@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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/**
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* TotalFinance error model (spec §7.5).
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*
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* Every error carries a machine-readable, SemVer-stable `code` and optional structured `context`.
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* Codes are public API: tools, MCP clients, and user error handlers branch on them, so they change
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* only in major versions.
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*/
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import * as ValidationCode from './validation-codes.js';
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/** Base class for every TotalFinance error. */
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export class QuantError extends Error {
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code;
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context;
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constructor(message, options) {
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super(message, options.cause !== undefined ? { cause: options.cause } : undefined);
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this.name = new.target.name;
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this.code = options.code;
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if (options.context !== undefined)
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this.context = options.context;
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// Preserve the prototype chain when compiled to older targets.
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Object.setPrototypeOf(this, new.target.prototype);
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}
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/**
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* Versioned JSON shape. `message` is a non-enumerable Error property, so a bare
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* `JSON.stringify(error)` used to drop the one field a human needs; `serialization: 1` lets a
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* consumer detect future shape changes.
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*/
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toJSON() {
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return {
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serialization: 1,
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name: this.name,
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code: this.code,
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message: this.message,
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...(this.context !== undefined ? { context: this.context } : {}),
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};
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}
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}
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/** Invalid or nonsensical input (programmer error or malformed payload). */
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export class InputError extends QuantError {
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}
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/** A numerical solver failed to converge. Never silently replaced with a guess (design law #4). */
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export class ConvergenceError extends QuantError {
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}
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/** Inputs violate a no-arbitrage condition (e.g. a price below intrinsic value). */
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export class ArbitrageError extends QuantError {
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}
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/** A data-quality problem (crossed/locked market, stale quote, bad print). */
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export class DataError extends QuantError {
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}
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/** A requested operation is not supported by the selected engine/model/contract. */
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export class UnsupportedError extends QuantError {
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}
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/** The library was configured in a contradictory or unusable way. */
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export class ConfigurationError extends QuantError {
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}
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/**
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* A LIBRARY defect surfaced loudly (Law 7 runtime postcondition): a successful facade/analysis
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* result was about to carry an undisclosed NaN/Infinity. This is never a user-input error — if
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* you see it, please report it with the inputs; the honest alternatives are `null`-with-reason
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* or a disclosed diagnostic, and the function failed to produce either.
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*/
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export class PostconditionError extends QuantError {
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}
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/** Type guard: is this value a QuantError (and optionally a specific code)? */
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export function isQuantError(value, code) {
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return value instanceof QuantError && (code === undefined || value.code === code);
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}
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/**
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* Canonical error codes used in the 0.0.1 surface. The set is open — packages may introduce new
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* codes — but these are documented and stable.
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*
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* Static references to package-private constants let guard-only consumers discard this registry
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* while retaining the same error classes. Explicit properties preserve the public property order
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* and literal readonly types, without a second code object or construction side effects.
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*/
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export const ErrorCode = {
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InputNaN: ValidationCode.InputNaN,
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InputNotFinite: ValidationCode.InputNotFinite,
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InputNegativeSpot: ValidationCode.InputNegativeSpot,
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InputNegativeStrike: ValidationCode.InputNegativeStrike,
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InputNegativeVolatility: ValidationCode.InputNegativeVolatility,
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InputNegativeTime: ValidationCode.InputNegativeTime,
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InputOutOfRange: ValidationCode.InputOutOfRange,
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InputInvalidEnum: ValidationCode.InputInvalidEnum,
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InputMissingField: ValidationCode.InputMissingField,
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InputUnknownField: ValidationCode.InputUnknownField,
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InputWrongType: ValidationCode.InputWrongType,
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/** The argument is an object but not the expected SHAPE (right type, wrong slots) — distinct from a
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* single missing field. Emitted by {@link wrongShapeError}. */
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InputWrongShape: ValidationCode.InputWrongShape,
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ImpliedVolatilityNoConvergence: 'implied_volatility.no_convergence',
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ImpliedVolatilityBelowIntrinsic: 'implied_volatility.below_intrinsic',
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ImpliedVolatilityAboveMax: 'implied_volatility.above_max_bound',
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EngineUnsupportedContract: 'engine.unsupported_contract',
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// Reserved for the Phase-8 data-quality layer (crossed/stale quote rejection); kept intentionally.
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DataCrossedMarket: 'data.crossed_market',
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DataStaleQuote: 'data.stale_quote',
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SolverNoConvergence: 'solver.no_convergence',
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LinalgNoConvergence: 'linalg.no_convergence',
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LinalgNotPositiveDefinite: 'linalg.not_positive_definite',
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LinalgSingular: 'linalg.singular',
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IntegrationMaxDepth: 'integration.max_depth',
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InterpolationOutOfDomain: 'interpolation.out_of_domain',
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InterpolationDuplicateKnots: 'interpolation.duplicate_knots',
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InterpolationInvalidGrid: 'interpolation.invalid_grid',
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OptimizeInvalidBounds: 'optimize.invalid_bounds',
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VolatilityExpiryNotFound: 'volatility.expiry_not_found',
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VolatilityCalendarArbitrage: 'volatility.calendar_arbitrage',
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StrategyInvalidChartRange: 'strategy.invalid_chart_range',
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/** A calendar/timezone resolution failed (unknown zone, unresolvable local time). Emitted by core's
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* time layer, which owns the registry — so it lives here, not as a raw inline literal. */
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TimeTimezoneResolutionFailed: 'time.timezone_resolution_failed',
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/** A pricing path was given a date with no time of day; a valuation instant must name one. */
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TimeValuationInstantRequired: 'time.valuation_instant_required',
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// ── Phase 3 registry consolidation (P3.1c) ──────────────────────────────────────────────────
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// Every leaf-package error code, registered centrally: the shrink-only legacy ratchet in
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// tools/codes-conformance.test.ts is now EMPTY and stays empty — an unregistered code anywhere
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// in the monorepo is a CI failure. Call-site classification: these appear only in typed-error
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// constructors. Semantics live at the emit sites; the registry guarantees greppable stability.
