@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 +1,183 @@
1
+ /**
2
+ * Content hashing for the artifact spine (Gate B) — SHA-256 over the canonical JSON bytes.
3
+ *
4
+ * Why THIS algorithm, and why implemented here:
5
+ *
6
+ * - **SHA-256** because a content hash is an IDENTITY — dedup keys, replay comparison, and
7
+ * provenance chains all assume two different artifacts never share a hash. A fast non-crypto
8
+ * hash (FNV, xxHash) trades exactly that guarantee away for speed the spine does not need:
9
+ * large tables travel by {@link TableHandle} reference, so hashed payloads are envelopes, which
10
+ * are small by design. It also matches the repo's existing convention — every tooling hash
11
+ * (manifest enforcement, MCP contracts) is already SHA-256.
12
+ * - **Pure TypeScript** because the library is browser-safe: `node:crypto`'s `createHash` exists
13
+ * only in Node (today it appears solely under `tools/`, never in a package), and
14
+ * `crypto.subtle.digest` is async — an awaitable constructor would poison every create/read
15
+ * call with promises to hash a few hundred bytes. FIPS 180-4 SHA-256 is ~60 lines, synchronous,
16
+ * and dependency-free.
17
+ *
18
+ * The digest string carries its algorithm — `sha256:<64 hex>` — so a future algorithm change is a
19
+ * visible new prefix, never a silent re-keying.
20
+ */
21
+
22
+ import { ErrorCode, InputError } from '../errors.js';
23
+ import { canonicalJsonOf } from '../canonical-json.js';
24
+
25
+ /** The hash-string grammar: algorithm prefix + lowercase hex digest. */
26
+ export const CONTENT_HASH_PREFIX = 'sha256:';
27
+
28
+ /** Exact shape test for a spine hash string (used by handle/artifact validation). */
29
+ export function isContentHashString(value: unknown): value is string {
30
+ return typeof value === 'string' && /^sha256:[0-9a-f]{64}$/.test(value);
31
+ }
32
+
33
+ // FIPS 180-4 round constants: first 32 bits of the fractional parts of the cube roots of the
34
+ // first 64 primes.
35
+ // prettier-ignore
36
+ const K = new Uint32Array([
37
+ 0x428a2f98, 0x71374491, 0xb5c0fbcf, 0xe9b5dba5, 0x3956c25b, 0x59f111f1, 0x923f82a4, 0xab1c5ed5,
38
+ 0xd807aa98, 0x12835b01, 0x243185be, 0x550c7dc3, 0x72be5d74, 0x80deb1fe, 0x9bdc06a7, 0xc19bf174,
39
+ 0xe49b69c1, 0xefbe4786, 0x0fc19dc6, 0x240ca1cc, 0x2de92c6f, 0x4a7484aa, 0x5cb0a9dc, 0x76f988da,
40
+ 0x983e5152, 0xa831c66d, 0xb00327c8, 0xbf597fc7, 0xc6e00bf3, 0xd5a79147, 0x06ca6351, 0x14292967,
41
+ 0x27b70a85, 0x2e1b2138, 0x4d2c6dfc, 0x53380d13, 0x650a7354, 0x766a0abb, 0x81c2c92e, 0x92722c85,
42
+ 0xa2bfe8a1, 0xa81a664b, 0xc24b8b70, 0xc76c51a3, 0xd192e819, 0xd6990624, 0xf40e3585, 0x106aa070,
43
+ 0x19a4c116, 0x1e376c08, 0x2748774c, 0x34b0bcb5, 0x391c0cb3, 0x4ed8aa4a, 0x5b9cca4f, 0x682e6ff3,
44
+ 0x748f82ee, 0x78a5636f, 0x84c87814, 0x8cc70208, 0x90befffa, 0xa4506ceb, 0xbef9a3f7, 0xc67178f2,
45
+ ]);
46
+
47
+ function rotr(x: number, n: number): number {
48
+ return (x >>> n) | (x << (32 - n));
49
+ }
50
+
51
+ /**
52
+ * UTF-8 encode without `TextEncoder` — the compile target is pure ES2022 (no DOM/Node lib), and a
53
+ * hand-rolled encoder is also the most explicit statement of the byte contract the hash covers:
54
+ * well-formed code points encode per RFC 3629; a LONE SURROGATE encodes as U+FFFD (the same
55
+ * replacement `TextEncoder` performs), so an ill-formed string still has ONE deterministic hash.
