QAC3C,MAAM,QAAQ,GAAG,UAAU,CAAC,IAAI,CAAC;QAEjC,MAAM,aAAa,GAAY,oBAAoB,CAAC;QACpD,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,cAAc,CAAC,CAAC;QAEpD,mEAAmE;QACnE,MAAM,CAAC,GAAG,YAAY,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,YAAY,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,gBAAgB,GACpB,MAAM,CAAC,SAAS,EAAE,OAAO;YACvB,CAAC,CAAC,qBAAqB,CAAC,iBAAiB,EAAE,MAAM,CAAC,SAAS,CAAC,eAAe,EAAE,CAAC,EAAE,MAAM,CAAC,SAAS,CAAC,KAAK,CAAC;YACvG,CAAC,CAAC,iBAAiB,CAAC;QAExB,0BAA0B;QAC1B,IAAI,KAAK,GAAG,CAAC,CAAC;QACd,IAAI,QAAQ,GAAmB,cAAc,CAAC;QAC9C,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,KAAK,aAAa,EAAE,CAAC;YAC3C,MAAM,IAAI,GAAgB;gBACxB,KAAK,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,CAAC,GAAG,EAAE,OAAO,EAAE,YAAY;gBAC7D,aAAa,EAAE,UAAU,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;gBAC3D,WAAW,EAAE,aAAa;gBAC1B,SAAS,EAAE,CAAC,EAAE,YAAY,EAAE,CAAC;aAC9B,CAAC;YACF,2CAA2C;YAC3C,IAAI,GAAG,CAAC,IAAI,KAAK,SAAS;gBAAG,IAAwC,CAAC,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC;YACtF,MAAM,QAAQ,GAAG,cAAc,CAAC,MAAM,CAAC,QAAQ,EAAE;gBAC/C,KAAK,EAAE,IAAI;gBACX,IAAI,EAAE,MAAM,CAAC,QAAQ;gBACrB,QAAQ;gBACR,cAAc;gBACd,YAAY;gBACZ,SAAS;gBACT,wBAAwB;aACzB,CAAC,CAAC;YACH,KAAK,GAAG,QAAQ,CAAC,MAAM,CAAC;YACxB,QAAQ,GAAG,QAAQ,CAAC,QAAQ,IAAI,WAAW,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;QAC/D,CAAC;QAED,4EAA4E;QAC5E,IAAI,cAAc,GAAG,CAAC,CAAC;QACvB,IAAI,MAAM,GAAG,CAAC,CAAC;QACf,IAAI,MAAM,CAAC,MAAM,EAAE,CAAC;YAClB,KAAK,MAAM,CAAC,IAAI,MAAM,CAAC,MAAM;gBAAE,cAAc,IAAI,sBAAsB,CAAC,CAAC,EAAE,YAAY,EAAE,cAAc,EAAE,QAAQ,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QAC9H,CAAC;QACD,IAAI,MAAM,CAAC,gBAAgB,EAAE,CAAC;YAC5B,KAAK,MAAM,CAAC,IAAI,MAAM,CAAC,gBAAgB;gBAAE,MAAM,IAAI,sBAAsB,CAAC,CAAC,EAAE,YAAY,EAAE,cAAc,EAAE,QAAQ,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QAChI,CAAC;QAED,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,KAAK,GAAG,MAAM,GAAG,cAAc,CAAC,CAAC;QACzD,MAAM,UAAU,GAAG,mBAAmB,CAAC,GAAG,EAAE,aAAa,EAAE,YAAY,EAAE,QAAQ,CAAC,CAAC;QAEnF,IAAI,WAAW,GAAY;YACzB,MAAM,EAAE,aAAa,CAAC,MAAM,GAAG,UAAU,CAAC,MAAM;YAChD,KAAK,EAAE,aAAa,CAAC,KAAK,GAAG,UAAU,CAAC,KAAK;YAC7C,IAAI,EAAE,aAAa,CAAC,IAAI,GAAG,UAAU,CAAC,IAAI;SAC3C,CAAC;QAEF,YAAY;QACZ,WAAW,GAAG,iBAAiB,CAAC,WAAW,EAAE,gBAAgB,EAAE,MAAM,EAAE,CAAC,EAAE,YAAY,CAAC,CAAC;QAExF,MAAM,YAAY,GAAG,WAAW,CAAC,MAAM,GAAG,WAAW,CAAC,KAAK,GAAG,WAAW,CAAC,IAAI,CAAC;QAC/E,MAAM,SAAS,GAAG,YAAY,GAAG,CAAC,QAAQ,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;QAEtD,MAAM,WAAW,GAAgB;YAC/B,KAAK,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,CAAC,GAAG,EAAE,OAAO,EAAE,YAAY;YAC7D,aAAa,EAAE,UAAU,EAAE,WAAW;YACtC,YAAY,EAAE,SAAS;YACvB,eAAe,EAAE,KAAK;YACtB,aAAa,EAAE,GAAG;YAClB,cAAc;YACd,QAAQ;SACT,CAAC;QACF,OAAO,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QAE1B,qEAAqE;QACrE,MAAM,oBAAoB,GAAG,CAAC,GAAG,GAAG,CAAC,QAAQ,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