@insiderfinance/totalfinance 0.1.0

package/modules/core/dist/pricing.js.map

@@ -0,0 +1 @@
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package/modules/core/dist/provenance.d.ts

@@ -0,0 +1,25 @@
+/** Data provenance (spec §7.8). Adapters attach it; compute packages propagate it. */
+import type { QuantWarning } from './diagnostics.js';
+import type { EpochMs } from './time.js';
+export interface Provenance {
+    provider?: string;
+    dataset?: string;
+    asOf?: EpochMs;
+    receivedAt?: EpochMs;
+    sourceVersion?: string;
+    requestId?: string;
+    warnings?: QuantWarning[];
+}
+/**
+ * The ONE full validator for a caller-supplied {@link Provenance} record, used by every boundary
+ * that accepts one (market snapshots, analysis artifacts, scenario sets — create AND read paths),
+ * so all of them refuse the same malformations with the same teaching. It validates exactly the
+ * DECLARED shape, closed keys: `provider`/`dataset`/`sourceVersion`/`requestId` strings when
+ * present, `asOf`/`receivedAt` finite epoch-ms numbers when present, and `warnings` an array of
+ * structured {@link QuantWarning}s ({ code, message, severity, context? }) when present. A
+ * `provider: 42` or a bare-string warning is refused here, not preserved into a stored envelope —
+ * provenance is outside every content hash, but it is still a PUBLIC payload a consumer reads back.
+ * Core-internal on purpose: validation plumbing, not analysis API. Returns the (unchanged) record.
+ */
+export declare function requireProvenance(functionName: string, label: string, value: unknown): Provenance;
+//# sourceMappingURL=provenance.d.ts.map

package/modules/core/dist/provenance.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"provenance.d.ts","sourceRoot":"","sources":["../src/provenance.ts"],"names":[],"mappings":"AAAA,sFAAsF;AAEtF,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,kBAAkB,CAAC;AAGrD,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEzC,MAAM,WAAW,UAAU;IACzB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,IAAI,CAAC,EAAE,OAAO,CAAC;IACf,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,YAAY,EAAE,CAAC;CAC3B;AA8BD;;;;;;;;;;GAUG;AACH,wBAAgB,iBAAiB,CAAC,YAAY,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,UAAU,CAgEjG"}

