@insiderfinance/totalfinance 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
- package/modules/calendars/dist/crypto.d.ts.map +1 -0
- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
- package/modules/calendars/dist/expirations.d.ts.map +1 -0
- package/modules/calendars/dist/expirations.js +158 -0
- package/modules/calendars/dist/expirations.js.map +1 -0
- package/modules/calendars/dist/index.d.ts +16 -0
- package/modules/calendars/dist/index.d.ts.map +1 -0
- package/modules/calendars/dist/index.js +13 -0
- package/modules/calendars/dist/index.js.map +1 -0
- package/modules/calendars/dist/nyse.d.ts +11 -0
- package/modules/calendars/dist/nyse.d.ts.map +1 -0
- package/modules/calendars/dist/nyse.js +12 -0
- package/modules/calendars/dist/nyse.js.map +1 -0
- package/modules/calendars/dist/trading-calendar.d.ts +32 -0
- package/modules/calendars/dist/trading-calendar.d.ts.map +1 -0
- package/modules/calendars/dist/trading-calendar.js +67 -0
- package/modules/calendars/dist/trading-calendar.js.map +1 -0
- package/modules/calendars/dist/us-market.d.ts +29 -0
- package/modules/calendars/dist/us-market.d.ts.map +1 -0
- package/modules/calendars/dist/us-market.js +72 -0
- package/modules/calendars/dist/us-market.js.map +1 -0
- package/modules/calendars/etc/calendars.api.md +22 -0
- package/modules/calendars/src/cboe.ts +17 -0
- package/modules/calendars/src/crypto.ts +17 -0
- package/modules/calendars/src/expirations.ts +200 -0
- package/modules/calendars/src/index.ts +23 -0
- package/modules/calendars/src/nyse.ts +13 -0
- package/modules/calendars/src/trading-calendar.ts +85 -0
- package/modules/calendars/src/us-market.ts +86 -0
- package/modules/cli/dist/bin.d.ts +9 -0
- package/modules/cli/dist/bin.d.ts.map +1 -0
- package/modules/cli/dist/bin.js +458 -0
- package/modules/cli/dist/bin.js.map +1 -0
- package/modules/cli/dist/commands.d.ts +7 -0
- package/modules/cli/dist/commands.d.ts.map +1 -0
- package/modules/cli/dist/commands.js +17 -0
- package/modules/cli/dist/commands.js.map +1 -0
- package/modules/cli/dist/exit-codes.d.ts +20 -0
- package/modules/cli/dist/exit-codes.d.ts.map +1 -0
- package/modules/cli/dist/exit-codes.js +19 -0
- package/modules/cli/dist/exit-codes.js.map +1 -0
- package/modules/cli/dist/index.d.ts +13 -0
- package/modules/cli/dist/index.d.ts.map +1 -0
- package/modules/cli/dist/index.js +10 -0
- package/modules/cli/dist/index.js.map +1 -0
- package/modules/cli/etc/cli.api.md +25 -0
- package/modules/cli/src/bin.ts +530 -0
- package/modules/cli/src/commands.ts +19 -0
- package/modules/cli/src/exit-codes.ts +21 -0
- package/modules/cli/src/index.ts +29 -0
- package/modules/commodities/dist/forwards.d.ts +274 -0
- package/modules/commodities/dist/forwards.d.ts.map +1 -0
- package/modules/commodities/dist/forwards.js +359 -0
- package/modules/commodities/dist/forwards.js.map +1 -0
- package/modules/commodities/dist/index.d.ts +10 -0
- package/modules/commodities/dist/index.d.ts.map +1 -0
- package/modules/commodities/dist/index.js +10 -0
- package/modules/commodities/dist/index.js.map +1 -0
- package/modules/commodities/dist/internal.d.ts +6 -0
- package/modules/commodities/dist/internal.d.ts.map +1 -0
- package/modules/commodities/dist/internal.js +6 -0
- package/modules/commodities/dist/internal.js.map +1 -0
- package/modules/commodities/dist/term-structure.d.ts +327 -0
- package/modules/commodities/dist/term-structure.d.ts.map +1 -0
- package/modules/commodities/dist/term-structure.js +416 -0
- package/modules/commodities/dist/term-structure.js.map +1 -0
- package/modules/commodities/etc/commodities.api.md +53 -0
- package/modules/commodities/src/forwards.ts +791 -0
- package/modules/commodities/src/index.ts +10 -0
- package/modules/commodities/src/internal.ts +6 -0
- package/modules/commodities/src/term-structure.ts +828 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts.map +1 -0
- package/modules/core/dist/artifacts/analysis-artifact.js +356 -0
- package/modules/core/dist/artifacts/analysis-artifact.js.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts +125 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.js +444 -0
- package/modules/core/dist/artifacts/calculation-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts +58 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.js +250 -0
- package/modules/core/dist/artifacts/canonical-scan.js.map +1 -0
- package/modules/core/dist/artifacts/comparison.d.ts +179 -0
- package/modules/core/dist/artifacts/comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/comparison.js +383 -0
- package/modules/core/dist/artifacts/comparison.js.map +1 -0
- package/modules/core/dist/artifacts/content-hash.d.ts +38 -0
- package/modules/core/dist/artifacts/content-hash.d.ts.map +1 -0
- package/modules/core/dist/artifacts/content-hash.js +170 -0
- package/modules/core/dist/artifacts/content-hash.js.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts +8 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.js +16 -0
- package/modules/core/dist/artifacts/deep-freeze.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts +123 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js +281 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts +73 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js +254 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js.map +1 -0
- package/modules/core/dist/artifacts/index.d.ts +52 -0
- package/modules/core/dist/artifacts/index.d.ts.map +1 -0
- package/modules/core/dist/artifacts/index.js +47 -0
- package/modules/core/dist/artifacts/index.js.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts +189 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.js +517 -0
- package/modules/core/dist/artifacts/market-snapshot.js.map +1 -0
- package/modules/core/dist/artifacts/migration.d.ts +60 -0
- package/modules/core/dist/artifacts/migration.d.ts.map +1 -0
- package/modules/core/dist/artifacts/migration.js +106 -0
- package/modules/core/dist/artifacts/migration.js.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts +12 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.js +53 -0
- package/modules/core/dist/artifacts/numeric-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts +97 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.js +249 -0
- package/modules/core/dist/artifacts/scenario-set.js.map +1 -0
- package/modules/core/dist/artifacts/table-handle.d.ts +96 -0
- package/modules/core/dist/artifacts/table-handle.d.ts.map +1 -0
- package/modules/core/dist/artifacts/table-handle.js +253 -0
- package/modules/core/dist/artifacts/table-handle.js.map +1 -0
- package/modules/core/dist/assumptions.d.ts +52 -0
- package/modules/core/dist/assumptions.d.ts.map +1 -0
- package/modules/core/dist/assumptions.js +13 -0
- package/modules/core/dist/assumptions.js.map +1 -0
- package/modules/core/dist/calendar.d.ts +98 -0
- package/modules/core/dist/calendar.d.ts.map +1 -0
- package/modules/core/dist/calendar.js +301 -0
- package/modules/core/dist/calendar.js.map +1 -0
- package/modules/core/dist/canonical-json.d.ts +63 -0
- package/modules/core/dist/canonical-json.d.ts.map +1 -0
- package/modules/core/dist/canonical-json.js +241 -0
- package/modules/core/dist/canonical-json.js.map +1 -0
- package/modules/core/dist/computed.d.ts +31 -0
- package/modules/core/dist/computed.d.ts.map +1 -0
- package/modules/core/dist/computed.js +40 -0
- package/modules/core/dist/computed.js.map +1 -0
- package/modules/core/dist/contracts.d.ts +59 -0
- package/modules/core/dist/contracts.d.ts.map +1 -0
- package/modules/core/dist/contracts.js +9 -0
- package/modules/core/dist/contracts.js.map +1 -0
- package/modules/core/dist/dates.d.ts +31 -0
- package/modules/core/dist/dates.d.ts.map +1 -0
- package/modules/core/dist/dates.js +126 -0
- package/modules/core/dist/dates.js.map +1 -0
- package/modules/core/dist/diagnostics.d.ts +278 -0
- package/modules/core/dist/diagnostics.d.ts.map +1 -0
- package/modules/core/dist/diagnostics.js +287 -0
- package/modules/core/dist/diagnostics.js.map +1 -0
- package/modules/core/dist/errors.d.ts +324 -0
- package/modules/core/dist/errors.d.ts.map +1 -0
- package/modules/core/dist/errors.js +363 -0
- package/modules/core/dist/errors.js.map +1 -0
- package/modules/core/dist/facade.d.ts +97 -0
- package/modules/core/dist/facade.d.ts.map +1 -0
- package/modules/core/dist/facade.js +354 -0
- package/modules/core/dist/facade.js.map +1 -0
- package/modules/core/dist/index.d.ts +45 -0
- package/modules/core/dist/index.d.ts.map +1 -0
- package/modules/core/dist/index.js +23 -0
- package/modules/core/dist/index.js.map +1 -0
- package/modules/core/dist/invariants.d.ts +112 -0
- package/modules/core/dist/invariants.d.ts.map +1 -0
- package/modules/core/dist/invariants.js +240 -0
- package/modules/core/dist/invariants.js.map +1 -0
- package/modules/core/dist/market-data.d.ts +219 -0
- package/modules/core/dist/market-data.d.ts.map +1 -0
- package/modules/core/dist/market-data.js +183 -0
- package/modules/core/dist/market-data.js.map +1 -0
- package/modules/core/dist/numeric.d.ts +46 -0
- package/modules/core/dist/numeric.d.ts.map +1 -0
- package/modules/core/dist/numeric.js +145 -0
- package/modules/core/dist/numeric.js.map +1 -0
- package/modules/core/dist/orders.d.ts +28 -0
- package/modules/core/dist/orders.d.ts.map +1 -0
