@insiderfinance/totalfinance 0.1.0

package/modules/backtest/dist/environment/types.d.ts.map

@@ -0,0 +1 @@
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package/modules/backtest/dist/environment/types.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=types.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/environment/types.ts"],"names":[],"mappings":""}

package/modules/backtest/dist/environment/validate.d.ts

@@ -0,0 +1,23 @@
+import type { EnvironmentAction, EnvironmentLimits, EnvironmentOrder, FeatureRecipes, RewardComposition, TradingEnvironmentDefinition } from './types.js';
+/** The most steps one episode may take (Decision 11). */
+export declare const MAXIMUM_ENVIRONMENT_STEPS = 100000;
+/** Bytes of `rationale` kept per action; longer text is truncated with a diagnostic, never refused. */
+export declare const RATIONALE_BYTE_LIMIT = 4096;
+/**
+ * The environment definition (Stage 7B.1): the stepper's request plus `maximumSteps`. A `strategy`
+ * member teaches which verb wants it — the environment's orders come from `step()`.
+ */
+export declare function requireTradingEnvironmentDefinition(functionName: string, label: string, value: unknown): TradingEnvironmentDefinition;
+/** FC7's `PolicyLimits` members plus the three environment-only ones (Decision 5). */
+export declare function requireEnvironmentLimits(functionName: string, label: string, value: unknown): EnvironmentLimits;
+/** The reward composition: finite weights, a benchmark with a weight and an instrument, an optional goal callback (Decision 7). */
+export declare function requireRewardComposition(functionName: string, label: string, value: unknown): RewardComposition;
+/** The feature recipes: positive integer lookbacks, a positive annualization, a boolean drawdown flag. */
+export declare function requireFeatureRecipes(functionName: string, label: string, value: unknown): FeatureRecipes;
+/** The structural problem with an action, or null — one sentence a rejection row can carry. */
+export declare function actionProblem(value: unknown): string | null;
+/** One environment order, validated through the execution grammar it extends. */
+export declare function requireEnvironmentOrder(functionName: string, label: string, value: unknown): EnvironmentOrder;
+/** An action, refused outright — for callers who want the teaching error rather than a rejection row. */
+export declare function requireEnvironmentAction(functionName: string, label: string, value: unknown): EnvironmentAction;
+//# sourceMappingURL=validate.d.ts.map

package/modules/backtest/dist/environment/validate.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"validate.d.ts","sourceRoot":"","sources":["../../src/environment/validate.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EACV,iBAAiB,EACjB,iBAAiB,EACjB,gBAAgB,EAChB,cAAc,EACd,iBAAiB,EACjB,4BAA4B,EAC7B,MAAM,YAAY,CAAC;AAEpB,yDAAyD;AACzD,eAAO,MAAM,yBAAyB,SAAU,CAAC;AACjD,uGAAuG;AACvG,eAAO,MAAM,oBAAoB,OAAQ,CAAC;AAoD1C;;;GAGG;AACH,wBAAgB,mCAAmC,CACjD,YAAY,EAAE,MAAM,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,EAAE,OAAO,GACb,4BAA4B,CAmE9B;AA6BD,sFAAsF;AACtF,wBAAgB,wBAAwB,CACtC,YAAY,EAAE,MAAM,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,EAAE,OAAO,GACb,iBAAiB,CA4DnB;AAED,mIAAmI;AACnI,wBAAgB,wBAAwB,CACtC,YAAY,EAAE,MAAM,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,EAAE,OAAO,GACb,iBAAiB,CAsCnB;AAED,0GAA0G;AAC1G,wBAAgB,qBAAqB,CACnC,YAAY,EAAE,MAAM,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,EAAE,OAAO,GACb,cAAc,CA+DhB;AAED,+FAA+F;AAC/F,wBAAgB,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,MAAM,GAAG,IAAI,CA4B3D;AAED,iFAAiF;AACjF,wBAAgB,uBAAuB,CACrC,YAAY,EAAE,MAAM,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,EAAE,OAAO,GACb,gBAAgB,CAQlB;AAED,yGAAyG;AACzG,wBAAgB,wBAAwB,CACtC,YAAY,EAAE,MAAM,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,EAAE,OAAO,GACb,iBAAiB,CAUnB"}