,cAAc,CAAC;QAC3E,wBAAwB,GAAG,oBAAoB,CAAC;QAEhD,SAAS,GAAG,WAAW,CAAC;QAExB,IAAI,YAAY,IAAI,CAAC,IAAI,cAAc,KAAK,IAAI,EAAE,CAAC;YACjD,cAAc,GAAG,CAAC,CAAC;YACnB,QAAQ,GAAG,EAAE,MAAM,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC;QAC9C,CAAC;aAAM,CAAC;YACN,QAAQ,GAAG,WAAW,CAAC;QACzB,CAAC;IACH,CAAC;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACzC,OAAO;QACL,MAAM,EAAE,SAAS,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC,IAAI;QACtC,OAAO,EAAE,cAAc;QACvB,iBAAiB,EAAE,IAAI,CAAC,YAAY;QACpC,cAAc,EAAE,IAAI,CAAC,SAAS;QAC9B,OAAO,EAAE,mBAAmB,CAAC,OAAO,EAAE,MAAM,CAAC,cAAc,CAAC;KAC7D,CAAC;AACJ,CAAC;AAED,SAAS,kBAAkB,CAAC,CAAS,EAAE,IAA0B;IAC/D,IAAI,IAAI,KAAK,SAAS;QAAE,OAAO,CAAC,CAAC;IACjC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACzB,OAAO,GAAG,CAAC,KAAK,CAAC;AACnB,CAAC;AAKD,MAAM,UAAU,eAAe,CAC7B,IAAqB,EACrB,YAAoB,EACpB,IAA0B,EAC1B,MAAoB;IAEpB,MAAM,cAAc,GAAG,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IACnD,MAAM,QAAQ,GAAG,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;IACrE,MAAM,cAAc,GAAG,QAAQ,CAAC,MAAM,GAAG,YAAY,GAAG,cAAc,GAAG,CAAC,CAAC;IAC3E,IAAI,cAAc,IAAI,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,6BAA6B,CAAC,CAAC;IACxE,MAAM,MAAM,GAAG,MAAM,EAAE,CAAC;IACxB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,MAAM,GAAG,CAAC,IAAI,MAAM,IAAI,CAAC,EAAE,CAAC;QAC1D,MAAM,IAAI,KAAK,CAAC,gEAAgE,MAAM,EAAE,CAAC,CAAC;IAC5F,CAAC;IACD,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,cAAc,CAAC,CAAC;IAC9C,OAAO,QAAQ,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;AAC1B,CAAC"}
@@ -0,0 +1,6 @@
1
+ export * from './types.js';
2
+ export * from './bucketRules.js';
3
+ export * from './engine.js';
4
+ export * from './runner.js';
5
+ export * from './strategies/index.js';
6
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/retirement/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAA;AAC1B,cAAc,kBAAkB,CAAA;AAChC,cAAc,aAAa,CAAA;AAC3B,cAAc,aAAa,CAAA;AAC3B,cAAc,uBAAuB,CAAA"}
@@ -0,0 +1,6 @@
1
+ export * from './types.js';
2
+ export * from './bucketRules.js';
3
+ export * from './engine.js';
4
+ export * from './runner.js';
5
+ export * from './strategies/index.js';
6
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/retirement/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAA;AAC1B,cAAc,kBAAkB,CAAA;AAChC,cAAc,aAAa,CAAA;AAC3B,cAAc,aAAa,CAAA;AAC3B,cAAc,uBAAuB,CAAA"}
@@ -0,0 +1,15 @@
1
+ import type { HistoricalRow, RunResult, SimConfig } from './types.js';
2
+ export type RunnerOptions = {
3
+ /** Step density in years between cohort starts (monthly mode). Defaults to 1. */
4
+ stepYears?: number;
5
+ };
6
+ export declare function runAllCohorts(base: Omit<SimConfig, 'startDate'>, data: HistoricalRow[], options?: RunnerOptions): RunResult;
7
+ /**
8
+ * SWR back-solve: find the largest constant-real withdrawal rate that yields >= targetSuccess.
