@higher.archi/boe 1.0.0

package/dist/engines/monte-carlo/compiler.js

@@ -0,0 +1,378 @@
+"use strict";
+/**
+ * Monte Carlo Engine Compiler
+ *
+ * Compiles user-friendly ruleset definitions into normalized internal format.
+ * Handles alias resolution and percent string parsing.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.compileMonteCarloRuleSet = compileMonteCarloRuleSet;
+const core_1 = require("../../core");
+const types_1 = require("./types");
+// ========================================
+// Helper Functions
+// ========================================
+/**
+ * Parse percent string or return number as-is
+ * '50%' -> 0.50
+ * '5%' -> 0.05
+ * 0.5 -> 0.5
+ */
+function parsePercentOrNumber(value) {
+    if (typeof value === 'number') {
+        return value;
+    }
+    const str = value.trim();
+    if (str.endsWith('%')) {
+        const num = parseFloat(str.slice(0, -1));
+        return num / 100;
+    }
+    return parseFloat(str);
+}
+/**
+ * Compile input parameter (same as other engines)
+ */
+function compileInputParameter(input) {
+    const compiled = {
+        name: input.name,
+        type: input.type,
+        schema: input.shape ? (0, core_1.normalizeShape)(input.shape) : { type: 'object' }
+    };
+    if (input.where) {
+        compiled.where = (0, core_1.compileCondition)(input.where);
+    }
+    return compiled;
+}
+// ========================================
+// Variable Compilation
+// ========================================
+/**
+ * Determine distribution type from estimate alias
+ */
+function getDistributionType(estimate) {
+    switch (estimate) {
+        // Triangular aliases
+        case 'best-likely-worst':
+        case 'low-mid-high':
+        case 'min-expected-max':
+        case 'optimistic-realistic-pessimistic':
+            return 'triangular';
+        // Normal aliases
+        case 'typically-around':
+        case 'bell-curve':
+        case 'normal':
+            return 'normal';
+        // Uniform aliases
+        case 'anywhere-from':
+        case 'uniform':
+        case 'any-between':
+            return 'uniform';
+        // Discrete aliases
+        case 'one-of':
+        case 'weighted':
+        case 'choice':
+            return 'discrete';
+        default:
+            throw new Error(`Unknown estimate type: ${estimate}`);
+    }
+}
+/**
+ * Compile a triangular variable
+ */
+function compileTriangularVariable(variable) {
+    const v = variable;
+    // Resolve aliases to canonical min/mode/max
+    let min, mode, max;
+    if ('best' in v) {
+        min = parsePercentOrNumber(v.best);
+        mode = parsePercentOrNumber(v.likely);
+        max = parsePercentOrNumber(v.worst);
+    }
+    else if ('low' in v && 'mid' in v) {
+        min = parsePercentOrNumber(v.low);
+        mode = parsePercentOrNumber(v.mid);
+        max = parsePercentOrNumber(v.high);
+    }
+    else if ('min' in v && 'expected' in v) {
+        min = parsePercentOrNumber(v.min);
+        mode = parsePercentOrNumber(v.expected);
+        max = parsePercentOrNumber(v.max);
+    }
+    else if ('optimistic' in v) {
+        min = parsePercentOrNumber(v.optimistic);
+        mode = parsePercentOrNumber(v.realistic);
+        max = parsePercentOrNumber(v.pessimistic);
+    }
+    else {
+        throw new Error(`Invalid triangular variable: ${variable.name}`);
+    }
+    return {
+        name: variable.name,
+        distribution: 'triangular',
+        params: { min, mode, max }
+    };
+}
+/**
+ * Compile a normal variable
+ */
+function compileNormalVariable(variable) {
+    const v = variable;
+    // Resolve aliases to canonical mean/stdDev
+    const mean = parsePercentOrNumber(v.mean ?? v.value);
+    const stdDev = parsePercentOrNumber(v.stdDev ?? v.spread ?? v.varies);
+    if (mean === undefined || isNaN(mean)) {
+        throw new Error(`Normal variable '${variable.name}' requires mean or value`);
+    }
+    if (stdDev === undefined || isNaN(stdDev)) {
+        throw new Error(`Normal variable '${variable.name}' requires stdDev, spread, or varies`);
+    }
+    return {
+        name: variable.name,
+        distribution: 'normal',
+        params: { mean, stdDev }
+    };
+}
+/**
+ * Compile a uniform variable
+ */
+function compileUniformVariable(variable) {
+    const v = variable;
+    // Resolve aliases to canonical min/max
+    const min = parsePercentOrNumber(v.min ?? v.low);
+    const max = parsePercentOrNumber(v.max ?? v.high);
+    if (min === undefined || isNaN(min)) {
+        throw new Error(`Uniform variable '${variable.name}' requires min or low`);
+    }
+    if (max === undefined || isNaN(max)) {
