@insiderfinance/totalfinance 0.1.0

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Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
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  42. package/modules/backtest/dist/diagnostics.js +63 -0
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  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
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  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
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  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
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  86. package/modules/backtest/dist/event-driven.js +325 -0
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  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
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  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
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  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
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  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
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  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
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  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
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@@ -0,0 +1,363 @@
1
+ /**
2
+ * TotalFinance error model (spec §7.5).
3
+ *
4
+ * Every error carries a machine-readable, SemVer-stable `code` and optional structured `context`.
5
+ * Codes are public API: tools, MCP clients, and user error handlers branch on them, so they change
6
+ * only in major versions.
7
+ */
8
+ import * as ValidationCode from './validation-codes.js';
9
+ /** Base class for every TotalFinance error. */
10
+ export class QuantError extends Error {
11
+ code;
12
+ context;
13
+ constructor(message, options) {
14
+ super(message, options.cause !== undefined ? { cause: options.cause } : undefined);
15
+ this.name = new.target.name;
16
+ this.code = options.code;
17
+ if (options.context !== undefined)
18
+ this.context = options.context;
19
+ // Preserve the prototype chain when compiled to older targets.
20
+ Object.setPrototypeOf(this, new.target.prototype);
21
+ }
22
+ /**
23
+ * Versioned JSON shape. `message` is a non-enumerable Error property, so a bare
24
+ * `JSON.stringify(error)` used to drop the one field a human needs; `serialization: 1` lets a
25
+ * consumer detect future shape changes.
26
+ */
27
+ toJSON() {
28
+ return {
29
+ serialization: 1,
30
+ name: this.name,
31
+ code: this.code,
32
+ message: this.message,
33
+ ...(this.context !== undefined ? { context: this.context } : {}),
34
+ };
35
+ }
36
+ }
37
+ /** Invalid or nonsensical input (programmer error or malformed payload). */
38
+ export class InputError extends QuantError {
39
+ }
40
+ /** A numerical solver failed to converge. Never silently replaced with a guess (design law #4). */
41
+ export class ConvergenceError extends QuantError {
42
+ }
43
+ /** Inputs violate a no-arbitrage condition (e.g. a price below intrinsic value). */
44
+ export class ArbitrageError extends QuantError {
45
+ }
46
+ /** A data-quality problem (crossed/locked market, stale quote, bad print). */
47
+ export class DataError extends QuantError {
48
+ }
49
+ /** A requested operation is not supported by the selected engine/model/contract. */
50
+ export class UnsupportedError extends QuantError {
51
+ }
52
+ /** The library was configured in a contradictory or unusable way. */
53
+ export class ConfigurationError extends QuantError {
54
+ }
55
+ /**
56
+ * A LIBRARY defect surfaced loudly (Law 7 runtime postcondition): a successful facade/analysis
57
+ * result was about to carry an undisclosed NaN/Infinity. This is never a user-input error — if
58
+ * you see it, please report it with the inputs; the honest alternatives are `null`-with-reason
59
+ * or a disclosed diagnostic, and the function failed to produce either.
60
+ */
61
+ export class PostconditionError extends QuantError {
62
+ }
63
+ /** Type guard: is this value a QuantError (and optionally a specific code)? */
64
+ export function isQuantError(value, code) {
65
+ return value instanceof QuantError && (code === undefined || value.code === code);
66
+ }
67
+ /**
68
+ * Canonical error codes used in the 0.0.1 surface. The set is open — packages may introduce new
69
+ * codes — but these are documented and stable.
70
+ *
71
+ * Static references to package-private constants let guard-only consumers discard this registry
72
+ * while retaining the same error classes. Explicit properties preserve the public property order
73
+ * and literal readonly types, without a second code object or construction side effects.