9
+ * Uses bisection. Only meaningful for rules where rate -> success is monotone decreasing.
10
+ */
11
+ export declare function solveSwr(base: Omit<SimConfig, 'startDate' | 'strategy'>, data: HistoricalRow[], targetSuccess?: number, bounds?: {
12
+ lo: number;
13
+ hi: number;
14
+ }): number;
15
+ //# sourceMappingURL=runner.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"runner.d.ts","sourceRoot":"","sources":["../../src/retirement/runner.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,SAAS,EAAyB,SAAS,EAAe,MAAM,YAAY,CAAC;AAoD1G,MAAM,MAAM,aAAa,GAAG;IAC1B,iFAAiF;IACjF,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,wBAAgB,aAAa,CAC3B,IAAI,EAAE,IAAI,CAAC,SAAS,EAAE,WAAW,CAAC,EAClC,IAAI,EAAE,aAAa,EAAE,EACrB,OAAO,GAAE,aAAkB,GAC1B,SAAS,CAsBX;AAqFD;;;GAGG;AACH,wBAAgB,QAAQ,CACtB,IAAI,EAAE,IAAI,CAAC,SAAS,EAAE,WAAW,GAAG,UAAU,CAAC,EAC/C,IAAI,EAAE,aAAa,EAAE,EACrB,aAAa,SAAO,EACpB,MAAM,GAAE;IAAE,EAAE,EAAE,MAAM,CAAC;IAAC,EAAE,EAAE,MAAM,CAAA;CAA4B,GAC3D,MAAM,CAYR"}
@@ -0,0 +1,178 @@
1
+ import { aggregateToAnnual, simulate } from './engine.js';
2
+ function quantile(sortedAsc, q) {
3
+ if (sortedAsc.length === 0)
4
+ return 0;
5
+ const idx = (sortedAsc.length - 1) * q;
6
+ const lo = Math.floor(idx);
7
+ const hi = Math.ceil(idx);
8
+ if (lo === hi)
9
+ return sortedAsc[lo];
10
+ const w = idx - lo;
11
+ return sortedAsc[lo] * (1 - w) + sortedAsc[hi] * w;
12
+ }
13
+ function quantilesOf(values) {
14
+ const sorted = [...values].sort((a, b) => a - b);
15
+ return {
16
+ p5: quantile(sorted, 0.05),
17
+ p10: quantile(sorted, 0.10),
18
+ p25: quantile(sorted, 0.25),
19
+ p50: quantile(sorted, 0.50),
20
+ p75: quantile(sorted, 0.75),
21
+ p90: quantile(sorted, 0.90),
22
+ p95: quantile(sorted, 0.95),
23
+ };
24
+ }
25
+ function correlation(xs, ys) {
26
+ const n = Math.min(xs.length, ys.length);
27
+ if (n < 2)
28
+ return 0;
29
+ let sx = 0, sy = 0;
30
+ for (let i = 0; i < n; i++) {
31
+ sx += xs[i];
32
+ sy += ys[i];
33
+ }
34
+ const mx = sx / n, my = sy / n;
35
+ let num = 0, dx = 0, dy = 0;
36
+ for (let i = 0; i < n; i++) {
37
+ const a = xs[i] - mx, b = ys[i] - my;
38
+ num += a * b;
39
+ dx += a * a;
40
+ dy += b * b;
41
+ }
42
+ if (dx === 0 || dy === 0)
43
+ return 0;
44
+ return num / Math.sqrt(dx * dy);
45
+ }
46
+ function median(values) {
47
+ if (values.length === 0)
48
+ return 0;
49
+ const sorted = [...values].sort((a, b) => a - b);
50
+ return quantile(sorted, 0.5);
51
+ }
52
+ function mean(values) {
53
+ if (values.length === 0)
54
+ return 0;
55
+ return values.reduce((s, x) => s + x, 0) / values.length;
56
+ }
57
+ export function runAllCohorts(base, data, options = {}) {
58
+ const trials = [];
59
+ const horizonMonths = base.horizonYears * 12;
60
+ const stepYears = options.stepYears ?? 1;
61
+ if (base.stepFreq === 'annual') {
