@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.
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
  41. package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
  42. package/modules/backtest/dist/diagnostics.js +63 -0
  43. package/modules/backtest/dist/diagnostics.js.map +1 -0
  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
  47. package/modules/backtest/dist/environment/bench.js.map +1 -0
  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
  49. package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
  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
  85. package/modules/backtest/dist/event-driven.d.ts.map +1 -0
  86. package/modules/backtest/dist/event-driven.js +325 -0
  87. package/modules/backtest/dist/event-driven.js.map +1 -0
  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
  89. package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
  90. package/modules/backtest/dist/execution/conformance.js +269 -0
  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
  94. package/modules/backtest/dist/execution/fill-models.js +375 -0
  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
  177. package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
  178. package/modules/backtest/dist/portfolio/index.js +11 -0
  179. package/modules/backtest/dist/portfolio/index.js.map +1 -0
  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
  199. package/modules/backtest/dist/tearsheet.js.map +1 -0
  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
  271. package/modules/calendars/dist/cboe.d.ts.map +1 -0
  272. package/modules/calendars/dist/cboe.js +16 -0
  273. package/modules/calendars/dist/cboe.js.map +1 -0
  274. package/modules/calendars/dist/crypto.d.ts +15 -0
  275. package/modules/calendars/dist/crypto.d.ts.map +1 -0
  276. package/modules/calendars/dist/crypto.js +16 -0
  277. package/modules/calendars/dist/crypto.js.map +1 -0
  278. package/modules/calendars/dist/expirations.d.ts +35 -0
  279. package/modules/calendars/dist/expirations.d.ts.map +1 -0
  280. package/modules/calendars/dist/expirations.js +158 -0
  281. package/modules/calendars/dist/expirations.js.map +1 -0
  282. package/modules/calendars/dist/index.d.ts +16 -0
  283. package/modules/calendars/dist/index.d.ts.map +1 -0
  284. package/modules/calendars/dist/index.js +13 -0
  285. package/modules/calendars/dist/index.js.map +1 -0
  286. package/modules/calendars/dist/nyse.d.ts +11 -0
  287. package/modules/calendars/dist/nyse.d.ts.map +1 -0
  288. package/modules/calendars/dist/nyse.js +12 -0
  289. package/modules/calendars/dist/nyse.js.map +1 -0
  290. package/modules/calendars/dist/trading-calendar.d.ts +32 -0
  291. package/modules/calendars/dist/trading-calendar.d.ts.map +1 -0
  292. package/modules/calendars/dist/trading-calendar.js +67 -0
  293. package/modules/calendars/dist/trading-calendar.js.map +1 -0
  294. package/modules/calendars/dist/us-market.d.ts +29 -0
  295. package/modules/calendars/dist/us-market.d.ts.map +1 -0
  296. package/modules/calendars/dist/us-market.js +72 -0
  297. package/modules/calendars/dist/us-market.js.map +1 -0
  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
  303. package/modules/calendars/src/nyse.ts +13 -0
  304. package/modules/calendars/src/trading-calendar.ts +85 -0
  305. package/modules/calendars/src/us-market.ts +86 -0
  306. package/modules/cli/dist/bin.d.ts +9 -0
  307. package/modules/cli/dist/bin.d.ts.map +1 -0
  308. package/modules/cli/dist/bin.js +458 -0
  309. package/modules/cli/dist/bin.js.map +1 -0
  310. package/modules/cli/dist/commands.d.ts +7 -0
  311. package/modules/cli/dist/commands.d.ts.map +1 -0
  312. package/modules/cli/dist/commands.js +17 -0
  313. package/modules/cli/dist/commands.js.map +1 -0
  314. package/modules/cli/dist/exit-codes.d.ts +20 -0
  315. package/modules/cli/dist/exit-codes.d.ts.map +1 -0
  316. package/modules/cli/dist/exit-codes.js +19 -0
  317. package/modules/cli/dist/exit-codes.js.map +1 -0
  318. package/modules/cli/dist/index.d.ts +13 -0
  319. package/modules/cli/dist/index.d.ts.map +1 -0
  320. package/modules/cli/dist/index.js +10 -0
  321. package/modules/cli/dist/index.js.map +1 -0
  322. package/modules/cli/etc/cli.api.md +25 -0
  323. package/modules/cli/src/bin.ts +530 -0
  324. package/modules/cli/src/commands.ts +19 -0
  325. package/modules/cli/src/exit-codes.ts +21 -0
  326. package/modules/cli/src/index.ts +29 -0
  327. package/modules/commodities/dist/forwards.d.ts +274 -0
  328. package/modules/commodities/dist/forwards.d.ts.map +1 -0
  329. package/modules/commodities/dist/forwards.js +359 -0
  330. package/modules/commodities/dist/forwards.js.map +1 -0
  331. package/modules/commodities/dist/index.d.ts +10 -0
  332. package/modules/commodities/dist/index.d.ts.map +1 -0
  333. package/modules/commodities/dist/index.js +10 -0
  334. package/modules/commodities/dist/index.js.map +1 -0
  335. package/modules/commodities/dist/internal.d.ts +6 -0
  336. package/modules/commodities/dist/internal.d.ts.map +1 -0
  337. package/modules/commodities/dist/internal.js +6 -0
  338. package/modules/commodities/dist/internal.js.map +1 -0
  339. package/modules/commodities/dist/term-structure.d.ts +327 -0
  340. package/modules/commodities/dist/term-structure.d.ts.map +1 -0
  341. package/modules/commodities/dist/term-structure.js +416 -0
  342. package/modules/commodities/dist/term-structure.js.map +1 -0
  343. package/modules/commodities/etc/commodities.api.md +53 -0
  344. package/modules/commodities/src/forwards.ts +791 -0
  345. package/modules/commodities/src/index.ts +10 -0
  346. package/modules/commodities/src/internal.ts +6 -0
  347. package/modules/commodities/src/term-structure.ts +828 -0
  348. package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
  349. package/modules/core/dist/artifacts/analysis-artifact.d.ts.map +1 -0
  350. package/modules/core/dist/artifacts/analysis-artifact.js +356 -0
  351. package/modules/core/dist/artifacts/analysis-artifact.js.map +1 -0
  352. package/modules/core/dist/artifacts/calculation-comparison.d.ts +125 -0
  353. package/modules/core/dist/artifacts/calculation-comparison.d.ts.map +1 -0
  354. package/modules/core/dist/artifacts/calculation-comparison.js +444 -0
  355. package/modules/core/dist/artifacts/calculation-comparison.js.map +1 -0
  356. package/modules/core/dist/artifacts/canonical-scan.d.ts +58 -0
  357. package/modules/core/dist/artifacts/canonical-scan.d.ts.map +1 -0
  358. package/modules/core/dist/artifacts/canonical-scan.js +250 -0
  359. package/modules/core/dist/artifacts/canonical-scan.js.map +1 -0
  360. package/modules/core/dist/artifacts/comparison.d.ts +179 -0
  361. package/modules/core/dist/artifacts/comparison.d.ts.map +1 -0
  362. package/modules/core/dist/artifacts/comparison.js +383 -0
  363. package/modules/core/dist/artifacts/comparison.js.map +1 -0
  364. package/modules/core/dist/artifacts/content-hash.d.ts +38 -0
  365. package/modules/core/dist/artifacts/content-hash.d.ts.map +1 -0
  366. package/modules/core/dist/artifacts/content-hash.js +170 -0
  367. package/modules/core/dist/artifacts/content-hash.js.map +1 -0
  368. package/modules/core/dist/artifacts/deep-freeze.d.ts +8 -0
  369. package/modules/core/dist/artifacts/deep-freeze.d.ts.map +1 -0
  370. package/modules/core/dist/artifacts/deep-freeze.js +16 -0
  371. package/modules/core/dist/artifacts/deep-freeze.js.map +1 -0
  372. package/modules/core/dist/artifacts/fitted-model-kit.d.ts +123 -0
  373. package/modules/core/dist/artifacts/fitted-model-kit.d.ts.map +1 -0
  374. package/modules/core/dist/artifacts/fitted-model-kit.js +281 -0
  375. package/modules/core/dist/artifacts/fitted-model-kit.js.map +1 -0
  376. package/modules/core/dist/artifacts/fitted-model-summary.d.ts +73 -0
  377. package/modules/core/dist/artifacts/fitted-model-summary.d.ts.map +1 -0
  378. package/modules/core/dist/artifacts/fitted-model-summary.js +254 -0
  379. package/modules/core/dist/artifacts/fitted-model-summary.js.map +1 -0
  380. package/modules/core/dist/artifacts/index.d.ts +52 -0
  381. package/modules/core/dist/artifacts/index.d.ts.map +1 -0
  382. package/modules/core/dist/artifacts/index.js +47 -0
  383. package/modules/core/dist/artifacts/index.js.map +1 -0
  384. package/modules/core/dist/artifacts/market-snapshot.d.ts +189 -0
  385. package/modules/core/dist/artifacts/market-snapshot.d.ts.map +1 -0
  386. package/modules/core/dist/artifacts/market-snapshot.js +517 -0
  387. package/modules/core/dist/artifacts/market-snapshot.js.map +1 -0
  388. package/modules/core/dist/artifacts/migration.d.ts +60 -0
  389. package/modules/core/dist/artifacts/migration.d.ts.map +1 -0
  390. package/modules/core/dist/artifacts/migration.js +106 -0
  391. package/modules/core/dist/artifacts/migration.js.map +1 -0
  392. package/modules/core/dist/artifacts/numeric-comparison.d.ts +12 -0
  393. package/modules/core/dist/artifacts/numeric-comparison.d.ts.map +1 -0
  394. package/modules/core/dist/artifacts/numeric-comparison.js +53 -0
  395. package/modules/core/dist/artifacts/numeric-comparison.js.map +1 -0
  396. package/modules/core/dist/artifacts/scenario-set.d.ts +97 -0
  397. package/modules/core/dist/artifacts/scenario-set.d.ts.map +1 -0
  398. package/modules/core/dist/artifacts/scenario-set.js +249 -0
  399. package/modules/core/dist/artifacts/scenario-set.js.map +1 -0
  400. package/modules/core/dist/artifacts/table-handle.d.ts +96 -0
  401. package/modules/core/dist/artifacts/table-handle.d.ts.map +1 -0
  402. package/modules/core/dist/artifacts/table-handle.js +253 -0
  403. package/modules/core/dist/artifacts/table-handle.js.map +1 -0
  404. package/modules/core/dist/assumptions.d.ts +52 -0
  405. package/modules/core/dist/assumptions.d.ts.map +1 -0
  406. package/modules/core/dist/assumptions.js +13 -0
  407. package/modules/core/dist/assumptions.js.map +1 -0
  408. package/modules/core/dist/calendar.d.ts +98 -0
  409. package/modules/core/dist/calendar.d.ts.map +1 -0
  410. package/modules/core/dist/calendar.js +301 -0
  411. package/modules/core/dist/calendar.js.map +1 -0
  412. package/modules/core/dist/canonical-json.d.ts +63 -0
  413. package/modules/core/dist/canonical-json.d.ts.map +1 -0
  414. package/modules/core/dist/canonical-json.js +241 -0
  415. package/modules/core/dist/canonical-json.js.map +1 -0
  416. package/modules/core/dist/computed.d.ts +31 -0
  417. package/modules/core/dist/computed.d.ts.map +1 -0
  418. package/modules/core/dist/computed.js +40 -0
  419. package/modules/core/dist/computed.js.map +1 -0
  420. package/modules/core/dist/contracts.d.ts +59 -0
  421. package/modules/core/dist/contracts.d.ts.map +1 -0
  422. package/modules/core/dist/contracts.js +9 -0
  423. package/modules/core/dist/contracts.js.map +1 -0
  424. package/modules/core/dist/dates.d.ts +31 -0
  425. package/modules/core/dist/dates.d.ts.map +1 -0
  426. package/modules/core/dist/dates.js +126 -0
  427. package/modules/core/dist/dates.js.map +1 -0
  428. package/modules/core/dist/diagnostics.d.ts +278 -0
  429. package/modules/core/dist/diagnostics.d.ts.map +1 -0
  430. package/modules/core/dist/diagnostics.js +287 -0
  431. package/modules/core/dist/diagnostics.js.map +1 -0
  432. package/modules/core/dist/errors.d.ts +324 -0
  433. package/modules/core/dist/errors.d.ts.map +1 -0
  434. package/modules/core/dist/errors.js +363 -0
  435. package/modules/core/dist/errors.js.map +1 -0
  436. package/modules/core/dist/facade.d.ts +97 -0
  437. package/modules/core/dist/facade.d.ts.map +1 -0
  438. package/modules/core/dist/facade.js +354 -0
  439. package/modules/core/dist/facade.js.map +1 -0
  440. package/modules/core/dist/index.d.ts +45 -0
  441. package/modules/core/dist/index.d.ts.map +1 -0
  442. package/modules/core/dist/index.js +23 -0
  443. package/modules/core/dist/index.js.map +1 -0
  444. package/modules/core/dist/invariants.d.ts +112 -0
  445. package/modules/core/dist/invariants.d.ts.map +1 -0
  446. package/modules/core/dist/invariants.js +240 -0
  447. package/modules/core/dist/invariants.js.map +1 -0
  448. package/modules/core/dist/market-data.d.ts +219 -0
  449. package/modules/core/dist/market-data.d.ts.map +1 -0
  450. package/modules/core/dist/market-data.js +183 -0
  451. package/modules/core/dist/market-data.js.map +1 -0
  452. package/modules/core/dist/numeric.d.ts +46 -0
  453. package/modules/core/dist/numeric.d.ts.map +1 -0
  454. package/modules/core/dist/numeric.js +145 -0
  455. package/modules/core/dist/numeric.js.map +1 -0
  456. package/modules/core/dist/orders.d.ts +28 -0
  457. package/modules/core/dist/orders.d.ts.map +1 -0
  458. package/modules/core/dist/orders.js +49 -0
  459. package/modules/core/dist/orders.js.map +1 -0
  460. package/modules/core/dist/pricing.d.ts +418 -0
  461. package/modules/core/dist/pricing.d.ts.map +1 -0
  462. package/modules/core/dist/pricing.js +987 -0
  463. package/modules/core/dist/pricing.js.map +1 -0
  464. package/modules/core/dist/provenance.d.ts +25 -0
  465. package/modules/core/dist/provenance.d.ts.map +1 -0
  466. package/modules/core/dist/provenance.js +75 -0
  467. package/modules/core/dist/provenance.js.map +1 -0
  468. package/modules/core/dist/schema/index.d.ts +14 -0
  469. package/modules/core/dist/schema/index.d.ts.map +1 -0
  470. package/modules/core/dist/schema/index.js +12 -0
  471. package/modules/core/dist/schema/index.js.map +1 -0
  472. package/modules/core/dist/schema/json-schema-guard.d.ts +21 -0
  473. package/modules/core/dist/schema/json-schema-guard.d.ts.map +1 -0
  474. package/modules/core/dist/schema/json-schema-guard.js +114 -0
  475. package/modules/core/dist/schema/json-schema-guard.js.map +1 -0
  476. package/modules/core/dist/schema/json-schema.d.ts +33 -0
  477. package/modules/core/dist/schema/json-schema.d.ts.map +1 -0
  478. package/modules/core/dist/schema/json-schema.js +3 -0
  479. package/modules/core/dist/schema/json-schema.js.map +1 -0
  480. package/modules/core/dist/schema/payloads.d.ts +429 -0
  481. package/modules/core/dist/schema/payloads.d.ts.map +1 -0
  482. package/modules/core/dist/schema/payloads.js +323 -0
  483. package/modules/core/dist/schema/payloads.js.map +1 -0
  484. package/modules/core/dist/schema/schema.d.ts +282 -0
  485. package/modules/core/dist/schema/schema.d.ts.map +1 -0
  486. package/modules/core/dist/schema/schema.js +780 -0
  487. package/modules/core/dist/schema/schema.js.map +1 -0
  488. package/modules/core/dist/schema/standard.d.ts +32 -0
  489. package/modules/core/dist/schema/standard.d.ts.map +1 -0
  490. package/modules/core/dist/schema/standard.js +8 -0
  491. package/modules/core/dist/schema/standard.js.map +1 -0
  492. package/modules/core/dist/symbology.d.ts +30 -0
  493. package/modules/core/dist/symbology.d.ts.map +1 -0
  494. package/modules/core/dist/symbology.js +126 -0
  495. package/modules/core/dist/symbology.js.map +1 -0
  496. package/modules/core/dist/time.d.ts +122 -0
  497. package/modules/core/dist/time.d.ts.map +1 -0
  498. package/modules/core/dist/time.js +349 -0
  499. package/modules/core/dist/time.js.map +1 -0
  500. package/modules/core/dist/validation-codes.d.ts +24 -0
  501. package/modules/core/dist/validation-codes.d.ts.map +1 -0
  502. package/modules/core/dist/validation-codes.js +24 -0
  503. package/modules/core/dist/validation-codes.js.map +1 -0
  504. package/modules/core/dist/validation.d.ts +117 -0
  505. package/modules/core/dist/validation.d.ts.map +1 -0
  506. package/modules/core/dist/validation.js +415 -0
  507. package/modules/core/dist/validation.js.map +1 -0
  508. package/modules/core/etc/core.api.md +157 -0
  509. package/modules/core/src/artifacts/analysis-artifact.ts +515 -0
  510. package/modules/core/src/artifacts/calculation-comparison.ts +641 -0
  511. package/modules/core/src/artifacts/canonical-scan.ts +358 -0
  512. package/modules/core/src/artifacts/comparison.ts +586 -0
  513. package/modules/core/src/artifacts/content-hash.ts +183 -0
  514. package/modules/core/src/artifacts/deep-freeze.ts +15 -0
  515. package/modules/core/src/artifacts/fitted-model-kit.ts +402 -0
  516. package/modules/core/src/artifacts/fitted-model-summary.ts +478 -0
  517. package/modules/core/src/artifacts/index.ts +155 -0
  518. package/modules/core/src/artifacts/market-snapshot.ts +787 -0
  519. package/modules/core/src/artifacts/migration.ts +195 -0
  520. package/modules/core/src/artifacts/numeric-comparison.ts +71 -0
  521. package/modules/core/src/artifacts/scenario-set.ts +383 -0
  522. package/modules/core/src/artifacts/table-handle.ts +329 -0
  523. package/modules/core/src/assumptions.ts +62 -0
  524. package/modules/core/src/calendar.ts +407 -0
  525. package/modules/core/src/canonical-json.ts +289 -0
  526. package/modules/core/src/computed.ts +55 -0
  527. package/modules/core/src/contracts.ts +63 -0
  528. package/modules/core/src/dates.ts +163 -0
  529. package/modules/core/src/diagnostics.ts +397 -0
  530. package/modules/core/src/errors.ts +404 -0
  531. package/modules/core/src/facade.ts +436 -0
  532. package/modules/core/src/index.ts +185 -0
  533. package/modules/core/src/invariants.ts +339 -0
  534. package/modules/core/src/market-data.ts +481 -0
  535. package/modules/core/src/numeric.ts +205 -0
  536. package/modules/core/src/orders.ts +71 -0
  537. package/modules/core/src/pricing.ts +1647 -0
  538. package/modules/core/src/provenance.ts +121 -0
  539. package/modules/core/src/schema/index.ts +61 -0
  540. package/modules/core/src/schema/json-schema-guard.ts +172 -0
  541. package/modules/core/src/schema/json-schema.ts +52 -0
  542. package/modules/core/src/schema/payloads.ts +364 -0
  543. package/modules/core/src/schema/schema.ts +986 -0
  544. package/modules/core/src/schema/standard.ts +40 -0
  545. package/modules/core/src/symbology.ts +170 -0
  546. package/modules/core/src/time.ts +458 -0
  547. package/modules/core/src/validation-codes.ts +23 -0
  548. package/modules/core/src/validation.ts +607 -0
  549. package/modules/crypto/dist/carry.d.ts +176 -0
  550. package/modules/crypto/dist/carry.d.ts.map +1 -0
  551. package/modules/crypto/dist/carry.js +349 -0
  552. package/modules/crypto/dist/carry.js.map +1 -0
  553. package/modules/crypto/dist/curve.d.ts +69 -0
  554. package/modules/crypto/dist/curve.d.ts.map +1 -0
  555. package/modules/crypto/dist/curve.js +180 -0
  556. package/modules/crypto/dist/curve.js.map +1 -0
  557. package/modules/crypto/dist/index.d.ts +20 -0
  558. package/modules/crypto/dist/index.d.ts.map +1 -0
  559. package/modules/crypto/dist/index.js +16 -0
  560. package/modules/crypto/dist/index.js.map +1 -0
  561. package/modules/crypto/dist/inverse.d.ts +61 -0
  562. package/modules/crypto/dist/inverse.d.ts.map +1 -0
  563. package/modules/crypto/dist/inverse.js +89 -0
  564. package/modules/crypto/dist/inverse.js.map +1 -0
  565. package/modules/crypto/dist/liquidation.d.ts +67 -0
  566. package/modules/crypto/dist/liquidation.d.ts.map +1 -0
  567. package/modules/crypto/dist/liquidation.js +103 -0
  568. package/modules/crypto/dist/liquidation.js.map +1 -0
  569. package/modules/crypto/etc/crypto.api.md +45 -0
  570. package/modules/crypto/src/carry.ts +656 -0
  571. package/modules/crypto/src/curve.ts +273 -0
  572. package/modules/crypto/src/index.ts +62 -0
  573. package/modules/crypto/src/inverse.ts +172 -0
  574. package/modules/crypto/src/liquidation.ts +174 -0
  575. package/modules/fixed-income/dist/artifacts.d.ts +24 -0
  576. package/modules/fixed-income/dist/artifacts.d.ts.map +1 -0
  577. package/modules/fixed-income/dist/artifacts.js +21 -0
  578. package/modules/fixed-income/dist/artifacts.js.map +1 -0
  579. package/modules/fixed-income/dist/bonds.d.ts +298 -0
  580. package/modules/fixed-income/dist/bonds.d.ts.map +1 -0
  581. package/modules/fixed-income/dist/bonds.js +951 -0
  582. package/modules/fixed-income/dist/bonds.js.map +1 -0
  583. package/modules/fixed-income/dist/conventions.d.ts +77 -0
  584. package/modules/fixed-income/dist/conventions.d.ts.map +1 -0
  585. package/modules/fixed-income/dist/conventions.js +266 -0
  586. package/modules/fixed-income/dist/conventions.js.map +1 -0
  587. package/modules/fixed-income/dist/convertible.d.ts +76 -0
  588. package/modules/fixed-income/dist/convertible.d.ts.map +1 -0
  589. package/modules/fixed-income/dist/convertible.js +182 -0
  590. package/modules/fixed-income/dist/convertible.js.map +1 -0
  591. package/modules/fixed-income/dist/credit.d.ts +227 -0
  592. package/modules/fixed-income/dist/credit.d.ts.map +1 -0
  593. package/modules/fixed-income/dist/credit.js +653 -0
  594. package/modules/fixed-income/dist/credit.js.map +1 -0
  595. package/modules/fixed-income/dist/cross-currency.d.ts +82 -0
  596. package/modules/fixed-income/dist/cross-currency.d.ts.map +1 -0
  597. package/modules/fixed-income/dist/cross-currency.js +93 -0
  598. package/modules/fixed-income/dist/cross-currency.js.map +1 -0
  599. package/modules/fixed-income/dist/curve-data.d.ts +70 -0
  600. package/modules/fixed-income/dist/curve-data.d.ts.map +1 -0
  601. package/modules/fixed-income/dist/curve-data.js +254 -0
  602. package/modules/fixed-income/dist/curve-data.js.map +1 -0
  603. package/modules/fixed-income/dist/curve-mappers.d.ts +57 -0