74
+ */
75
+ export const ErrorCode = {
76
+ InputNaN: ValidationCode.InputNaN,
77
+ InputNotFinite: ValidationCode.InputNotFinite,
78
+ InputNegativeSpot: ValidationCode.InputNegativeSpot,
79
+ InputNegativeStrike: ValidationCode.InputNegativeStrike,
80
+ InputNegativeVolatility: ValidationCode.InputNegativeVolatility,
81
+ InputNegativeTime: ValidationCode.InputNegativeTime,
82
+ InputOutOfRange: ValidationCode.InputOutOfRange,
83
+ InputInvalidEnum: ValidationCode.InputInvalidEnum,
84
+ InputMissingField: ValidationCode.InputMissingField,
85
+ InputUnknownField: ValidationCode.InputUnknownField,
86
+ InputWrongType: ValidationCode.InputWrongType,
87
+ /** The argument is an object but not the expected SHAPE (right type, wrong slots) — distinct from a
88
+ * single missing field. Emitted by {@link wrongShapeError}. */
89
+ InputWrongShape: ValidationCode.InputWrongShape,
90
+ ImpliedVolatilityNoConvergence: 'implied_volatility.no_convergence',
91
+ ImpliedVolatilityBelowIntrinsic: 'implied_volatility.below_intrinsic',
92
+ ImpliedVolatilityAboveMax: 'implied_volatility.above_max_bound',
93
+ EngineUnsupportedContract: 'engine.unsupported_contract',
94
+ // Reserved for the Phase-8 data-quality layer (crossed/stale quote rejection); kept intentionally.
95
+ DataCrossedMarket: 'data.crossed_market',
96
+ DataStaleQuote: 'data.stale_quote',
97
+ SolverNoConvergence: 'solver.no_convergence',
98
+ LinalgNoConvergence: 'linalg.no_convergence',
99
+ LinalgNotPositiveDefinite: 'linalg.not_positive_definite',
100
+ LinalgSingular: 'linalg.singular',
101
+ IntegrationMaxDepth: 'integration.max_depth',
102
+ InterpolationOutOfDomain: 'interpolation.out_of_domain',
103
+ InterpolationDuplicateKnots: 'interpolation.duplicate_knots',
104
+ InterpolationInvalidGrid: 'interpolation.invalid_grid',
105
+ OptimizeInvalidBounds: 'optimize.invalid_bounds',
106
+ VolatilityExpiryNotFound: 'volatility.expiry_not_found',
107
+ VolatilityCalendarArbitrage: 'volatility.calendar_arbitrage',
108
+ StrategyInvalidChartRange: 'strategy.invalid_chart_range',
109
+ /** A calendar/timezone resolution failed (unknown zone, unresolvable local time). Emitted by core's
110
+ * time layer, which owns the registry — so it lives here, not as a raw inline literal. */
111
+ TimeTimezoneResolutionFailed: 'time.timezone_resolution_failed',
112
+ /** A pricing path was given a date with no time of day; a valuation instant must name one. */
113
+ TimeValuationInstantRequired: 'time.valuation_instant_required',
114
+ // ── Phase 3 registry consolidation (P3.1c) ──────────────────────────────────────────────────
115
+ // Every leaf-package error code, registered centrally: the shrink-only legacy ratchet in
116
+ // tools/codes-conformance.test.ts is now EMPTY and stays empty — an unregistered code anywhere
117
+ // in the monorepo is a CI failure. Call-site classification: these appear only in typed-error
118
+ // constructors. Semantics live at the emit sites; the registry guarantees greppable stability.