+        throw new Error(`Uniform variable '${variable.name}' requires max or high`);
+    }
+    return {
+        name: variable.name,
+        distribution: 'uniform',
+        params: { min, max }
+    };
+}
+/**
+ * Compile a discrete variable
+ */
+function compileDiscreteVariable(variable) {
+    const v = variable;
+    if (!v.options || !Array.isArray(v.options)) {
+        throw new Error(`Discrete variable '${variable.name}' requires options array`);
+    }
+    // Default to equal weights if not specified
+    const weights = v.weights ?? v.options.map(() => 1 / v.options.length);
+    // Normalize weights to sum to 1
+    const totalWeight = weights.reduce((sum, w) => sum + w, 0);
+    const normalizedWeights = weights.map((w) => w / totalWeight);
+    return {
+        name: variable.name,
+        distribution: 'discrete',
+        params: {
+            options: v.options,
+            weights: normalizedWeights
+        }
+    };
+}
+/**
+ * Compile a single variable
+ */
+function compileVariable(variable) {
+    const distribution = getDistributionType(variable.estimate);
+    switch (distribution) {
+        case 'triangular':
+            return compileTriangularVariable(variable);
+        case 'normal':
+            return compileNormalVariable(variable);
+        case 'uniform':
+            return compileUniformVariable(variable);
+        case 'discrete':
+            return compileDiscreteVariable(variable);
+        default:
+            throw new Error(`Unknown distribution: ${distribution}`);
+    }
+}
+// ========================================
+// Formula to Function Compilation
+// ========================================
+/**
+ * Compile a formula expression into a JavaScript function for fast evaluation.
+ * This avoids the overhead of interpreted evaluation during simulation.
+ */
+function compileFormulaToFunction(formula) {
+    const code = generateFormulaCode(formula);
+    // Create function from generated code
+    // Using Function constructor for performance (eval alternative)
+    try {
+        return new Function('ctx', `return ${code};`);
+    }
+    catch (e) {
+        // Fall back to null if code generation fails
+        console.warn(`Failed to compile formula: ${code}`, e);
+        return null;
+    }
+}
+/**
+ * Generate JavaScript code from a formula expression
+ * Uses 'any' type to avoid complex type narrowing issues with Expression union type
+ */
+function generateFormulaCode(expr) {
+    // Handle primitive values
+    if (typeof expr === 'number') {
+        return String(expr);
+    }
+    if (typeof expr === 'string') {
+        // Variable reference: $varName or $input.field
+        if (expr.startsWith('$')) {
+            const path = expr.slice(1); // Remove $
+            return `(ctx["${path}"] ?? 0)`;
+        }
+        // String literal (shouldn't happen in formulas, but handle it)
+        return JSON.stringify(expr);
+    }
+    if (typeof expr === 'boolean') {
+        return expr ? '1' : '0';
+    }
+    // Handle array expressions (operators)
+    if (Array.isArray(expr)) {
+        const [operator, ...args] = expr;
+        switch (operator) {
+            // Arithmetic operators
+            case 'add':
+                if (args.length === 0)
+                    return '0';
+                return `(${args.map(generateFormulaCode).join(' + ')})`;
+            case 'subtract':
+                if (args.length === 0)
+                    return '0';
+                if (args.length === 1)
+                    return `(-${generateFormulaCode(args[0])})`;
+                return `(${args.map(generateFormulaCode).join(' - ')})`;
+            case 'multiply':
+                if (args.length === 0)
+                    return '1';
+                return `(${args.map(generateFormulaCode).join(' * ')})`;
+            case 'divide':
+                if (args.length < 2)
+                    return '0';
+                return `(${generateFormulaCode(args[0])} / (${generateFormulaCode(args[1])} || 1))`;
+            case 'power':
+            case 'pow':
+                if (args.length < 2)
+                    return '1';
+                return `Math.pow(${generateFormulaCode(args[0])}, ${generateFormulaCode(args[1])})`;
+            case 'sqrt':
+                return `Math.sqrt(${generateFormulaCode(args[0])})`;
+            case 'abs':
+                return `Math.abs(${generateFormulaCode(args[0])})`;
+            case 'min':
+                return `Math.min(${args.map(generateFormulaCode).join(', ')})`;
+            case 'max':
+                return `Math.max(${args.map(generateFormulaCode).join(', ')})`;