  604. package/modules/fixed-income/dist/curve-mappers.d.ts.map +1 -0
  605. package/modules/fixed-income/dist/curve-mappers.js +131 -0
  606. package/modules/fixed-income/dist/curve-mappers.js.map +1 -0
  607. package/modules/fixed-income/dist/curve-state.d.ts +47 -0
  608. package/modules/fixed-income/dist/curve-state.d.ts.map +1 -0
  609. package/modules/fixed-income/dist/curve-state.js +33 -0
  610. package/modules/fixed-income/dist/curve-state.js.map +1 -0
  611. package/modules/fixed-income/dist/curves.d.ts +198 -0
  612. package/modules/fixed-income/dist/curves.d.ts.map +1 -0
  613. package/modules/fixed-income/dist/curves.js +803 -0
  614. package/modules/fixed-income/dist/curves.js.map +1 -0
  615. package/modules/fixed-income/dist/fitted-model-artifacts.d.ts +277 -0
  616. package/modules/fixed-income/dist/fitted-model-artifacts.d.ts.map +1 -0
  617. package/modules/fixed-income/dist/fitted-model-artifacts.js +839 -0
  618. package/modules/fixed-income/dist/fitted-model-artifacts.js.map +1 -0
  619. package/modules/fixed-income/dist/fitted-model-families.d.ts +170 -0
  620. package/modules/fixed-income/dist/fitted-model-families.d.ts.map +1 -0
  621. package/modules/fixed-income/dist/fitted-model-families.js +461 -0
  622. package/modules/fixed-income/dist/fitted-model-families.js.map +1 -0
  623. package/modules/fixed-income/dist/futures.d.ts +264 -0
  624. package/modules/fixed-income/dist/futures.d.ts.map +1 -0
  625. package/modules/fixed-income/dist/futures.js +630 -0
  626. package/modules/fixed-income/dist/futures.js.map +1 -0
  627. package/modules/fixed-income/dist/generated/validation-specs.d.ts +12 -0
  628. package/modules/fixed-income/dist/generated/validation-specs.d.ts.map +1 -0
  629. package/modules/fixed-income/dist/generated/validation-specs.js +556 -0
  630. package/modules/fixed-income/dist/generated/validation-specs.js.map +1 -0
  631. package/modules/fixed-income/dist/index.d.ts +36 -0
  632. package/modules/fixed-income/dist/index.d.ts.map +1 -0
  633. package/modules/fixed-income/dist/index.js +37 -0
  634. package/modules/fixed-income/dist/index.js.map +1 -0
  635. package/modules/fixed-income/dist/inflation.d.ts +174 -0
  636. package/modules/fixed-income/dist/inflation.d.ts.map +1 -0
  637. package/modules/fixed-income/dist/inflation.js +335 -0
  638. package/modules/fixed-income/dist/inflation.js.map +1 -0
  639. package/modules/fixed-income/dist/lattice.d.ts +156 -0
  640. package/modules/fixed-income/dist/lattice.d.ts.map +1 -0
  641. package/modules/fixed-income/dist/lattice.js +433 -0
  642. package/modules/fixed-income/dist/lattice.js.map +1 -0
  643. package/modules/fixed-income/dist/models.d.ts +187 -0
  644. package/modules/fixed-income/dist/models.d.ts.map +1 -0
  645. package/modules/fixed-income/dist/models.js +580 -0
  646. package/modules/fixed-income/dist/models.js.map +1 -0
  647. package/modules/fixed-income/dist/pricer.d.ts +48 -0
  648. package/modules/fixed-income/dist/pricer.d.ts.map +1 -0
  649. package/modules/fixed-income/dist/pricer.js +445 -0
  650. package/modules/fixed-income/dist/pricer.js.map +1 -0
  651. package/modules/fixed-income/dist/rates.d.ts +305 -0
  652. package/modules/fixed-income/dist/rates.d.ts.map +1 -0
  653. package/modules/fixed-income/dist/rates.js +686 -0
  654. package/modules/fixed-income/dist/rates.js.map +1 -0
  655. package/modules/fixed-income/dist/validate.d.ts +28 -0
  656. package/modules/fixed-income/dist/validate.d.ts.map +1 -0
  657. package/modules/fixed-income/dist/validate.js +123 -0
  658. package/modules/fixed-income/dist/validate.js.map +1 -0
  659. package/modules/fixed-income/dist/xva.d.ts +88 -0
  660. package/modules/fixed-income/dist/xva.d.ts.map +1 -0
  661. package/modules/fixed-income/dist/xva.js +316 -0
  662. package/modules/fixed-income/dist/xva.js.map +1 -0
  663. package/modules/fixed-income/etc/fixed-income.api.md +195 -0
  664. package/modules/fixed-income/src/artifacts.ts +60 -0
  665. package/modules/fixed-income/src/bonds.ts +1514 -0
  666. package/modules/fixed-income/src/conventions.ts +387 -0
  667. package/modules/fixed-income/src/convertible.ts +286 -0
  668. package/modules/fixed-income/src/credit.ts +1065 -0
  669. package/modules/fixed-income/src/cross-currency.ts +176 -0
  670. package/modules/fixed-income/src/curve-data.ts +381 -0
  671. package/modules/fixed-income/src/curve-mappers.ts +170 -0
  672. package/modules/fixed-income/src/curve-state.ts +70 -0
  673. package/modules/fixed-income/src/curves.ts +1169 -0
  674. package/modules/fixed-income/src/fitted-model-artifacts.ts +1414 -0
  675. package/modules/fixed-income/src/fitted-model-families.ts +834 -0
  676. package/modules/fixed-income/src/futures.ts +1018 -0
  677. package/modules/fixed-income/src/generated/validation-specs.ts +559 -0
  678. package/modules/fixed-income/src/index.ts +241 -0
  679. package/modules/fixed-income/src/inflation.ts +554 -0
  680. package/modules/fixed-income/src/lattice.ts +675 -0
  681. package/modules/fixed-income/src/models.ts +897 -0
  682. package/modules/fixed-income/src/pricer.ts +624 -0
  683. package/modules/fixed-income/src/rates.ts +1086 -0
  684. package/modules/fixed-income/src/validate.ts +169 -0
  685. package/modules/fixed-income/src/xva.ts +466 -0
  686. package/modules/foreign-exchange/dist/exposure.d.ts +140 -0
  687. package/modules/foreign-exchange/dist/exposure.d.ts.map +1 -0
  688. package/modules/foreign-exchange/dist/exposure.js +253 -0
  689. package/modules/foreign-exchange/dist/exposure.js.map +1 -0
  690. package/modules/foreign-exchange/dist/forwards.d.ts +159 -0
  691. package/modules/foreign-exchange/dist/forwards.d.ts.map +1 -0
  692. package/modules/foreign-exchange/dist/forwards.js +310 -0
  693. package/modules/foreign-exchange/dist/forwards.js.map +1 -0
  694. package/modules/foreign-exchange/dist/index.d.ts +11 -0
  695. package/modules/foreign-exchange/dist/index.d.ts.map +1 -0
  696. package/modules/foreign-exchange/dist/index.js +11 -0
  697. package/modules/foreign-exchange/dist/index.js.map +1 -0
  698. package/modules/foreign-exchange/dist/internal.d.ts +6 -0
  699. package/modules/foreign-exchange/dist/internal.d.ts.map +1 -0
  700. package/modules/foreign-exchange/dist/internal.js +6 -0
  701. package/modules/foreign-exchange/dist/internal.js.map +1 -0
  702. package/modules/foreign-exchange/dist/spot.d.ts +150 -0
  703. package/modules/foreign-exchange/dist/spot.d.ts.map +1 -0
  704. package/modules/foreign-exchange/dist/spot.js +289 -0
  705. package/modules/foreign-exchange/dist/spot.js.map +1 -0
  706. package/modules/foreign-exchange/etc/foreign-exchange.api.md +52 -0
  707. package/modules/foreign-exchange/src/exposure.ts +485 -0
  708. package/modules/foreign-exchange/src/forwards.ts +595 -0
  709. package/modules/foreign-exchange/src/index.ts +11 -0
  710. package/modules/foreign-exchange/src/internal.ts +6 -0
  711. package/modules/foreign-exchange/src/spot.ts +530 -0
  712. package/modules/fundamentals/dist/analyze.d.ts +90 -0
  713. package/modules/fundamentals/dist/analyze.d.ts.map +1 -0
  714. package/modules/fundamentals/dist/analyze.js +293 -0
  715. package/modules/fundamentals/dist/analyze.js.map +1 -0
  716. package/modules/fundamentals/dist/index.d.ts +17 -0
  717. package/modules/fundamentals/dist/index.d.ts.map +1 -0
  718. package/modules/fundamentals/dist/index.js +15 -0
  719. package/modules/fundamentals/dist/index.js.map +1 -0
  720. package/modules/fundamentals/dist/periods.d.ts +47 -0
  721. package/modules/fundamentals/dist/periods.d.ts.map +1 -0
  722. package/modules/fundamentals/dist/periods.js +106 -0
  723. package/modules/fundamentals/dist/periods.js.map +1 -0
  724. package/modules/fundamentals/dist/ratio-heads.d.ts +47 -0
  725. package/modules/fundamentals/dist/ratio-heads.d.ts.map +1 -0
  726. package/modules/fundamentals/dist/ratio-heads.js +766 -0
  727. package/modules/fundamentals/dist/ratio-heads.js.map +1 -0
  728. package/modules/fundamentals/dist/ratio-internals.d.ts +187 -0
  729. package/modules/fundamentals/dist/ratio-internals.d.ts.map +1 -0
  730. package/modules/fundamentals/dist/ratio-internals.js +299 -0
  731. package/modules/fundamentals/dist/ratio-internals.js.map +1 -0
  732. package/modules/fundamentals/dist/ratios.d.ts +9 -0
  733. package/modules/fundamentals/dist/ratios.d.ts.map +1 -0
  734. package/modules/fundamentals/dist/ratios.js +8 -0
  735. package/modules/fundamentals/dist/ratios.js.map +1 -0
  736. package/modules/fundamentals/dist/score-heads.d.ts +130 -0
  737. package/modules/fundamentals/dist/score-heads.d.ts.map +1 -0
  738. package/modules/fundamentals/dist/score-heads.js +364 -0
  739. package/modules/fundamentals/dist/score-heads.js.map +1 -0
  740. package/modules/fundamentals/dist/scores.d.ts +6 -0
  741. package/modules/fundamentals/dist/scores.d.ts.map +1 -0
  742. package/modules/fundamentals/dist/scores.js +6 -0
  743. package/modules/fundamentals/dist/scores.js.map +1 -0
  744. package/modules/fundamentals/dist/statement-contracts.d.ts +170 -0
  745. package/modules/fundamentals/dist/statement-contracts.d.ts.map +1 -0
  746. package/modules/fundamentals/dist/statement-contracts.js +207 -0
  747. package/modules/fundamentals/dist/statement-contracts.js.map +1 -0
  748. package/modules/fundamentals/dist/statement-utilities.d.ts +190 -0
  749. package/modules/fundamentals/dist/statement-utilities.d.ts.map +1 -0
  750. package/modules/fundamentals/dist/statement-utilities.js +501 -0
  751. package/modules/fundamentals/dist/statement-utilities.js.map +1 -0
  752. package/modules/fundamentals/dist/statements.d.ts +8 -0
  753. package/modules/fundamentals/dist/statements.d.ts.map +1 -0
  754. package/modules/fundamentals/dist/statements.js +7 -0
  755. package/modules/fundamentals/dist/statements.js.map +1 -0
  756. package/modules/fundamentals/etc/fundamentals.api.md +110 -0
  757. package/modules/fundamentals/src/analyze.ts +401 -0
  758. package/modules/fundamentals/src/index.ts +24 -0
  759. package/modules/fundamentals/src/periods.ts +197 -0
  760. package/modules/fundamentals/src/ratio-heads.ts +945 -0
  761. package/modules/fundamentals/src/ratio-internals.ts +562 -0
  762. package/modules/fundamentals/src/ratios.ts +23 -0
  763. package/modules/fundamentals/src/score-heads.ts +651 -0
  764. package/modules/fundamentals/src/scores.ts +6 -0
  765. package/modules/fundamentals/src/statement-contracts.ts +393 -0
  766. package/modules/fundamentals/src/statement-utilities.ts +833 -0
  767. package/modules/fundamentals/src/statements.ts +22 -0
  768. package/modules/http/dist/bin.d.ts +7 -0
  769. package/modules/http/dist/bin.d.ts.map +1 -0
  770. package/modules/http/dist/bin.js +167 -0
  771. package/modules/http/dist/bin.js.map +1 -0
  772. package/modules/http/dist/index.d.ts +10 -0
  773. package/modules/http/dist/index.d.ts.map +1 -0
  774. package/modules/http/dist/index.js +8 -0
  775. package/modules/http/dist/index.js.map +1 -0
  776. package/modules/http/dist/openapi.d.ts +38 -0
  777. package/modules/http/dist/openapi.d.ts.map +1 -0
  778. package/modules/http/dist/openapi.js +431 -0
  779. package/modules/http/dist/openapi.js.map +1 -0
  780. package/modules/http/dist/security.d.ts +21 -0
  781. package/modules/http/dist/security.d.ts.map +1 -0
  782. package/modules/http/dist/security.js +116 -0
  783. package/modules/http/dist/security.js.map +1 -0
  784. package/modules/http/dist/server.d.ts +63 -0
  785. package/modules/http/dist/server.d.ts.map +1 -0
  786. package/modules/http/dist/server.js +544 -0
  787. package/modules/http/dist/server.js.map +1 -0
  788. package/modules/http/etc/http.api.md +15 -0
  789. package/modules/http/etc/openapi.json +51958 -0
  790. package/modules/http/src/bin.ts +190 -0
  791. package/modules/http/src/index.ts +10 -0
  792. package/modules/http/src/openapi.ts +488 -0
  793. package/modules/http/src/security.ts +158 -0
  794. package/modules/http/src/server.ts +941 -0
  795. package/modules/math/dist/bivariate.d.ts +17 -0
  796. package/modules/math/dist/bivariate.d.ts.map +1 -0
  797. package/modules/math/dist/bivariate.js +123 -0
  798. package/modules/math/dist/bivariate.js.map +1 -0
  799. package/modules/math/dist/distributions.d.ts +66 -0
  800. package/modules/math/dist/distributions.d.ts.map +1 -0
  801. package/modules/math/dist/distributions.js +465 -0
  802. package/modules/math/dist/distributions.js.map +1 -0
  803. package/modules/math/dist/filters.d.ts +96 -0
  804. package/modules/math/dist/filters.d.ts.map +1 -0
  805. package/modules/math/dist/filters.js +347 -0
  806. package/modules/math/dist/filters.js.map +1 -0
  807. package/modules/math/dist/index.d.ts +34 -0
  808. package/modules/math/dist/index.d.ts.map +1 -0
  809. package/modules/math/dist/index.js +23 -0
  810. package/modules/math/dist/index.js.map +1 -0
  811. package/modules/math/dist/integration.d.ts +58 -0
  812. package/modules/math/dist/integration.d.ts.map +1 -0
  813. package/modules/math/dist/integration.js +176 -0
  814. package/modules/math/dist/integration.js.map +1 -0
  815. package/modules/math/dist/interpolation.d.ts +57 -0
  816. package/modules/math/dist/interpolation.d.ts.map +1 -0
  817. package/modules/math/dist/interpolation.js +464 -0
  818. package/modules/math/dist/interpolation.js.map +1 -0
  819. package/modules/math/dist/linalg.d.ts +251 -0
  820. package/modules/math/dist/linalg.d.ts.map +1 -0
  821. package/modules/math/dist/linalg.js +1503 -0
  822. package/modules/math/dist/linalg.js.map +1 -0
  823. package/modules/math/dist/lowdiscrepancy.d.ts +21 -0
  824. package/modules/math/dist/lowdiscrepancy.d.ts.map +1 -0
  825. package/modules/math/dist/lowdiscrepancy.js +200 -0
  826. package/modules/math/dist/lowdiscrepancy.js.map +1 -0
  827. package/modules/math/dist/montecarlo.d.ts +58 -0
  828. package/modules/math/dist/montecarlo.d.ts.map +1 -0
  829. package/modules/math/dist/montecarlo.js +248 -0
  830. package/modules/math/dist/montecarlo.js.map +1 -0
  831. package/modules/math/dist/normal.d.ts +40 -0
  832. package/modules/math/dist/normal.d.ts.map +1 -0
  833. package/modules/math/dist/normal.js +157 -0
  834. package/modules/math/dist/normal.js.map +1 -0
  835. package/modules/math/dist/optimize.d.ts +83 -0
  836. package/modules/math/dist/optimize.d.ts.map +1 -0
  837. package/modules/math/dist/optimize.js +784 -0
  838. package/modules/math/dist/optimize.js.map +1 -0
  839. package/modules/math/dist/random.d.ts +76 -0
  840. package/modules/math/dist/random.d.ts.map +1 -0
  841. package/modules/math/dist/random.js +261 -0
  842. package/modules/math/dist/random.js.map +1 -0
  843. package/modules/math/dist/regression.d.ts +58 -0
  844. package/modules/math/dist/regression.d.ts.map +1 -0
  845. package/modules/math/dist/regression.js +283 -0
  846. package/modules/math/dist/regression.js.map +1 -0
  847. package/modules/math/dist/resource-validation.d.ts +18 -0
  848. package/modules/math/dist/resource-validation.d.ts.map +1 -0
  849. package/modules/math/dist/resource-validation.js +60 -0
  850. package/modules/math/dist/resource-validation.js.map +1 -0
  851. package/modules/math/dist/sobol-data.d.ts +36 -0
  852. package/modules/math/dist/sobol-data.d.ts.map +1 -0
  853. package/modules/math/dist/sobol-data.js +172 -0
  854. package/modules/math/dist/sobol-data.js.map +1 -0
  855. package/modules/math/dist/solvers.d.ts +90 -0
  856. package/modules/math/dist/solvers.d.ts.map +1 -0
  857. package/modules/math/dist/solvers.js +663 -0
  858. package/modules/math/dist/solvers.js.map +1 -0
  859. package/modules/math/dist/statistics-internal.d.ts +73 -0
  860. package/modules/math/dist/statistics-internal.d.ts.map +1 -0
  861. package/modules/math/dist/statistics-internal.js +217 -0
  862. package/modules/math/dist/statistics-internal.js.map +1 -0
  863. package/modules/math/dist/statistics.d.ts +113 -0
  864. package/modules/math/dist/statistics.d.ts.map +1 -0
  865. package/modules/math/dist/statistics.js +545 -0
  866. package/modules/math/dist/statistics.js.map +1 -0
  867. package/modules/math/dist/timeseries.d.ts +131 -0
  868. package/modules/math/dist/timeseries.d.ts.map +1 -0
  869. package/modules/math/dist/timeseries.js +502 -0
  870. package/modules/math/dist/timeseries.js.map +1 -0
  871. package/modules/math/etc/math.api.md +178 -0
  872. package/modules/math/src/bivariate.ts +124 -0
  873. package/modules/math/src/distributions.ts +481 -0
  874. package/modules/math/src/filters.ts +452 -0
  875. package/modules/math/src/index.ts +223 -0
  876. package/modules/math/src/integration.ts +259 -0
  877. package/modules/math/src/interpolation.ts +588 -0
  878. package/modules/math/src/linalg.ts +1892 -0
  879. package/modules/math/src/lowdiscrepancy.ts +241 -0
  880. package/modules/math/src/montecarlo.ts +326 -0
  881. package/modules/math/src/normal.ts +161 -0
  882. package/modules/math/src/optimize.ts +943 -0
  883. package/modules/math/src/random.ts +372 -0
  884. package/modules/math/src/regression.ts +340 -0
  885. package/modules/math/src/resource-validation.ts +79 -0
  886. package/modules/math/src/sobol-data.ts +187 -0
  887. package/modules/math/src/solvers.ts +859 -0
  888. package/modules/math/src/statistics-internal.ts +256 -0
  889. package/modules/math/src/statistics.ts +636 -0
  890. package/modules/math/src/timeseries.ts +611 -0
  891. package/modules/options/dist/american-iv.d.ts +116 -0
  892. package/modules/options/dist/american-iv.d.ts.map +1 -0
  893. package/modules/options/dist/american-iv.js +385 -0
  894. package/modules/options/dist/american-iv.js.map +1 -0
  895. package/modules/options/dist/arbitrage.d.ts +42 -0
  896. package/modules/options/dist/arbitrage.d.ts.map +1 -0
  897. package/modules/options/dist/arbitrage.js +79 -0
  898. package/modules/options/dist/arbitrage.js.map +1 -0
  899. package/modules/options/dist/bachelier.d.ts +68 -0
  900. package/modules/options/dist/bachelier.d.ts.map +1 -0
  901. package/modules/options/dist/bachelier.js +348 -0
  902. package/modules/options/dist/bachelier.js.map +1 -0
  903. package/modules/options/dist/batch.d.ts +82 -0
  904. package/modules/options/dist/batch.d.ts.map +1 -0
  905. package/modules/options/dist/batch.js +346 -0
  906. package/modules/options/dist/batch.js.map +1 -0
  907. package/modules/options/dist/black-scholes.d.ts +42 -0
  908. package/modules/options/dist/black-scholes.d.ts.map +1 -0
  909. package/modules/options/dist/black-scholes.js +334 -0
  910. package/modules/options/dist/black-scholes.js.map +1 -0
  911. package/modules/options/dist/black76.d.ts +77 -0
  912. package/modules/options/dist/black76.d.ts.map +1 -0
  913. package/modules/options/dist/black76.js +400 -0
  914. package/modules/options/dist/black76.js.map +1 -0
  915. package/modules/options/dist/bsm.d.ts +120 -0
  916. package/modules/options/dist/bsm.d.ts.map +1 -0
  917. package/modules/options/dist/bsm.js +414 -0
  918. package/modules/options/dist/bsm.js.map +1 -0
  919. package/modules/options/dist/chain-greeks.d.ts +69 -0
  920. package/modules/options/dist/chain-greeks.d.ts.map +1 -0
  921. package/modules/options/dist/chain-greeks.js +154 -0
  922. package/modules/options/dist/chain-greeks.js.map +1 -0
  923. package/modules/options/dist/chain-health.d.ts +254 -0
  924. package/modules/options/dist/chain-health.d.ts.map +1 -0
  925. package/modules/options/dist/chain-health.js +746 -0
  926. package/modules/options/dist/chain-health.js.map +1 -0
  927. package/modules/options/dist/contract.d.ts +73 -0
  928. package/modules/options/dist/contract.d.ts.map +1 -0
  929. package/modules/options/dist/contract.js +226 -0
  930. package/modules/options/dist/contract.js.map +1 -0
  931. package/modules/options/dist/dividend-term-structure.d.ts +76 -0
  932. package/modules/options/dist/dividend-term-structure.d.ts.map +1 -0
  933. package/modules/options/dist/dividend-term-structure.js +180 -0
  934. package/modules/options/dist/dividend-term-structure.js.map +1 -0
  935. package/modules/options/dist/dividends.d.ts +34 -0
  936. package/modules/options/dist/dividends.d.ts.map +1 -0
  937. package/modules/options/dist/dividends.js +51 -0
  938. package/modules/options/dist/dividends.js.map +1 -0
  939. package/modules/options/dist/engine-bsm.d.ts +22 -0
  940. package/modules/options/dist/engine-bsm.d.ts.map +1 -0
  941. package/modules/options/dist/engine-bsm.js +236 -0
  942. package/modules/options/dist/engine-bsm.js.map +1 -0
  943. package/modules/options/dist/engines/american-approx.d.ts +29 -0
  944. package/modules/options/dist/engines/american-approx.d.ts.map +1 -0
  945. package/modules/options/dist/engines/american-approx.js +483 -0
  946. package/modules/options/dist/engines/american-approx.js.map +1 -0
  947. package/modules/options/dist/engines/bounds.d.ts +49 -0
  948. package/modules/options/dist/engines/bounds.d.ts.map +1 -0
  949. package/modules/options/dist/engines/bounds.js +58 -0
  950. package/modules/options/dist/engines/bounds.js.map +1 -0
  951. package/modules/options/dist/engines/engine-factory.d.ts +92 -0
  952. package/modules/options/dist/engines/engine-factory.d.ts.map +1 -0
  953. package/modules/options/dist/engines/engine-factory.js +372 -0