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BacktestDuplicateHandler: 'backtest.duplicate_handler',
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BacktestMixedSymbols: 'backtest.mixed_symbols',
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/** An open option leg has no usable current-snapshot mark (missing, ambiguous, stale, or
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* unpriceable contract quote) and the request's missing-mark policy is to refuse (Preview P1). */
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BacktestMarkUnavailable: 'backtest.mark_unavailable',
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/** Stage 4.6 (FC8) — the `reject` intrabar ambiguity policy met a bar where two orders could
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* have touched in either sequence; the run refuses rather than pick a sequence silently. */
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BacktestAmbiguousIntrabar: 'backtest.ambiguous_intrabar',
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/** Stage 4.6 (FC8) — a quote fill under `staleQuotes.behavior: 'reject'` met a quote older than the policy's maximum age. */
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BacktestStaleQuote: 'backtest.stale_quote',
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/** Stage 4.6 (FC8) — a caller-supplied fill model or instrument adapter failed its conformance suite. */
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BacktestAdapterNonconformant: 'backtest.adapter_nonconformant',
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/** Stage 4.6 (FC8) — a run's row count is above the ceiling one synchronous run may read. */
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BacktestInputTooLarge: 'backtest.input_too_large',
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/** Stage 4.6 (FC8) — a 'delisted' universe exit with no delistingReturn while a position is open. */
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BacktestDelistingReturnMissing: 'backtest.delisting_return_missing',
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/** Stage 4.6 (FC8) — a return or feature names an instrument the universe history never lists. */
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BacktestUniverseMembershipUnknown: 'backtest.universe_membership_unknown',
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/** Stage 4.6 (FC8) — the emitted portfolio events do not fold to the equity the engine reports (an invariant). */
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BacktestLedgerReconciliationFailed: 'backtest.ledger_reconciliation_failed',
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/** Stage 7B.1 (AT4) — step() or finish() on a trading environment before reset(). */
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EnvironmentNotReset: 'environment.not_reset',
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/** Stage 7B.1 (AT4) — a rejection row, never thrown: an order id repeated inside an episode (an idempotent retry). */
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EnvironmentDuplicateOrder: 'environment.duplicate_order',
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/** Stage 7B.1 (AT4) — a rejection row, never thrown: an order that would breach a declared limit. */
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EnvironmentLimitBreach: 'environment.limit_breach',
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/** Stage 7B.1 (AT4) — a rejection row, never thrown: an order the action mask disallows. */
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EnvironmentActionDisallowed: 'environment.action_disallowed',
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/** Stage 7B.1 (AT4) — a rejection row, never thrown: an order naming an instrument the environment does not hold. */
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EnvironmentUnknownInstrument: 'environment.unknown_instrument',
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/** Stage 7B.1 (AT4) — a rejection row, never thrown: an order or cancellation of the wrong shape. */
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EnvironmentOrderInvalid: 'environment.order_invalid',
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/** Stage 7B.1 (AT4) — a rejection row, never thrown: an action of the wrong shape; the step proceeds as hold. */
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EnvironmentActionInvalid: 'environment.action_invalid',
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/** Stage 7B.1 (AT4) — a rejection row, never thrown: a step after the episode ended. */
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EnvironmentEpisodeOver: 'environment.episode_over',
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/** Stage 7B.2 (AT5) — a trade intent or plan that cannot be normalized (a duplicate line, an unknown instrument). */
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TradePlanInvalid: 'trade.plan_invalid',
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/** Stage 7B.2 (AT5) — preflight denied the plan; a grant cannot be minted over it. */
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TradePreflightDenied: 'trade.preflight_denied',
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/** Stage 7B.2 (AT5) — an authorization grant that does not cover the execution asked of it (its reasons name the bindings). */
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TradeGrantInvalid: 'trade.grant_invalid',
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/** Stage 7B.2 (AT5) — an authorization grant past its expiry. */
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TradeGrantExpired: 'trade.grant_expired',
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/** Repairs B6 — the grant already licensed a submission; a grant is consumed by its first successful one. */
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TradeGrantConsumed: 'trade.grant_consumed',
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/** Stage 7B.2 (AT5) — an idempotency key already used for a different plan. */
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TradeIdempotencyConflict: 'trade.idempotency_conflict',
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/** Stage 7B.2 (AT5) — the kill switch is on: every submission refuses until resumed. */
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TradeHalted: 'trade.halted',
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/** Stage 7B.2 (AT5) — live execution is not available in the open library; adapters ship under AT8. */
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TradeLiveUnavailable: 'trade.live_unavailable',
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/** Stage 7B.2 (AT5) — an execution-journal event that the order's state cannot accept. */
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TradeJournalTransitionInvalid: 'trade.journal_transition_invalid',
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/** Stage 7B.2 (AT5) — an operation whose required capabilities the caller did not grant. */
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OperationCapabilityMissing: 'operation.capability_missing',
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OperationToolFiltered: 'operation.tool_filtered',
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/** Stage 4.6 (FC8) — a grid's cartesian product is above the variations one synchronous sweep may run. */
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BacktestGridTooLarge: 'backtest.grid_too_large',
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/** Stage 4.6 (FC8) — an options book above the open positions one synchronous book may hold. */
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BacktestBookTooLarge: 'backtest.book_too_large',
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/** Stage 4.6 (FC8) — a merger or spin-off on an open option leg; the deliverable cannot be adjusted. */
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BacktestUnsupportedCorporateAction: 'backtest.unsupported_corporate_action',
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/** Stage 7A — the protocol-neutral operation runtime and registry (`@insiderfinance/totalfinance/workflows`). */
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OperationUnknown: 'operation.unknown',
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OperationRegistrationRefused: 'operation.registration_refused',
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OperationInputTooLarge: 'operation.input_too_large',
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OperationDeadlineExceeded: 'operation.deadline_exceeded',