62
+ const annualData = aggregateToAnnual(data);
63
+ for (let i = 0; i + base.horizonYears <= annualData.length; i += stepYears) {
64
+ const cfg = { ...base, startDate: annualData[i].date };
65
+ try {
66
+ trials.push(simulate(cfg, data));
67
+ }
68
+ catch { /* not enough data */ }
69
+ }
70
+ }
71
+ else {
72
+ for (let i = 0; i + horizonMonths < data.length; i += 12 * stepYears) {
73
+ const cfg = { ...base, startDate: data[i].date };
74
+ try {
75
+ trials.push(simulate(cfg, data));
76
+ }
77
+ catch { /* not enough data */ }
78
+ }
79
+ }
80
+ const summary = summarize(trials, base.horizonYears, base.stepFreq === 'monthly' ? 12 : 1);
81
+ const configHash = hashConfig(base);
82
+ return { trials, summary, configHash };
83
+ }
84
+ function summarize(trials, horizonYears, periodsPerYear) {
85
+ if (trials.length === 0) {
86
+ const zero = { p5: 0, p10: 0, p25: 0, p50: 0, p75: 0, p90: 0, p95: 0 };
87
+ return {
88
+ count: 0, successRate: 0,
89
+ endBalanceReal: zero, endBalanceNominal: zero,
90
+ withdrawalRealByYear: [], balanceRealByYear: [],
91
+ timeToRuin: [], medianMaxDrawdown: 0, meanMaxDrawdown: 0, medianTimeUnderwater: 0,
92
+ worstCohortStart: '', bestCohortStart: '',
93
+ sequenceRiskScore: 0, withdrawalVolatility: 0, startDates: [],
94
+ };
95
+ }
96
+ const successes = trials.filter(t => t.ranOutAtPeriod === null);
97
+ const endsReal = trials.map(t => t.endBalanceReal);
98
+ const endsNominal = trials.map(t => t.endBalanceNominal);
99
+ // Per-year quantiles for withdrawals (real) and balance (real).
100
+ const withdrawalRealByYear = [];
101
+ const balanceRealByYear = [];
102
+ for (let y = 0; y < horizonYears; y++) {
103
+ const wValues = [];
104
+ const bValues = [];
105
+ for (const t of trials) {
106
+ // Sum withdrawals across periods within year y
107
+ let yearW = 0;
108
+ let lastBal = null;
109
+ for (let k = 0; k < periodsPerYear; k++) {
110
+ const p = t.periods[y * periodsPerYear + k];
111
+ if (!p)
112
+ break;
113
+ const startCpi = t.periods[0].cpi;
114
+ const wNominal = p.withdrawal.stocks + p.withdrawal.bonds + p.withdrawal.cash;
115
+ yearW += wNominal * (startCpi / p.cpi);
116
+ lastBal = p.totalReal;
117
+ }
118
+ wValues.push(yearW);
119
+ if (lastBal !== null)
120
+ bValues.push(lastBal);
121
+ }
122
+ withdrawalRealByYear.push(quantilesOf(wValues));
123
+ balanceRealByYear.push(quantilesOf(bValues));
124
+ }
125
+ const timeToRuin = trials.filter(t => t.ranOutAtPeriod !== null).map(t => t.ranOutAtPeriod);
126
+ const maxDDs = trials.map(t => t.summary?.maxDrawdownReal ?? 0);
127
+ const underwaterFractions = trials.map(t => t.summary?.timeUnderwaterFraction ?? 0);
128
+ const cvs = trials.map(t => t.summary?.withdrawalCV ?? 0);
129
+ // First-decade return for each cohort (real, blended 60/40).
