@insiderfinance/totalfinance 0.1.0

package/modules/backtest/dist/environment/environment.js

@@ -0,0 +1,618 @@
+/**
+ * `createTradingEnvironment` (Stage 7B.1, AT4 — Decisions 2–7): `portfolioBacktest`'s per-instant
+ * loop driven from outside through the stepper seam. `reset` positions the episode at the first
+ * decision instant; `step` applies the action's cancellations, checks each order against the mask
+ * and the projected limits, queues the accepted ones, and advances one instant — every open order
+ * meets the market there through the declared fill model (the next-observation law: an order
+ * decided on observation `k` is never filled on observation `k`). Post-trade, FC7's monitor judges
+ * the limits; the reward is a declared composition over the engine's frame and never touches the
+ * accounting. Rejections are rows, never throws; a repeated order id is an idempotent retry; the
+ * trace hash chains every canonical action so identical policies leave identical traces.
+ */
+import { CONVENTIONS_VERSION, ErrorCode, InputError, requireArgumentObject, } from '../../../core/dist/index.js';
+import { contentHash } from '../../../core/dist/artifacts/index.js';
+import { execution as executionPolicies } from '../execution/policy.js';
+import { requireOrderIntent } from '../execution/validate.js';
+import { adapterFor } from '../portfolio/adapters.js';
+import { createPortfolioStepper } from '../portfolio/engine.js';
+import { createFeatureIndex, featuresAt, freshnessAt } from './features.js';
+import { buildActionMask, createProjectionBook, evaluatePostTrade, projectOrder, } from './limits.js';
+import { rewardBreakdown } from './reward.js';
+import { MAXIMUM_ENVIRONMENT_STEPS, RATIONALE_BYTE_LIMIT, actionProblem, requireTradingEnvironmentDefinition, } from './validate.js';
+const FN = 'createTradingEnvironment';
+/** The engine's unfilled reasons that leave an order open for the next instant (Decision 3). */
+const CARRY_REASONS = new Set([
+    'not-triggered',
+    'no-observation',
+    'stale-quote',
+    'halted',
+    'locked-crossed',
+    'insufficient-depth',
+]);
+const NO_REWARD = Object.freeze({ total: 0, components: Object.freeze({}) });
+const dateOf = (ms) => new Date(ms).toISOString().slice(0, 10);
+function freezeDeep(value) {
+    if (value === null || typeof value !== 'object' || Object.isFrozen(value))
+        return value;
+    Object.freeze(value);
+    for (const member of Object.values(value))
+        freezeDeep(member);
+    return value;
+}
+/** UTF-8 bytes of a string, without a platform encoder. */
+function utf8ByteLength(text) {
+    let bytes = 0;
+    for (const character of text) {
+        const point = character.codePointAt(0);
+        bytes += point < 0x80 ? 1 : point < 0x800 ? 2 : point < 0x10000 ? 3 : 4;
+    }
+    return bytes;
+}
+function boundedRationale(text) {
+    if (text === undefined)
+        return { truncated: false };
+    if (utf8ByteLength(text) <= RATIONALE_BYTE_LIMIT)
+        return { text, truncated: false };
+    let kept = text.slice(0, RATIONALE_BYTE_LIMIT);
+    while (utf8ByteLength(kept) > RATIONALE_BYTE_LIMIT)
+        kept = kept.slice(0, -1);
+    return { text: kept, truncated: true };
+}
+/** An amount in `currency` valued in the base currency through the engine's dated quotes. */
+function toBase(amount, currency, baseCurrency, quotes) {
+    if (currency === baseCurrency)
+        return amount;
+    const direct = quotes.find((q) => q.baseCurrency === currency && q.quoteCurrency === baseCurrency);
+    if (direct !== undefined)
+        return amount * direct.quotePerBase;
+    const inverse = quotes.find((q) => q.baseCurrency === baseCurrency && q.quoteCurrency === currency);
+    if (inverse !== undefined)
+        return amount / inverse.quotePerBase;
+    return amount;
+}
+function fillNotional(fill) {
+    return Math.abs(fill.quantity * fill.pricePerUnit * (fill.contractMultiplier ?? 1));
+}
+function fillCosts(fill) {
+    const c = fill.costs;
+    if (c === undefined)
+        return fill.executionPriceAdjustment ?? 0;
+    return ((c.commission ?? 0) +
+        (c.exchangeFees ?? 0) +
+        (c.regulatoryFees ?? 0) +
+        (c.slippageAdjustment ?? 0) +
+        (fill.executionPriceAdjustment ?? 0));
+}
+export function createTradingEnvironment(definition) {
+    const checked = requireTradingEnvironmentDefinition(FN, 'definition', definition);
+    const request = { ...checked };
+    for (const key of ['maximumSteps', 'limits', 'reward', 'features'])
+        delete request[key];
+    const policy = checked.execution ?? executionPolicies.simplified();
+    const baseCurrency = checked.accounting.baseCurrency;
+    const limits = checked.limits;
+    const reward = checked.reward;
+    const featureIndex = createFeatureIndex(checked.marketData.bars);
+    const declared = {
+        maximumSteps: checked.maximumSteps ?? null,
+        limits: limits ?? null,
+        reward: reward === undefined
+            ? null
+            : {
+                ...reward,
+                benchmark: reward.benchmark ?? null,
+                goal: reward.goal === undefined ? null : 'callback',
+            },
+        features: checked.features ?? null,
+    };
+    // The definition's identity is the engine's own (order-invariant, behavior described not
+    // serialized), seed excluded; an episode's runId adds the seed through the stepper it drives.