56
+ */
57
+ function utf8Bytes(text: string): Uint8Array {
58
+ const bytes: number[] = [];
59
+ for (let i = 0; i < text.length; i++) {
60
+ let code = text.charCodeAt(i);
61
+ if (code >= 0xd800 && code <= 0xdbff) {
62
+ const low = i + 1 < text.length ? text.charCodeAt(i + 1) : 0;
63
+ if (low >= 0xdc00 && low <= 0xdfff) {
64
+ code = 0x10000 + ((code - 0xd800) << 10) + (low - 0xdc00);
65
+ i++;
66
+ } else {
67
+ code = 0xfffd; // unpaired high surrogate
68
+ }
69
+ } else if (code >= 0xdc00 && code <= 0xdfff) {
70
+ code = 0xfffd; // unpaired low surrogate
71
+ }
72
+ if (code < 0x80) bytes.push(code);
73
+ else if (code < 0x800) bytes.push(0xc0 | (code >> 6), 0x80 | (code & 0x3f));
74
+ else if (code < 0x10000)
75
+ bytes.push(0xe0 | (code >> 12), 0x80 | ((code >> 6) & 0x3f), 0x80 | (code & 0x3f));
76
+ else
77
+ bytes.push(
78
+ 0xf0 | (code >> 18),
79
+ 0x80 | ((code >> 12) & 0x3f),
80
+ 0x80 | ((code >> 6) & 0x3f),
81
+ 0x80 | (code & 0x3f),
82
+ );
83
+ }
84
+ return new Uint8Array(bytes);
85
+ }
86
+
87
+ /** FIPS 180-4 SHA-256 of a byte array, as 8 big-endian words. */
88
+ function sha256Words(bytes: Uint8Array): Uint32Array {
89
+ // Message length in bits, split into two 32-bit halves. `bytes.length` is a safe integer well
90
+ // below 2^53, so the high word is exact.
91
+ const bitLengthLow = (bytes.length << 3) >>> 0;
92
+ const bitLengthHigh = Math.floor(bytes.length / 0x20000000);
93
+
94
+ // Padded length: message + 0x80 + zeros to 56 mod 64, + 8 length bytes.
95
+ const paddedLength = (((bytes.length + 8) >> 6) + 1) << 6;
96
+ const padded = new Uint8Array(paddedLength);
97
+ padded.set(bytes);
98
+ padded[bytes.length] = 0x80;
99
+ const view = new DataView(padded.buffer);
100
+ view.setUint32(paddedLength - 8, bitLengthHigh);
101
+ view.setUint32(paddedLength - 4, bitLengthLow);
102
+
103
+ // Initial hash: first 32 bits of the fractional parts of the square roots of the first 8 primes.