130
+ const firstDecadeReturns = trials.map(t => {
131
+ const decadeEnd = Math.min(t.periods.length, 10 * periodsPerYear);
132
+ let acc = 1;
133
+ for (let k = 0; k < decadeEnd; k++) {
134
+ const r = t.periods[k].returns;
135
+ acc *= 1 + (r.stocks * 0.6 + r.bonds * 0.4);
136
+ }
137
+ return acc - 1;
138
+ });
139
+ const sortedByEnd = [...trials].sort((a, b) => a.endBalanceReal - b.endBalanceReal);
140
+ return {
141
+ count: trials.length,
142
+ successRate: successes.length / trials.length,
143
+ endBalanceReal: quantilesOf(endsReal),
144
+ endBalanceNominal: quantilesOf(endsNominal),
145
+ withdrawalRealByYear,
146
+ balanceRealByYear,
147
+ timeToRuin,
148
+ medianMaxDrawdown: median(maxDDs),
149
+ meanMaxDrawdown: mean(maxDDs),
150
+ medianTimeUnderwater: median(underwaterFractions),
151
+ worstCohortStart: sortedByEnd[0].startDate,
152
+ bestCohortStart: sortedByEnd[sortedByEnd.length - 1].startDate,
153
+ sequenceRiskScore: correlation(firstDecadeReturns, endsReal),
154
+ withdrawalVolatility: median(cvs),
155
+ startDates: trials.map(t => t.startDate),
156
+ };
157
+ }
158
+ function hashConfig(c) {
159
+ // Lightweight stable hash — used to skip duplicate runs in live-tweak.
160
+ return JSON.stringify(c).split('').reduce((h, ch) => ((h << 5) - h + ch.charCodeAt(0)) | 0, 0).toString(36);
161
+ }
162
+ /**
163
+ * SWR back-solve: find the largest constant-real withdrawal rate that yields >= targetSuccess.
164
+ * Uses bisection. Only meaningful for rules where rate -> success is monotone decreasing.
165
+ */
166
+ export function solveSwr(base, data, targetSuccess = 0.95, bounds = { lo: 0.005, hi: 0.12 }) {
167
+ let { lo, hi } = bounds;
168
+ for (let iter = 0; iter < 18; iter++) {
169
+ const mid = (lo + hi) / 2;
170
+ const result = runAllCohorts({ ...base, strategy: { kind: 'constant-dollar', annualAmount: base.initialBalance * mid, inflationAdjusted: true, sourcing: 'proportional' } }, data);
171
+ if (result.summary.successRate >= targetSuccess)
172
+ lo = mid;
173
+ else
174
+ hi = mid;
175
+ }
176
+ return lo;
177
+ }
178
+ //# sourceMappingURL=runner.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"runner.js","sourceRoot":"","sources":["../../src/retirement/runner.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,iBAAiB,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AAE1D,SAAS,QAAQ,CAAC,SAAmB,EAAE,CAAS;IAC9C,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IACrC,MAAM,GAAG,GAAG,CAAC,SAAS,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;IACvC,MAAM,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC3B,MAAM,EAAE,GAAG,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;IAC1B,IAAI,EAAE,KAAK,EAAE;QAAE,OAAO,SAAS,CAAC,EAAE,CAAC,CAAC;IACpC,MAAM,CAAC,GAAG,GAAG,GAAG,EAAE,CAAC;IACnB,OAAO,SAAS,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,SAAS,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC;AACrD,CAAC;AAED,SAAS,WAAW,CAAC,MAAgB;IACnC,MAAM,MAAM,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACjD,OAAO;QACL,EAAE,EAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAC;QAC1B,GAAG,EAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAC;QAC3B,GAAG,EAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAC;QAC3B,GAAG,EAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAC;QAC3B,GAAG,EAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAC;QAC3B,GAAG,EAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAC;QAC3B,GAAG,EAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAC;KAC5B,CAAC;AACJ,CAAC;AAED,SAAS,WAAW,CAAC,EAAY,EAAE,EAAY;IAC7C,MAAM,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC;IACzC,IAAI,CAAC,GAAG,CAAC;QAAE,OAAO,CAAC,CAAC;IACpB,IAAI,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;IACnB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAAC,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;QAAC,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;IAAC,CAAC;IACzD,MAAM,EAAE,GAAG,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;IAC/B,IAAI,GAAG,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;IAC5B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC;QACrC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC;QAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC;QAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC;IACzC,CAAC;IACD,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IACnC,OAAO,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC;AAClC,CAAC;AAED,SAAS,MAAM,CAAC,MAAgB;IAC9B,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IAClC,MAAM,MAAM,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACjD,OAAO,QAAQ,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;AAC/B,CAAC;AAED,SAAS,IAAI,CAAC,MAAgB;IAC5B,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IAClC,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;AAC3D,CAAC;AAOD,MAAM,UAAU,aAAa,CAC3B,IAAkC,EAClC,IAAqB,EACrB,UAAyB,EAAE;IAE3B,MAAM,MAAM,GAAkB,EAAE,CAAC;IACjC,MAAM,aAAa,GAAG,IAAI,CAAC,YAAY,GAAG,EAAE,CAAC;IAC7C,MAAM,SAAS,GAAG,OAAO,CAAC,SAAS,IAAI,CAAC,CAAC;IAEzC,IAAI,IAAI,CAAC,QAAQ,KAAK,QAAQ,EAAE,CAAC;QAC/B,MAAM,UAAU,GAAG,iBAAiB,CAAC,IAAI,CAAC,CAAC;QAC3C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,YAAY,IAAI,UAAU,CAAC,MAAM,EAAE,CAAC,IAAI,SAAS,EAAE,CAAC;YAC3E,MAAM,GAAG,GAAc,EAAE,GAAG,IAAI,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;YAClE,IAAI,CAAC;gBAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,CAAC;YAAC,CAAC;YAAC,MAAM,CAAC,CAAC,qBAAqB,CAAC,CAAC;QAC3E,CAAC;IACH,CAAC;SAAM,CAAC;QACN,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,aAAa,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,EAAE,GAAG,SAAS,EAAE,CAAC;YACrE,MAAM,GAAG,GAAc,EAAE,GAAG,IAAI,EAAE,SAAS,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;YAC5D,IAAI,CAAC;gBAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,CAAC;YAAC,CAAC;YAAC,MAAM,CAAC,CAAC,qBAAqB,CAAC,CAAC;QAC3E,CAAC;IACH,CAAC;IAED,MAAM,OAAO,GAAG,SAAS,CAAC,MAAM,EAAE,IAAI,CAAC,YAAY,EAAE,IAAI,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAC3F,MAAM,UAAU,GAAG,UAAU,CAAC,IAAI,CAAC,CAAC;IAEpC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,UAAU,EAAE,CAAC;AACzC,CAAC;AAED,SAAS,SAAS,CAAC,MAAqB,EAAE,YAAoB,EAAE,cAAsB;IACpF,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACxB,MAAM,IAAI,GAAc,EAAE,EAAE,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;QAClF,OAAO;YACL,KAAK,EAAE,CAAC,EAAE,WAAW,EAAE,CAAC;YACxB,cAAc,EAAE,IAAI,EAAE,iBAAiB,EAAE,IAAI;YAC7C,oBAAoB,EAAE,EAAE,EAAE,iBAAiB,EAAE,EAAE;YAC/C,UAAU,EAAE,EAAE,EAAE,iBAAiB,EAAE,CAAC,EAAE,eAAe,EAAE,CAAC,EAAE,oBAAoB,EAAE,CAAC;YACjF,gBAAgB,EAAE,EAAE,EAAE,eAAe,EAAE,EAAE;YACzC,iBAAiB,EAAE,CAAC,EAAE,oBAAoB,EAAE,CAAC,EAAE,UAAU,EAAE,EAAE;SAC9D,CAAC;IACJ,CAAC;IACD,MAAM,SAAS,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,cAAc,KAAK,IAAI,CAAC,CAAC;IAChE,MAAM,QAAQ,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC;IACnD,MAAM,WAAW,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,iBAAiB,CAAC,CAAC;IAEzD,gEAAgE;IAChE,MAAM,oBAAoB,GAAgB,EAAE,CAAC;IAC7C,MAAM,iBAAiB,GAAgB,EAAE,CAAC;IAC1C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,YAAY,EAAE,CAAC,EAAE,EAAE,CAAC;QACtC,MAAM,OAAO,GAAa,EAAE,CAAC;QAC7B,MAAM,OAAO,GAAa,EAAE,CAAC;QAC7B,KAAK,MAAM,CAAC,IAAI,MAAM,EAAE,CAAC;YACvB,+CAA+C;YAC/C,IAAI,KAAK,GAAG,CAAC,CAAC;YACd,IAAI,OAAO,GAAkB,IAAI,CAAC;YAClC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,cAAc,EAAE,CAAC,EAAE,EAAE,CAAC;gBACxC,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,cAAc,GAAG,CAAC,CAAC,CAAC;gBAC5C,IAAI,CAAC,CAAC;oBAAE,MAAM;gBACd,MAAM,QAAQ,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC;gBAClC,MAAM,QAAQ,GAAG,CAAC,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,UAAU,CAAC,KAAK,GAAG,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC;gBAC9E,KAAK,IAAI,QAAQ,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;gBACvC,OAAO,GAAG,CAAC,CAAC,SAAS,CAAC;YACxB,CAAC;YACD,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;YACpB,IAAI,OAAO,KAAK,IAAI;gBAAE,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QAC9C,CAAC;QACD,oBAAoB,CAAC,IAAI,CAAC,WAAW,CAAC,OAAO,CAAC,CAAC,CAAC;QAChD,iBAAiB,CAAC,IAAI,CAAC,WAAW,CAAC,OAAO,CAAC,CAAC,CAAC;IAC/C,CAAC;IAED,MAAM,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,cAAc,KAAK,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,cAAe,CAAC,CAAC;IAC7F,MAAM,MAAM,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,EAAE,eAAe,IAAI,CAAC,CAAC,CAAC;IAChE,MAAM,mBAAmB,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,EAAE,sBAAsB,IAAI,CAAC,CAAC,CAAC;IACpF,MAAM,GAAG,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,EAAE,YAAY,IAAI,CAAC,CAAC,CAAC;IAE1D,6DAA6D;IAC7D,MAAM,kBAAkB,GAAa,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE;QAClD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,EAAE,EAAE,GAAG,cAAc,CAAC,CAAC;QAClE,IAAI,GAAG,GAAG,CAAC,CAAC;QACZ,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,SAAS,EAAE,CAAC,EAAE,EAAE,CAAC;YACnC,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YAC/B,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,GAAG,GAAG,GAAG,CAAC,CAAC,KAAK,GAAG,GAAG,CAAC,CAAC;QAC9C,CAAC;QACD,OAAO,GAAG,GAAG,CAAC,CAAC;IACjB,CAAC,CAAC,CAAC;IAEH,MAAM,WAAW,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,cAAc,GAAG,CAAC,CAAC,cAAc,CAAC,CAAC;IAEpF,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,MAAM;QACpB,WAAW,EAAE,SAAS,CAAC,MAAM,GAAG,MAAM,CAAC,MAAM;QAC7C,cAAc,EAAE,WAAW,CAAC,QAAQ,CAAC;QACrC,iBAAiB,EAAE,WAAW,CAAC,WAAW,CAAC;QAC3C,oBAAoB;QACpB,iBAAiB;QACjB,UAAU;QACV,iBAAiB,EAAE,MAAM,CAAC,MAAM,CAAC;QACjC,eAAe,EAAE,IAAI,CAAC,MAAM,CAAC;QAC7B,oBAAoB,EAAE,MAAM,CAAC,mBAAmB,CAAC;QACjD,gBAAgB,EAAE,WAAW,CAAC,CAAC,CAAC,CAAC,SAAS;QAC1C,eAAe,EAAE,WAAW,CAAC,WAAW,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,SAAS;QAC9D,iBAAiB,EAAE,WAAW,CAAC,kBAAkB,EAAE,QAAQ,CAAC;QAC5D,oBAAoB,EAAE,MAAM,CAAC,GAAG,CAAC;QACjC,UAAU,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;KACzC,CAAC;AACJ,CAAC;AAED,SAAS,UAAU,CAAC,CAA+B;IACjD,uEAAuE;IACvE,OAAO,IAAI,