+    const seedless = { ...request };
+    delete seedless['seed'];
+    const probe = createPortfolioStepper(seedless);
+    if (probe.instants.length === 0) {
+        throw new InputError(`${FN}: the market data holds no decision instant inside the window — an episode needs at least one observation to step from.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { function: FN, field: 'definition.marketData' },
+        });
+    }
+    const definitionHash = contentHash({ engine: probe.runId, ...declared });
+    const instantCount = probe.instants.length;
+    const adapters = Object.entries(checked.instruments).map(([instrumentId, spec]) => {
+        const adapter = adapterFor(instrumentId, spec);
+        return { instrumentId, kind: adapter.kind, version: adapter.version };
+    });
+    let episode = null;
+    const requireEpisode = (verb) => {
+        if (episode === null) {
+            throw new InputError(`${FN}: ${verb}() needs reset() first — no episode is open.`, {
+                code: ErrorCode.EnvironmentNotReset,
+                context: { function: FN },
+            });
+        }
+        return episode;
+    };
+    const identityOf = (ep) => ({
+        runId: ep.runId,
+        step: ep.sequence,
+        traceHash: ep.traceHash,
+    });
+    const exposures = (context) => {
+        let gross = 0;
+        let net = 0;
+        let largest = 0;
+        for (const position of context.positions) {
+            if (position.baseCurrencyMarketValue === null)
+                continue;
+            const absolute = Math.abs(position.baseCurrencyMarketValue);
+            gross += absolute;
+            net += position.baseCurrencyMarketValue;
+            if (absolute > largest)
+                largest = absolute;
+        }
+        return { gross, net, largest };
+    };
+    const observe = (ep, context, previous, limitsView) => {
+        const { gross, net } = exposures(context);
+        const buyingPower = context.netAssetValue *
+            Math.min(policy.margin.buyingPowerMultiplier, policy.margin.initialMarginRate === 0 ? Infinity : 1 / policy.margin.initialMarginRate) -
+            gross;
+        const mask = buildActionMask({
+            context,
+            policy,
+            limits,
+            nextInstant: ep.stepper.instants[ep.cursor + 1],
+            grossExposure: gross,
+            buyingPower,
+            episodeOver: ep.finished || ep.terminated || ep.truncated,
+        });
+        ep.mask = mask;
+        return freezeDeep({
+            asOf: context.asOf,
+            index: context.index,
+            sequence: ep.sequence,
+            market: context.observations,
+            instruments: context.instruments,
+            portfolio: {
+                netAssetValue: context.netAssetValue,
+                cash: context.cash,
+                positions: context.positions,
+                grossExposure: gross,
+                netExposure: net,
+                buyingPower,
+                openOrders: ep.openOrders.map((order) => ({ ...order })),
+            },
+            limits: limitsView,
+            features: featuresAt(featureIndex, checked.features, context.instruments, context.asOf),
+            freshness: freshnessAt(context.observations, context.instruments, policy, context.asOf),
+            actionMask: mask,
+            previous,
+            provenance: {
+                runId: ep.runId,
+                engineRunId: ep.stepper.runId,
+                definitionHash,
+                seed: ep.seed,
+                executionPolicy: policy.label,
+                conventionsVersion: CONVENTIONS_VERSION,
+                adapters,
+            },
+        });
+    };
+    const reset = (options) => {
+        let seed = checked.seed ?? null;
+        if (options !== undefined) {
+            requireArgumentObject(FN, 'options', options);
+            const keys = Object.keys(options);
+            const unknown = keys.filter((key) => key !== 'seed');
+            if (unknown.length > 0) {