119
+ BacktestDuplicateHandler: 'backtest.duplicate_handler',
120
+ BacktestMixedSymbols: 'backtest.mixed_symbols',
121
+ /** An open option leg has no usable current-snapshot mark (missing, ambiguous, stale, or
122
+ * unpriceable contract quote) and the request's missing-mark policy is to refuse (Preview P1). */
123
+ BacktestMarkUnavailable: 'backtest.mark_unavailable',
124
+ /** Stage 4.6 (FC8) — the `reject` intrabar ambiguity policy met a bar where two orders could
125
+ * have touched in either sequence; the run refuses rather than pick a sequence silently. */
126
+ BacktestAmbiguousIntrabar: 'backtest.ambiguous_intrabar',
127
+ /** Stage 4.6 (FC8) — a quote fill under `staleQuotes.behavior: 'reject'` met a quote older than the policy's maximum age. */
128
+ BacktestStaleQuote: 'backtest.stale_quote',
129
+ /** Stage 4.6 (FC8) — a caller-supplied fill model or instrument adapter failed its conformance suite. */
130
+ BacktestAdapterNonconformant: 'backtest.adapter_nonconformant',
131
+ /** Stage 4.6 (FC8) — a run's row count is above the ceiling one synchronous run may read. */
132
+ BacktestInputTooLarge: 'backtest.input_too_large',
133
+ /** Stage 4.6 (FC8) — a 'delisted' universe exit with no delistingReturn while a position is open. */
134
+ BacktestDelistingReturnMissing: 'backtest.delisting_return_missing',
135
+ /** Stage 4.6 (FC8) — a return or feature names an instrument the universe history never lists. */
136
+ BacktestUniverseMembershipUnknown: 'backtest.universe_membership_unknown',
137
+ /** Stage 4.6 (FC8) — the emitted portfolio events do not fold to the equity the engine reports (an invariant). */
138
+ BacktestLedgerReconciliationFailed: 'backtest.ledger_reconciliation_failed',
139
+ /** Stage 7B.1 (AT4) — step() or finish() on a trading environment before reset(). */
140
+ EnvironmentNotReset: 'environment.not_reset',
141
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order id repeated inside an episode (an idempotent retry). */
142
+ EnvironmentDuplicateOrder: 'environment.duplicate_order',
143
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order that would breach a declared limit. */
144
+ EnvironmentLimitBreach: 'environment.limit_breach',
145
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order the action mask disallows. */
146
+ EnvironmentActionDisallowed: 'environment.action_disallowed',
147
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order naming an instrument the environment does not hold. */
148
+ EnvironmentUnknownInstrument: 'environment.unknown_instrument',
149
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order or cancellation of the wrong shape. */
150
+ EnvironmentOrderInvalid: 'environment.order_invalid',
151
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an action of the wrong shape; the step proceeds as hold. */
152
+ EnvironmentActionInvalid: 'environment.action_invalid',
153
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: a step after the episode ended. */
154
+ EnvironmentEpisodeOver: 'environment.episode_over',
155
+ /** Stage 7B.2 (AT5) — a trade intent or plan that cannot be normalized (a duplicate line, an unknown instrument). */
156
+ TradePlanInvalid: 'trade.plan_invalid',
157
+ /** Stage 7B.2 (AT5) — preflight denied the plan; a grant cannot be minted over it. */
158
+ TradePreflightDenied: 'trade.preflight_denied',
159
+ /** Stage 7B.2 (AT5) — an authorization grant that does not cover the execution asked of it (its reasons name the bindings). */
160
+ TradeGrantInvalid: 'trade.grant_invalid',
161
+ /** Stage 7B.2 (AT5) — an authorization grant past its expiry. */
