@insiderfinance/totalfinance 0.1.0

package/LICENSE

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package/README.md

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+# TotalFinance
+
+> A TypeScript-native finance, quant, options, technical-analysis, and risk toolkit.
+> Browser-safe by default, serious enough for quants, pleasant enough for frontend developers,
+> and structured enough for MCP agents.
+
+TotalFinance aims to be the best TypeScript-native alternative to the combined practical surface area of
+QuantLib, TA-Lib, py_vollib, vectorbt, and modern options-flow dashboards — without leaving the
+JavaScript ecosystem.
+
+Start with the [public developer workbench](https://github.com/InsiderFinance/totalfinance/blob/main/site/README.md): task guides, runnable calculators,
+searchable API reference, and the agent handbook. Its source is checked in under `site/`;
+the preview instructions work from any checkout of this branch. Public hosting is not yet enabled.
+
+**Status: pre-release, not yet published to npm.** The first release has **two packages**:
+`@insiderfinance/totalfinance@0.1.0` includes every domain, workflows, CLI and HTTP;
+`@insiderfinance/totalfinance-mcp@0.1.0` is the optional MCP server. The main package has no runtime
+dependencies; MCP depends on the exact main version and the MCP SDK. Calculations run locally;
+paper execution requires explicit capabilities and is not live trading.
+
+The planned first release is `0.1.0`: pre-1.0 software, not a 1.0 stability guarantee.
+[`STABILITY.md`](https://github.com/InsiderFinance/totalfinance/blob/main/STABILITY.md) explains each surface's guarantees. Until publication, use the
+[source-checkout instructions](#develop); npm install commands below describe the forthcoming
+published experience. This repository is the canonical source home. What's inside:
+
+- **Options & volatility** — option pricing (Black–Scholes–Merton, Black-76, Bachelier) with first-
+  and higher-order Greeks and a multi-method implied-vol suite; American/exotic engines
+  (Barone–Adesi–Whaley, Bjerksund–Stensland 1993 & 2002, binomial CRR/JR/Tian/Leisen–Reimer,
+  trinomial, Crank–Nicolson) with discrete dividends and an engine-comparison API;
+  **stochastic-volatility models** (Heston via COS + Andersen-QE Monte-Carlo, SABR Hagan asymptotics,
+  Dupire local volatility) and a seeded Monte-Carlo/QMC path-pricing engine with barrier/Asian/lookback
+  exotics — every model cross-validated analytic↔simulation; **implied-vol surfaces** with SVI/SABR
+  calibration, static (calendar/butterfly) arbitrage checks, skew/smile metrics and event vol.
+- **Market structure & technical analysis** — **options market structure**
+  (GEX/DEX/vega/vanna/charm/theta/vomma/speed/color exposure, walls incl. 0DTE/weekly/monthly OPEX,
+  max pain, net-drift, scenario maps, options flow with 0DTE & call-put premium); a **full
+  technical-analysis suite** (300+ indicators across moving averages, momentum, trend, volatility,
+  volume, Hilbert-transform cycles and statistics; the complete TA-Lib candlestick catalog with `CDL*`
+  aliases plus an adaptive TA-Lib candle engine; Renko/Kagi/P&F/Line-Break and range/tick/volume/dollar
+  bars; **trade/quote-level microstructure** — aggressor CVD, tick volume profile, order-book imbalance,
+  footprint bars; price-action utilities; a feature pipeline, signal DSL and indicator registry — every
+  indicator both batch and serializable-streaming, **certified against the TA-Lib C reference, pandas-ta
+  and tulipy** via committed golden vectors plus closed-form correctness oracles (**~98%** of the
+  ~216-name pandas-ta-classic catalog is numerically proven, the rest a tracked 4-name allowlist), with
+  opt-in `talib: true` modes for exact TA-Lib reproduction).