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

@@ -0,0 +1,264 @@
+import { ErrorCode, InputError, ensureKnownKeys, requireArgumentObject } from '../../../core/dist/index.js';
+import { hasOwn, requireOrderIntent } from '../execution/validate.js';
+import { requirePortfolioStepperRequest } from '../portfolio/validate.js';
+/** The most steps one episode may take (Decision 11). */
+export const MAXIMUM_ENVIRONMENT_STEPS = 100_000;
+/** Bytes of `rationale` kept per action; longer text is truncated with a diagnostic, never refused. */
+export const RATIONALE_BYTE_LIMIT = 4_096;
+const ORDER_KEYS = [
+    'orderId',
+    'instrumentId',
+    'side',
+    'quantity',
+    'type',
+    'limitPrice',
+    'stopPrice',
+    'timeInForce',
+];
+const HOLD_KEYS = ['kind', 'rationale'];
+const LIMIT_KEYS = [
+    'maximumPositionWeight',
+    'maximumGroupWeights',
+    'maximumGrossLeverage',
+    'maximumDrawdown',
+    'maximumDailyLoss',
+    'maximumDaysToLiquidate',
+    'minimumSettledCash',
+    'allowUndefinedRiskOptions',
+    'maximumPositionNotional',
+    'onBreach',
+];
+const REWARD_KEYS = [
+    'pnl',
+    'drawdown',
+    'turnover',
+    'cost',
+    'concentration',
+    'leverage',
+    'riskViolation',
+    'benchmark',
+    'goal',
+];
+const FEATURE_KEYS = ['lookbackReturns', 'realizedVolatility', 'drawdown'];
+const ON_BREACH = ['terminate', 'reject-and-continue'];
+const ORDERS_KEYS = ['kind', 'orders', 'cancel', 'rationale'];
+function refuse(functionName, field, message, code = ErrorCode.InputOutOfRange) {
+    throw new InputError(`${functionName}: ${field} ${message}`, {
+        code,
+        context: { function: functionName, field },
+    });
+}
+/**
+ * The environment definition (Stage 7B.1): the stepper's request plus `maximumSteps`. A `strategy`
+ * member teaches which verb wants it — the environment's orders come from `step()`.
+ */
+export function requireTradingEnvironmentDefinition(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    const definition = value;
+    if (hasOwn(definition, 'strategy'))
+        refuse(functionName, `${label}.strategy`, 'is not an environment field — the orders come from step(); portfolioBacktest is the verb that runs a strategy.', ErrorCode.InputUnknownField);
+    const rest = { ...definition };
+    if (hasOwn(definition, 'maximumSteps')) {
+        const steps = definition['maximumSteps'];
+        if (steps === null)
+            refuse(functionName, `${label}.maximumSteps`, 'must not be null — omit it for the instant count.', ErrorCode.InputWrongType);
+        if (!(Number.isSafeInteger(steps) && steps >= 1))
+            refuse(functionName, `${label}.maximumSteps`, `must be a positive safe integer. Received ${String(steps)}.`, typeof steps === 'number' ? ErrorCode.InputOutOfRange : ErrorCode.InputWrongType);
+        if (steps > MAXIMUM_ENVIRONMENT_STEPS)
+            refuse(functionName, `${label}.maximumSteps`, `is ${steps}, above the ${MAXIMUM_ENVIRONMENT_STEPS} one episode may take.`, ErrorCode.BacktestInputTooLarge);
+        delete rest['maximumSteps'];
+    }
+    for (const key of ['limits', 'reward', 'features']) {
+        if (!hasOwn(definition, key))
+            continue;
+        if (definition[key] === null)
+            refuse(functionName, `${label}.${key}`, 'must not be null — omit it instead.', ErrorCode.InputWrongType);
+        if (key === 'limits')
+            requireEnvironmentLimits(functionName, `${label}.limits`, definition[key]);
+        else if (key === 'reward')
+            requireRewardComposition(functionName, `${label}.reward`, definition[key]);
+        else
+            requireFeatureRecipes(functionName, `${label}.features`, definition[key]);
+        delete rest[key];
+    }
+    requirePortfolioStepperRequest(functionName, label, rest);
+    if (hasOwn(definition, 'reward')) {
+        const benchmark = definition['reward'].benchmark;
+        if (benchmark !== undefined &&
+            !(benchmark.instrumentId in definition['instruments']))
+            refuse(functionName, `${label}.reward.benchmark.instrumentId`, `names '${benchmark.instrumentId}', which is not an instrument of this environment.`, ErrorCode.InputOutOfRange);
+    }
+    return value;
+}
+function finiteField(functionName, label, value) {
+    if (value === null)
+        refuse(functionName, label, 'must not be null — omit it instead.', ErrorCode.InputWrongType);
+    if (typeof value !== 'number')
+        refuse(functionName, label, `must be a number. Received ${typeof value}.`, ErrorCode.InputWrongType);
+    if (!Number.isFinite(value))