- package/modules/core/dist/orders.js +49 -0
- package/modules/core/dist/orders.js.map +1 -0
- package/modules/core/dist/pricing.d.ts +418 -0
- package/modules/core/dist/pricing.d.ts.map +1 -0
- package/modules/core/dist/pricing.js +987 -0
- package/modules/core/dist/pricing.js.map +1 -0
- package/modules/core/dist/provenance.d.ts +25 -0
- package/modules/core/dist/provenance.d.ts.map +1 -0
- package/modules/core/dist/provenance.js +75 -0
- package/modules/core/dist/provenance.js.map +1 -0
- package/modules/core/dist/schema/index.d.ts +14 -0
- package/modules/core/dist/schema/index.d.ts.map +1 -0
- package/modules/core/dist/schema/index.js +12 -0
- package/modules/core/dist/schema/index.js.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts +21 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.js +114 -0
- package/modules/core/dist/schema/json-schema-guard.js.map +1 -0
- package/modules/core/dist/schema/json-schema.d.ts +33 -0
- package/modules/core/dist/schema/json-schema.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema.js +3 -0
- package/modules/core/dist/schema/json-schema.js.map +1 -0
- package/modules/core/dist/schema/payloads.d.ts +429 -0
- package/modules/core/dist/schema/payloads.d.ts.map +1 -0
- package/modules/core/dist/schema/payloads.js +323 -0
- package/modules/core/dist/schema/payloads.js.map +1 -0
- package/modules/core/dist/schema/schema.d.ts +282 -0
- package/modules/core/dist/schema/schema.d.ts.map +1 -0
- package/modules/core/dist/schema/schema.js +780 -0
- package/modules/core/dist/schema/schema.js.map +1 -0
- package/modules/core/dist/schema/standard.d.ts +32 -0
- package/modules/core/dist/schema/standard.d.ts.map +1 -0
- package/modules/core/dist/schema/standard.js +8 -0
- package/modules/core/dist/schema/standard.js.map +1 -0
- package/modules/core/dist/symbology.d.ts +30 -0
- package/modules/core/dist/symbology.d.ts.map +1 -0
- package/modules/core/dist/symbology.js +126 -0
- package/modules/core/dist/symbology.js.map +1 -0
- package/modules/core/dist/time.d.ts +122 -0
- package/modules/core/dist/time.d.ts.map +1 -0
- package/modules/core/dist/time.js +349 -0
- package/modules/core/dist/time.js.map +1 -0
- package/modules/core/dist/validation-codes.d.ts +24 -0
- package/modules/core/dist/validation-codes.d.ts.map +1 -0
- package/modules/core/dist/validation-codes.js +24 -0
- package/modules/core/dist/validation-codes.js.map +1 -0
- package/modules/core/dist/validation.d.ts +117 -0
- package/modules/core/dist/validation.d.ts.map +1 -0
- package/modules/core/dist/validation.js +415 -0
- package/modules/core/dist/validation.js.map +1 -0
- package/modules/core/etc/core.api.md +157 -0
- package/modules/core/src/artifacts/analysis-artifact.ts +515 -0
- package/modules/core/src/artifacts/calculation-comparison.ts +641 -0
- package/modules/core/src/artifacts/canonical-scan.ts +358 -0
- package/modules/core/src/artifacts/comparison.ts +586 -0
- package/modules/core/src/artifacts/content-hash.ts +183 -0
- package/modules/core/src/artifacts/deep-freeze.ts +15 -0
- package/modules/core/src/artifacts/fitted-model-kit.ts +402 -0
- package/modules/core/src/artifacts/fitted-model-summary.ts +478 -0
- package/modules/core/src/artifacts/index.ts +155 -0
- package/modules/core/src/artifacts/market-snapshot.ts +787 -0
- package/modules/core/src/artifacts/migration.ts +195 -0
- package/modules/core/src/artifacts/numeric-comparison.ts +71 -0
- package/modules/core/src/artifacts/scenario-set.ts +383 -0
- package/modules/core/src/artifacts/table-handle.ts +329 -0
- package/modules/core/src/assumptions.ts +62 -0
- package/modules/core/src/calendar.ts +407 -0
- package/modules/core/src/canonical-json.ts +289 -0
- package/modules/core/src/computed.ts +55 -0
- package/modules/core/src/contracts.ts +63 -0
- package/modules/core/src/dates.ts +163 -0
- package/modules/core/src/diagnostics.ts +397 -0
- package/modules/core/src/errors.ts +404 -0
- package/modules/core/src/facade.ts +436 -0
- package/modules/core/src/index.ts +185 -0
- package/modules/core/src/invariants.ts +339 -0
- package/modules/core/src/market-data.ts +481 -0
- package/modules/core/src/numeric.ts +205 -0
- package/modules/core/src/orders.ts +71 -0
- package/modules/core/src/pricing.ts +1647 -0
- package/modules/core/src/provenance.ts +121 -0
- package/modules/core/src/schema/index.ts +61 -0
- package/modules/core/src/schema/json-schema-guard.ts +172 -0
- package/modules/core/src/schema/json-schema.ts +52 -0
- package/modules/core/src/schema/payloads.ts +364 -0
- package/modules/core/src/schema/schema.ts +986 -0
- package/modules/core/src/schema/standard.ts +40 -0
- package/modules/core/src/symbology.ts +170 -0
- package/modules/core/src/time.ts +458 -0
- package/modules/core/src/validation-codes.ts +23 -0
- package/modules/core/src/validation.ts +607 -0
- package/modules/crypto/dist/carry.d.ts +176 -0
- package/modules/crypto/dist/carry.d.ts.map +1 -0
- package/modules/crypto/dist/carry.js +349 -0
- package/modules/crypto/dist/carry.js.map +1 -0
- package/modules/crypto/dist/curve.d.ts +69 -0
- package/modules/crypto/dist/curve.d.ts.map +1 -0
- package/modules/crypto/dist/curve.js +180 -0
- package/modules/crypto/dist/curve.js.map +1 -0
- package/modules/crypto/dist/index.d.ts +20 -0
- package/modules/crypto/dist/index.d.ts.map +1 -0
- package/modules/crypto/dist/index.js +16 -0
- package/modules/crypto/dist/index.js.map +1 -0
- package/modules/crypto/dist/inverse.d.ts +61 -0
- package/modules/crypto/dist/inverse.d.ts.map +1 -0
- package/modules/crypto/dist/inverse.js +89 -0
- package/modules/crypto/dist/inverse.js.map +1 -0
- package/modules/crypto/dist/liquidation.d.ts +67 -0
- package/modules/crypto/dist/liquidation.d.ts.map +1 -0
- package/modules/crypto/dist/liquidation.js +103 -0
- package/modules/crypto/dist/liquidation.js.map +1 -0
- package/modules/crypto/etc/crypto.api.md +45 -0
- package/modules/crypto/src/carry.ts +656 -0
- package/modules/crypto/src/curve.ts +273 -0
- package/modules/crypto/src/index.ts +62 -0
- package/modules/crypto/src/inverse.ts +172 -0
- package/modules/crypto/src/liquidation.ts +174 -0
- package/modules/fixed-income/dist/artifacts.d.ts +24 -0
- package/modules/fixed-income/dist/artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/artifacts.js +21 -0
- package/modules/fixed-income/dist/artifacts.js.map +1 -0
- package/modules/fixed-income/dist/bonds.d.ts +298 -0
- package/modules/fixed-income/dist/bonds.d.ts.map +1 -0
- package/modules/fixed-income/dist/bonds.js +951 -0
- package/modules/fixed-income/dist/bonds.js.map +1 -0
- package/modules/fixed-income/dist/conventions.d.ts +77 -0
- package/modules/fixed-income/dist/conventions.d.ts.map +1 -0
- package/modules/fixed-income/dist/conventions.js +266 -0
- package/modules/fixed-income/dist/conventions.js.map +1 -0
- package/modules/fixed-income/dist/convertible.d.ts +76 -0
- package/modules/fixed-income/dist/convertible.d.ts.map +1 -0
- package/modules/fixed-income/dist/convertible.js +182 -0
- package/modules/fixed-income/dist/convertible.js.map +1 -0
- package/modules/fixed-income/dist/credit.d.ts +227 -0
- package/modules/fixed-income/dist/credit.d.ts.map +1 -0
- package/modules/fixed-income/dist/credit.js +653 -0
- package/modules/fixed-income/dist/credit.js.map +1 -0
- package/modules/fixed-income/dist/cross-currency.d.ts +82 -0
- package/modules/fixed-income/dist/cross-currency.d.ts.map +1 -0
- package/modules/fixed-income/dist/cross-currency.js +93 -0
- package/modules/fixed-income/dist/cross-currency.js.map +1 -0
- package/modules/fixed-income/dist/curve-data.d.ts +70 -0
- package/modules/fixed-income/dist/curve-data.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-data.js +254 -0
- package/modules/fixed-income/dist/curve-data.js.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts +57 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.js +131 -0
- package/modules/fixed-income/dist/curve-mappers.js.map +1 -0
- package/modules/fixed-income/dist/curve-state.d.ts +47 -0
- package/modules/fixed-income/dist/curve-state.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-state.js +33 -0
- package/modules/fixed-income/dist/curve-state.js.map +1 -0
- package/modules/fixed-income/dist/curves.d.ts +198 -0
- package/modules/fixed-income/dist/curves.d.ts.map +1 -0
- package/modules/fixed-income/dist/curves.js +803 -0
- package/modules/fixed-income/dist/curves.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts +277 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js +839 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts +170 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.js +461 -0
- package/modules/fixed-income/dist/fitted-model-families.js.map +1 -0
- package/modules/fixed-income/dist/futures.d.ts +264 -0
- package/modules/fixed-income/dist/futures.d.ts.map +1 -0
- package/modules/fixed-income/dist/futures.js +630 -0
- package/modules/fixed-income/dist/futures.js.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts +12 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.js +556 -0
- package/modules/fixed-income/dist/generated/validation-specs.js.map +1 -0
- package/modules/fixed-income/dist/index.d.ts +36 -0
- package/modules/fixed-income/dist/index.d.ts.map +1 -0
- package/modules/fixed-income/dist/index.js +37 -0