+                throw new InputError(`${FN}: reset() options has unknown field${unknown.length > 1 ? 's' : ''} ${unknown.map((k) => `'${k}'`).join(', ')} (allowed: seed).`, { code: ErrorCode.InputUnknownField, context: { function: FN, field: 'options' } });
+            }
+            if (keys.includes('seed')) {
+                const given = options.seed;
+                if (!(Number.isSafeInteger(given) && given >= 0)) {
+                    throw new InputError(`${FN}: reset() options.seed must be a non-negative safe integer. Received ${String(given)}.`, {
+                        code: typeof given === 'number' ? ErrorCode.InputOutOfRange : ErrorCode.InputWrongType,
+                        context: { function: FN, field: 'options.seed' },
+                    });
+                }
+                seed = given;
+            }
+        }
+        const seeded = { ...request };
+        delete seeded['seed'];
+        if (seed !== null)
+            seeded['seed'] = seed;
+        const stepper = createPortfolioStepper(seeded);
+        const maximumSteps = Math.min(checked.maximumSteps ?? stepper.instants.length, MAXIMUM_ENVIRONMENT_STEPS);
+        const runId = contentHash({ engine: stepper.runId, ...declared });
+        stepper.open(0);
+        stepper.close(0, []);
+        const context = stepper.context();
+        const ep = {
+            stepper,
+            runId,
+            seed,
+            maximumSteps,
+            sequence: 0,
+            cursor: 0,
+            openOrders: [],
+            seen: new Map(),
+            orderCount: 0,
+            traceHash: contentHash({ runId }),
+            terminated: false,
+            truncated: false,
+            reason: null,
+            finished: false,
+            observation: null,
+            mask: {},
+            monitorState: null,
+            peak: Math.max(0, context.netAssetValue),
+            previousNetAssetValue: null,
+            result: null,
+        };
+        const post = evaluatePostTrade({
+            valuation: stepper.valuation(),
+            limits,
+            policy,
+            previousState: null,
+            context,
+            grossExposure: exposures(context).gross,
+            runningPeak: ep.peak,
+            previousNetAssetValue: null,
+        });
+        ep.monitorState = post.state;
+        ep.previousNetAssetValue = context.netAssetValue;
+        if (!(context.netAssetValue > 0)) {
+            ep.terminated = true;
+            ep.reason = 'insolvent';
+        }
+        else if (post.view.breaches.length > 0 && (limits?.onBreach ?? 'terminate') === 'terminate') {
+            ep.terminated = true;
+            ep.reason = 'limit-breach';
+        }
+        else if (stepper.instants.length === 1) {
+            ep.truncated = true;
+            ep.reason = 'data-boundary';
+        }
+        ep.observation = observe(ep, context, null, post.view);
+        episode = ep;
+        return freezeDeep({
+            observation: ep.observation,
+            episode: {
+                runId,
+                engineRunId: stepper.runId,
+                definitionHash,
+                seed,
+                instantCount: stepper.instants.length,
+                maximumSteps,
+                window: {
+                    fromTimestampMs: checked.window?.fromTimestampMs ?? null,
+                    toTimestampMs: checked.window?.toTimestampMs ?? null,
+                },
+            },
+            identity: identityOf(ep),
+            terminated: ep.terminated,
+            truncated: ep.truncated,
+            reason: ep.reason,
+        });
+    };
+    const episodeOver = (ep) => freezeDeep({
+        observation: ep.observation,
+        fills: [],
+        rejections: [
+            {
+                step: ep.sequence,
+                orderId: null,
+                instrumentId: null,
+                code: ErrorCode.EnvironmentEpisodeOver,
+                detail: ep.finished
+                    ? 'finish() has been called — reset() starts a new episode.'