+            case 'floor':
+                return `Math.floor(${generateFormulaCode(args[0])})`;
+            case 'ceil':
+                return `Math.ceil(${generateFormulaCode(args[0])})`;
+            case 'round':
+                return `Math.round(${generateFormulaCode(args[0])})`;
+            case 'log':
+                return `Math.log(${generateFormulaCode(args[0])})`;
+            case 'exp':
+                return `Math.exp(${generateFormulaCode(args[0])})`;
+            // Comparison operators (return 1 or 0)
+            case 'greaterThan':
+                return `(${generateFormulaCode(args[0])} > ${generateFormulaCode(args[1])} ? 1 : 0)`;
+            case 'greaterThanOrEquals':
+                return `(${generateFormulaCode(args[0])} >= ${generateFormulaCode(args[1])} ? 1 : 0)`;
+            case 'lessThan':
+                return `(${generateFormulaCode(args[0])} < ${generateFormulaCode(args[1])} ? 1 : 0)`;
+            case 'lessThanOrEquals':
+                return `(${generateFormulaCode(args[0])} <= ${generateFormulaCode(args[1])} ? 1 : 0)`;
+            case 'equals':
+                return `(${generateFormulaCode(args[0])} === ${generateFormulaCode(args[1])} ? 1 : 0)`;
+            case 'notEquals':
+                return `(${generateFormulaCode(args[0])} !== ${generateFormulaCode(args[1])} ? 1 : 0)`;
+            // Logical operators
+            case 'and':
+                return `((${args.map(generateFormulaCode).join(' && ')}) ? 1 : 0)`;
+            case 'or':
+                return `((${args.map(generateFormulaCode).join(' || ')}) ? 1 : 0)`;
+            case 'not':
+                return `(${generateFormulaCode(args[0])} ? 0 : 1)`;
+            // Conditional
+            case 'if':
+                return `(${generateFormulaCode(args[0])} ? ${generateFormulaCode(args[1])} : ${generateFormulaCode(args[2] ?? 0)})`;
+            // Clamp
+            case 'clamp':
+                return `Math.min(Math.max(${generateFormulaCode(args[0])}, ${generateFormulaCode(args[1])}), ${generateFormulaCode(args[2])})`;
+            default:
+                // Unknown operator - return 0
+                console.warn(`Unknown formula operator: ${operator}`);
+                return '0';
+        }
+    }
+    // Unknown type
+    return '0';
+}
+// ========================================
+// Output Compilation
+// ========================================
+/**
+ * Compile an output definition
+ */
+function compileOutput(output) {
+    const compiledFormula = (0, core_1.compileCondition)(output.formula);
+    const evaluateFn = compileFormulaToFunction(output.formula);
+    return {
+        name: output.name,
+        formula: compiledFormula,
+        evaluate: evaluateFn || undefined
+    };
+}
+// ========================================
+// RuleSet Compilation
+// ========================================
+/**
+ * Resolve iterations from number, preset name, or default
+ */
+function resolveIterations(iterations, configIterations) {
+    // Try ruleset.iterations first
+    if (iterations !== undefined) {
+        if (typeof iterations === 'string') {
+            // Preset name: 'quick', 'standard', 'precise'
+            return types_1.ITERATION_PRESETS[iterations] ?? types_1.ITERATIONS_DEFAULT;
+        }
+        // Clamp numeric value to valid range
+        return Math.min(types_1.ITERATIONS_MAX, Math.max(types_1.ITERATIONS_MIN, iterations));
+    }
+    // Try config.iterations
+    if (configIterations !== undefined) {
+        return Math.min(types_1.ITERATIONS_MAX, Math.max(types_1.ITERATIONS_MIN, configIterations));
+    }
+    // Default
+    return types_1.ITERATIONS_DEFAULT;
+}
+/**
+ * Compile a Monte Carlo ruleset
+ */
+function compileMonteCarloRuleSet(ruleSet) {
+    const iterations = resolveIterations(ruleSet.iterations, ruleSet.config?.iterations);
+    const config = {
+        mode: 'monte-carlo',
+        iterations,
+        seed: ruleSet.config?.seed,
+        percentiles: ruleSet.config?.percentiles ?? [5, 10, 25, 50, 75, 90, 95],
+        includeSensitivity: ruleSet.config?.includeSensitivity ?? true // Default ON for key driver insights
+    };
+    return {
+        id: ruleSet.id,
+        name: ruleSet.name,
+        mode: 'monte-carlo',
+        schema: ruleSet.shape ? (0, core_1.normalizeShape)(ruleSet.shape) : { type: 'object' },
+        inputs: (ruleSet.inputs ?? []).map(compileInputParameter),
+        variables: ruleSet.variables.map(compileVariable),
+        outputs: ruleSet.outputs.map(compileOutput),
+        config
+    };
+}
+//# sourceMappingURL=compiler.js.map