- package/modules/fixed-income/dist/index.js.map +1 -0
- package/modules/fixed-income/dist/inflation.d.ts +174 -0
- package/modules/fixed-income/dist/inflation.d.ts.map +1 -0
- package/modules/fixed-income/dist/inflation.js +335 -0
- package/modules/fixed-income/dist/inflation.js.map +1 -0
- package/modules/fixed-income/dist/lattice.d.ts +156 -0
- package/modules/fixed-income/dist/lattice.d.ts.map +1 -0
- package/modules/fixed-income/dist/lattice.js +433 -0
- package/modules/fixed-income/dist/lattice.js.map +1 -0
- package/modules/fixed-income/dist/models.d.ts +187 -0
- package/modules/fixed-income/dist/models.d.ts.map +1 -0
- package/modules/fixed-income/dist/models.js +580 -0
- package/modules/fixed-income/dist/models.js.map +1 -0
- package/modules/fixed-income/dist/pricer.d.ts +48 -0
- package/modules/fixed-income/dist/pricer.d.ts.map +1 -0
- package/modules/fixed-income/dist/pricer.js +445 -0
- package/modules/fixed-income/dist/pricer.js.map +1 -0
- package/modules/fixed-income/dist/rates.d.ts +305 -0
- package/modules/fixed-income/dist/rates.d.ts.map +1 -0
- package/modules/fixed-income/dist/rates.js +686 -0
- package/modules/fixed-income/dist/rates.js.map +1 -0
- package/modules/fixed-income/dist/validate.d.ts +28 -0
- package/modules/fixed-income/dist/validate.d.ts.map +1 -0
- package/modules/fixed-income/dist/validate.js +123 -0
- package/modules/fixed-income/dist/validate.js.map +1 -0
- package/modules/fixed-income/dist/xva.d.ts +88 -0
- package/modules/fixed-income/dist/xva.d.ts.map +1 -0
- package/modules/fixed-income/dist/xva.js +316 -0
- package/modules/fixed-income/dist/xva.js.map +1 -0
- package/modules/fixed-income/etc/fixed-income.api.md +195 -0
- package/modules/fixed-income/src/artifacts.ts +60 -0
- package/modules/fixed-income/src/bonds.ts +1514 -0
- package/modules/fixed-income/src/conventions.ts +387 -0
- package/modules/fixed-income/src/convertible.ts +286 -0
- package/modules/fixed-income/src/credit.ts +1065 -0
- package/modules/fixed-income/src/cross-currency.ts +176 -0
- package/modules/fixed-income/src/curve-data.ts +381 -0
- package/modules/fixed-income/src/curve-mappers.ts +170 -0
- package/modules/fixed-income/src/curve-state.ts +70 -0
- package/modules/fixed-income/src/curves.ts +1169 -0
- package/modules/fixed-income/src/fitted-model-artifacts.ts +1414 -0
- package/modules/fixed-income/src/fitted-model-families.ts +834 -0
- package/modules/fixed-income/src/futures.ts +1018 -0
- package/modules/fixed-income/src/generated/validation-specs.ts +559 -0
- package/modules/fixed-income/src/index.ts +241 -0
- package/modules/fixed-income/src/inflation.ts +554 -0
- package/modules/fixed-income/src/lattice.ts +675 -0
- package/modules/fixed-income/src/models.ts +897 -0
- package/modules/fixed-income/src/pricer.ts +624 -0
- package/modules/fixed-income/src/rates.ts +1086 -0
- package/modules/fixed-income/src/validate.ts +169 -0
- package/modules/fixed-income/src/xva.ts +466 -0
- package/modules/foreign-exchange/dist/exposure.d.ts +140 -0
- package/modules/foreign-exchange/dist/exposure.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/exposure.js +253 -0
- package/modules/foreign-exchange/dist/exposure.js.map +1 -0
- package/modules/foreign-exchange/dist/forwards.d.ts +159 -0
- package/modules/foreign-exchange/dist/forwards.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/forwards.js +310 -0
- package/modules/foreign-exchange/dist/forwards.js.map +1 -0
- package/modules/foreign-exchange/dist/index.d.ts +11 -0
- package/modules/foreign-exchange/dist/index.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/index.js +11 -0
- package/modules/foreign-exchange/dist/index.js.map +1 -0
- package/modules/foreign-exchange/dist/internal.d.ts +6 -0
- package/modules/foreign-exchange/dist/internal.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/internal.js +6 -0
- package/modules/foreign-exchange/dist/internal.js.map +1 -0
- package/modules/foreign-exchange/dist/spot.d.ts +150 -0
- package/modules/foreign-exchange/dist/spot.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/spot.js +289 -0
- package/modules/foreign-exchange/dist/spot.js.map +1 -0
- package/modules/foreign-exchange/etc/foreign-exchange.api.md +52 -0
- package/modules/foreign-exchange/src/exposure.ts +485 -0
- package/modules/foreign-exchange/src/forwards.ts +595 -0
- package/modules/foreign-exchange/src/index.ts +11 -0
- package/modules/foreign-exchange/src/internal.ts +6 -0
- package/modules/foreign-exchange/src/spot.ts +530 -0
- package/modules/fundamentals/dist/analyze.d.ts +90 -0
- package/modules/fundamentals/dist/analyze.d.ts.map +1 -0
- package/modules/fundamentals/dist/analyze.js +293 -0
- package/modules/fundamentals/dist/analyze.js.map +1 -0
- package/modules/fundamentals/dist/index.d.ts +17 -0
- package/modules/fundamentals/dist/index.d.ts.map +1 -0
- package/modules/fundamentals/dist/index.js +15 -0
- package/modules/fundamentals/dist/index.js.map +1 -0
- package/modules/fundamentals/dist/periods.d.ts +47 -0
- package/modules/fundamentals/dist/periods.d.ts.map +1 -0
- package/modules/fundamentals/dist/periods.js +106 -0
- package/modules/fundamentals/dist/periods.js.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts +47 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.js +766 -0
- package/modules/fundamentals/dist/ratio-heads.js.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts +187 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.js +299 -0
- package/modules/fundamentals/dist/ratio-internals.js.map +1 -0
- package/modules/fundamentals/dist/ratios.d.ts +9 -0
- package/modules/fundamentals/dist/ratios.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratios.js +8 -0
- package/modules/fundamentals/dist/ratios.js.map +1 -0
- package/modules/fundamentals/dist/score-heads.d.ts +130 -0
- package/modules/fundamentals/dist/score-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/score-heads.js +364 -0
- package/modules/fundamentals/dist/score-heads.js.map +1 -0
- package/modules/fundamentals/dist/scores.d.ts +6 -0
- package/modules/fundamentals/dist/scores.d.ts.map +1 -0
- package/modules/fundamentals/dist/scores.js +6 -0
- package/modules/fundamentals/dist/scores.js.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts +170 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.js +207 -0
- package/modules/fundamentals/dist/statement-contracts.js.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts +190 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.js +501 -0
- package/modules/fundamentals/dist/statement-utilities.js.map +1 -0
- package/modules/fundamentals/dist/statements.d.ts +8 -0
- package/modules/fundamentals/dist/statements.d.ts.map +1 -0
- package/modules/fundamentals/dist/statements.js +7 -0
- package/modules/fundamentals/dist/statements.js.map +1 -0
- package/modules/fundamentals/etc/fundamentals.api.md +110 -0
- package/modules/fundamentals/src/analyze.ts +401 -0
- package/modules/fundamentals/src/index.ts +24 -0
- package/modules/fundamentals/src/periods.ts +197 -0
- package/modules/fundamentals/src/ratio-heads.ts +945 -0
- package/modules/fundamentals/src/ratio-internals.ts +562 -0
- package/modules/fundamentals/src/ratios.ts +23 -0
- package/modules/fundamentals/src/score-heads.ts +651 -0
- package/modules/fundamentals/src/scores.ts +6 -0
- package/modules/fundamentals/src/statement-contracts.ts +393 -0
- package/modules/fundamentals/src/statement-utilities.ts +833 -0
- package/modules/fundamentals/src/statements.ts +22 -0
- package/modules/http/dist/bin.d.ts +7 -0
- package/modules/http/dist/bin.d.ts.map +1 -0
- package/modules/http/dist/bin.js +167 -0
- package/modules/http/dist/bin.js.map +1 -0
- package/modules/http/dist/index.d.ts +10 -0
- package/modules/http/dist/index.d.ts.map +1 -0
- package/modules/http/dist/index.js +8 -0
- package/modules/http/dist/index.js.map +1 -0
- package/modules/http/dist/openapi.d.ts +38 -0
- package/modules/http/dist/openapi.d.ts.map +1 -0
- package/modules/http/dist/openapi.js +431 -0
- package/modules/http/dist/openapi.js.map +1 -0
- package/modules/http/dist/security.d.ts +21 -0
- package/modules/http/dist/security.d.ts.map +1 -0
- package/modules/http/dist/security.js +116 -0
- package/modules/http/dist/security.js.map +1 -0
- package/modules/http/dist/server.d.ts +63 -0
- package/modules/http/dist/server.d.ts.map +1 -0
- package/modules/http/dist/server.js +544 -0
- package/modules/http/dist/server.js.map +1 -0
- package/modules/http/etc/http.api.md +15 -0
- package/modules/http/etc/openapi.json +51958 -0
- package/modules/http/src/bin.ts +190 -0
- package/modules/http/src/index.ts +10 -0
- package/modules/http/src/openapi.ts +488 -0
- package/modules/http/src/security.ts +158 -0
- package/modules/http/src/server.ts +941 -0
- package/modules/math/dist/bivariate.d.ts +17 -0
- package/modules/math/dist/bivariate.d.ts.map +1 -0
- package/modules/math/dist/bivariate.js +123 -0
- package/modules/math/dist/bivariate.js.map +1 -0
- package/modules/math/dist/distributions.d.ts +66 -0
- package/modules/math/dist/distributions.d.ts.map +1 -0
- package/modules/math/dist/distributions.js +465 -0
- package/modules/math/dist/distributions.js.map +1 -0
- package/modules/math/dist/filters.d.ts +96 -0
