@insiderfinance/totalfinance 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.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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return `${String(d.getUTCFullYear()).padStart(4, '0')}-${pad(d.getUTCMonth() + 1)}-${pad(d.getUTCDate())}`;
|
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26
|
+
}
|
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27
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+
/**
|
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28
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+
* A `Date` probe at UTC midnight built via `setUTCFullYear`, so years 0000–0099 stay literal —
|
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29
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+
* `Date.UTC` would remap them into 1900–1999 (the legacy two-digit convention) and silently
|
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30
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+
* corrupt day-of-week and month-length reads for ancient dates.
|
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+
*/
|
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32
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+
function utcProbe(year, monthIndex, day) {
|
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33
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const d = new Date(0);
|
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34
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+
d.setUTCFullYear(year, monthIndex, day);
|
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35
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return d;
|
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36
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+
}
|
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37
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+
/** Day of week for an ISO date. */
|
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38
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export function dayOfWeek(date) {
|
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39
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+
return new Date(isoDateToEpochMs(date)).getUTCDay();
|
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+
}
|
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41
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+
/** Add `n` calendar days to an ISO date. */
|
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export function addDays(date, days) {
|
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return formatEpoch(isoDateToEpochMs(date) + days * MS_PER_DAY);
|
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+
}
|
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45
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+
/** Compose an ISO date from components. */
|
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46
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+
export function ymd(year, month, day) {
|
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+
return `${year}-${pad(month)}-${pad(day)}`;
|
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48
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+
}
|
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49
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+
// ---- holiday-rule generators ----
|
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50
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+
/**
|
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51
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* The `occurrence`-th (1-based) `weekday` of a month, e.g. 3rd Monday of January. Returns `null`
|
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52
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* when the month has no such occurrence (e.g. a 5th Friday in a 4-Friday February) — the same
|
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53
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* "not observed" channel {@link HolidayRule} already speaks — rather than fabricating an
|
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54
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* impossible date like `2026-02-34`.
|
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55
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+
*/
|
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56
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export function nthWeekdayOfMonth(year, month, weekday, occurrence) {
|
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|
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if (!Number.isSafeInteger(occurrence) || occurrence < 1) {
|
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throw new InputError(`nthWeekdayOfMonth: occurrence must be an integer >= 1 (1st, 2nd, 3rd, …). Received ${String(occurrence)}.`, { code: ErrorCode.InputOutOfRange, context: { field: 'occurrence', value: occurrence } });
|
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}
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const firstDow = utcProbe(year, month - 1, 1).getUTCDay();
|
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61
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const day = 1 + ((weekday - firstDow + 7) % 7) + (occurrence - 1) * 7;
|
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62
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// Day 0 of the NEXT month is the last day of this one.
|
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63
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const daysInMonth = utcProbe(year, month, 0).getUTCDate();
|
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64
|
+
if (day > daysInMonth)
|
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65
|
+
return null;
|
|
66
|
+
return ymd(year, month, day);
|
|
67
|
+
}
|
|
68
|
+
/** The last `weekday` of a month, e.g. last Monday of May. */
|
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69
|
+
export function lastWeekdayOfMonth(year, month, weekday) {
|
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70
|
+
const lastDay = utcProbe(year, month, 0).getUTCDate();
|
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71
|
+
const lastDow = utcProbe(year, month - 1, lastDay).getUTCDay();
|
|
72
|
+
const day = lastDay - ((lastDow - weekday + 7) % 7);
|
|
73
|
+
return ymd(year, month, day);
|
|
74
|
+
}
|
|
75
|
+
/** Apply the US observance rule: Saturday → preceding Friday, Sunday → following Monday. */
|
|
76
|
+
export function observedHoliday(year, month, day) {
|
|
77
|
+
const dow = utcProbe(year, month - 1, day).getUTCDay();
|
|
78
|
+
if (dow === 6)
|
|
79
|
+
return addDays(ymd(year, month, day), -1);
|
|
80
|
+
if (dow === 0)
|
|
81
|
+
return addDays(ymd(year, month, day), 1);
|
|
82
|
+
return ymd(year, month, day);
|
|
83
|
+
}
|
|
84
|
+
/** Easter Sunday via the Anonymous Gregorian algorithm (Computus). */
|
|
85
|
+
export function easterSunday(year) {
|
|
86
|
+
const a = year % 19;
|
|
87
|
+
const b = Math.floor(year / 100);
|
|
88
|
+
const c = year % 100;
|
|
89
|
+
const d = Math.floor(b / 4);
|
|
90
|
+
const e = b % 4;
|
|
91
|
+
const f = Math.floor((b + 8) / 25);
|
|
92
|
+
const g = Math.floor((b - f + 1) / 3);
|
|
93
|
+
const h = (19 * a + b - d - g + 15) % 30;
|
|
94
|
+
const i = Math.floor(c / 4);
|
|
95
|
+
const k = c % 4;
|
|
96
|
+
const l = (32 + 2 * e + 2 * i - h - k) % 7;
|
|
97
|
+
const m = Math.floor((a + 11 * h + 22 * l) / 451);
|
|
98
|
+
const month = Math.floor((h + l - 7 * m + 114) / 31);
|
|
99
|
+
const day = ((h + l - 7 * m + 114) % 31) + 1;
|
|
100
|
+
return { month, day };
|
|
101
|
+
}
|
|
102
|
+
/** Good Friday (two days before Easter Sunday). */
|
|
103
|
+
export function goodFriday(year) {
|
|
104
|
+
const e = easterSunday(year);
|
|
105
|
+
return addDays(ymd(year, e.month, e.day), -2);
|
|
106
|
+
}
|
|
107
|
+
/**
|
|
108
|
+
* Build a `Calendar` from rules. Holiday/half-day sets are computed lazily per year and cached.