package/dist/engines/monte-carlo/compiler.js.map

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package/dist/engines/monte-carlo/engine.d.ts

@@ -0,0 +1,62 @@
+/**
+ * Monte Carlo Engine
+ *
+ * Self-contained engine for Monte Carlo simulation.
+ * Implements IRuleEngine with strongly-typed ruleset, options, and result.
+ */
+import { IRuleEngine, WorkingMemory, Fact, FactInput, FactChange } from '../../core';
+import { CompiledMonteCarloRuleSet, MonteCarloOptions, MonteCarloResult } from './types';
+/**
+ * Monte Carlo simulation engine.
+ *
+ * Runs thousands of iterations with probabilistic inputs to generate
+ * statistical distributions of possible outcomes.
+ *
+ * @example
+ * ```typescript
+ * const engine = new MonteCarloEngine();
+ *
+ * // Add known facts
+ * engine.add({ type: 'Project', data: { hoursPerWeek: 40 } });
+ *
+ * // Run simulation
+ * const result = engine.simulate(compiledRules);
+ *
+ * console.log(`Mean cost: $${result.outputs.totalCost.mean}`);
+ * console.log(`90th percentile: $${result.outputs.totalCost.percentiles.p90}`);
+ * console.log(`Probability under budget: ${result.probability('totalCost < 300000')}`);
+ * ```
+ */
+export declare class MonteCarloEngine implements IRuleEngine<CompiledMonteCarloRuleSet, MonteCarloOptions, MonteCarloResult> {
+    private wm;
+    private strategy;
+    constructor(workingMemory?: WorkingMemory);
+    add(input: FactInput): Fact;
+    remove(factId: string): Fact | undefined;
+    update(input: FactInput): Fact;
+    get(factId: string): Fact | undefined;
+    getByType(type: string): Fact[];
+    getAll(): Fact[];
+    has(factId: string): boolean;
+    size(): number;
+    clear(): void;
+    getChanges(): FactChange[];
+    clearChanges(): void;
+    /**
+     * Execute Monte Carlo simulation.
+     *
+     * Runs the configured number of iterations, sampling from
+     * probabilistic variables and computing output formulas.
+     *
+     * @param ruleSet - Compiled Monte Carlo ruleset
+     * @param options - Runtime options (callbacks)
+     * @returns Result with statistics, sensitivity analysis, and probability queries
+     */
+    execute(ruleSet: CompiledMonteCarloRuleSet, options?: MonteCarloOptions): MonteCarloResult;
+    /**
+     * Alias for execute - more semantically clear for Monte Carlo
+     */
+    simulate(ruleSet: CompiledMonteCarloRuleSet, options?: MonteCarloOptions): MonteCarloResult;
+    getWorkingMemory(): WorkingMemory;
+}
+//# sourceMappingURL=engine.d.ts.map