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OperationCancelled: 'operation.cancelled',
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OperationInternal: 'operation.internal',
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OperationHandleStoreMissing: 'operation.handle_store_missing',
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OperationHandleUnknown: 'operation.handle_unknown',
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OperationHandleKindMismatch: 'operation.handle_kind_mismatch',
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InputLengthMismatch: ValidationCode.InputLengthMismatch,
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McpDeadlineExceeded: 'mcp.deadline_exceeded',
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McpInputTooLarge: 'mcp.input_too_large',
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McpInternalError: 'mcp.internal_error',
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PostconditionNonFinite: ValidationCode.PostconditionNonFinite,
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197
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McpUnknownTool: 'mcp.unknown_tool',
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198
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PipelineDuplicateAlias: 'pipeline.duplicate_alias',
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PipelineLengthMismatch: 'pipeline.length_mismatch',
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RegistryAliasConflict: 'registry.alias_conflict',
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RegistryDuplicateAliasRow: 'registry.duplicate_alias_row',
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RegistryDuplicateIndicator: 'registry.duplicate_indicator',
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RegistryUnknownAliasTarget: 'registry.unknown_alias_target',
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SignalUnknownReference: 'signal.unknown_reference',
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SnapshotInvalidVersion: 'snapshot.invalid_version',
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SnapshotKindMismatch: 'snapshot.kind_mismatch',
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SnapshotUnknownKind: 'snapshot.unknown_kind',
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SnapshotUnsupportedVersion: 'snapshot.unsupported_version',
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/**
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* A value handed to a snapshot restorer is not an envelope. 3B.N7 retired
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* `snapshot.reserved_field` in the same change: that code guarded a stream serializing its own `v`
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* into a FLAT snapshot, and the `{ kind, schemaVersion, state }` envelope makes the collision
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* structurally impossible — indicator state can no longer reach the envelope's own fields.
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*/
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SnapshotWrongShape: 'snapshot.wrong_shape',
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StrategyDeltaRequired: 'strategy.delta_required',
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StrategyMultiExpiryExpirationAnalytics: 'strategy.multi_expiry_expiration_analytics',
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/** A call-site `expiry` contradicts the expiry materialized on the position's option legs. */
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StrategyExpiryConflict: 'strategy.expiry_conflict',
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StrategyStrikeUnavailable: 'strategy.strike_unavailable',
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VolatilityForwardUnavailable: 'volatility.forward_unavailable',
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VolatilitySnapshotVersionMismatch: 'volatility.snapshot_version_mismatch',
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// ── 2026-08-02 defect-fix wave ──────────────────────────────────────────────────────────────
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// Registered ahead of their emit sites (which land in the same PR) so the fix slices cannot race
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// on this registry. Each closes a reviewed silent-wrong-number or fabricated-success defect.
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/** A lattice's risk-neutral branch probabilities left [0, 1] (drift outran diffusion). */
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+
EngineProbabilityOutOfRange: 'engine.probability_out_of_range',
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+
/** A successful engine result violated a no-arbitrage output bound (e.g. C > S·e^{-qT}). */
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EngineResultOutOfBounds: 'engine.result_out_of_bounds',
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+
/** Warning: the engine's grid/truncation is too coarse for the requested regime. */
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EngineDiscretizationInadequate: 'engine.discretization_inadequate',
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/** The target premium is below the smallest price the solver can resolve to a volatility. */
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ImpliedVolatilityPriceBelowResolvable: 'implied_volatility.price_below_resolvable',
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+
/** Warning: covariance condition number too large for the optimizer's answer to be trusted. */
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RiskIllConditionedCovariance: 'risk.ill_conditioned_covariance',
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/** Warning: the requested tail quantile lies beyond the sample's resolvable range. */
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RiskQuantileBeyondSample: 'risk.quantile_beyond_sample',
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+
/** Warning: a calibrated fit deviates materially from its input data (likely arbitrageable). */
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+
VolatilityCalibrationFitDeviation: 'volatility.calibration_fit_deviation',
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+
/** A variance forecast came back negative; the model output cannot be consumed as a variance. */
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VolatilityNegativeVarianceForecast: 'volatility.negative_variance_forecast',
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+
/** An iterative series/loop hit its budget without converging; the value is not returned. */
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+
MathIterationLimit: 'math.iteration_limit',
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+
/** Warning: a resting order's prices/quantity were adjusted for a corporate action (split). */
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+
BacktestOrderSplitAdjusted: 'backtest.order_split_adjusted',
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+
/** Warning: a coupon rate looks like a percent typed as a decimal (e.g. 5 for 5%). */
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+
InputSuspiciousCouponRate: ValidationCode.InputSuspiciousCouponRate,
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+
/** Warning: a yield looks like a percent typed as a decimal (e.g. 5 for 5%). */
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+
InputSuspiciousYield: ValidationCode.InputSuspiciousYield,
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+
/** Warning: model parameters violate the Feller condition; the variance floor is attainable. */
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+
ModelFellerConditionViolated: 'model.feller_condition_violated',
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+
// ── Gate C structural extension contracts (docs/specs/gate-c-extension-contracts.md) ────────
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+
// The Pricer/requirements protocol in `@insiderfinance/totalfinance/core/pricing` emits these; they are registered
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+
// here because core owns the registry (F15) and because the conformance kit BRANCHES on
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+
// `pricer.requirement_unsatisfied` — a third-party pricer must throw exactly this code for a
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// missing required observation, so the code is load-bearing public API from its first commit.
