@insiderfinance/totalfinance 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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|
27
|
+
expected: string,
|
|
28
|
+
value: unknown,
|
|
29
|
+
allowArray: boolean,
|
|
30
|
+
): void {
|
|
31
|
+
const isObject = value !== null && typeof value === 'object';
|
|
32
|
+
const isArrayish = Array.isArray(value) || ArrayBuffer.isView(value);
|
|
33
|
+
if (isObject && (allowArray || !isArrayish)) return;
|
|
34
|
+
const received =
|
|
35
|
+
value === null
|
|
36
|
+
? 'null'
|
|
37
|
+
: isArrayish
|
|
38
|
+
? 'an array'
|
|
39
|
+
: typeof value === 'object'
|
|
40
|
+
? 'object'
|
|
41
|
+
: typeof value;
|
|
42
|
+
throw new InputError(`${label}: expected ${expected} as the first argument, got ${received}.`, {
|
|
43
|
+
code: ValidationCode.InputWrongType,
|
|
44
|
+
context: { function: label, received },
|
|
45
|
+
});
|
|
46
|
+
}
|
|
47
|
+
|
|
48
|
+
/**
|
|
49
|
+
* `null` in a later position is never legal (a window is a number, options are an object, and
|
|
50
|
+
* `undefined` is how you omit) — but it slips past `options = {}` default parameters, so the central
|
|
51
|
+
* guard rejects it before a property read can escape as a raw TypeError.
|
|
52
|
+
*/
|
|
53
|
+
function requireLaterArgsNotNull(label: string, args: readonly unknown[]): void {
|
|
54
|
+
for (let i = 1; i < args.length; i++) {
|
|
55
|
+
if (args[i] === null) {
|
|
56
|
+
throw new InputError(
|
|
57
|
+
`${label}: argument ${i + 1} is null — omit it (or pass an options object) instead.`,
|
|
58
|
+
{ code: ValidationCode.InputWrongType, context: { function: label, position: i } },
|
|
59
|
+
);
|
|
60
|
+
}
|
|
61
|
+
}
|
|
62
|
+
}
|
|
63
|
+
|
|
64
|
+
/**
|
|
65
|
+
* Law 7 runtime postcondition (spec P2.1, tightened in E3): a SUCCESSFUL explained result is
|
|
66
|
+
* JSON-safe — it NEVER carries a non-finite number (`JSON.stringify` would silently corrupt it to
|
|
67
|
+
* `null`). **Warnings never license a non-finite value**: an undefined quantity is reported as
|
|
68
|
+
* `null` and the warning explains the null. The only ratified exceptions are structural sentinels:
|
|
69
|
+
*
|
|
70
|
+
* 1. `diagnostics.warmup > 0` with an array value — EXACTLY the first `warmup` slots are the
|
|
71
|
+
* documented aligned-series "not yet formed" sentinel; every slot past the prefix is checked;
|
|
72
|
+
* 2. discriminated "none" elements — zone-style points (`direction: 0`, shape-anchored on their
|
|
73
|
+
* zone fields) and divergence points (`code: 0`, shape-anchored on `priceSwings`) — whose
|
|
74
|
+
* documented NaN-when-none fields are exempt; every OTHER field of such an element is still
|
|
75
|
+
* checked, and an element that merely says `direction: 0` without the zone shape (e.g. an
|
|
76
|
+
* honest tdSequential point) is walked in full.
|
|
77
|
+
*
|
|
78
|
+
* Anything else non-finite throws {@link PostconditionError}: a library defect surfaced loudly at
|
|
79
|
+
* the boundary rather than shipped silently into a serialization. The walk is exhaustive — full
|
|
80
|
+
* depth (cycle-safe), value + assumptions + diagnostics + provenance — so nothing hides below a cap.