- package/modules/math/dist/filters.d.ts.map +1 -0
- package/modules/math/dist/filters.js +347 -0
- package/modules/math/dist/filters.js.map +1 -0
- package/modules/math/dist/index.d.ts +34 -0
- package/modules/math/dist/index.d.ts.map +1 -0
- package/modules/math/dist/index.js +23 -0
- package/modules/math/dist/index.js.map +1 -0
- package/modules/math/dist/integration.d.ts +58 -0
- package/modules/math/dist/integration.d.ts.map +1 -0
- package/modules/math/dist/integration.js +176 -0
- package/modules/math/dist/integration.js.map +1 -0
- package/modules/math/dist/interpolation.d.ts +57 -0
- package/modules/math/dist/interpolation.d.ts.map +1 -0
- package/modules/math/dist/interpolation.js +464 -0
- package/modules/math/dist/interpolation.js.map +1 -0
- package/modules/math/dist/linalg.d.ts +251 -0
- package/modules/math/dist/linalg.d.ts.map +1 -0
- package/modules/math/dist/linalg.js +1503 -0
- package/modules/math/dist/linalg.js.map +1 -0
- package/modules/math/dist/lowdiscrepancy.d.ts +21 -0
- package/modules/math/dist/lowdiscrepancy.d.ts.map +1 -0
- package/modules/math/dist/lowdiscrepancy.js +200 -0
- package/modules/math/dist/lowdiscrepancy.js.map +1 -0
- package/modules/math/dist/montecarlo.d.ts +58 -0
- package/modules/math/dist/montecarlo.d.ts.map +1 -0
- package/modules/math/dist/montecarlo.js +248 -0
- package/modules/math/dist/montecarlo.js.map +1 -0
- package/modules/math/dist/normal.d.ts +40 -0
- package/modules/math/dist/normal.d.ts.map +1 -0
- package/modules/math/dist/normal.js +157 -0
- package/modules/math/dist/normal.js.map +1 -0
- package/modules/math/dist/optimize.d.ts +83 -0
- package/modules/math/dist/optimize.d.ts.map +1 -0
- package/modules/math/dist/optimize.js +784 -0
- package/modules/math/dist/optimize.js.map +1 -0
- package/modules/math/dist/random.d.ts +76 -0
- package/modules/math/dist/random.d.ts.map +1 -0
- package/modules/math/dist/random.js +261 -0
- package/modules/math/dist/random.js.map +1 -0
- package/modules/math/dist/regression.d.ts +58 -0
- package/modules/math/dist/regression.d.ts.map +1 -0
- package/modules/math/dist/regression.js +283 -0
- package/modules/math/dist/regression.js.map +1 -0
- package/modules/math/dist/resource-validation.d.ts +18 -0
- package/modules/math/dist/resource-validation.d.ts.map +1 -0
- package/modules/math/dist/resource-validation.js +60 -0
- package/modules/math/dist/resource-validation.js.map +1 -0
- package/modules/math/dist/sobol-data.d.ts +36 -0
- package/modules/math/dist/sobol-data.d.ts.map +1 -0
- package/modules/math/dist/sobol-data.js +172 -0
- package/modules/math/dist/sobol-data.js.map +1 -0
- package/modules/math/dist/solvers.d.ts +90 -0
- package/modules/math/dist/solvers.d.ts.map +1 -0
- package/modules/math/dist/solvers.js +663 -0
- package/modules/math/dist/solvers.js.map +1 -0
- package/modules/math/dist/statistics-internal.d.ts +73 -0
- package/modules/math/dist/statistics-internal.d.ts.map +1 -0
- package/modules/math/dist/statistics-internal.js +217 -0
- package/modules/math/dist/statistics-internal.js.map +1 -0
- package/modules/math/dist/statistics.d.ts +113 -0
- package/modules/math/dist/statistics.d.ts.map +1 -0
- package/modules/math/dist/statistics.js +545 -0
- package/modules/math/dist/statistics.js.map +1 -0
- package/modules/math/dist/timeseries.d.ts +131 -0
- package/modules/math/dist/timeseries.d.ts.map +1 -0
- package/modules/math/dist/timeseries.js +502 -0
- package/modules/math/dist/timeseries.js.map +1 -0
- package/modules/math/etc/math.api.md +178 -0
- package/modules/math/src/bivariate.ts +124 -0
- package/modules/math/src/distributions.ts +481 -0
- package/modules/math/src/filters.ts +452 -0
- package/modules/math/src/index.ts +223 -0
- package/modules/math/src/integration.ts +259 -0
- package/modules/math/src/interpolation.ts +588 -0
- package/modules/math/src/linalg.ts +1892 -0
- package/modules/math/src/lowdiscrepancy.ts +241 -0
- package/modules/math/src/montecarlo.ts +326 -0
- package/modules/math/src/normal.ts +161 -0
- package/modules/math/src/optimize.ts +943 -0
- package/modules/math/src/random.ts +372 -0
- package/modules/math/src/regression.ts +340 -0
- package/modules/math/src/resource-validation.ts +79 -0
- package/modules/math/src/sobol-data.ts +187 -0
- package/modules/math/src/solvers.ts +859 -0
- package/modules/math/src/statistics-internal.ts +256 -0
- package/modules/math/src/statistics.ts +636 -0
- package/modules/math/src/timeseries.ts +611 -0
- package/modules/options/dist/american-iv.d.ts +116 -0
- package/modules/options/dist/american-iv.d.ts.map +1 -0
- package/modules/options/dist/american-iv.js +385 -0
- package/modules/options/dist/american-iv.js.map +1 -0
- package/modules/options/dist/arbitrage.d.ts +42 -0
- package/modules/options/dist/arbitrage.d.ts.map +1 -0
- package/modules/options/dist/arbitrage.js +79 -0
- package/modules/options/dist/arbitrage.js.map +1 -0
- package/modules/options/dist/bachelier.d.ts +68 -0
- package/modules/options/dist/bachelier.d.ts.map +1 -0
- package/modules/options/dist/bachelier.js +348 -0
- package/modules/options/dist/bachelier.js.map +1 -0
- package/modules/options/dist/batch.d.ts +82 -0
- package/modules/options/dist/batch.d.ts.map +1 -0
- package/modules/options/dist/batch.js +346 -0
- package/modules/options/dist/batch.js.map +1 -0
- package/modules/options/dist/black-scholes.d.ts +42 -0
- package/modules/options/dist/black-scholes.d.ts.map +1 -0
- package/modules/options/dist/black-scholes.js +334 -0
- package/modules/options/dist/black-scholes.js.map +1 -0
- package/modules/options/dist/black76.d.ts +77 -0
- package/modules/options/dist/black76.d.ts.map +1 -0
- package/modules/options/dist/black76.js +400 -0
- package/modules/options/dist/black76.js.map +1 -0
- package/modules/options/dist/bsm.d.ts +120 -0
- package/modules/options/dist/bsm.d.ts.map +1 -0
- package/modules/options/dist/bsm.js +414 -0
- package/modules/options/dist/bsm.js.map +1 -0
- package/modules/options/dist/chain-greeks.d.ts +69 -0
- package/modules/options/dist/chain-greeks.d.ts.map +1 -0
- package/modules/options/dist/chain-greeks.js +154 -0
- package/modules/options/dist/chain-greeks.js.map +1 -0
- package/modules/options/dist/chain-health.d.ts +254 -0
- package/modules/options/dist/chain-health.d.ts.map +1 -0
- package/modules/options/dist/chain-health.js +746 -0
- package/modules/options/dist/chain-health.js.map +1 -0
- package/modules/options/dist/contract.d.ts +73 -0
- package/modules/options/dist/contract.d.ts.map +1 -0
- package/modules/options/dist/contract.js +226 -0
- package/modules/options/dist/contract.js.map +1 -0
- package/modules/options/dist/dividend-term-structure.d.ts +76 -0
- package/modules/options/dist/dividend-term-structure.d.ts.map +1 -0
- package/modules/options/dist/dividend-term-structure.js +180 -0
- package/modules/options/dist/dividend-term-structure.js.map +1 -0
- package/modules/options/dist/dividends.d.ts +34 -0
- package/modules/options/dist/dividends.d.ts.map +1 -0
- package/modules/options/dist/dividends.js +51 -0
- package/modules/options/dist/dividends.js.map +1 -0
- package/modules/options/dist/engine-bsm.d.ts +22 -0
- package/modules/options/dist/engine-bsm.d.ts.map +1 -0
- package/modules/options/dist/engine-bsm.js +236 -0
- package/modules/options/dist/engine-bsm.js.map +1 -0
- package/modules/options/dist/engines/american-approx.d.ts +29 -0
- package/modules/options/dist/engines/american-approx.d.ts.map +1 -0
- package/modules/options/dist/engines/american-approx.js +483 -0
- package/modules/options/dist/engines/american-approx.js.map +1 -0
- package/modules/options/dist/engines/bounds.d.ts +49 -0
- package/modules/options/dist/engines/bounds.d.ts.map +1 -0
- package/modules/options/dist/engines/bounds.js +58 -0
- package/modules/options/dist/engines/bounds.js.map +1 -0
- package/modules/options/dist/engines/engine-factory.d.ts +92 -0
- package/modules/options/dist/engines/engine-factory.d.ts.map +1 -0
- package/modules/options/dist/engines/engine-factory.js +372 -0
- package/modules/options/dist/engines/engine-factory.js.map +1 -0
- package/modules/options/dist/engines/fd-greeks.d.ts +84 -0
- package/modules/options/dist/engines/fd-greeks.d.ts.map +1 -0
- package/modules/options/dist/engines/fd-greeks.js +343 -0
- package/modules/options/dist/engines/fd-greeks.js.map +1 -0
- package/modules/options/dist/engines/fdm.d.ts +78 -0
- package/modules/options/dist/engines/fdm.d.ts.map +1 -0
- package/modules/options/dist/engines/fdm.js +218 -0
- package/modules/options/dist/engines/fdm.js.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts +24 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.js +2 -0
- package/modules/options/dist/engines/scalar-pricing.js.map +1 -0
- package/modules/options/dist/engines/tree.d.ts +78 -0
- package/modules/options/dist/engines/tree.d.ts.map +1 -0
- package/modules/options/dist/engines/tree.js +247 -0
- package/modules/options/dist/engines/tree.js.map +1 -0
- package/modules/options/dist/engines.d.ts +272 -0
- package/modules/options/dist/engines.d.ts.map +1 -0
- package/modules/options/dist/engines.js +1309 -0
- package/modules/options/dist/engines.js.map +1 -0
- package/modules/options/dist/equity-lattice.d.ts +58 -0
- package/modules/options/dist/equity-lattice.d.ts.map +1 -0