+- **Risk, backtesting & strategy** — performance metrics; **risk & portfolio analytics** (VaR/CVaR
+  parametric·historical·Monte-Carlo, marginal/component VaR, stress & scenario testing, factor/PCA
+  exposure, optimization — min-variance, max-Sharpe, mean-variance, risk parity, HRP, Kelly — and
+  **research hygiene**: deflated/probabilistic Sharpe, multiple-testing correction, purged/embargoed
+  cross-validation); an options strategy/payoff calculator; **a backtesting suite** (a vectorized
+  research engine and an event-driven execution simulator with a broker, order types,
+  costs/slippage/borrow, walk-forward and tear sheets — every run carrying implementation-risk
+  diagnostics that surface its hidden fill, cost, look-ahead and survivorship assumptions).
+- **Foundations & integration** — a serious numerical foundation (solvers, optimizers, interpolation,
+  linear algebra, integration, Monte Carlo, low-discrepancy sequences, the bivariate normal); exchange
+  calendars; **fixed income** (bonds + analytics, yield curves and bootstrapping, rates derivatives,
+  short-rate models, and credit/CDS); and a read-only MCP server that wraps the same engines.
+
+All of it sits on the proven four-role public architecture—facade, analysis, artifact, and expert
+kernel—with the `.explain()` companion, assumptions/diagnostics envelope, zero-dependency schema
+facade with JSON-Schema export, and enforced bundle-size discipline. The **full suite passes** under `pnpm run ci` — including TA-Lib /
+pandas-ta / tulipy golden-vector parity, closed-form oracles, a degenerate-OHLC robustness matrix, and
+registry-wide batch≡stream + serialization property tests.
+
+## Install
+
+Everything under one install: use the `@insiderfinance/totalfinance` umbrella, then import named functions from its
+domain subpaths for portable browser tree shaking:
+
+```sh
+pnpm add @insiderfinance/totalfinance@0.1.0
+```
+
+```ts
+import { blackScholes } from '@insiderfinance/totalfinance/options';
+import { valueAtRisk } from '@insiderfinance/totalfinance/risk';
+import { rsi } from '@insiderfinance/totalfinance/technical-analysis';
+
+blackScholes.call({
+  spot: 100,
+  strike: 105,
+  timeToExpiryYears: 30 / 365,
+  riskFreeRate: 0.045,
+  volatility: 0.22,
+}); // => 0.8983...
+rsi([
+  44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.1, 45.42, 45.84, 46.08, 45.89, 46.03, 45.61, 46.28,
+  46.28, 46.0, 46.03, 46.41, 46.22, 45.64,
+]).at(-1); // => 57.92 — RSI-14 needs 15+ closes (fewer is an all-NaN warmup)
+valueAtRisk([0.01, -0.02, 0.015, -0.005, 0.008]);
+```
+
+The root still exposes every domain as a namespace and hoists only five flagship option gestures:
+`blackScholes`, `option`, `market`, `engines`, `impliedVolatility`. Namespace convenience such as
+`import { math } from '@insiderfinance/totalfinance'` followed by `math.normalCdf(0)` has a bundler tradeoff:
+esbuild retains the whole math namespace ([issue #1420](https://github.com/evanw/esbuild/issues/1420));
+Rollup shakes this static use. Direct `import * as math from '@insiderfinance/totalfinance/math'` with static member
+use also shakes; dynamic namespace access and registries retain the implementations they can reach.
+
+**Runtime contract:** ESM-only, Node ≥ 22.13.0 (the supported LTS lines). `require()` works via
+Node's `require(ESM)` interop — unflagged since 22.12.0, warning-free since 22.13.0 — through the
+`default` export condition; there is no separate CommonJS build. Both paths (plus TypeScript
+`nodenext` and `bundler` resolution) are verified in CI against the **packed tarballs**, not the
+workspace.