  954. package/modules/options/dist/engines/engine-factory.js.map +1 -0
  955. package/modules/options/dist/engines/fd-greeks.d.ts +84 -0
  956. package/modules/options/dist/engines/fd-greeks.d.ts.map +1 -0
  957. package/modules/options/dist/engines/fd-greeks.js +343 -0
  958. package/modules/options/dist/engines/fd-greeks.js.map +1 -0
  959. package/modules/options/dist/engines/fdm.d.ts +78 -0
  960. package/modules/options/dist/engines/fdm.d.ts.map +1 -0
  961. package/modules/options/dist/engines/fdm.js +218 -0
  962. package/modules/options/dist/engines/fdm.js.map +1 -0
  963. package/modules/options/dist/engines/scalar-pricing.d.ts +24 -0
  964. package/modules/options/dist/engines/scalar-pricing.d.ts.map +1 -0
  965. package/modules/options/dist/engines/scalar-pricing.js +2 -0
  966. package/modules/options/dist/engines/scalar-pricing.js.map +1 -0
  967. package/modules/options/dist/engines/tree.d.ts +78 -0
  968. package/modules/options/dist/engines/tree.d.ts.map +1 -0
  969. package/modules/options/dist/engines/tree.js +247 -0
  970. package/modules/options/dist/engines/tree.js.map +1 -0
  971. package/modules/options/dist/engines.d.ts +272 -0
  972. package/modules/options/dist/engines.d.ts.map +1 -0
  973. package/modules/options/dist/engines.js +1309 -0
  974. package/modules/options/dist/engines.js.map +1 -0
  975. package/modules/options/dist/equity-lattice.d.ts +58 -0
  976. package/modules/options/dist/equity-lattice.d.ts.map +1 -0
  977. package/modules/options/dist/equity-lattice.js +139 -0
  978. package/modules/options/dist/equity-lattice.js.map +1 -0
  979. package/modules/options/dist/exercise.d.ts +80 -0
  980. package/modules/options/dist/exercise.d.ts.map +1 -0
  981. package/modules/options/dist/exercise.js +266 -0
  982. package/modules/options/dist/exercise.js.map +1 -0
  983. package/modules/options/dist/exotics.d.ts +640 -0
  984. package/modules/options/dist/exotics.d.ts.map +1 -0
  985. package/modules/options/dist/exotics.js +2880 -0
  986. package/modules/options/dist/exotics.js.map +1 -0
  987. package/modules/options/dist/facade-util.d.ts +51 -0
  988. package/modules/options/dist/facade-util.d.ts.map +1 -0
  989. package/modules/options/dist/facade-util.js +93 -0
  990. package/modules/options/dist/facade-util.js.map +1 -0
  991. package/modules/options/dist/generated/validation-specs.d.ts +12 -0
  992. package/modules/options/dist/generated/validation-specs.d.ts.map +1 -0
  993. package/modules/options/dist/generated/validation-specs.js +2616 -0
  994. package/modules/options/dist/generated/validation-specs.js.map +1 -0
  995. package/modules/options/dist/heston.d.ts +160 -0
  996. package/modules/options/dist/heston.d.ts.map +1 -0
  997. package/modules/options/dist/heston.js +983 -0
  998. package/modules/options/dist/heston.js.map +1 -0
  999. package/modules/options/dist/index.d.ts +65 -0
  1000. package/modules/options/dist/index.d.ts.map +1 -0
  1001. package/modules/options/dist/index.js +58 -0
  1002. package/modules/options/dist/index.js.map +1 -0
  1003. package/modules/options/dist/iv.d.ts +85 -0
  1004. package/modules/options/dist/iv.d.ts.map +1 -0
  1005. package/modules/options/dist/iv.js +424 -0
  1006. package/modules/options/dist/iv.js.map +1 -0
  1007. package/modules/options/dist/lattice.d.ts +7 -0
  1008. package/modules/options/dist/lattice.d.ts.map +1 -0
  1009. package/modules/options/dist/lattice.js +7 -0
  1010. package/modules/options/dist/lattice.js.map +1 -0
  1011. package/modules/options/dist/local-volatility.d.ts +128 -0
  1012. package/modules/options/dist/local-volatility.d.ts.map +1 -0
  1013. package/modules/options/dist/local-volatility.js +333 -0
  1014. package/modules/options/dist/local-volatility.js.map +1 -0
  1015. package/modules/options/dist/market.d.ts +19 -0
  1016. package/modules/options/dist/market.d.ts.map +1 -0
  1017. package/modules/options/dist/market.js +58 -0
  1018. package/modules/options/dist/market.js.map +1 -0
  1019. package/modules/options/dist/mc/complex.d.ts +23 -0
  1020. package/modules/options/dist/mc/complex.d.ts.map +1 -0
  1021. package/modules/options/dist/mc/complex.js +42 -0
  1022. package/modules/options/dist/mc/complex.js.map +1 -0
  1023. package/modules/options/dist/mc/core.d.ts +151 -0
  1024. package/modules/options/dist/mc/core.d.ts.map +1 -0
  1025. package/modules/options/dist/mc/core.js +319 -0
  1026. package/modules/options/dist/mc/core.js.map +1 -0
  1027. package/modules/options/dist/monte-carlo.d.ts +66 -0
  1028. package/modules/options/dist/monte-carlo.d.ts.map +1 -0
  1029. package/modules/options/dist/monte-carlo.js +388 -0
  1030. package/modules/options/dist/monte-carlo.js.map +1 -0
  1031. package/modules/options/dist/parity.d.ts +191 -0
  1032. package/modules/options/dist/parity.d.ts.map +1 -0
  1033. package/modules/options/dist/parity.js +566 -0
  1034. package/modules/options/dist/parity.js.map +1 -0
  1035. package/modules/options/dist/payoff-kernel.d.ts +33 -0
  1036. package/modules/options/dist/payoff-kernel.d.ts.map +1 -0
  1037. package/modules/options/dist/payoff-kernel.js +27 -0
  1038. package/modules/options/dist/payoff-kernel.js.map +1 -0
  1039. package/modules/options/dist/payoff.d.ts +34 -0
  1040. package/modules/options/dist/payoff.d.ts.map +1 -0
  1041. package/modules/options/dist/payoff.js +60 -0
  1042. package/modules/options/dist/payoff.js.map +1 -0
  1043. package/modules/options/dist/pricer.d.ts +44 -0
  1044. package/modules/options/dist/pricer.d.ts.map +1 -0
  1045. package/modules/options/dist/pricer.js +179 -0
  1046. package/modules/options/dist/pricer.js.map +1 -0
  1047. package/modules/options/dist/pro.d.ts +82 -0
  1048. package/modules/options/dist/pro.d.ts.map +1 -0
  1049. package/modules/options/dist/pro.js +177 -0
  1050. package/modules/options/dist/pro.js.map +1 -0
  1051. package/modules/options/dist/quote.d.ts +18 -0
  1052. package/modules/options/dist/quote.d.ts.map +1 -0
  1053. package/modules/options/dist/quote.js +26 -0
  1054. package/modules/options/dist/quote.js.map +1 -0
  1055. package/modules/options/dist/resource-validation-internal.d.ts +8 -0
  1056. package/modules/options/dist/resource-validation-internal.d.ts.map +1 -0
  1057. package/modules/options/dist/resource-validation-internal.js +23 -0
  1058. package/modules/options/dist/resource-validation-internal.js.map +1 -0
  1059. package/modules/options/dist/sabr.d.ts +153 -0
  1060. package/modules/options/dist/sabr.d.ts.map +1 -0
  1061. package/modules/options/dist/sabr.js +515 -0
  1062. package/modules/options/dist/sabr.js.map +1 -0
  1063. package/modules/options/dist/schema.d.ts +120 -0
  1064. package/modules/options/dist/schema.d.ts.map +1 -0
  1065. package/modules/options/dist/schema.js +62 -0
  1066. package/modules/options/dist/schema.js.map +1 -0
  1067. package/modules/options/dist/time.d.ts +44 -0
  1068. package/modules/options/dist/time.d.ts.map +1 -0
  1069. package/modules/options/dist/time.js +76 -0
  1070. package/modules/options/dist/time.js.map +1 -0
  1071. package/modules/options/dist/types.d.ts +115 -0
  1072. package/modules/options/dist/types.d.ts.map +1 -0
  1073. package/modules/options/dist/types.js +3 -0
  1074. package/modules/options/dist/types.js.map +1 -0
  1075. package/modules/options/etc/options.api.md +230 -0
  1076. package/modules/options/src/american-iv.ts +547 -0
  1077. package/modules/options/src/arbitrage.ts +134 -0
  1078. package/modules/options/src/bachelier.ts +515 -0
  1079. package/modules/options/src/batch.ts +496 -0
  1080. package/modules/options/src/black-scholes.ts +501 -0
  1081. package/modules/options/src/black76.ts +573 -0
  1082. package/modules/options/src/bsm.ts +575 -0
  1083. package/modules/options/src/chain-greeks.ts +242 -0
  1084. package/modules/options/src/chain-health.ts +1083 -0
  1085. package/modules/options/src/contract.ts +329 -0
  1086. package/modules/options/src/dividend-term-structure.ts +303 -0
  1087. package/modules/options/src/dividends.ts +75 -0
  1088. package/modules/options/src/engine-bsm.ts +306 -0
  1089. package/modules/options/src/engines/american-approx.ts +669 -0
  1090. package/modules/options/src/engines/bounds.ts +106 -0
  1091. package/modules/options/src/engines/engine-factory.ts +502 -0
  1092. package/modules/options/src/engines/fd-greeks.ts +426 -0
  1093. package/modules/options/src/engines/fdm.ts +302 -0
  1094. package/modules/options/src/engines/scalar-pricing.ts +27 -0
  1095. package/modules/options/src/engines/tree.ts +350 -0
  1096. package/modules/options/src/engines.ts +1845 -0
  1097. package/modules/options/src/equity-lattice.ts +224 -0
  1098. package/modules/options/src/exercise.ts +422 -0
  1099. package/modules/options/src/exotics.ts +3966 -0
  1100. package/modules/options/src/facade-util.ts +137 -0
  1101. package/modules/options/src/generated/validation-specs.ts +2621 -0
  1102. package/modules/options/src/heston.ts +1348 -0
  1103. package/modules/options/src/index.ts +325 -0
  1104. package/modules/options/src/iv.ts +591 -0
  1105. package/modules/options/src/lattice.ts +6 -0
  1106. package/modules/options/src/local-volatility.ts +493 -0
  1107. package/modules/options/src/market.ts +74 -0
  1108. package/modules/options/src/mc/complex.ts +55 -0
  1109. package/modules/options/src/mc/core.ts +538 -0
  1110. package/modules/options/src/monte-carlo.ts +567 -0
  1111. package/modules/options/src/parity.ts +928 -0
  1112. package/modules/options/src/payoff-kernel.ts +39 -0
  1113. package/modules/options/src/payoff.ts +81 -0
  1114. package/modules/options/src/pricer.ts +217 -0
  1115. package/modules/options/src/pro.ts +272 -0
  1116. package/modules/options/src/quote.ts +34 -0
  1117. package/modules/options/src/resource-validation-internal.ts +31 -0
  1118. package/modules/options/src/sabr.ts +716 -0
  1119. package/modules/options/src/schema.ts +73 -0
  1120. package/modules/options/src/time.ts +104 -0
  1121. package/modules/options/src/types.ts +124 -0
  1122. package/modules/performance/dist/activity.d.ts +24 -0
  1123. package/modules/performance/dist/activity.d.ts.map +1 -0
  1124. package/modules/performance/dist/activity.js +137 -0
  1125. package/modules/performance/dist/activity.js.map +1 -0
  1126. package/modules/performance/dist/analyze.d.ts +85 -0
  1127. package/modules/performance/dist/analyze.d.ts.map +1 -0
  1128. package/modules/performance/dist/analyze.js +203 -0
  1129. package/modules/performance/dist/analyze.js.map +1 -0
  1130. package/modules/performance/dist/annualization-internal.d.ts +21 -0
  1131. package/modules/performance/dist/annualization-internal.d.ts.map +1 -0
  1132. package/modules/performance/dist/annualization-internal.js +34 -0
  1133. package/modules/performance/dist/annualization-internal.js.map +1 -0
  1134. package/modules/performance/dist/drawdown.d.ts +34 -0
  1135. package/modules/performance/dist/drawdown.d.ts.map +1 -0
  1136. package/modules/performance/dist/drawdown.js +99 -0
  1137. package/modules/performance/dist/drawdown.js.map +1 -0
  1138. package/modules/performance/dist/flow-aware.d.ts +388 -0
  1139. package/modules/performance/dist/flow-aware.d.ts.map +1 -0
  1140. package/modules/performance/dist/flow-aware.js +888 -0
  1141. package/modules/performance/dist/flow-aware.js.map +1 -0
  1142. package/modules/performance/dist/index.d.ts +26 -0
  1143. package/modules/performance/dist/index.d.ts.map +1 -0
  1144. package/modules/performance/dist/index.js +25 -0
  1145. package/modules/performance/dist/index.js.map +1 -0
  1146. package/modules/performance/dist/metrics.d.ts +13 -0
  1147. package/modules/performance/dist/metrics.d.ts.map +1 -0
  1148. package/modules/performance/dist/metrics.js +87 -0
  1149. package/modules/performance/dist/metrics.js.map +1 -0
  1150. package/modules/performance/dist/ratios.d.ts +55 -0
  1151. package/modules/performance/dist/ratios.d.ts.map +1 -0
  1152. package/modules/performance/dist/ratios.js +168 -0
  1153. package/modules/performance/dist/ratios.js.map +1 -0
  1154. package/modules/performance/dist/relative.d.ts +33 -0
  1155. package/modules/performance/dist/relative.d.ts.map +1 -0
  1156. package/modules/performance/dist/relative.js +150 -0
  1157. package/modules/performance/dist/relative.js.map +1 -0
  1158. package/modules/performance/dist/returns.d.ts +18 -0
  1159. package/modules/performance/dist/returns.d.ts.map +1 -0
  1160. package/modules/performance/dist/returns.js +70 -0
  1161. package/modules/performance/dist/returns.js.map +1 -0
  1162. package/modules/performance/dist/rolling.d.ts +36 -0
  1163. package/modules/performance/dist/rolling.d.ts.map +1 -0
  1164. package/modules/performance/dist/rolling.js +102 -0
  1165. package/modules/performance/dist/rolling.js.map +1 -0
  1166. package/modules/performance/dist/sector-performance-internal.d.ts +61 -0
  1167. package/modules/performance/dist/sector-performance-internal.d.ts.map +1 -0
  1168. package/modules/performance/dist/sector-performance-internal.js +216 -0
  1169. package/modules/performance/dist/sector-performance-internal.js.map +1 -0
  1170. package/modules/performance/dist/sector-performance.d.ts +288 -0
  1171. package/modules/performance/dist/sector-performance.d.ts.map +1 -0
  1172. package/modules/performance/dist/sector-performance.js +690 -0
  1173. package/modules/performance/dist/sector-performance.js.map +1 -0
  1174. package/modules/performance/dist/sharpe.d.ts +74 -0
  1175. package/modules/performance/dist/sharpe.d.ts.map +1 -0
  1176. package/modules/performance/dist/sharpe.js +157 -0
  1177. package/modules/performance/dist/sharpe.js.map +1 -0
  1178. package/modules/performance/etc/performance.api.md +109 -0
  1179. package/modules/performance/src/activity.ts +182 -0
  1180. package/modules/performance/src/analyze.ts +305 -0
  1181. package/modules/performance/src/annualization-internal.ts +43 -0
  1182. package/modules/performance/src/drawdown.ts +132 -0
  1183. package/modules/performance/src/flow-aware.ts +1518 -0
  1184. package/modules/performance/src/index.ts +89 -0
  1185. package/modules/performance/src/metrics.ts +150 -0
  1186. package/modules/performance/src/ratios.ts +243 -0
  1187. package/modules/performance/src/relative.ts +278 -0
  1188. package/modules/performance/src/returns.ts +80 -0
  1189. package/modules/performance/src/rolling.ts +155 -0
  1190. package/modules/performance/src/sector-performance-internal.ts +293 -0
  1191. package/modules/performance/src/sector-performance.ts +1263 -0
  1192. package/modules/performance/src/sharpe.ts +256 -0
  1193. package/modules/portfolio/dist/allocation.d.ts +227 -0
  1194. package/modules/portfolio/dist/allocation.d.ts.map +1 -0
  1195. package/modules/portfolio/dist/allocation.js +545 -0
  1196. package/modules/portfolio/dist/allocation.js.map +1 -0
  1197. package/modules/portfolio/dist/events.d.ts +502 -0
  1198. package/modules/portfolio/dist/events.d.ts.map +1 -0
  1199. package/modules/portfolio/dist/events.js +1061 -0
  1200. package/modules/portfolio/dist/events.js.map +1 -0
  1201. package/modules/portfolio/dist/index.d.ts +47 -0
  1202. package/modules/portfolio/dist/index.d.ts.map +1 -0
  1203. package/modules/portfolio/dist/index.js +34 -0
  1204. package/modules/portfolio/dist/index.js.map +1 -0
  1205. package/modules/portfolio/dist/internal.d.ts +101 -0
  1206. package/modules/portfolio/dist/internal.d.ts.map +1 -0
  1207. package/modules/portfolio/dist/internal.js +356 -0
  1208. package/modules/portfolio/dist/internal.js.map +1 -0
  1209. package/modules/portfolio/dist/ledger.d.ts +129 -0
  1210. package/modules/portfolio/dist/ledger.d.ts.map +1 -0
  1211. package/modules/portfolio/dist/ledger.js +271 -0
  1212. package/modules/portfolio/dist/ledger.js.map +1 -0
  1213. package/modules/portfolio/dist/lifecycle-corporate.d.ts +49 -0
  1214. package/modules/portfolio/dist/lifecycle-corporate.d.ts.map +1 -0
  1215. package/modules/portfolio/dist/lifecycle-corporate.js +462 -0
  1216. package/modules/portfolio/dist/lifecycle-corporate.js.map +1 -0
  1217. package/modules/portfolio/dist/lifecycle-derivatives.d.ts +59 -0
  1218. package/modules/portfolio/dist/lifecycle-derivatives.d.ts.map +1 -0
  1219. package/modules/portfolio/dist/lifecycle-derivatives.js +422 -0
  1220. package/modules/portfolio/dist/lifecycle-derivatives.js.map +1 -0
  1221. package/modules/portfolio/dist/marks.d.ts +44 -0
  1222. package/modules/portfolio/dist/marks.d.ts.map +1 -0
  1223. package/modules/portfolio/dist/marks.js +81 -0
  1224. package/modules/portfolio/dist/marks.js.map +1 -0
  1225. package/modules/portfolio/dist/monitor.d.ts +222 -0
  1226. package/modules/portfolio/dist/monitor.d.ts.map +1 -0
  1227. package/modules/portfolio/dist/monitor.js +1806 -0
  1228. package/modules/portfolio/dist/monitor.js.map +1 -0
  1229. package/modules/portfolio/dist/performance.d.ts +78 -0
  1230. package/modules/portfolio/dist/performance.d.ts.map +1 -0
  1231. package/modules/portfolio/dist/performance.js +146 -0
  1232. package/modules/portfolio/dist/performance.js.map +1 -0
  1233. package/modules/portfolio/dist/pnl.d.ts +154 -0
  1234. package/modules/portfolio/dist/pnl.d.ts.map +1 -0
  1235. package/modules/portfolio/dist/pnl.js +548 -0
  1236. package/modules/portfolio/dist/pnl.js.map +1 -0
  1237. package/modules/portfolio/dist/policy-grammar.d.ts +358 -0
  1238. package/modules/portfolio/dist/policy-grammar.d.ts.map +1 -0
  1239. package/modules/portfolio/dist/policy-grammar.js +1198 -0
  1240. package/modules/portfolio/dist/policy-grammar.js.map +1 -0
  1241. package/modules/portfolio/dist/policy.d.ts +24 -0
  1242. package/modules/portfolio/dist/policy.d.ts.map +1 -0
  1243. package/modules/portfolio/dist/policy.js +20 -0
  1244. package/modules/portfolio/dist/policy.js.map +1 -0
  1245. package/modules/portfolio/dist/rebalance.d.ts +281 -0
  1246. package/modules/portfolio/dist/rebalance.d.ts.map +1 -0
  1247. package/modules/portfolio/dist/rebalance.js +1236 -0
  1248. package/modules/portfolio/dist/rebalance.js.map +1 -0
  1249. package/modules/portfolio/dist/reconciliation.d.ts +150 -0
  1250. package/modules/portfolio/dist/reconciliation.d.ts.map +1 -0
  1251. package/modules/portfolio/dist/reconciliation.js +392 -0
  1252. package/modules/portfolio/dist/reconciliation.js.map +1 -0
  1253. package/modules/portfolio/dist/reducer-kernel.d.ts +92 -0
  1254. package/modules/portfolio/dist/reducer-kernel.d.ts.map +1 -0
  1255. package/modules/portfolio/dist/reducer-kernel.js +320 -0
  1256. package/modules/portfolio/dist/reducer-kernel.js.map +1 -0
  1257. package/modules/portfolio/dist/snapshot.d.ts +128 -0
  1258. package/modules/portfolio/dist/snapshot.d.ts.map +1 -0
  1259. package/modules/portfolio/dist/snapshot.js +205 -0
  1260. package/modules/portfolio/dist/snapshot.js.map +1 -0
  1261. package/modules/portfolio/dist/state.d.ts +196 -0
  1262. package/modules/portfolio/dist/state.d.ts.map +1 -0
  1263. package/modules/portfolio/dist/state.js +1093 -0
  1264. package/modules/portfolio/dist/state.js.map +1 -0
  1265. package/modules/portfolio/dist/timeline.d.ts +107 -0
  1266. package/modules/portfolio/dist/timeline.d.ts.map +1 -0
  1267. package/modules/portfolio/dist/timeline.js +220 -0
  1268. package/modules/portfolio/dist/timeline.js.map +1 -0
  1269. package/modules/portfolio/dist/trade/grant.d.ts +21 -0
  1270. package/modules/portfolio/dist/trade/grant.d.ts.map +1 -0
  1271. package/modules/portfolio/dist/trade/grant.js +411 -0
  1272. package/modules/portfolio/dist/trade/grant.js.map +1 -0
  1273. package/modules/portfolio/dist/trade/index.d.ts +20 -0
  1274. package/modules/portfolio/dist/trade/index.d.ts.map +1 -0
  1275. package/modules/portfolio/dist/trade/index.js +17 -0
  1276. package/modules/portfolio/dist/trade/index.js.map +1 -0
  1277. package/modules/portfolio/dist/trade/journal.d.ts +23 -0
  1278. package/modules/portfolio/dist/trade/journal.d.ts.map +1 -0
  1279. package/modules/portfolio/dist/trade/journal.js +352 -0
  1280. package/modules/portfolio/dist/trade/journal.js.map +1 -0
  1281. package/modules/portfolio/dist/trade/plan.d.ts +25 -0
  1282. package/modules/portfolio/dist/trade/plan.d.ts.map +1 -0
  1283. package/modules/portfolio/dist/trade/plan.js +285 -0
  1284. package/modules/portfolio/dist/trade/plan.js.map +1 -0
  1285. package/modules/portfolio/dist/trade/policy.d.ts +5 -0
  1286. package/modules/portfolio/dist/trade/policy.d.ts.map +1 -0
  1287. package/modules/portfolio/dist/trade/policy.js +133 -0
  1288. package/modules/portfolio/dist/trade/policy.js.map +1 -0
  1289. package/modules/portfolio/dist/trade/preflight.d.ts +3 -0
  1290. package/modules/portfolio/dist/trade/preflight.d.ts.map +1 -0
  1291. package/modules/portfolio/dist/trade/preflight.js +381 -0
  1292. package/modules/portfolio/dist/trade/preflight.js.map +1 -0
  1293. package/modules/portfolio/dist/trade/reconcile.d.ts +8 -0
  1294. package/modules/portfolio/dist/trade/reconcile.d.ts.map +1 -0
  1295. package/modules/portfolio/dist/trade/reconcile.js +240 -0
  1296. package/modules/portfolio/dist/trade/reconcile.js.map +1 -0
  1297. package/modules/portfolio/dist/trade/types.d.ts +559 -0
  1298. package/modules/portfolio/dist/trade/types.d.ts.map +1 -0