package/modules/core/dist/provenance.js

@@ -0,0 +1,75 @@
+/** Data provenance (spec §7.8). Adapters attach it; compute packages propagate it. */
+import { ErrorCode, InputError } from './errors.js';
+import { ensureKnownKeys, requireArgumentArray, requireArgumentObject } from './invariants.js';
+/** The declared {@link Provenance} keys — the closed set every accepting boundary validates. */
+const PROVENANCE_KEYS = [
+    'provider',
+    'dataset',
+    'asOf',
+    'receivedAt',
+    'sourceVersion',
+    'requestId',
+    'warnings',
+];
+const PROVENANCE_STRING_FIELDS = ['provider', 'dataset', 'sourceVersion', 'requestId'];
+const PROVENANCE_INSTANT_FIELDS = ['asOf', 'receivedAt'];
+const WARNING_KEYS = ['code', 'message', 'severity', 'context'];
+const WARNING_SEVERITIES = ['info', 'warn', 'error'];
+function provenanceError(functionName, message, code, field) {
+    return new InputError(`${functionName}: ${message}`, {
+        code,
+        context: { function: functionName, field },
+    });
+}
+/**
+ * The ONE full validator for a caller-supplied {@link Provenance} record, used by every boundary
+ * that accepts one (market snapshots, analysis artifacts, scenario sets — create AND read paths),
+ * so all of them refuse the same malformations with the same teaching. It validates exactly the
+ * DECLARED shape, closed keys: `provider`/`dataset`/`sourceVersion`/`requestId` strings when
+ * present, `asOf`/`receivedAt` finite epoch-ms numbers when present, and `warnings` an array of
+ * structured {@link QuantWarning}s ({ code, message, severity, context? }) when present. A
+ * `provider: 42` or a bare-string warning is refused here, not preserved into a stored envelope —
+ * provenance is outside every content hash, but it is still a PUBLIC payload a consumer reads back.
+ * Core-internal on purpose: validation plumbing, not analysis API. Returns the (unchanged) record.
+ */
+export function requireProvenance(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    ensureKnownKeys(functionName, label, value, PROVENANCE_KEYS);
+    const record = value;
+    for (const field of PROVENANCE_STRING_FIELDS) {
+        const member = record[field];
+        if (member !== undefined && typeof member !== 'string') {
+            throw provenanceError(functionName, `${label}.${field} must be a string when present. Received ${member === null ? 'null' : typeof member}.\n  e.g. { provider: 'insiderfinance', dataset: 'eod' }`, ErrorCode.InputWrongType, `${label}.${field}`);
+        }
+    }
+    for (const field of PROVENANCE_INSTANT_FIELDS) {
+        const member = record[field];
+        if (member !== undefined && (typeof member !== 'number' || !Number.isFinite(member))) {
+            throw provenanceError(functionName, `${label}.${field} must be finite epoch milliseconds when present. Received ${typeof member === 'number' ? member : member === null ? 'null' : typeof member}.`, typeof member === 'number' ? ErrorCode.InputNotFinite : ErrorCode.InputWrongType, `${label}.${field}`);
+        }
+    }
+    if (record.warnings !== undefined) {
+        requireArgumentArray(functionName, `${label}.warnings`, record.warnings);
+        for (let i = 0; i < record.warnings.length; i++) {
+            const entry = record.warnings[i];
+            const path = `${label}.warnings[${i}]`;
+            requireArgumentObject(functionName, path, entry);
+            ensureKnownKeys(functionName, path, entry, WARNING_KEYS);
+            const warning = entry;
+            if (typeof warning.code !== 'string' || warning.code.length === 0) {
+                throw provenanceError(functionName, `${path}.code must be a non-empty warning-code string — provenance warnings are structured QuantWarnings ({ code, message, severity }), the same grammar diagnostics carry.`, ErrorCode.InputWrongType, `${path}.code`);
+            }
+            if (typeof warning.message !== 'string') {
+                throw provenanceError(functionName, `${path}.message must be a string. Received ${warning.message === null ? 'null' : typeof warning.message}.`, ErrorCode.InputWrongType, `${path}.message`);
+            }
+            if (!WARNING_SEVERITIES.includes(warning.severity)) {
+                throw provenanceError(functionName, `${path}.severity must be one of ${WARNING_SEVERITIES.map((s) => `'${s}'`).join(' | ')}. Received ${JSON.stringify(warning.severity)}.`, ErrorCode.InputInvalidEnum, `${path}.severity`);
+            }
+            if (warning.context !== undefined) {
+                requireArgumentObject(functionName, `${path}.context`, warning.context);
+            }
+        }
+    }
+    return record;
+}
+//# sourceMappingURL=provenance.js.map

package/modules/core/dist/provenance.js.map

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package/modules/core/dist/schema/index.d.ts

@@ -0,0 +1,14 @@
+/**
+ * `@insiderfinance/totalfinance/core/schema` — the runtime schema facade.
+ *
+ * This is a SEPARATE entrypoint on purpose (spec §6 hot-path rule). Compute entrypoints like
+ * `@insiderfinance/totalfinance/options/black-scholes` import `@insiderfinance/totalfinance/core` (types + tiny guards) but never this
+ * module, so the validator code stays out of their bundles.
+ */
+export { schema, validate, __TOTALFINANCE_SCHEMA_FACADE__ } from './schema.js';
+export type { Schema, Infer, InferObject, ParseOptions, ValidationMode, SchemaCheckContext, SafeParseResult, SchemaIssue, NumberConstraints, StringConstraints, NumberSchema, StringSchema, BooleanSchema, LiteralSchema, EnumSchema, ArraySchema, ObjectSchema, OptionalSchema, UnionSchema, RecordSchema, UnknownSchema, } from './schema.js';
+export type { JSONSchema, JSONSchemaTypeName } from './json-schema.js';
+export { JSON_SCHEMA_MAX_DEPTH, requireJSONSchema } from './json-schema-guard.js';
+export type { StandardSchemaV1, StandardSchemaV1Props, StandardSchemaV1Result, StandardSchemaV1Issue, } from './standard.js';
+export { coreSchemas, BarSchema, QuoteSchema, TradeSchema, OptionContractSchema, OptionQuoteSchema, OptionTradeSchema, DividendSchema, CorporateActionSchema, RateCurvePointSchema, RateCurveSchema, OrderBookLevelSchema, OrderBookSchema, RawFundamentalsRecordSchema, } from './payloads.js';
+//# sourceMappingURL=index.d.ts.map