+        refuse(functionName, label, 'must be finite.', ErrorCode.InputNotFinite);
+    return value;
+}
+function positiveInteger(functionName, label, value) {
+    const n = finiteField(functionName, label, value);
+    if (!(Number.isSafeInteger(n) && n >= 1))
+        refuse(functionName, label, `must be a positive safe integer. Received ${n}.`, ErrorCode.InputOutOfRange);
+    return n;
+}
+/** FC7's `PolicyLimits` members plus the three environment-only ones (Decision 5). */
+export function requireEnvironmentLimits(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    ensureKnownKeys(functionName, label, value, LIMIT_KEYS);
+    const limits = value;
+    for (const key of [
+        'maximumPositionWeight',
+        'maximumGrossLeverage',
+        'maximumDrawdown',
+        'maximumDailyLoss',
+        'maximumDaysToLiquidate',
+        'maximumPositionNotional',
+    ]) {
+        if (!hasOwn(limits, key))
+            continue;
+        const n = finiteField(functionName, `${label}.${key}`, limits[key]);
+        if (!(n > 0))
+            refuse(functionName, `${label}.${key}`, `must be > 0. Received ${n}.`);
+        if ((key === 'maximumPositionWeight' ||
+            key === 'maximumDrawdown' ||
+            key === 'maximumDailyLoss') &&
+            n > 1)
+            refuse(functionName, `${label}.${key}`, `is a decimal fraction of NAV, at most 1. Received ${n}.`);
+    }
+    if (hasOwn(limits, 'minimumSettledCash'))
+        finiteField(functionName, `${label}.minimumSettledCash`, limits['minimumSettledCash']);
+    if (hasOwn(limits, 'maximumGroupWeights')) {
+        const rows = limits['maximumGroupWeights'];
+        if (!Array.isArray(rows))
+            refuse(functionName, `${label}.maximumGroupWeights`, 'must be an array of group weight limits.', ErrorCode.InputWrongType);
+        rows.forEach((row, i) => requireArgumentObject(functionName, `${label}.maximumGroupWeights[${i}]`, row));
+    }
+    if (hasOwn(limits, 'allowUndefinedRiskOptions') &&
+        typeof limits['allowUndefinedRiskOptions'] !== 'boolean')
+        refuse(functionName, `${label}.allowUndefinedRiskOptions`, `must be a boolean. Received ${limits['allowUndefinedRiskOptions'] === null ? 'null' : typeof limits['allowUndefinedRiskOptions']}.`, ErrorCode.InputWrongType);
+    if (hasOwn(limits, 'onBreach') && !ON_BREACH.includes(limits['onBreach']))
+        refuse(functionName, `${label}.onBreach`, `must be one of ${ON_BREACH.map((v) => `'${v}'`).join(', ')}. Received ${JSON.stringify(limits['onBreach'])}.`, ErrorCode.InputInvalidEnum);
+    return value;
+}
+/** The reward composition: finite weights, a benchmark with a weight and an instrument, an optional goal callback (Decision 7). */
+export function requireRewardComposition(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    ensureKnownKeys(functionName, label, value, REWARD_KEYS);
+    const reward = value;
+    for (const key of [
+        'pnl',
+        'drawdown',
+        'turnover',
+        'cost',
+        'concentration',
+        'leverage',
+        'riskViolation',
+    ])
+        if (hasOwn(reward, key))
+            finiteField(functionName, `${label}.${key}`, reward[key]);
+    if (hasOwn(reward, 'benchmark')) {
+        requireArgumentObject(functionName, `${label}.benchmark`, reward['benchmark']);
+        ensureKnownKeys(functionName, `${label}.benchmark`, reward['benchmark'], [
+            'weight',
+            'instrumentId',
+        ]);
+        const benchmark = reward['benchmark'];
+        finiteField(functionName, `${label}.benchmark.weight`, benchmark['weight']);
+        if (typeof benchmark['instrumentId'] !== 'string' || benchmark['instrumentId'].length === 0)
+            refuse(functionName, `${label}.benchmark.instrumentId`, 'must name an instrument.', ErrorCode.InputWrongType);
+    }
+    if (hasOwn(reward, 'goal') && typeof reward['goal'] !== 'function')
+        refuse(functionName, `${label}.goal`, 'must be a function of the reward frame.', ErrorCode.InputWrongType);
+    return value;
+}
+/** The feature recipes: positive integer lookbacks, a positive annualization, a boolean drawdown flag. */
+export function requireFeatureRecipes(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    ensureKnownKeys(functionName, label, value, FEATURE_KEYS);
+    const recipes = value;
+    const lookbacks = (field, rows) => {
+        if (!Array.isArray(rows))
+            refuse(functionName, field, 'must be an array of lookbacks in bars.', ErrorCode.InputWrongType);
+        if (rows.length === 0)
+            refuse(functionName, field, 'must name at least one lookback.');