+                    : `the episode ended at step ${ep.sequence} (${ep.reason ?? 'terminal'}) — reset() starts a new one.`,
+                source: 'environment',
+            },
+        ],
+        liquidations: [],
+        events: [],
+        warnings: [],
+        reward: NO_REWARD,
+        terminated: ep.terminated,
+        truncated: ep.truncated,
+        reason: ep.reason,
+        identity: identityOf(ep),
+        diagnostics: {
+            acceptedCount: 0,
+            rejectedCount: 1,
+            cancelledCount: 0,
+            carriedCount: 0,
+            openOrderCount: ep.openOrders.length,
+            rationaleTruncated: false,
+        },
+    });
+    const step = (action) => {
+        const ep = requireEpisode('step');
+        requireArgumentObject(FN, 'action', action);
+        if (ep.finished || ep.terminated || ep.truncated)
+            return episodeOver(ep);
+        const stepNumber = ep.sequence + 1;
+        const rejections = [];
+        let violations = 0;
+        const reject = (code, detail, orderId = null, instrumentId = null) => {
+            rejections.push({
+                step: stepNumber,
+                orderId,
+                instrumentId,
+                code,
+                detail,
+                source: 'environment',
+            });
+        };
+        // ---- the action --------------------------------------------------------------------------------
+        const problem = actionProblem(action);
+        let canonical = { kind: 'hold' };
+        let rationaleTruncated = false;
+        if (problem !== null) {
+            reject(ErrorCode.EnvironmentActionInvalid, `${problem}; the step proceeds as hold.`);
+        }
+        else {
+            const rationale = boundedRationale(action.rationale);
+            rationaleTruncated = rationale.truncated;
+            if (action.kind === 'hold') {
+                canonical = {
+                    kind: 'hold',
+                    ...(rationale.text !== undefined ? { rationale: rationale.text } : {}),
+                };
+            }
+            else {
+                canonical = {
+                    kind: 'orders',
+                    orders: action.orders.map((order) => ({ ...order })),
+                    ...(action.cancel !== undefined ? { cancel: [...action.cancel] } : {}),
+                    ...(rationale.text !== undefined ? { rationale: rationale.text } : {}),
+                };
+            }
+        }
+        let cancelledCount = 0;
+        let acceptedCount = 0;
+        const current = ep.stepper.instants[ep.cursor];
+        const before = ep.stepper.context();
+        if (canonical.kind === 'orders') {
+            // cancellations first, so a replace never double-executes
+            for (const id of canonical.cancel ?? []) {
+                const at = ep.openOrders.findIndex((order) => order.orderId === id);
+                if (at < 0) {
+                    reject(ErrorCode.EnvironmentOrderInvalid, `no open order '${id}' to cancel.`, id);
+                    continue;
+                }
+                ep.openOrders.splice(at, 1);
+                ep.seen.set(id, { step: stepNumber, outcome: 'cancelled' });
+                cancelledCount += 1;
+            }
+            const book = createProjectionBook(before, baseCurrency);
+            for (const open of ep.openOrders)
+                projectOrder(book, undefined, open);
+            canonical.orders.forEach((order, i) => {
+                const orderId = order.orderId ?? `${ep.runId}:a${ep.orderCount + 1}`;
+                const earlier = ep.seen.get(orderId);
+                if (earlier !== undefined) {
+                    reject(ErrorCode.EnvironmentDuplicateOrder, `orders[${i}] repeats '${orderId}', submitted at step ${earlier.step} (${earlier.outcome}); a retry is not a second order.`, orderId, order.instrumentId ?? null);
+                    return;
+                }
+                if (typeof order.instrumentId === 'string' &&
+                    !(order.instrumentId in checked.instruments)) {
+                    reject(ErrorCode.EnvironmentUnknownInstrument, `orders[${i}] names '${order.instrumentId}', which is not an instrument of this environment.`, orderId, order.instrumentId);
+                    return;
+                }
+                const intent = {
+                    ...order,
+                    orderId,
+                    submittedTimestampMs: current,
+                };
+                if (!('timeInForce' in order))
+                    intent['timeInForce'] = policy.timeInForce.default;
+                try {
+                    requireOrderIntent(FN, `orders[${i}]`, intent);
+                }
+                catch (error) {
+                    reject(ErrorCode.EnvironmentOrderInvalid, error.message.replace(`${FN}: `, ''), orderId, typeof order.instrumentId === 'string' ? order.instrumentId : null);
+                    return;
+                }
+                const accepted = intent;