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+
/** A required market observation is absent from the observations handed to a pricer. */
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+
PricerRequirementUnsatisfied: 'pricer.requirement_unsatisfied',
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+
/** A market-requirement descriptor is malformed (unknown kind, missing/mistyped subject field). */
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+
PricerRequirementInvalid: 'pricer.requirement_invalid',
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+
/** A market observation's value has the wrong type/shape for its requirement's kind. */
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+
PricerObservationInvalid: 'pricer.observation_invalid',
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+
/** A pricer failed the behavioral conformance kit (`validatePricer`) against its own fixtures. */
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+
PricerNonconformant: 'pricer.nonconformant',
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+
// ── Stage 4.4b shared cross-domain scenario runner (`@insiderfinance/totalfinance/scenarios`) ────────────────
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+
/** A scenario override or shock matched no used observation, Taylor factor, FX quote, or handler. */
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+
ScenarioInstructionUnmatched: 'scenario.instruction_unmatched',
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+
/** A target's bound pricer returned false from its one preflight `supports` call. */
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+
ScenarioTargetUnsupported: 'scenario.target_unsupported',
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|
+
/** One base/scenario valuation failed after the complete request and execution plan passed. */
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+
ScenarioCellFailed: 'scenario.cell_failed',
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|
+
// ── Gate B artifact spine (`@insiderfinance/totalfinance/core/artifacts`) ──────────────────────────────────────
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|
+
/** A value has no canonical JSON form (Date/Map/Set/typed array/class instance/bigint/function
|
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|
+
* — or the reserved `{ nonFinite }` wrapper supplied as literal data). The canonical serializer
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|
+
* refuses rather than guessing a meaning into every content hash. */
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|
+
SerializationUnsupportedValue: 'serialization.unsupported_value',
|
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|
+
/** An older-schema envelope was read with no registered migration covering a required step —
|
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|
+
* schema upgrades are explicit, never silent. */
|
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|
+
ArtifactMigrationMissing: 'artifact.migration_missing',
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|
+
/** A second migration was registered for the same `(kind, fromVersion)` — two upgrades for one
|
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281
|
+
* stored shape cannot both be the truth. */
|
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|
+
ArtifactDuplicateMigration: 'artifact.duplicate_migration',
|
|
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|
+
/** A saved analysis artifact's `id` does not equal the content hash of its body — the artifact
|
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|
+
* was edited after creation (or assembled by hand); its provenance chain cannot be trusted. */
|
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|
+
ArtifactIdMismatch: 'artifact.id_mismatch',
|
|
286
|
+
/** `compareAnalysisArtifacts` received two artifacts of different `artifactType`s — a leaf-by-leaf
|
|
287
|
+
* comparison across result schemas would compare unrelated numbers under shared names. */
|
|
288
|
+
ArtifactTypeMismatch: 'artifact.type_mismatch',
|
|
289
|
+
/** A domain artifact verb received an artifact or report of another package, model family, or
|
|
290
|
+
* research kind (Stage 4.5) — the teaching names the owner. */
|
|
291
|
+
ArtifactFamilyMismatch: 'artifact.family_mismatch',
|
|
292
|
+
/** A stored fitted-model `modelVersion` / research `runVersion` is newer than this build, or older
|
|
293
|
+
* with no registered report migration — evaluating a stored parameter set under different
|
|
294
|
+
* semantics is a silent wrong number, so it is refused (Stage 4.5 Decision 5). */
|
|
295
|
+
ArtifactModelVersionUnsupported: 'artifact.model_version_unsupported',
|
|
296
|
+
/** The stored inputs carried a non-serializable callback (a custom predicate or expected-return
|
|
297
|
+