162
+ TradeGrantExpired: 'trade.grant_expired',
163
+ /** Repairs B6 — the grant already licensed a submission; a grant is consumed by its first successful one. */
164
+ TradeGrantConsumed: 'trade.grant_consumed',
165
+ /** Stage 7B.2 (AT5) — an idempotency key already used for a different plan. */
166
+ TradeIdempotencyConflict: 'trade.idempotency_conflict',
167
+ /** Stage 7B.2 (AT5) — the kill switch is on: every submission refuses until resumed. */
168
+ TradeHalted: 'trade.halted',
169
+ /** Stage 7B.2 (AT5) — live execution is not available in the open library; adapters ship under AT8. */
170
+ TradeLiveUnavailable: 'trade.live_unavailable',
171
+ /** Stage 7B.2 (AT5) — an execution-journal event that the order's state cannot accept. */
172
+ TradeJournalTransitionInvalid: 'trade.journal_transition_invalid',
173
+ /** Stage 7B.2 (AT5) — an operation whose required capabilities the caller did not grant. */
174
+ OperationCapabilityMissing: 'operation.capability_missing',
175
+ OperationToolFiltered: 'operation.tool_filtered',
176
+ /** Stage 4.6 (FC8) — a grid's cartesian product is above the variations one synchronous sweep may run. */
177
+ BacktestGridTooLarge: 'backtest.grid_too_large',
178
+ /** Stage 4.6 (FC8) — an options book above the open positions one synchronous book may hold. */
179
+ BacktestBookTooLarge: 'backtest.book_too_large',
180
+ /** Stage 4.6 (FC8) — a merger or spin-off on an open option leg; the deliverable cannot be adjusted. */
181
+ BacktestUnsupportedCorporateAction: 'backtest.unsupported_corporate_action',
182
+ /** Stage 7A — the protocol-neutral operation runtime and registry (`@insiderfinance/totalfinance/workflows`). */
183
+ OperationUnknown: 'operation.unknown',
184
+ OperationRegistrationRefused: 'operation.registration_refused',
185
+ OperationInputTooLarge: 'operation.input_too_large',
186
+ OperationDeadlineExceeded: 'operation.deadline_exceeded',
187
+ OperationCancelled: 'operation.cancelled',
188
+ OperationInternal: 'operation.internal',
189
+ OperationHandleStoreMissing: 'operation.handle_store_missing',
190
+ OperationHandleUnknown: 'operation.handle_unknown',
191
+ OperationHandleKindMismatch: 'operation.handle_kind_mismatch',
192
+ InputLengthMismatch: ValidationCode.InputLengthMismatch,
193
+ McpDeadlineExceeded: 'mcp.deadline_exceeded',
194
+ McpInputTooLarge: 'mcp.input_too_large',
195
+ McpInternalError: 'mcp.internal_error',
196
+ PostconditionNonFinite: ValidationCode.PostconditionNonFinite,
197
+ McpUnknownTool: 'mcp.unknown_tool',
198
+ PipelineDuplicateAlias: 'pipeline.duplicate_alias',
199
+ PipelineLengthMismatch: 'pipeline.length_mismatch',
200
+ RegistryAliasConflict: 'registry.alias_conflict',
201
+ RegistryDuplicateAliasRow: 'registry.duplicate_alias_row',
202
+ RegistryDuplicateIndicator: 'registry.duplicate_indicator',
203
+ RegistryUnknownAliasTarget: 'registry.unknown_alias_target',
204
+ SignalUnknownReference: 'signal.unknown_reference',
205
+ SnapshotInvalidVersion: 'snapshot.invalid_version',
206
+ SnapshotKindMismatch: 'snapshot.kind_mismatch',
207
+ SnapshotUnknownKind: 'snapshot.unknown_kind',
208
+ SnapshotUnsupportedVersion: 'snapshot.unsupported_version',
209
+ /**
210
+ * A value handed to a snapshot restorer is not an envelope. 3B.N7 retired
211
+ * `snapshot.reserved_field` in the same change: that code guarded a stream serializing its own `v`
212
+ * into a FLAT snapshot, and the `{ kind, schemaVersion, state }` envelope makes the collision
213
+ * structurally impossible — indicator state can no longer reach the envelope's own fields.