+        rows.forEach((row, i) => {
+            const n = positiveInteger(functionName, `${field}[${i}]`, row);
+            if (n > MAXIMUM_ENVIRONMENT_STEPS)
+                refuse(functionName, `${field}[${i}]`, `is ${n} bars, above the ${MAXIMUM_ENVIRONMENT_STEPS} an episode may hold.`, ErrorCode.BacktestInputTooLarge);
+        });
+    };
+    if (hasOwn(recipes, 'lookbackReturns'))
+        lookbacks(`${label}.lookbackReturns`, recipes['lookbackReturns']);
+    if (hasOwn(recipes, 'realizedVolatility')) {
+        requireArgumentObject(functionName, `${label}.realizedVolatility`, recipes['realizedVolatility']);
+        ensureKnownKeys(functionName, `${label}.realizedVolatility`, recipes['realizedVolatility'], ['lookbacks', 'annualization']);
+        const rv = recipes['realizedVolatility'];
+        lookbacks(`${label}.realizedVolatility.lookbacks`, rv['lookbacks']);
+        if (!hasOwn(rv, 'annualization') || rv['annualization'] === undefined) {
+            refuse(functionName, `${label}.realizedVolatility.annualization`, 'is required — the bars per year that scales the per-bar σ: 252 for daily bars, 52 weekly, 12 monthly, or 1 for the per-bar σ. The environment never assumes the bar frequency.', ErrorCode.InputMissingField);
+        }
+        const a = finiteField(functionName, `${label}.realizedVolatility.annualization`, rv['annualization']);
+        if (!(a > 0))
+            refuse(functionName, `${label}.realizedVolatility.annualization`, `must be > 0. Received ${a}.`);
+    }
+    if (hasOwn(recipes, 'drawdown') && typeof recipes['drawdown'] !== 'boolean')
+        refuse(functionName, `${label}.drawdown`, 'must be a boolean.', ErrorCode.InputWrongType);
+    return value;
+}
+/** The structural problem with an action, or null — one sentence a rejection row can carry. */
+export function actionProblem(value) {
+    if (value === null || typeof value !== 'object' || Array.isArray(value))
+        return `an action is an object of named fields, received ${value === null ? 'null' : Array.isArray(value) ? 'an array' : typeof value}`;
+    const action = value;
+    const kind = action['kind'];
+    if (kind !== 'hold' && kind !== 'orders')
+        return `kind must be 'hold' or 'orders', received ${JSON.stringify(kind)}`;
+    const allowed = kind === 'hold' ? HOLD_KEYS : ORDERS_KEYS;
+    const unknown = Object.keys(action).filter((key) => !allowed.includes(key));
+    if (unknown.length > 0)
+        return `unknown field${unknown.length > 1 ? 's' : ''} ${unknown.map((k) => `'${k}'`).join(', ')} on a '${kind}' action (allowed: ${allowed.join(', ')})`;
+    if (hasOwn(action, 'rationale') && typeof action['rationale'] !== 'string')
+        return `rationale must be a string, received ${typeof action['rationale']}`;
+    if (kind === 'orders') {
+        if (!Array.isArray(action['orders']))
+            return 'orders must be an array of orders';
+        const bad = action['orders'].findIndex((order) => order === null || typeof order !== 'object' || Array.isArray(order));
+        if (bad >= 0)
+            return `orders[${bad}] must be an object of named fields`;
+        if (hasOwn(action, 'cancel')) {
+            if (!Array.isArray(action['cancel']))
+                return 'cancel must be an array of order ids';
+            const badId = action['cancel'].findIndex((id) => typeof id !== 'string' || id.length === 0);
+            if (badId >= 0)
+                return `cancel[${badId}] must be a non-empty order id`;
+        }
+    }
+    return null;
+}
+/** One environment order, validated through the execution grammar it extends. */
+export function requireEnvironmentOrder(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    ensureKnownKeys(functionName, label, value, ORDER_KEYS);
+    const order = value;
+    const intent = { ...order, submittedTimestampMs: 0 };
+    if (!hasOwn(order, 'orderId'))
+        intent['orderId'] = 'pending';
+    requireOrderIntent(functionName, label, intent);
+    return value;
+}
+/** An action, refused outright — for callers who want the teaching error rather than a rejection row. */
+export function requireEnvironmentAction(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    const problem = actionProblem(value);
+    if (problem !== null)
+        refuse(functionName, label, `— ${problem}.`, ErrorCode.InputWrongShape);
+    const action = value;
+    if (action['kind'] === 'orders')
+        action['orders'].forEach((order, i) => requireEnvironmentOrder(functionName, `${label}.orders[${i}]`, order));
+    return value;
+}
+//# sourceMappingURL=validate.js.map