* model); replay cannot re-issue the producing call and names the field (Stage 4.5). */
|
|
298
|
+
ArtifactNotReplayable: 'artifact.not_replayable',
|
|
299
|
+
/** Caller-supplied rows for a referenced table do not hash to the artifact's table handle — a
|
|
300
|
+
* replay over different data would be a replay of a different run (Stage 4.5). */
|
|
301
|
+
ArtifactReferencedDataMismatch: 'artifact.referenced_data_mismatch',
|
|
302
|
+
/** An embedded calibration or run input exceeds `maximumEmbeddedBytes`; the teaching says to
|
|
303
|
+
* reference the bulk row set through a table handle instead (Stage 4.5 Decision 9). */
|
|
304
|
+
ArtifactEmbeddedInputTooLarge: 'artifact.embedded_input_too_large',
|
|
305
|
+
/** The model family has no evaluator, warm start, stability, or holdout operation — an exact or
|
|
306
|
+
* closed-form fit has no search to start and a statistic has nothing to evaluate (Stage 4.5). */
|
|
307
|
+
ArtifactOperationUnsupported: 'artifact.operation_unsupported',
|
|
308
|
+
// ── FC7 durable portfolio ledger (`@insiderfinance/totalfinance/portfolio`) ────────────────────────────────────
|
|
309
|
+
/** A `(sourceId, eventId)` pair was replayed with a DIFFERENT event body. The duplicate boundary
|
|
310
|
+
* makes replay idempotent for identical deliveries; a changed payload under the same identity is
|
|
311
|
+
* a conflict that must be heard, never a silent overwrite or a silent no-op. */
|
|
312
|
+
PortfolioDuplicateEventConflict: 'portfolio.duplicate_event_conflict',
|
|
313
|
+
/** A `specific-lot` relief selection names a lot that does not exist in the position or carries
|
|
314
|
+
* less remaining quantity than the selection claims — lot relief never guesses a substitute. */
|
|
315
|
+
PortfolioLotUnavailable: 'portfolio.lot_unavailable',
|
|
316
|
+
/** A valuation needs a mark (an instrument price or a currency-pair quote to the base currency)
|
|
317
|
+
* that the supplied market/conversion inputs do not carry. An unavailable mark is a typed
|
|
318
|
+
* failure, never an interpolated or stale guess. */
|
|
319
|
+
PortfolioMarkUnavailable: 'portfolio.mark_unavailable',
|
|
320
|
+
/** An `admin.reversal`/`admin.correction` names an `original` the fold never applied under that
|
|
321
|
+
* `(sourceId, eventId)` — a reversal repairs an applied fact, never an imagined one. */
|
|
322
|
+
PortfolioReversalTargetMissing: 'portfolio.reversal_target_missing',
|
|
323
|
+
/** The applied fact cannot be reversed exactly: the supplied `original` differs from what was
|
|
324
|
+
* applied, it was already reversed, its lots were relieved by later fills, or its family has no
|
|
325
|
+
* exact inverse in this build. History is never approximated — record a correcting event. */
|
|
326
|
+
PortfolioReversalInfeasible: 'portfolio.reversal_infeasible',
|
|
327
|
+
};
|
|
328
|
+
/**
|
|
329
|
+
* Build the canonical "a required field is missing" error (design law #4 / the first-touch law).
|
|
330
|
+
* One voice across every facade: it names the field and shows a WORKING example call, so the message
|
|
331
|
+
* teaches the fix instead of leaking a raw `TypeError` from a property access.
|
|
332
|
+
*
|
|
333
|
+
* ```
|
|
334
|
+
* InputError [input.missing_field]: sma: period is required.
|
|
335
|
+
* e.g. sma(closes, { period: 20 })
|
|
336
|
+
* ```
|
|
337
|
+
*/
|
|
338
|
+
export function missingFieldError(functionName, field, example, hint) {
|
|
339
|
+
const lines = [`${functionName}: ${field} is required.`, ` e.g. ${example}`];
|
|
340
|
+
// The hint carries what the call shape cannot: a unit trap, a range, a name collision. It is a
|
|
341
|
+
// SECOND line rather than a replacement, because the example has to stay pasteable.
|
|
342
|
+
if (hint !== undefined)
|
|
343
|
+
lines.push(` ${field}: ${hint}`);
|
|
344
|
+
return new InputError(lines.join('\n'), {
|
|
345
|
+
code: ValidationCode.InputMissingField,
|
|
346
|
+
context: { function: functionName, field, example, ...(hint === undefined ? {} : { hint }) },
|
|
347
|
+
});
|
|
348
|
+
}
|
|
349
|
+
/**
|
|
350
|
+
* Build a "this object isn't the expected shape" error that echoes the keys the caller DID pass. The
|
|
351
|
+
* received-keys echo turns the error into documentation of the expected shape — a reasonable wrong
|
|
352
|
+
* guess (`{ putLongStrike: … }`) is answered with the real slot names rather than a raw `TypeError`.
|
|
353
|
+
*/
|
|
354
|
+
export function wrongShapeError(functionName, expected, received) {
|
|
355
|
+
const keys = received !== null && typeof received === 'object' ? Object.keys(received) : [];
|
|
356
|
+
return new InputError(`${functionName}: expected ${expected}.\n received keys: ${keys.length > 0 ? keys.join(', ') : '(none)'}`, {
|
|
357
|
+
// A wrong-shape object is not a single missing field — it has its own code so a caller/agent can
|
|
358
|
+
// dispatch on "you passed the wrong slots" separately from "you omitted one field" (F15).