214
+ */
215
+ SnapshotWrongShape: 'snapshot.wrong_shape',
216
+ StrategyDeltaRequired: 'strategy.delta_required',
217
+ StrategyMultiExpiryExpirationAnalytics: 'strategy.multi_expiry_expiration_analytics',
218
+ /** A call-site `expiry` contradicts the expiry materialized on the position's option legs. */
219
+ StrategyExpiryConflict: 'strategy.expiry_conflict',
220
+ StrategyStrikeUnavailable: 'strategy.strike_unavailable',
221
+ VolatilityForwardUnavailable: 'volatility.forward_unavailable',
222
+ VolatilitySnapshotVersionMismatch: 'volatility.snapshot_version_mismatch',
223
+ // ── 2026-08-02 defect-fix wave ──────────────────────────────────────────────────────────────
224
+ // Registered ahead of their emit sites (which land in the same PR) so the fix slices cannot race
225
+ // on this registry. Each closes a reviewed silent-wrong-number or fabricated-success defect.
226
+ /** A lattice's risk-neutral branch probabilities left [0, 1] (drift outran diffusion). */
227
+ EngineProbabilityOutOfRange: 'engine.probability_out_of_range',
228
+ /** A successful engine result violated a no-arbitrage output bound (e.g. C > S·e^{-qT}). */
229
+ EngineResultOutOfBounds: 'engine.result_out_of_bounds',
230
+ /** Warning: the engine's grid/truncation is too coarse for the requested regime. */
231
+ EngineDiscretizationInadequate: 'engine.discretization_inadequate',
232
+ /** The target premium is below the smallest price the solver can resolve to a volatility. */
233
+ ImpliedVolatilityPriceBelowResolvable: 'implied_volatility.price_below_resolvable',
234
+ /** Warning: covariance condition number too large for the optimizer's answer to be trusted. */
235
+ RiskIllConditionedCovariance: 'risk.ill_conditioned_covariance',
236
+ /** Warning: the requested tail quantile lies beyond the sample's resolvable range. */
237
+ RiskQuantileBeyondSample: 'risk.quantile_beyond_sample',
238
+ /** Warning: a calibrated fit deviates materially from its input data (likely arbitrageable). */
239
+ VolatilityCalibrationFitDeviation: 'volatility.calibration_fit_deviation',
240
+ /** A variance forecast came back negative; the model output cannot be consumed as a variance. */
241
+ VolatilityNegativeVarianceForecast: 'volatility.negative_variance_forecast',
242
+ /** An iterative series/loop hit its budget without converging; the value is not returned. */
243
+ MathIterationLimit: 'math.iteration_limit',
244
+ /** Warning: a resting order's prices/quantity were adjusted for a corporate action (split). */
245
+ BacktestOrderSplitAdjusted: 'backtest.order_split_adjusted',
246
+ /** Warning: a coupon rate looks like a percent typed as a decimal (e.g. 5 for 5%). */
247
+ InputSuspiciousCouponRate: ValidationCode.InputSuspiciousCouponRate,
248
+ /** Warning: a yield looks like a percent typed as a decimal (e.g. 5 for 5%). */
249
+ InputSuspiciousYield: ValidationCode.InputSuspiciousYield,
250
+ /** Warning: model parameters violate the Feller condition; the variance floor is attainable. */
251
+ ModelFellerConditionViolated: 'model.feller_condition_violated',
252
+ // ── Gate C structural extension contracts (docs/specs/gate-c-extension-contracts.md) ────────
253
+ // The Pricer/requirements protocol in `@insiderfinance/totalfinance/core/pricing` emits these; they are registered
254
+ // here because core owns the registry (F15) and because the conformance kit BRANCHES on
255
+ // `pricer.requirement_unsatisfied` — a third-party pricer must throw exactly this code for a
256
+ // missing required observation, so the code is load-bearing public API from its first commit.