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

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package/modules/backtest/dist/event-driven.d.ts

@@ -0,0 +1,111 @@
+/**
+ * Event-driven execution backtest engine (spec §16.2).
+ *
+ * A chronological event loop over multi-symbol bars. A `strategy(context)` registers per-symbol bar
+ * handlers and streaming indicators; on each bar the engine fills the previous bar's orders, updates
+ * indicators, then runs the handler — which may submit new orders that fill on the *next* bar. This
+ * one-bar lag is the no-look-ahead contract: a strategy never trades on a price it has already seen.
+ *
+ *   backtest.eventDriven({ data, broker: brokers.simulated({ cash: 1e5 }), strategy(context) {
+ *     const fast = context.indicator('AAPL', technicalAnalysis.sma.stream({ period: 20 }), 'close');
+ *     const slow = context.indicator('AAPL', technicalAnalysis.sma.stream({ period: 50 }), 'close');
+ *     context.onBar('AAPL', () => {
+ *       if (crossOver(fast, slow)) context.buy('AAPL', { percent: 1 });
+ *       if (crossUnder(fast, slow)) context.close('AAPL');
+ *     });
+ *   }});
+ */
+import { type SymbolId, type OrderType, type TimeInForce } from '../../core/dist/index.js';
+import { type BrokerConfig, type CorporateAction, type OptionContractSpecification, SimulatedBroker } from './broker.js';
+import { type Bar, type BacktestResult, type Position } from './types.js';
+/** A minimal streaming indicator (structurally compatible with `@insiderfinance/totalfinance/technical-analysis` streams). */
+export interface Indicator<In, Out> {
+    next(input: In): Out | null;
+}
+/** A live indicator value the engine refreshes each bar, exposing the current and previous reading. */
+export interface IndicatorHandle<Out> {
+    value: Out | null;
+    previous: Out | null;
+}
+/** Field of a bar to feed an indicator, or a custom extractor. */
+export type BarField = 'open' | 'high' | 'low' | 'close' | 'volume';
+/** Sizing + order parameters for `context.buy` / `context.sell`. */
+export interface TradeOptions {
+    /** Incremental share quantity. */
+    quantity?: number;
+    /** Target allocation as a fraction of equity (a *target*, e.g. `1` = 100% long for `buy`). */
+    percent?: number;
+    /** Incremental notional value (shares = value / price). */
+    value?: number;
+    type?: OrderType;
+    limitPrice?: number;
+    stopPrice?: number;
+    timeInForce?: TimeInForce;
+    takeProfit?: number;
+    stopLoss?: number;
+}
+/** The strategy's view of the world on the current bar. */
+export interface StrategyContext {
+    /** The bar currently being handled. */
+    readonly bar: Bar;
+    /**
+     * Register a handler that runs on every bar of `symbol`. Throws if `symbol` already has a handler —
+     * one handler per symbol, so behaviour never silently depends on registration order (WS2.8).
+     */
+    onBar(symbol: SymbolId, handler: () => void): void;
+    /**
+     * Register a portfolio-level handler that fires ONCE per timestamp, after every symbol's bar handler
