@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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* fall through to whichever branch a key-set match happens to pick): when a discriminant key is
|
|
27
|
+
* present its value is checked against the union of every branch's literals before any branch is
|
|
28
|
+
* entered. Branches without a literal discriminant — `Amortization`'s `{ principalByPeriod }` arm —
|
|
29
|
+
* are selected structurally by their required keys.
|
|
30
|
+
*
|
|
31
|
+
* HOT PATHS: validate ONCE at the public boundary, then call unchecked internals. The walk is
|
|
32
|
+
* O(declared fields) over static generated data; per-spec derived lookups (allowed-key arrays)
|
|
33
|
+
* are cached in a module WeakMap so repeated calls allocate nothing.
|
|
34
|
+
*/
|
|
35
|
+
import { ErrorCode, InputError, missingFieldError } from './errors.js';
|
|
36
|
+
import { requireArgumentArray, requireArgumentObject } from './invariants.js';
|
|
37
|
+
const FIELDS_INDEX = new WeakMap();
|
|
38
|
+
function indexOf(fields) {
|
|
39
|
+
let index = FIELDS_INDEX.get(fields);
|
|
40
|
+
if (index === undefined) {
|
|
41
|
+
index = {
|
|
42
|
+
allowed: fields.map((field) => field.name),
|
|
43
|
+
byName: new Map(fields.map((field) => [field.name, field])),
|
|
44
|
+
};
|
|
45
|
+
FIELDS_INDEX.set(fields, index);
|
|
46
|
+
}
|
|
47
|
+
return index;
|
|
48
|
+
}
|
|
49
|
+
function describeValue(value) {
|
|
50
|
+
if (value === null)
|
|
51
|
+
return 'null';
|
|
52
|
+
if (value === undefined)
|
|
53
|
+
return 'undefined';
|
|
54
|
+
if (typeof value === 'string')
|
|
55
|
+
return `"${value}" (string)`;
|
|
56
|
+
if (typeof value === 'number' || typeof value === 'boolean' || typeof value === 'bigint') {
|
|
57
|
+
return String(value);
|
|
58
|
+
}
|
|
59
|
+
// This is an ERROR path over untrusted JavaScript input. Inspecting an object for a prettier
|
|
60
|
+
// rendering can execute its `toJSON`, `toString`, or `Symbol.toPrimitive` hook and replace the
|
|
61
|
+
// intended typed InputError with arbitrary user code. The type is the honest, side-effect-free
|
|
62
|
+
// description available at this boundary; callers can inspect their own value separately.
|
|
63
|
+
return typeof value;
|
|
64
|
+
}
|
|
65
|
+
/** Keep error context JSON-safe without retaining a caller-controlled object or function. */
|
|
66
|
+
function contextValue(value) {
|
|
67
|
+
if (value === null)
|
|
68
|
+
return null;
|
|
69
|
+
if (typeof value === 'string' || typeof value === 'boolean')
|
|
70
|
+
return value;
|
|
71
|
+
if (typeof value === 'number')
|
|
72
|
+
return Number.isFinite(value) ? value : describeValue(value);
|
|
73
|
+
if (typeof value === 'bigint')
|
|
74
|
+
return `${value}n`;
|
|
75
|
+
return typeof value;
|
|
76
|
+
}
|
|
77
|
+
/** Damerau–Levenshtein ≤ 2 nearest match — the same did-you-mean `ensureKnownKeys` uses. */
|
|
78
|
+
function nearestName(key, allowed) {
|
|
79
|
+
const dist = (a, b) => {
|
|
80
|
+
if (Math.abs(a.length - b.length) > 2)
|
|
81
|
+
return 3;
|
|
82
|
+
const d = Array.from({ length: a.length + 1 }, (_, i) => [i]);
|
|
83
|
+
for (let j = 1; j <= b.length; j++)
|
|
84
|
+
d[0][j] = j;
|
|
85
|
+
for (let i = 1; i <= a.length; i++) {
|
|
86
|
+
for (let j = 1; j <= b.length; j++) {
|
|
87
|
+
const cost = a[i - 1] === b[j - 1] ? 0 : 1;
|
|
88
|
+
d[i][j] = Math.min(d[i - 1][j] + 1, d[i][j - 1] + 1, d[i - 1][j - 1] + cost);
|
|
89
|
+
if (i > 1 && j > 1 && a[i - 1] === b[j - 2] && a[i - 2] === b[j - 1]) {
|
|
90
|
+
d[i][j] = Math.min(d[i][j], d[i - 2][j - 2] + cost);
|
|
91
|
+
}
|
|
92
|
+
}
|
|
93
|
+
}
|
|
94
|
+
return d[a.length][b.length];
|
|
95
|
+
};
|
|
96
|
+
let best;
|
|
97
|
+
let bestD = 3;
|
|
98
|
+
const lower = key.toLowerCase();
|
|
99
|
+
for (const candidate of allowed) {
|
|
100
|
+
const d = dist(lower, candidate.toLowerCase());
|
|
101
|
+
if (d < bestD) {
|
|
102
|
+
bestD = d;
|
|
103
|
+
best = candidate;
|
|
104
|
+
}
|
|
105
|
+
}
|
|
106
|
+
return best;
|
|
107
|
+
}
|
|
108
|
+
function rejectUnknownKeys(functionName, containerPath, value, allowed) {
|
|
109
|
+
for (const key of Object.keys(value)) {
|
|
110
|
+
if (allowed.includes(key))
|
|
111
|
+
continue;
|
|
112
|
+
const suggestion = nearestName(key, allowed);
|
|
113
|
+
throw new InputError(`${functionName}: unknown field "${key}" in ${containerPath}${suggestion !== undefined ? ` — did you mean "${suggestion}"?` : ''} Allowed fields: ${allowed.join(', ')}.`, {
|
|
114
|
+
code: ErrorCode.InputUnknownField,
|
|
115
|
+
context: {
|
|
116
|
+
function: functionName,
|
|
117
|
+
field: containerPath,
|
|
118
|
+
key,
|
|
119
|
+
...(suggestion !== undefined ? { suggestion } : {}),
|
|
120
|
+
},
|
|
121
|
+
});
|
|
122
|
+
}
|
|
123
|
+
}
|
|
124
|
+
function wrongType(functionName, path, expected, value) {
|
|
125
|
+
return new InputError(`${functionName}: ${path} must be ${expected}. Received ${describeValue(value)}.`, {
|
|
126
|
+
code: ErrorCode.InputWrongType,
|
|
127
|
+
context: {
|
|
128
|
+
function: functionName,
|
|
129
|
+
field: path,
|
|
130
|
+
received: value === null ? 'null' : typeof value,
|
|
131
|
+
},
|
|
132
|
+
});
|
|
133
|
+
}
|
|
134
|
+
function rejectOutsideDomain(functionName, path, value, literals) {
|
|
135
|
+
if (literals.includes(value))
|
|
136
|
+
return;
|
|
137
|
+
const rendered = literals.map((literal) => typeof literal === 'string' ? literal : String(literal));
|
|
138
|
+
throw new InputError(`${functionName}: ${path} must be one of ${rendered.join(', ')}; got ${describeValue(value)}.`, {
|
|
139
|
+
code: ErrorCode.InputInvalidEnum,
|
|
140
|
+
context: { function: functionName, field: path, value: contextValue(value) },
|
|
141
|
+
});
|
|
142
|
+
}
|
|
143
|
+
/** A compact rendering of one union alternative, for the no-branch-matched teaching error. */
|
|
144
|
+
function renderBranch(branch) {
|
|
145
|
+
const parts = branch.fields
|
|
146
|
+
.filter((field) => field.optional !== true)
|
|
147
|
+
.map((field) => field.literals?.length === 1 ? `${field.name}: '${String(field.literals[0])}'` : field.name);
|
|
148
|
+
return `{ ${parts.join(', ')} }`;
|
|
149
|
+
}
|
|
150
|
+
/**
|
|
151
|
+
* Discriminant-first branch selection. Returns the branch to validate against, or throws the
|
|
152
|
+
* teaching error that names every declared alternative.