+
+Add the optional MCP server when an agent needs it (after publication):
+
+```sh
+pnpm add @insiderfinance/totalfinance-mcp@0.1.0
+```
+
+Named imports from `@insiderfinance/totalfinance/<domain>` and supported feature subpaths work too. Installation
+size is not final bundle size: a bundler can remove unused code, while plain Node ESM performs no
+automatic dead-code elimination. Facades include validation and `.explain()` services; indicators
+also carry streaming support, not just a bare formula. Type-only imports add no runtime code.
+See [Imports and bundles](https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/imports-and-bundles.md) for examples and measured budgets.
+
+## One line
+
+```ts
+import { blackScholes } from '@insiderfinance/totalfinance/options';
+
+blackScholes.call({
+  spot: 100,
+  strike: 105,
+  timeToExpiryYears: 30 / 365,
+  riskFreeRate: 0.045,
+  volatility: 0.22,
+});
+// => 0.8983...
+```
+
+## When you need the assumptions
+
+```ts
+const explained = blackScholes.call.explain({
+  spot: 100,
+  strike: 105,
+  timeToExpiryYears: 30 / 365,
+  riskFreeRate: 0.045,
+  volatility: 0.22,
+});
+
+explained.value; // the price
+explained.assumptions; // day count, compounding, greek units, model, conventions version
+explained.diagnostics; // engine, method, warnings, timing
+```
+
+## Professional control
+
+```ts
+import { option, market, engines } from '@insiderfinance/totalfinance/options';
+
+// The instrument builder encodes the US listed convention: AMERICAN exercise, date-only
+// expiries resolve to the 16:00 ET close, multiplier 100 — no silent style default.
+const contract = option.usEquityCall({ underlying: 'AAPL', strike: 100, expiry: '2026-09-18' });
+const mkt = market({
+  spot: 96.5,
+  riskFreeRate: 0.045,
+  dividendYield: 0.012,
+  volatility: 0.28,
+  asOf: 1781827200000,
+});
+
+// engines.auto() routes the American contract to the right engine and says why in diagnostics.
+const result = option.price({ contract: contract, market: mkt, engine: engines.auto() });
+result.value;
+result.greeks.delta;
+result.assumptions;
+result.diagnostics;
+```
+
+## MCP quickstart
+
+`@insiderfinance/totalfinance-mcp` exposes the same engines to AI agents over the Model Context Protocol — 23
+read-only tools (option pricing/Greeks/IV, strategy analysis, vol surfaces and expected move,
+GEX/flow, any of the 335 TA indicators, performance, VaR, portfolio optimization, calendars,
+crypto funding/carry, bond analytics).
+The checked-in `0.1.0` package is an unpublished pre-1.0 release candidate. From a checkout with dependencies installed,
+build and run the local binary (Node ≥22.13); no npm publication is implied:
+
+```sh
+pnpm build
+node distribution/mcp/dist/bin.js doctor
+node distribution/mcp/dist/bin.js
+```
+
+**Claude Desktop** — add to `claude_desktop_config.json`:
+
+```json
+{
+  "mcpServers": {
+    "@insiderfinance/totalfinance": {
+      "command": "node",
+      "args": ["/absolute/path/to/totalfinance/distribution/mcp/dist/bin.js"]
+    }
+  }
+}
+```
+
+**Claude Code**:
+
+```sh
+claude mcp add totalfinance -- node /absolute/path/to/totalfinance/distribution/mcp/dist/bin.js
+```
+
+**Cursor** — add to `.cursor/mcp.json` (project) or `~/.cursor/mcp.json` (global):
+
+```json
+{
+  "mcpServers": {
+    "@insiderfinance/totalfinance": {
+      "command": "node",
+      "args": ["/absolute/path/to/totalfinance/distribution/mcp/dist/bin.js"]
+    }
+  }
+}
+```
+
+Add `--profile` plus one of `default`, `options`, `research`, `strategies`, `portfolio`, `valuation`,
+`backtesting`, `scenarios`, or `full` to the binary arguments. `--packs a,b` narrows that profile
+exactly; profiles never grant writes. Omitting jobs keeps the default at 23 tools.
+
+For explicit local worker jobs, append `--profile backtesting --store /absolute/path/to/store --jobs`.