- package/modules/options/dist/equity-lattice.js +139 -0
- package/modules/options/dist/equity-lattice.js.map +1 -0
- package/modules/options/dist/exercise.d.ts +80 -0
- package/modules/options/dist/exercise.d.ts.map +1 -0
- package/modules/options/dist/exercise.js +266 -0
- package/modules/options/dist/exercise.js.map +1 -0
- package/modules/options/dist/exotics.d.ts +640 -0
- package/modules/options/dist/exotics.d.ts.map +1 -0
- package/modules/options/dist/exotics.js +2880 -0
- package/modules/options/dist/exotics.js.map +1 -0
- package/modules/options/dist/facade-util.d.ts +51 -0
- package/modules/options/dist/facade-util.d.ts.map +1 -0
- package/modules/options/dist/facade-util.js +93 -0
- package/modules/options/dist/facade-util.js.map +1 -0
- package/modules/options/dist/generated/validation-specs.d.ts +12 -0
- package/modules/options/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/options/dist/generated/validation-specs.js +2616 -0
- package/modules/options/dist/generated/validation-specs.js.map +1 -0
- package/modules/options/dist/heston.d.ts +160 -0
- package/modules/options/dist/heston.d.ts.map +1 -0
- package/modules/options/dist/heston.js +983 -0
- package/modules/options/dist/heston.js.map +1 -0
- package/modules/options/dist/index.d.ts +65 -0
- package/modules/options/dist/index.d.ts.map +1 -0
- package/modules/options/dist/index.js +58 -0
- package/modules/options/dist/index.js.map +1 -0
- package/modules/options/dist/iv.d.ts +85 -0
- package/modules/options/dist/iv.d.ts.map +1 -0
- package/modules/options/dist/iv.js +424 -0
- package/modules/options/dist/iv.js.map +1 -0
- package/modules/options/dist/lattice.d.ts +7 -0
- package/modules/options/dist/lattice.d.ts.map +1 -0
- package/modules/options/dist/lattice.js +7 -0
- package/modules/options/dist/lattice.js.map +1 -0
- package/modules/options/dist/local-volatility.d.ts +128 -0
- package/modules/options/dist/local-volatility.d.ts.map +1 -0
- package/modules/options/dist/local-volatility.js +333 -0
- package/modules/options/dist/local-volatility.js.map +1 -0
- package/modules/options/dist/market.d.ts +19 -0
- package/modules/options/dist/market.d.ts.map +1 -0
- package/modules/options/dist/market.js +58 -0
- package/modules/options/dist/market.js.map +1 -0
- package/modules/options/dist/mc/complex.d.ts +23 -0
- package/modules/options/dist/mc/complex.d.ts.map +1 -0
- package/modules/options/dist/mc/complex.js +42 -0
- package/modules/options/dist/mc/complex.js.map +1 -0
- package/modules/options/dist/mc/core.d.ts +151 -0
- package/modules/options/dist/mc/core.d.ts.map +1 -0
- package/modules/options/dist/mc/core.js +319 -0
- package/modules/options/dist/mc/core.js.map +1 -0
- package/modules/options/dist/monte-carlo.d.ts +66 -0
- package/modules/options/dist/monte-carlo.d.ts.map +1 -0
- package/modules/options/dist/monte-carlo.js +388 -0
- package/modules/options/dist/monte-carlo.js.map +1 -0
- package/modules/options/dist/parity.d.ts +191 -0
- package/modules/options/dist/parity.d.ts.map +1 -0
- package/modules/options/dist/parity.js +566 -0
- package/modules/options/dist/parity.js.map +1 -0
- package/modules/options/dist/payoff-kernel.d.ts +33 -0
- package/modules/options/dist/payoff-kernel.d.ts.map +1 -0
- package/modules/options/dist/payoff-kernel.js +27 -0
- package/modules/options/dist/payoff-kernel.js.map +1 -0
- package/modules/options/dist/payoff.d.ts +34 -0
- package/modules/options/dist/payoff.d.ts.map +1 -0
- package/modules/options/dist/payoff.js +60 -0
- package/modules/options/dist/payoff.js.map +1 -0
- package/modules/options/dist/pricer.d.ts +44 -0
- package/modules/options/dist/pricer.d.ts.map +1 -0
- package/modules/options/dist/pricer.js +179 -0
- package/modules/options/dist/pricer.js.map +1 -0
- package/modules/options/dist/pro.d.ts +82 -0
- package/modules/options/dist/pro.d.ts.map +1 -0
- package/modules/options/dist/pro.js +177 -0
- package/modules/options/dist/pro.js.map +1 -0
- package/modules/options/dist/quote.d.ts +18 -0
- package/modules/options/dist/quote.d.ts.map +1 -0
- package/modules/options/dist/quote.js +26 -0
- package/modules/options/dist/quote.js.map +1 -0
- package/modules/options/dist/resource-validation-internal.d.ts +8 -0
- package/modules/options/dist/resource-validation-internal.d.ts.map +1 -0
- package/modules/options/dist/resource-validation-internal.js +23 -0
- package/modules/options/dist/resource-validation-internal.js.map +1 -0
- package/modules/options/dist/sabr.d.ts +153 -0
- package/modules/options/dist/sabr.d.ts.map +1 -0
- package/modules/options/dist/sabr.js +515 -0
- package/modules/options/dist/sabr.js.map +1 -0
- package/modules/options/dist/schema.d.ts +120 -0
- package/modules/options/dist/schema.d.ts.map +1 -0
- package/modules/options/dist/schema.js +62 -0
- package/modules/options/dist/schema.js.map +1 -0
- package/modules/options/dist/time.d.ts +44 -0
- package/modules/options/dist/time.d.ts.map +1 -0
- package/modules/options/dist/time.js +76 -0
- package/modules/options/dist/time.js.map +1 -0
- package/modules/options/dist/types.d.ts +115 -0
- package/modules/options/dist/types.d.ts.map +1 -0
- package/modules/options/dist/types.js +3 -0
- package/modules/options/dist/types.js.map +1 -0
- package/modules/options/etc/options.api.md +230 -0
- package/modules/options/src/american-iv.ts +547 -0
- package/modules/options/src/arbitrage.ts +134 -0
- package/modules/options/src/bachelier.ts +515 -0
- package/modules/options/src/batch.ts +496 -0
- package/modules/options/src/black-scholes.ts +501 -0
- package/modules/options/src/black76.ts +573 -0
- package/modules/options/src/bsm.ts +575 -0
- package/modules/options/src/chain-greeks.ts +242 -0
- package/modules/options/src/chain-health.ts +1083 -0
- package/modules/options/src/contract.ts +329 -0
- package/modules/options/src/dividend-term-structure.ts +303 -0
- package/modules/options/src/dividends.ts +75 -0
- package/modules/options/src/engine-bsm.ts +306 -0
- package/modules/options/src/engines/american-approx.ts +669 -0
- package/modules/options/src/engines/bounds.ts +106 -0
- package/modules/options/src/engines/engine-factory.ts +502 -0
- package/modules/options/src/engines/fd-greeks.ts +426 -0
- package/modules/options/src/engines/fdm.ts +302 -0
- package/modules/options/src/engines/scalar-pricing.ts +27 -0
- package/modules/options/src/engines/tree.ts +350 -0
- package/modules/options/src/engines.ts +1845 -0
- package/modules/options/src/equity-lattice.ts +224 -0
- package/modules/options/src/exercise.ts +422 -0
- package/modules/options/src/exotics.ts +3966 -0
- package/modules/options/src/facade-util.ts +137 -0
- package/modules/options/src/generated/validation-specs.ts +2621 -0
- package/modules/options/src/heston.ts +1348 -0
- package/modules/options/src/index.ts +325 -0
- package/modules/options/src/iv.ts +591 -0
- package/modules/options/src/lattice.ts +6 -0
- package/modules/options/src/local-volatility.ts +493 -0
- package/modules/options/src/market.ts +74 -0
- package/modules/options/src/mc/complex.ts +55 -0
- package/modules/options/src/mc/core.ts +538 -0
- package/modules/options/src/monte-carlo.ts +567 -0
- package/modules/options/src/parity.ts +928 -0
- package/modules/options/src/payoff-kernel.ts +39 -0
- package/modules/options/src/payoff.ts +81 -0
- package/modules/options/src/pricer.ts +217 -0
- package/modules/options/src/pro.ts +272 -0
- package/modules/options/src/quote.ts +34 -0
- package/modules/options/src/resource-validation-internal.ts +31 -0
- package/modules/options/src/sabr.ts +716 -0
- package/modules/options/src/schema.ts +73 -0
- package/modules/options/src/time.ts +104 -0
- package/modules/options/src/types.ts +124 -0
- package/modules/performance/dist/activity.d.ts +24 -0
- package/modules/performance/dist/activity.d.ts.map +1 -0
- package/modules/performance/dist/activity.js +137 -0
- package/modules/performance/dist/activity.js.map +1 -0
- package/modules/performance/dist/analyze.d.ts +85 -0
- package/modules/performance/dist/analyze.d.ts.map +1 -0
- package/modules/performance/dist/analyze.js +203 -0
- package/modules/performance/dist/analyze.js.map +1 -0
- package/modules/performance/dist/annualization-internal.d.ts +21 -0
- package/modules/performance/dist/annualization-internal.d.ts.map +1 -0
- package/modules/performance/dist/annualization-internal.js +34 -0
- package/modules/performance/dist/annualization-internal.js.map +1 -0
- package/modules/performance/dist/drawdown.d.ts +34 -0
- package/modules/performance/dist/drawdown.d.ts.map +1 -0
- package/modules/performance/dist/drawdown.js +99 -0
- package/modules/performance/dist/drawdown.js.map +1 -0
- package/modules/performance/dist/flow-aware.d.ts +388 -0
- package/modules/performance/dist/flow-aware.d.ts.map +1 -0
- package/modules/performance/dist/flow-aware.js +888 -0
- package/modules/performance/dist/flow-aware.js.map +1 -0
- package/modules/performance/dist/index.d.ts +26 -0
- package/modules/performance/dist/index.d.ts.map +1 -0
- package/modules/performance/dist/index.js +25 -0
- package/modules/performance/dist/index.js.map +1 -0
- package/modules/performance/dist/metrics.d.ts +13 -0
- package/modules/performance/dist/metrics.d.ts.map +1 -0
- package/modules/performance/dist/metrics.js +87 -0
- package/modules/performance/dist/metrics.js.map +1 -0