|
|
81
|
+
*/
|
|
82
|
+
export function assertFiniteResult(label: string, result: Computed<unknown>): void {
|
|
83
|
+
const d = result.diagnostics as { warmup?: number } | undefined;
|
|
84
|
+
const warmup = typeof d?.warmup === 'number' && d.warmup > 0 ? d.warmup : 0;
|
|
85
|
+
const hits: string[] = [];
|
|
86
|
+
collectNonFinitePaths(result.value, 'value', warmup, hits);
|
|
87
|
+
collectNonFinitePaths((result as { assumptions?: unknown }).assumptions, 'assumptions', 0, hits);
|
|
88
|
+
collectNonFinitePaths(result.diagnostics, 'diagnostics', 0, hits);
|
|
89
|
+
collectNonFinitePaths((result as { provenance?: unknown }).provenance, 'provenance', 0, hits);
|
|
90
|
+
if (hits.length === 0) return;
|
|
91
|
+
throw new PostconditionError(
|
|
92
|
+
`${label}: successful result carries a non-finite number at ${hits[0]} — this is a library ` +
|
|
93
|
+
'defect (Law 7); undefined quantities are reported as null with a warning explaining the ' +
|
|
94
|
+
'null. Please report it with your inputs.',
|
|
95
|
+
{ code: ValidationCode.PostconditionNonFinite, context: { function: label, paths: hits } },
|
|
96
|
+
);
|
|
97
|
+
}
|
|
98
|
+
|
|
99
|
+
/**
|
|
100
|
+
* Law 7 postcondition for a plain successful value or report. Scalar facades and object-valued
|
|
101
|
+
* analyses do not have an envelope in which a non-finite number can hide, so they use the same
|
|
102
|
+
* exhaustive walker as {@link assertFiniteResult}. Aligned arrays are checked by their explained
|
|
103
|
+
* companion because only its declared `diagnostics.warmup` can distinguish a legitimate prefix
|
|
104
|
+
* sentinel from a defect.
|
|
105
|
+
*/
|
|
106
|
+
/**
|
|
107
|
+
* Law 7's INPUT-DRIVEN twin (2026-08-23 review wave): refuse a computed result that finite inputs
|
|
108
|
+
* pushed past IEEE-754 double precision. `assertFiniteValue` reports a non-finite success as a
|
|
109
|
+
* LIBRARY defect ("please report it"); this finalizer reports it as the caller's magnitudes
|
|
110
|
+
* overflowing the arithmetic — a teaching refusal, not a bug report. Every public
|
|
111
|
+
* facade/analysis/ratified-plain answer in the Stage 4 domain packages returns through one of the
|
|
112
|
+
* two; the overflow mutant (`tools/first-touch/overflow-sweep.test.ts`) holds the law.
|
|
113
|
+
*/
|
|
114
|
+
export function requireRepresentableResult<T>(functionName: string, result: T): T {
|
|
115
|
+
const hits: string[] = [];
|
|
116
|
+
collectNonFinitePaths(result, 'result', 0, hits);
|
|
117
|
+
if (hits.length === 0) return result;
|
|
118
|
+
throw new InputError(
|
|
119
|
+
`${functionName}: the computed ${hits[0]} is not representable in IEEE-754 double precision — the input magnitudes overflow the arithmetic. Reduce the magnitudes (or rescale the units) and recompute.`,
|
|
120
|
+
{ code: ValidationCode.InputOutOfRange, context: { function: functionName, paths: hits } },
|
|
121
|
+
);
|
|
122
|
+
}
|
|
123
|
+
|
|
124
|
+
/** Exact integer value of `Number.MAX_VALUE` when every double is expressed in units of 2^-1074. */
|
|
125
|
+
const MAX_DOUBLE_UNITS = ((1n << 53n) - 1n) << 2045n;
|
|
126
|
+
|
|
127
|
+
/** Shared scratch storage for decoding a finite IEEE-754 double without allocating per addend. */
|
|
128
|
+
const DOUBLE_BITS = new DataView(new ArrayBuffer(8));
|
|
129
|
+
|
|
130
|
+
/** Add one finite double to an exact superaccumulator expressed in units of `Number.MIN_VALUE`. */
|
|
131
|
+
function addDoubleUnits(total: bigint, value: number): bigint {
|
|
132
|
+
if (value === 0) return total;
|
|
133
|
+
DOUBLE_BITS.setFloat64(0, value, false);
|
|
134
|
+
const high = DOUBLE_BITS.getUint32(0, false);
|
|
135
|
+
const low = DOUBLE_BITS.getUint32(4, false);
|
|
136
|
+
const negative = (high & 0x8000_0000) !== 0;
|
|
137
|
+
const exponent = (high >>> 20) & 0x7ff;
|
|
138
|
+
const fraction = (BigInt(high & 0x000f_ffff) << 32n) | BigInt(low);
|
|
139
|
+
const significand = exponent === 0 ? fraction : (1n << 52n) | fraction;
|
|
140
|
+
// Subnormals already use 2^-1074 units. A normal with biased exponent e uses e - 1 shifts.