package/dist/engines/monte-carlo/engine.d.ts.map

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package/dist/engines/monte-carlo/engine.js

@@ -0,0 +1,106 @@
+"use strict";
+/**
+ * Monte Carlo Engine
+ *
+ * Self-contained engine for Monte Carlo simulation.
+ * Implements IRuleEngine with strongly-typed ruleset, options, and result.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MonteCarloEngine = void 0;
+const core_1 = require("../../core");
+const strategy_1 = require("./strategy");
+/**
+ * Monte Carlo simulation engine.
+ *
+ * Runs thousands of iterations with probabilistic inputs to generate
+ * statistical distributions of possible outcomes.
+ *
+ * @example
+ * ```typescript
+ * const engine = new MonteCarloEngine();
+ *
+ * // Add known facts
+ * engine.add({ type: 'Project', data: { hoursPerWeek: 40 } });
+ *
+ * // Run simulation
+ * const result = engine.simulate(compiledRules);
+ *
+ * console.log(`Mean cost: $${result.outputs.totalCost.mean}`);
+ * console.log(`90th percentile: $${result.outputs.totalCost.percentiles.p90}`);
+ * console.log(`Probability under budget: ${result.probability('totalCost < 300000')}`);
+ * ```
+ */
+class MonteCarloEngine {
+    wm;
+    strategy;
+    constructor(workingMemory) {
+        this.wm = workingMemory ?? new core_1.WorkingMemory();
+        this.strategy = new strategy_1.MonteCarloStrategy();
+    }
+    // ========================================
+    // IWorkingMemory Implementation
+    // ========================================
+    add(input) {
+        return this.wm.add(input);
+    }
+    remove(factId) {
+        return this.wm.remove(factId);
+    }
+    update(input) {
+        return this.wm.update(input);
+    }
+    get(factId) {
+        return this.wm.get(factId);
+    }
+    getByType(type) {
+        return this.wm.getByType(type);
+    }
+    getAll() {
+        return this.wm.getAll();
+    }
+    has(factId) {
+        return this.wm.has(factId);
+    }
+    size() {
+        return this.wm.size();
+    }
+    clear() {
+        this.wm.clear();
+    }
+    getChanges() {
+        return this.wm.getChanges();
+    }
+    clearChanges() {
+        this.wm.clearChanges();
+    }
+    // ========================================
+    // IRuleEngine Implementation
+    // ========================================
+    /**
+     * Execute Monte Carlo simulation.
+     *
+     * Runs the configured number of iterations, sampling from
+     * probabilistic variables and computing output formulas.
+     *
+     * @param ruleSet - Compiled Monte Carlo ruleset
+     * @param options - Runtime options (callbacks)
+     * @returns Result with statistics, sensitivity analysis, and probability queries
+     */
+    execute(ruleSet, options = {}) {
+        return this.strategy.run(ruleSet, this.wm, options);
+    }
+    /**
+     * Alias for execute - more semantically clear for Monte Carlo
+     */
+    simulate(ruleSet, options = {}) {
+        return this.execute(ruleSet, options);
+    }
+    // ========================================
+    // Utility Methods
+    // ========================================
+    getWorkingMemory() {
+        return this.wm;
+    }
+}
+exports.MonteCarloEngine = MonteCarloEngine;
+//# sourceMappingURL=engine.js.map

package/dist/engines/monte-carlo/engine.js.map

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package/dist/engines/monte-carlo/index.d.ts