+This adds typed `totalfinance.job.submit`, `totalfinance.job.status`, `totalfinance.job.result`, and
+`totalfinance.job.cancel` controls with lifecycle/stage progress and fetch-later resource URIs.
+Existing job-class calls await workers asynchronously and retain their financial schemas; other cost
+classes remain inline. No experimental MCP tasks are required. `--store` alone adds no job tools;
+`--store-read-only` attaches only an artifact reader and cannot be combined with `--jobs`.
+
+Read `totalfinance://capabilities` for effective filters, held/required grants, actual read/write stores,
+budgets, and jobs, and `totalfinance://profiles` for registry-derived descriptions. `doctor` reports the
+same validated configuration. Grants are an exact server-owned `--capability` selection, not tool
+arguments or implied live-order permission. Prompts mention only available tools and request missing
+inputs rather than inventing market data.
+
+Tool/resource lists are bounded by `--page-size` (1–100, default 100); follow `nextCursor` until absent.
+Malformed, stale, cross-catalog, or cross-server cursors are JSON-RPC `InvalidParams`; restart listing.
+The raw UTF-8 input cap defaults to 65,536 bytes and can be raised to 16,777,216 with
+`--max-input-bytes`. `--seed` defaults to 0 for stochastic calls; `--deadline-ms` is an optional
+positive millisecond budget, not a hard preemption guarantee. Errors carry machine-readable
+`OperationError` JSON in text content with no success `structuredContent`; unknown/filtered tool,
+resource, and prompt names are protocol errors.
+
+See the [MCP guide](https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/mcp.md) for exact profile packs, all registered operations, schemas,
+permissions, cancellation, error codes, and SDK-only limitations. After an actual npm release,
+install or launch the exact published version; do not treat these local examples as release evidence.
+
+## Design laws
+
+TotalFinance is governed by non-negotiable design laws (see the [docs](https://github.com/InsiderFinance/totalfinance/blob/main/docs/README.md) — in
+particular [assumptions & conventions](https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/assumptions.md), [the `.explain()`
+envelope](https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/envelope.md), and [errors & diagnostics](https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/errors.md)):
+
+1. **One result grammar per public role** — facades return plain values with `.explain()`;
+   analyses return rich results directly; artifacts are immutable reusable objects; direct kernels
+   live on expert subpaths and use named objects whenever financial scalars could be confused.
+2. **Plain numerics** — public values are `number`, never wrapped-number DSLs.
+3. **No hidden finance conventions** — pro results echo every applied convention; facades expose
+   `.explain()`.
+4. **No silent degradation** — solvers never return a guessed value after non-convergence; facades
+   throw typed errors, pro APIs report `converged: false`.
+5. **Pure calculation packages** — no I/O, env, network, filesystem, or system clock. `asOf` is
+   injected.
+6. **Bring your own data** — compute packages never fetch; no API keys in browser-safe packages.
+7. **Batch and stream are first-class.**
+8. **Fluent chains are lazy.**
+9. **Tree-shakeable by construction** — ESM-first, `sideEffects: false`, with deep per-feature
+   entrypoints for the hot paths (e.g. `@insiderfinance/totalfinance/options/black-scholes`, `@insiderfinance/totalfinance/math/normal`,
+   `@insiderfinance/totalfinance/math/solvers`, `@insiderfinance/totalfinance/performance/sharpe`, `@insiderfinance/totalfinance/technical-analysis/rsi`).
+10. **Correctness before speed** — pure-TS reference kernels ship first; a fast wrong answer is a
+    release blocker.
+11. **Developer experience is a product feature.**
+
+## Public packages and entry points
+
+Install only the main package and, optionally, MCP. All domain paths below are subpath imports of
+the main package, not separately installable npm packages. Source workspaces under `packages/`
+are private implementation details. Browser root/domain imports exclude Node-only transports and MCP.