|
|
153
|
+
*/
|
|
154
|
+
function selectBranch(functionName, path, value, branches) {
|
|
155
|
+
// Discriminant candidates: names carrying a literal domain in at least one branch.
|
|
156
|
+
const discriminants = new Map();
|
|
157
|
+
for (const branch of branches) {
|
|
158
|
+
for (const field of branch.fields) {
|
|
159
|
+
// An OPTIONAL literal field is never a discriminant: a discriminant DECIDES the arm, and a
|
|
160
|
+
// field the caller may omit decides nothing. EntryRule made this concrete — every arm
|
|
161
|
+
// carries `price?: 'ask' | 'bid' | …`, and treating it as a discriminant refused every
|
|
162
|
+
// legal call that omitted it.
|
|
163
|
+
if (field.optional === true)
|
|
164
|
+
continue;
|
|
165
|
+
if (field.literals !== undefined && field.literals.length > 0) {
|
|
166
|
+
const pool = discriminants.get(field.name) ?? [];
|
|
167
|
+
for (const literal of field.literals)
|
|
168
|
+
if (!pool.includes(literal))
|
|
169
|
+
pool.push(literal);
|
|
170
|
+
discriminants.set(field.name, pool);
|
|
171
|
+
}
|
|
172
|
+
}
|
|
173
|
+
}
|
|
174
|
+
/**
|
|
175
|
+
* A PURE discriminated union (every arm carries the same literal discriminant — `SSVIPhi`)
|
|
176
|
+
* refuses a MISSING discriminant on the discriminant itself, with the whole domain: that is the
|
|
177
|
+
* library's standing `ensureEnum` convention for meaning-changing fields, and the curated
|
|
178
|
+
* `requirePhi` behavior this generalizes. A union with structural arms (`Amortization`) falls
|
|
179
|
+
* through to structural selection and the every-alternative teaching instead — `{}` there could
|
|
180
|
+
* be a malformed structural arm, not a forgotten discriminant.
|
|
181
|
+
*/
|
|
182
|
+
for (const [name, pool] of discriminants) {
|
|
183
|
+
const inEveryArm = branches.every((branch) => branch.fields.some((field) => field.name === name && field.literals !== undefined && field.optional !== true));
|
|
184
|
+
if (inEveryArm && !Object.prototype.hasOwnProperty.call(value, name)) {
|
|
185
|
+
rejectOutsideDomain(functionName, path === 'input' ? name : `${path}.${name}`, undefined, pool);
|
|
186
|
+
}
|
|
187
|
+
}
|
|
188
|
+
for (const [name, pool] of discriminants) {
|
|
189
|
+
if (!Object.prototype.hasOwnProperty.call(value, name))
|
|
190
|
+
continue;
|
|
191
|
+
const provided = value[name];
|
|
192
|
+
// Validate the discriminant against the WHOLE declared domain first — a wrong or missing
|
|
193
|
+
// discriminant must teach, never fall through to an arbitrary branch (the `phi: {}` class).
|
|
194
|
+
rejectOutsideDomain(functionName, `${path}.${name}`, provided, pool);
|
|
195
|
+
const matches = branches.filter((branch) => branch.fields.some((field) => field.name === name && field.literals?.includes(provided)));
|
|
196
|
+
if (matches.length === 1)
|
|
197
|
+
return matches[0];
|
|
198
|
+
}
|
|
199
|
+
// Structural selection: branches whose required fields are all present. On a tie, prefer the
|
|
200
|
+
// branch whose allowed keys COVER the most of the value's keys — validating an ambiguous value
|
|
201
|
+
// against an arbitrary arm would reject keys that belong to the other one, and over-closure is
|
|
202
|
+
// the worse defect (it refuses valid calls in the name of strictness).
|
|
203
|
+
const structural = branches.filter((branch) => branch.fields.every((field) => field.optional === true || Object.prototype.hasOwnProperty.call(value, field.name)));
|
|
204
|
+
if (structural.length === 1)
|
|
205
|
+
return structural[0];
|
|
206
|
+
if (structural.length > 1) {
|
|
207
|
+
const keys = Object.keys(value);
|
|
208
|
+
let best = structural[0];
|
|
209
|
+
let bestCovered = -1;
|
|
210
|
+
for (const branch of structural) {
|
|
211
|
+
const allowed = indexOf(branch.fields).allowed;
|
|
212
|
+
const covered = keys.filter((key) => allowed.includes(key)).length;
|
|
213
|
+
if (covered > bestCovered) {
|
|
214
|
+
bestCovered = covered;
|
|
215
|
+
best = branch;
|
|
216
|
+
}
|
|
217
|
+
}
|
|
218
|
+
return best;
|
|
219
|
+
}
|
|
220
|
+
throw new InputError(`${functionName}: ${path} does not match any declared alternative. Expected one of: ${branches
|
|
221
|
+
.map(renderBranch)
|
|
222
|
+
.join(' | ')}.`, {
|
|
223
|
+
code: ErrorCode.InputWrongShape,
|
|
224
|
+
context: { function: functionName, field: path, received: Object.keys(value) },
|
|
225
|
+
});
|
|
226
|
+
}
|
|
227
|
+
function validateFields(functionName, containerPath, value, fields, teaching, fieldPrefix, openArtifact = false) {
|
|
228
|
+
const index = indexOf(fields);
|
|
229
|
+
if (!openArtifact)
|
|
230
|
+
rejectUnknownKeys(functionName, containerPath, value, index.allowed);
|
|
231
|
+
for (const field of fields) {
|
|
232
|
+
const path = fieldPrefix === '' ? field.name : `${fieldPrefix}.${field.name}`;
|
|
233
|
+
const provided = value[field.name];
|
|
234
|
+
if (provided === undefined) {
|
|
235
|
+
if (field.optional === true)
|
|
236
|
+
continue;
|
|
237
|
+
const example = teaching.exampleCall;
|
|
238
|
+
throw missingFieldError(functionName, path, typeof example === 'function' ? example() : example, teaching.hints?.[field.name]);
|
|
239
|
+
}
|
|
240
|
+
if (provided === null) {
|
|
241
|
+
if (field.nullable === true)
|
|
242
|
+
continue;
|
|
243
|
+
// Null is not omission. An enum field teaches invalid_enum (null is not a member); every
|
|
244
|
+
// other kind teaches wrong_type — the ruling the whole ladder now shares.