  1299. package/modules/portfolio/dist/trade/types.js +36 -0
  1300. package/modules/portfolio/dist/trade/types.js.map +1 -0
  1301. package/modules/portfolio/dist/trade/validate.d.ts +36 -0
  1302. package/modules/portfolio/dist/trade/validate.d.ts.map +1 -0
  1303. package/modules/portfolio/dist/trade/validate.js +776 -0
  1304. package/modules/portfolio/dist/trade/validate.js.map +1 -0
  1305. package/modules/portfolio/etc/portfolio.api.md +236 -0
  1306. package/modules/portfolio/src/allocation.ts +844 -0
  1307. package/modules/portfolio/src/events.ts +1968 -0
  1308. package/modules/portfolio/src/index.ts +295 -0
  1309. package/modules/portfolio/src/internal.ts +523 -0
  1310. package/modules/portfolio/src/ledger.ts +420 -0
  1311. package/modules/portfolio/src/lifecycle-corporate.ts +888 -0
  1312. package/modules/portfolio/src/lifecycle-derivatives.ts +735 -0
  1313. package/modules/portfolio/src/marks.ts +140 -0
  1314. package/modules/portfolio/src/monitor.ts +2421 -0
  1315. package/modules/portfolio/src/performance.ts +237 -0
  1316. package/modules/portfolio/src/pnl.ts +840 -0
  1317. package/modules/portfolio/src/policy-grammar.ts +1891 -0
  1318. package/modules/portfolio/src/policy.ts +119 -0
  1319. package/modules/portfolio/src/rebalance.ts +1742 -0
  1320. package/modules/portfolio/src/reconciliation.ts +621 -0
  1321. package/modules/portfolio/src/reducer-kernel.ts +512 -0
  1322. package/modules/portfolio/src/snapshot.ts +372 -0
  1323. package/modules/portfolio/src/state.ts +1776 -0
  1324. package/modules/portfolio/src/timeline.ts +359 -0
  1325. package/modules/portfolio/src/trade/grant.ts +514 -0
  1326. package/modules/portfolio/src/trade/index.ts +96 -0
  1327. package/modules/portfolio/src/trade/journal.ts +432 -0
  1328. package/modules/portfolio/src/trade/plan.ts +424 -0
  1329. package/modules/portfolio/src/trade/policy.ts +153 -0
  1330. package/modules/portfolio/src/trade/preflight.ts +605 -0
  1331. package/modules/portfolio/src/trade/reconcile.ts +276 -0
  1332. package/modules/portfolio/src/trade/types.ts +637 -0
  1333. package/modules/portfolio/src/trade/validate.ts +1213 -0
  1334. package/modules/research/dist/artifacts.d.ts +25 -0
  1335. package/modules/research/dist/artifacts.d.ts.map +1 -0
  1336. package/modules/research/dist/artifacts.js +22 -0
  1337. package/modules/research/dist/artifacts.js.map +1 -0
  1338. package/modules/research/dist/events.d.ts +238 -0
  1339. package/modules/research/dist/events.d.ts.map +1 -0
  1340. package/modules/research/dist/events.js +844 -0
  1341. package/modules/research/dist/events.js.map +1 -0
  1342. package/modules/research/dist/factors.d.ts +330 -0
  1343. package/modules/research/dist/factors.d.ts.map +1 -0
  1344. package/modules/research/dist/factors.js +891 -0
  1345. package/modules/research/dist/factors.js.map +1 -0
  1346. package/modules/research/dist/index.d.ts +11 -0
  1347. package/modules/research/dist/index.d.ts.map +1 -0
  1348. package/modules/research/dist/index.js +13 -0
  1349. package/modules/research/dist/index.js.map +1 -0
  1350. package/modules/research/dist/observations.d.ts +77 -0
  1351. package/modules/research/dist/observations.d.ts.map +1 -0
  1352. package/modules/research/dist/observations.js +201 -0
  1353. package/modules/research/dist/observations.js.map +1 -0
  1354. package/modules/research/dist/point-in-time.d.ts +17 -0
  1355. package/modules/research/dist/point-in-time.d.ts.map +1 -0
  1356. package/modules/research/dist/point-in-time.js +34 -0
  1357. package/modules/research/dist/point-in-time.js.map +1 -0
  1358. package/modules/research/dist/research-hygiene.d.ts +126 -0
  1359. package/modules/research/dist/research-hygiene.d.ts.map +1 -0
  1360. package/modules/research/dist/research-hygiene.js +290 -0
  1361. package/modules/research/dist/research-hygiene.js.map +1 -0
  1362. package/modules/research/dist/research-run-artifacts.d.ts +315 -0
  1363. package/modules/research/dist/research-run-artifacts.d.ts.map +1 -0
  1364. package/modules/research/dist/research-run-artifacts.js +766 -0
  1365. package/modules/research/dist/research-run-artifacts.js.map +1 -0
  1366. package/modules/research/dist/research-run-kinds.d.ts +135 -0
  1367. package/modules/research/dist/research-run-kinds.d.ts.map +1 -0
  1368. package/modules/research/dist/research-run-kinds.js +470 -0
  1369. package/modules/research/dist/research-run-kinds.js.map +1 -0
  1370. package/modules/research/dist/screening.d.ts +215 -0
  1371. package/modules/research/dist/screening.d.ts.map +1 -0
  1372. package/modules/research/dist/screening.js +616 -0
  1373. package/modules/research/dist/screening.js.map +1 -0
  1374. package/modules/research/dist/universe.d.ts +131 -0
  1375. package/modules/research/dist/universe.d.ts.map +1 -0
  1376. package/modules/research/dist/universe.js +294 -0
  1377. package/modules/research/dist/universe.js.map +1 -0
  1378. package/modules/research/etc/research.api.md +109 -0
  1379. package/modules/research/src/artifacts.ts +68 -0
  1380. package/modules/research/src/events.ts +1358 -0
  1381. package/modules/research/src/factors.ts +1322 -0
  1382. package/modules/research/src/index.ts +28 -0
  1383. package/modules/research/src/observations.ts +360 -0
  1384. package/modules/research/src/point-in-time.ts +44 -0
  1385. package/modules/research/src/research-hygiene.ts +544 -0
  1386. package/modules/research/src/research-run-artifacts.ts +1464 -0
  1387. package/modules/research/src/research-run-kinds.ts +723 -0
  1388. package/modules/research/src/screening.ts +957 -0
  1389. package/modules/research/src/universe.ts +494 -0
  1390. package/modules/risk/dist/attribution.d.ts +166 -0
  1391. package/modules/risk/dist/attribution.d.ts.map +1 -0
  1392. package/modules/risk/dist/attribution.js +278 -0
  1393. package/modules/risk/dist/attribution.js.map +1 -0
  1394. package/modules/risk/dist/book-var.d.ts +113 -0
  1395. package/modules/risk/dist/book-var.d.ts.map +1 -0
  1396. package/modules/risk/dist/book-var.js +487 -0
  1397. package/modules/risk/dist/book-var.js.map +1 -0
  1398. package/modules/risk/dist/book.d.ts +95 -0
  1399. package/modules/risk/dist/book.d.ts.map +1 -0
  1400. package/modules/risk/dist/book.js +201 -0
  1401. package/modules/risk/dist/book.js.map +1 -0
  1402. package/modules/risk/dist/covariance.d.ts +96 -0
  1403. package/modules/risk/dist/covariance.d.ts.map +1 -0
  1404. package/modules/risk/dist/covariance.js +183 -0
  1405. package/modules/risk/dist/covariance.js.map +1 -0
  1406. package/modules/risk/dist/evt.d.ts +188 -0
  1407. package/modules/risk/dist/evt.d.ts.map +1 -0
  1408. package/modules/risk/dist/evt.js +625 -0
  1409. package/modules/risk/dist/evt.js.map +1 -0
  1410. package/modules/risk/dist/expected-returns.d.ts +139 -0
  1411. package/modules/risk/dist/expected-returns.d.ts.map +1 -0
  1412. package/modules/risk/dist/expected-returns.js +350 -0
  1413. package/modules/risk/dist/expected-returns.js.map +1 -0
  1414. package/modules/risk/dist/factor.d.ts +66 -0
  1415. package/modules/risk/dist/factor.d.ts.map +1 -0
  1416. package/modules/risk/dist/factor.js +133 -0
  1417. package/modules/risk/dist/factor.js.map +1 -0
  1418. package/modules/risk/dist/frontier.d.ts +158 -0
  1419. package/modules/risk/dist/frontier.d.ts.map +1 -0
  1420. package/modules/risk/dist/frontier.js +1183 -0
  1421. package/modules/risk/dist/frontier.js.map +1 -0
  1422. package/modules/risk/dist/index.d.ts +47 -0
  1423. package/modules/risk/dist/index.d.ts.map +1 -0
  1424. package/modules/risk/dist/index.js +43 -0
  1425. package/modules/risk/dist/index.js.map +1 -0
  1426. package/modules/risk/dist/input-description.d.ts +3 -0
  1427. package/modules/risk/dist/input-description.d.ts.map +1 -0
  1428. package/modules/risk/dist/input-description.js +24 -0
  1429. package/modules/risk/dist/input-description.js.map +1 -0
  1430. package/modules/risk/dist/kelly.d.ts +217 -0
  1431. package/modules/risk/dist/kelly.d.ts.map +1 -0
  1432. package/modules/risk/dist/kelly.js +731 -0
  1433. package/modules/risk/dist/kelly.js.map +1 -0
  1434. package/modules/risk/dist/linalg.d.ts +27 -0
  1435. package/modules/risk/dist/linalg.d.ts.map +1 -0
  1436. package/modules/risk/dist/linalg.js +89 -0
  1437. package/modules/risk/dist/linalg.js.map +1 -0
  1438. package/modules/risk/dist/numeric-vector.d.ts +9 -0
  1439. package/modules/risk/dist/numeric-vector.d.ts.map +1 -0
  1440. package/modules/risk/dist/numeric-vector.js +112 -0
  1441. package/modules/risk/dist/numeric-vector.js.map +1 -0
  1442. package/modules/risk/dist/optimize.d.ts +231 -0
  1443. package/modules/risk/dist/optimize.d.ts.map +1 -0
  1444. package/modules/risk/dist/optimize.js +1258 -0
  1445. package/modules/risk/dist/optimize.js.map +1 -0
  1446. package/modules/risk/dist/optimizer-validation.d.ts +26 -0
  1447. package/modules/risk/dist/optimizer-validation.d.ts.map +1 -0
  1448. package/modules/risk/dist/optimizer-validation.js +306 -0
  1449. package/modules/risk/dist/optimizer-validation.js.map +1 -0
  1450. package/modules/risk/dist/options-internal.d.ts +18 -0
  1451. package/modules/risk/dist/options-internal.d.ts.map +1 -0
  1452. package/modules/risk/dist/options-internal.js +49 -0
  1453. package/modules/risk/dist/options-internal.js.map +1 -0
  1454. package/modules/risk/dist/pnl-explain.d.ts +169 -0
  1455. package/modules/risk/dist/pnl-explain.d.ts.map +1 -0
  1456. package/modules/risk/dist/pnl-explain.js +327 -0
  1457. package/modules/risk/dist/pnl-explain.js.map +1 -0
  1458. package/modules/risk/dist/portfolio.d.ts +322 -0
  1459. package/modules/risk/dist/portfolio.d.ts.map +1 -0
  1460. package/modules/risk/dist/portfolio.js +547 -0
  1461. package/modules/risk/dist/portfolio.js.map +1 -0
  1462. package/modules/risk/dist/research-protocol.d.ts +74 -0
  1463. package/modules/risk/dist/research-protocol.d.ts.map +1 -0
  1464. package/modules/risk/dist/research-protocol.js +193 -0
  1465. package/modules/risk/dist/research-protocol.js.map +1 -0
  1466. package/modules/risk/dist/research.d.ts +255 -0
  1467. package/modules/risk/dist/research.d.ts.map +1 -0
  1468. package/modules/risk/dist/research.js +752 -0
  1469. package/modules/risk/dist/research.js.map +1 -0
  1470. package/modules/risk/dist/scenario.d.ts +279 -0
  1471. package/modules/risk/dist/scenario.d.ts.map +1 -0
  1472. package/modules/risk/dist/scenario.js +458 -0
  1473. package/modules/risk/dist/scenario.js.map +1 -0
  1474. package/modules/risk/dist/sizing.d.ts +14 -0
  1475. package/modules/risk/dist/sizing.d.ts.map +1 -0
  1476. package/modules/risk/dist/sizing.js +12 -0
  1477. package/modules/risk/dist/sizing.js.map +1 -0
  1478. package/modules/risk/dist/strategy-shape.d.ts +84 -0
  1479. package/modules/risk/dist/strategy-shape.d.ts.map +1 -0
  1480. package/modules/risk/dist/strategy-shape.js +17 -0
  1481. package/modules/risk/dist/strategy-shape.js.map +1 -0
  1482. package/modules/risk/dist/value-at-risk.d.ts +240 -0
  1483. package/modules/risk/dist/value-at-risk.d.ts.map +1 -0
  1484. package/modules/risk/dist/value-at-risk.js +743 -0
  1485. package/modules/risk/dist/value-at-risk.js.map +1 -0
  1486. package/modules/risk/etc/risk.api.md +228 -0
  1487. package/modules/risk/src/attribution.ts +480 -0
  1488. package/modules/risk/src/book-var.ts +717 -0
  1489. package/modules/risk/src/book.ts +327 -0
  1490. package/modules/risk/src/covariance.ts +293 -0
  1491. package/modules/risk/src/evt.ts +899 -0
  1492. package/modules/risk/src/expected-returns.ts +572 -0
  1493. package/modules/risk/src/factor.ts +199 -0
  1494. package/modules/risk/src/frontier.ts +1570 -0
  1495. package/modules/risk/src/index.ts +281 -0
  1496. package/modules/risk/src/input-description.ts +15 -0
  1497. package/modules/risk/src/kelly.ts +1119 -0
  1498. package/modules/risk/src/linalg.ts +100 -0
  1499. package/modules/risk/src/numeric-vector.ts +153 -0
  1500. package/modules/risk/src/optimize.ts +1769 -0
  1501. package/modules/risk/src/optimizer-validation.ts +467 -0
  1502. package/modules/risk/src/options-internal.ts +73 -0
  1503. package/modules/risk/src/pnl-explain.ts +544 -0
  1504. package/modules/risk/src/portfolio.ts +911 -0
  1505. package/modules/risk/src/research-protocol.ts +277 -0
  1506. package/modules/risk/src/research.ts +1076 -0
  1507. package/modules/risk/src/scenario.ts +728 -0
  1508. package/modules/risk/src/sizing.ts +15 -0
  1509. package/modules/risk/src/strategy-shape.ts +90 -0
  1510. package/modules/risk/src/value-at-risk.ts +1102 -0
  1511. package/modules/scenarios/dist/aggregates.d.ts +27 -0
  1512. package/modules/scenarios/dist/aggregates.d.ts.map +1 -0
  1513. package/modules/scenarios/dist/aggregates.js +262 -0
  1514. package/modules/scenarios/dist/aggregates.js.map +1 -0
  1515. package/modules/scenarios/dist/fx.d.ts +69 -0
  1516. package/modules/scenarios/dist/fx.d.ts.map +1 -0
  1517. package/modules/scenarios/dist/fx.js +349 -0
  1518. package/modules/scenarios/dist/fx.js.map +1 -0
  1519. package/modules/scenarios/dist/index.d.ts +6 -0
  1520. package/modules/scenarios/dist/index.d.ts.map +1 -0
  1521. package/modules/scenarios/dist/index.js +6 -0
  1522. package/modules/scenarios/dist/index.js.map +1 -0
  1523. package/modules/scenarios/dist/internal/behaviors.d.ts +28 -0
  1524. package/modules/scenarios/dist/internal/behaviors.d.ts.map +1 -0
  1525. package/modules/scenarios/dist/internal/behaviors.js +169 -0
  1526. package/modules/scenarios/dist/internal/behaviors.js.map +1 -0
  1527. package/modules/scenarios/dist/internal/data.d.ts +35 -0
  1528. package/modules/scenarios/dist/internal/data.d.ts.map +1 -0
  1529. package/modules/scenarios/dist/internal/data.js +194 -0
  1530. package/modules/scenarios/dist/internal/data.js.map +1 -0
  1531. package/modules/scenarios/dist/internal/failures.d.ts +18 -0
  1532. package/modules/scenarios/dist/internal/failures.d.ts.map +1 -0
  1533. package/modules/scenarios/dist/internal/failures.js +184 -0
  1534. package/modules/scenarios/dist/internal/failures.js.map +1 -0
  1535. package/modules/scenarios/dist/internal/results.d.ts +18 -0
  1536. package/modules/scenarios/dist/internal/results.d.ts.map +1 -0
  1537. package/modules/scenarios/dist/internal/results.js +100 -0
  1538. package/modules/scenarios/dist/internal/results.js.map +1 -0
  1539. package/modules/scenarios/dist/market-resolution.d.ts +32 -0
  1540. package/modules/scenarios/dist/market-resolution.d.ts.map +1 -0
  1541. package/modules/scenarios/dist/market-resolution.js +296 -0
  1542. package/modules/scenarios/dist/market-resolution.js.map +1 -0
  1543. package/modules/scenarios/dist/portfolio.d.ts +11 -0
  1544. package/modules/scenarios/dist/portfolio.d.ts.map +1 -0
  1545. package/modules/scenarios/dist/portfolio.js +419 -0
  1546. package/modules/scenarios/dist/portfolio.js.map +1 -0
  1547. package/modules/scenarios/dist/run.d.ts +4 -0
  1548. package/modules/scenarios/dist/run.d.ts.map +1 -0
  1549. package/modules/scenarios/dist/run.js +933 -0
  1550. package/modules/scenarios/dist/run.js.map +1 -0
  1551. package/modules/scenarios/dist/spot-pricer.d.ts +21 -0
  1552. package/modules/scenarios/dist/spot-pricer.d.ts.map +1 -0
  1553. package/modules/scenarios/dist/spot-pricer.js +97 -0
  1554. package/modules/scenarios/dist/spot-pricer.js.map +1 -0
  1555. package/modules/scenarios/dist/targets.d.ts +18 -0
  1556. package/modules/scenarios/dist/targets.d.ts.map +1 -0
  1557. package/modules/scenarios/dist/targets.js +507 -0
  1558. package/modules/scenarios/dist/targets.js.map +1 -0
  1559. package/modules/scenarios/dist/taylor.d.ts +23 -0
  1560. package/modules/scenarios/dist/taylor.d.ts.map +1 -0
  1561. package/modules/scenarios/dist/taylor.js +209 -0
  1562. package/modules/scenarios/dist/taylor.js.map +1 -0
  1563. package/modules/scenarios/dist/transform.d.ts +31 -0
  1564. package/modules/scenarios/dist/transform.d.ts.map +1 -0
  1565. package/modules/scenarios/dist/transform.js +318 -0
  1566. package/modules/scenarios/dist/transform.js.map +1 -0
  1567. package/modules/scenarios/dist/types.d.ts +591 -0
  1568. package/modules/scenarios/dist/types.d.ts.map +1 -0
  1569. package/modules/scenarios/dist/types.js +2 -0
  1570. package/modules/scenarios/dist/types.js.map +1 -0
  1571. package/modules/scenarios/dist/work.d.ts +85 -0
  1572. package/modules/scenarios/dist/work.d.ts.map +1 -0
  1573. package/modules/scenarios/dist/work.js +629 -0
  1574. package/modules/scenarios/dist/work.js.map +1 -0
  1575. package/modules/scenarios/etc/scenarios.api.md +76 -0
  1576. package/modules/scenarios/src/aggregates.ts +429 -0
  1577. package/modules/scenarios/src/fx.ts +563 -0
  1578. package/modules/scenarios/src/index.ts +5 -0
  1579. package/modules/scenarios/src/internal/behaviors.ts +249 -0
  1580. package/modules/scenarios/src/internal/data.ts +258 -0
  1581. package/modules/scenarios/src/internal/failures.ts +219 -0
  1582. package/modules/scenarios/src/internal/results.ts +131 -0
  1583. package/modules/scenarios/src/market-resolution.ts +436 -0
  1584. package/modules/scenarios/src/portfolio.ts +639 -0
  1585. package/modules/scenarios/src/run.ts +1417 -0
  1586. package/modules/scenarios/src/spot-pricer.ts +129 -0
  1587. package/modules/scenarios/src/targets.ts +729 -0
  1588. package/modules/scenarios/src/taylor.ts +287 -0
  1589. package/modules/scenarios/src/transform.ts +468 -0
  1590. package/modules/scenarios/src/types.ts +713 -0
  1591. package/modules/scenarios/src/work.ts +1055 -0
  1592. package/modules/strategy/dist/auto-range.d.ts +14 -0
  1593. package/modules/strategy/dist/auto-range.d.ts.map +1 -0
  1594. package/modules/strategy/dist/auto-range.js +19 -0
  1595. package/modules/strategy/dist/auto-range.js.map +1 -0
  1596. package/modules/strategy/dist/builders.d.ts +75 -0
  1597. package/modules/strategy/dist/builders.d.ts.map +1 -0
  1598. package/modules/strategy/dist/builders.js +112 -0
  1599. package/modules/strategy/dist/builders.js.map +1 -0
  1600. package/modules/strategy/dist/calendars.d.ts +70 -0
  1601. package/modules/strategy/dist/calendars.d.ts.map +1 -0
  1602. package/modules/strategy/dist/calendars.js +149 -0
  1603. package/modules/strategy/dist/calendars.js.map +1 -0
  1604. package/modules/strategy/dist/classify.d.ts +77 -0
  1605. package/modules/strategy/dist/classify.d.ts.map +1 -0
  1606. package/modules/strategy/dist/classify.js +144 -0
  1607. package/modules/strategy/dist/classify.js.map +1 -0
  1608. package/modules/strategy/dist/explain.d.ts +77 -0
  1609. package/modules/strategy/dist/explain.d.ts.map +1 -0
  1610. package/modules/strategy/dist/explain.js +300 -0
  1611. package/modules/strategy/dist/explain.js.map +1 -0
  1612. package/modules/strategy/dist/from-chain.d.ts +88 -0
  1613. package/modules/strategy/dist/from-chain.d.ts.map +1 -0
  1614. package/modules/strategy/dist/from-chain.js +457 -0
  1615. package/modules/strategy/dist/from-chain.js.map +1 -0
  1616. package/modules/strategy/dist/index.d.ts +102 -0
  1617. package/modules/strategy/dist/index.d.ts.map +1 -0
  1618. package/modules/strategy/dist/index.js +41 -0
  1619. package/modules/strategy/dist/index.js.map +1 -0
  1620. package/modules/strategy/dist/legs.d.ts +47 -0
  1621. package/modules/strategy/dist/legs.d.ts.map +1 -0
  1622. package/modules/strategy/dist/legs.js +87 -0
  1623. package/modules/strategy/dist/legs.js.map +1 -0
  1624. package/modules/strategy/dist/manifest.d.ts +116 -0
  1625. package/modules/strategy/dist/manifest.d.ts.map +1 -0
  1626. package/modules/strategy/dist/manifest.js +376 -0
  1627. package/modules/strategy/dist/manifest.js.map +1 -0
  1628. package/modules/strategy/dist/optimizer.d.ts +184 -0
  1629. package/modules/strategy/dist/optimizer.d.ts.map +1 -0
  1630. package/modules/strategy/dist/optimizer.js +404 -0
  1631. package/modules/strategy/dist/optimizer.js.map +1 -0
  1632. package/modules/strategy/dist/position.d.ts +181 -0
  1633. package/modules/strategy/dist/position.d.ts.map +1 -0
  1634. package/modules/strategy/dist/position.js +1693 -0
  1635. package/modules/strategy/dist/position.js.map +1 -0
  1636. package/modules/strategy/dist/probability.d.ts +192 -0
  1637. package/modules/strategy/dist/probability.d.ts.map +1 -0
  1638. package/modules/strategy/dist/probability.js +106 -0
  1639. package/modules/strategy/dist/probability.js.map +1 -0
  1640. package/modules/strategy/dist/scanner.d.ts +147 -0
  1641. package/modules/strategy/dist/scanner.d.ts.map +1 -0
  1642. package/modules/strategy/dist/scanner.js +438 -0
  1643. package/modules/strategy/dist/scanner.js.map +1 -0
  1644. package/modules/strategy/dist/strategies.d.ts +187 -0
  1645. package/modules/strategy/dist/strategies.d.ts.map +1 -0
  1646. package/modules/strategy/dist/strategies.js +541 -0
  1647. package/modules/strategy/dist/strategies.js.map +1 -0
  1648. package/modules/strategy/dist/svg.d.ts +35 -0
  1649. package/modules/strategy/dist/svg.d.ts.map +1 -0
  1650. package/modules/strategy/dist/svg.js +298 -0
  1651. package/modules/strategy/dist/svg.js.map +1 -0
  1652. package/modules/strategy/dist/thesis-distribution.d.ts +79 -0
  1653. package/modules/strategy/dist/thesis-distribution.d.ts.map +1 -0