+
+| Package                                           | Responsibility                                                                                                                                                                                                                                                                                                                                                                                                                                       |
+| ------------------------------------------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
+| `@insiderfinance/totalfinance`                    | umbrella package: one install, namespace re-exports of the whole toolkit below                                                                                                                                                                                                                                                                                                                                                                       |
+| `@insiderfinance/totalfinance/core`               | types, conventions, errors, diagnostics, assumptions, schema facade                                                                                                                                                                                                                                                                                                                                                                                  |
+| `@insiderfinance/totalfinance/math`               | distributions, solvers, optimizers, interpolation, linalg, integration, statistics, monteCarlo                                                                                                                                                                                                                                                                                                                                                       |
+| `@insiderfinance/totalfinance/calendars`          | rules-based exchange calendars (NYSE, CBOE, crypto)                                                                                                                                                                                                                                                                                                                                                                                                  |
+| `@insiderfinance/totalfinance/crypto`             | perpetual funding, futures basis/carry curves, inverse futures, and coin-delta hedging                                                                                                                                                                                                                                                                                                                                                               |
+| `@insiderfinance/totalfinance/options`            | pricing engines (BSM/Black-76/Bachelier, American, Monte-Carlo/QMC), Heston/SABR/local-vol, barrier/Asian/lookback exotics, Greeks, IV                                                                                                                                                                                                                                                                                                               |
+| `@insiderfinance/totalfinance/volatility`         | implied-vol surfaces (raw/interpolated/smoothed + SVI/SABR/Heston calibration, moneyness/delta axes), static arbitrage checks, skew/smile + term structure, IV rank/percentile, event vol (variance risk premium, earnings decomposition), risk-neutral probability (Breeden–Litzenberger), volatility cone, variance-swap fair vol                                                                                                                  |
+| `@insiderfinance/totalfinance/structure`          | dealer-positioning exposure (GEX/DEX/vega/vanna/charm/theta/vomma/speed/color), levels (zero-gamma, call/put + vanna/charm + 0DTE/weekly/monthly-OPEX walls, max pain, pin risk), net-drift, scenario maps, options flow (aggressor/sweep/block/spread, 0DTE, call-put premium)                                                                                                                                                                      |
+| `@insiderfinance/totalfinance/technical-analysis` | technical-analysis indicators, batch + serializable streaming                                                                                                                                                                                                                                                                                                                                                                                        |
+| `@insiderfinance/totalfinance/performance`        | returns, Sharpe/Sortino/Calmar/Omega/Treynor, benchmark-relative (alpha/beta/info ratio/tracking error), drawdowns, hit rate/profit factor/expectancy, turnover/exposure, rolling metrics                                                                                                                                                                                                                                                            |
+| `@insiderfinance/totalfinance/risk`               | VaR/CVaR, portfolio risk decomposition, concentration/liquidity/margin, stress/scenarios, factor/PCA, beta-weighted delta, optimization (min-var/max-Sharpe/risk-parity/HRP/Kelly/Black-Litterman/CVaR + sector/turnover/cost constraints), research hygiene                                                                                                                                                                                         |
+| `@insiderfinance/totalfinance/strategy`           | options strategy/payoff calculator (legs, breakevens, max P/L, Greeks, probability of profit, expected value, risk/reward, probability of touch, scenario table)                                                                                                                                                                                                                                                                                     |
+| `@insiderfinance/totalfinance/backtest`           | vectorized research engine + event-driven execution simulator (broker, order types, costs/slippage/borrow), walk-forward, tear sheets, implementation-risk diagnostics                                                                                                                                                                                                                                                                               |