104
+ const h = new Uint32Array([
105
+ 0x6a09e667, 0xbb67ae85, 0x3c6ef372, 0xa54ff53a, 0x510e527f, 0x9b05688c, 0x1f83d9ab, 0x5be0cd19,
106
+ ]);
107
+ const w = new Uint32Array(64);
108
+
109
+ for (let offset = 0; offset < paddedLength; offset += 64) {
110
+ for (let t = 0; t < 16; t++) w[t] = view.getUint32(offset + t * 4);
111
+ for (let t = 16; t < 64; t++) {
112
+ const w15 = w[t - 15]!;
113
+ const w2 = w[t - 2]!;
114
+ const s0 = rotr(w15, 7) ^ rotr(w15, 18) ^ (w15 >>> 3);
115
+ const s1 = rotr(w2, 17) ^ rotr(w2, 19) ^ (w2 >>> 10);
116
+ w[t] = (w[t - 16]! + s0 + w[t - 7]! + s1) >>> 0;
117
+ }
118
+ let a = h[0]!;
119
+ let b = h[1]!;
120
+ let c = h[2]!;
121
+ let d = h[3]!;
122
+ let e = h[4]!;
123
+ let f = h[5]!;
124
+ let g = h[6]!;
125
+ let hh = h[7]!;
126
+ for (let t = 0; t < 64; t++) {
127
+ const bigSigma1 = rotr(e, 6) ^ rotr(e, 11) ^ rotr(e, 25);
128
+ const choose = (e & f) ^ (~e & g);
129
+ const t1 = (hh + bigSigma1 + choose + K[t]! + w[t]!) >>> 0;
130
+ const bigSigma0 = rotr(a, 2) ^ rotr(a, 13) ^ rotr(a, 22);
131
+ const majority = (a & b) ^ (a & c) ^ (b & c);
132
+ const t2 = (bigSigma0 + majority) >>> 0;
133
+ hh = g;
134
+ g = f;
135
+ f = e;
136
+ e = (d + t1) >>> 0;
137
+ d = c;
138
+ c = b;
139
+ b = a;
140
+ a = (t1 + t2) >>> 0;
141
+ }
142
+ h[0] = (h[0]! + a) >>> 0;
143
+ h[1] = (h[1]! + b) >>> 0;
144
+ h[2] = (h[2]! + c) >>> 0;
145
+ h[3] = (h[3]! + d) >>> 0;
146
+ h[4] = (h[4]! + e) >>> 0;
147
+ h[5] = (h[5]! + f) >>> 0;
148
+ h[6] = (h[6]! + g) >>> 0;
149
+ h[7] = (h[7]! + hh) >>> 0;
150
+ }
151
+ return h;
152
+ }
153
+
154
+ /**
155
+ * SHA-256 of a UTF-8 string, as 64 lowercase hex characters. The raw primitive under
156
+ * {@link contentHash}, exported so golden vectors and external comparisons (`echo -n … |
157
+ * shasum -a 256`, Python's `hashlib`) can target it directly.
158
+ */
159
+ export function sha256Hex(text: string): string {
160
+ if (typeof text !== 'string') {
161
+ throw new InputError(
162
+ `sha256Hex: text must be a string, got ${text === null ? 'null' : typeof text}.`,
163
+ {
164
+ code: ErrorCode.InputWrongType,
165
+ context: { received: text === null ? 'null' : typeof text },
166
+ },
167
+ );
168
+ }
169
+ const words = sha256Words(utf8Bytes(text));
170
+ let hex = '';
171
+ for (let i = 0; i < 8; i++) hex += words[i]!.toString(16).padStart(8, '0');
172
+ return hex;
173
+ }
174
+
175
+ /**
176
+ * The spine's content identity: `sha256:` + SHA-256 of the value's canonical JSON. Same logical
177
+ * value → same hash, regardless of key order or `-0`; any covered field change → a different hash.
178
+ * What a given envelope's hash COVERS (and that provenance labels are excluded) is decided by that
179
+ * envelope's own `…ContentHash` function, not here — this is the mechanism, not the policy.
180
+ */
181
+ export function contentHash(value: unknown): string {
182
+ return CONTENT_HASH_PREFIX + sha256Hex(canonicalJsonOf(value));
183
+ }
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Recursive freeze for spine envelopes. `Object.freeze` is shallow — a "frozen" snapshot whose
3
+ * nested observation could still be mutated would break hash stability the moment a caller edited
4
+ * a row after hashing. Internal to `@insiderfinance/totalfinance/core/artifacts`; envelopes are frozen on the
5
+ * canonical COPY the constructors build, never on caller input.