  1654. package/modules/strategy/dist/thesis-distribution.js +125 -0
  1655. package/modules/strategy/dist/thesis-distribution.js.map +1 -0
  1656. package/modules/strategy/dist/types.d.ts +370 -0
  1657. package/modules/strategy/dist/types.d.ts.map +1 -0
  1658. package/modules/strategy/dist/types.js +8 -0
  1659. package/modules/strategy/dist/types.js.map +1 -0
  1660. package/modules/strategy/dist/validate.d.ts +63 -0
  1661. package/modules/strategy/dist/validate.d.ts.map +1 -0
  1662. package/modules/strategy/dist/validate.js +146 -0
  1663. package/modules/strategy/dist/validate.js.map +1 -0
  1664. package/modules/strategy/etc/strategy.api.md +174 -0
  1665. package/modules/strategy/src/auto-range.ts +21 -0
  1666. package/modules/strategy/src/builders.ts +221 -0
  1667. package/modules/strategy/src/calendars.ts +245 -0
  1668. package/modules/strategy/src/classify.ts +215 -0
  1669. package/modules/strategy/src/explain.ts +471 -0
  1670. package/modules/strategy/src/from-chain.ts +643 -0
  1671. package/modules/strategy/src/index.ts +212 -0
  1672. package/modules/strategy/src/legs.ts +140 -0
  1673. package/modules/strategy/src/manifest.ts +756 -0
  1674. package/modules/strategy/src/optimizer.ts +679 -0
  1675. package/modules/strategy/src/position.ts +2084 -0
  1676. package/modules/strategy/src/probability.ts +301 -0
  1677. package/modules/strategy/src/scanner.ts +711 -0
  1678. package/modules/strategy/src/strategies.ts +1018 -0
  1679. package/modules/strategy/src/svg.ts +415 -0
  1680. package/modules/strategy/src/thesis-distribution.ts +188 -0
  1681. package/modules/strategy/src/types.ts +380 -0
  1682. package/modules/strategy/src/validate.ts +207 -0
  1683. package/modules/structure/OPTION-FLOW-DRIFT.md +126 -0
  1684. package/modules/structure/dist/exposure.d.ts +350 -0
  1685. package/modules/structure/dist/exposure.d.ts.map +1 -0
  1686. package/modules/structure/dist/exposure.js +917 -0
  1687. package/modules/structure/dist/exposure.js.map +1 -0
  1688. package/modules/structure/dist/flow.d.ts +247 -0
  1689. package/modules/structure/dist/flow.d.ts.map +1 -0
  1690. package/modules/structure/dist/flow.js +643 -0
  1691. package/modules/structure/dist/flow.js.map +1 -0
  1692. package/modules/structure/dist/index.d.ts +20 -0
  1693. package/modules/structure/dist/index.d.ts.map +1 -0
  1694. package/modules/structure/dist/index.js +16 -0
  1695. package/modules/structure/dist/index.js.map +1 -0
  1696. package/modules/structure/dist/market-day.d.ts +29 -0
  1697. package/modules/structure/dist/market-day.d.ts.map +1 -0
  1698. package/modules/structure/dist/market-day.js +43 -0
  1699. package/modules/structure/dist/market-day.js.map +1 -0
  1700. package/modules/structure/dist/option-flow-drift.d.ts +184 -0
  1701. package/modules/structure/dist/option-flow-drift.d.ts.map +1 -0
  1702. package/modules/structure/dist/option-flow-drift.js +475 -0
  1703. package/modules/structure/dist/option-flow-drift.js.map +1 -0
  1704. package/modules/structure/dist/supplied-exposure.d.ts +191 -0
  1705. package/modules/structure/dist/supplied-exposure.d.ts.map +1 -0
  1706. package/modules/structure/dist/supplied-exposure.js +421 -0
  1707. package/modules/structure/dist/supplied-exposure.js.map +1 -0
  1708. package/modules/structure/etc/structure.api.md +72 -0
  1709. package/modules/structure/src/exposure.ts +1330 -0
  1710. package/modules/structure/src/flow.ts +955 -0
  1711. package/modules/structure/src/index.ts +83 -0
  1712. package/modules/structure/src/market-day.ts +47 -0
  1713. package/modules/structure/src/option-flow-drift.ts +726 -0
  1714. package/modules/structure/src/supplied-exposure.ts +671 -0
  1715. package/modules/technical-analysis/dist/aliases.d.ts +42 -0
  1716. package/modules/technical-analysis/dist/aliases.d.ts.map +1 -0
  1717. package/modules/technical-analysis/dist/aliases.js +413 -0
  1718. package/modules/technical-analysis/dist/aliases.js.map +1 -0
  1719. package/modules/technical-analysis/dist/bands.d.ts +31 -0
  1720. package/modules/technical-analysis/dist/bands.d.ts.map +1 -0
  1721. package/modules/technical-analysis/dist/bands.js +79 -0
  1722. package/modules/technical-analysis/dist/bands.js.map +1 -0
  1723. package/modules/technical-analysis/dist/bars.d.ts +113 -0
  1724. package/modules/technical-analysis/dist/bars.d.ts.map +1 -0
  1725. package/modules/technical-analysis/dist/bars.js +374 -0
  1726. package/modules/technical-analysis/dist/bars.js.map +1 -0
  1727. package/modules/technical-analysis/dist/builtin-metadata.d.ts +1817 -0
  1728. package/modules/technical-analysis/dist/builtin-metadata.d.ts.map +1 -0
  1729. package/modules/technical-analysis/dist/builtin-metadata.js +1399 -0
  1730. package/modules/technical-analysis/dist/builtin-metadata.js.map +1 -0
  1731. package/modules/technical-analysis/dist/candle-aliases.d.ts +56 -0
  1732. package/modules/technical-analysis/dist/candle-aliases.d.ts.map +1 -0
  1733. package/modules/technical-analysis/dist/candle-aliases.js +246 -0
  1734. package/modules/technical-analysis/dist/candle-aliases.js.map +1 -0
  1735. package/modules/technical-analysis/dist/candle-talib.d.ts +114 -0
  1736. package/modules/technical-analysis/dist/candle-talib.d.ts.map +1 -0
  1737. package/modules/technical-analysis/dist/candle-talib.js +185 -0
  1738. package/modules/technical-analysis/dist/candle-talib.js.map +1 -0
  1739. package/modules/technical-analysis/dist/candlesticks.d.ts +103 -0
  1740. package/modules/technical-analysis/dist/candlesticks.d.ts.map +1 -0
  1741. package/modules/technical-analysis/dist/candlesticks.js +1009 -0
  1742. package/modules/technical-analysis/dist/candlesticks.js.map +1 -0
  1743. package/modules/technical-analysis/dist/chart-types.d.ts +205 -0
  1744. package/modules/technical-analysis/dist/chart-types.d.ts.map +1 -0
  1745. package/modules/technical-analysis/dist/chart-types.js +633 -0
  1746. package/modules/technical-analysis/dist/chart-types.js.map +1 -0
  1747. package/modules/technical-analysis/dist/columns.d.ts +24 -0
  1748. package/modules/technical-analysis/dist/columns.d.ts.map +1 -0
  1749. package/modules/technical-analysis/dist/columns.js +71 -0
  1750. package/modules/technical-analysis/dist/columns.js.map +1 -0
  1751. package/modules/technical-analysis/dist/cycle.d.ts +174 -0
  1752. package/modules/technical-analysis/dist/cycle.d.ts.map +1 -0
  1753. package/modules/technical-analysis/dist/cycle.js +489 -0
  1754. package/modules/technical-analysis/dist/cycle.js.map +1 -0
  1755. package/modules/technical-analysis/dist/discover.d.ts +100 -0
  1756. package/modules/technical-analysis/dist/discover.d.ts.map +1 -0
  1757. package/modules/technical-analysis/dist/discover.js +273 -0
  1758. package/modules/technical-analysis/dist/discover.js.map +1 -0
  1759. package/modules/technical-analysis/dist/divergence.d.ts +82 -0
  1760. package/modules/technical-analysis/dist/divergence.d.ts.map +1 -0
  1761. package/modules/technical-analysis/dist/divergence.js +269 -0
  1762. package/modules/technical-analysis/dist/divergence.js.map +1 -0
  1763. package/modules/technical-analysis/dist/features-ext.d.ts +162 -0
  1764. package/modules/technical-analysis/dist/features-ext.d.ts.map +1 -0
  1765. package/modules/technical-analysis/dist/features-ext.js +633 -0
  1766. package/modules/technical-analysis/dist/features-ext.js.map +1 -0
  1767. package/modules/technical-analysis/dist/features.d.ts +10 -0
  1768. package/modules/technical-analysis/dist/features.d.ts.map +1 -0
  1769. package/modules/technical-analysis/dist/features.js +10 -0
  1770. package/modules/technical-analysis/dist/features.js.map +1 -0
  1771. package/modules/technical-analysis/dist/framework.d.ts +353 -0
  1772. package/modules/technical-analysis/dist/framework.d.ts.map +1 -0
  1773. package/modules/technical-analysis/dist/framework.js +999 -0
  1774. package/modules/technical-analysis/dist/framework.js.map +1 -0
  1775. package/modules/technical-analysis/dist/fuzzy.d.ts +33 -0
  1776. package/modules/technical-analysis/dist/fuzzy.d.ts.map +1 -0
  1777. package/modules/technical-analysis/dist/fuzzy.js +80 -0
  1778. package/modules/technical-analysis/dist/fuzzy.js.map +1 -0
  1779. package/modules/technical-analysis/dist/generated/validation-specs.d.ts +12 -0
  1780. package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map +1 -0
  1781. package/modules/technical-analysis/dist/generated/validation-specs.js +1052 -0
  1782. package/modules/technical-analysis/dist/generated/validation-specs.js.map +1 -0
  1783. package/modules/technical-analysis/dist/index.d.ts +132 -0
  1784. package/modules/technical-analysis/dist/index.d.ts.map +1 -0
  1785. package/modules/technical-analysis/dist/index.js +100 -0
  1786. package/modules/technical-analysis/dist/index.js.map +1 -0
  1787. package/modules/technical-analysis/dist/indicator-metadata.d.ts +21 -0
  1788. package/modules/technical-analysis/dist/indicator-metadata.d.ts.map +1 -0
  1789. package/modules/technical-analysis/dist/indicator-metadata.js +23 -0
  1790. package/modules/technical-analysis/dist/indicator-metadata.js.map +1 -0
  1791. package/modules/technical-analysis/dist/limits.d.ts +19 -0
  1792. package/modules/technical-analysis/dist/limits.d.ts.map +1 -0
  1793. package/modules/technical-analysis/dist/limits.js +19 -0
  1794. package/modules/technical-analysis/dist/limits.js.map +1 -0
  1795. package/modules/technical-analysis/dist/macd.d.ts +29 -0
  1796. package/modules/technical-analysis/dist/macd.d.ts.map +1 -0
  1797. package/modules/technical-analysis/dist/macd.js +61 -0
  1798. package/modules/technical-analysis/dist/macd.js.map +1 -0
  1799. package/modules/technical-analysis/dist/math.d.ts +69 -0
  1800. package/modules/technical-analysis/dist/math.d.ts.map +1 -0
  1801. package/modules/technical-analysis/dist/math.js +124 -0
  1802. package/modules/technical-analysis/dist/math.js.map +1 -0
  1803. package/modules/technical-analysis/dist/microstructure.d.ts +252 -0
  1804. package/modules/technical-analysis/dist/microstructure.d.ts.map +1 -0
  1805. package/modules/technical-analysis/dist/microstructure.js +552 -0
  1806. package/modules/technical-analysis/dist/microstructure.js.map +1 -0
  1807. package/modules/technical-analysis/dist/momentum-ext.d.ts +619 -0
  1808. package/modules/technical-analysis/dist/momentum-ext.d.ts.map +1 -0
  1809. package/modules/technical-analysis/dist/momentum-ext.js +1772 -0
  1810. package/modules/technical-analysis/dist/momentum-ext.js.map +1 -0
  1811. package/modules/technical-analysis/dist/momentum.d.ts +15 -0
  1812. package/modules/technical-analysis/dist/momentum.d.ts.map +1 -0
  1813. package/modules/technical-analysis/dist/momentum.js +14 -0
  1814. package/modules/technical-analysis/dist/momentum.js.map +1 -0
  1815. package/modules/technical-analysis/dist/moving-averages.d.ts +344 -0
  1816. package/modules/technical-analysis/dist/moving-averages.d.ts.map +1 -0
  1817. package/modules/technical-analysis/dist/moving-averages.js +1279 -0
  1818. package/modules/technical-analysis/dist/moving-averages.js.map +1 -0
  1819. package/modules/technical-analysis/dist/nan-policy.d.ts +42 -0
  1820. package/modules/technical-analysis/dist/nan-policy.d.ts.map +1 -0
  1821. package/modules/technical-analysis/dist/nan-policy.js +60 -0
  1822. package/modules/technical-analysis/dist/nan-policy.js.map +1 -0
  1823. package/modules/technical-analysis/dist/oscillators.d.ts +377 -0
  1824. package/modules/technical-analysis/dist/oscillators.d.ts.map +1 -0
  1825. package/modules/technical-analysis/dist/oscillators.js +1225 -0
  1826. package/modules/technical-analysis/dist/oscillators.js.map +1 -0
  1827. package/modules/technical-analysis/dist/output-meta.d.ts +71 -0
  1828. package/modules/technical-analysis/dist/output-meta.d.ts.map +1 -0
  1829. package/modules/technical-analysis/dist/output-meta.js +399 -0
  1830. package/modules/technical-analysis/dist/output-meta.js.map +1 -0
  1831. package/modules/technical-analysis/dist/overlap-ext.d.ts +206 -0
  1832. package/modules/technical-analysis/dist/overlap-ext.d.ts.map +1 -0
  1833. package/modules/technical-analysis/dist/overlap-ext.js +550 -0
  1834. package/modules/technical-analysis/dist/overlap-ext.js.map +1 -0
  1835. package/modules/technical-analysis/dist/overlap.d.ts +11 -0
  1836. package/modules/technical-analysis/dist/overlap.d.ts.map +1 -0
  1837. package/modules/technical-analysis/dist/overlap.js +10 -0
  1838. package/modules/technical-analysis/dist/overlap.js.map +1 -0
  1839. package/modules/technical-analysis/dist/performance-ext.d.ts +21 -0
  1840. package/modules/technical-analysis/dist/performance-ext.d.ts.map +1 -0
  1841. package/modules/technical-analysis/dist/performance-ext.js +31 -0
  1842. package/modules/technical-analysis/dist/performance-ext.js.map +1 -0
  1843. package/modules/technical-analysis/dist/pipeline.d.ts +105 -0
  1844. package/modules/technical-analysis/dist/pipeline.d.ts.map +1 -0
  1845. package/modules/technical-analysis/dist/pipeline.js +224 -0
  1846. package/modules/technical-analysis/dist/pipeline.js.map +1 -0
  1847. package/modules/technical-analysis/dist/price-action-ext.d.ts +90 -0
  1848. package/modules/technical-analysis/dist/price-action-ext.d.ts.map +1 -0
  1849. package/modules/technical-analysis/dist/price-action-ext.js +511 -0
  1850. package/modules/technical-analysis/dist/price-action-ext.js.map +1 -0
  1851. package/modules/technical-analysis/dist/price-action.d.ts +348 -0
  1852. package/modules/technical-analysis/dist/price-action.d.ts.map +1 -0
  1853. package/modules/technical-analysis/dist/price-action.js +613 -0
  1854. package/modules/technical-analysis/dist/price-action.js.map +1 -0
  1855. package/modules/technical-analysis/dist/registry.d.ts +84 -0
  1856. package/modules/technical-analysis/dist/registry.d.ts.map +1 -0
  1857. package/modules/technical-analysis/dist/registry.js +625 -0
  1858. package/modules/technical-analysis/dist/registry.js.map +1 -0
  1859. package/modules/technical-analysis/dist/resample.d.ts +77 -0
  1860. package/modules/technical-analysis/dist/resample.d.ts.map +1 -0
  1861. package/modules/technical-analysis/dist/resample.js +239 -0
  1862. package/modules/technical-analysis/dist/resample.js.map +1 -0
  1863. package/modules/technical-analysis/dist/rsi.d.ts +36 -0
  1864. package/modules/technical-analysis/dist/rsi.d.ts.map +1 -0
  1865. package/modules/technical-analysis/dist/rsi.js +95 -0
  1866. package/modules/technical-analysis/dist/rsi.js.map +1 -0
  1867. package/modules/technical-analysis/dist/series.d.ts +40 -0
  1868. package/modules/technical-analysis/dist/series.d.ts.map +1 -0
  1869. package/modules/technical-analysis/dist/series.js +125 -0
  1870. package/modules/technical-analysis/dist/series.js.map +1 -0
  1871. package/modules/technical-analysis/dist/signal.d.ts +140 -0
  1872. package/modules/technical-analysis/dist/signal.d.ts.map +1 -0
  1873. package/modules/technical-analysis/dist/signal.js +353 -0
  1874. package/modules/technical-analysis/dist/signal.js.map +1 -0
  1875. package/modules/technical-analysis/dist/snapshot-cardinality.d.ts +17 -0
  1876. package/modules/technical-analysis/dist/snapshot-cardinality.d.ts.map +1 -0
  1877. package/modules/technical-analysis/dist/snapshot-cardinality.js +53 -0
  1878. package/modules/technical-analysis/dist/snapshot-cardinality.js.map +1 -0
  1879. package/modules/technical-analysis/dist/snapshot-envelope.d.ts +19 -0
  1880. package/modules/technical-analysis/dist/snapshot-envelope.d.ts.map +1 -0
  1881. package/modules/technical-analysis/dist/snapshot-envelope.js +87 -0
  1882. package/modules/technical-analysis/dist/snapshot-envelope.js.map +1 -0
  1883. package/modules/technical-analysis/dist/statistics.d.ts +146 -0
  1884. package/modules/technical-analysis/dist/statistics.d.ts.map +1 -0
  1885. package/modules/technical-analysis/dist/statistics.js +524 -0
  1886. package/modules/technical-analysis/dist/statistics.js.map +1 -0
  1887. package/modules/technical-analysis/dist/stream-validation.d.ts +14 -0
  1888. package/modules/technical-analysis/dist/stream-validation.d.ts.map +1 -0
  1889. package/modules/technical-analysis/dist/stream-validation.js +35 -0
  1890. package/modules/technical-analysis/dist/stream-validation.js.map +1 -0
  1891. package/modules/technical-analysis/dist/transforms.d.ts +77 -0
  1892. package/modules/technical-analysis/dist/transforms.d.ts.map +1 -0
  1893. package/modules/technical-analysis/dist/transforms.js +246 -0
  1894. package/modules/technical-analysis/dist/transforms.js.map +1 -0
  1895. package/modules/technical-analysis/dist/trend-ext.d.ts +121 -0
  1896. package/modules/technical-analysis/dist/trend-ext.d.ts.map +1 -0
  1897. package/modules/technical-analysis/dist/trend-ext.js +691 -0
  1898. package/modules/technical-analysis/dist/trend-ext.js.map +1 -0
  1899. package/modules/technical-analysis/dist/trend.d.ts +373 -0
  1900. package/modules/technical-analysis/dist/trend.d.ts.map +1 -0
  1901. package/modules/technical-analysis/dist/trend.js +1159 -0
  1902. package/modules/technical-analysis/dist/trend.js.map +1 -0
  1903. package/modules/technical-analysis/dist/validate.d.ts +61 -0
  1904. package/modules/technical-analysis/dist/validate.d.ts.map +1 -0
  1905. package/modules/technical-analysis/dist/validate.js +334 -0
  1906. package/modules/technical-analysis/dist/validate.js.map +1 -0
  1907. package/modules/technical-analysis/dist/volatility-ext.d.ts +98 -0
  1908. package/modules/technical-analysis/dist/volatility-ext.d.ts.map +1 -0
  1909. package/modules/technical-analysis/dist/volatility-ext.js +535 -0
  1910. package/modules/technical-analysis/dist/volatility-ext.js.map +1 -0
  1911. package/modules/technical-analysis/dist/volatility.d.ts +239 -0
  1912. package/modules/technical-analysis/dist/volatility.d.ts.map +1 -0
  1913. package/modules/technical-analysis/dist/volatility.js +709 -0
  1914. package/modules/technical-analysis/dist/volatility.js.map +1 -0
  1915. package/modules/technical-analysis/dist/volume-core.d.ts +273 -0
  1916. package/modules/technical-analysis/dist/volume-core.d.ts.map +1 -0
  1917. package/modules/technical-analysis/dist/volume-core.js +847 -0
  1918. package/modules/technical-analysis/dist/volume-core.js.map +1 -0
  1919. package/modules/technical-analysis/dist/volume-ext.d.ts +61 -0
  1920. package/modules/technical-analysis/dist/volume-ext.d.ts.map +1 -0
  1921. package/modules/technical-analysis/dist/volume-ext.js +270 -0
  1922. package/modules/technical-analysis/dist/volume-ext.js.map +1 -0
  1923. package/modules/technical-analysis/dist/volume.d.ts +15 -0
  1924. package/modules/technical-analysis/dist/volume.d.ts.map +1 -0
  1925. package/modules/technical-analysis/dist/volume.js +15 -0
  1926. package/modules/technical-analysis/dist/volume.js.map +1 -0
  1927. package/modules/technical-analysis/dist/warmup.d.ts +38 -0
  1928. package/modules/technical-analysis/dist/warmup.d.ts.map +1 -0
  1929. package/modules/technical-analysis/dist/warmup.js +269 -0
  1930. package/modules/technical-analysis/dist/warmup.js.map +1 -0
  1931. package/modules/technical-analysis/etc/technical-analysis.api.md +663 -0
  1932. package/modules/technical-analysis/src/aliases.ts +466 -0
  1933. package/modules/technical-analysis/src/bands.ts +113 -0
  1934. package/modules/technical-analysis/src/bars.ts +456 -0
  1935. package/modules/technical-analysis/src/builtin-metadata.ts +1686 -0
  1936. package/modules/technical-analysis/src/candle-aliases.ts +289 -0
  1937. package/modules/technical-analysis/src/candle-talib.ts +215 -0
  1938. package/modules/technical-analysis/src/candlesticks.ts +1024 -0
  1939. package/modules/technical-analysis/src/chart-types.ts +813 -0
  1940. package/modules/technical-analysis/src/columns.ts +87 -0
  1941. package/modules/technical-analysis/src/cycle.ts +625 -0
  1942. package/modules/technical-analysis/src/discover.ts +390 -0
  1943. package/modules/technical-analysis/src/divergence.ts +388 -0
  1944. package/modules/technical-analysis/src/features-ext.ts +866 -0
  1945. package/modules/technical-analysis/src/features.ts +9 -0
  1946. package/modules/technical-analysis/src/framework.ts +1331 -0
  1947. package/modules/technical-analysis/src/fuzzy.ts +92 -0
  1948. package/modules/technical-analysis/src/generated/validation-specs.ts +1055 -0
  1949. package/modules/technical-analysis/src/index.ts +825 -0
  1950. package/modules/technical-analysis/src/indicator-metadata.ts +43 -0
  1951. package/modules/technical-analysis/src/limits.ts +19 -0
  1952. package/modules/technical-analysis/src/macd.ts +95 -0
  1953. package/modules/technical-analysis/src/math.ts +181 -0
  1954. package/modules/technical-analysis/src/microstructure.ts +870 -0
  1955. package/modules/technical-analysis/src/momentum-ext.ts +2348 -0
  1956. package/modules/technical-analysis/src/momentum.ts +16 -0
  1957. package/modules/technical-analysis/src/moving-averages.ts +1525 -0
  1958. package/modules/technical-analysis/src/nan-policy.ts +58 -0
  1959. package/modules/technical-analysis/src/oscillators.ts +1586 -0
  1960. package/modules/technical-analysis/src/output-meta.ts +466 -0