|
|
359
|
+
code: ValidationCode.InputWrongShape,
|
|
360
|
+
context: { function: functionName, expected, receivedKeys: keys },
|
|
361
|
+
});
|
|
362
|
+
}
|
|
363
|
+
//# sourceMappingURL=errors.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"errors.js","sourceRoot":"","sources":["../src/errors.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAEH,OAAO,KAAK,cAAc,MAAM,uBAAuB,CAAC;AAWxD,+CAA+C;AAC/C,MAAM,OAAO,UAAW,SAAQ,KAAK;IAC1B,IAAI,CAAS;IACb,OAAO,CAA2B;IAE3C,YAAY,OAAe,EAAE,OAA0B;QACrD,KAAK,CAAC,OAAO,EAAE,OAAO,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC;QACnF,IAAI,CAAC,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC;QAC5B,IAAI,CAAC,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;QACzB,IAAI,OAAO,CAAC,OAAO,KAAK,SAAS;YAAE,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC;QAClE,+DAA+D;QAC/D,MAAM,CAAC,cAAc,CAAC,IAAI,EAAE,GAAG,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;IACpD,CAAC;IAED;;;;OAIG;IACH,MAAM;QAOJ,OAAO;YACL,aAAa,EAAE,CAAC;YAChB,IAAI,EAAE,IAAI,CAAC,IAAI;YACf,IAAI,EAAE,IAAI,CAAC,IAAI;YACf,OAAO,EAAE,IAAI,CAAC,OAAO;YACrB,GAAG,CAAC,IAAI,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,OAAO,EAAE,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;SACjE,CAAC;IACJ,CAAC;CACF;AAED,4EAA4E;AAC5E,MAAM,OAAO,UAAW,SAAQ,UAAU;CAAG;AAE7C,mGAAmG;AACnG,MAAM,OAAO,gBAAiB,SAAQ,UAAU;CAAG;AAEnD,oFAAoF;AACpF,MAAM,OAAO,cAAe,SAAQ,UAAU;CAAG;AAEjD,8EAA8E;AAC9E,MAAM,OAAO,SAAU,SAAQ,UAAU;CAAG;AAE5C,oFAAoF;AACpF,MAAM,OAAO,gBAAiB,SAAQ,UAAU;CAAG;AAEnD,qEAAqE;AACrE,MAAM,OAAO,kBAAmB,SAAQ,UAAU;CAAG;AAErD;;;;;GAKG;AACH,MAAM,OAAO,kBAAmB,SAAQ,UAAU;CAAG;AAErD,+EAA+E;AAC/E,MAAM,UAAU,YAAY,CAAC,KAAc,EAAE,IAAa;IACxD,OAAO,KAAK,YAAY,UAAU,IAAI,CAAC,IAAI,KAAK,SAAS,IAAI,KAAK,CAAC,IAAI,KAAK,IAAI,CAAC,CAAC;AACpF,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,SAAS,GAAG;IACvB,QAAQ,EAAE,cAAc,CAAC,QAAQ;IACjC,cAAc,EAAE,cAAc,CAAC,cAAc;IAC7C,iBAAiB,EAAE,cAAc,CAAC,iBAAiB;IACnD,mBAAmB,EAAE,cAAc,CAAC,mBAAmB;IACvD,uBAAuB,EAAE,cAAc,CAAC,uBAAuB;IAC/D,iBAAiB,EAAE,cAAc,CAAC,iBAAiB;IACnD,eAAe,EAAE,cAAc,CAAC,eAAe;IAC/C,gBAAgB,EAAE,cAAc,CAAC,gBAAgB;IACjD,iBAAiB,EAAE,cAAc,CAAC,iBAAiB;IACnD,iBAAiB,EAAE,cAAc,CAAC,iBAAiB;IACnD,cAAc,EAAE,cAAc,CAAC,cAAc;IAC7C;mEAC+D;IAC/D,eAAe,EAAE,cAAc,CAAC,eAAe;IAC/C,8BAA8B,EAAE,mCAAmC;IACnE,+BAA+B,EAAE,oCAAoC;IACrE,yBAAyB,EAAE,oCAAoC;IAC/D,yBAAyB,EAAE,6BAA6B;IACxD,mGAAmG;IACnG,iBAAiB,EAAE,qBAAqB;IACxC,cAAc,EAAE,kBAAkB;IAClC,mBAAmB,EAAE,uBAAuB;IAC5C,mBAAmB,EAAE,uBAAuB;IAC5C,yBAAyB,EAAE,8BAA8B;IACzD,cAAc,EAAE,iBAAiB;IACjC,mBAAmB,EAAE,uBAAuB;IAC5C,wBAAwB,EAAE,6BAA6B;IACvD,2BAA2B,EAAE,+BAA+B;IAC5D,wBAAwB,EAAE,4BAA4B;IACtD,qBAAqB,EAAE,yBAAyB;IAChD,wBAAwB,EAAE,6BAA6B;IACvD,2BAA2B,EAAE,+BAA+B;IAC5D,yBAAyB,EAAE,8BAA8B;IACzD;8FAC0F;IAC1F,4BAA4B,EAAE,iCAAiC;IAC/D,8FAA8F;IAC9F,4BAA4B,EAAE,iCAAiC;IAE/D,+FAA+F;IAC/F,yFAAyF;IACzF,+FAA+F;IAC/F,8FAA8F;IAC9F,+FAA+F;IAC/F,wBAAwB,EAAE,4BAA4B;IACtD,oBAAoB,EAAE,wBAAwB;IAC9C;sGACkG;IAClG,uBAAuB,EAAE,2BAA2B;IACpD;gGAC4F;IAC5F,yBAAyB,EAAE,6BAA6B;IACxD,6HAA6H;IAC7H,kBAAkB,EAAE,sBAAsB;IAC1C,yGAAyG;IACzG,4BAA4B,EAAE,gCAAgC;IAC9D,6FAA6F;IAC7F,qBAAqB,EAAE,0BAA0B;IACjD,qGAAqG;IACrG,8BAA8B,EAAE,mCAAmC;IACnE,kGAAkG;IAClG,iCAAiC,EAAE,sCAAsC;IACzE,kHAAkH;IAClH,kCAAkC,EAAE,uCAAuC;IAC3E,qFAAqF;IACrF,mBAAmB,EAAE,uBAAuB;IAC5C,sHAAsH;IACtH,yBAAyB,EAAE,6BAA6B;IACxD,qGAAqG;IACrG,sBAAsB,EAAE,0BAA0B;IAClD,4FAA4F;IAC5F,2BAA2B,EAAE,+BAA+B;IAC5D,qHAAqH;IACrH,4BAA4B,EAAE,gCAAgC;IAC9D,qGAAqG;IACrG,uBAAuB,EAAE,2BAA2B;IACpD,iHAAiH;IACjH,wBAAwB,EAAE,4BAA4B;IACtD,wFAAwF;IACxF,sBAAsB,EAAE,0BAA0B;IAClD,qHAAqH;IACrH,gBAAgB,EAAE,oBAAoB;IACtC,sFAAsF;IACtF,oBAAoB,EAAE,wBAAwB;IAC9C,+HAA+H;IAC/H,iBAAiB,EAAE,qBAAqB;IACxC,iEAAiE;IACjE,iBAAiB,EAAE,qBAAqB;IACxC,6GAA6G;IAC7G,kBAAkB,EAAE,sBAAsB;IAC1C,+EAA+E;IAC/E,wBAAwB,EAAE,4BAA4B;IACtD,wFAAwF;IACxF,WAAW,EAAE,cAAc;IAC3B,uGAAuG;IACvG,oBAAoB,EAAE,wBAAwB;IAC9C,0FAA0F;IAC1F,6BAA6B,EAAE,kCAAkC;IACjE,4FAA4F;IAC5F,0BAA0B,EAAE,8BAA8B;IAC1D,qBAAqB,EAAE,yBAAyB;IAChD,0GAA0G;IAC1G,oBAAoB,EAAE,yBAAyB;IAC/C,gGAAgG;IAChG,oBAAoB,EAAE,yBAAyB;IAC/C,wGAAwG;IACxG,kCAAkC,EAAE,uCAAuC;IAC3E,iHAAiH;IACjH,gBAAgB,EAAE,mBAAmB;IACrC,4BAA4B,EAAE,gCAAgC;IAC9D,sBAAsB,EAAE,2BAA2B;IACnD,yBAAyB,EAAE,6BAA6B;IACxD,kBAAkB,EAAE,qBAAqB;IACzC,iBAAiB,EAAE,oBAAoB;IACvC,2BAA2B,EAAE,gCAAgC;IAC7D,sBAAsB,EAAE,0BAA0B;IAClD,2BAA2B,EAAE,gCAAgC;IAC7D,mBAAmB,EAAE,cAAc,CAAC,mBAAmB;IACvD,mBAAmB,EAAE,uBAAuB;IAC5C,gBAAgB,EAAE,qBAAqB;IACvC,gBAAgB,EAAE,oBAAoB;IACtC,sBAAsB,EAAE,cAAc,CAAC,sBAAsB;IAC7D,cAAc,EAAE,kBAAkB;IAClC,sBAAsB,EAAE,0BAA0B;IAClD,sBAAsB,EAAE,0BAA0B;IAClD,qBAAqB,EAAE,yBAAyB;IAChD,yBAAyB,EAAE,8BAA8B;IACzD,0BAA0B,EAAE,8BAA8B;IAC1D,0BAA0B,EAAE,+BAA+B;IAC3D,sBAAsB,EAAE,0BAA0B;IAClD,sBAAsB,EAAE,0BAA0B;IAClD,oBAAoB,EAAE,wBAAwB;IAC9C,mBAAmB,EAAE,uBAAuB;IAC5C,0BAA0B,EAAE,8BAA8B;IAC1D;;;;;OAKG;IACH,kBAAkB,EAAE,sBAAsB;IAC1C,qBAAqB,EAAE,yBAAyB;IAChD,sCAAsC,EAAE,4CAA4C;IACpF,8FAA8F;IAC9F,sBAAsB,EAAE,0BAA0B;IAClD,yBAAyB,EAAE,6BAA6B;IACxD,4BAA4B,EAAE,gCAAgC;IAC9D,iCAAiC,EAAE,sCAAsC;IAEzE,+FAA+F;IAC/F,iGAAiG;IACjG,6FAA6F;IAC7F,0FAA0F;IAC1F,2BAA2B,EAAE,iCAAiC;IAC9D,4FAA4F;IAC5F,uBAAuB,EAAE,6BAA6B;IACtD,oFAAoF;IACpF,8BAA8B,EAAE,kCAAkC;IAClE,6FAA6F;IAC7F,qCAAqC,EAAE,2CAA2C;IAClF,+FAA+F;IAC/F,4BAA4B,EAAE,iCAAiC;IAC/D,sFAAsF;IACtF,wBAAwB,EAAE,6BAA6B;IACvD,gGAAgG;IAChG,iCAAiC,EAAE,sCAAsC;IACzE,iGAAiG;IACjG,kCAAkC,EAAE,uCAAuC;IAC3E,6FAA6F;IAC7F,kBAAkB,EAAE,sBAAsB;IAC1C,+FAA+F;IAC/F,0BAA0B,EAAE,+BAA+B;IAC3D,s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/**
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* The facade pattern (design law #1 / §5.1): a plain callable paired with an `.explain()` companion.
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*
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* `f(input)` returns the bare value (and throws typed errors on failure); `f.explain(input)` returns
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* the full {@link Computed} envelope (value + assumptions + diagnostics). One gesture, everywhere —
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* lifted into core so every package builds its scalar facades the same way (DX1).
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*
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* Both constructors guard the FIRST argument centrally (the first-touch law, dx §7.1): a facade
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* called with `undefined`, a string, or a number throws a typed teaching `InputError` here, before
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* any property access inside the wrapped implementation can escape as a raw `TypeError`. The guard
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* only checks the container shape — field-level validation stays inside each facade, where the
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* domain knowledge lives.
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*/
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import type { Computed } from './computed.js';
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/**
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* Law 7 runtime postcondition (spec P2.1, tightened in E3): a SUCCESSFUL explained result is
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* JSON-safe — it NEVER carries a non-finite number (`JSON.stringify` would silently corrupt it to
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* `null`). **Warnings never license a non-finite value**: an undefined quantity is reported as
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* `null` and the warning explains the null. The only ratified exceptions are structural sentinels:
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*
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* 1. `diagnostics.warmup > 0` with an array value — EXACTLY the first `warmup` slots are the
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* documented aligned-series "not yet formed" sentinel; every slot past the prefix is checked;
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* 2. discriminated "none" elements — zone-style points (`direction: 0`, shape-anchored on their
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* zone fields) and divergence points (`code: 0`, shape-anchored on `priceSwings`) — whose
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* documented NaN-when-none fields are exempt; every OTHER field of such an element is still
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* checked, and an element that merely says `direction: 0` without the zone shape (e.g. an
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* honest tdSequential point) is walked in full.