+     * for that timestamp has run — the right hook for cross-sectional logic (ranking, rebalancing) that
+     * must not depend on the input bar order (WS2.8).
+     */
+    onBars(handler: () => void): void;
+    /** Bind a streaming indicator to a symbol; returns a handle refreshed before each handler call. */
+    indicator<In, Out>(symbol: SymbolId, stream: Indicator<In, Out>, field: BarField | ((bar: Bar) => In)): IndicatorHandle<Out>;
+    /** Buy (target long via `percent`, or add via `quantity`/`value`). Returns the order id. */
+    buy(symbol: SymbolId, options?: TradeOptions): string;
+    /** Sell / short. Returns the order id. */
+    sell(symbol: SymbolId, options?: TradeOptions): string;
+    /** Flatten the position in `symbol` with a market order. */
+    close(symbol: SymbolId): void;
+    /** Cancel a working order. */
+    cancel(id: string): void;
+    /** Current position in `symbol`. */
+    position(symbol: SymbolId): Position;
+    /** Register an option symbol (underlying/type/strike/expiry) so it's marked and settled at expiry. */
+    registerOption(symbol: SymbolId, specification: OptionContractSpecification): void;
+    /**
+     * Manually exercise `quantity` contracts of a LONG American option early (WS7.4). Requires the
+     * broker's `assignment: 'model'` policy; settles at the current underlier mark.
+     */
+    exercise(symbol: SymbolId, quantity: number): void;
+    /** Current cash. */
+    readonly cash: number;
+    /** Current portfolio equity (cash + marked positions). */
+    readonly equity: number;
+}
+export interface EventDrivenOptions {
+    /** Bars for all symbols (each symbol ascending; the engine sorts the merged stream by `ts`). */
+    data: Bar[];
+    /** A configured broker, or a config to construct one. */
+    broker: SimulatedBroker | BrokerConfig;
+    /** The strategy: registers handlers + indicators against the context. */
+    strategy: (context: StrategyContext) => void;
+    /** Corporate actions keyed `"<symbol>@<ts>"`. */
+    corporateActions?: Map<string, CorporateAction>;
+    /** Bars per year for annualized metrics (default 252). */
+    periodsPerYear?: number;
+    /** Annualized risk-free rate (default 0). */
+    riskFreeRate?: number;
+    /**
+     * Whether the symbol universe is `point-in-time` (delisted names included) or `current`
+     * (survivorship-biased). Recorded in diagnostics; default `point-in-time`.
+     */
+    universe?: 'point-in-time' | 'current';
+}
+/** True when series `a` crosses from at-or-below `b` to above it on the latest bar. */
+export declare function crossOver(first: IndicatorHandle<number>, second: IndicatorHandle<number>): boolean;
+/** True when series `a` crosses from at-or-above `b` to below it on the latest bar. */
+export declare function crossUnder(first: IndicatorHandle<number>, second: IndicatorHandle<number>): boolean;
+/** Run an event-driven backtest. */
+export declare function eventDriven(options: EventDrivenOptions): BacktestResult;
+//# sourceMappingURL=event-driven.d.ts.map

package/modules/backtest/dist/event-driven.d.ts.map

@@ -0,0 +1 @@
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