|
|
109
|
+
*
|
|
110
|
+
* The config is SNAPSHOTTED at construction — rule arrays, closures, weekend days, and the session
|
|
111
|
+
* object are copied — so mutating the caller's config (or a shared exported rules array) later can
|
|
112
|
+
* never make one calendar answer the same question two ways across warm and cold cache years.
|
|
113
|
+
*/
|
|
114
|
+
export function createRuleCalendar(config) {
|
|
115
|
+
requireArgumentObject('createRuleCalendar', 'config', config);
|
|
116
|
+
ensureKnownKeys('createRuleCalendar', 'config', config, [
|
|
117
|
+
'name',
|
|
118
|
+
'version',
|
|
119
|
+
'timezone',
|
|
120
|
+
'weekendDays',
|
|
121
|
+
'session',
|
|
122
|
+
'holidayRules',
|
|
123
|
+
'halfDayRules',
|
|
124
|
+
'closures',
|
|
125
|
+
]);
|
|
126
|
+
for (const field of ['name', 'version', 'timezone']) {
|
|
127
|
+
const value = config[field];
|
|
128
|
+
if (typeof value !== 'string' || value.length === 0) {
|
|
129
|
+
throw new InputError(`createRuleCalendar: ${field} must be a non-empty string. Received ${value === null ? 'null' : value === undefined ? 'undefined' : typeof value}.`, {
|
|
130
|
+
code: value === undefined ? ErrorCode.InputMissingField : ErrorCode.InputWrongType,
|
|
131
|
+
context: { field },
|
|
132
|
+
});
|
|
133
|
+
}
|
|
134
|
+
}
|
|
135
|
+
requireArgumentObject('createRuleCalendar', 'session', config.session);
|
|
136
|
+
ensureKnownKeys('createRuleCalendar', 'session', config.session, [
|
|
137
|
+
'open',
|
|
138
|
+
'close',
|
|
139
|
+
'halfDayClose',
|
|
140
|
+
]);
|
|
141
|
+
for (const clockField of ['open', 'close']) {
|
|
142
|
+
const clockValue = config.session[clockField];
|
|
143
|
+
if (typeof clockValue !== 'string' || clockValue.length === 0) {
|
|
144
|
+
throw new InputError(`createRuleCalendar: session.${clockField} must be an HH:MM string. Received ${clockValue === null ? 'null' : clockValue === undefined ? 'undefined' : typeof clockValue}.`, {
|
|
145
|
+
code: clockValue === undefined ? ErrorCode.InputMissingField : ErrorCode.InputWrongType,
|
|
146
|
+
context: { field: `session.${clockField}` },
|
|
147
|
+
});
|
|
148
|
+
}
|
|
149
|
+
}
|
|
150
|
+
const halfDayClose = config.session['halfDayClose'];
|
|
151
|
+
if (halfDayClose !== undefined &&
|
|
152
|
+
(typeof halfDayClose !== 'string' || halfDayClose.length === 0)) {
|
|
153
|
+
throw new InputError(`createRuleCalendar: session.halfDayClose must be an HH:MM string when provided. Received ${halfDayClose === null ? 'null' : typeof halfDayClose}.`, { code: ErrorCode.InputWrongType, context: { field: 'session.halfDayClose' } });
|
|
154
|
+
}
|
|
155
|
+
for (const field of ['weekendDays', 'holidayRules', 'halfDayRules', 'closures']) {
|
|
156
|
+
const v = config[field];
|
|
157
|
+
if (v !== undefined && !Array.isArray(v)) {
|
|
158
|
+
throw new InputError(`createRuleCalendar: ${field} must be an array when provided. Received ${v === null ? 'null' : typeof v}.`, { code: ErrorCode.InputWrongType, context: { field } });
|
|
159
|
+
}
|
|
160
|
+
}
|
|
161
|
+
const weekend = new Set(config.weekendDays ?? [0, 6]);
|
|
162
|
+
// A weekend covering all 7 weekdays leaves no candidate business day: nextBusinessDay /
|
|
163
|
+
// addBusinessDays would scan forever. Reject the contradiction at construction, loudly.
|
|
164
|
+
// Counted over the REAL weekdays (0–6), so an out-of-range entry cannot fake a full week.