|
|
245
|
+
if (field.kind === 'enum' && field.literals !== undefined) {
|
|
246
|
+
rejectOutsideDomain(functionName, path, provided, field.literals);
|
|
247
|
+
}
|
|
248
|
+
throw wrongType(functionName, path, expectedOf(field), provided);
|
|
249
|
+
}
|
|
250
|
+
switch (field.kind) {
|
|
251
|
+
case 'numeric': {
|
|
252
|
+
if (typeof provided !== 'number')
|
|
253
|
+
throw wrongType(functionName, path, 'a number', provided);
|
|
254
|
+
if (!Number.isFinite(provided)) {
|
|
255
|
+
// A curated bound field accepts ±Infinity as its documented "unbounded"; NaN never means
|
|
256
|
+
// anything and is rejected even there.
|
|
257
|
+
if (field.allowsInfinity === true && !Number.isNaN(provided))
|
|
258
|
+
break;
|
|
259
|
+
throw new InputError(`${functionName}: ${path} must be a finite number. Received ${describeValue(provided)}.`, {
|
|
260
|
+
code: Number.isNaN(provided) ? ErrorCode.InputNaN : ErrorCode.InputNotFinite,
|
|
261
|
+
context: { function: functionName, field: path, value: provided },
|
|
262
|
+
});
|
|
263
|
+
}
|
|
264
|
+
if (field.safeIntegerMaximum !== undefined &&
|
|
265
|
+
(!Number.isSafeInteger(provided) || provided < 1 || provided > field.safeIntegerMaximum)) {
|
|
266
|
+
throw new InputError(`${functionName}: ${path} must be a positive safe integer ≤ ${field.safeIntegerMaximum.toLocaleString('en-US')} (it controls synchronous work or allocation). Received ${String(provided)}.`, {
|
|
267
|
+
code: ErrorCode.InputOutOfRange,
|
|
268
|
+
context: {
|
|
269
|
+
function: functionName,
|
|
270
|
+
field: path,
|
|
271
|
+
received: provided,
|
|
272
|
+
max: field.safeIntegerMaximum,
|
|
273
|
+
},
|
|
274
|
+
});
|
|
275
|
+
}
|
|
276
|
+
break;
|
|
277
|
+
}
|
|
278
|
+
case 'enum': {
|
|
279
|
+
if (field.literals !== undefined) {
|
|
280
|
+
if (field.literals.includes(provided))
|
|
281
|
+
break;
|
|
282
|
+
// A mixed union admits an open primitive beside the named members: `frequency: 4` is as
|
|
283
|
+
// legal as `'quarterly'`. A number still runs the finite ladder — `frequency: NaN` is
|
|
284
|
+
// not a frequency under any spelling.
|
|
285
|
+
if (field.openKinds?.includes('numeric') === true && typeof provided === 'number') {
|
|
286
|
+
if (!Number.isFinite(provided)) {
|
|
287
|
+
throw new InputError(`${functionName}: ${path} must be a finite number or one of ${field.literals.join(', ')}. Received ${describeValue(provided)}.`, {
|
|
288
|
+
code: Number.isNaN(provided) ? ErrorCode.InputNaN : ErrorCode.InputNotFinite,
|
|
289
|
+
context: { function: functionName, field: path, value: provided },
|
|
290
|
+
});
|
|
291
|
+
}
|
|
292
|
+
break;
|
|
293
|
+
}
|
|
294
|
+
if (field.openKinds?.includes('string') === true && typeof provided === 'string')
|
|
295
|
+
break;
|
|
296
|
+
if (field.openKinds?.includes('boolean') === true && typeof provided === 'boolean')
|
|
297
|
+
break;
|
|
298
|
+
const rendered = field.literals.map((literal) => String(literal));
|
|
299
|
+
const open = field.openKinds?.length ? `, or any ${field.openKinds.join('/')} value` : '';
|
|
300
|
+
throw new InputError(`${functionName}: ${path} must be one of ${rendered.join(', ')}${open}; got ${describeValue(provided)}.`, {
|
|
301
|
+
code: ErrorCode.InputInvalidEnum,
|
|
302
|
+
context: {
|
|
303
|
+
function: functionName,
|
|
304
|
+
field: path,
|
|
305
|
+
value: contextValue(provided),
|
|
306
|
+
},
|
|
307
|
+
});
|
|
308
|
+
}
|
|
309
|
+
break;
|
|
310
|
+
}
|
|
311
|
+
case 'boolean': {
|
|
312
|
+
if (typeof provided !== 'boolean')
|
|
313
|
+
throw wrongType(functionName, path, 'a boolean', provided);
|
|
314
|
+
break;
|
|
315
|
+
}
|
|
316
|
+
case 'string': {
|
|
317
|
+
if (typeof provided !== 'string')
|
|
318
|
+
throw wrongType(functionName, path, 'a string', provided);
|
|
319
|
+
break;
|
|
320
|
+
}
|
|
321
|
+
case 'array': {
|
|
322
|
+
requireArgumentArray(functionName, path, provided);
|
|
323
|
+
if (field.safeIntegerElementsMaximum !== undefined) {
|
|
324
|
+
const elements = provided;
|
|
325
|
+
for (let index = 0; index < elements.length; index++) {
|
|
326
|
+
const element = elements[index];
|
|
327
|
+
const elementPath = `${path}[${index}]`;
|
|
328
|
+
if (typeof element !== 'number') {
|
|
329
|
+
throw wrongType(functionName, elementPath, 'a number', element);
|
|
330
|
+
}
|
|
331
|
+
if (!Number.isFinite(element)) {
|
|
332
|
+
throw new InputError(`${functionName}: ${elementPath} must be a finite number. Received ${describeValue(element)}.`, {
|
|
333
|
+
code: Number.isNaN(element) ? ErrorCode.InputNaN : ErrorCode.InputNotFinite,
|
|
334
|
+
context: { function: functionName, field: elementPath, value: element },
|
|
335
|
+
});
|
|
336
|
+
}
|
|
337
|
+
if (!Number.isSafeInteger(element) ||
|
|
338
|
+
element < 1 ||
|
|
339
|
+
element > field.safeIntegerElementsMaximum) {
|
|
340
|
+
throw new InputError(`${functionName}: ${elementPath} must be a positive safe integer ≤ ${field.safeIntegerElementsMaximum.toLocaleString('en-US')} (it controls synchronous work or allocation). Received ${String(element)}.`, {
|
|
341
|
+
code: ErrorCode.InputOutOfRange,
|
|
342
|
+
context: {
|
|
343
|
+
function: functionName,
|
|
344
|
+
field: elementPath,
|
|
345
|
+
received: element,
|
|
346
|
+
max: field.safeIntegerElementsMaximum,
|
|
347
|
+
},
|
|
348
|
+
});
|
|
349
|
+
}
|
|
350
|
+
}
|
|
351
|
+
}
|
|
352
|
+
break;
|
|
353
|
+
}
|
|
354
|
+
case 'callback': {
|
|
355
|
+
if (typeof provided !== 'function')
|
|
356
|
+
throw wrongType(functionName, path, 'a function', provided);
|
|
357
|
+
break;
|
|
358
|
+
}
|
|
359
|
+
case 'object': {
|
|
360
|
+
requireArgumentObject(functionName, path, provided);
|
|
361
|
+
const record = provided;
|
|
362
|
+
if (field.branches !== undefined) {
|
|
363
|
+
const branch = selectBranch(functionName, path, record, field.branches);
|
|
364
|
+
validateFields(functionName, path, record, branch.fields, teaching, path);
|
|
365
|
+
}
|
|
366
|
+
else if (field.fields !== undefined) {
|
|
367
|
+
validateFields(functionName, path, record, field.fields, teaching, path);
|
|
368
|
+
}
|
|
369
|
+
break;
|
|
370
|
+
}
|
|
371
|
+
case 'unchecked':
|
|
372
|
+
break;
|
|
373
|
+
}
|
|
374
|
+
}
|
|
375
|
+
}
|
|
376
|
+
function expectedOf(field) {
|
|
377
|
+
switch (field.kind) {
|
|
378
|
+
case 'numeric':
|
|
379
|
+
return 'a number';
|
|
380
|
+
case 'boolean':
|
|
381
|
+
return 'a boolean';
|
|
382
|
+
case 'string':
|
|
383
|
+
return 'a string';
|
|
384
|
+
case 'array':
|
|
385
|
+
return 'an array';
|
|
386
|
+
case 'callback':
|
|
387
|
+
return 'a function';
|
|
388
|
+
case 'object':
|
|
389
|
+
return 'an object';
|
|
390
|
+
default:
|
|
391
|
+
return 'a value of its declared type';
|
|
392
|
+
}
|
|
393
|
+
}
|
|
394
|
+
/**
|
|
395
|
+
* Validate one public closed request against its GENERATED contract spec. Call ONCE at the public
|
|
396
|
+
* boundary; internals stay unchecked. Domain semantics (positivity, coordinate relationships,
|
|
397
|
+
* plausibility) remain the boundary's own code — this enforces shape, presence, type, finiteness,
|
|
398
|
+
* domain literals, and closedness, with the exact code each mistake owns.
