@insiderfinance/totalfinance 0.1.0

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Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
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  42. package/modules/backtest/dist/diagnostics.js +63 -0
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  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
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  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
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  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
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  86. package/modules/backtest/dist/event-driven.js +325 -0
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  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
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  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
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  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
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  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
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  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
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  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
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@@ -0,0 +1,436 @@
1
+ /**
2
+ * The facade pattern (design law #1 / §5.1): a plain callable paired with an `.explain()` companion.
3
+ *
4
+ * `f(input)` returns the bare value (and throws typed errors on failure); `f.explain(input)` returns
5
+ * the full {@link Computed} envelope (value + assumptions + diagnostics). One gesture, everywhere —
6
+ * lifted into core so every package builds its scalar facades the same way (DX1).
7
+ *
8
+ * Both constructors guard the FIRST argument centrally (the first-touch law, dx §7.1): a facade
9
+ * called with `undefined`, a string, or a number throws a typed teaching `InputError` here, before
10
+ * any property access inside the wrapped implementation can escape as a raw `TypeError`. The guard
11
+ * only checks the container shape — field-level validation stays inside each facade, where the
12
+ * domain knowledge lives.
13
+ */
14
+
15
+ import type { Computed } from './computed.js';
16
+ import { InputError, PostconditionError } from './errors.js';
17
+ import * as ValidationCode from './validation-codes.js';
18
+
19
+ /**
20
+ * The central first-argument container guard shared by {@link facade} and {@link seriesFacade}.
21
+ * `label` is the name the USER typed (`'sharpe'`, `'blackScholes.call'`) — facades receive it explicitly so
22
+ * the most common error in the library always names the function, never an internal helper (and
23
+ * survives minification, which `Function.prototype.name` inference cannot).
24
+ */
25
+ function requireFirstArg(
26
+ label: string,
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}[${String(k)}]`, 0);
311
+ if (out.length >= 8) return;
312
+ }
313
+ return;
314
+ }
315
+ if (Array.isArray(v) || ArrayBuffer.isView(v)) {
316
+ const arr = v as ArrayLike<unknown>;
317
+ for (let i = skip; i < arr.length; i++) {
318
+ walk(arr[i], `${path}[${i}]`, 0);
319
+ if (out.length >= 8) return;
320
+ }
321
+ return;
322
+ }
323
+ // A discriminated "none" element exempts its DOCUMENTED NaN fields — anchored on the element's
324
+ // shape (a zone/sweep carries `mid`/`level`, a divergence carries `priceSwings`), never on the
325
+ // discriminant value alone, so an honest `{ setup, countdown, direction: 0 }` is still walked.
326
+ const disc = v as { direction?: unknown; code?: unknown };
327
+ const sentinel =
328
+ (disc.direction === 0 && ('mid' in v || 'level' in v)) ||
329
+ (disc.code === 0 && 'priceSwings' in v);
330
+ for (const [k, val] of Object.entries(v)) {
331
+ // Fields outside the documented set are checked even here: the disclosure covers the
332
+ // documented slots, not whatever else a producer attaches.
333
+ if (sentinel && SENTINEL_NONE_FIELDS.includes(`|${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';