|
|
165
|
+
if (![0, 1, 2, 3, 4, 5, 6].some((d) => !weekend.has(d))) {
|
|
166
|
+
throw new ConfigurationError(`createRuleCalendar: "${config.name}" has no business days — all 7 are in weekendDays. Leave one open (closures/holidayRules express full closures).`, {
|
|
167
|
+
code: ErrorCode.InputOutOfRange,
|
|
168
|
+
context: { calendar: config.name, weekendDays: config.weekendDays },
|
|
169
|
+
});
|
|
170
|
+
}
|
|
171
|
+
const closures = new Set(config.closures ?? []);
|
|
172
|
+
const holidayRules = [...(config.holidayRules ?? [])];
|
|
173
|
+
const halfDayRules = [...(config.halfDayRules ?? [])];
|
|
174
|
+
const sessionHours = { ...config.session };
|
|
175
|
+
const holidayCache = new Map();
|
|
176
|
+
const halfDayCache = new Map();
|
|
177
|
+
const datesFor = (cache, rules, year) => {
|
|
178
|
+
let set = cache.get(year);
|
|
179
|
+
if (!set) {
|
|
180
|
+
set = new Set();
|
|
181
|
+
const prefix = `${year}-`;
|
|
182
|
+
// Evaluate the neighbouring years too: an observed-holiday rule can resolve a date INTO an
|
|
183
|
+
// adjacent year (e.g. a Saturday holiday observed on the preceding Friday, or a New-Year rule
|
|
184
|
+
// that lands on Dec 31). Keep only the results that fall in the queried year.
|
|
185
|
+
for (const y of [year - 1, year, year + 1]) {
|
|
186
|
+
for (const rule of rules) {
|
|
187
|
+
const date = rule(y);
|
|
188
|
+
if (date !== null && date.startsWith(prefix))
|
|
189
|
+
set.add(date);
|
|
190
|
+
}
|
|
191
|
+
}
|
|
192
|
+
cache.set(year, set);
|
|
193
|
+
}
|
|
194
|
+
return set;
|
|
195
|
+
};
|
|
196
|
+
const isHoliday = (date) => {
|
|
197
|
+
const { year } = parseIsoDate(date);
|
|
198
|
+
return closures.has(date) || datesFor(holidayCache, holidayRules, year).has(date);
|
|
199
|
+
};
|
|
200
|
+
const isWeekend = (date) => weekend.has(dayOfWeek(date));
|
|
201
|
+
const isBusinessDay = (date) => !isWeekend(date) && !isHoliday(date);
|
|
202
|
+
const isHalfDay = (date) => {
|
|
203
|
+
if (!isBusinessDay(date))
|
|
204
|
+
return false;
|
|
205
|
+
const { year } = parseIsoDate(date);
|
|
206
|
+
return datesFor(halfDayCache, halfDayRules, year).has(date);
|
|
207
|
+
};
|
|
208
|
+
/** Scan day-by-day in `step` direction to the next business day (one mirror-image scan, not two). */
|
|
209
|
+
const scan = (date, step) => {
|
|
210
|
+
let d = addDays(date, step);
|
|
211
|
+
while (!isBusinessDay(d))
|
|
212
|
+
d = addDays(d, step);
|
|
213
|
+
return d;
|
|
214
|
+
};
|
|
215
|
+
const nextBusinessDay = (date) => scan(date, 1);
|
|
216
|
+
const previousBusinessDay = (date) => scan(date, -1);
|
|
217
|
+
const addBusinessDays = (date, n) => {
|
|
218
|
+
// Integer-only: Infinity would loop forever (Infinity - 1 === Infinity), a fractional n would
|
|
219
|
+
// silently round, and NaN would silently return the input date.
|
|
220
|
+
if (!Number.isInteger(n)) {
|
|
221
|
+
throw new InputError(`addBusinessDays: n must be an integer number of business days, got ${n}.`, { code: ErrorCode.InputOutOfRange, context: { businessDays: n } });
|
|
222
|
+
}
|
|
223
|
+
if (Math.abs(n) > MAX_BUSINESS_DAY_STEPS) {
|
|
224
|
+
throw new InputError(`addBusinessDays: |n| must be <= ${MAX_BUSINESS_DAY_STEPS} business days, got ${n} — a timestamp passed as a day count?`, { code: ErrorCode.InputOutOfRange, context: { businessDays: n } });
|
|
225
|
+
}
|
|
226
|
+
if (n === 0)
|
|
227
|
+
return date;
|
|
228
|
+
const step = n > 0 ? 1 : -1;
|
|
229
|
+
let remaining = Math.abs(n);
|
|
230
|
+
let d = date;
|
|
231
|
+
while (remaining-- > 0)
|
|
232
|
+
d = scan(d, step);
|
|
233
|
+
return d;
|
|
234
|
+
};
|
|
235
|
+
const businessDaysBetween = (from, to) => {
|
|
236
|
+
const fromMs = isoDateToEpochMs(from);
|
|
237
|
+
const toMs = isoDateToEpochMs(to);
|
|
238
|
+
if (fromMs === toMs)
|
|
239
|
+
return 0;
|
|
240
|
+
const sign = toMs > fromMs ? 1 : -1;
|
|
241
|
+
let count = 0;
|
|
242
|
+
let d = from;
|
|
243
|
+
while (d !== to) {
|
|
244
|
+
d = addDays(d, sign);
|
|
245
|
+
if (isBusinessDay(d))
|
|
246
|
+
count += sign;
|
|
247
|
+
}
|
|
248
|
+
return count;
|
|
249
|
+
};
|
|
250
|
+
const session = (date) => {
|
|
251
|
+
const business = isBusinessDay(date);
|
|
252
|
+
const half = business && isHalfDay(date);
|
|
253
|
+
if (!business)
|
|
254
|
+
return { date, isBusinessDay: false, isHalfDay: false };
|
|
255
|
+
return {
|
|
256
|
+
date,
|
|
257
|
+
isBusinessDay: true,
|
|
258
|
+
isHalfDay: half,
|
|
259
|
+
// Read the construction-time snapshot — a later mutation of the caller's config object must
|
|
260
|
+
// not change what a warm calendar reports.