6
+ */
7
+ export function deepFreeze<T>(value: T): T {
8
+ if (value !== null && typeof value === 'object') {
9
+ for (const member of Object.values(value as Record<string, unknown>)) {
10
+ deepFreeze(member);
11
+ }
12
+ Object.freeze(value);
13
+ }
14
+ return value;
15
+ }
@@ -0,0 +1,402 @@
1
+ /**
2
+ * The structural mechanics every fitted-model / research-run adapter shares (Stage 4.5, Decisions
3
+ * 5, 6, 9) — ONE engine for the parts that are not domain semantics:
4
+ *
5
+ * - {@link ARTIFACT_WORK_LIMITS} — Decision 9's bounded-work table (defaults a caller may lower,
6
+ * hard maxima never passed) and {@link requireWorkLimit}, its count-safe validator;
7
+ * - {@link requireComparisonTolerance} — the explicit two-sided tolerance law (never defaulted);
8
+ * - {@link applyReportMigrations} — Gate B's migration policy applied a SECOND time at the report
9
+ * level: a newer stored version refuses, an older one restores only through the caller's
10
+ * registry under the family-scoped kind, every step echoed, a missing link refused with the
11
+ * registration teaching (Decision 5);
12
+ * - {@link verifyReferencedRows} — caller-supplied rows for a referenced table must hash to the
13
+ * stored handle, or replay would be a replay of a different run;
14
+ * - {@link flattenSummaryParameters} and {@link residualStatistics} — the summary's flat parameter
15
+ * view and the residual statistic every projection reports.
16
+ *
17
+ * Domain packages (`@insiderfinance/totalfinance/volatility/artifacts`, `@insiderfinance/totalfinance/fixed-income/artifacts`,
18
+ * `@insiderfinance/totalfinance/research/artifacts`) call these; none re-implements them.
19
+ */
20
+
21
+ import { ErrorCode, InputError, isQuantError } from '../errors.js';
22
+ import { ensureKnownKeys, requireArgumentArray, requireArgumentObject } from '../invariants.js';
23
+ import type { ComparisonTolerance } from './comparison.js';
24
+ import { createArtifactMigrationRegistry } from './migration.js';
25
+ import type { AppliedMigration, ArtifactMigrationRegistry } from './migration.js';
26
+ import { requireFittedModelSummary, type FittedModelSummary } from './fitted-model-summary.js';
27
+ import { requireTableHandle, tableHandleForRows } from './table-handle.js';
28
+ import type { TableHandle } from './table-handle.js';
29
+
30
+ /** Decision 9's bounded-work table: what a caller may lower, and the hard maxima never passed. */
31
+ export const ARTIFACT_WORK_LIMITS = Object.freeze({
32
+ maximumEmbeddedBytes: Object.freeze({ default: 1_048_576, maximum: 8_388_608 }),
33
+ embeddedRowLimit: Object.freeze({ default: 5_000, maximum: 50_000 }),
34
+ maximumDifferences: Object.freeze({ default: 1_000, maximum: 100_000 }),
35
+ maximumLeaves: Object.freeze({ default: 2_000_000, maximum: 2_000_000 }),
36
+ gridPoints: Object.freeze({ default: 256, maximum: 4_096 }),
37
+ restarts: Object.freeze({ maximum: 64 }),
38
+ holdoutEvaluations: Object.freeze({ maximum: 100_000 }),
39
+ listedIds: Object.freeze({ default: 200, maximum: 10_000 }),
40
+ });
41
+
42
+ export interface WorkLimitLaw {
43
+ default?: number;
44
+ maximum: number;
45
+ }
46
+
47
+ function describe(value: unknown): string {
48
+ return typeof value === 'number' ? String(value) : value === null ? 'null' : typeof value;
49
+ }
50
+
51
+ /** The kit's own door: every helper is public, so its request is closed and typed like any other. */
52
+ function requireKitRequest(
53
+ functionName: string,
54
+ input: unknown,
55
+ keys: readonly string[],
56
+ strings: readonly string[],
57
+ ): Record<string, unknown> {
58
+ requireArgumentObject(functionName, 'input', input);
59