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*
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* Anything else non-finite throws {@link PostconditionError}: a library defect surfaced loudly at
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* the boundary rather than shipped silently into a serialization. The walk is exhaustive — full
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* depth (cycle-safe), value + assumptions + diagnostics + provenance — so nothing hides below a cap.
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*/
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export declare function assertFiniteResult(label: string, result: Computed<unknown>): void;
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/**
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* Law 7 postcondition for a plain successful value or report. Scalar facades and object-valued
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* analyses do not have an envelope in which a non-finite number can hide, so they use the same
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* exhaustive walker as {@link assertFiniteResult}. Aligned arrays are checked by their explained
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* companion because only its declared `diagnostics.warmup` can distinguish a legitimate prefix
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* sentinel from a defect.
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*/
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/**
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* Law 7's INPUT-DRIVEN twin (2026-08-23 review wave): refuse a computed result that finite inputs
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* pushed past IEEE-754 double precision. `assertFiniteValue` reports a non-finite success as a
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* LIBRARY defect ("please report it"); this finalizer reports it as the caller's magnitudes
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* overflowing the arithmetic — a teaching refusal, not a bug report. Every public
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* facade/analysis/ratified-plain answer in the Stage 4 domain packages returns through one of the
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* two; the overflow mutant (`tools/first-touch/overflow-sweep.test.ts`) holds the law.
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*/
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export declare function requireRepresentableResult<T>(functionName: string, result: T): T;
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/**
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* Sum signed finite addends without losing a representable answer to evaluation order.
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*
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* The ordinary path uses a non-overlapping floating-point expansion: low-order residuals survive
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* cancellation (`1e16 + 1 − 1e16 === 1`). If one partial addition itself overflows, the fallback
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* decodes each double into an exact BigInt superaccumulator and rounds the exact total once. That
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* fallback is what makes `1e308 + 1e308 + 1 − 1e308 − 1e308` return `1` in every permutation while
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* still returning Infinity when the mathematical sum of the supplied doubles exceeds
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* `Number.MAX_VALUE`. Non-finite addends retain ordinary IEEE-754 propagation semantics.
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*/
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export declare function stableSum(addends: readonly number[]): number;
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export declare function assertFiniteValue(label: string, value: unknown): void;
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/** Validate and return a direct Computed result in one expression. */
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export declare function finalizeResult<Result extends Computed<unknown>>(label: string, result: Result): Result;
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/**
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* A callable `(input) => Output` with an `.explain(input) => Computed<Output, Extra>` companion. The
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* `Extra` type parameter carries the domain-specific assumptions the envelope discloses (it defaults
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* to none), so `f.explain(input).assumptions.<extraField>` type-checks.
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*/
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/**
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* `ExplainValue` defaults to `Output` and diverges only for solver facades (Law 7 / E3): the plain
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* call THROWS on failure so its output stays `number`, while the `.explain` envelope reports the
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* same failure softly as `value: null` + `converged: false`.
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*/
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export type Facade<Input, Output, Extra extends Record<string, unknown> = Record<never, never>, ExplainValue = Output> = ((input: Input) => Output) & {
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explain: (input: Input) => Computed<ExplainValue, Extra>;
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};
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/**
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* Pair a plain-value `call` with its envelope-returning `explain` into a single {@link Facade}.
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|
+
* `label` is the public name of the facade as the user calls it (e.g. `'blackScholes.call'`) — it opens every
|
|
80
|
+
* guard message. S1 facades take an input OBJECT of named fields, so arrays are rejected here too.
|
|
81
|
+
*/
|
|
82
|
+
export declare function facade<Input, Output, Extra extends Record<string, unknown> = Record<never, never>, ExplainValue = Output>(label: string, call: (input: Input) => Output, explain: (input: Input) => Computed<ExplainValue, Extra>): Facade<Input, Output, Extra, ExplainValue>;
|
|
83
|
+
/**
|
|
84
|
+
* A multi-argument (series-first) facade: the plain call takes `(data, parameters?, …)`, and `.explain()`
|
|
85
|
+
* takes the SAME arguments and returns the {@link Computed} envelope. This is the S2 shape (`rsi(closes,
|
|
86
|
+
* parameters?)`, `sharpe(returns, options?)`) — distinct from {@link Facade}, which is the single-object S1
|
|
87
|
+
* shape (`blackScholes.call({ … })`).
|
|
88
|
+
*/
|
|
89
|
+
export type SeriesFacade<Args extends unknown[], Output, Extra extends Record<string, unknown> = Record<never, never>> = ((...callArguments: Args) => Output) & {
|
|
90
|
+
explain: (...callArguments: Args) => Computed<Output, Extra>;
|
|
91
|
+
};
|
|
92
|
+
/**
|
|
93
|
+
* Pair a series-first `call` with an `.explain()` that takes the same arguments (S2 facades).
|
|
94
|
+
* `label` is the public name of the facade as the user calls it (e.g. `'sharpe'`).
|
|
95
|
+
*/
|
|
96
|
+
export declare function seriesFacade<Args extends unknown[], Output, Extra extends Record<string, unknown> = Record<never, never>>(label: string, call: (...callArguments: Args) => Output, explain: (...callArguments: Args) => Computed<Output, Extra>): SeriesFacade<Args, Output, Extra>;
|
|
97
|
+
//# sourceMappingURL=facade.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|