|
|
261
|
+
open: sessionHours.open,
|
|
262
|
+
close: half ? (sessionHours.halfDayClose ?? sessionHours.close) : sessionHours.close,
|
|
263
|
+
};
|
|
264
|
+
};
|
|
265
|
+
return {
|
|
266
|
+
name: config.name,
|
|
267
|
+
version: config.version,
|
|
268
|
+
timezone: config.timezone,
|
|
269
|
+
isBusinessDay,
|
|
270
|
+
isHoliday,
|
|
271
|
+
isHalfDay,
|
|
272
|
+
nextBusinessDay,
|
|
273
|
+
previousBusinessDay,
|
|
274
|
+
addBusinessDays,
|
|
275
|
+
businessDaysBetween,
|
|
276
|
+
session,
|
|
277
|
+
};
|
|
278
|
+
}
|
|
279
|
+
/** A 24/7 calendar (every day is a business day) — e.g. crypto. */
|
|
280
|
+
export const alwaysOpen = createRuleCalendar({
|
|
281
|
+
name: 'ALWAYS_OPEN',
|
|
282
|
+
version: '1.0.0',
|
|
283
|
+
timezone: 'UTC',
|
|
284
|
+
weekendDays: [],
|
|
285
|
+
session: { open: '00:00', close: '24:00' },
|
|
286
|
+
});
|
|
287
|
+
/** A calendar whose only non-business days are weekends. */
|
|
288
|
+
export const weekendsOnly = createRuleCalendar({
|
|
289
|
+
name: 'WEEKENDS_ONLY',
|
|
290
|
+
version: '1.0.0',
|
|
291
|
+
timezone: 'UTC',
|
|
292
|
+
session: { open: '00:00', close: '24:00' },
|
|
293
|
+
});
|
|
294
|
+
/**
|
|
295
|
+
* Define a custom calendar (spec §22.4 extension API). A thin wrapper over `createRuleCalendar` so
|
|
296
|
+
* the extension surface is stable even if the engine evolves.
|
|
297
|
+
*/
|
|
298
|
+
export function defineCalendar(config) {
|
|
299
|
+
return createRuleCalendar(config);
|
|
300
|
+
}
|
|
301
|
+
//# sourceMappingURL=calendar.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,63 @@
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1
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/**
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2
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* Canonical JSON — the ONE serialized form the artifact spine hashes and stores (Gate B).
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3
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*
|
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4
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* Lives at the core root (not under `artifacts/`) because it is a GENERIC serialization utility
|
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5
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* with two independent consumers: the artifact spine (hashing/storage) and the Gate C pricing
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6
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* conformance kit (complete-result comparison). Moved out of `artifacts/` 2026-08-23 (second
|
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7
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+
* external review): while it sat there, `pricing.ts` had to import from the artifacts directory
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8
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* to compare canonical results, contradicting pricing's documented "never imports the artifacts
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9
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* layer" rule. `@insiderfinance/totalfinance/core/artifacts` still re-exports everything here, so the public
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* surface did not move; the core root entrypoint deliberately does NOT re-export it (hot-path
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* bundles stay serialization-free).
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*
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13
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* Two different key orders, or `-0` versus `0`, are the SAME logical value; a content hash that
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14
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+
* distinguishes them is a dedup and replay bug. So hashing never runs on `JSON.stringify` output —
|
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* it runs on this canonical form, whose rules are few and exact:
|
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*
|
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17
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* - object keys sort by UTF-16 code unit at every depth; `undefined` members are omitted;
|
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18
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* - numbers print via `JSON.stringify` (the ES2020 shortest round-trip form — deterministic across
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19
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+
* engines), with `-0` folded to `0` because JSON cannot carry the sign bit;
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20
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* - non-finite numbers use the library-wide wrapper grammar `{ nonFinite: 'NaN' | 'Infinity' |
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21
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* '-Infinity' }` — the SAME encoding `@insiderfinance/totalfinance/technical-analysis` stamps into stream snapshots,
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22
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+
* so a TA state nested inside a saved artifact round-trips losslessly (`JSON.stringify(NaN)` is
|
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23
|
+
* `null`, and a `null` in a numeric slot reads as `0` downstream — the exact silent-wrong-number
|
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* class this library exists to refuse);
|
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25
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+
* - strings escape per well-formed `JSON.stringify` (ES2019: lone surrogates escaped) — spec-fixed,
|
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26
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* so the bytes are engine-independent;
|
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27
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+
* - everything else is REFUSED with a teaching error. A `Date`, `Map`, `Set`, typed array, class
|
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28
|
+
* instance, `bigint`, or function has no single honest JSON meaning, and guessing one here would
|
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29
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+
* bake the guess into every content hash forever. `toJSON` methods are deliberately NOT invoked:
|
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30
|
+
* a hash that depends on hidden prototype behavior is not reproducible from the data.