+ ensureKnownKeys(functionName, 'input', input as object, keys);
60
+ const record = input as Record<string, unknown>;
61
+ for (const field of strings) {
62
+ const value = record[field];
63
+ if (typeof value !== 'string' || value.length === 0) {
64
+ throw new InputError(
65
+ `${functionName}: input.${field} must be a non-empty string. Received ${describe(value)}.`,
66
+ {
67
+ code: value === undefined ? ErrorCode.InputMissingField : ErrorCode.InputWrongType,
68
+ context: { function: functionName, field: `input.${field}` },
69
+ },
70
+ );
71
+ }
72
+ }
73
+ return record;
74
+ }
75
+
76
+ /** Structural check for the registry (a function-membered class instance, so no closed-keys walk). */
77
+ function isMigrationRegistry(value: unknown): value is ArtifactMigrationRegistry {
78
+ return (
79
+ value !== null &&
80
+ typeof value === 'object' &&
81
+ typeof (value as { upgrade?: unknown }).upgrade === 'function' &&
82
+ typeof (value as { register?: unknown }).register === 'function'
83
+ );
84
+ }
85
+
86
+ function requireFiniteNumber(functionName: string, field: string, value: unknown): number {
87
+ if (typeof value !== 'number' || !Number.isFinite(value)) {
88
+ throw new InputError(
89
+ `${functionName}: ${field} must be a finite number. Received ${describe(value)}.`,
90
+ {
91
+ code: value === undefined ? ErrorCode.InputMissingField : ErrorCode.InputWrongType,
92
+ context: { function: functionName, field },
93
+ },
94
+ );
95
+ }
96
+ return value;
97
+ }
98
+
99
+ /**
100
+ * Validate one work limit: a safe integer at or above `floor` (default 1), at or below the law's
101
+ * hard maximum; `undefined` takes the law's default when it has one and refuses when it has none.
102
+ */
103
+ export function requireWorkLimit(input: {
104
+ functionName: string;
105
+ field: string;
106
+ /** The caller's raw value; omitted (undefined) takes the law's default. */
107
+ value?: unknown;
108
+ law: WorkLimitLaw;
109
+ floor?: number;
110
+ }): number {
111
+ const record = requireKitRequest(
112
+ 'requireWorkLimit',
113
+ input,
114
+ ['functionName', 'field', 'value', 'law', 'floor'],
115
+ ['functionName', 'field'],
116
+ );
117
+ const functionName = record['functionName'] as string;
118
+ const field = record['field'] as string;
119
+ const value = record['value'];
120
+ requireArgumentObject('requireWorkLimit', 'input.law', record['law']);
121
+ ensureKnownKeys('requireWorkLimit', 'input.law', record['law'] as object, ['default', 'maximum']);
122
+ const lawRecord = record['law'] as Record<string, unknown>;
123
+ const law: WorkLimitLaw = {
124
+ maximum: requireFiniteNumber('requireWorkLimit', 'input.law.maximum', lawRecord['maximum']),
125
+ ...(lawRecord['default'] === undefined
126
+ ? {}
127
+ : {
128
+ default: requireFiniteNumber(
129
+ 'requireWorkLimit',
130
+ 'input.law.default',
131
+ lawRecord['default'],
132
+ ),
133
+ }),
134
+ };
135
+ const floor =
136
+ record['floor'] === undefined
137
+ ? 1
138
+ : requireFiniteNumber('requireWorkLimit', 'input.floor', record['floor']);
139
+ if (value === undefined) {
140
+ if (law.default === undefined) {
141
+ throw new InputError(`${functionName}: ${field} is required.`, {
142
+ code: ErrorCode.InputMissingField,
143
+ context: { function: functionName, field },
144
+ });
145
+ }
146
+ return law.default;
147
+ }
148
+ if (typeof value !== 'number' || !Number.isSafeInteger(value) || value < floor) {
149
+ throw new InputError(
150
+ `${functionName}: ${field} must be a safe integer ≥ ${floor} (${law.default !== undefined ? `default ${law.default}, ` : ''}maximum ${law.maximum}). Received ${describe(value)}.`,
151