|
|
141
|
+
const units = exponent === 0 ? significand : significand << BigInt(exponent - 1);
|
|
142
|
+
return negative ? total - units : total + units;
|
|
143
|
+
}
|
|
144
|
+
|
|
145
|
+
/** Round an exact superaccumulator to the nearest double, ties to even. */
|
|
146
|
+
function doubleFromUnits(units: bigint): number {
|
|
147
|
+
if (units === 0n) return 0;
|
|
148
|
+
const negative = units < 0n;
|
|
149
|
+
const magnitude = negative ? -units : units;
|
|
150
|
+
if (magnitude > MAX_DOUBLE_UNITS) return negative ? -Infinity : Infinity;
|
|
151
|
+
|
|
152
|
+
const bitLength = magnitude.toString(2).length;
|
|
153
|
+
let shift = Math.max(0, bitLength - 53);
|
|
154
|
+
let significand = magnitude >> BigInt(shift);
|
|
155
|
+
if (shift > 0) {
|
|
156
|
+
const remainder = magnitude - (significand << BigInt(shift));
|
|
157
|
+
const halfway = 1n << BigInt(shift - 1);
|
|
158
|
+
if (remainder > halfway || (remainder === halfway && (significand & 1n) === 1n)) {
|
|
159
|
+
significand += 1n;
|
|
160
|
+
// Rounding 1.111… to 10.000… moves the exponent by one.
|
|
161
|
+
if (significand === 1n << 53n) {
|
|
162
|
+
significand >>= 1n;
|
|
163
|
+
shift += 1;
|
|
164
|
+
}
|
|
165
|
+
}
|
|
166
|
+
}
|
|
167
|
+
|
|
168
|
+
const rounded = Number(significand) * 2 ** (shift - 1074);
|
|
169
|
+
return negative ? -rounded : rounded;
|
|
170
|
+
}
|
|
171
|
+
|
|
172
|
+
/**
|
|
173
|
+
* Sum signed finite addends without losing a representable answer to evaluation order.
|
|
174
|
+
*
|
|
175
|
+
* The ordinary path uses a non-overlapping floating-point expansion: low-order residuals survive
|
|
176
|
+
* cancellation (`1e16 + 1 − 1e16 === 1`). If one partial addition itself overflows, the fallback
|
|
177
|
+
* decodes each double into an exact BigInt superaccumulator and rounds the exact total once. That
|
|
178
|
+
* fallback is what makes `1e308 + 1e308 + 1 − 1e308 − 1e308` return `1` in every permutation while
|
|
179
|
+
* still returning Infinity when the mathematical sum of the supplied doubles exceeds
|
|
180
|
+
* `Number.MAX_VALUE`. Non-finite addends retain ordinary IEEE-754 propagation semantics.
|
|
181
|
+
*/
|
|
182
|
+
export function stableSum(addends: readonly number[]): number {
|
|
183
|
+
const partials: number[] = [];
|
|
184
|
+
let needsExactFallback = false;
|
|
185
|
+
|
|
186
|
+
addendsLoop: for (const addend of addends) {
|
|
187
|
+
if (!Number.isFinite(addend)) {
|
|
188
|
+
let ieeeTotal = 0;
|
|
189
|
+
for (const value of addends) ieeeTotal += value;
|
|
190
|
+
return ieeeTotal;
|
|
191
|
+
}
|
|
192
|
+
|
|
193
|
+
let next = addend;
|
|
194
|
+
let write = 0;
|
|
195
|
+
for (const existing of partials) {
|
|
196
|
+
let larger = next;
|
|
197
|
+
let smaller = existing;
|
|
198
|
+
if (Math.abs(larger) < Math.abs(smaller)) [larger, smaller] = [smaller, larger];
|
|
199
|
+
const high = larger + smaller;
|
|
200
|
+
if (!Number.isFinite(high)) {
|
|
201
|
+
needsExactFallback = true;
|
|
202
|
+
break addendsLoop;
|
|
203
|
+
}
|
|
204
|
+
const low = smaller - (high - larger);
|
|
205
|
+
if (low !== 0) partials[write++] = low;
|
|
206
|
+
next = high;
|
|
207
|
+
}
|
|
208
|
+
partials.length = write;
|
|
209
|
+
if (next !== 0) partials.push(next);
|
|
210
|
+
}
|
|
211
|
+
|
|
212
|
+
if (!needsExactFallback) {
|
|
213
|
+
let total = 0;
|
|
214
|
+
for (const partial of partials) total += partial;
|
|
215
|
+
return total;
|
|
216
|
+
}
|
|
217
|
+
|
|
218
|
+
let exact = 0n;
|
|
219
|
+
for (const addend of addends) exact = addDoubleUnits(exact, addend);
|
|
220
|
+
return doubleFromUnits(exact);
|
|
221
|
+
}
|
|
222
|
+
|
|
223
|
+
export function assertFiniteValue(label: string, value: unknown): void {
|
|
224
|
+
const hits: string[] = [];
|
|
225
|
+
collectNonFinitePaths(value, 'value', 0, hits);
|
|
226
|
+
if (hits.length === 0) return;
|
|
227
|
+
throw new PostconditionError(
|
|
228
|
+
`${label}: successful result carries a non-finite number at ${hits[0]} — this is a library ` +
|
|
229
|
+
'defect (Law 7); undefined quantities are reported as null with a warning explaining the ' +
|
|
230
|
+
'null. Please report it with your inputs.',
|
|
231
|
+
{ code: ValidationCode.PostconditionNonFinite, context: { function: label, paths: hits } },
|
|
232
|
+
);
|
|
233
|
+
}
|
|
234
|
+
|
|
235
|
+
/** Validate and return a direct Computed result in one expression. */
|
|
236
|
+
export function finalizeResult<Result extends Computed<unknown>>(
|
|
237
|
+
label: string,
|
|
238
|
+
result: Result,
|
|
239
|
+
): Result {
|
|
240
|
+
assertFiniteResult(label, result);
|
|
241
|
+
return result;
|
|
242
|
+
}
|
|
243
|
+
|
|
244
|
+
function assertFinitePlainValue(label: string, value: unknown): void {
|
|
245
|
+
// A plain aligned-series array carries its exact warmup only on `.explain()`. That path is checked
|
|
246
|
+
// below by assertFiniteResult; scalar and object/report outputs can be checked immediately.