|
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31
|
+
*
|
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32
|
+
* The wrapper object is RESERVED vocabulary: caller data may not itself contain a literal
|
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33
|
+
* `{ nonFinite: '…' }` member, and the serializer refuses one rather than letting it decode into a
|
|
34
|
+
* number it never was. (TA cannot make this check — its state trees are opaque and arrive
|
|
35
|
+
* pre-encoded — so it documents the reservation instead; at this boundary the input is caller data
|
|
36
|
+
* and the refusal is enforceable.)
|
|
37
|
+
*
|
|
38
|
+
* `CANONICAL_JSON_VERSION` names these rules. Envelope schema versions govern SHAPES; this constant
|
|
39
|
+
* governs the SERIALIZATION of any shape, and a future rule change (there is no planned one) would
|
|
40
|
+
* bump it and re-key every hash — explicitly, never silently.
|
|
41
|
+
*/
|
|
42
|
+
/** The canonicalization rules above, as a versioned public fact. */
|
|
43
|
+
export declare const CANONICAL_JSON_VERSION = 1;
|
|
44
|
+
/** How a non-finite number is carried through JSON — one grammar, library-wide. */
|
|
45
|
+
export interface NonFiniteNumber {
|
|
46
|
+
nonFinite: 'NaN' | 'Infinity' | '-Infinity';
|
|
47
|
+
}
|
|
48
|
+
/** Exact wrapper test: a plain object whose ONLY member is a valid `nonFinite` tag. */
|
|
49
|
+
export declare function isNonFiniteNumber(value: unknown): value is NonFiniteNumber;
|
|
50
|
+
/**
|
|
51
|
+
* Serialize a JSON-safe value to its ONE canonical string. Deterministic: the same logical value —
|
|
52
|
+
* whatever key order, whatever `-0`s — always yields the same bytes, which is what makes
|
|
53
|
+
* `contentHash` an identity rather than a formatting accident.
|
|
54
|
+
*/
|
|
55
|
+
export declare function canonicalJsonOf(value: unknown): string;
|
|
56
|
+
/**
|
|
57
|
+
* Parse a canonical (or any) JSON text back to the runtime value, decoding every non-finite wrapper
|
|
58
|
+
* to its number. The inverse of {@link canonicalJsonOf}: `fromCanonicalJson(canonicalJsonOf(x))`
|
|
59
|
+
* deep-equals `x` (with `-0` read back as `0` — the one disclosed loss), and
|
|
60
|
+
* `canonicalJsonOf(fromCanonicalJson(text))` returns `text` unchanged for canonical `text`.
|
|
61
|
+
*/
|
|
62
|
+
export declare function fromCanonicalJson(text: string): unknown;
|
|
63
|
+
//# sourceMappingURL=canonical-json.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"canonical-json.d.ts","sourceRoot":"","sources":["../src/canonical-json.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAwCG;AAIH,oEAAoE;AACpE,eAAO,MAAM,sBAAsB,IAAI,CAAC;AAExC,mFAAmF;AACnF,MAAM,WAAW,eAAe;IAC9B,SAAS,EAAE,KAAK,GAAG,UAAU,GAAG,WAAW,CAAC;CAC7C;AAED,uFAAuF;AACvF,wBAAgB,iBAAiB,CAAC,KAAK,EAAE,OAAO,GAAG,KAAK,IAAI,eAAe,CAU1E;AAyKD;;;;GAIG;AACH,wBAAgB,eAAe,CAAC,KAAK,EAAE,OAAO,GAAG,MAAM,CAEtD;AAuBD;;;;;GAKG;AACH,wBAAgB,iBAAiB,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAoBvD"}
|
|
@@ -0,0 +1,241 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Canonical JSON — the ONE serialized form the artifact spine hashes and stores (Gate B).
|
|
3
|
+
*
|
|
4
|
+
* Lives at the core root (not under `artifacts/`) because it is a GENERIC serialization utility
|
|
5
|
+
* with two independent consumers: the artifact spine (hashing/storage) and the Gate C pricing
|
|
6
|
+
* conformance kit (complete-result comparison). Moved out of `artifacts/` 2026-08-23 (second
|
|
7
|
+
* external review): while it sat there, `pricing.ts` had to import from the artifacts directory
|
|
8
|
+
* to compare canonical results, contradicting pricing's documented "never imports the artifacts
|
|
9
|
+
* layer" rule. `@insiderfinance/totalfinance/core/artifacts` still re-exports everything here, so the public
|
|
10
|
+
* surface did not move; the core root entrypoint deliberately does NOT re-export it (hot-path
|
|
11
|
+
* bundles stay serialization-free).