+                const entry = ep.mask[accepted.instrumentId];
+                const allowed = entry === undefined ? true : accepted.side === 'buy' ? entry.buy : entry.sell;
+                if (!allowed) {
+                    const reasons = entry.reasons[accepted.side];
+                    violations += 1;
+                    reject(ErrorCode.EnvironmentActionDisallowed, `orders[${i}]: a ${accepted.side} of ${accepted.instrumentId} is disallowed at this observation (${reasons.join(', ')}); the action mask said so.`, orderId, accepted.instrumentId);
+                    return;
+                }
+                const verdict = projectOrder(book, limits, accepted);
+                if (verdict !== null) {
+                    violations += 1;
+                    reject(ErrorCode.EnvironmentLimitBreach, `orders[${i}] ${verdict.detail} (a projection at the current marks; the post-trade monitor is the judge)`, orderId, accepted.instrumentId);
+                    return;
+                }
+                if (order.orderId === undefined)
+                    ep.orderCount += 1;
+                ep.seen.set(orderId, { step: stepNumber, outcome: 'accepted' });
+                ep.openOrders.push({
+                    orderId,
+                    instrumentId: accepted.instrumentId,
+                    side: accepted.side,
+                    quantity: accepted.quantity,
+                    type: accepted.type,
+                    ...(accepted.limitPrice !== undefined ? { limitPrice: accepted.limitPrice } : {}),
+                    ...(accepted.stopPrice !== undefined ? { stopPrice: accepted.stopPrice } : {}),
+                    timeInForce: accepted.timeInForce ?? policy.timeInForce.default,
+                    submittedStep: stepNumber,
+                    submittedTimestampMs: current,
+                    reason: 'submitted',
+                    attempts: 0,
+                });
+                acceptedCount += 1;
+            });
+        }
+        // ---- the next instant: every open order meets the market there -------------------------------
+        const next = ep.cursor + 1;
+        ep.stepper.open(next);
+        const intents = ep.openOrders.map((order) => ({
+            orderId: order.orderId,
+            instrumentId: order.instrumentId,
+            side: order.side,
+            quantity: order.quantity,
+            type: order.type,
+            ...(order.limitPrice !== undefined ? { limitPrice: order.limitPrice } : {}),
+            ...(order.stopPrice !== undefined ? { stopPrice: order.stopPrice } : {}),
+            timeInForce: order.timeInForce,
+            submittedTimestampMs: order.submittedTimestampMs,
+        }));
+        const frame = ep.stepper.close(next, intents);
+        const context = ep.stepper.context();
+        const valuation = ep.stepper.valuation();
+        // ---- reconcile the open orders with what the market did -----------------------------------------
+        const asOf = ep.stepper.instants[next];
+        const following = ep.stepper.instants[next + 1];
+        const sameSession = following !== undefined && dateOf(following) === dateOf(asOf);
+        let carriedCount = 0;
+        const stillOpen = [];
+        for (const order of ep.openOrders) {
+            const record = [...frame.orders].reverse().find((row) => row.orderId === order.orderId);
+            const attempts = order.attempts + 1;
+            if (record === undefined || record.outcome === 'filled') {
+                ep.seen.set(order.orderId, { step: stepNumber, outcome: 'filled' });
+                continue;
+            }
+            const reason = record.outcome === 'partial'
+                ? 'partial'
+                : record.reason !== null && CARRY_REASONS.has(record.reason)
+                    ? record.reason
+                    : null;
+            const remaining = record.outcome === 'partial' ? order.quantity - record.filledQuantity : order.quantity;
+            const carries = reason !== null && remaining > 0 && (order.timeInForce === 'gtc' || sameSession);
+            if (!carries) {
+                ep.seen.set(order.orderId, {
+                    step: stepNumber,
+                    outcome: record.outcome === 'partial' ? 'partial' : 'unfilled',
+                });
+                continue;
+            }
+            carriedCount += 1;
+            stillOpen.push({ ...order, quantity: remaining, reason, attempts });
+        }
+        ep.openOrders = stillOpen;
+        for (const row of frame.rejections) {
+            rejections.push({
+                step: stepNumber,
+                orderId: row.orderId,
+                instrumentId: row.instrumentId,
+                code: row.code,
+                detail: row.detail,
+                source: 'engine',
+            });
+        }
+        // ---- the limits, post-trade, through FC7's monitor ---------------------------------------------
+        const { gross, largest } = exposures(context);
+        const nav = context.netAssetValue;