|
|
247
|
+
if (Array.isArray(value) || ArrayBuffer.isView(value)) return;
|
|
248
|
+
assertFiniteValue(label, value);
|
|
249
|
+
}
|
|
250
|
+
|
|
251
|
+
/**
|
|
252
|
+
* The documented NaN-when-none fields of the ratified "none" sentinels, as one delimited string
|
|
253
|
+
* (a `|a|b|` membership test costs a fraction of the array literals it replaces on the hot path):
|
|
254
|
+
*
|
|
255
|
+
* - zone points (`fairValueGaps`/`orderBlocks`): `{ direction: 0, top, bottom, mid }`;
|
|
256
|
+
* - liquidity sweeps: `{ direction: 0, level }`;
|
|
257
|
+
* - divergence points: `{ code: 0, index, priceSwings, indicatorSwings }`.
|
|
258
|
+
*
|
|
259
|
+
* Every sentinel is anchored on the element's STRUCTURAL shape — never on the discriminant value
|
|
260
|
+
* alone — so an unrelated element that merely says `direction: 0` (tdSequential's honest
|
|
261
|
+
* `{ setup, countdown, direction: 0 }`) keeps full finiteness checking. Fields OUTSIDE this set are
|
|
262
|
+
* checked even on a sentinel-shaped element: the disclosure covers the documented slots, not
|
|
263
|
+
* whatever else a producer decides to attach.
|
|
264
|
+
*/
|
|
265
|
+
const SENTINEL_NONE_FIELDS = '|top|bottom|mid|level|index|priceSwings|indicatorSwings|';
|
|
266
|
+
|
|
267
|
+
/**
|
|
268
|
+
* Collect non-finite paths in a value tree, honoring the ratified sentinel contracts (warmup
|
|
269
|
+
* prefix, shape-anchored "none" elements). Full-depth and cycle-safe; collection stops at 8 paths
|
|
270
|
+
* purely to bound the error payload — the throw/no-throw outcome is decided by the FIRST hit, so
|
|
271
|
+
* the cap can never hide a violation. Values JSON.stringify cannot represent faithfully are
|
|
272
|
+
* violations too: BigInt (stringify THROWS) and DataView (stringifies as `{}`) are flagged, and
|
|
273
|
+
* Map/Set contents — which stringify silently drops — are walked like any other container.
|
|
274
|
+
*/
|
|
275
|
+
function collectNonFinitePaths(
|
|
276
|
+
value: unknown,
|
|
277
|
+
root: string,
|
|
278
|
+
skipLeading: number,
|
|
279
|
+
out: string[],
|
|
280
|
+
): void {
|
|
281
|
+
const seen = new Set<unknown>();
|
|
282
|
+
const walk = (v: unknown, path: string, skip: number): void => {
|
|
283
|
+
if (out.length >= 8) return;
|
|
284
|
+
if (typeof v === 'number') {
|
|
285
|
+
if (!Number.isFinite(v)) out.push(path);
|
|
286
|
+
return;
|
|
287
|
+
}
|
|
288
|
+
// JSON.stringify THROWS on a BigInt — a "successful" envelope carrying one is not serializable.
|
|
289
|
+
// Checked before the cycle set, whose SameValueZero identity would dedupe equal bigints.
|
|
290
|
+
if (typeof v === 'bigint') {
|
|
291
|
+
out.push(path);
|
|
292
|
+
return;
|
|
293
|
+
}
|
|
294
|
+
if (v === null || typeof v !== 'object') return;
|
|
295
|
+
if (seen.has(v)) return;
|
|
296
|
+
seen.add(v);
|
|
297
|
+
// A DataView passes `ArrayBuffer.isView` but has no `.length`, so the array walk below would
|
|
298
|
+
// silently skip it — and JSON.stringify corrupts it to `{}`. Opaque bytes in a numeric result
|
|
299
|
+
// envelope are a defect, not data: report the path rather than guess at an interpretation.