  1961. package/modules/technical-analysis/src/overlap-ext.ts +792 -0
  1962. package/modules/technical-analysis/src/overlap.ts +12 -0
  1963. package/modules/technical-analysis/src/performance-ext.ts +57 -0
  1964. package/modules/technical-analysis/src/pipeline.ts +270 -0
  1965. package/modules/technical-analysis/src/price-action-ext.ts +675 -0
  1966. package/modules/technical-analysis/src/price-action.ts +955 -0
  1967. package/modules/technical-analysis/src/registry.ts +784 -0
  1968. package/modules/technical-analysis/src/resample.ts +335 -0
  1969. package/modules/technical-analysis/src/rsi.ts +120 -0
  1970. package/modules/technical-analysis/src/series.ts +168 -0
  1971. package/modules/technical-analysis/src/signal.ts +429 -0
  1972. package/modules/technical-analysis/src/snapshot-cardinality.ts +83 -0
  1973. package/modules/technical-analysis/src/snapshot-envelope.ts +131 -0
  1974. package/modules/technical-analysis/src/statistics.ts +720 -0
  1975. package/modules/technical-analysis/src/stream-validation.ts +42 -0
  1976. package/modules/technical-analysis/src/transforms.ts +351 -0
  1977. package/modules/technical-analysis/src/trend-ext.ts +957 -0
  1978. package/modules/technical-analysis/src/trend.ts +1529 -0
  1979. package/modules/technical-analysis/src/validate.ts +555 -0
  1980. package/modules/technical-analysis/src/volatility-ext.ts +781 -0
  1981. package/modules/technical-analysis/src/volatility.ts +963 -0
  1982. package/modules/technical-analysis/src/volume-core.ts +1106 -0
  1983. package/modules/technical-analysis/src/volume-ext.ts +380 -0
  1984. package/modules/technical-analysis/src/volume.ts +14 -0
  1985. package/modules/technical-analysis/src/warmup.ts +322 -0
  1986. package/modules/totalfinance/dist/backtest.d.ts +3 -0
  1987. package/modules/totalfinance/dist/backtest.d.ts.map +1 -0
  1988. package/modules/totalfinance/dist/backtest.js +3 -0
  1989. package/modules/totalfinance/dist/backtest.js.map +1 -0
  1990. package/modules/totalfinance/dist/calendars.d.ts +3 -0
  1991. package/modules/totalfinance/dist/calendars.d.ts.map +1 -0
  1992. package/modules/totalfinance/dist/calendars.js +3 -0
  1993. package/modules/totalfinance/dist/calendars.js.map +1 -0
  1994. package/modules/totalfinance/dist/commodities.d.ts +2 -0
  1995. package/modules/totalfinance/dist/commodities.d.ts.map +1 -0
  1996. package/modules/totalfinance/dist/commodities.js +2 -0
  1997. package/modules/totalfinance/dist/commodities.js.map +1 -0
  1998. package/modules/totalfinance/dist/core.d.ts +3 -0
  1999. package/modules/totalfinance/dist/core.d.ts.map +1 -0
  2000. package/modules/totalfinance/dist/core.js +3 -0
  2001. package/modules/totalfinance/dist/core.js.map +1 -0
  2002. package/modules/totalfinance/dist/crypto.d.ts +3 -0
  2003. package/modules/totalfinance/dist/crypto.d.ts.map +1 -0
  2004. package/modules/totalfinance/dist/crypto.js +3 -0
  2005. package/modules/totalfinance/dist/crypto.js.map +1 -0
  2006. package/modules/totalfinance/dist/fixed-income.d.ts +3 -0
  2007. package/modules/totalfinance/dist/fixed-income.d.ts.map +1 -0
  2008. package/modules/totalfinance/dist/fixed-income.js +3 -0
  2009. package/modules/totalfinance/dist/fixed-income.js.map +1 -0
  2010. package/modules/totalfinance/dist/foreign-exchange.d.ts +2 -0
  2011. package/modules/totalfinance/dist/foreign-exchange.d.ts.map +1 -0
  2012. package/modules/totalfinance/dist/foreign-exchange.js +2 -0
  2013. package/modules/totalfinance/dist/foreign-exchange.js.map +1 -0
  2014. package/modules/totalfinance/dist/fundamentals.d.ts +3 -0
  2015. package/modules/totalfinance/dist/fundamentals.d.ts.map +1 -0
  2016. package/modules/totalfinance/dist/fundamentals.js +3 -0
  2017. package/modules/totalfinance/dist/fundamentals.js.map +1 -0
  2018. package/modules/totalfinance/dist/index.d.ts +90 -0
  2019. package/modules/totalfinance/dist/index.d.ts.map +1 -0
  2020. package/modules/totalfinance/dist/index.js +68 -0
  2021. package/modules/totalfinance/dist/index.js.map +1 -0
  2022. package/modules/totalfinance/dist/math.d.ts +3 -0
  2023. package/modules/totalfinance/dist/math.d.ts.map +1 -0
  2024. package/modules/totalfinance/dist/math.js +3 -0
  2025. package/modules/totalfinance/dist/math.js.map +1 -0
  2026. package/modules/totalfinance/dist/options.d.ts +3 -0
  2027. package/modules/totalfinance/dist/options.d.ts.map +1 -0
  2028. package/modules/totalfinance/dist/options.js +3 -0
  2029. package/modules/totalfinance/dist/options.js.map +1 -0
  2030. package/modules/totalfinance/dist/performance.d.ts +3 -0
  2031. package/modules/totalfinance/dist/performance.d.ts.map +1 -0
  2032. package/modules/totalfinance/dist/performance.js +3 -0
  2033. package/modules/totalfinance/dist/performance.js.map +1 -0
  2034. package/modules/totalfinance/dist/portfolio.d.ts +2 -0
  2035. package/modules/totalfinance/dist/portfolio.d.ts.map +1 -0
  2036. package/modules/totalfinance/dist/portfolio.js +2 -0
  2037. package/modules/totalfinance/dist/portfolio.js.map +1 -0
  2038. package/modules/totalfinance/dist/research.d.ts +2 -0
  2039. package/modules/totalfinance/dist/research.d.ts.map +1 -0
  2040. package/modules/totalfinance/dist/research.js +2 -0
  2041. package/modules/totalfinance/dist/research.js.map +1 -0
  2042. package/modules/totalfinance/dist/risk.d.ts +3 -0
  2043. package/modules/totalfinance/dist/risk.d.ts.map +1 -0
  2044. package/modules/totalfinance/dist/risk.js +3 -0
  2045. package/modules/totalfinance/dist/risk.js.map +1 -0
  2046. package/modules/totalfinance/dist/scenarios.d.ts +2 -0
  2047. package/modules/totalfinance/dist/scenarios.d.ts.map +1 -0
  2048. package/modules/totalfinance/dist/scenarios.js +2 -0
  2049. package/modules/totalfinance/dist/scenarios.js.map +1 -0
  2050. package/modules/totalfinance/dist/strategy.d.ts +3 -0
  2051. package/modules/totalfinance/dist/strategy.d.ts.map +1 -0
  2052. package/modules/totalfinance/dist/strategy.js +3 -0
  2053. package/modules/totalfinance/dist/strategy.js.map +1 -0
  2054. package/modules/totalfinance/dist/structure.d.ts +3 -0
  2055. package/modules/totalfinance/dist/structure.d.ts.map +1 -0
  2056. package/modules/totalfinance/dist/structure.js +3 -0
  2057. package/modules/totalfinance/dist/structure.js.map +1 -0
  2058. package/modules/totalfinance/dist/technical-analysis.d.ts +3 -0
  2059. package/modules/totalfinance/dist/technical-analysis.d.ts.map +1 -0
  2060. package/modules/totalfinance/dist/technical-analysis.js +3 -0
  2061. package/modules/totalfinance/dist/technical-analysis.js.map +1 -0
  2062. package/modules/totalfinance/dist/valuation.d.ts +3 -0
  2063. package/modules/totalfinance/dist/valuation.d.ts.map +1 -0
  2064. package/modules/totalfinance/dist/valuation.js +3 -0
  2065. package/modules/totalfinance/dist/valuation.js.map +1 -0
  2066. package/modules/totalfinance/dist/volatility.d.ts +3 -0
  2067. package/modules/totalfinance/dist/volatility.d.ts.map +1 -0
  2068. package/modules/totalfinance/dist/volatility.js +3 -0
  2069. package/modules/totalfinance/dist/volatility.js.map +1 -0
  2070. package/modules/totalfinance/etc/totalfinance.api.md +73 -0
  2071. package/modules/totalfinance/src/backtest.ts +2 -0
  2072. package/modules/totalfinance/src/calendars.ts +2 -0
  2073. package/modules/totalfinance/src/commodities.ts +1 -0
  2074. package/modules/totalfinance/src/core.ts +2 -0
  2075. package/modules/totalfinance/src/crypto.ts +2 -0
  2076. package/modules/totalfinance/src/fixed-income.ts +2 -0
  2077. package/modules/totalfinance/src/foreign-exchange.ts +1 -0
  2078. package/modules/totalfinance/src/fundamentals.ts +2 -0
  2079. package/modules/totalfinance/src/index.ts +129 -0
  2080. package/modules/totalfinance/src/math.ts +2 -0
  2081. package/modules/totalfinance/src/options.ts +2 -0
  2082. package/modules/totalfinance/src/performance.ts +2 -0
  2083. package/modules/totalfinance/src/portfolio.ts +1 -0
  2084. package/modules/totalfinance/src/research.ts +1 -0
  2085. package/modules/totalfinance/src/risk.ts +2 -0
  2086. package/modules/totalfinance/src/scenarios.ts +1 -0
  2087. package/modules/totalfinance/src/strategy.ts +2 -0
  2088. package/modules/totalfinance/src/structure.ts +2 -0
  2089. package/modules/totalfinance/src/technical-analysis.ts +2 -0
  2090. package/modules/totalfinance/src/valuation.ts +2 -0
  2091. package/modules/totalfinance/src/volatility.ts +2 -0
  2092. package/modules/valuation/dist/adjusted-present-value.d.ts +62 -0
  2093. package/modules/valuation/dist/adjusted-present-value.d.ts.map +1 -0
  2094. package/modules/valuation/dist/adjusted-present-value.js +85 -0
  2095. package/modules/valuation/dist/adjusted-present-value.js.map +1 -0
  2096. package/modules/valuation/dist/capital-budgeting.d.ts +84 -0
  2097. package/modules/valuation/dist/capital-budgeting.d.ts.map +1 -0
  2098. package/modules/valuation/dist/capital-budgeting.js +204 -0
  2099. package/modules/valuation/dist/capital-budgeting.js.map +1 -0
  2100. package/modules/valuation/dist/cash-flows.d.ts +11 -0
  2101. package/modules/valuation/dist/cash-flows.d.ts.map +1 -0
  2102. package/modules/valuation/dist/cash-flows.js +10 -0
  2103. package/modules/valuation/dist/cash-flows.js.map +1 -0
  2104. package/modules/valuation/dist/comparable.d.ts +101 -0
  2105. package/modules/valuation/dist/comparable.d.ts.map +1 -0
  2106. package/modules/valuation/dist/comparable.js +194 -0
  2107. package/modules/valuation/dist/comparable.js.map +1 -0
  2108. package/modules/valuation/dist/corporate-primitives.d.ts +185 -0
  2109. package/modules/valuation/dist/corporate-primitives.d.ts.map +1 -0
  2110. package/modules/valuation/dist/corporate-primitives.js +337 -0
  2111. package/modules/valuation/dist/corporate-primitives.js.map +1 -0
  2112. package/modules/valuation/dist/corporate.d.ts +14 -0
  2113. package/modules/valuation/dist/corporate.d.ts.map +1 -0
  2114. package/modules/valuation/dist/corporate.js +13 -0
  2115. package/modules/valuation/dist/corporate.js.map +1 -0
  2116. package/modules/valuation/dist/discounted-cash-flow.d.ts +269 -0
  2117. package/modules/valuation/dist/discounted-cash-flow.d.ts.map +1 -0
  2118. package/modules/valuation/dist/discounted-cash-flow.js +611 -0
  2119. package/modules/valuation/dist/discounted-cash-flow.js.map +1 -0
  2120. package/modules/valuation/dist/discounting.d.ts +124 -0
  2121. package/modules/valuation/dist/discounting.d.ts.map +1 -0
  2122. package/modules/valuation/dist/discounting.js +235 -0
  2123. package/modules/valuation/dist/discounting.js.map +1 -0
  2124. package/modules/valuation/dist/equity-valuation.d.ts +104 -0
  2125. package/modules/valuation/dist/equity-valuation.d.ts.map +1 -0
  2126. package/modules/valuation/dist/equity-valuation.js +164 -0
  2127. package/modules/valuation/dist/equity-valuation.js.map +1 -0
  2128. package/modules/valuation/dist/flows.d.ts +30 -0
  2129. package/modules/valuation/dist/flows.d.ts.map +1 -0
  2130. package/modules/valuation/dist/flows.js +77 -0
  2131. package/modules/valuation/dist/flows.js.map +1 -0
  2132. package/modules/valuation/dist/forecasting.d.ts +205 -0
  2133. package/modules/valuation/dist/forecasting.d.ts.map +1 -0
  2134. package/modules/valuation/dist/forecasting.js +359 -0
  2135. package/modules/valuation/dist/forecasting.js.map +1 -0
  2136. package/modules/valuation/dist/index.d.ts +9 -0
  2137. package/modules/valuation/dist/index.d.ts.map +1 -0
  2138. package/modules/valuation/dist/index.js +10 -0
  2139. package/modules/valuation/dist/index.js.map +1 -0
  2140. package/modules/valuation/dist/leveraged-buyout.d.ts +160 -0
  2141. package/modules/valuation/dist/leveraged-buyout.d.ts.map +1 -0
  2142. package/modules/valuation/dist/leveraged-buyout.js +326 -0
  2143. package/modules/valuation/dist/leveraged-buyout.js.map +1 -0
  2144. package/modules/valuation/dist/loans.d.ts +148 -0
  2145. package/modules/valuation/dist/loans.d.ts.map +1 -0
  2146. package/modules/valuation/dist/loans.js +518 -0
  2147. package/modules/valuation/dist/loans.js.map +1 -0
  2148. package/modules/valuation/dist/probabilistic.d.ts +88 -0
  2149. package/modules/valuation/dist/probabilistic.d.ts.map +1 -0
  2150. package/modules/valuation/dist/probabilistic.js +239 -0
  2151. package/modules/valuation/dist/probabilistic.js.map +1 -0
  2152. package/modules/valuation/dist/solvers.d.ts +90 -0
  2153. package/modules/valuation/dist/solvers.d.ts.map +1 -0
  2154. package/modules/valuation/dist/solvers.js +238 -0
  2155. package/modules/valuation/dist/solvers.js.map +1 -0
  2156. package/modules/valuation/etc/valuation.api.md +162 -0
  2157. package/modules/valuation/src/adjusted-present-value.ts +181 -0
  2158. package/modules/valuation/src/capital-budgeting.ts +329 -0
  2159. package/modules/valuation/src/cash-flows.ts +11 -0
  2160. package/modules/valuation/src/comparable.ts +340 -0
  2161. package/modules/valuation/src/corporate-primitives.ts +665 -0
  2162. package/modules/valuation/src/corporate.ts +36 -0
  2163. package/modules/valuation/src/discounted-cash-flow.ts +1083 -0
  2164. package/modules/valuation/src/discounting.ts +437 -0
  2165. package/modules/valuation/src/equity-valuation.ts +313 -0
  2166. package/modules/valuation/src/flows.ts +144 -0
  2167. package/modules/valuation/src/forecasting.ts +666 -0
  2168. package/modules/valuation/src/index.ts +10 -0
  2169. package/modules/valuation/src/leveraged-buyout.ts +560 -0
  2170. package/modules/valuation/src/loans.ts +778 -0
  2171. package/modules/valuation/src/probabilistic.ts +438 -0
  2172. package/modules/valuation/src/solvers.ts +397 -0
  2173. package/modules/volatility/dist/analytics.d.ts +133 -0
  2174. package/modules/volatility/dist/analytics.d.ts.map +1 -0
  2175. package/modules/volatility/dist/analytics.js +320 -0
  2176. package/modules/volatility/dist/analytics.js.map +1 -0
  2177. package/modules/volatility/dist/arbitrage.d.ts +118 -0
  2178. package/modules/volatility/dist/arbitrage.d.ts.map +1 -0
  2179. package/modules/volatility/dist/arbitrage.js +397 -0
  2180. package/modules/volatility/dist/arbitrage.js.map +1 -0
  2181. package/modules/volatility/dist/artifacts.d.ts +24 -0
  2182. package/modules/volatility/dist/artifacts.d.ts.map +1 -0
  2183. package/modules/volatility/dist/artifacts.js +22 -0
  2184. package/modules/volatility/dist/artifacts.js.map +1 -0
  2185. package/modules/volatility/dist/calibration-limits.d.ts +13 -0
  2186. package/modules/volatility/dist/calibration-limits.d.ts.map +1 -0
  2187. package/modules/volatility/dist/calibration-limits.js +46 -0
  2188. package/modules/volatility/dist/calibration-limits.js.map +1 -0
  2189. package/modules/volatility/dist/calibration-start.d.ts +13 -0
  2190. package/modules/volatility/dist/calibration-start.d.ts.map +1 -0
  2191. package/modules/volatility/dist/calibration-start.js +55 -0
  2192. package/modules/volatility/dist/calibration-start.js.map +1 -0
  2193. package/modules/volatility/dist/earnings.d.ts +152 -0
  2194. package/modules/volatility/dist/earnings.d.ts.map +1 -0
  2195. package/modules/volatility/dist/earnings.js +340 -0
  2196. package/modules/volatility/dist/earnings.js.map +1 -0
  2197. package/modules/volatility/dist/essvi.d.ts +115 -0
  2198. package/modules/volatility/dist/essvi.d.ts.map +1 -0
  2199. package/modules/volatility/dist/essvi.js +362 -0
  2200. package/modules/volatility/dist/essvi.js.map +1 -0
  2201. package/modules/volatility/dist/estimate.d.ts +14 -0
  2202. package/modules/volatility/dist/estimate.d.ts.map +1 -0
  2203. package/modules/volatility/dist/estimate.js +18 -0
  2204. package/modules/volatility/dist/estimate.js.map +1 -0
  2205. package/modules/volatility/dist/event.d.ts +155 -0
  2206. package/modules/volatility/dist/event.d.ts.map +1 -0
  2207. package/modules/volatility/dist/event.js +319 -0
  2208. package/modules/volatility/dist/event.js.map +1 -0
  2209. package/modules/volatility/dist/fitted-model-artifacts.d.ts +378 -0
  2210. package/modules/volatility/dist/fitted-model-artifacts.d.ts.map +1 -0
  2211. package/modules/volatility/dist/fitted-model-artifacts.js +1139 -0
  2212. package/modules/volatility/dist/fitted-model-artifacts.js.map +1 -0
  2213. package/modules/volatility/dist/fitted-model-families.d.ts +287 -0
  2214. package/modules/volatility/dist/fitted-model-families.d.ts.map +1 -0
  2215. package/modules/volatility/dist/fitted-model-families.js +1251 -0
  2216. package/modules/volatility/dist/fitted-model-families.js.map +1 -0
  2217. package/modules/volatility/dist/forecast.d.ts +195 -0
  2218. package/modules/volatility/dist/forecast.d.ts.map +1 -0
  2219. package/modules/volatility/dist/forecast.js +493 -0
  2220. package/modules/volatility/dist/forecast.js.map +1 -0
  2221. package/modules/volatility/dist/generated/validation-specs.d.ts +12 -0
  2222. package/modules/volatility/dist/generated/validation-specs.d.ts.map +1 -0
  2223. package/modules/volatility/dist/generated/validation-specs.js +2181 -0
  2224. package/modules/volatility/dist/generated/validation-specs.js.map +1 -0
  2225. package/modules/volatility/dist/heston-surface.d.ts +67 -0
  2226. package/modules/volatility/dist/heston-surface.d.ts.map +1 -0
  2227. package/modules/volatility/dist/heston-surface.js +135 -0
  2228. package/modules/volatility/dist/heston-surface.js.map +1 -0
  2229. package/modules/volatility/dist/index.d.ts +64 -0
  2230. package/modules/volatility/dist/index.d.ts.map +1 -0
  2231. package/modules/volatility/dist/index.js +68 -0
  2232. package/modules/volatility/dist/index.js.map +1 -0
  2233. package/modules/volatility/dist/local-volatility.d.ts +34 -0
  2234. package/modules/volatility/dist/local-volatility.d.ts.map +1 -0
  2235. package/modules/volatility/dist/local-volatility.js +59 -0
  2236. package/modules/volatility/dist/local-volatility.js.map +1 -0
  2237. package/modules/volatility/dist/metrics.d.ts +41 -0
  2238. package/modules/volatility/dist/metrics.d.ts.map +1 -0
  2239. package/modules/volatility/dist/metrics.js +117 -0
  2240. package/modules/volatility/dist/metrics.js.map +1 -0
  2241. package/modules/volatility/dist/min-variance-delta.d.ts +61 -0
  2242. package/modules/volatility/dist/min-variance-delta.d.ts.map +1 -0
  2243. package/modules/volatility/dist/min-variance-delta.js +101 -0
  2244. package/modules/volatility/dist/min-variance-delta.js.map +1 -0
  2245. package/modules/volatility/dist/observed-skew.d.ts +137 -0
  2246. package/modules/volatility/dist/observed-skew.d.ts.map +1 -0
  2247. package/modules/volatility/dist/observed-skew.js +461 -0
  2248. package/modules/volatility/dist/observed-skew.js.map +1 -0
  2249. package/modules/volatility/dist/otm-strip.d.ts +39 -0
  2250. package/modules/volatility/dist/otm-strip.d.ts.map +1 -0
  2251. package/modules/volatility/dist/otm-strip.js +181 -0
  2252. package/modules/volatility/dist/otm-strip.js.map +1 -0
  2253. package/modules/volatility/dist/risk-reversal.d.ts +89 -0
  2254. package/modules/volatility/dist/risk-reversal.d.ts.map +1 -0
  2255. package/modules/volatility/dist/risk-reversal.js +176 -0
  2256. package/modules/volatility/dist/risk-reversal.js.map +1 -0
  2257. package/modules/volatility/dist/sabr-delta.d.ts +67 -0
  2258. package/modules/volatility/dist/sabr-delta.d.ts.map +1 -0
  2259. package/modules/volatility/dist/sabr-delta.js +153 -0
  2260. package/modules/volatility/dist/sabr-delta.js.map +1 -0
  2261. package/modules/volatility/dist/sabr.d.ts +62 -0
  2262. package/modules/volatility/dist/sabr.d.ts.map +1 -0
  2263. package/modules/volatility/dist/sabr.js +262 -0
  2264. package/modules/volatility/dist/sabr.js.map +1 -0
  2265. package/modules/volatility/dist/skew.d.ts +63 -0
  2266. package/modules/volatility/dist/skew.d.ts.map +1 -0
  2267. package/modules/volatility/dist/skew.js +147 -0
  2268. package/modules/volatility/dist/skew.js.map +1 -0
  2269. package/modules/volatility/dist/ssvi-kernel.d.ts +90 -0
  2270. package/modules/volatility/dist/ssvi-kernel.d.ts.map +1 -0
  2271. package/modules/volatility/dist/ssvi-kernel.js +103 -0
  2272. package/modules/volatility/dist/ssvi-kernel.js.map +1 -0
  2273. package/modules/volatility/dist/ssvi.d.ts +181 -0
  2274. package/modules/volatility/dist/ssvi.d.ts.map +1 -0
  2275. package/modules/volatility/dist/ssvi.js +490 -0
  2276. package/modules/volatility/dist/ssvi.js.map +1 -0
  2277. package/modules/volatility/dist/sticky-regime.d.ts +47 -0
  2278. package/modules/volatility/dist/sticky-regime.d.ts.map +1 -0
  2279. package/modules/volatility/dist/sticky-regime.js +81 -0
  2280. package/modules/volatility/dist/sticky-regime.js.map +1 -0
  2281. package/modules/volatility/dist/surface-pca.d.ts +111 -0
  2282. package/modules/volatility/dist/surface-pca.d.ts.map +1 -0
  2283. package/modules/volatility/dist/surface-pca.js +297 -0
  2284. package/modules/volatility/dist/surface-pca.js.map +1 -0
  2285. package/modules/volatility/dist/surface.d.ts +286 -0
  2286. package/modules/volatility/dist/surface.d.ts.map +1 -0
  2287. package/modules/volatility/dist/surface.js +1105 -0
  2288. package/modules/volatility/dist/surface.js.map +1 -0
  2289. package/modules/volatility/dist/svi.d.ts +133 -0