+ { code: ErrorCode.InputOutOfRange, context: { function: functionName, field } },
152
+ );
153
+ }
154
+ if (value > law.maximum) {
155
+ throw new InputError(
156
+ `${functionName}: ${field} is ${value}, above the hard maximum ${law.maximum} — a caller may lower a limit or opt up to the maximum, never past it.`,
157
+ {
158
+ code: ErrorCode.InputOutOfRange,
159
+ context: { function: functionName, field, maximum: law.maximum },
160
+ },
161
+ );
162
+ }
163
+ return value;
164
+ }
165
+
166
+ /** The explicit two-sided tolerance law: both members finite and ≥ 0, or no tolerance at all. */
167
+ export function requireComparisonTolerance(input: {
168
+ functionName: string;
169
+ /** The caller's raw tolerance; omitted (undefined) means no tolerance — exact comparison. */
170
+ tolerance?: unknown;
171
+ }): ComparisonTolerance | null {
172
+ const request = requireKitRequest(
173
+ 'requireComparisonTolerance',
174
+ input,
175
+ ['functionName', 'tolerance'],
176
+ ['functionName'],
177
+ );
178
+ const functionName = request['functionName'] as string;
179
+ const tolerance = request['tolerance'];
180
+ if (tolerance === undefined) return null;
181
+ requireArgumentObject(functionName, 'tolerance', tolerance);
182
+ ensureKnownKeys(functionName, 'tolerance', tolerance as object, ['absolute', 'relative']);
183
+ const record = tolerance as Record<string, unknown>;
184
+ for (const field of ['absolute', 'relative'] as const) {
185
+ const value = record[field];
186
+ if (typeof value !== 'number' || !Number.isFinite(value) || value < 0) {
187
+ throw new InputError(
188
+ `${functionName}: tolerance.${field} must be a finite number ≥ 0 — a tolerance is two-sided and explicit ({ absolute, relative }), never defaulted. Received ${describe(value)}.`,
189
+ {
190
+ code: ErrorCode.InputOutOfRange,
191
+ context: { function: functionName, field: `tolerance.${field}` },
192
+ },
193
+ );
194
+ }
195
+ }
196
+ return { absolute: record['absolute'] as number, relative: record['relative'] as number };
197
+ }
198
+
199
+ /**
200
+ * Gate B's migration policy at the REPORT level (Decision 5). The report is presented to the
201
+ * caller's registry through the envelope view `{ kind, schemaVersion: <stored version>, report }`,
202
+ * so the one registry runs its one policy; the migrated `report` is returned with the target
203
+ * version stamped and every applied step echoed.
204
+ */
205
+ export function applyReportMigrations(input: {
206
+ functionName: string;
207
+ /** The family-scoped kind, e.g. `'volatility.fitted-model:ssvi'` or `'research.run:screen'`. */
208
+ kind: string;
209
+ report: Record<string, unknown>;
210
+ storedVersion: unknown;
211
+ currentVersion: number;
212
+ /** The report's version field name (`'modelVersion'` or `'runVersion'`). */
213
+ versionField: string;
214
+ migrations?: ArtifactMigrationRegistry;
215
+ /** What the stored report describes, for the teachings: `'ssvi report'`. */
216
+ subject: string;
217
+ }): { report: Record<string, unknown>; modelMigrationsApplied: AppliedMigration[] } {
218
+ const record = requireKitRequest(
219
+ 'applyReportMigrations',
220
+ input,
221
+ [
222
+ 'functionName',
223
+ 'kind',
224
+ 'report',
225
+ 'storedVersion',
226
+ 'currentVersion',
227
+ 'versionField',
228
+ 'migrations',
229
+ 'subject',
230
+ ],
231
+ ['functionName', 'kind', 'versionField', 'subject'],
232
+ );
233
+ const functionName = record['functionName'] as string;
234
+ const kind = record['kind'] as string;
235
+ const versionField = record['versionField'] as string;
236
+ const subject = record['subject'] as string;
237
+ requireArgumentObject('applyReportMigrations', 'input.report', record['report']);