|
|
300
|
+
if (v instanceof DataView) {
|
|
301
|
+
out.push(path);
|
|
302
|
+
return;
|
|
303
|
+
}
|
|
304
|
+
// Map/Set contents vanish under JSON.stringify (`{}`), so an undisclosed NaN inside one would
|
|
305
|
+
// never reach the serialization the postcondition is defending — walk both by their entries.
|
|
306
|
+
if (v instanceof Map || v instanceof Set) {
|
|
307
|
+
let i = 0;
|
|
308
|
+
for (const entry of v) {
|
|
309
|
+
const [k, val] = v instanceof Map ? (entry as [unknown, unknown]) : [i++, entry];
|
|
310
|
+
walk(val, `${path}[${String(k)}]`, 0);
|
|
311
|
+
if (out.length >= 8) return;
|
|
312
|
+
}
|
|
313
|
+
return;
|
|
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|
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}
|
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315
|
+
if (Array.isArray(v) || ArrayBuffer.isView(v)) {
|
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|
+
const arr = v as ArrayLike<unknown>;
|
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317
|
+
for (let i = skip; i < arr.length; i++) {
|
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318
|
+
walk(arr[i], `${path}[${i}]`, 0);
|
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|
+
if (out.length >= 8) return;
|
|
320
|
+
}
|
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321
|
+
return;
|
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322
|
+
}
|
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|
+
// A discriminated "none" element exempts its DOCUMENTED NaN fields — anchored on the element's
|
|
324
|
+
// shape (a zone/sweep carries `mid`/`level`, a divergence carries `priceSwings`), never on the
|
|
325
|
+
// discriminant value alone, so an honest `{ setup, countdown, direction: 0 }` is still walked.
|
|
326
|
+
const disc = v as { direction?: unknown; code?: unknown };
|
|
327
|
+
const sentinel =
|
|
328
|
+
(disc.direction === 0 && ('mid' in v || 'level' in v)) ||
|
|
329
|
+
(disc.code === 0 && 'priceSwings' in v);
|
|
330
|
+
for (const [k, val] of Object.entries(v)) {
|
|
331
|
+
// Fields outside the documented set are checked even here: the disclosure covers the
|
|
332
|
+
// documented slots, not whatever else a producer attaches.
|
|
333
|
+
if (sentinel && SENTINEL_NONE_FIELDS.includes(`|${k}|`)) continue;
|
|
334
|
+
walk(val, `${path}.${k}`, 0);
|
|
335
|
+
if (out.length >= 8) return;
|
|
336
|
+
}
|
|
337
|
+
};
|
|
338
|
+
walk(value, root, skipLeading);
|
|
339
|
+
}
|
|
340
|
+
|
|
341
|
+
/**
|
|
342
|
+
* A callable `(input) => Output` with an `.explain(input) => Computed<Output, Extra>` companion. The
|
|
343
|
+
* `Extra` type parameter carries the domain-specific assumptions the envelope discloses (it defaults
|
|
344
|
+
* to none), so `f.explain(input).assumptions.<extraField>` type-checks.
|
|
345
|
+
*/
|
|
346
|
+
/**
|
|
347
|
+
* `ExplainValue` defaults to `Output` and diverges only for solver facades (Law 7 / E3): the plain
|
|
348
|
+
* call THROWS on failure so its output stays `number`, while the `.explain` envelope reports the
|
|
349
|
+
* same failure softly as `value: null` + `converged: false`.
|
|
350
|
+
*/
|
|
351
|
+
export type Facade<
|
|
352
|
+
Input,
|
|
353
|
+
Output,
|
|
354
|
+
Extra extends Record<string, unknown> = Record<never, never>,
|
|
355
|
+
ExplainValue = Output,
|
|
356
|
+
> = ((input: Input) => Output) & {
|
|
357
|
+
explain: (input: Input) => Computed<ExplainValue, Extra>;
|
|
358
|
+
};
|
|
359
|
+
|
|
360
|
+
/**
|
|
361
|
+
* Pair a plain-value `call` with its envelope-returning `explain` into a single {@link Facade}.
|
|
362
|
+
* `label` is the public name of the facade as the user calls it (e.g. `'blackScholes.call'`) — it opens every
|
|
363
|
+
* guard message. S1 facades take an input OBJECT of named fields, so arrays are rejected here too.