|
|
399
|
+
*/
|
|
400
|
+
export function validateClosedRequest(functionName, value, specification, teaching) {
|
|
401
|
+
const argumentName = teaching.argumentName ?? 'input';
|
|
402
|
+
requireArgumentObject(functionName, argumentName, value);
|
|
403
|
+
// Top-level fields of the SUBJECT request keep their bare names (`volatility`, the seed-fixture
|
|
404
|
+
// convention); fields of a secondary argument are prefixed (`options.steps`) so a two-object
|
|
405
|
+
// call says which object to fix. Nested fields are always dotted from wherever they hang.
|
|
406
|
+
const fieldPrefix = teaching.subject === true || argumentName === 'input' ? '' : argumentName;
|
|
407
|
+
if (specification.branches !== undefined) {
|
|
408
|
+
const record = value;
|
|
409
|
+
const branch = selectBranch(functionName, argumentName, record, specification.branches);
|
|
410
|
+
validateFields(functionName, argumentName, record, branch.fields, teaching, fieldPrefix, teaching.open === true);
|
|
411
|
+
return;
|
|
412
|
+
}
|
|
413
|
+
validateFields(functionName, argumentName, value, specification.fields, teaching, fieldPrefix, teaching.open === true);
|
|
414
|
+
}
|
|
415
|
+
//# sourceMappingURL=validation.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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# @insiderfinance/totalfinance/core — public API
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> Generated by `tools/api-report`. Do not edit by hand. Run `pnpm api:update` after intentional
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> public API changes; `pnpm api:check` fails on undocumented drift.
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## Exports (150)
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- `class ArbitrageError`: typeof ArbitrageError
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9
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- `class ConfigurationError`: typeof ConfigurationError
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- `class ConvergenceError`: typeof ConvergenceError
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- `class DataError`: typeof DataError
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- `class InputError`: typeof InputError
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- `class PostconditionError`: typeof PostconditionError
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- `class QuantError`: typeof QuantError
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- `class UnsupportedError`: typeof UnsupportedError
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- `const alwaysOpen`: Calendar
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- `const CONVENTIONS_VERSION`: '0.0.1'
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- `const DEFAULT_COMPOUNDING`: InterestCompounding
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- `const DEFAULT_DAY_COUNT`: DayCount
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- `const DEFAULT_DIVIDEND_YIELD`: 0
|
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21
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+
- `const DEFAULT_GREEK_UNITS`: GreekUnits
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22
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+
- `const ORDER_SIDES`: ReadonlyArray<OrderSide>
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23
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+
- `const ORDER_TYPES`: ReadonlyArray<OrderType>
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24
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+
- `const TIME_IN_FORCE_VALUES`: ReadonlyArray<TimeInForce>
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25
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+
- `const US_EQUITY_HALF_DAY_RULES`: ReadonlyArray<HolidayRule>
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26
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+
- `const weekendsOnly`: Calendar
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27
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+
- `function addDays`: (date: string, days: number) => string
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28
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+
- `function assertFiniteResult`: (label: string, result: Computed<unknown>) => void
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29
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+
- `function assertFiniteValue`: (label: string, value: unknown) => void
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30
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+
- `function between`: (value: number, min: number, max: number, options?: BetweenOptions) => boolean
|
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31
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+
- `function clamp`: (value: number, min: number, max: number) => number
|
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32
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+
- `function compoundFactor`: (annualRate: number, years: number, compounding?: InterestCompounding) => number
|
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33
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+
- `function compoundingPeriodsPerYear`: (compounding: InterestCompounding) => number | null
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34
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+
- `function createRuleCalendar`: (config: CalendarConfig) => Calendar
|
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35
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+
- `function dayOfWeek`: (date: string) => Weekday
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36
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+
- `function defineCalendar`: (config: CalendarConfig) => Calendar
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37
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+
- `function discountFactor`: (annualRate: number, years: number, compounding?: InterestCompounding) => number
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38
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+
- `function easterSunday`: (year: number) => { month: number; day: number; }
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39
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+
- `function emptyDiagnostics`: () => Diagnostics
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40
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+
- `function ensureEnum`: <T extends string>(value: unknown, allowed: readonly T[], field: string, functionName: string) => asserts value is T
|
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41
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+
- `function ensureFinite`: (value: number, field: string, functionName: string) => void