+| `@insiderfinance/totalfinance/fixed-income`       | bonds (fixed/zero/FRN/amortizing/inflation) + analytics (clean/dirty/accrued, YTM/YTC, Macaulay/modified/effective/key-rate duration, convexity, DV01/PV01), yield curves + bootstrapping (deposits/FRAs/futures/OIS/swaps), rates derivatives (FRA/swap/swaption/cap/floor via Black & Bachelier), short-rate models (Vasicek/CIR/Hull-White + HW/Black-Karasinski tree), credit (survival/hazard curves, CDS pricing, hazard bootstrap, CDS basis) |
+| `@insiderfinance/totalfinance/fundamentals`       | TotalFinance typed fundamentals: the point-in-time FundamentalPeriod contract, availability rule, and raw data-edge record. Browser-safe                                                                                                                                                                                                                                                                                                             |
+| `@insiderfinance/totalfinance/valuation`          | TotalFinance valuation: time-value-of-money, NPV/IRR/MIRR cash-flow solvers, loans and amortization, capital budgeting and depreciation. Browser-safe                                                                                                                                                                                                                                                                                                |
+| `@insiderfinance/totalfinance/research`           | Point-in-time research primitives: universe screening, cross-sectional style factors, and event studies                                                                                                                                                                                                                                                                                                                                              |
+| `@insiderfinance/totalfinance/foreign-exchange`   | Foreign-exchange foundations: pairs, conversion, forwards, parity, and currency exposure                                                                                                                                                                                                                                                                                                                                                             |
+| `@insiderfinance/totalfinance/commodities`        | Commodity carry and term structure: cost-of-carry forwards, implied carry inputs, roll yield, and curve analytics                                                                                                                                                                                                                                                                                                                                    |
+| `@insiderfinance/totalfinance/portfolio`          | Durable portfolio management: the immutable economic-event ledger, pure event reduction, lots and multi-currency cash, valuation snapshots, and flow-aware performance inputs                                                                                                                                                                                                                                                                        |
+| `@insiderfinance/totalfinance/scenarios`          | Cross-domain scenario analysis with explicit targets, shared market state, full revaluation, Taylor attribution, reporting-currency aggregation, and durable replay                                                                                                                                                                                                                                                                                  |
+| `@insiderfinance/totalfinance/workflows`          | TotalFinance workflows: the protocol-neutral operation registry — one operation definition drives the SDK-facing runtime, the CLI, OpenAPI, and MCP. Read-only, provider-free, browser-safe                                                                                                                                                                                                                                                          |
+| `@insiderfinance/totalfinance/cli`                | TotalFinance local operations: file-backed artifact and job stores and the worker-terminated job runner behind the `@insiderfinance/totalfinance` command line                                                                                                                                                                                                                                                                                       |
+| `@insiderfinance/totalfinance/http`               | TotalFinance local HTTP server: a loopback, read-only transport over the operation registry, with its OpenAPI 3.1 document generated from the same definitions                                                                                                                                                                                                                                                                                       |
+| `@insiderfinance/totalfinance-mcp`                | read-only MCP server wrapping the same engines                                                                                                                                                                                                                                                                                                                                                                                                       |
+
+(Later phases add `data` and adapters.)
+
+## Develop
+
+```sh
+git clone https://github.com/InsiderFinance/totalfinance.git
+cd totalfinance
+nvm use         # optional if the pinned Node version is already active
+corepack enable
+pnpm install --frozen-lockfile
+pnpm typecheck   # whole-repo type check against source
+pnpm test        # unit, golden, property, and bundle-size tests
+pnpm lint        # ESLint with package-boundary + purity rules
+pnpm build       # composite build to dist/ for publishing
+pnpm api:check   # public API report drift check
+pnpm site:dev   # local docs and playgrounds at http://127.0.0.1:4173
+```
+
+Contributions follow [`CONTRIBUTING.md`](https://github.com/InsiderFinance/totalfinance/blob/main/CONTRIBUTING.md) (spec first, the laws, the landing standard);
+the promise each surface makes is in [`STABILITY.md`](https://github.com/InsiderFinance/totalfinance/blob/main/STABILITY.md); report vulnerabilities per
+[`SECURITY.md`](https://github.com/InsiderFinance/totalfinance/blob/main/SECURITY.md); the community standard is [`CODE_OF_CONDUCT.md`](https://github.com/InsiderFinance/totalfinance/blob/main/CODE_OF_CONDUCT.md).