|
|
364
|
+
*/
|
|
365
|
+
export function facade<
|
|
366
|
+
Input,
|
|
367
|
+
Output,
|
|
368
|
+
Extra extends Record<string, unknown> = Record<never, never>,
|
|
369
|
+
ExplainValue = Output,
|
|
370
|
+
>(
|
|
371
|
+
label: string,
|
|
372
|
+
call: (input: Input) => Output,
|
|
373
|
+
explain: (input: Input) => Computed<ExplainValue, Extra>,
|
|
374
|
+
): Facade<Input, Output, Extra, ExplainValue> {
|
|
375
|
+
const guardedCall = (input: Input): Output => {
|
|
376
|
+
requireFirstArg(label, 'an input object of named fields', input, false);
|
|
377
|
+
const value = call(input);
|
|
378
|
+
assertFinitePlainValue(label, value);
|
|
379
|
+
return value;
|
|
380
|
+
};
|
|
381
|
+
const guardedExplain = (input: Input): Computed<ExplainValue, Extra> => {
|
|
382
|
+
requireFirstArg(`${label}.explain`, 'an input object of named fields', input, false);
|
|
383
|
+
const result = explain(input);
|
|
384
|
+
assertFiniteResult(label, result);
|
|
385
|
+
return result;
|
|
386
|
+
};
|
|
387
|
+
return Object.assign(guardedCall, { explain: guardedExplain });
|
|
388
|
+
}
|
|
389
|
+
|
|
390
|
+
/**
|
|
391
|
+
* A multi-argument (series-first) facade: the plain call takes `(data, parameters?, …)`, and `.explain()`
|
|
392
|
+
* takes the SAME arguments and returns the {@link Computed} envelope. This is the S2 shape (`rsi(closes,
|
|
393
|
+
* parameters?)`, `sharpe(returns, options?)`) — distinct from {@link Facade}, which is the single-object S1
|
|
394
|
+
* shape (`blackScholes.call({ … })`).
|
|
395
|
+
*/
|
|
396
|
+
export type SeriesFacade<
|
|
397
|
+
Args extends unknown[],
|
|
398
|
+
Output,
|
|
399
|
+
Extra extends Record<string, unknown> = Record<never, never>,
|
|
400
|
+
> = ((...callArguments: Args) => Output) & {
|
|
401
|
+
explain: (...callArguments: Args) => Computed<Output, Extra>;
|
|
402
|
+
};
|
|
403
|
+
|
|
404
|
+
/**
|
|
405
|
+
* Pair a series-first `call` with an `.explain()` that takes the same arguments (S2 facades).
|
|
406
|
+
* `label` is the public name of the facade as the user calls it (e.g. `'sharpe'`).
|
|
407
|
+
*/
|
|
408
|
+
export function seriesFacade<
|
|
409
|
+
Args extends unknown[],
|
|
410
|
+
Output,
|
|
411
|
+
Extra extends Record<string, unknown> = Record<never, never>,
|
|
412
|
+
>(
|
|
413
|
+
label: string,
|
|
414
|
+
call: (...callArguments: Args) => Output,
|
|
415
|
+
explain: (...callArguments: Args) => Computed<Output, Extra>,
|
|
416
|
+
): SeriesFacade<Args, Output, Extra> {
|
|
417
|
+
const guardedCall = (...callArguments: Args): Output => {
|
|
418
|
+
requireFirstArg(label, 'a series (or an input object)', callArguments[0], true);
|
|
419
|
+
requireLaterArgsNotNull(label, callArguments);
|
|
420
|
+
const value = call(...callArguments);
|
|
421
|
+
assertFinitePlainValue(label, value);
|
|
422
|
+
return value;
|
|
423
|
+
};
|
|
424
|
+
const guardedExplain = (...callArguments: Args): Computed<Output, Extra> => {
|
|
425
|
+
requireFirstArg(`${label}.explain`, 'a series (or an input object)', callArguments[0], true);
|
|
426
|
+
requireLaterArgsNotNull(`${label}.explain`, callArguments);
|
|
427
|
+
const result = explain(...callArguments);
|
|
428
|
+
assertFiniteResult(label, result);
|
|
429
|
+
return result;
|
|
430
|
+
};
|
|
431
|
+
return Object.assign(guardedCall, { explain: guardedExplain }) as SeriesFacade<
|
|
432
|
+
Args,
|
|
433
|
+
Output,
|
|
434
|
+
Extra
|
|
435
|
+
>;
|
|
436
|
+
}
|
|
@@ -0,0 +1,185 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* `@insiderfinance/totalfinance/core` — shared types, conventions, errors, diagnostics, assumptions, and small
|
|
3
|
+
* numeric utilities. Zero runtime dependencies and browser-safe.
|
|
4
|
+
*
|
|
5
|
+
* The runtime schema facade is intentionally NOT re-exported here; import it from
|
|
6
|
+
* `@insiderfinance/totalfinance/core/schema` so compute entrypoints never pull validator code (spec §6).