  2290. package/modules/volatility/dist/svi.d.ts.map +1 -0
  2291. package/modules/volatility/dist/svi.js +491 -0
  2292. package/modules/volatility/dist/svi.js.map +1 -0
  2293. package/modules/volatility/dist/swaption-cube.d.ts +125 -0
  2294. package/modules/volatility/dist/swaption-cube.d.ts.map +1 -0
  2295. package/modules/volatility/dist/swaption-cube.js +334 -0
  2296. package/modules/volatility/dist/swaption-cube.js.map +1 -0
  2297. package/modules/volatility/dist/tail-risk.d.ts +65 -0
  2298. package/modules/volatility/dist/tail-risk.d.ts.map +1 -0
  2299. package/modules/volatility/dist/tail-risk.js +155 -0
  2300. package/modules/volatility/dist/tail-risk.js.map +1 -0
  2301. package/modules/volatility/dist/term.d.ts +121 -0
  2302. package/modules/volatility/dist/term.d.ts.map +1 -0
  2303. package/modules/volatility/dist/term.js +336 -0
  2304. package/modules/volatility/dist/term.js.map +1 -0
  2305. package/modules/volatility/dist/vanna-volga.d.ts +278 -0
  2306. package/modules/volatility/dist/vanna-volga.d.ts.map +1 -0
  2307. package/modules/volatility/dist/vanna-volga.js +833 -0
  2308. package/modules/volatility/dist/vanna-volga.js.map +1 -0
  2309. package/modules/volatility/dist/variance-index.d.ts +101 -0
  2310. package/modules/volatility/dist/variance-index.d.ts.map +1 -0
  2311. package/modules/volatility/dist/variance-index.js +240 -0
  2312. package/modules/volatility/dist/variance-index.js.map +1 -0
  2313. package/modules/volatility/dist/volatility-spot-beta.d.ts +57 -0
  2314. package/modules/volatility/dist/volatility-spot-beta.d.ts.map +1 -0
  2315. package/modules/volatility/dist/volatility-spot-beta.js +136 -0
  2316. package/modules/volatility/dist/volatility-spot-beta.js.map +1 -0
  2317. package/modules/volatility/etc/volatility.api.md +207 -0
  2318. package/modules/volatility/src/analytics.ts +513 -0
  2319. package/modules/volatility/src/arbitrage.ts +561 -0
  2320. package/modules/volatility/src/artifacts.ts +62 -0
  2321. package/modules/volatility/src/calibration-limits.ts +61 -0
  2322. package/modules/volatility/src/calibration-start.ts +79 -0
  2323. package/modules/volatility/src/earnings.ts +548 -0
  2324. package/modules/volatility/src/essvi.ts +528 -0
  2325. package/modules/volatility/src/estimate.ts +21 -0
  2326. package/modules/volatility/src/event.ts +542 -0
  2327. package/modules/volatility/src/fitted-model-artifacts.ts +1844 -0
  2328. package/modules/volatility/src/fitted-model-families.ts +1681 -0
  2329. package/modules/volatility/src/forecast.ts +757 -0
  2330. package/modules/volatility/src/generated/validation-specs.ts +2184 -0
  2331. package/modules/volatility/src/heston-surface.ts +215 -0
  2332. package/modules/volatility/src/index.ts +285 -0
  2333. package/modules/volatility/src/local-volatility.ts +104 -0
  2334. package/modules/volatility/src/metrics.ts +176 -0
  2335. package/modules/volatility/src/min-variance-delta.ts +167 -0
  2336. package/modules/volatility/src/observed-skew.ts +684 -0
  2337. package/modules/volatility/src/otm-strip.ts +234 -0
  2338. package/modules/volatility/src/risk-reversal.ts +316 -0
  2339. package/modules/volatility/src/sabr-delta.ts +238 -0
  2340. package/modules/volatility/src/sabr.ts +375 -0
  2341. package/modules/volatility/src/skew.ts +244 -0
  2342. package/modules/volatility/src/ssvi-kernel.ts +134 -0
  2343. package/modules/volatility/src/ssvi.ts +707 -0
  2344. package/modules/volatility/src/sticky-regime.ts +150 -0
  2345. package/modules/volatility/src/surface-pca.ts +439 -0
  2346. package/modules/volatility/src/surface.ts +1499 -0
  2347. package/modules/volatility/src/svi.ts +687 -0
  2348. package/modules/volatility/src/swaption-cube.ts +539 -0
  2349. package/modules/volatility/src/tail-risk.ts +254 -0
  2350. package/modules/volatility/src/term.ts +587 -0
  2351. package/modules/volatility/src/vanna-volga.ts +1337 -0
  2352. package/modules/volatility/src/variance-index.ts +396 -0
  2353. package/modules/volatility/src/volatility-spot-beta.ts +252 -0
  2354. package/modules/workflows/dist/capabilities.d.ts +8 -0
  2355. package/modules/workflows/dist/capabilities.d.ts.map +1 -0
  2356. package/modules/workflows/dist/capabilities.js +50 -0
  2357. package/modules/workflows/dist/capabilities.js.map +1 -0
  2358. package/modules/workflows/dist/envelope-schema.d.ts +36 -0
  2359. package/modules/workflows/dist/envelope-schema.d.ts.map +1 -0
  2360. package/modules/workflows/dist/envelope-schema.js +152 -0
  2361. package/modules/workflows/dist/envelope-schema.js.map +1 -0
  2362. package/modules/workflows/dist/index.d.ts +33 -0
  2363. package/modules/workflows/dist/index.d.ts.map +1 -0
  2364. package/modules/workflows/dist/index.js +27 -0
  2365. package/modules/workflows/dist/index.js.map +1 -0
  2366. package/modules/workflows/dist/json-safe.d.ts +7 -0
  2367. package/modules/workflows/dist/json-safe.d.ts.map +1 -0
  2368. package/modules/workflows/dist/json-safe.js +23 -0
  2369. package/modules/workflows/dist/json-safe.js.map +1 -0
  2370. package/modules/workflows/dist/local/file-lock.d.ts +23 -0
  2371. package/modules/workflows/dist/local/file-lock.d.ts.map +1 -0
  2372. package/modules/workflows/dist/local/file-lock.js +198 -0
  2373. package/modules/workflows/dist/local/file-lock.js.map +1 -0
  2374. package/modules/workflows/dist/local/file-stores.d.ts +33 -0
  2375. package/modules/workflows/dist/local/file-stores.d.ts.map +1 -0
  2376. package/modules/workflows/dist/local/file-stores.js +376 -0
  2377. package/modules/workflows/dist/local/file-stores.js.map +1 -0
  2378. package/modules/workflows/dist/local/index.d.ts +15 -0
  2379. package/modules/workflows/dist/local/index.d.ts.map +1 -0
  2380. package/modules/workflows/dist/local/index.js +12 -0
  2381. package/modules/workflows/dist/local/index.js.map +1 -0
  2382. package/modules/workflows/dist/local/job-worker.d.ts +28 -0
  2383. package/modules/workflows/dist/local/job-worker.d.ts.map +1 -0
  2384. package/modules/workflows/dist/local/job-worker.js +56 -0
  2385. package/modules/workflows/dist/local/job-worker.js.map +1 -0
  2386. package/modules/workflows/dist/local/jobs.d.ts +51 -0
  2387. package/modules/workflows/dist/local/jobs.d.ts.map +1 -0
  2388. package/modules/workflows/dist/local/jobs.js +313 -0
  2389. package/modules/workflows/dist/local/jobs.js.map +1 -0
  2390. package/modules/workflows/dist/local/local-runner.d.ts +39 -0
  2391. package/modules/workflows/dist/local/local-runner.d.ts.map +1 -0
  2392. package/modules/workflows/dist/local/local-runner.js +102 -0
  2393. package/modules/workflows/dist/local/local-runner.js.map +1 -0
  2394. package/modules/workflows/dist/local/profiles.d.ts +27 -0
  2395. package/modules/workflows/dist/local/profiles.d.ts.map +1 -0
  2396. package/modules/workflows/dist/local/profiles.js +77 -0
  2397. package/modules/workflows/dist/local/profiles.js.map +1 -0
  2398. package/modules/workflows/dist/operation-kit.d.ts +10 -0
  2399. package/modules/workflows/dist/operation-kit.d.ts.map +1 -0
  2400. package/modules/workflows/dist/operation-kit.js +193 -0
  2401. package/modules/workflows/dist/operation-kit.js.map +1 -0
  2402. package/modules/workflows/dist/operation.d.ts +210 -0
  2403. package/modules/workflows/dist/operation.d.ts.map +1 -0
  2404. package/modules/workflows/dist/operation.js +255 -0
  2405. package/modules/workflows/dist/operation.js.map +1 -0
  2406. package/modules/workflows/dist/operations-analysis.d.ts +188 -0
  2407. package/modules/workflows/dist/operations-analysis.d.ts.map +1 -0
  2408. package/modules/workflows/dist/operations-analysis.js +908 -0
  2409. package/modules/workflows/dist/operations-analysis.js.map +1 -0
  2410. package/modules/workflows/dist/operations-compute.d.ts +21 -0
  2411. package/modules/workflows/dist/operations-compute.d.ts.map +1 -0
  2412. package/modules/workflows/dist/operations-compute.js +1227 -0
  2413. package/modules/workflows/dist/operations-compute.js.map +1 -0
  2414. package/modules/workflows/dist/operations-journey.d.ts +27 -0
  2415. package/modules/workflows/dist/operations-journey.d.ts.map +1 -0
  2416. package/modules/workflows/dist/operations-journey.js +2445 -0
  2417. package/modules/workflows/dist/operations-journey.js.map +1 -0
  2418. package/modules/workflows/dist/operations-trade.d.ts +3 -0
  2419. package/modules/workflows/dist/operations-trade.d.ts.map +1 -0
  2420. package/modules/workflows/dist/operations-trade.js +648 -0
  2421. package/modules/workflows/dist/operations-trade.js.map +1 -0
  2422. package/modules/workflows/dist/preview.d.ts +16 -0
  2423. package/modules/workflows/dist/preview.d.ts.map +1 -0
  2424. package/modules/workflows/dist/preview.js +30 -0
  2425. package/modules/workflows/dist/preview.js.map +1 -0
  2426. package/modules/workflows/dist/registry.d.ts +26 -0
  2427. package/modules/workflows/dist/registry.d.ts.map +1 -0
  2428. package/modules/workflows/dist/registry.js +110 -0
  2429. package/modules/workflows/dist/registry.js.map +1 -0
  2430. package/modules/workflows/dist/runtime.d.ts +76 -0
  2431. package/modules/workflows/dist/runtime.d.ts.map +1 -0
  2432. package/modules/workflows/dist/runtime.js +445 -0
  2433. package/modules/workflows/dist/runtime.js.map +1 -0
  2434. package/modules/workflows/dist/stores-trade.d.ts +101 -0
  2435. package/modules/workflows/dist/stores-trade.d.ts.map +1 -0
  2436. package/modules/workflows/dist/stores-trade.js +275 -0
  2437. package/modules/workflows/dist/stores-trade.js.map +1 -0
  2438. package/modules/workflows/dist/stores.d.ts +109 -0
  2439. package/modules/workflows/dist/stores.d.ts.map +1 -0
  2440. package/modules/workflows/dist/stores.js +393 -0
  2441. package/modules/workflows/dist/stores.js.map +1 -0
  2442. package/modules/workflows/dist/trade-wire-common-schemas.d.ts +57 -0
  2443. package/modules/workflows/dist/trade-wire-common-schemas.d.ts.map +1 -0
  2444. package/modules/workflows/dist/trade-wire-common-schemas.js +286 -0
  2445. package/modules/workflows/dist/trade-wire-common-schemas.js.map +1 -0
  2446. package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts +102 -0
  2447. package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts.map +1 -0
  2448. package/modules/workflows/dist/trade-wire-ledger-schemas.js +321 -0
  2449. package/modules/workflows/dist/trade-wire-ledger-schemas.js.map +1 -0
  2450. package/modules/workflows/dist/trade-wire-market-schemas.d.ts +5 -0
  2451. package/modules/workflows/dist/trade-wire-market-schemas.d.ts.map +1 -0
  2452. package/modules/workflows/dist/trade-wire-market-schemas.js +84 -0
  2453. package/modules/workflows/dist/trade-wire-market-schemas.js.map +1 -0
  2454. package/modules/workflows/dist/trade-wire-schemas.d.ts +1134 -0
  2455. package/modules/workflows/dist/trade-wire-schemas.d.ts.map +1 -0
  2456. package/modules/workflows/dist/trade-wire-schemas.js +755 -0
  2457. package/modules/workflows/dist/trade-wire-schemas.js.map +1 -0
  2458. package/modules/workflows/dist/version.d.ts +3 -0
  2459. package/modules/workflows/dist/version.d.ts.map +1 -0
  2460. package/modules/workflows/dist/version.js +3 -0
  2461. package/modules/workflows/dist/version.js.map +1 -0
  2462. package/modules/workflows/dist/wire-schemas.d.ts +84 -0
  2463. package/modules/workflows/dist/wire-schemas.d.ts.map +1 -0
  2464. package/modules/workflows/dist/wire-schemas.js +88 -0
  2465. package/modules/workflows/dist/wire-schemas.js.map +1 -0
  2466. package/modules/workflows/etc/workflows.api.md +95 -0
  2467. package/modules/workflows/src/capabilities.ts +67 -0
  2468. package/modules/workflows/src/envelope-schema.ts +170 -0
  2469. package/modules/workflows/src/index.ts +118 -0
  2470. package/modules/workflows/src/json-safe.ts +19 -0
  2471. package/modules/workflows/src/local/file-lock.ts +200 -0
  2472. package/modules/workflows/src/local/file-stores.ts +452 -0
  2473. package/modules/workflows/src/local/index.ts +20 -0
  2474. package/modules/workflows/src/local/job-worker.ts +74 -0
  2475. package/modules/workflows/src/local/jobs.ts +458 -0
  2476. package/modules/workflows/src/local/local-runner.ts +170 -0
  2477. package/modules/workflows/src/local/profiles.ts +113 -0
  2478. package/modules/workflows/src/operation-kit.ts +234 -0
  2479. package/modules/workflows/src/operation.ts +607 -0
  2480. package/modules/workflows/src/operations-analysis.ts +1058 -0
  2481. package/modules/workflows/src/operations-compute.ts +1458 -0
  2482. package/modules/workflows/src/operations-journey.ts +2744 -0
  2483. package/modules/workflows/src/operations-trade.ts +946 -0
  2484. package/modules/workflows/src/preview.ts +34 -0
  2485. package/modules/workflows/src/registry.ts +150 -0
  2486. package/modules/workflows/src/runtime.ts +633 -0
  2487. package/modules/workflows/src/stores-trade.ts +463 -0
  2488. package/modules/workflows/src/stores.ts +608 -0
  2489. package/modules/workflows/src/trade-wire-common-schemas.ts +337 -0
  2490. package/modules/workflows/src/trade-wire-ledger-schemas.ts +359 -0
  2491. package/modules/workflows/src/trade-wire-market-schemas.ts +103 -0
  2492. package/modules/workflows/src/trade-wire-schemas.ts +906 -0
  2493. package/modules/workflows/src/version.ts +2 -0
  2494. package/modules/workflows/src/wire-schemas.ts +100 -0
  2495. package/package.json +1008 -0
@@ -0,0 +1,407 @@
1
+ /**
2
+ * Calendar interface, rules engine, and tiny calendars (spec §7.3, §22.4).
3
+ *
4
+ * Core owns the *machinery* (the interface, roll/observance rules, holiday-rule generators, and the
5
+ * `createRuleCalendar` factory) and two tiny calendars that need no holiday datasets (`alwaysOpen`,
6
+ * `weekendsOnly`). Exchange-specific holiday *data* lives in `@insiderfinance/totalfinance/calendars`, so core never
7
+ * bundles exchange datasets.
8
+ */
9
+
10
+ import { isoDateToEpochMs, parseIsoDate } from './dates.js';
11
+ import { ConfigurationError, ErrorCode, InputError } from './errors.js';
12
+ import { ensureKnownKeys, requireArgumentObject } from './invariants.js';
13
+
14
+ const MS_PER_DAY = 86_400_000;
15
+
16
+ /**
17
+ * Business-day arithmetic cap: |n| beyond a million business days (~4,000 years) is a bug —
18
+ * typically an accidental epoch or an unconverted millisecond count — not a request.
19
+ */
20
+ const MAX_BUSINESS_DAY_STEPS = 1_000_000;
21
+
22
+ /** Day of week, Sunday = 0 … Saturday = 6. */
23
+ export type Weekday = 0 | 1 | 2 | 3 | 4 | 5 | 6;
24
+
25
+ export interface DaySession {
26
+ date: string;
27
+ isBusinessDay: boolean;
28
+ isHalfDay: boolean;
29
+ /** Local `HH:MM` open (present only on business days). */
30
+ open?: string;
31
+ /** Local `HH:MM` close (early close on half days). */
32
+ close?: string;
33
+ }
34
+
35
+ export interface Calendar {
36
+ readonly name: string;
37
+ readonly version: string;
38
+ readonly timezone: string;
39
+ isBusinessDay(date: string): boolean;
40
+ isHoliday(date: string): boolean;
41
+ isHalfDay(date: string): boolean;
42
+ nextBusinessDay(date: string): string;
43
+ previousBusinessDay(date: string): string;
44
+ addBusinessDays(date: string, days: number): string;
45
+ /** Business days in the half-open interval `(from, to]` (negative if `to < from`). */
46
+ businessDaysBetween(from: string, to: string): number;
47
+ session(date: string): DaySession;
48
+ }
49
+
50
+ // ---- date helpers (UTC, no clock reads) ----
51
+
52
+ function pad(n: number): string {
53
+ return String(n).padStart(2, '0');
54
+ }
55
+
56
+ function formatEpoch(ms: number): string {
57
+ const d = new Date(ms);
58
+ // Pad the year too: years 0–999 must format as ISO `0099-…`, not a malformed `99-…`.
59
+ return `${String(d.getUTCFullYear()).padStart(4, '0')}-${pad(d.getUTCMonth() + 1)}-${pad(d.getUTCDate())}`;
60
+ }
61
+
62
+ /**
63
+ * A `Date` probe at UTC midnight built via `setUTCFullYear`, so years 0000–0099 stay literal —
64
+ * `Date.UTC` would remap them into 1900–1999 (the legacy two-digit convention) and silently
65
+ * corrupt day-of-week and month-length reads for ancient dates.
66
+ */
67
+ function utcProbe(year: number, monthIndex: number, day: number): Date {
68
+ const d = new Date(0);
69
+ d.setUTCFullYear(year, monthIndex, day);
70
+ return d;
71
+ }
72
+
73
+ /** Day of week for an ISO date. */
74
+ export function dayOfWeek(date: string): Weekday {
75
+ return new Date(isoDateToEpochMs(date)).getUTCDay() as Weekday;
76
+ }
77
+
78
+ /** Add `n` calendar days to an ISO date. */
79
+ export function addDays(date: string, days: number): string {
80
+ return formatEpoch(isoDateToEpochMs(date) + days * MS_PER_DAY);
81
+ }
82
+
83
+ /** Compose an ISO date from components. */
84
+ export function ymd(year: number, month: number, day: number): string {
85
+ return `${year}-${pad(month)}-${pad(day)}`;
86
+ }
87
+
88
+ // ---- holiday-rule generators ----
89
+
90
+ /**
91
+ * The `occurrence`-th (1-based) `weekday` of a month, e.g. 3rd Monday of January. Returns `null`
92
+ * when the month has no such occurrence (e.g. a 5th Friday in a 4-Friday February) — the same
93
+ * "not observed" channel {@link HolidayRule} already speaks — rather than fabricating an
94
+ * impossible date like `2026-02-34`.
95
+ */
96
+ export function nthWeekdayOfMonth(
97
+ year: number,
98
+ month: number,
99
+ weekday: Weekday,
100
+ occurrence: number,
101
+ ): string | null {
102
+ if (!Number.isSafeInteger(occurrence) || occurrence < 1) {
103
+ throw new InputError(
104
+ `nthWeekdayOfMonth: occurrence must be an integer >= 1 (1st, 2nd, 3rd, …). Received ${String(occurrence)}.`,
105
+ { code: ErrorCode.InputOutOfRange, context: { field: 'occurrence', value: occurrence } },
106
+ );
107
+ }
108
+ const firstDow = utcProbe(year, month - 1, 1).getUTCDay();
109
+ const day = 1 + ((weekday - firstDow + 7) % 7) + (occurrence - 1) * 7;
110
+ // Day 0 of the NEXT month is the last day of this one.
111
+ const daysInMonth = utcProbe(year, month, 0).getUTCDate();
112
+ if (day > daysInMonth) return null;
113
+ return ymd(year, month, day);
114
+ }
115
+
116
+ /** The last `weekday` of a month, e.g. last Monday of May. */
117
+ export function lastWeekdayOfMonth(year: number, month: number, weekday: Weekday): string {
118
+ const lastDay = utcProbe(year, month, 0).getUTCDate();
119
+ const lastDow = utcProbe(year, month - 1, lastDay).getUTCDay();
120
+ const day = lastDay - ((lastDow - weekday + 7) % 7);
121
+ return ymd(year, month, day);
122
+ }
123
+
124
+ /** Apply the US observance rule: Saturday → preceding Friday, Sunday → following Monday. */
125
+ export function observedHoliday(year: number, month: number, day: number): string {
126
+ const dow = utcProbe(year, month - 1, day).getUTCDay();
127
+ if (dow === 6) return addDays(ymd(year, month, day), -1);
128
+ if (dow === 0) return addDays(ymd(year, month, day), 1);
129
+ return ymd(year, month, day);
130
+ }
131
+
132
+ /** Easter Sunday via the Anonymous Gregorian algorithm (Computus). */
133
+ export function easterSunday(year: number): { month: number; day: number } {
134
+ const a = year % 19;
135
+ const b = Math.floor(year / 100);
136
+ const c = year % 100;
137
+ const d = Math.floor(b / 4);
138
+ const e = b % 4;
139
+ const f = Math.floor((b + 8) / 25);
140
+ const g = Math.floor((b - f + 1) / 3);
141
+ const h = (19 * a + b - d - g + 15) % 30;
142
+ const i = Math.floor(c / 4);
143
+ const k = c % 4;
144
+ const l = (32 + 2 * e + 2 * i - h - k) % 7;
145
+ const m = Math.floor((a + 11 * h + 22 * l) / 451);
146
+ const month = Math.floor((h + l - 7 * m + 114) / 31);
147
+ const day = ((h + l - 7 * m + 114) % 31) + 1;
148
+ return { month, day };
149
+ }
150
+
151
+ /** Good Friday (two days before Easter Sunday). */
152
+ export function goodFriday(year: number): string {
153
+ const e = easterSunday(year);
154
+ return addDays(ymd(year, e.month, e.day), -2);
155
+ }
156
+
157
+ // ---- rules engine ----
158
+
159
+ /** A holiday/half-day rule: given a year, return the ISO date it falls on, or `null` if not observed. */
160
+ export type HolidayRule = (year: number) => string | null;
161
+
162
+ export interface CalendarConfig {
163
+ name: string;
164
+ version: string;
165
+ timezone: string;
166
+ /** Default `[0, 6]` (Sun & Sat). */
167
+ weekendDays?: Weekday[];
168
+ /**
169
+ * Regular session hours as `HH:MM` in the calendar's `timezone`. `close: '24:00'` is the sentinel
170
+ * for "no close" — a continuous 24-hour session (e.g. `alwaysOpen`/crypto), distinct from `'00:00'`
171
+ * (midnight). Keep it as `'24:00'`; do not normalize to `'00:00'`.
172
+ */
173
+ session: { open: string; close: string; halfDayClose?: string };
174
+ holidayRules?: HolidayRule[];
175
+ halfDayRules?: HolidayRule[];
176
+ /** Ad-hoc full closures (ISO dates), e.g. emergency closures or days of mourning. */
177
+ closures?: string[];
178
+ }
179
+
180
+ /**
181
+ * Build a `Calendar` from rules. Holiday/half-day sets are computed lazily per year and cached.
182
+ *
183
+ * The config is SNAPSHOTTED at construction — rule arrays, closures, weekend days, and the session
184
+ * object are copied — so mutating the caller's config (or a shared exported rules array) later can
185
+ * never make one calendar answer the same question two ways across warm and cold cache years.