+
+## Disclaimer
+
+TotalFinance is analytics software, **not financial advice**. Outputs that estimate dealer positioning,
+opening/closing trades, unusual activity, or flow classification are labeled as estimates. The
+default MCP server is read-only and places no trades.
+
+## License
+
+[Apache-2.0](https://github.com/InsiderFinance/totalfinance/blob/main/LICENSE)

package/STABILITY.md

@@ -0,0 +1,23 @@
+# Stability
+
+TotalFinance `0.1.0` is **pre-1.0 software**, not a 1.0 stability guarantee. Two public packages
+move together: `@insiderfinance/totalfinance` and optional `@insiderfinance/totalfinance-mcp`.
+This file ships in both artifacts. A local build or version number is not evidence of npm publication.
+
+The main package contains components with different maturity. Combining them into one install
+does not promote preview transports or workflows to production-ready status.
+
+| Tier              | What it covers                                                                                                         | The promise                                                                                                                                                                                |
+| ----------------- | ---------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
+| **stable-by-law** | Domain calculations and the root's calculation namespaces                                                              | Public-API laws, typed errors, explicit units, validation and generated-contract gates apply. This is contract conformance, not a guarantee that names or shapes cannot change before 1.0. |
+| **preview**       | `@insiderfinance/totalfinance/workflows` (including `/local`), `/cli`, `/http`, and `@insiderfinance/totalfinance-mcp` | Wire IDs, schemas, exit/status codes and error documents are versioned contracts. Changes require release notes and a changeset; they are never silent.                                    |
+| **experimental**  | Exports explicitly tagged `@experimental` in their API reports                                                         | May change or disappear without a deprecation cycle. Inspect the generated API reports for the current list.                                                                               |
+
+Result envelopes preserve their `assumptions` and `diagnostics`; facade calls expose them through
+`.explain()`. Refusals are typed `QuantError`s with registered codes. Calculations use only
+caller-supplied data. No component grants brokerage access or live-trading authority.
+
+The 25 source workspaces are private build inputs, not separately installable npm products.
+Browser root/domain imports do not load Node-only transports or MCP. See `SECURITY.md` for
+private reporting and the release changelog for changes. The public semantic-versioning
+stability promise begins at 1.0, not at this first release.

package/modules/backtest/dist/artifacts.d.ts

@@ -0,0 +1,23 @@
+/**
+ * `@insiderfinance/totalfinance/backtest/artifacts` — Stage 4.6's reproducible run artifacts (spec
+ * `docs/specs/portfolio-scale-backtesting.md`, Decision 8): a `crossSectionalBacktest` or
+ * `crossSectionalBacktestGrid` result saved as an identified, immutable `AnalysisArtifact` with its
+ * request (bulk row sets embedded or referenced by table handle, models by description), its run
+ * hash, and the FC8 identity list; read back, replayed to a hash, and compared run to run.
+ *
+ * A subpath on purpose (never the package root, never the umbrella): a bundle that only backtests
+ * must not pay for serialization.