|
|
7
|
+
*/
|
|
8
|
+
|
|
9
|
+
export {
|
|
10
|
+
PostconditionError,
|
|
11
|
+
QuantError,
|
|
12
|
+
InputError,
|
|
13
|
+
ConvergenceError,
|
|
14
|
+
ArbitrageError,
|
|
15
|
+
DataError,
|
|
16
|
+
UnsupportedError,
|
|
17
|
+
ConfigurationError,
|
|
18
|
+
isQuantError,
|
|
19
|
+
missingFieldError,
|
|
20
|
+
wrongShapeError,
|
|
21
|
+
ErrorCode,
|
|
22
|
+
} from './errors.js';
|
|
23
|
+
export type { QuantErrorOptions } from './errors.js';
|
|
24
|
+
|
|
25
|
+
export {
|
|
26
|
+
emptyDiagnostics,
|
|
27
|
+
warning,
|
|
28
|
+
plausibilityWarnings,
|
|
29
|
+
suspiciousReturnsWarning,
|
|
30
|
+
WarningCode,
|
|
31
|
+
} from './diagnostics.js';
|
|
32
|
+
export type { Diagnostics, QuantWarning, WarningSeverity } from './diagnostics.js';
|
|
33
|
+
|
|
34
|
+
export type {
|
|
35
|
+
Assumptions,
|
|
36
|
+
GreekUnits,
|
|
37
|
+
ThetaUnit,
|
|
38
|
+
VegaUnit,
|
|
39
|
+
RhoUnit,
|
|
40
|
+
DividendModel,
|
|
41
|
+
} from './assumptions.js';
|
|
42
|
+
export {
|
|
43
|
+
CONVENTIONS_VERSION,
|
|
44
|
+
DEFAULT_DAY_COUNT,
|
|
45
|
+
DEFAULT_COMPOUNDING,
|
|
46
|
+
DEFAULT_DIVIDEND_YIELD,
|
|
47
|
+
DEFAULT_GREEK_UNITS,
|
|
48
|
+
} from './assumptions.js';
|
|
49
|
+
|
|
50
|
+
export type { Computed } from './computed.js';
|
|
51
|
+
export { isComputed, isTrustworthy } from './computed.js';
|
|
52
|
+
export type { Provenance } from './provenance.js';
|
|
53
|
+
|
|
54
|
+
export {
|
|
55
|
+
assertFiniteResult,
|
|
56
|
+
assertFiniteValue,
|
|
57
|
+
requireRepresentableResult,
|
|
58
|
+
stableSum,
|
|
59
|
+
finalizeResult,
|
|
60
|
+
facade,
|
|
61
|
+
seriesFacade,
|
|
62
|
+
} from './facade.js';
|
|
63
|
+
export type { Facade, SeriesFacade } from './facade.js';
|
|
64
|
+
|
|
65
|
+
export type {
|
|
66
|
+
OptionType,
|
|
67
|
+
OptionStyle,
|
|
68
|
+
Settlement,
|
|
69
|
+
ExerciseTime,
|
|
70
|
+
Deliverable,
|
|
71
|
+
OptionContract,
|
|
72
|
+
} from './contracts.js';
|
|
73
|
+
|
|
74
|
+
export type { EpochMs, DayCount, InterestCompounding } from './time.js';
|
|
75
|
+
export {
|
|
76
|
+
US_EQUITY_HALF_DAY_RULES,
|
|
77
|
+
isUsEquityHalfDay,
|
|
78
|
+
usEquityCloseUtcMs,
|
|
79
|
+
usEquitySessionInstant,
|
|
80
|
+
usEquityMarketDayIndex,
|
|
81
|
+
usEquityMarketDateUtcMs,
|
|
82
|
+
optionExpiryToMs,
|
|
83
|
+
resolveAsOf,
|
|
84
|
+
resolveValuationAsOf,
|
|
85
|
+
validateResolvedExpiry,
|
|
86
|
+
resolvedExpiry,
|
|
87
|
+
} from './time.js';
|
|
88
|
+
|
|
89
|
+
export {
|
|
90
|
+
parseIsoDate,
|
|
91
|
+
isoDateToEpochMs,
|
|
92
|
+
yearFraction,
|
|
93
|
+
discountFactor,
|
|
94
|
+
compoundingPeriodsPerYear,
|
|
95
|
+
compoundFactor,
|
|
96
|
+
} from './dates.js';
|
|
97
|
+
export type { CalendarDate } from './dates.js';
|
|
98
|
+
|
|
99
|
+
export type {
|
|
100
|
+
SymbolId,
|
|
101
|
+
Bar,
|
|
102
|
+
Quote,
|
|
103
|
+
Trade,
|
|
104
|
+
OptionQuote,
|
|
105
|
+
OptionQuoteGreeks,
|
|
106
|
+
OptionQuoteGreeksProvenance,
|
|
107
|
+
OptionTrade,
|
|
108
|
+
Dividend,
|
|
109
|
+
CorporateAction,
|
|
110
|
+
RateCurvePoint,
|
|
111
|
+
RateCurve,
|
|
112
|
+
OrderBookLevel,
|
|
113
|
+
OrderBook,
|
|
114
|
+
RawFundamentalsRecord,
|
|
115
|
+
MarketInputs,
|
|
116
|
+
PriceSource,
|
|
117
|
+
} from './market-data.js';
|
|
118
|
+
export { requireRateCurveData, selectQuotePrice } from './market-data.js';
|
|
119
|
+
|
|
120
|
+
export { parseOccSymbol, formatOccSymbol, isOccOptionSymbol } from './symbology.js';
|
|
121
|
+
export type { OccOptionSymbol } from './symbology.js';
|
|
122
|
+
|
|
123
|
+
// B6 — one order vocabulary: side, type, time-in-force, and the sign↔side bridge.