257
+ /** A required market observation is absent from the observations handed to a pricer. */
258
+ PricerRequirementUnsatisfied: 'pricer.requirement_unsatisfied',
259
+ /** A market-requirement descriptor is malformed (unknown kind, missing/mistyped subject field). */
260
+ PricerRequirementInvalid: 'pricer.requirement_invalid',
261
+ /** A market observation's value has the wrong type/shape for its requirement's kind. */
262
+ PricerObservationInvalid: 'pricer.observation_invalid',
263
+ /** A pricer failed the behavioral conformance kit (`validatePricer`) against its own fixtures. */
264
+ PricerNonconformant: 'pricer.nonconformant',
265
+ // ── Stage 4.4b shared cross-domain scenario runner (`@insiderfinance/totalfinance/scenarios`) ────────────────
266
+ /** A scenario override or shock matched no used observation, Taylor factor, FX quote, or handler. */
267
+ ScenarioInstructionUnmatched: 'scenario.instruction_unmatched',
268
+ /** A target's bound pricer returned false from its one preflight `supports` call. */
269
+ ScenarioTargetUnsupported: 'scenario.target_unsupported',
270
+ /** One base/scenario valuation failed after the complete request and execution plan passed. */
271
+ ScenarioCellFailed: 'scenario.cell_failed',
272
+ // ── Gate B artifact spine (`@insiderfinance/totalfinance/core/artifacts`) ──────────────────────────────────────
273
+ /** A value has no canonical JSON form (Date/Map/Set/typed array/class instance/bigint/function
274
+ * — or the reserved `{ nonFinite }` wrapper supplied as literal data). The canonical serializer
275
+ * refuses rather than guessing a meaning into every content hash. */
276
+ SerializationUnsupportedValue: 'serialization.unsupported_value',
277
+ /** An older-schema envelope was read with no registered migration covering a required step —
278
+ * schema upgrades are explicit, never silent. */
279
+ ArtifactMigrationMissing: 'artifact.migration_missing',
280
+ /** A second migration was registered for the same `(kind, fromVersion)` — two upgrades for one
281
+ * stored shape cannot both be the truth. */
282
+ ArtifactDuplicateMigration: 'artifact.duplicate_migration',
283
+ /** A saved analysis artifact's `id` does not equal the content hash of its body — the artifact
284
+ * was edited after creation (or assembled by hand); its provenance chain cannot be trusted. */
285
+ 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
+ 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@@ -0,0 +1,97 @@
1
+ /**
2
+ * The facade pattern (design law #1 / §5.1): a plain callable paired with an `.explain()` companion.
3
+ *
4
+ * `f(input)` returns the bare value (and throws typed errors on failure); `f.explain(input)` returns
5
+ * the full {@link Computed} envelope (value + assumptions + diagnostics). One gesture, everywhere —
6
+ * lifted into core so every package builds its scalar facades the same way (DX1).
7
+ *
8
+ * Both constructors guard the FIRST argument centrally (the first-touch law, dx §7.1): a facade
9
+ * called with `undefined`, a string, or a number throws a typed teaching `InputError` here, before
10
+ * any property access inside the wrapped implementation can escape as a raw `TypeError`. The guard
11
+ * only checks the container shape — field-level validation stays inside each facade, where the
12
+ * domain knowledge lives.
13
+ */
14
+ import type { Computed } from './computed.js';
15
+ /**
16
+ * Law 7 runtime postcondition (spec P2.1, tightened in E3): a SUCCESSFUL explained result is
17
+ * JSON-safe — it NEVER carries a non-finite number (`JSON.stringify` would silently corrupt it to
18
+ * `null`). **Warnings never license a non-finite value**: an undefined quantity is reported as
19
+ * `null` and the warning explains the null. The only ratified exceptions are structural sentinels:
20
+ *
21
+ * 1. `diagnostics.warmup > 0` with an array value — EXACTLY the first `warmup` slots are the
22
+ * documented aligned-series "not yet formed" sentinel; every slot past the prefix is checked;
23
+ * 2. discriminated "none" elements — zone-style points (`direction: 0`, shape-anchored on their
24
+ * zone fields) and divergence points (`code: 0`, shape-anchored on `priceSwings`) — whose
25
+ * documented NaN-when-none fields are exempt; every OTHER field of such an element is still
26
+ * checked, and an element that merely says `direction: 0` without the zone shape (e.g. an
27
+ * honest tdSequential point) is walked in full.