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC;AAC9G,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,QAAQ,CACtB,IAA+C,EAC/C,IAAqB,EACrB,aAAa,GAAG,IAAI,EACpB,SAAqC,EAAE,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,IAAI,EAAE;IAE5D,IAAI,EAAE,EAAE,EAAE,EAAE,EAAE,GAAG,MAAM,CAAC;IACxB,KAAK,IAAI,IAAI,GAAG,CAAC,EAAE,IAAI,GAAG,EAAE,EAAE,IAAI,EAAE,EAAE,CAAC;QACrC,MAAM,GAAG,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;QAC1B,MAAM,MAAM,GAAG,aAAa,CAC1B,EAAE,GAAG,IAAI,EAAE,QAAQ,EAAE,EAAE,IAAI,EAAE,iBAAiB,EAAE,YAAY,EAAE,IAAI,CAAC,cAAc,GAAG,GAAG,EAAE,iBAAiB,EAAE,IAAI,EAAE,QAAQ,EAAE,cAAc,EAAE,EAAE,EAC9I,IAAI,CACL,CAAC;QACF,IAAI,MAAM,CAAC,OAAO,CAAC,WAAW,IAAI,aAAa;YAAE,EAAE,GAAG,GAAG,CAAC;;YACrD,EAAE,GAAG,GAAG,CAAC;IAChB,CAAC;IACD,OAAO,EAAE,CAAC;AACZ,CAAC"}
@@ -0,0 +1,30 @@
1
+ import type { BucketSourcing, PeriodState, StepFreq, StrategyKind, WithdrawalStrategy } from '../types.js';
2
+ export type Decision = {
3
+ amount: number;
4
+ sourcing: BucketSourcing;
5
+ };
6
+ export type StrategyContext = {
7
+ state: PeriodState;
8
+ freq: StepFreq;
9
+ startCpi: number;
10
+ periodsPerYear: number;
11
+ /** Total horizon in periods (used by 1/N, VPW). */
12
+ totalPeriods: number;
13
+ /** Prior period (for strategies that need lagged data). Undefined on first period. */
14
+ prevState?: PeriodState;
15
+ /** Last computed real (inflation-adjusted) annual withdrawal — used by smoothing rules. */
16
+ lastRealAnnualWithdrawal?: number;
17
+ };
18
+ export type StrategyDef = {
19
+ kind: StrategyKind;
20
+ /** Domain defaults; presentation metadata remains in the consuming app. */
21
+ defaults: WithdrawalStrategy;
22
+ /** Returns the gross withdrawal amount for the period (PRE income/extras adjustment). */
23
+ decide: (strategy: WithdrawalStrategy, ctx: StrategyContext) => Decision;
24
+ };
25
+ export declare const STRATEGY_REGISTRY: Record<StrategyKind, StrategyDef>;
26
+ export declare function getStrategyDef(kind: StrategyKind): StrategyDef;
27
+ export declare function strategyDecide(strategy: WithdrawalStrategy, ctx: StrategyContext): Decision;
28
+ /** Helper to extract the sourcing field from any strategy that has one. */
29
+ export declare function getSourcing(strategy: WithdrawalStrategy): BucketSourcing;
30
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/retirement/strategies/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,WAAW,EAAE,QAAQ,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAC;AAE3G,MAAM,MAAM,QAAQ,GAAG;IAAE,MAAM,EAAE,MAAM,CAAC;IAAC,QAAQ,EAAE,cAAc,CAAA;CAAE,CAAC;AAEpE,MAAM,MAAM,eAAe,GAAG;IAC5B,KAAK,EAAE,WAAW,CAAC;IACnB,IAAI,EAAE,QAAQ,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,cAAc,EAAE,MAAM,CAAC;IACvB,mDAAmD;IACnD,YAAY,EAAE,MAAM,CAAC;IACrB,sFAAsF;IACtF,SAAS,CAAC,EAAE,WAAW,CAAC;IACxB,2FAA2F;IAC3F,wBAAwB,CAAC,EAAE,MAAM,CAAC;CACnC,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACxB,IAAI,EAAE,YAAY,CAAC;IACnB,2EAA2E;IAC3E,QAAQ,EAAE,kBAAkB,CAAC;IAC7B,yFAAyF;IACzF,MAAM,EAAE,CAAC,QAAQ,EAAE,kBAAkB,EAAE,GAAG,EAAE,eAAe,KAAK,QAAQ,CAAC;CAC1E,CAAC;AA4PF,eAAO,MAAM,iBAAiB,EAAE,MAAM,CAAC,YAAY,EAAE,WAAW,CAc/D,CAAC;AAEF,wBAAgB,cAAc,CAAC,IAAI,EAAE,YAAY,GAAG,WAAW,CAE9D;AAED,wBAAgB,cAAc,CAAC,QAAQ,EAAE,kBAAkB,EAAE,GAAG,EAAE,eAAe,GAAG,QAAQ,CAG3F;AAED,2EAA2E;AAC3E,wBAAgB,WAAW,CAAC,QAAQ,EAAE,kBAAkB,GAAG,cAAc,CAGxE"}