@@ -0,0 +1,12 @@
+/**
+ * Monte Carlo Engine
+ *
+ * Provides uncertainty quantification through random sampling.
+ * Run thousands of simulations with probabilistic inputs to get
+ * statistical distributions of possible outcomes.
+ */
+export { EstimateType, PercentOrNumber, TriangularVariable, NormalVariable, UniformVariable, DiscreteVariable, MonteCarloVariable, MonteCarloOutput, MonteCarloRuleSet, MonteCarloConfig, CompiledVariable, CompiledOutput, CompiledMonteCarloRuleSet, MonteCarloOptions, OutputStatistics, HistogramBin, SensitivityAnalysis, MonteCarloResult } from './types';
+export { compileMonteCarloRuleSet } from './compiler';
+export { MonteCarloStrategy, monteCarloStrategy } from './strategy';
+export { MonteCarloEngine } from './engine';
+//# sourceMappingURL=index.d.ts.map

package/dist/engines/monte-carlo/index.d.ts.map

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package/dist/engines/monte-carlo/index.js

@@ -0,0 +1,21 @@
+"use strict";
+/**
+ * Monte Carlo Engine
+ *
+ * Provides uncertainty quantification through random sampling.
+ * Run thousands of simulations with probabilistic inputs to get
+ * statistical distributions of possible outcomes.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MonteCarloEngine = exports.monteCarloStrategy = exports.MonteCarloStrategy = exports.compileMonteCarloRuleSet = void 0;
+// Compiler
+var compiler_1 = require("./compiler");
+Object.defineProperty(exports, "compileMonteCarloRuleSet", { enumerable: true, get: function () { return compiler_1.compileMonteCarloRuleSet; } });
+// Strategy
+var strategy_1 = require("./strategy");
+Object.defineProperty(exports, "MonteCarloStrategy", { enumerable: true, get: function () { return strategy_1.MonteCarloStrategy; } });
+Object.defineProperty(exports, "monteCarloStrategy", { enumerable: true, get: function () { return strategy_1.monteCarloStrategy; } });
+// Engine
+var engine_1 = require("./engine");
+Object.defineProperty(exports, "MonteCarloEngine", { enumerable: true, get: function () { return engine_1.MonteCarloEngine; } });
+//# sourceMappingURL=index.js.map

package/dist/engines/monte-carlo/index.js.map

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package/dist/engines/monte-carlo/sobol.d.ts

@@ -0,0 +1,39 @@
+/**
+ * Sobol Low-Discrepancy Sequence Generator (Optimized)
+ *
+ * Generates quasi-random numbers that fill the sample space more uniformly
+ * than pseudorandom numbers, leading to faster convergence in Monte Carlo
+ * simulations (O(log^d(n)/n) vs O(1/√n)).
+ *
+ * Implementation uses Gray code optimization for O(1) sequence generation.
+ * Supports up to 40 dimensions with standard direction numbers.
+ */
+/**
+ * Sobol sequence generator using Gray code optimization
+ */
+export declare class SobolSequence {
+    private dimensions;
+    private direction;
+    private x;
+    private count;
+    constructor(dimensions: number);
+    private initializeDirection;
+    next(dimension: number): number;
+    advance(): void;
+    nextVector(): number[];
+    reset(): void;
+    skip(n: number): void;
+    getCount(): number;
+}
+/**
+ * Create optimized QMC RNG using Sobol sequences
+ * Pre-generates values for each iteration to minimize overhead
+ *
+ * For dimensions > MAX_SOBOL_DIMENSIONS, falls back to pseudorandom
+ * for the extra dimensions (hybrid QMC/MC approach)
+ */
+export declare function createSobolRng(dimensions: number, seed?: number): {
+    next: () => number;
+    nextIteration: () => void;
+};
+//# sourceMappingURL=sobol.d.ts.map

package/dist/engines/monte-carlo/sobol.d.ts.map

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