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42
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+
- `function ensureFiniteWhenPresent`: (value: unknown, field: string, functionName: string) => void
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43
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+
- `function ensureKnownKeys`: (functionName: string, field: string, value: object, allowed: readonly string[]) => void
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44
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+
- `function ensureNonNegative`: (value: number, field: string, functionName: string, code?: string) => void
|
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45
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+
- `function ensurePositive`: (value: number, field: string, functionName: string, code?: string) => void
|
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46
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+
- `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>
|
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47
|
+
- `function finalizeResult`: <Result extends Computed<unknown>>(label: string, result: Result) => Result
|
|
48
|
+
- `function finiteOrNull`: (value: number) => number | null
|
|
49
|
+
- `function formatMoney`: (value: number, options?: FormatMoneyOptions) => string
|
|
50
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+
- `function formatOccSymbol`: (option: Pick<OccOptionSymbol, 'root' | 'expiry' | 'type' | 'strike'>) => string
|
|
51
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+
- `function formatPercent`: (value: number, options?: FormatPercentOptions) => string
|
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52
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+
- `function goodFriday`: (year: number) => string
|
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53
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+
- `function isComputed`: (value: unknown) => value is Computed<unknown>
|
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54
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+
- `function isFiniteNumber`: (value: unknown) => value is number
|
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55
|
+
- `function isNonNegative`: (value: unknown) => value is number
|
|
56
|
+
- `function isOccOptionSymbol`: (symbol: string) => boolean
|
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57
|
+
- `function isoDateToEpochMs`: (value: string) => EpochMs
|
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58
|
+
- `function isPositive`: (value: unknown) => value is number
|
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59
|
+
- `function isQuantError`: (value: unknown, code?: string) => value is QuantError
|
|
60
|
+
- `function isTrustworthy`: (result: unknown) => boolean
|
|
61
|
+
- `function isUsEquityHalfDay`: (date: string) => boolean
|
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62
|
+
- `function lastWeekdayOfMonth`: (year: number, month: number, weekday: Weekday) => string
|
|
63
|
+
- `function missingFieldError`: (functionName: string, field: string, example: string, hint?: string) => InputError
|
|
64
|
+
- `function nthWeekdayOfMonth`: (year: number, month: number, weekday: Weekday, occurrence: number) => string | null
|
|
65
|
+
- `function observedHoliday`: (year: number, month: number, day: number) => string
|
|
66
|
+
- `function optionExpiryToMs`: (expiry: string) => EpochMs
|
|
67
|
+
- `function parseIsoDate`: (value: string) => CalendarDate
|
|
68
|
+
- `function parseOccSymbol`: (symbol: string) => OccOptionSymbol
|
|
69
|
+
- `function plausibilityWarnings`: (inputs: { volatility?: number; timeToExpiryYears?: number; riskFreeRate?: number; }) => QuantWarning[]
|
|
70
|
+
- `function requireArgumentArray`: (functionName: string, field: string, value: unknown) => void
|
|
71
|
+
- `function requireArgumentObject`: (functionName: string, field: string, value: unknown) => void
|
|
72
|
+
- `function requireFiniteFields`: (functionName: string, input: unknown, fields: readonly string[], options: RequireFiniteFieldsOptions) => void
|
|
73
|
+
- `function requireRateCurveData`: (functionName: string, path: string, value: unknown) => RateCurve
|
|
74
|
+
- `function requireRepresentableResult`: <T>(functionName: string, result: T) => T
|
|
75
|
+
- `function resolveAsOf`: (asOf: EpochMs | string, functionName?: string) => EpochMs
|
|
76
|
+
- `function resolvedExpiry`: (expiry: string) => { expiresAt: EpochMs; expiryConvention: 'us-equity-close' | 'explicit-instant'; }
|
|
77
|
+
- `function resolveValuationAsOf`: (asOf: EpochMs | string, functionName?: string) => EpochMs
|
|
78
|
+
- `function round`: (value: number, decimals?: number) => number
|
|
79
|
+
- `function selectQuotePrice`: (quote: OptionQuote, source: PriceSource) => number | undefined
|
|
80
|
+
- `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>
|
|
81
|
+
- `function sideOf`: (signed: number, functionName?: string) => OrderSide
|
|
82
|
+
- `function signOf`: (side: OrderSide, functionName?: string) => 1 | -1
|
|
83
|
+
- `function stableSum`: (addends: readonly number[]) => number
|
|
84
|
+
- `function suspiciousReturnsWarning`: (returns: ArrayLike<number>) => QuantWarning | undefined
|
|
85
|
+
- `function toFixedSafe`: (value: number, decimals?: number) => string
|
|
86
|
+
- `function usEquityCloseUtcMs`: (year: number, month: number, day: number) => EpochMs
|
|
87
|
+
- `function usEquityMarketDateUtcMs`: (epochMs: EpochMs) => EpochMs
|
|
88
|
+
- `function usEquityMarketDayIndex`: (epochMs: EpochMs) => number
|
|
89
|
+
- `function usEquitySessionInstant`: (date: string, session: 'open' | 'close') => EpochMs
|
|
90
|
+
- `function validateClosedRequest`: (functionName: string, value: unknown, specification: ClosedRequestSpecification, teaching: ClosedRequestTeaching) => void
|
|
91
|
+
- `function validateResolvedExpiry`: (functionName: string, expiry: string, expiresAt: unknown, expiryConvention: unknown) => void
|
|
92
|
+
- `function warning`: (code: string, message: string, severity?: WarningSeverity, context?: Record<string, unknown>) => QuantWarning
|
|
93
|
+
- `function wrongShapeError`: (functionName: string, expected: string, received: unknown) => InputError
|
|
94
|
+
- `function yearFraction`: (from: string | EpochMs, to: string | EpochMs, dayCount?: DayCount) => number
|
|
95
|
+
- `function ymd`: (year: number, month: number, day: number) => string
|
|
96
|
+
- `interface Bar`: Bar
|
|
97
|
+
- `interface BetweenOptions`: BetweenOptions
|
|
98
|
+
- `interface Calendar`: Calendar
|
|
99
|
+
- `interface CalendarConfig`: CalendarConfig
|
|
100
|
+
- `interface CalendarDate`: CalendarDate
|
|
101
|
+
- `interface ClosedRequestSpecification`: ClosedRequestSpecification