+ *
+ * ```ts
+ * import { crossSectionalBacktest } from '@insiderfinance/totalfinance/backtest';
+ * import { backtestRunArtifact, readBacktestRun, replayBacktestRun } from '@insiderfinance/totalfinance/backtest/artifacts';
+ *
+ * const run = crossSectionalBacktest(request);
+ * const artifact = backtestRunArtifact({ kind: 'cross-sectional', run, input: request, referenceRowSets: ['dataset.returns'] });
+ * const { report } = readBacktestRun({ artifact });
+ * replayBacktestRun({ artifact, referencedData: { 'dataset.returns': request.dataset.returns } }).matches; // true
+ * ```
+ */
+export { BACKTEST_RUN_ARTIFACT_TYPE, BACKTEST_RUN_KINDS, BACKTEST_RUN_KIND_LIST, BACKTEST_RUN_LIMITS, backtestRunArtifact, compareBacktestRuns, readBacktestRun, replayBacktestRun, } from './run-artifacts.js';
+export type { BacktestHygieneBlock, BacktestRunArtifactInput, BacktestRunArtifactLimits, BacktestRunComparison, BacktestRunIdentity, BacktestRunInputs, BacktestRunKind, BacktestRunKindDescriptor, BacktestRunReplay, BacktestRunReport, BacktestRunResults, IdListSection, InputOf, MembershipSection, NamedDelta, ReadBacktestRunResult, RebalanceDelta, RecordedModels, ReplayModels, RunOf, VariationDelta, } from './run-artifacts.js';
+//# sourceMappingURL=artifacts.d.ts.map

package/modules/backtest/dist/artifacts.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"artifacts.d.ts","sourceRoot":"","sources":["../src/artifacts.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;GAmBG;AAEH,OAAO,EACL,0BAA0B,EAC1B,kBAAkB,EAClB,sBAAsB,EACtB,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,eAAe,EACf,iBAAiB,GAClB,MAAM,oBAAoB,CAAC;AAC5B,YAAY,EACV,oBAAoB,EACpB,wBAAwB,EACxB,yBAAyB,EACzB,qBAAqB,EACrB,mBAAmB,EACnB,iBAAiB,EACjB,eAAe,EACf,yBAAyB,EACzB,iBAAiB,EACjB,iBAAiB,EACjB,kBAAkB,EAClB,aAAa,EACb,OAAO,EACP,iBAAiB,EACjB,UAAU,EACV,qBAAqB,EACrB,cAAc,EACd,cAAc,EACd,YAAY,EACZ,KAAK,EACL,cAAc,GACf,MAAM,oBAAoB,CAAC"}

package/modules/backtest/dist/artifacts.js

@@ -0,0 +1,22 @@
+/**
+ * `@insiderfinance/totalfinance/backtest/artifacts` — Stage 4.6's reproducible run artifacts (spec
+ * `docs/specs/portfolio-scale-backtesting.md`, Decision 8): a `crossSectionalBacktest` or
+ * `crossSectionalBacktestGrid` result saved as an identified, immutable `AnalysisArtifact` with its
+ * request (bulk row sets embedded or referenced by table handle, models by description), its run
+ * hash, and the FC8 identity list; read back, replayed to a hash, and compared run to run.
+ *
+ * A subpath on purpose (never the package root, never the umbrella): a bundle that only backtests
+ * must not pay for serialization.
+ *
+ * ```ts
+ * import { crossSectionalBacktest } from '@insiderfinance/totalfinance/backtest';
+ * import { backtestRunArtifact, readBacktestRun, replayBacktestRun } from '@insiderfinance/totalfinance/backtest/artifacts';
+ *
+ * const run = crossSectionalBacktest(request);
+ * const artifact = backtestRunArtifact({ kind: 'cross-sectional', run, input: request, referenceRowSets: ['dataset.returns'] });
+ * const { report } = readBacktestRun({ artifact });
+ * replayBacktestRun({ artifact, referencedData: { 'dataset.returns': request.dataset.returns } }).matches; // true
+ * ```
+ */
+export { BACKTEST_RUN_ARTIFACT_TYPE, BACKTEST_RUN_KINDS, BACKTEST_RUN_KIND_LIST, BACKTEST_RUN_LIMITS, backtestRunArtifact, compareBacktestRuns, readBacktestRun, replayBacktestRun, } from './run-artifacts.js';
+//# sourceMappingURL=artifacts.js.map

package/modules/backtest/dist/artifacts.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"artifacts.js","sourceRoot":"","sources":["../src/artifacts.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;GAmBG;AAEH,OAAO,EACL,0BAA0B,EAC1B,kBAAkB,EAClB,sBAAsB,EACtB,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,eAAe,EACf,iBAAiB,GAClB,MAAM,oBAAoB,CAAC"}