+        const peakAfter = Math.max(ep.peak, nav);
+        const post = evaluatePostTrade({
+            valuation,
+            limits,
+            policy,
+            previousState: ep.monitorState,
+            context,
+            grossExposure: gross,
+            runningPeak: peakAfter,
+            previousNetAssetValue: ep.previousNetAssetValue,
+        });
+        ep.monitorState = post.state;
+        violations += post.view.breaches.length;
+        // ---- the reward, from the frame — never from the ledger ------------------------------------------
+        const navBefore = before.netAssetValue;
+        const benchmarkId = reward?.benchmark?.instrumentId;
+        const closeBefore = benchmarkId === undefined ? undefined : before.observations[benchmarkId]?.bar?.close;
+        const closeAfter = benchmarkId === undefined ? undefined : context.observations[benchmarkId]?.bar?.close;
+        const rewardFrame = {
+            step: stepNumber,
+            asOf,
+            netAssetValueBefore: navBefore,
+            netAssetValueAfter: nav,
+            stepReturn: navBefore > 0 ? (nav - navBefore) / navBefore : 0,
+            drawdownBefore: ep.peak > 0 ? 1 - navBefore / ep.peak : 0,
+            drawdownAfter: peakAfter > 0 ? 1 - nav / peakAfter : 0,
+            tradedNotional: frame.fills.reduce((sum, fill) => sum +
+                toBase(fillNotional(fill), fill.currency, baseCurrency, valuation.currencyConversions), 0),
+            costs: frame.fills.reduce((sum, fill) => sum + toBase(fillCosts(fill), fill.currency, baseCurrency, valuation.currencyConversions), 0),
+            grossExposure: gross,
+            largestPositionWeight: nav > 0 ? largest / nav : 0,
+            violations,
+            benchmarkReturn: closeBefore !== undefined && closeAfter !== undefined && closeBefore > 0
+                ? closeAfter / closeBefore - 1
+                : null,
+            fills: frame.fills,
+            positions: context.positions,
+        };
+        const stepReward = rewardBreakdown(reward, rewardFrame);
+        // ---- the flags, the trace, the observation -------------------------------------------------------
+        ep.sequence = stepNumber;
+        ep.cursor = next;
+        ep.peak = peakAfter;
+        ep.previousNetAssetValue = nav;
+        ep.traceHash = contentHash({ previous: ep.traceHash, step: stepNumber, action: canonical });
+        if (!(nav > 0)) {
+            ep.terminated = true;
+            ep.reason = 'insolvent';
+        }
+        else if (post.view.breaches.length > 0 && (limits?.onBreach ?? 'terminate') === 'terminate') {
+            ep.terminated = true;
+            ep.reason = 'limit-breach';
+        }
+        else if (next === ep.stepper.instants.length - 1) {
+            ep.truncated = true;
+            ep.reason = 'data-boundary';
+        }
+        else if (stepNumber >= ep.maximumSteps) {
+            ep.truncated = true;
+            ep.reason = 'maximum-steps';
+        }
+        const outcome = {
+            step: stepNumber,
+            action: canonical,
+            fills: frame.fills,
+            rejections,
+            liquidations: frame.liquidations,
+            events: frame.events,
+            warnings: frame.warnings,
+            reward: stepReward,
+        };
+        ep.observation = observe(ep, context, outcome, post.view);
+        return freezeDeep({
+            observation: ep.observation,
+            fills: frame.fills,
+            rejections,
+            liquidations: frame.liquidations,
+            events: frame.events,
+            warnings: frame.warnings,
+            reward: stepReward,
+            terminated: ep.terminated,
+            truncated: ep.truncated,
+            reason: ep.reason,
+            identity: identityOf(ep),
+            diagnostics: {
+                acceptedCount,
+                rejectedCount: rejections.length,
+                cancelledCount,
+                carriedCount,
+                openOrderCount: ep.openOrders.length,
+                rationaleTruncated,
+            },
+        });
+    };
+    const finish = () => {
+        const ep = requireEpisode('finish');
+        if (ep.result === null)
+            ep.result = ep.stepper.finish();
+        ep.finished = true;
+        return ep.result;
+    };
+    return Object.freeze({ definitionHash, instantCount, reset, step, finish });
+}
+//# sourceMappingURL=environment.js.map

package/modules/backtest/dist/environment/environment.js.map

@@ -0,0 +1 @@
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package/modules/backtest/dist/environment/episode.d.ts

@@ -0,0 +1,4 @@
+import type { EnvironmentEpisodeInput, EnvironmentEpisodeResult } from './types.js';
+export declare function requireEnvironmentEpisodeInput(functionName: string, label: string, value: unknown): EnvironmentEpisodeInput;
+export declare function runEnvironmentEpisode(input: EnvironmentEpisodeInput): EnvironmentEpisodeResult;
+//# sourceMappingURL=episode.d.ts.map