|
|
102
|
+
- `interface ClosedRequestTeaching`: ClosedRequestTeaching
|
|
103
|
+
- `interface Computed`: Computed<T, Extra>
|
|
104
|
+
- `interface CorporateAction`: CorporateAction
|
|
105
|
+
- `interface DaySession`: DaySession
|
|
106
|
+
- `interface Deliverable`: Deliverable
|
|
107
|
+
- `interface Diagnostics`: Diagnostics
|
|
108
|
+
- `interface Dividend`: Dividend
|
|
109
|
+
- `interface FormatMoneyOptions`: FormatMoneyOptions
|
|
110
|
+
- `interface FormatPercentOptions`: FormatPercentOptions
|
|
111
|
+
- `interface GreekUnits`: GreekUnits
|
|
112
|
+
- `interface JSONSchema`: JSONSchema
|
|
113
|
+
- `interface MarketInputs`: MarketInputs
|
|
114
|
+
- `interface OccOptionSymbol`: OccOptionSymbol
|
|
115
|
+
- `interface OptionContract`: OptionContract
|
|
116
|
+
- `interface OptionQuote`: OptionQuote
|
|
117
|
+
- `interface OptionQuoteGreeks`: OptionQuoteGreeks
|
|
118
|
+
- `interface OptionQuoteGreeksProvenance`: OptionQuoteGreeksProvenance
|
|
119
|
+
- `interface OptionTrade`: OptionTrade
|
|
120
|
+
- `interface OrderBook`: OrderBook
|
|
121
|
+
- `interface OrderBookLevel`: OrderBookLevel
|
|
122
|
+
- `interface Provenance`: Provenance
|
|
123
|
+
- `interface QuantErrorOptions`: QuantErrorOptions
|
|
124
|
+
- `interface QuantWarning`: QuantWarning
|
|
125
|
+
- `interface Quote`: Quote
|
|
126
|
+
- `interface RateCurve`: RateCurve
|
|
127
|
+
- `interface RateCurvePoint`: RateCurvePoint
|
|
128
|
+
- `interface RawFundamentalsRecord`: RawFundamentalsRecord
|
|
129
|
+
- `interface RequireFiniteFieldsOptions`: RequireFiniteFieldsOptions
|
|
130
|
+
- `interface Trade`: Trade
|
|
131
|
+
- `interface ValidationBranchSpecification`: ValidationBranchSpecification
|
|
132
|
+
- `interface ValidationFieldSpecification`: ValidationFieldSpecification
|
|
133
|
+
- `type Assumptions`: Assumptions<Extra>
|
|
134
|
+
- `type DayCount`: DayCount
|
|
135
|
+
- `type DividendModel`: DividendModel
|
|
136
|
+
- `type EpochMs`: number
|
|
137
|
+
- `type ErrorCode`: { readonly InputNaN: 'input.nan'; readonly InputNotFinite: 'input.not_finite'; readonly InputNegativeSpot: 'input.negative_spot'; readonly InputNegativeStrike: 'input.negative_strike'; readonly InputNegativeVolatility: 'input.negative_volatility'; readonly InputNegativeTime: 'input.negative_time'; readonly InputOutOfRange: 'input.out_of_range'; readonly InputInvalidEnum: 'input.invalid_enum'; readonly InputMissingField: 'input.missing_field'; readonly InputUnknownField: 'input.unknown_field'; readonly InputWrongType: 'input.wrong_type'; readonly InputWrongShape: 'input.wrong_shape'; readonly ImpliedVolatilityNoConvergence: 'implied_volatility.no_convergence'; readonly ImpliedVolatilityBelowIntrinsic: 'implied_volatility.below_intrinsic'; readonly ImpliedVolatilityAboveMax: 'implied_volatility.above_max_bound'; readonly EngineUnsupportedContract: 'engine.unsupported_contract'; readonly DataCrossedMarket: 'data.crossed_market'; readonly DataStaleQuote: 'data.stale_quote'; readonly SolverNoConvergence: 'solver.no_convergence'; readonly LinalgNoConvergence: 'linalg.no_convergence'; readonly LinalgNotPositiveDefinite: 'linalg.not_positive_definite'; readonly LinalgSingular: 'linalg.singular'; readonly IntegrationMaxDepth: 'integration.max_depth'; readonly InterpolationOutOfDomain: 'interpolation.out_of_domain'; readonly InterpolationDuplicateKnots: 'interpolation.duplicate_knots'; readonly InterpolationInvalidGrid: 'interpolation.invalid_grid'; readonly OptimizeInvalidBounds: 'optimize.invalid_bounds'; readonly VolatilityExpiryNotFound: 'volatility.expiry_not_found'; readonly VolatilityCalendarArbitrage: 'volatility.calendar_arbitrage'; readonly StrategyInvalidChartRange: 'strategy.invalid_chart_range'; readonly TimeTimezoneResolutionFailed: 'time.timezone_resolution_failed'; readonly TimeValuationInstantRequired: 'time.valuation_instant_required'; readonly BacktestDuplicateHandler: 'backtest.duplicate_handler'; readonly BacktestMixedSymbols: 'backtest.mixed_symbols'; readonly BacktestMarkUnavailable: 'backtest.mark_unavailable'; readonly BacktestAmbiguousIntrabar: 'backtest.ambiguous_intrabar'; readonly BacktestStaleQuote: 'backtest.stale_quote'; readonly BacktestAdapterNonconformant: 'backtest.adapter_nonconformant'; readonly BacktestInputTooLarge: 'backtest.input_too_large'; readonly BacktestDelistingReturnMissing: 'backtest.delisting_return_missing'; readonly BacktestUniverseMembershipUnknown: 'backtest.universe_membership_unknown'; readonly BacktestLedgerReconciliationFailed: 'backtest.ledger_reconciliation_failed'; readonly EnvironmentNotReset: 'environment.not_reset'; readonly EnvironmentDuplicateOrder: 'environment.duplicate_order'; readonly EnvironmentLimitBreach: 'environment.limit_breach'; readonly EnvironmentActionDisallowed: 'environment.action_disallowed'; readonly EnvironmentUnknownInstrument: 'environment.unknown_instrument'; readonly EnvironmentOrderInvalid: 'environment.order_invalid'; readonly EnvironmentActionInvalid: 'environment.action_invalid'; readonly EnvironmentEpisodeOver: 'environment.episode_over'; readonly TradePlanInvalid: 'trade.plan_invalid'; readonly TradePreflightDenied: 'trade.preflight_denied'; readonly TradeGrantInvalid: 'trade.grant_invalid'; readonly TradeGrantExpired: 'trade.grant_expired'; readonly TradeGrantConsumed: 'trade.grant_consumed'; readonly TradeIdempotencyConflict: 'trade.idempotency_conflict'; readonly TradeHalted: 'trade.halted'; readonly TradeLiveUnavailable: 'trade.live_unavailable'; readonly TradeJournalTransitionInvalid: 'trade.journal_transition_invalid'; readonly OperationCapabilityMissing: 'operation.capability_missing'; readonly OperationToolFiltered: 'operation.tool_filtered'; readonly BacktestGridTooLarge: 'backtest.grid_too_large'; readonly BacktestBookTooLarge: 'backtest.book_too_large'; readonly BacktestUnsupportedCorporateAction: 'backtest.unsupported_corporate_action'; readonly OperationUnknown: 'operation.unknown'; readonly OperationRegistrationRefused: 'operation.registration_refused'; readonly OperationInputTooLarge: 'operation.input_too_large'; readonly OperationDeadlineExceeded: 'operation.deadline_exceeded'; readonly OperationCancelled: 'operation.cancelled'; readonly OperationInternal: 'operation.internal'; readonly OperationHandleStoreMissing: 'operation.handle_store_missing'; readonly OperationHandleUnknown: 'operation.handle_unknown'; readonly OperationHandleKindMismatch: 'operation.handle_kind_mismatch'; readonly InputLengthMismatch: 'input.length_mismatch'; readonly McpDeadlineExceeded: 'mcp.deadline_exceeded'; readonly McpInputTooLarge: 'mcp.input_too_large'; readonly McpInternalError: 'mcp.internal_error'; readonly PostconditionNonFinite: 'postcondition.non_finite_result'; readonly McpUnknownTool: 'mcp.unknown_tool'; readonly PipelineDuplicateAlias: 'pipeline.duplicate_alias'; readonly PipelineLengthMismatch: 