|
|
12
|
+
*
|
|
13
|
+
* Two different key orders, or `-0` versus `0`, are the SAME logical value; a content hash that
|
|
14
|
+
* distinguishes them is a dedup and replay bug. So hashing never runs on `JSON.stringify` output —
|
|
15
|
+
* it runs on this canonical form, whose rules are few and exact:
|
|
16
|
+
*
|
|
17
|
+
* - object keys sort by UTF-16 code unit at every depth; `undefined` members are omitted;
|
|
18
|
+
* - numbers print via `JSON.stringify` (the ES2020 shortest round-trip form — deterministic across
|
|
19
|
+
* engines), with `-0` folded to `0` because JSON cannot carry the sign bit;
|
|
20
|
+
* - non-finite numbers use the library-wide wrapper grammar `{ nonFinite: 'NaN' | 'Infinity' |
|
|
21
|
+
* '-Infinity' }` — the SAME encoding `@insiderfinance/totalfinance/technical-analysis` stamps into stream snapshots,
|
|
22
|
+
* so a TA state nested inside a saved artifact round-trips losslessly (`JSON.stringify(NaN)` is
|
|
23
|
+
* `null`, and a `null` in a numeric slot reads as `0` downstream — the exact silent-wrong-number
|
|
24
|
+
* class this library exists to refuse);
|
|
25
|
+
* - strings escape per well-formed `JSON.stringify` (ES2019: lone surrogates escaped) — spec-fixed,
|
|
26
|
+
* so the bytes are engine-independent;
|
|
27
|
+
* - everything else is REFUSED with a teaching error. A `Date`, `Map`, `Set`, typed array, class
|
|
28
|
+
* instance, `bigint`, or function has no single honest JSON meaning, and guessing one here would
|
|
29
|
+
* bake the guess into every content hash forever. `toJSON` methods are deliberately NOT invoked:
|
|
30
|
+
* a hash that depends on hidden prototype behavior is not reproducible from the data.
|
|
31
|
+
*
|
|
32
|
+
* The wrapper object is RESERVED vocabulary: caller data may not itself contain a literal
|
|
33
|
+
* `{ nonFinite: '…' }` member, and the serializer refuses one rather than letting it decode into a
|
|
34
|
+
* number it never was. (TA cannot make this check — its state trees are opaque and arrive
|
|
35
|
+
* pre-encoded — so it documents the reservation instead; at this boundary the input is caller data
|
|
36
|
+
* and the refusal is enforceable.)
|
|
37
|
+
*
|
|
38
|
+
* `CANONICAL_JSON_VERSION` names these rules. Envelope schema versions govern SHAPES; this constant
|
|
39
|
+
* governs the SERIALIZATION of any shape, and a future rule change (there is no planned one) would
|
|
40
|
+
* bump it and re-key every hash — explicitly, never silently.
|
|
41
|
+
*/
|
|
42
|
+
import { ErrorCode, InputError } from './errors.js';
|
|
43
|
+
/** The canonicalization rules above, as a versioned public fact. */
|
|
44
|
+
export const CANONICAL_JSON_VERSION = 1;
|
|
45
|
+
/** Exact wrapper test: a plain object whose ONLY member is a valid `nonFinite` tag. */
|
|
46
|
+
export function isNonFiniteNumber(value) {
|
|
47
|
+
if (value === null || typeof value !== 'object' || Array.isArray(value))
|
|
48
|
+
return false;
|
|
49
|
+
if (!isPlainObject(value))
|
|
50
|
+
return false;
|
|
51
|
+
const keys = Reflect.ownKeys(value);
|
|
52
|
+
if (keys.length !== 1 || keys[0] !== 'nonFinite')
|
|
53
|
+
return false;
|
|
54
|
+
const descriptor = Object.getOwnPropertyDescriptor(value, 'nonFinite');
|
|
55
|
+
if (descriptor === undefined || !descriptor.enumerable || !('value' in descriptor))
|
|
56
|
+
return false;
|
|
57
|
+
const tag = descriptor.value;
|
|
58
|
+
if (tag !== 'NaN' && tag !== 'Infinity' && tag !== '-Infinity')
|
|
59
|
+
return false;
|
|
60
|
+
return true;
|
|
61
|
+
}
|
|
62
|
+
function decodeNonFinite(value) {
|
|
63
|
+
return value.nonFinite === 'NaN'
|
|
64
|
+
? Number.NaN
|
|
65
|
+
: value.nonFinite === 'Infinity'
|
|
66
|
+
? Number.POSITIVE_INFINITY
|
|
67
|
+
: Number.NEGATIVE_INFINITY;
|
|
68
|
+
}
|
|
69
|
+
/** Is this a data object this serializer owns — `{}`-prototype or `null`-prototype only? */
|
|
70
|
+
function isPlainObject(value) {
|
|
71
|
+
const proto = Object.getPrototypeOf(value);
|
|
72
|
+
return proto === Object.prototype || proto === null;
|
|
73
|
+
}
|
|
74
|
+
/** One refusal voice for every unsupported value, with the path that locates it. */
|
|
75
|
+
function unsupportedValue(path, received, hint) {
|
|
76
|
+
return new InputError(`canonicalJsonOf: ${path === '' ? 'value' : path} is ${received}, which has no canonical JSON form — ${hint}`, {
|
|
77
|
+
code: ErrorCode.SerializationUnsupportedValue,
|
|
78
|
+
context: { path: path === '' ? '(root)' : path, received },