- package/modules/performance/dist/ratios.d.ts +55 -0
- package/modules/performance/dist/ratios.d.ts.map +1 -0
- package/modules/performance/dist/ratios.js +168 -0
- package/modules/performance/dist/ratios.js.map +1 -0
- package/modules/performance/dist/relative.d.ts +33 -0
- package/modules/performance/dist/relative.d.ts.map +1 -0
- package/modules/performance/dist/relative.js +150 -0
- package/modules/performance/dist/relative.js.map +1 -0
- package/modules/performance/dist/returns.d.ts +18 -0
- package/modules/performance/dist/returns.d.ts.map +1 -0
- package/modules/performance/dist/returns.js +70 -0
- package/modules/performance/dist/returns.js.map +1 -0
- package/modules/performance/dist/rolling.d.ts +36 -0
- package/modules/performance/dist/rolling.d.ts.map +1 -0
- package/modules/performance/dist/rolling.js +102 -0
- package/modules/performance/dist/rolling.js.map +1 -0
- package/modules/performance/dist/sector-performance-internal.d.ts +61 -0
- package/modules/performance/dist/sector-performance-internal.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance-internal.js +216 -0
- package/modules/performance/dist/sector-performance-internal.js.map +1 -0
- package/modules/performance/dist/sector-performance.d.ts +288 -0
- package/modules/performance/dist/sector-performance.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance.js +690 -0
- package/modules/performance/dist/sector-performance.js.map +1 -0
- package/modules/performance/dist/sharpe.d.ts +74 -0
- package/modules/performance/dist/sharpe.d.ts.map +1 -0
- package/modules/performance/dist/sharpe.js +157 -0
- package/modules/performance/dist/sharpe.js.map +1 -0
- package/modules/performance/etc/performance.api.md +109 -0
- package/modules/performance/src/activity.ts +182 -0
- package/modules/performance/src/analyze.ts +305 -0
- package/modules/performance/src/annualization-internal.ts +43 -0
- package/modules/performance/src/drawdown.ts +132 -0
- package/modules/performance/src/flow-aware.ts +1518 -0
- package/modules/performance/src/index.ts +89 -0
- package/modules/performance/src/metrics.ts +150 -0
- package/modules/performance/src/ratios.ts +243 -0
- package/modules/performance/src/relative.ts +278 -0
- package/modules/performance/src/returns.ts +80 -0
- package/modules/performance/src/rolling.ts +155 -0
- package/modules/performance/src/sector-performance-internal.ts +293 -0
- package/modules/performance/src/sector-performance.ts +1263 -0
- package/modules/performance/src/sharpe.ts +256 -0
- package/modules/portfolio/dist/allocation.d.ts +227 -0
- package/modules/portfolio/dist/allocation.d.ts.map +1 -0
- package/modules/portfolio/dist/allocation.js +545 -0
- package/modules/portfolio/dist/allocation.js.map +1 -0
- package/modules/portfolio/dist/events.d.ts +502 -0
- package/modules/portfolio/dist/events.d.ts.map +1 -0
- package/modules/portfolio/dist/events.js +1061 -0
- package/modules/portfolio/dist/events.js.map +1 -0
- package/modules/portfolio/dist/index.d.ts +47 -0
- package/modules/portfolio/dist/index.d.ts.map +1 -0
- package/modules/portfolio/dist/index.js +34 -0
- package/modules/portfolio/dist/index.js.map +1 -0
- package/modules/portfolio/dist/internal.d.ts +101 -0
- package/modules/portfolio/dist/internal.d.ts.map +1 -0
- package/modules/portfolio/dist/internal.js +356 -0
- package/modules/portfolio/dist/internal.js.map +1 -0
- package/modules/portfolio/dist/ledger.d.ts +129 -0
- package/modules/portfolio/dist/ledger.d.ts.map +1 -0
- package/modules/portfolio/dist/ledger.js +271 -0
- package/modules/portfolio/dist/ledger.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts +49 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.js +462 -0
- package/modules/portfolio/dist/lifecycle-corporate.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts +59 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js +422 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js.map +1 -0
- package/modules/portfolio/dist/marks.d.ts +44 -0
- package/modules/portfolio/dist/marks.d.ts.map +1 -0
- package/modules/portfolio/dist/marks.js +81 -0
- package/modules/portfolio/dist/marks.js.map +1 -0
- package/modules/portfolio/dist/monitor.d.ts +222 -0
- package/modules/portfolio/dist/monitor.d.ts.map +1 -0
- package/modules/portfolio/dist/monitor.js +1806 -0
- package/modules/portfolio/dist/monitor.js.map +1 -0
- package/modules/portfolio/dist/performance.d.ts +78 -0
- package/modules/portfolio/dist/performance.d.ts.map +1 -0
- package/modules/portfolio/dist/performance.js +146 -0
- package/modules/portfolio/dist/performance.js.map +1 -0
- package/modules/portfolio/dist/pnl.d.ts +154 -0
- package/modules/portfolio/dist/pnl.d.ts.map +1 -0
- package/modules/portfolio/dist/pnl.js +548 -0
- package/modules/portfolio/dist/pnl.js.map +1 -0
- package/modules/portfolio/dist/policy-grammar.d.ts +358 -0
- package/modules/portfolio/dist/policy-grammar.d.ts.map +1 -0
- package/modules/portfolio/dist/policy-grammar.js +1198 -0
- package/modules/portfolio/dist/policy-grammar.js.map +1 -0
- package/modules/portfolio/dist/policy.d.ts +24 -0
- package/modules/portfolio/dist/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/policy.js +20 -0
- package/modules/portfolio/dist/policy.js.map +1 -0
- package/modules/portfolio/dist/rebalance.d.ts +281 -0
- package/modules/portfolio/dist/rebalance.d.ts.map +1 -0
- package/modules/portfolio/dist/rebalance.js +1236 -0
- package/modules/portfolio/dist/rebalance.js.map +1 -0
- package/modules/portfolio/dist/reconciliation.d.ts +150 -0
- package/modules/portfolio/dist/reconciliation.d.ts.map +1 -0
- package/modules/portfolio/dist/reconciliation.js +392 -0
- package/modules/portfolio/dist/reconciliation.js.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts +92 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.js +320 -0
- package/modules/portfolio/dist/reducer-kernel.js.map +1 -0
- package/modules/portfolio/dist/snapshot.d.ts +128 -0
- package/modules/portfolio/dist/snapshot.d.ts.map +1 -0
- package/modules/portfolio/dist/snapshot.js +205 -0
- package/modules/portfolio/dist/snapshot.js.map +1 -0
- package/modules/portfolio/dist/state.d.ts +196 -0
- package/modules/portfolio/dist/state.d.ts.map +1 -0
- package/modules/portfolio/dist/state.js +1093 -0
- package/modules/portfolio/dist/state.js.map +1 -0
- package/modules/portfolio/dist/timeline.d.ts +107 -0
- package/modules/portfolio/dist/timeline.d.ts.map +1 -0
- package/modules/portfolio/dist/timeline.js +220 -0
- package/modules/portfolio/dist/timeline.js.map +1 -0
- package/modules/portfolio/dist/trade/grant.d.ts +21 -0
- package/modules/portfolio/dist/trade/grant.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/grant.js +411 -0
- package/modules/portfolio/dist/trade/grant.js.map +1 -0
- package/modules/portfolio/dist/trade/index.d.ts +20 -0
- package/modules/portfolio/dist/trade/index.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/index.js +17 -0
- package/modules/portfolio/dist/trade/index.js.map +1 -0
- package/modules/portfolio/dist/trade/journal.d.ts +23 -0
- package/modules/portfolio/dist/trade/journal.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/journal.js +352 -0
- package/modules/portfolio/dist/trade/journal.js.map +1 -0
- package/modules/portfolio/dist/trade/plan.d.ts +25 -0
- package/modules/portfolio/dist/trade/plan.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/plan.js +285 -0
- package/modules/portfolio/dist/trade/plan.js.map +1 -0
- package/modules/portfolio/dist/trade/policy.d.ts +5 -0
- package/modules/portfolio/dist/trade/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/policy.js +133 -0
- package/modules/portfolio/dist/trade/policy.js.map +1 -0
- package/modules/portfolio/dist/trade/preflight.d.ts +3 -0
- package/modules/portfolio/dist/trade/preflight.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/preflight.js +381 -0
- package/modules/portfolio/dist/trade/preflight.js.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts +8 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.js +240 -0
- package/modules/portfolio/dist/trade/reconcile.js.map +1 -0
- package/modules/portfolio/dist/trade/types.d.ts +559 -0
- package/modules/portfolio/dist/trade/types.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/types.js +36 -0
- package/modules/portfolio/dist/trade/types.js.map +1 -0
- package/modules/portfolio/dist/trade/validate.d.ts +36 -0
- package/modules/portfolio/dist/trade/validate.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/validate.js +776 -0
- package/modules/portfolio/dist/trade/validate.js.map +1 -0
- package/modules/portfolio/etc/portfolio.api.md +236 -0
- package/modules/portfolio/src/allocation.ts +844 -0
- package/modules/portfolio/src/events.ts +1968 -0
- package/modules/portfolio/src/index.ts +295 -0
- package/modules/portfolio/src/internal.ts +523 -0
- package/modules/portfolio/src/ledger.ts +420 -0
- package/modules/portfolio/src/lifecycle-corporate.ts +888 -0
- package/modules/portfolio/src/lifecycle-derivatives.ts +735 -0
- package/modules/portfolio/src/marks.ts +140 -0
- package/modules/portfolio/src/monitor.ts +2421 -0
- package/modules/portfolio/src/performance.ts +237 -0
- package/modules/portfolio/src/pnl.ts +840 -0
- package/modules/portfolio/src/policy-grammar.ts +1891 -0