'pipeline.length_mismatch'; readonly RegistryAliasConflict: 'registry.alias_conflict'; readonly RegistryDuplicateAliasRow: 'registry.duplicate_alias_row'; readonly RegistryDuplicateIndicator: 'registry.duplicate_indicator'; readonly RegistryUnknownAliasTarget: 'registry.unknown_alias_target'; readonly SignalUnknownReference: 'signal.unknown_reference'; readonly SnapshotInvalidVersion: 'snapshot.invalid_version'; readonly SnapshotKindMismatch: 'snapshot.kind_mismatch'; readonly SnapshotUnknownKind: 'snapshot.unknown_kind'; readonly SnapshotUnsupportedVersion: 'snapshot.unsupported_version'; readonly SnapshotWrongShape: 'snapshot.wrong_shape'; readonly StrategyDeltaRequired: 'strategy.delta_required'; readonly StrategyMultiExpiryExpirationAnalytics: 'strategy.multi_expiry_expiration_analytics'; readonly StrategyExpiryConflict: 'strategy.expiry_conflict'; readonly StrategyStrikeUnavailable: 'strategy.strike_unavailable'; readonly VolatilityForwardUnavailable: 'volatility.forward_unavailable'; readonly VolatilitySnapshotVersionMismatch: 'volatility.snapshot_version_mismatch'; readonly EngineProbabilityOutOfRange: 'engine.probability_out_of_range'; readonly EngineResultOutOfBounds: 'engine.result_out_of_bounds'; readonly EngineDiscretizationInadequate: 'engine.discretization_inadequate'; readonly ImpliedVolatilityPriceBelowResolvable: 'implied_volatility.price_below_resolvable'; readonly RiskIllConditionedCovariance: 'risk.ill_conditioned_covariance'; readonly RiskQuantileBeyondSample: 'risk.quantile_beyond_sample'; readonly VolatilityCalibrationFitDeviation: 'volatility.calibration_fit_deviation'; readonly VolatilityNegativeVarianceForecast: 'volatility.negative_variance_forecast'; readonly MathIterationLimit: 'math.iteration_limit'; readonly BacktestOrderSplitAdjusted: 'backtest.order_split_adjusted'; readonly InputSuspiciousCouponRate: 'input.suspicious_coupon_rate'; readonly InputSuspiciousYield: 'input.suspicious_yield'; readonly ModelFellerConditionViolated: 'model.feller_condition_violated'; readonly PricerRequirementUnsatisfied: 'pricer.requirement_unsatisfied'; readonly PricerRequirementInvalid: 'pricer.requirement_invalid'; readonly PricerObservationInvalid: 'pricer.observation_invalid'; readonly PricerNonconformant: 'pricer.nonconformant'; readonly ScenarioInstructionUnmatched: 'scenario.instruction_unmatched'; readonly ScenarioTargetUnsupported: 'scenario.target_unsupported'; readonly ScenarioCellFailed: 'scenario.cell_failed'; readonly SerializationUnsupportedValue: 'serialization.unsupported_value'; readonly ArtifactMigrationMissing: 'artifact.migration_missing'; readonly ArtifactDuplicateMigration: 'artifact.duplicate_migration'; readonly ArtifactIdMismatch: 'artifact.id_mismatch'; readonly ArtifactTypeMismatch: 'artifact.type_mismatch'; readonly ArtifactFamilyMismatch: 'artifact.family_mismatch'; readonly ArtifactModelVersionUnsupported: 'artifact.model_version_unsupported'; readonly ArtifactNotReplayable: 'artifact.not_replayable'; readonly ArtifactReferencedDataMismatch: 'artifact.referenced_data_mismatch'; readonly ArtifactEmbeddedInputTooLarge: 'artifact.embedded_input_too_large'; readonly ArtifactOperationUnsupported: 'artifact.operation_unsupported'; readonly PortfolioDuplicateEventConflict: 'portfolio.duplicate_event_conflict'; readonly PortfolioLotUnavailable: 'portfolio.lot_unavailable'; readonly PortfolioMarkUnavailable: 'portfolio.mark_unavailable'; readonly PortfolioReversalTargetMissing: 'portfolio.reversal_target_missing'; readonly PortfolioReversalInfeasible: 'portfolio.reversal_infeasible'; }
|
|
138
|
+
- `type ExerciseTime`: ExerciseTime
|
|
139
|
+
- `type Facade`: Facade<Input, Output, Extra, ExplainValue>
|
|
140
|
+
- `type HolidayRule`: HolidayRule
|
|
141
|
+
- `type InterestCompounding`: InterestCompounding
|
|
142
|
+
- `type OptionStyle`: OptionStyle
|
|
143
|
+
- `type OptionType`: OptionType
|
|
144
|
+
- `type OrderSide`: OrderSide
|
|
145
|
+
- `type OrderType`: OrderType
|
|
146
|
+
- `type PriceSource`: PriceSource
|
|
147
|
+
- `type RhoUnit`: RhoUnit
|
|
148
|
+
- `type SeriesFacade`: SeriesFacade<Args, Output, Extra>
|
|
149
|
+
- `type Settlement`: Settlement
|
|
150
|
+
- `type SymbolId`: string
|
|
151
|
+
- `type ThetaUnit`: ThetaUnit
|
|
152
|
+
- `type TimeInForce`: TimeInForce
|
|
153
|
+
- `type ValidationFieldKind`: ValidationFieldKind
|
|
154
|
+
- `type VegaUnit`: VegaUnit
|
|
155
|
+
- `type WarningCode`: { readonly DataLockedMarket: 'data.locked_market'; readonly DataZeroBidAsk: 'data.zero_bid_ask'; readonly SurfaceExtrapolated: 'volatility.surface_extrapolated'; readonly BinomialStepsRoundedOdd: 'binomial.steps_rounded_odd'; readonly GreeksNotComputed: 'greeks.not_computed'; readonly SuspiciousVolatility: 'input.suspicious_volatility'; readonly SuspiciousTime: 'input.suspicious_time'; readonly SuspiciousRiskFreeRate: 'input.suspicious_risk_free_rate'; readonly SuspiciousReturns: 'input.suspicious_returns'; readonly DegenerateInput: 'input.degenerate'; readonly LambdaUndefined: 'greeks.lambda_undefined'; readonly CompoundingUndefined: 'crypto.compounding_undefined'; readonly CompoundingOverflow: 'crypto.compounding_overflow'; readonly CovarianceFloored: 'math.covariance_floored'; readonly GreeksUnsupportedByEngine: 'greeks.unsupported_by_engine'; readonly ModelLimitation: 'model.limitation'; readonly ScenarioUnusedCurrencyConversion: 'scenario.unused_currency_conversion'; readonly BacktestAssignment: 'backtest.assignment'; readonly BacktestDataDuplicateTimestamp: 'backtest.data_duplicate_timestamp'; readonly BacktestDataNonfinite: 'backtest.data_nonfinite'; readonly BacktestDataMissing: 'backtest.data_missing'; readonly BacktestLimitRejected: 'backtest.limit_rejected'; readonly BacktestComboLegUnfilled: 'backtest.combo_leg_unfilled'; readonly BacktestMarginBreach: 'backtest.margin_breach'; readonly BacktestForcedLiquidation: 'backtest.forced_liquidation'; readonly BacktestDataUnsorted: 'backtest.data_unsorted'; readonly BacktestEntrySkipped: 'backtest.entry_skipped'; readonly BacktestMarkFallback: 'backtest.mark_fallback'; readonly BacktestLookahead: 'backtest.lookahead'; readonly BacktestMarginRejected: 'backtest.margin_rejected'; readonly BacktestMarkedAtCost: 'backtest.marked_at_cost'; readonly BacktestNegativeCash: 'backtest.negative_cash'; readonly BacktestShortRejected: 'backtest.short_rejected'; readonly BacktestSignalWarmup: 'backtest.signal_warmup'; readonly CryptoCarryArbitrage: 'crypto.carry_arbitrage'; readonly CryptoExtremeFunding: 'crypto.extreme_funding'; readonly EstimateRiskNeutral: 'estimate.risk_neutral'; readonly FlowSweepsNotVenueVerified: 'flow.sweeps_not_venue_verified'; readonly HestonCosineExpansionUnstable: 'heston.cosine_expansion_unstable'; readonly HestonFellerViolated: 'heston.feller_violated'; readonly ImpliedVolatilityBracketExpanded: 