|
|
79
|
+
});
|
|
80
|
+
}
|
|
81
|
+
/** Describe a class without invoking a caller-provided `constructor`/`name` accessor. */
|
|
82
|
+
function storedConstructorName(value) {
|
|
83
|
+
const prototype = Object.getPrototypeOf(value);
|
|
84
|
+
if (prototype === null)
|
|
85
|
+
return undefined;
|
|
86
|
+
const constructor = Object.getOwnPropertyDescriptor(prototype, 'constructor');
|
|
87
|
+
if (constructor === undefined ||
|
|
88
|
+
!('value' in constructor) ||
|
|
89
|
+
typeof constructor.value !== 'function') {
|
|
90
|
+
return undefined;
|
|
91
|
+
}
|
|
92
|
+
const name = Object.getOwnPropertyDescriptor(constructor.value, 'name');
|
|
93
|
+
return name !== undefined &&
|
|
94
|
+
'value' in name &&
|
|
95
|
+
typeof name.value === 'string' &&
|
|
96
|
+
name.value !== ''
|
|
97
|
+
? name.value
|
|
98
|
+
: undefined;
|
|
99
|
+
}
|
|
100
|
+
function serialize(value, path) {
|
|
101
|
+
if (value === null)
|
|
102
|
+
return 'null';
|
|
103
|
+
switch (typeof value) {
|
|
104
|
+
case 'boolean':
|
|
105
|
+
return value ? 'true' : 'false';
|
|
106
|
+
case 'number':
|
|
107
|
+
if (!Number.isFinite(value)) {
|
|
108
|
+
return Number.isNaN(value)
|
|
109
|
+
? '{"nonFinite":"NaN"}'
|
|
110
|
+
: value > 0
|
|
111
|
+
? '{"nonFinite":"Infinity"}'
|
|
112
|
+
: '{"nonFinite":"-Infinity"}';
|
|
113
|
+
}
|
|
114
|
+
// JSON has no negative zero; folding it here keeps `0` and `-0` one hash.
|
|
115
|
+
return JSON.stringify(value === 0 ? 0 : value);
|
|
116
|
+
case 'string':
|
|
117
|
+
return JSON.stringify(value);
|
|
118
|
+
case 'bigint':
|
|
119
|
+
throw unsupportedValue(path, 'a bigint', 'convert it to a number or a decimal string first.');
|
|
120
|
+
case 'function':
|
|
121
|
+
throw unsupportedValue(path, 'a function', 'artifacts carry data, never behavior — serialize its result instead.');
|
|
122
|
+
case 'symbol':
|
|
123
|
+
throw unsupportedValue(path, 'a symbol', 'symbols cannot cross a serialization boundary.');
|
|
124
|
+
case 'undefined':
|
|
125
|
+
// Reachable only as an ARRAY element — object members are filtered before recursion.
|
|
126
|
+
throw unsupportedValue(path, 'undefined inside an array', 'JSON.stringify would silently write null there; use null explicitly if you mean an absent slot.');
|
|
127
|
+
case 'object':
|
|
128
|
+
break;
|
|
129
|
+
}
|
|
130
|
+
const object = value;
|
|
131
|
+
if (Array.isArray(object)) {
|
|
132
|
+
if (Object.getPrototypeOf(object) !== Array.prototype) {
|
|
133
|
+
throw unsupportedValue(path, 'an Array subclass or custom-prototype array', 'pass a plain dense data array.');
|
|
134
|
+
}
|
|
135
|
+
const parts = [];
|
|
136
|
+
for (let i = 0; i < object.length; i++) {
|
|
137
|
+
const descriptor = Object.getOwnPropertyDescriptor(object, String(i));
|
|
138
|
+
if (descriptor === undefined || !descriptor.enumerable || !('value' in descriptor)) {
|
|
139
|
+
throw unsupportedValue(`${path}[${i}]`, 'a missing or accessor-backed array element', 'canonical arrays must be dense stored data; use an explicit value (including null) at every index.');
|
|
140
|
+
}
|
|
141
|
+
parts.push(serialize(descriptor.value, `${path}[${i}]`));
|
|
142
|
+
}
|
|
143
|
+
for (const key of Reflect.ownKeys(object)) {
|
|
144
|
+
if (key === 'length')
|
|
145
|
+
continue;
|
|
146
|
+
const index = typeof key === 'string' && /^(0|[1-9][0-9]*)$/.test(key) ? Number(key) : -1;
|
|
147
|
+
if (!Number.isSafeInteger(index) || index < 0 || index >= object.length) {
|
|
148
|
+
throw unsupportedValue(path, `an array with non-index member ${String(key)}`, 'canonical arrays contain only their dense indexed elements.');
|
|
149
|
+
}
|
|
150
|
+
}
|
|
151
|
+
return `[${parts.join(',')}]`;
|
|
152
|
+
}
|
|
153
|
+
if (!isPlainObject(object)) {
|
|
154
|
+
const constructorName = storedConstructorName(object);
|
|
155
|
+
const received = constructorName === undefined
|
|
156
|
+
? 'a custom-prototype object'
|
|
157
|
+
: `an instance of ${constructorName}`;
|
|
158
|
+
const hint = object instanceof Date
|
|
159
|
+
? 'pass epoch milliseconds (EpochMs) — TotalFinance dates are numbers, resolved once via resolveAsOf.'
|
|
160
|
+
: object instanceof Map || object instanceof Set
|
|
161
|
+
? 'convert it to a plain object or array explicitly.'
|
|
162
|
+
: ArrayBuffer.isView(object)
|
|
163
|
+
? 'convert it to a plain array; a lossless columnar (Arrow) mapping is reserved, not implemented (Gate B).'