package/modules/core/dist/schema/index.d.ts.map

@@ -0,0 +1 @@
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package/modules/core/dist/schema/index.js

@@ -0,0 +1,12 @@
+/**
+ * `@insiderfinance/totalfinance/core/schema` — the runtime schema facade.
+ *
+ * This is a SEPARATE entrypoint on purpose (spec §6 hot-path rule). Compute entrypoints like
+ * `@insiderfinance/totalfinance/options/black-scholes` import `@insiderfinance/totalfinance/core` (types + tiny guards) but never this
+ * module, so the validator code stays out of their bundles.
+ */
+export { schema, validate, __TOTALFINANCE_SCHEMA_FACADE__ } from './schema.js';
+export { JSON_SCHEMA_MAX_DEPTH, requireJSONSchema } from './json-schema-guard.js';
+// Canonical market-data payload schemas (spec §7.6).
+export { coreSchemas, BarSchema, QuoteSchema, TradeSchema, OptionContractSchema, OptionQuoteSchema, OptionTradeSchema, DividendSchema, CorporateActionSchema, RateCurvePointSchema, RateCurveSchema, OrderBookLevelSchema, OrderBookSchema, RawFundamentalsRecordSchema, } from './payloads.js';
+//# sourceMappingURL=index.js.map

package/modules/core/dist/schema/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/schema/index.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAEH,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,8BAA8B,EAAE,MAAM,aAAa,CAAC;AA2B/E,OAAO,EAAE,qBAAqB,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAC;AASlF,qDAAqD;AACrD,OAAO,EACL,WAAW,EACX,SAAS,EACT,WAAW,EACX,WAAW,EACX,oBAAoB,EACpB,iBAAiB,EACjB,iBAAiB,EACjB,cAAc,EACd,qBAAqB,EACrB,oBAAoB,EACpB,eAAe,EACf,oBAAoB,EACpB,eAAe,EACf,2BAA2B,GAC5B,MAAM,eAAe,CAAC"}

package/modules/core/dist/schema/json-schema-guard.d.ts

@@ -0,0 +1,21 @@
+/**
+ * A structural guard for a JSON Schema document (the {@link JSONSchema} shape): every known keyword
+ * that is PRESENT must carry its declared type — `null` is not omission — and every nested schema
+ * (`properties`, `additionalProperties`, `items`, `anyOf` / `oneOf` / `allOf`) is walked the same
+ * way. Vendor keywords pass through untouched, exactly as the type's index signature allows. An
+ * operation's or a tool's output schema is a document a transport publishes verbatim, so it is
+ * validated once, where it is declared.
+ */
+import type { JSONSchema } from './json-schema.js';
+/** The deepest nesting a document may declare; deeper is a cycle, not a schema. */
+export declare const JSON_SCHEMA_MAX_DEPTH = 64;
+/**
+ * Assert that `value` is a well-formed JSON Schema document; throws a typed `InputError` naming the
+ * offending path (`<field>.properties.<name>.type`, …) otherwise.
+ *
+ * @param functionName - The public function reporting the refusal (core's own guard order).
+ * @param field - The argument path the document was received under.
+ * @param value - The candidate document.
+ */
+export declare function requireJSONSchema(functionName: string, field: string, value: unknown): asserts value is JSONSchema;
+//# sourceMappingURL=json-schema-guard.d.ts.map

package/modules/core/dist/schema/json-schema-guard.d.ts.map

@@ -0,0 +1 @@
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package/modules/core/dist/schema/json-schema-guard.js