'implied_volatility.bracket_expanded'; readonly ImpliedVolatilityFlatHistory: 'implied_volatility.flat_history'; readonly ImpliedVolatilityLowVega: 'implied_volatility.low_vega'; readonly LookbackZeroCarry: 'lookback.zero_carry'; readonly MathCovarianceEwmaEffectiveSample: 'math.covariance_ewma_effective_sample'; readonly MathCovarianceIllConditioned: 'math.covariance_ill_conditioned'; readonly MathCovarianceMethodAuto: 'math.covariance_method_auto'; readonly MathCovarianceSingular: 'math.covariance_singular'; readonly MonteCarloQuasiMonteCarloDimensionFallback: 'monte_carlo.quasi_monte_carlo_dimension_fallback'; readonly OptimizeNotConverged: 'optimize.not_converged'; readonly OperationUntypedWarning: 'operation.untyped_warning'; readonly OptionsDividendsNone: 'options.dividends_none'; readonly OptionsDividendsPast: 'options.dividends_past'; readonly OptionsExerciseDiscreteDividends: 'options.exercise_discrete_dividends'; readonly OptionsChainHealthModelNotRequested: 'options.chain_health.model_not_requested'; readonly PerformanceSuspiciousEquityInput: 'performance.suspicious_equity_input'; readonly PerformanceNonFiniteMetric: 'performance.non_finite_metric'; readonly PerformanceEmptySeries: 'performance.empty_series'; readonly RiskZeroGrossExposure: 'risk.zero_gross_exposure'; readonly OptionsEngineFailed: 'options.engine_failed'; readonly TechnicalAnalysisOpeningRangeTruncated: 'technical_analysis.opening_range_truncated'; readonly StructureFlatBaseline: 'structure.flat_baseline'; readonly VolatilityCalibrationNotConverged: 'volatility.calibration_not_converged'; readonly PerformanceUndefinedMetric: 'performance.undefined_metric'; readonly ResearchSurvivorshipBias: 'research.survivorship_bias'; readonly ResearchTrainTestLeakage: 'research.train_test_leakage'; readonly ResearchBacktestOverfittingProbabilityTrimmed: 'research.backtest_overfitting_probability_trimmed'; readonly RiskBrinsonWeights: 'risk.brinson_weights'; readonly RiskCornishFisherConditionalValueAtRiskGaussianFallback: 'risk.cornish_fisher_conditional_value_at_risk_gaussian_fallback'; readonly RiskCornishFisherOutOfDomain: 'risk.cornish_fisher_out_of_domain'; readonly RiskCostExceedsEdge: 'risk.cost_exceeds_edge'; readonly RiskAsOfUnscreened: 'risk.as_of_unscreened'; readonly RiskZeroVolatilitySharpe: 'risk.zero_volatility_sharpe'; readonly RiskFrontierUnboundedReturn: 'risk.frontier_unbounded_return'; readonly RiskFrontierNotMonotone: 'risk.frontier_not_monotone'; readonly RiskFrontierPointsFailed: 'risk.frontier_points_failed'; readonly RiskExtremeValueConfidenceOutsideTail: 'risk.extreme_value_confidence_outside_tail'; readonly RiskExtremeValueDegenerateFit: 'risk.extreme_value_degenerate_fit'; readonly RiskExtremeValueFewExceedances: 'risk.extreme_value_few_exceedances'; readonly RiskExtremeValueInfiniteMean: 'risk.extreme_value_infinite_mean'; readonly RiskExtremeValueInfiniteVariance: 'risk.extreme_value_infinite_variance'; readonly RiskExtremeValueMleFallback: 'risk.extreme_value_mle_fallback'; readonly RiskHighCostDrag: 'risk.high_cost_drag'; readonly RiskInfeasibleConstraints: 'risk.infeasible_constraints'; readonly RiskInfeasibleTangency: 'risk.infeasible_tangency'; readonly RiskKellyEstimationNoEdge: 'risk.kelly_estimation_no_edge'; readonly RiskKellyEstimationThinSample: 'risk.kelly_estimation_thin_sample'; readonly RiskKellyFatTails: 'risk.kelly_fat_tails'; readonly RiskKellyNaiveOverbet: 'risk.kelly_naive_overbet'; readonly RiskKellyNegativeSum: 'risk.kelly_negative_sum'; readonly RiskKellyNoEdge: 'risk.kelly_no_edge'; readonly RiskKellyOver: 'risk.kelly_over'; readonly RiskKellyUnbounded: 'risk.kelly_unbounded'; readonly RiskMeanExcessNoLinearRegion: 'risk.mean_excess_no_linear_region'; readonly RiskPnlUnexplainedResidual: 'risk.pnl_unexplained_residual'; readonly RiskUnboundedLoss: 'risk.unbounded_loss'; readonly StrategyVolatilityFloored: 'strategy.volatility_floored'; readonly StrategyRiskRewardUndefined: 'strategy.risk_reward_undefined'; readonly StrategyOptimizerZeroCapital: 'strategy.optimizer_zero_capital'; readonly StructureAggressorUnavailable: 'structure.aggressor_unavailable'; readonly StructureContractsSkipped: 'structure.contracts_skipped'; readonly StructureDuplicateContractQuotes: 'structure.duplicate_contract_quotes'; readonly StructureNoEligibleQuotes: 'structure.no_eligible_quotes'; readonly VolatilityButterflyArbitrage: 'volatility.butterfly_arbitrage'; readonly VolatilityEssviButterfly: 'volatility.essvi_butterfly'; readonly VolatilityEssviCalendar: 'volatility.essvi_calendar'; readonly VolatilityEssviCalendarData: 'volatility.essvi_calendar_data'; readonly VolatilityEssviNotConverged: 'volatility.essvi_not_converged'; readonly VolatilityFitInsufficientData: 'volatility.fit_insufficient_data'; readonly VolatilityFitUnconverged: 'volatility.fit_unconverged'; readonly VolatilityShockDegradedToInterpolated: 'volatility.shock_degraded_to_interpolated'; readonly VolatilityShockFloored: 'volatility.shock_floored'; readonly VolatilitySkewDeltaExtrapolated: 'volatility.skew_delta_extrapolated'; readonly VolatilityObservedSkewUnavailable: 'volatility.observed_skew_unavailable'; readonly VolatilityObservedSkewQuoteExcluded: 'volatility.observed_skew_quote_excluded'; readonly RiskKellyZeroVariance: 'risk.kelly_zero_variance'; readonly RiskSharpeUndefined: 'risk.sharpe_undefined'; readonly OptionsChainGreeksRowsSkipped: 'chain_greeks.rows_skipped'; readonly VolatilityObservedSkewMissingDelta: 'volatility.observed_skew_missing_delta'; readonly VolatilityObservedSkewDuplicateContract: 'volatility.observed_skew_duplicate_contract'; readonly VolatilitySsviButterfly: 'volatility.ssvi_butterfly'; readonly VolatilitySsviCalendarData: 'volatility.ssvi_calendar_data'; readonly VolatilitySsviNotConverged: 'volatility.ssvi_not_converged'; readonly VolatilityStickyIndeterminate: 'volatility.sticky_indeterminate'; readonly VolatilityStickyWeakFit: 'volatility.sticky_weak_fit'; readonly VolatilitySurfaceQuotesSkipped: 'volatility.surface_quotes_skipped'; readonly VolatilitySurfaceSparse: 'volatility.surface_sparse'; readonly VolatilitySwaptionCubeExtrapolated: 'volatility.swaption_cube_extrapolated'; readonly VolatilitySwaptionNodePoorFit: 'volatility.swaption_node_poor_fit'; readonly ArtifactLibraryVersionDiffers: 'artifact.library_version_differs'; readonly ArtifactComparisonDifferentMarket: 'artifact.comparison_different_market'; readonly ArtifactComparisonDifferentUniverse: 'artifact.comparison_different_universe'; readonly CurveExtrapolated: 'curve.extrapolated'; }
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156
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- `type WarningSeverity`: WarningSeverity
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157
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- `type Weekday`: Weekday
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