186
+ */
187
+ export function createRuleCalendar(config: CalendarConfig): Calendar {
188
+ requireArgumentObject('createRuleCalendar', 'config', config);
189
+ ensureKnownKeys('createRuleCalendar', 'config', config, [
190
+ 'name',
191
+ 'version',
192
+ 'timezone',
193
+ 'weekendDays',
194
+ 'session',
195
+ 'holidayRules',
196
+ 'halfDayRules',
197
+ 'closures',
198
+ ]);
199
+ for (const field of ['name', 'version', 'timezone'] as const) {
200
+ const value = (config as unknown as Record<string, unknown>)[field];
201
+ if (typeof value !== 'string' || value.length === 0) {
202
+ throw new InputError(
203
+ `createRuleCalendar: ${field} must be a non-empty string. Received ${value === null ? 'null' : value === undefined ? 'undefined' : typeof value}.`,
204
+ {
205
+ code: value === undefined ? ErrorCode.InputMissingField : ErrorCode.InputWrongType,
206
+ context: { field },
207
+ },
208
+ );
209
+ }
210
+ }
211
+ requireArgumentObject('createRuleCalendar', 'session', config.session);
212
+ ensureKnownKeys('createRuleCalendar', 'session', config.session, [
213
+ 'open',
214
+ 'close',
215
+ 'halfDayClose',
216
+ ] as const);
217
+ for (const clockField of ['open', 'close'] as const) {
218
+ const clockValue = (config.session as unknown as Record<string, unknown>)[clockField];
219
+ if (typeof clockValue !== 'string' || clockValue.length === 0) {
220
+ throw new InputError(
221
+ `createRuleCalendar: session.${clockField} must be an HH:MM string. Received ${clockValue === null ? 'null' : clockValue === undefined ? 'undefined' : typeof clockValue}.`,
222
+ {
223
+ code: clockValue === undefined ? ErrorCode.InputMissingField : ErrorCode.InputWrongType,
224
+ context: { field: `session.${clockField}` },
225
+ },
226
+ );
227
+ }
228
+ }
229
+ const halfDayClose = (config.session as unknown as Record<string, unknown>)['halfDayClose'];
230
+ if (
231
+ halfDayClose !== undefined &&
232
+ (typeof halfDayClose !== 'string' || halfDayClose.length === 0)
233
+ ) {
234
+ throw new InputError(
235
+ `createRuleCalendar: session.halfDayClose must be an HH:MM string when provided. Received ${halfDayClose === null ? 'null' : typeof halfDayClose}.`,
236
+ { code: ErrorCode.InputWrongType, context: { field: 'session.halfDayClose' } },
237
+ );
238
+ }
239
+ for (const field of ['weekendDays', 'holidayRules', 'halfDayRules', 'closures'] as const) {
240
+ const v = (config as unknown as Record<string, unknown>)[field];
241
+ if (v !== undefined && !Array.isArray(v)) {
242
+ throw new InputError(
243
+ `createRuleCalendar: ${field} must be an array when provided. Received ${v === null ? 'null' : typeof v}.`,
244
+ { code: ErrorCode.InputWrongType, context: { field } },
245
+ );
246
+ }
247
+ }
248
+ const weekend = new Set<number>(config.weekendDays ?? [0, 6]);
249
+ // A weekend covering all 7 weekdays leaves no candidate business day: nextBusinessDay /
250
+ // addBusinessDays would scan forever. Reject the contradiction at construction, loudly.
251
+ // Counted over the REAL weekdays (0–6), so an out-of-range entry cannot fake a full week.
252
+ if (![0, 1, 2, 3, 4, 5, 6].some((d) => !weekend.has(d))) {
253
+ throw new ConfigurationError(
254
+ `createRuleCalendar: "${config.name}" has no business days — all 7 are in weekendDays. Leave one open (closures/holidayRules express full closures).`,
255
+ {
256
+ code: ErrorCode.InputOutOfRange,
257
+ context: { calendar: config.name, weekendDays: config.weekendDays },
258
+ },
259
+ );
260
+ }
261
+ const closures = new Set(config.closures ?? []);
262
+ const holidayRules = [...(config.holidayRules ?? [])];
263
+ const halfDayRules = [...(config.halfDayRules ?? [])];
264
+ const sessionHours = { ...config.session };
265
+ const holidayCache = new Map<number, Set<string>>();
266
+ const halfDayCache = new Map<number, Set<string>>();
267
+
268
+ const datesFor = (
269
+ cache: Map<number, Set<string>>,
270
+ rules: HolidayRule[],
271
+ year: number,
272
+ ): Set<string> => {
273
+ let set = cache.get(year);
274
+ if (!set) {
275
+ set = new Set();
276
+ const prefix = `${year}-`;
277
+ // Evaluate the neighbouring years too: an observed-holiday rule can resolve a date INTO an
278
+ // adjacent year (e.g. a Saturday holiday observed on the preceding Friday, or a New-Year rule
279
+ // that lands on Dec 31). Keep only the results that fall in the queried year.
280
+ for (const y of [year - 1, year, year + 1]) {
281
+ for (const rule of rules) {
282
+ const date = rule(y);
283
+ if (date !== null && date.startsWith(prefix)) set.add(date);
284
+ }
285
+ }
286
+ cache.set(year, set);
287
+ }
288
+ return set;
289
+ };
290
+
291
+ const isHoliday = (date: string): boolean => {
292
+ const { year } = parseIsoDate(date);
293
+ return closures.has(date) || datesFor(holidayCache, holidayRules, year).has(date);
294
+ };
295
+
296
+ const isWeekend = (date: string): boolean => weekend.has(dayOfWeek(date));
297
+
298
+ const isBusinessDay = (date: string): boolean => !isWeekend(date) && !isHoliday(date);
299
+
300
+ const isHalfDay = (date: string): boolean => {
301
+ if (!isBusinessDay(date)) return false;
302
+ const { year } = parseIsoDate(date);
303
+ return datesFor(halfDayCache, halfDayRules, year).has(date);
304
+ };
305
+
306
+ /** Scan day-by-day in `step` direction to the next business day (one mirror-image scan, not two). */
307
+ const scan = (date: string, step: 1 | -1): string => {
308
+ let d = addDays(date, step);
309
+ while (!isBusinessDay(d)) d = addDays(d, step);
310
+ return d;
311
+ };
312
+
313
+ const nextBusinessDay = (date: string): string => scan(date, 1);
314
+
315
+ const previousBusinessDay = (date: string): string => scan(date, -1);
316
+
317
+ const addBusinessDays = (date: string, n: number): string => {
318
+ // Integer-only: Infinity would loop forever (Infinity - 1 === Infinity), a fractional n would
319
+ // silently round, and NaN would silently return the input date.
320
+ if (!Number.isInteger(n)) {
321
+ throw new InputError(
322
+ `addBusinessDays: n must be an integer number of business days, got ${n}.`,
323
+ { code: ErrorCode.InputOutOfRange, context: { businessDays: n } },
324
+ );
325
+ }
326
+ if (Math.abs(n) > MAX_BUSINESS_DAY_STEPS) {
327
+ throw new InputError(
328
+ `addBusinessDays: |n| must be <= ${MAX_BUSINESS_DAY_STEPS} business days, got ${n} — a timestamp passed as a day count?`,
329
+ { code: ErrorCode.InputOutOfRange, context: { businessDays: n } },
330
+ );
331
+ }
332
+ if (n === 0) return date;
333
+ const step = n > 0 ? 1 : -1;
334
+ let remaining = Math.abs(n);
335
+ let d = date;
336
+ while (remaining-- > 0) d = scan(d, step);
337
+ return d;
338
+ };
339
+
340
+ const businessDaysBetween = (from: string, to: string): number => {
341
+ const fromMs = isoDateToEpochMs(from);
342
+ const toMs = isoDateToEpochMs(to);
343
+ if (fromMs === toMs) return 0;
344
+ const sign = toMs > fromMs ? 1 : -1;
345
+ let count = 0;
346
+ let d = from;
347
+ while (d !== to) {
348
+ d = addDays(d, sign);
349
+ if (isBusinessDay(d)) count += sign;
350
+ }
351
+ return count;
352
+ };
353
+
354
+ const session = (date: string): DaySession => {
355
+ const business = isBusinessDay(date);
356
+ const half = business && isHalfDay(date);
357
+ if (!business) return { date, isBusinessDay: false, isHalfDay: false };
358
+ return {
359
+ date,
360
+ isBusinessDay: true,
361
+ isHalfDay: half,
362
+ // Read the construction-time snapshot — a later mutation of the caller's config object must
363
+ // not change what a warm calendar reports.
364
+ open: sessionHours.open,
365
+ close: half ? (sessionHours.halfDayClose ?? sessionHours.close) : sessionHours.close,
366
+ };
367
+ };
368
+
369
+ return {
370
+ name: config.name,
371
+ version: config.version,
372
+ timezone: config.timezone,
373
+ isBusinessDay,
374
+ isHoliday,
375
+ isHalfDay,
376
+ nextBusinessDay,
377
+ previousBusinessDay,
378
+ addBusinessDays,
379
+ businessDaysBetween,
380
+ session,
381
+ };
382
+ }
383
+
384
+ /** A 24/7 calendar (every day is a business day) — e.g. crypto. */
385
+ export const alwaysOpen: Calendar = createRuleCalendar({
386
+ name: 'ALWAYS_OPEN',
387
+ version: '1.0.0',
388
+ timezone: 'UTC',
389
+ weekendDays: [],
390
+ session: { open: '00:00', close: '24:00' },
391
+ });
392
+
393
+ /** A calendar whose only non-business days are weekends. */
394
+ export const weekendsOnly: Calendar = createRuleCalendar({
395
+ name: 'WEEKENDS_ONLY',
396
+ version: '1.0.0',
397
+ timezone: 'UTC',
398
+ session: { open: '00:00', close: '24:00' },
399
+ });
400
+
401
+ /**
402
+ * Define a custom calendar (spec §22.4 extension API). A thin wrapper over `createRuleCalendar` so
403
+ * the extension surface is stable even if the engine evolves.
404
+ */
405
+ export function defineCalendar(config: CalendarConfig): Calendar {
406
+ return createRuleCalendar(config);
407
+ }
@@ -0,0 +1,289 @@
1
+ /**
2
+ * Canonical JSON — the ONE serialized form the artifact spine hashes and stores (Gate B).
3
+ *
4
+ * Lives at the core root (not under `artifacts/`) because it is a GENERIC serialization utility
5
+ * with two independent consumers: the artifact spine (hashing/storage) and the Gate C pricing
6
+ * conformance kit (complete-result comparison). Moved out of `artifacts/` 2026-08-23 (second
7
+ * external review): while it sat there, `pricing.ts` had to import from the artifacts directory
8
+ * to compare canonical results, contradicting pricing's documented "never imports the artifacts
9
+ * layer" rule. `@insiderfinance/totalfinance/core/artifacts` still re-exports everything here, so the public
10
+ * surface did not move; the core root entrypoint deliberately does NOT re-export it (hot-path
11
+ * bundles stay serialization-free).
12
+ *
13
+ * Two different key orders, or `-0` versus `0`, are the SAME logical value; a content hash that
14
+ * distinguishes them is a dedup and replay bug. So hashing never runs on `JSON.stringify` output —
15
+ * it runs on this canonical form, whose rules are few and exact:
16
+ *
17
+ * - object keys sort by UTF-16 code unit at every depth; `undefined` members are omitted;
18
+ * - numbers print via `JSON.stringify` (the ES2020 shortest round-trip form — deterministic across
19
+ * engines), with `-0` folded to `0` because JSON cannot carry the sign bit;
20
+ * - non-finite numbers use the library-wide wrapper grammar `{ nonFinite: 'NaN' | 'Infinity' |
21
+ * '-Infinity' }` — the SAME encoding `@insiderfinance/totalfinance/technical-analysis` stamps into stream snapshots,
22
+ * so a TA state nested inside a saved artifact round-trips losslessly (`JSON.stringify(NaN)` is
23
+ * `null`, and a `null` in a numeric slot reads as `0` downstream — the exact silent-wrong-number
24
+ * class this library exists to refuse);
25
+ * - strings escape per well-formed `JSON.stringify` (ES2019: lone surrogates escaped) — spec-fixed,
26
+ * so the bytes are engine-independent;
27
+ * - everything else is REFUSED with a teaching error. A `Date`, `Map`, `Set`, typed array, class
28
+ * instance, `bigint`, or function has no single honest JSON meaning, and guessing one here would
29
+ * bake the guess into every content hash forever. `toJSON` methods are deliberately NOT invoked:
30
+ * a hash that depends on hidden prototype behavior is not reproducible from the data.
31
+ *
32
+ * The wrapper object is RESERVED vocabulary: caller data may not itself contain a literal
33
+ * `{ nonFinite: '…' }` member, and the serializer refuses one rather than letting it decode into a
34
+ * number it never was. (TA cannot make this check — its state trees are opaque and arrive
35
+ * pre-encoded — so it documents the reservation instead; at this boundary the input is caller data
36
+ * and the refusal is enforceable.)
37
+ *
38
+ * `CANONICAL_JSON_VERSION` names these rules. Envelope schema versions govern SHAPES; this constant
39
+ * governs the SERIALIZATION of any shape, and a future rule change (there is no planned one) would
40
+ * bump it and re-key every hash — explicitly, never silently.
41
+ */
42
+
43
+ import { ErrorCode, InputError } from './errors.js';
44
+
45
+ /** The canonicalization rules above, as a versioned public fact. */
46
+ export const CANONICAL_JSON_VERSION = 1;
47
+
48
+ /** How a non-finite number is carried through JSON — one grammar, library-wide. */
49
+ export interface NonFiniteNumber {
50
+ nonFinite: 'NaN' | 'Infinity' | '-Infinity';
51
+ }
52
+
53
+ /** Exact wrapper test: a plain object whose ONLY member is a valid `nonFinite` tag. */
54
+ export function isNonFiniteNumber(value: unknown): value is NonFiniteNumber {
55
+ if (value === null || typeof value !== 'object' || Array.isArray(value)) return false;
56
+ if (!isPlainObject(value)) return false;
57
+ const keys = Reflect.ownKeys(value);
58
+ if (keys.length !== 1 || keys[0] !== 'nonFinite') return false;
59
+ const descriptor = Object.getOwnPropertyDescriptor(value, 'nonFinite');
60
+ if (descriptor === undefined || !descriptor.enumerable || !('value' in descriptor)) return false;
61
+ const tag = descriptor.value as unknown;
62
+ if (tag !== 'NaN' && tag !== 'Infinity' && tag !== '-Infinity') return false;
63
+ return true;
64
+ }
65
+
66
+ function decodeNonFinite(value: NonFiniteNumber): number {
67
+ return value.nonFinite === 'NaN'
68
+ ? Number.NaN
69
+ : value.nonFinite === 'Infinity'
70
+ ? Number.POSITIVE_INFINITY
71
+ : Number.NEGATIVE_INFINITY;
72
+ }
73
+
74
+ /** Is this a data object this serializer owns — `{}`-prototype or `null`-prototype only? */
75
+ function isPlainObject(value: object): boolean {
76
+ const proto: unknown = Object.getPrototypeOf(value);
77
+ return proto === Object.prototype || proto === null;
78
+ }
79
+
80
+ /** One refusal voice for every unsupported value, with the path that locates it. */
81
+ function unsupportedValue(path: string, received: string, hint: string): InputError {
82
+ return new InputError(
83
+ `canonicalJsonOf: ${path === '' ? 'value' : path} is ${received}, which has no canonical JSON form — ${hint}`,
84
+ {
85
+ code: ErrorCode.SerializationUnsupportedValue,
86
+ context: { path: path === '' ? '(root)' : path, received },
87
+ },
88
+ );
89
+ }
90
+
91
+ /** Describe a class without invoking a caller-provided `constructor`/`name` accessor. */
92
+ function storedConstructorName(value: object): string | undefined {
93
+ const prototype = Object.getPrototypeOf(value) as object | null;
94
+ if (prototype === null) return undefined;
95
+ const constructor = Object.getOwnPropertyDescriptor(prototype, 'constructor');
96
+ if (
97
+ constructor === undefined ||
98
+ !('value' in constructor) ||
99
+ typeof constructor.value !== 'function'
100
+ ) {
101
+ return undefined;
102
+ }
103
+ const name = Object.getOwnPropertyDescriptor(constructor.value, 'name');
104
+ return name !== undefined &&
105
+ 'value' in name &&
106
+ typeof name.value === 'string' &&
107
+ name.value !== ''
108
+ ? name.value
109
+ : undefined;
110
+ }
111
+
112
+ function serialize(value: unknown, path: string): string {
113
+ if (value === null) return 'null';
114
+ switch (typeof value) {
115
+ case 'boolean':
116
+ return value ? 'true' : 'false';
117
+ case 'number':
118
+ if (!Number.isFinite(value)) {
119
+ return Number.isNaN(value)
120
+ ? '{"nonFinite":"NaN"}'
121
+ : value > 0
122
+ ? '{"nonFinite":"Infinity"}'
123
+ : '{"nonFinite":"-Infinity"}';
124
+ }
125
+ // JSON has no negative zero; folding it here keeps `0` and `-0` one hash.
126
+ return JSON.stringify(value === 0 ? 0 : value);
127
+ case 'string':
128
+ return JSON.stringify(value);
129
+ case 'bigint':
130
+ throw unsupportedValue(path, 'a bigint', 'convert it to a number or a decimal string first.');
131
+ case 'function':
132
+ throw unsupportedValue(
133
+ path,
134
+ 'a function',
135
+ 'artifacts carry data, never behavior — serialize its result instead.',
136
+ );
137
+ case 'symbol':
138
+ throw unsupportedValue(path, 'a symbol', 'symbols cannot cross a serialization boundary.');
139
+ case 'undefined':
140
+ // Reachable only as an ARRAY element — object members are filtered before recursion.
141
+ throw unsupportedValue(
142
+ path,
143
+ 'undefined inside an array',
144
+ 'JSON.stringify would silently write null there; use null explicitly if you mean an absent slot.',
145
+ );
146
+ case 'object':
147
+ break;
148
+ }
149
+ const object = value as object;
150
+ if (Array.isArray(object)) {
151
+ if (Object.getPrototypeOf(object) !== Array.prototype) {
152
+ throw unsupportedValue(
153
+ path,
154
+ 'an Array subclass or custom-prototype array',
155
+ 'pass a plain dense data array.',
156
+ );
157
+ }
158
+ const parts: string[] = [];
159
+ for (let i = 0; i < object.length; i++) {
160
+ const descriptor = Object.getOwnPropertyDescriptor(object, String(i));
161
+ if (descriptor === undefined || !descriptor.enumerable || !('value' in descriptor)) {
162
+ throw unsupportedValue(
163
+ `${path}[${i}]`,
164
+ 'a missing or accessor-backed array element',
165
+ 'canonical arrays must be dense stored data; use an explicit value (including null) at every index.',
166
+ );
167
+ }
168
+ parts.push(serialize(descriptor.value, `${path}[${i}]`));
169
+ }
170
+ for (const key of Reflect.ownKeys(object)) {
171
+ if (key === 'length') continue;
172
+ const index = typeof key === 'string' && /^(0|[1-9][0-9]*)$/.test(key) ? Number(key) : -1;
173
+ if (!Number.isSafeInteger(index) || index < 0 || index >= object.length) {
174
+ throw unsupportedValue(
175
+ path,
176
+ `an array with non-index member ${String(key)}`,
177
+ 'canonical arrays contain only their dense indexed elements.',
178
+ );
179
+ }
180
+ }
181
+ return `[${parts.join(',')}]`;
182
+ }
183
+ if (!isPlainObject(object)) {
184
+ const constructorName = storedConstructorName(object);
185
+ const received =
186
+ constructorName === undefined
187
+ ? 'a custom-prototype object'
188
+ : `an instance of ${constructorName}`;
189
+ const hint =
190
+ object instanceof Date
191
+ ? 'pass epoch milliseconds (EpochMs) — TotalFinance dates are numbers, resolved once via resolveAsOf.'
192
+ : object instanceof Map || object instanceof Set
193
+ ? 'convert it to a plain object or array explicitly.'
194
+ : ArrayBuffer.isView(object)
195
+ ? 'convert it to a plain array; a lossless columnar (Arrow) mapping is reserved, not implemented (Gate B).'
196
+ : 'serialize class instances through their own explicit contract, then pass the plain data.';
197
+ throw unsupportedValue(path, received, hint);
198
+ }
199
+ if (isNonFiniteNumber(object)) {
200
+ throw unsupportedValue(
201
+ path,
202
+ `a literal { nonFinite: '${(object as NonFiniteNumber).nonFinite}' } object`,
203
+ 'that shape is the RESERVED encoding of a non-finite number — pass the number itself (NaN/Infinity) and it will be encoded.',
204
+ );
205
+ }
206
+ const members = new Map<string, unknown>();
207
+ for (const key of Reflect.ownKeys(object)) {
208
+ const descriptor = Object.getOwnPropertyDescriptor(object, key);
209
+ if (
210
+ typeof key !== 'string' ||
211
+ descriptor === undefined ||
212
+ !descriptor.enumerable ||
213
+ !('value' in descriptor)
214
+ ) {
215
+ throw unsupportedValue(
216
+ path,
217
+ 'an object with an accessor, hidden member, or symbol key',
218
+ 'canonical objects contain enumerable string-keyed stored data only.',
219
+ );
220
+ }
221
+ if (descriptor.value !== undefined) members.set(key, descriptor.value);
222
+ }
223
+ const keys = [...members.keys()].sort();
224
+ const parts: string[] = [];
225
+ for (const key of keys) {
226
+ parts.push(
227
+ `${JSON.stringify(key)}:${serialize(members.get(key), path === '' ? key : `${path}.${key}`)}`,
228
+ );
229
+ }
230
+ return `{${parts.join(',')}}`;
231
+ }
232
+
233
+ /**
234
+ * Serialize a JSON-safe value to its ONE canonical string. Deterministic: the same logical value —
235
+ * whatever key order, whatever `-0`s — always yields the same bytes, which is what makes
236
+ * `contentHash` an identity rather than a formatting accident.
237
+ */
238
+ export function canonicalJsonOf(value: unknown): string {
239
+ return serialize(value, '');
240
+ }
241
+
242
+ function decodeTree(value: unknown): unknown {
243
+ if (isNonFiniteNumber(value)) return decodeNonFinite(value);
244
+ if (Array.isArray(value)) return value.map((element) => decodeTree(element));
245
+ if (value !== null && typeof value === 'object') {
246
+ const out: Record<string, unknown> = {};
247
+ for (const [key, member] of Object.entries(value as Record<string, unknown>)) {
248
+ // `out['__proto__'] = member` invokes Object.prototype's legacy setter instead of creating
249
+ // a JSON field. Define the own enumerable member explicitly so every valid JSON key survives
250
+ // the canonical round trip and no decoded artifact can mutate an object's prototype.
251
+ Object.defineProperty(out, key, {
252
+ configurable: true,
253
+ enumerable: true,
254
+ value: decodeTree(member),
255
+ writable: true,
256
+ });
257
+ }
258
+ return out;
259
+ }
260
+ return value;
261
+ }
262
+
263
+ /**
264
+ * Parse a canonical (or any) JSON text back to the runtime value, decoding every non-finite wrapper
265
+ * to its number. The inverse of {@link canonicalJsonOf}: `fromCanonicalJson(canonicalJsonOf(x))`
266
+ * deep-equals `x` (with `-0` read back as `0` — the one disclosed loss), and
267
+ * `canonicalJsonOf(fromCanonicalJson(text))` returns `text` unchanged for canonical `text`.
268
+ */
269
+ export function fromCanonicalJson(text: string): unknown {
270
+ if (typeof text !== 'string') {
271
+ throw new InputError(
272
+ `fromCanonicalJson: text must be a JSON string, got ${text === null ? 'null' : typeof text}.`,
273
+ {
274
+ code: ErrorCode.InputWrongType,
275
+ context: { received: text === null ? 'null' : typeof text },
276
+ },
277
+ );
278
+ }
279
+ let parsed: unknown;
280
+ try {
281
+ parsed = JSON.parse(text);
282
+ } catch (error) {
283
+ throw new InputError(
284
+ `fromCanonicalJson: text is not valid JSON — ${error instanceof Error ? error.message : String(error)}`,
285
+ { code: ErrorCode.SerializationUnsupportedValue, context: { textPrefix: text.slice(0, 80) } },
286
+ );
287
+ }
288
+ return decodeTree(parsed);
289
+ }