238
+ const report = record['report'] as Record<string, unknown>;
239
+ const storedVersion = record['storedVersion'];
240
+ const currentVersion = record['currentVersion'];
241
+ if (
242
+ typeof currentVersion !== 'number' ||
243
+ !Number.isSafeInteger(currentVersion) ||
244
+ currentVersion < 0
245
+ ) {
246
+ throw new InputError(
247
+ `applyReportMigrations: input.currentVersion must be a non-negative integer (this build's ${versionField}). Received ${describe(currentVersion)}.`,
248
+ {
249
+ code:
250
+ currentVersion === undefined ? ErrorCode.InputMissingField : ErrorCode.InputOutOfRange,
251
+ context: { function: 'applyReportMigrations', field: 'input.currentVersion' },
252
+ },
253
+ );
254
+ }
255
+ if (record['migrations'] !== undefined && !isMigrationRegistry(record['migrations'])) {
256
+ throw new InputError(
257
+ 'applyReportMigrations: input.migrations must be an ArtifactMigrationRegistry (createArtifactMigrationRegistry()).',
258
+ {
259
+ code: ErrorCode.InputWrongType,
260
+ context: { function: 'applyReportMigrations', field: 'input.migrations' },
261
+ },
262
+ );
263
+ }
264
+ if (
265
+ typeof storedVersion !== 'number' ||
266
+ !Number.isSafeInteger(storedVersion) ||
267
+ storedVersion < 0
268
+ ) {
269
+ throw new InputError(
270
+ `${functionName}: the stored ${subject}'s ${versionField} must be a non-negative integer. Received ${describe(storedVersion)}.`,
271
+ { code: ErrorCode.InputOutOfRange, context: { function: functionName, field: versionField } },
272
+ );
273
+ }
274
+ if (storedVersion > currentVersion) {
275
+ throw new InputError(
276
+ `${functionName}: the stored ${subject} is version ${storedVersion}, newer than this build's ${currentVersion} — reading it under different semantics would be a silent wrong number. Upgrade the package to restore it.`,
277
+ {
278
+ code: ErrorCode.ArtifactModelVersionUnsupported,
279
+ context: { function: functionName, kind, stored: storedVersion, current: currentVersion },
280
+ },
281
+ );
282
+ }
283
+ if (storedVersion === currentVersion) return { report, modelMigrationsApplied: [] };
284
+ const registry =
285
+ (record['migrations'] as ArtifactMigrationRegistry | undefined) ??
286
+ createArtifactMigrationRegistry();
287
+ try {
288
+ const upgraded = registry.upgrade({
289
+ envelope: { kind, schemaVersion: storedVersion, report },
290
+ targetVersion: currentVersion,
291
+ });
292
+ const migrated = upgraded.envelope['report'];
293
+ requireArgumentObject(functionName, `migrated ${subject}`, migrated);
294
+ return {
295
+ report: { ...(migrated as Record<string, unknown>), [versionField]: currentVersion },
296
+ modelMigrationsApplied: upgraded.migrationsApplied,
297
+ };
298
+ } catch (error) {
299
+ if (isQuantError(error, ErrorCode.ArtifactMigrationMissing)) {
300
+ throw new InputError(
301
+ `${functionName}: the stored ${subject} is version ${storedVersion} and this build reads ${currentVersion}; no report migration is registered under kind '${kind}' — register one (registry.register({ kind: '${kind}', fromVersion: ${storedVersion}, toVersion: ${storedVersion + 1}, description, migrate })) or recompute from the stored inputs. A migration rewrites shape; it never computes results.`,
302
+ {
303
+ code: ErrorCode.ArtifactModelVersionUnsupported,
304
+ context: { function: functionName, kind, stored: storedVersion, current: currentVersion },
305
+ cause: error,
306
+ },
307
+ );
308
+ }
309
+ throw error;
310
+ }
311
+ }
312
+
313
+ /**
314
+ * Prove caller-supplied rows are the referenced table: they must be an array whose canonical
315
+ * content hash equals the stored handle's. Returns the rows (as given) on success.