- package/modules/portfolio/src/policy.ts +119 -0
- package/modules/portfolio/src/rebalance.ts +1742 -0
- package/modules/portfolio/src/reconciliation.ts +621 -0
- package/modules/portfolio/src/reducer-kernel.ts +512 -0
- package/modules/portfolio/src/snapshot.ts +372 -0
- package/modules/portfolio/src/state.ts +1776 -0
- package/modules/portfolio/src/timeline.ts +359 -0
- package/modules/portfolio/src/trade/grant.ts +514 -0
- package/modules/portfolio/src/trade/index.ts +96 -0
- package/modules/portfolio/src/trade/journal.ts +432 -0
- package/modules/portfolio/src/trade/plan.ts +424 -0
- package/modules/portfolio/src/trade/policy.ts +153 -0
- package/modules/portfolio/src/trade/preflight.ts +605 -0
- package/modules/portfolio/src/trade/reconcile.ts +276 -0
- package/modules/portfolio/src/trade/types.ts +637 -0
- package/modules/portfolio/src/trade/validate.ts +1213 -0
- package/modules/research/dist/artifacts.d.ts +25 -0
- package/modules/research/dist/artifacts.d.ts.map +1 -0
- package/modules/research/dist/artifacts.js +22 -0
- package/modules/research/dist/artifacts.js.map +1 -0
- package/modules/research/dist/events.d.ts +238 -0
- package/modules/research/dist/events.d.ts.map +1 -0
- package/modules/research/dist/events.js +844 -0
- package/modules/research/dist/events.js.map +1 -0
- package/modules/research/dist/factors.d.ts +330 -0
- package/modules/research/dist/factors.d.ts.map +1 -0
- package/modules/research/dist/factors.js +891 -0
- package/modules/research/dist/factors.js.map +1 -0
- package/modules/research/dist/index.d.ts +11 -0
- package/modules/research/dist/index.d.ts.map +1 -0
- package/modules/research/dist/index.js +13 -0
- package/modules/research/dist/index.js.map +1 -0
- package/modules/research/dist/observations.d.ts +77 -0
- package/modules/research/dist/observations.d.ts.map +1 -0
- package/modules/research/dist/observations.js +201 -0
- package/modules/research/dist/observations.js.map +1 -0
- package/modules/research/dist/point-in-time.d.ts +17 -0
- package/modules/research/dist/point-in-time.d.ts.map +1 -0
- package/modules/research/dist/point-in-time.js +34 -0
- package/modules/research/dist/point-in-time.js.map +1 -0
- package/modules/research/dist/research-hygiene.d.ts +126 -0
- package/modules/research/dist/research-hygiene.d.ts.map +1 -0
- package/modules/research/dist/research-hygiene.js +290 -0
- package/modules/research/dist/research-hygiene.js.map +1 -0
- package/modules/research/dist/research-run-artifacts.d.ts +315 -0
- package/modules/research/dist/research-run-artifacts.d.ts.map +1 -0
- package/modules/research/dist/research-run-artifacts.js +766 -0
- package/modules/research/dist/research-run-artifacts.js.map +1 -0
- package/modules/research/dist/research-run-kinds.d.ts +135 -0
- package/modules/research/dist/research-run-kinds.d.ts.map +1 -0
- package/modules/research/dist/research-run-kinds.js +470 -0
- package/modules/research/dist/research-run-kinds.js.map +1 -0
- package/modules/research/dist/screening.d.ts +215 -0
- package/modules/research/dist/screening.d.ts.map +1 -0
- package/modules/research/dist/screening.js +616 -0
- package/modules/research/dist/screening.js.map +1 -0
- package/modules/research/dist/universe.d.ts +131 -0
- package/modules/research/dist/universe.d.ts.map +1 -0
- package/modules/research/dist/universe.js +294 -0
- package/modules/research/dist/universe.js.map +1 -0
- package/modules/research/etc/research.api.md +109 -0
- package/modules/research/src/artifacts.ts +68 -0
- package/modules/research/src/events.ts +1358 -0
- package/modules/research/src/factors.ts +1322 -0
- package/modules/research/src/index.ts +28 -0
- package/modules/research/src/observations.ts +360 -0
- package/modules/research/src/point-in-time.ts +44 -0
- package/modules/research/src/research-hygiene.ts +544 -0
- package/modules/research/src/research-run-artifacts.ts +1464 -0
- package/modules/research/src/research-run-kinds.ts +723 -0
- package/modules/research/src/screening.ts +957 -0
- package/modules/research/src/universe.ts +494 -0
- package/modules/risk/dist/attribution.d.ts +166 -0
- package/modules/risk/dist/attribution.d.ts.map +1 -0
- package/modules/risk/dist/attribution.js +278 -0
- package/modules/risk/dist/attribution.js.map +1 -0
- package/modules/risk/dist/book-var.d.ts +113 -0
- package/modules/risk/dist/book-var.d.ts.map +1 -0
- package/modules/risk/dist/book-var.js +487 -0
- package/modules/risk/dist/book-var.js.map +1 -0
- package/modules/risk/dist/book.d.ts +95 -0
- package/modules/risk/dist/book.d.ts.map +1 -0
- package/modules/risk/dist/book.js +201 -0
- package/modules/risk/dist/book.js.map +1 -0
- package/modules/risk/dist/covariance.d.ts +96 -0
- package/modules/risk/dist/covariance.d.ts.map +1 -0
- package/modules/risk/dist/covariance.js +183 -0
- package/modules/risk/dist/covariance.js.map +1 -0
- package/modules/risk/dist/evt.d.ts +188 -0
- package/modules/risk/dist/evt.d.ts.map +1 -0
- package/modules/risk/dist/evt.js +625 -0
- package/modules/risk/dist/evt.js.map +1 -0
- package/modules/risk/dist/expected-returns.d.ts +139 -0
- package/modules/risk/dist/expected-returns.d.ts.map +1 -0
- package/modules/risk/dist/expected-returns.js +350 -0
- package/modules/risk/dist/expected-returns.js.map +1 -0
- package/modules/risk/dist/factor.d.ts +66 -0
- package/modules/risk/dist/factor.d.ts.map +1 -0
- package/modules/risk/dist/factor.js +133 -0
- package/modules/risk/dist/factor.js.map +1 -0
- package/modules/risk/dist/frontier.d.ts +158 -0
- package/modules/risk/dist/frontier.d.ts.map +1 -0
- package/modules/risk/dist/frontier.js +1183 -0
- package/modules/risk/dist/frontier.js.map +1 -0
- package/modules/risk/dist/index.d.ts +47 -0
- package/modules/risk/dist/index.d.ts.map +1 -0
- package/modules/risk/dist/index.js +43 -0
- package/modules/risk/dist/index.js.map +1 -0
- package/modules/risk/dist/input-description.d.ts +3 -0
- package/modules/risk/dist/input-description.d.ts.map +1 -0
- package/modules/risk/dist/input-description.js +24 -0
- package/modules/risk/dist/input-description.js.map +1 -0
- package/modules/risk/dist/kelly.d.ts +217 -0
- package/modules/risk/dist/kelly.d.ts.map +1 -0
- package/modules/risk/dist/kelly.js +731 -0
- package/modules/risk/dist/kelly.js.map +1 -0
- package/modules/risk/dist/linalg.d.ts +27 -0
- package/modules/risk/dist/linalg.d.ts.map +1 -0
- package/modules/risk/dist/linalg.js +89 -0
- package/modules/risk/dist/linalg.js.map +1 -0
- package/modules/risk/dist/numeric-vector.d.ts +9 -0
- package/modules/risk/dist/numeric-vector.d.ts.map +1 -0
- package/modules/risk/dist/numeric-vector.js +112 -0
- package/modules/risk/dist/numeric-vector.js.map +1 -0
- package/modules/risk/dist/optimize.d.ts +231 -0
- package/modules/risk/dist/optimize.d.ts.map +1 -0
- package/modules/risk/dist/optimize.js +1258 -0
- package/modules/risk/dist/optimize.js.map +1 -0
- package/modules/risk/dist/optimizer-validation.d.ts +26 -0
- package/modules/risk/dist/optimizer-validation.d.ts.map +1 -0
- package/modules/risk/dist/optimizer-validation.js +306 -0
- package/modules/risk/dist/optimizer-validation.js.map +1 -0
- package/modules/risk/dist/options-internal.d.ts +18 -0
- package/modules/risk/dist/options-internal.d.ts.map +1 -0
- package/modules/risk/dist/options-internal.js +49 -0
- package/modules/risk/dist/options-internal.js.map +1 -0
- package/modules/risk/dist/pnl-explain.d.ts +169 -0
- package/modules/risk/dist/pnl-explain.d.ts.map +1 -0
- package/modules/risk/dist/pnl-explain.js +327 -0
- package/modules/risk/dist/pnl-explain.js.map +1 -0
- package/modules/risk/dist/portfolio.d.ts +322 -0
- package/modules/risk/dist/portfolio.d.ts.map +1 -0
- package/modules/risk/dist/portfolio.js +547 -0
- package/modules/risk/dist/portfolio.js.map +1 -0
- package/modules/risk/dist/research-protocol.d.ts +74 -0
- package/modules/risk/dist/research-protocol.d.ts.map +1 -0
- package/modules/risk/dist/research-protocol.js +193 -0
- package/modules/risk/dist/research-protocol.js.map +1 -0
- package/modules/risk/dist/research.d.ts +255 -0
- package/modules/risk/dist/research.d.ts.map +1 -0
- package/modules/risk/dist/research.js +752 -0
- package/modules/risk/dist/research.js.map +1 -0
- package/modules/risk/dist/scenario.d.ts +279 -0
- package/modules/risk/dist/scenario.d.ts.map +1 -0
- package/modules/risk/dist/scenario.js +458 -0
- package/modules/risk/dist/scenario.js.map +1 -0
- package/modules/risk/dist/sizing.d.ts +14 -0
- package/modules/risk/dist/sizing.d.ts.map +1 -0
- package/modules/risk/dist/sizing.js +12 -0
- package/modules/risk/dist/sizing.js.map +1 -0
- package/modules/risk/dist/strategy-shape.d.ts +84 -0
- package/modules/risk/dist/strategy-shape.d.ts.map +1 -0
- package/modules/risk/dist/strategy-shape.js +17 -0
- package/modules/risk/dist/strategy-shape.js.map +1 -0
- package/modules/risk/dist/value-at-risk.d.ts +240 -0
- package/modules/risk/dist/value-at-risk.d.ts.map +1 -0
- package/modules/risk/dist/value-at-risk.js +743 -0
- package/modules/risk/dist/value-at-risk.js.map +1 -0
- package/modules/risk/etc/risk.api.md +228 -0
- package/modules/risk/src/attribution.ts +480 -0
- package/modules/risk/src/book-var.ts +717 -0
- package/modules/risk/src/book.ts +327 -0
- package/modules/risk/src/covariance.ts +293 -0
- package/modules/risk/src/evt.ts +899 -0