@@ -0,0 +1,114 @@
+/**
+ * A structural guard for a JSON Schema document (the {@link JSONSchema} shape): every known keyword
+ * that is PRESENT must carry its declared type — `null` is not omission — and every nested schema
+ * (`properties`, `additionalProperties`, `items`, `anyOf` / `oneOf` / `allOf`) is walked the same
+ * way. Vendor keywords pass through untouched, exactly as the type's index signature allows. An
+ * operation's or a tool's output schema is a document a transport publishes verbatim, so it is
+ * validated once, where it is declared.
+ */
+import { ErrorCode, InputError } from '../errors.js';
+import { requireArgumentObject } from '../invariants.js';
+const JSON_SCHEMA_TYPE_NAMES = [
+    'string',
+    'number',
+    'integer',
+    'boolean',
+    'object',
+    'array',
+    'null',
+];
+const STRING_KEYS = ['$schema', '$id', 'title', 'description', 'pattern', 'format'];
+const NUMBER_KEYS = [
+    'minItems',
+    'maxItems',
+    'minimum',
+    'maximum',
+    'exclusiveMinimum',
+    'exclusiveMaximum',
+    'multipleOf',
+    'minLength',
+    'maxLength',
+];
+const LIST_KEYS = ['anyOf', 'oneOf', 'allOf'];
+/** The deepest nesting a document may declare; deeper is a cycle, not a schema. */
+export const JSON_SCHEMA_MAX_DEPTH = 64;
+function refuse(functionName, message, field, code) {
+    throw new InputError(`${functionName}: ${message}`, {
+        code,
+        context: { function: functionName, field },
+    });
+}
+/**
+ * Assert that `value` is a well-formed JSON Schema document; throws a typed `InputError` naming the
+ * offending path (`<field>.properties.<name>.type`, …) otherwise.
+ *
+ * @param functionName - The public function reporting the refusal (core's own guard order).
+ * @param field - The argument path the document was received under.
+ * @param value - The candidate document.
+ */
+export function requireJSONSchema(functionName, field, value) {
+    walk(functionName, field, value, 0);
+}
+function walk(functionName, field, value, depth) {
+    if (depth > JSON_SCHEMA_MAX_DEPTH) {
+        refuse(functionName, `${field} nests deeper than ${JSON_SCHEMA_MAX_DEPTH} levels; a JSON Schema document this deep is not a schema, it is a cycle.`, field, ErrorCode.InputWrongShape);
+    }
+    requireArgumentObject(functionName, field, value);
+    const document = value;
+    for (const key of STRING_KEYS) {
+        if (document[key] !== undefined && typeof document[key] !== 'string') {
+            refuse(functionName, `${field}.${key} must be a string when present.`, `${field}.${key}`, ErrorCode.InputWrongType);
+        }
+    }
+    for (const key of NUMBER_KEYS) {
+        if (document[key] !== undefined && !Number.isFinite(document[key])) {
+            refuse(functionName, `${field}.${key} must be a finite number when present.`, `${field}.${key}`, typeof document[key] === 'number' ? ErrorCode.InputNotFinite : ErrorCode.InputWrongType);
+        }
+    }
+    if (document['type'] !== undefined) {
+        const names = Array.isArray(document['type']) ? document['type'] : [document['type']];
+        for (const name of names) {
+            if (typeof name !== 'string' || !JSON_SCHEMA_TYPE_NAMES.includes(name)) {
+                refuse(functionName, `${field}.type must be one of ${JSON_SCHEMA_TYPE_NAMES.join(', ')} (or a list of them).`, `${field}.type`, typeof name === 'string' ? ErrorCode.InputInvalidEnum : ErrorCode.InputWrongType);
+            }
+        }
+    }
+    for (const key of ['const', 'default']) {
+        if (document[key] === null) {
+            refuse(functionName, `${field}.${key} is null: a null constant or default is not a value a published document carries — express a nullable field as type: [<type>, 'null'] and omit the keyword.`, `${field}.${key}`, ErrorCode.InputWrongType);
+        }
+    }
+    if (document['enum'] !== undefined && !Array.isArray(document['enum'])) {
+        refuse(functionName, `${field}.enum must be an array when present.`, `${field}.enum`, ErrorCode.InputWrongType);
+    }
+    if (document['required'] !== undefined &&
+        (!Array.isArray(document['required']) ||
+            document['required'].some((name) => typeof name !== 'string'))) {
+        refuse(functionName, `${field}.required must be an array of property names when present.`, `${field}.required`, ErrorCode.InputWrongType);
+    }
+    if (document['properties'] !== undefined) {
+        requireArgumentObject(functionName, `${field}.properties`, document['properties']);
+        for (const [name, child] of Object.entries(document['properties'])) {
+            walk(functionName, `${field}.properties.${name}`, child, depth + 1);
+        }
+    }
+    if (document['additionalProperties'] !== undefined &&
+        document['additionalProperties'] !== true &&
+        document['additionalProperties'] !== false) {
+        walk(functionName, `${field}.additionalProperties`, document['additionalProperties'], depth + 1);
+    }
+    if (document['items'] !== undefined) {
+        walk(functionName, `${field}.items`, document['items'], depth + 1);
+    }
+    for (const key of LIST_KEYS) {
+        if (document[key] === undefined)
+            continue;
+        if (!Array.isArray(document[key])) {
+            refuse(functionName, `${field}.${key} must be an array of schemas when present.`, `${field}.${key}`, ErrorCode.InputWrongType);
+        }
+        document[key].forEach((child, index) => {
+            walk(functionName, `${field}.${key}[${index}]`, child, depth + 1);
+        });
+    }
+}
+//# sourceMappingURL=json-schema-guard.js.map