28
+ *
29
+ * Anything else non-finite throws {@link PostconditionError}: a library defect surfaced loudly at
30
+ * the boundary rather than shipped silently into a serialization. The walk is exhaustive — full
31
+ * depth (cycle-safe), value + assumptions + diagnostics + provenance — so nothing hides below a cap.
32
+ */
33
+ export declare function assertFiniteResult(label: string, result: Computed<unknown>): void;
34
+ /**
35
+ * Law 7 postcondition for a plain successful value or report. Scalar facades and object-valued
36
+ * analyses do not have an envelope in which a non-finite number can hide, so they use the same
37
+ * exhaustive walker as {@link assertFiniteResult}. Aligned arrays are checked by their explained
38
+ * companion because only its declared `diagnostics.warmup` can distinguish a legitimate prefix
39
+ * sentinel from a defect.
40
+ */
41
+ /**
42
+ * Law 7's INPUT-DRIVEN twin (2026-08-23 review wave): refuse a computed result that finite inputs
43
+ * pushed past IEEE-754 double precision. `assertFiniteValue` reports a non-finite success as a
44
+ * LIBRARY defect ("please report it"); this finalizer reports it as the caller's magnitudes
45
+ * overflowing the arithmetic — a teaching refusal, not a bug report. Every public
46
+ * facade/analysis/ratified-plain answer in the Stage 4 domain packages returns through one of the
47
+ * two; the overflow mutant (`tools/first-touch/overflow-sweep.test.ts`) holds the law.
48
+ */
49
+ export declare function requireRepresentableResult<T>(functionName: string, result: T): T;
50
+ /**
51
+ * Sum signed finite addends without losing a representable answer to evaluation order.
52
+ *
53
+ * The ordinary path uses a non-overlapping floating-point expansion: low-order residuals survive
54
+ * cancellation (`1e16 + 1 − 1e16 === 1`). If one partial addition itself overflows, the fallback
55
+ * decodes each double into an exact BigInt superaccumulator and rounds the exact total once. That
56
+ * fallback is what makes `1e308 + 1e308 + 1 − 1e308 − 1e308` return `1` in every permutation while
57
+ * still returning Infinity when the mathematical sum of the supplied doubles exceeds
58
+ * `Number.MAX_VALUE`. Non-finite addends retain ordinary IEEE-754 propagation semantics.
59
+ */
60
+ export declare function stableSum(addends: readonly number[]): number;
61
+ export declare function assertFiniteValue(label: string, value: unknown): void;
62
+ /** Validate and return a direct Computed result in one expression. */
63
+ export declare function finalizeResult<Result extends Computed<unknown>>(label: string, result: Result): Result;
64
+ /**
65
+ * A callable `(input) => Output` with an `.explain(input) => Computed<Output, Extra>` companion. The
66
+ * `Extra` type parameter carries the domain-specific assumptions the envelope discloses (it defaults
67
+ * to none), so `f.explain(input).assumptions.<extraField>` type-checks.
68
+ */
69
+ /**
70
+ * `ExplainValue` defaults to `Output` and diverges only for solver facades (Law 7 / E3): the plain
71
+ * call THROWS on failure so its output stays `number`, while the `.explain` envelope reports the
72
+ * same failure softly as `value: null` + `converged: false`.
73
+ */
74
+ export type Facade<Input, Output, Extra extends Record<string, unknown> = Record<never, never>, ExplainValue = Output> = ((input: Input) => Output) & {
75
+ explain: (input: Input) => Computed<ExplainValue, Extra>;
76
+ };
77
+ /**
78
+ * Pair a plain-value `call` with its envelope-returning `explain` into a single {@link Facade}.
79
+ * `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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