|
|
124
|
+
export { ORDER_SIDES, ORDER_TYPES, TIME_IN_FORCE_VALUES, sideOf, signOf } from './orders.js';
|
|
125
|
+
export type { OrderSide, OrderType, TimeInForce } from './orders.js';
|
|
126
|
+
|
|
127
|
+
export {
|
|
128
|
+
createRuleCalendar,
|
|
129
|
+
defineCalendar,
|
|
130
|
+
alwaysOpen,
|
|
131
|
+
weekendsOnly,
|
|
132
|
+
dayOfWeek,
|
|
133
|
+
addDays,
|
|
134
|
+
ymd,
|
|
135
|
+
nthWeekdayOfMonth,
|
|
136
|
+
lastWeekdayOfMonth,
|
|
137
|
+
observedHoliday,
|
|
138
|
+
easterSunday,
|
|
139
|
+
goodFriday,
|
|
140
|
+
} from './calendar.js';
|
|
141
|
+
export type { Calendar, CalendarConfig, DaySession, Weekday, HolidayRule } from './calendar.js';
|
|
142
|
+
|
|
143
|
+
export {
|
|
144
|
+
isFiniteNumber,
|
|
145
|
+
isPositive,
|
|
146
|
+
isNonNegative,
|
|
147
|
+
between,
|
|
148
|
+
clamp,
|
|
149
|
+
round,
|
|
150
|
+
toFixedSafe,
|
|
151
|
+
formatMoney,
|
|
152
|
+
formatPercent,
|
|
153
|
+
} from './numeric.js';
|
|
154
|
+
export type { BetweenOptions, FormatMoneyOptions, FormatPercentOptions } from './numeric.js';
|
|
155
|
+
|
|
156
|
+
export {
|
|
157
|
+
ensureEnum,
|
|
158
|
+
ensureFinite,
|
|
159
|
+
ensureFiniteWhenPresent,
|
|
160
|
+
ensurePositive,
|
|
161
|
+
ensureNonNegative,
|
|
162
|
+
requireArgumentArray,
|
|
163
|
+
requireArgumentObject,
|
|
164
|
+
requireFiniteFields,
|
|
165
|
+
ensureKnownKeys,
|
|
166
|
+
finiteOrNull,
|
|
167
|
+
} from './invariants.js';
|
|
168
|
+
|
|
169
|
+
// Type-only re-exports (erased at runtime — safe for hot paths).
|
|
170
|
+
/**
|
|
171
|
+
* RV9 — `requireFiniteFields` was exported while the type of its options argument was not. That was
|
|
172
|
+
* survivable while the argument was optional; it is not now that `exampleCall` is required, because
|
|
173
|
+
* a caller must supply an object of a type they cannot name. The nameability inventory caught it as
|
|
174
|
+
* `unreachable` ("no package exports it") the moment the argument stopped being optional.
|
|
175
|
+
*/
|
|
176
|
+
export type { RequireFiniteFieldsOptions } from './invariants.js';
|
|
177
|
+
export { validateClosedRequest } from './validation.js';
|
|
178
|
+
export type {
|
|
179
|
+
ClosedRequestSpecification,
|
|
180
|
+
ClosedRequestTeaching,
|
|
181
|
+
ValidationBranchSpecification,
|
|
182
|
+
ValidationFieldKind,
|
|
183
|
+
ValidationFieldSpecification,
|
|
184
|
+
} from './validation.js';
|
|
185
|
+
export type { JSONSchema } from './schema/json-schema.js';
|