|
|
164
|
+
: 'serialize class instances through their own explicit contract, then pass the plain data.';
|
|
165
|
+
throw unsupportedValue(path, received, hint);
|
|
166
|
+
}
|
|
167
|
+
if (isNonFiniteNumber(object)) {
|
|
168
|
+
throw unsupportedValue(path, `a literal { nonFinite: '${object.nonFinite}' } object`, 'that shape is the RESERVED encoding of a non-finite number — pass the number itself (NaN/Infinity) and it will be encoded.');
|
|
169
|
+
}
|
|
170
|
+
const members = new Map();
|
|
171
|
+
for (const key of Reflect.ownKeys(object)) {
|
|
172
|
+
const descriptor = Object.getOwnPropertyDescriptor(object, key);
|
|
173
|
+
if (typeof key !== 'string' ||
|
|
174
|
+
descriptor === undefined ||
|
|
175
|
+
!descriptor.enumerable ||
|
|
176
|
+
!('value' in descriptor)) {
|
|
177
|
+
throw unsupportedValue(path, 'an object with an accessor, hidden member, or symbol key', 'canonical objects contain enumerable string-keyed stored data only.');
|
|
178
|
+
}
|
|
179
|
+
if (descriptor.value !== undefined)
|
|
180
|
+
members.set(key, descriptor.value);
|
|
181
|
+
}
|
|
182
|
+
const keys = [...members.keys()].sort();
|
|
183
|
+
const parts = [];
|
|
184
|
+
for (const key of keys) {
|
|
185
|
+
parts.push(`${JSON.stringify(key)}:${serialize(members.get(key), path === '' ? key : `${path}.${key}`)}`);
|
|
186
|
+
}
|
|
187
|
+
return `{${parts.join(',')}}`;
|
|
188
|
+
}
|
|
189
|
+
/**
|
|
190
|
+
* Serialize a JSON-safe value to its ONE canonical string. Deterministic: the same logical value —
|
|
191
|
+
* whatever key order, whatever `-0`s — always yields the same bytes, which is what makes
|
|
192
|
+
* `contentHash` an identity rather than a formatting accident.
|
|
193
|
+
*/
|
|
194
|
+
export function canonicalJsonOf(value) {
|
|
195
|
+
return serialize(value, '');
|
|
196
|
+
}
|
|
197
|
+
function decodeTree(value) {
|
|
198
|
+
if (isNonFiniteNumber(value))
|
|
199
|
+
return decodeNonFinite(value);
|
|
200
|
+
if (Array.isArray(value))
|
|
201
|
+
return value.map((element) => decodeTree(element));
|
|
202
|
+
if (value !== null && typeof value === 'object') {
|
|
203
|
+
const out = {};
|
|
204
|
+
for (const [key, member] of Object.entries(value)) {
|
|
205
|
+
// `out['__proto__'] = member` invokes Object.prototype's legacy setter instead of creating
|
|
206
|
+
// a JSON field. Define the own enumerable member explicitly so every valid JSON key survives
|
|
207
|
+
// the canonical round trip and no decoded artifact can mutate an object's prototype.
|
|
208
|
+
Object.defineProperty(out, key, {
|
|
209
|
+
configurable: true,
|
|
210
|
+
enumerable: true,
|
|
211
|
+
value: decodeTree(member),
|
|
212
|
+
writable: true,
|
|
213
|
+
});
|
|
214
|
+
}
|
|
215
|
+
return out;
|
|
216
|
+
}
|
|
217
|
+
return value;
|
|
218
|
+
}
|
|
219
|
+
/**
|
|
220
|
+
* Parse a canonical (or any) JSON text back to the runtime value, decoding every non-finite wrapper
|
|
221
|
+
* to its number. The inverse of {@link canonicalJsonOf}: `fromCanonicalJson(canonicalJsonOf(x))`
|
|
222
|
+
* deep-equals `x` (with `-0` read back as `0` — the one disclosed loss), and
|
|
223
|
+
* `canonicalJsonOf(fromCanonicalJson(text))` returns `text` unchanged for canonical `text`.
|
|
224
|
+
*/
|
|
225
|
+
export function fromCanonicalJson(text) {
|
|
226
|
+
if (typeof text !== 'string') {
|
|
227
|
+
throw new InputError(`fromCanonicalJson: text must be a JSON string, got ${text === null ? 'null' : typeof text}.`, {
|
|
228
|
+
code: ErrorCode.InputWrongType,
|
|
229
|
+
context: { received: text === null ? 'null' : typeof text },
|
|
230
|
+
});
|
|
231
|
+
}
|
|
232
|
+
let parsed;
|
|
233
|
+
try {
|
|
234
|
+
parsed = JSON.parse(text);
|
|
235
|
+
}
|
|
236
|
+
catch (error) {
|
|
237
|
+
throw new InputError(`fromCanonicalJson: text is not valid JSON — ${error instanceof Error ? error.message : String(error)}`, { code: ErrorCode.SerializationUnsupportedValue, context: { textPrefix: text.slice(0, 80) } });
|
|
238
|
+
}
|
|
239
|
+
return decodeTree(parsed);
|
|
240
|
+
}
|
|
241
|
+
//# sourceMappingURL=canonical-json.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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