316
+ */
317
+ export function verifyReferencedRows(input: {
318
+ functionName: string;
319
+ label: string;
320
+ handle: TableHandle;
321
+ rows: unknown;
322
+ }): unknown[] {
323
+ const record = requireKitRequest(
324
+ 'verifyReferencedRows',
325
+ input,
326
+ ['functionName', 'label', 'handle', 'rows'],
327
+ ['functionName', 'label'],
328
+ );
329
+ const functionName = record['functionName'] as string;
330
+ const label = record['label'] as string;
331
+ const handle = requireTableHandle('verifyReferencedRows', 'input.handle', record['handle']);
332
+ const rows = record['rows'];
333
+ requireArgumentArray(functionName, `referencedData.${label}`, rows);
334
+ const minted = tableHandleForRows({ rows: rows as unknown[] });
335
+ if (minted.rowCount !== handle.rowCount) {
336
+ throw new InputError(
337
+ `${functionName}: referencedData.${label} has ${minted.rowCount} rows but the artifact's table handle records ${handle.rowCount} — the handle does not describe these rows.`,
338
+ {
339
+ code: ErrorCode.ArtifactReferencedDataMismatch,
340
+ context: {
341
+ function: functionName,
342
+ rowSet: label,
343
+ supplied: minted.rowCount,
344
+ stored: handle.rowCount,
345
+ },
346
+ },
347
+ );
348
+ }
349
+ if (minted.contentHash !== handle.contentHash) {
350
+ throw new InputError(
351
+ `${functionName}: referencedData.${label} does not hash to the artifact's table handle (supplied ${minted.contentHash.slice(0, 18)}… over ${(rows as unknown[]).length} rows, stored ${handle.contentHash.slice(0, 18)}… over ${handle.rowCount} rows) — a replay over different data would be a replay of a different run.`,
352
+ {
353
+ code: ErrorCode.ArtifactReferencedDataMismatch,
354
+ context: {
355
+ function: functionName,
356
+ rowSet: label,
357
+ supplied: minted.contentHash,
358
+ stored: handle.contentHash,
359
+ },
360
+ },
361
+ );
362
+ }
363
+ return rows as unknown[];
364
+ }
365
+
366
+ /**
367
+ * A validated summary's flat parameter view: arrays become indexed keys (`thetaTerm.theta[2]`).
368
+ * Takes the whole summary (validated here, like every door) rather than a bare record, so the
369
+ * parameters it flattens are the ones `requireFittedModelSummary` admits.
370
+ */
371
+ export function flattenSummaryParameters(
372
+ summary: FittedModelSummary,
373
+ ): Record<string, number | string> {
374
+ const { parameters } = requireFittedModelSummary('flattenSummaryParameters', 'summary', summary);
375
+ const out: Record<string, number | string> = {};
376
+ for (const [key, value] of Object.entries(parameters)) {
377
+ if (Array.isArray(value))
378
+ value.forEach((element, index) => (out[`${key}[${index}]`] = element));
379
+ else out[key] = value;
380
+ }
381
+ return out;
382
+ }
383
+
384
+ /** Count, root-mean-square, and maximum absolute value of a residual list (null statistics when empty). */
385
+ export function residualStatistics(residuals: readonly number[]): {
386
+ count: number;
387
+ rootMeanSquare: number | null;
388
+ maximumAbsolute: number | null;
389
+ } {
390
+ if (residuals.length === 0) return { count: 0, rootMeanSquare: null, maximumAbsolute: null };
391
+ let sumSquares = 0;
392
+ let maximumAbsolute = 0;
393
+ for (const residual of residuals) {
394
+ sumSquares += residual * residual;
395
+ if (Math.abs(residual) > maximumAbsolute) maximumAbsolute = Math.abs(residual);
396
+ }
397
+ return {
398
+ count: residuals.length,
399
+ rootMeanSquare: Math.sqrt(sumSquares / residuals.length),
400
+ maximumAbsolute,
401
+ };
402
+ }