package/modules/core/dist/schema/json-schema-guard.js.map

@@ -0,0 +1 @@
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package/modules/core/dist/schema/json-schema.d.ts

@@ -0,0 +1,33 @@
+/** A pragmatic JSON Schema (Draft 2020-12) shape — enough for MCP tools and docs. */
+export type JSONSchemaTypeName = 'string' | 'number' | 'integer' | 'boolean' | 'object' | 'array' | 'null';
+export interface JSONSchema {
+    $schema?: string;
+    $id?: string;
+    title?: string;
+    description?: string;
+    type?: JSONSchemaTypeName | JSONSchemaTypeName[];
+    enum?: unknown[];
+    const?: unknown;
+    default?: unknown;
+    properties?: Record<string, JSONSchema>;
+    required?: string[];
+    additionalProperties?: boolean | JSONSchema;
+    items?: JSONSchema;
+    minItems?: number;
+    maxItems?: number;
+    minimum?: number;
+    maximum?: number;
+    exclusiveMinimum?: number;
+    exclusiveMaximum?: number;
+    multipleOf?: number;
+    minLength?: number;
+    maxLength?: number;
+    pattern?: string;
+    format?: string;
+    anyOf?: JSONSchema[];
+    oneOf?: JSONSchema[];
+    allOf?: JSONSchema[];
+    /** Allow vendor/extension keywords without losing type-checking on the known ones. */
+    [key: string]: unknown;
+}
+//# sourceMappingURL=json-schema.d.ts.map

package/modules/core/dist/schema/json-schema.d.ts.map

@@ -0,0 +1 @@
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package/modules/core/dist/schema/json-schema.js

@@ -0,0 +1,3 @@
+/** A pragmatic JSON Schema (Draft 2020-12) shape — enough for MCP tools and docs. */
+export {};
+//# sourceMappingURL=json-schema.js.map

package/modules/core/dist/schema/json-schema.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"json-schema.js","sourceRoot":"","sources":["../../src/schema/json-schema.ts"],"names":[],"mappings":"AAAA,qFAAqF"}