- package/modules/risk/src/expected-returns.ts +572 -0
- package/modules/risk/src/factor.ts +199 -0
- package/modules/risk/src/frontier.ts +1570 -0
- package/modules/risk/src/index.ts +281 -0
- package/modules/risk/src/input-description.ts +15 -0
- package/modules/risk/src/kelly.ts +1119 -0
- package/modules/risk/src/linalg.ts +100 -0
- package/modules/risk/src/numeric-vector.ts +153 -0
- package/modules/risk/src/optimize.ts +1769 -0
- package/modules/risk/src/optimizer-validation.ts +467 -0
- package/modules/risk/src/options-internal.ts +73 -0
- package/modules/risk/src/pnl-explain.ts +544 -0
- package/modules/risk/src/portfolio.ts +911 -0
- package/modules/risk/src/research-protocol.ts +277 -0
- package/modules/risk/src/research.ts +1076 -0
- package/modules/risk/src/scenario.ts +728 -0
- package/modules/risk/src/sizing.ts +15 -0
- package/modules/risk/src/strategy-shape.ts +90 -0
- package/modules/risk/src/value-at-risk.ts +1102 -0
- package/modules/scenarios/dist/aggregates.d.ts +27 -0
- package/modules/scenarios/dist/aggregates.d.ts.map +1 -0
- package/modules/scenarios/dist/aggregates.js +262 -0
- package/modules/scenarios/dist/aggregates.js.map +1 -0
- package/modules/scenarios/dist/fx.d.ts +69 -0
- package/modules/scenarios/dist/fx.d.ts.map +1 -0
- package/modules/scenarios/dist/fx.js +349 -0
- package/modules/scenarios/dist/fx.js.map +1 -0
- package/modules/scenarios/dist/index.d.ts +6 -0
- package/modules/scenarios/dist/index.d.ts.map +1 -0
- package/modules/scenarios/dist/index.js +6 -0
- package/modules/scenarios/dist/index.js.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts +28 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.js +169 -0
- package/modules/scenarios/dist/internal/behaviors.js.map +1 -0
- package/modules/scenarios/dist/internal/data.d.ts +35 -0
- package/modules/scenarios/dist/internal/data.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/data.js +194 -0
- package/modules/scenarios/dist/internal/data.js.map +1 -0
- package/modules/scenarios/dist/internal/failures.d.ts +18 -0
- package/modules/scenarios/dist/internal/failures.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/failures.js +184 -0
- package/modules/scenarios/dist/internal/failures.js.map +1 -0
- package/modules/scenarios/dist/internal/results.d.ts +18 -0
- package/modules/scenarios/dist/internal/results.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/results.js +100 -0
- package/modules/scenarios/dist/internal/results.js.map +1 -0
- package/modules/scenarios/dist/market-resolution.d.ts +32 -0
- package/modules/scenarios/dist/market-resolution.d.ts.map +1 -0
- package/modules/scenarios/dist/market-resolution.js +296 -0
- package/modules/scenarios/dist/market-resolution.js.map +1 -0
- package/modules/scenarios/dist/portfolio.d.ts +11 -0
- package/modules/scenarios/dist/portfolio.d.ts.map +1 -0
- package/modules/scenarios/dist/portfolio.js +419 -0
- package/modules/scenarios/dist/portfolio.js.map +1 -0
- package/modules/scenarios/dist/run.d.ts +4 -0
- package/modules/scenarios/dist/run.d.ts.map +1 -0
- package/modules/scenarios/dist/run.js +933 -0
- package/modules/scenarios/dist/run.js.map +1 -0
- package/modules/scenarios/dist/spot-pricer.d.ts +21 -0
- package/modules/scenarios/dist/spot-pricer.d.ts.map +1 -0
- package/modules/scenarios/dist/spot-pricer.js +97 -0
- package/modules/scenarios/dist/spot-pricer.js.map +1 -0
- package/modules/scenarios/dist/targets.d.ts +18 -0
- package/modules/scenarios/dist/targets.d.ts.map +1 -0
- package/modules/scenarios/dist/targets.js +507 -0
- package/modules/scenarios/dist/targets.js.map +1 -0
- package/modules/scenarios/dist/taylor.d.ts +23 -0
- package/modules/scenarios/dist/taylor.d.ts.map +1 -0
- package/modules/scenarios/dist/taylor.js +209 -0
- package/modules/scenarios/dist/taylor.js.map +1 -0
- package/modules/scenarios/dist/transform.d.ts +31 -0
- package/modules/scenarios/dist/transform.d.ts.map +1 -0
- package/modules/scenarios/dist/transform.js +318 -0
- package/modules/scenarios/dist/transform.js.map +1 -0
- package/modules/scenarios/dist/types.d.ts +591 -0
- package/modules/scenarios/dist/types.d.ts.map +1 -0
- package/modules/scenarios/dist/types.js +2 -0
- package/modules/scenarios/dist/types.js.map +1 -0
- package/modules/scenarios/dist/work.d.ts +85 -0
- package/modules/scenarios/dist/work.d.ts.map +1 -0
- package/modules/scenarios/dist/work.js +629 -0
- package/modules/scenarios/dist/work.js.map +1 -0
- package/modules/scenarios/etc/scenarios.api.md +76 -0
- package/modules/scenarios/src/aggregates.ts +429 -0
- package/modules/scenarios/src/fx.ts +563 -0
- package/modules/scenarios/src/index.ts +5 -0
- package/modules/scenarios/src/internal/behaviors.ts +249 -0
- package/modules/scenarios/src/internal/data.ts +258 -0
- package/modules/scenarios/src/internal/failures.ts +219 -0
- package/modules/scenarios/src/internal/results.ts +131 -0
- package/modules/scenarios/src/market-resolution.ts +436 -0
- package/modules/scenarios/src/portfolio.ts +639 -0
- package/modules/scenarios/src/run.ts +1417 -0
- package/modules/scenarios/src/spot-pricer.ts +129 -0
- package/modules/scenarios/src/targets.ts +729 -0
- package/modules/scenarios/src/taylor.ts +287 -0
- package/modules/scenarios/src/transform.ts +468 -0
- package/modules/scenarios/src/types.ts +713 -0
- package/modules/scenarios/src/work.ts +1055 -0
- package/modules/strategy/dist/auto-range.d.ts +14 -0
- package/modules/strategy/dist/auto-range.d.ts.map +1 -0
- package/modules/strategy/dist/auto-range.js +19 -0
- package/modules/strategy/dist/auto-range.js.map +1 -0
- package/modules/strategy/dist/builders.d.ts +75 -0
- package/modules/strategy/dist/builders.d.ts.map +1 -0
- package/modules/strategy/dist/builders.js +112 -0
- package/modules/strategy/dist/builders.js.map +1 -0
- package/modules/strategy/dist/calendars.d.ts +70 -0
- package/modules/strategy/dist/calendars.d.ts.map +1 -0
- package/modules/strategy/dist/calendars.js +149 -0
- package/modules/strategy/dist/calendars.js.map +1 -0
- package/modules/strategy/dist/classify.d.ts +77 -0
- package/modules/strategy/dist/classify.d.ts.map +1 -0
- package/modules/strategy/dist/classify.js +144 -0
- package/modules/strategy/dist/classify.js.map +1 -0
- package/modules/strategy/dist/explain.d.ts +77 -0
- package/modules/strategy/dist/explain.d.ts.map +1 -0
- package/modules/strategy/dist/explain.js +300 -0
- package/modules/strategy/dist/explain.js.map +1 -0
- package/modules/strategy/dist/from-chain.d.ts +88 -0
- package/modules/strategy/dist/from-chain.d.ts.map +1 -0
- package/modules/strategy/dist/from-chain.js +457 -0
- package/modules/strategy/dist/from-chain.js.map +1 -0
- package/modules/strategy/dist/index.d.ts +102 -0
- package/modules/strategy/dist/index.d.ts.map +1 -0
- package/modules/strategy/dist/index.js +41 -0
- package/modules/strategy/dist/index.js.map +1 -0
- package/modules/strategy/dist/legs.d.ts +47 -0
- package/modules/strategy/dist/legs.d.ts.map +1 -0
- package/modules/strategy/dist/legs.js +87 -0
- package/modules/strategy/dist/legs.js.map +1 -0
- package/modules/strategy/dist/manifest.d.ts +116 -0
- package/modules/strategy/dist/manifest.d.ts.map +1 -0
- package/modules/strategy/dist/manifest.js +376 -0
- package/modules/strategy/dist/manifest.js.map +1 -0
- package/modules/strategy/dist/optimizer.d.ts +184 -0
- package/modules/strategy/dist/optimizer.d.ts.map +1 -0
- package/modules/strategy/dist/optimizer.js +404 -0
- package/modules/strategy/dist/optimizer.js.map +1 -0
- package/modules/strategy/dist/position.d.ts +181 -0
- package/modules/strategy/dist/position.d.ts.map +1 -0
- package/modules/strategy/dist/position.js +1693 -0
- package/modules/strategy/dist/position.js.map +1 -0
- package/modules/strategy/dist/probability.d.ts +192 -0
- package/modules/strategy/dist/probability.d.ts.map +1 -0
- package/modules/strategy/dist/probability.js +106 -0
- package/modules/strategy/dist/probability.js.map +1 -0
- package/modules/strategy/dist/scanner.d.ts +147 -0
- package/modules/strategy/dist/scanner.d.ts.map +1 -0
- package/modules/strategy/dist/scanner.js +438 -0
- package/modules/strategy/dist/scanner.js.map +1 -0
- package/modules/strategy/dist/strategies.d.ts +187 -0
- package/modules/strategy/dist/strategies.d.ts.map +1 -0
- package/modules/strategy/dist/strategies.js +541 -0
- package/modules/strategy/dist/strategies.js.map +1 -0
- package/modules/strategy/dist/svg.d.ts +35 -0
- package/modules/strategy/dist/svg.d.ts.map +1 -0
- package/modules/strategy/dist/svg.js +298 -0
- package/modules/strategy/dist/svg.js.map +1 -0
- package/modules/strategy/dist/thesis-distribution.d.ts +79 -0
- package/modules/strategy/dist/thesis-distribution.d.ts.map +1 -0
- package/modules/strategy/dist/thesis-distribution.js +125 -0
- package/modules/strategy/dist/thesis-distribution.js.map +1 -0
- package/modules/strategy/dist/types.d.ts +370 -0
- package/modules/strategy/dist/types.d.ts.map +1 -0
- package/modules/strategy/dist/types.js +8 -0
- package/modules/strategy/dist/types.js.map +1 -0
- package/modules/strategy/dist/validate.d.ts +63 -0
- package/modules/strategy/dist/validate.d.ts.map +1 -0
- package/modules/strategy/dist/validate.js +146 -0
- package/modules/strategy/dist/validate.js.map +1 -0
- package/modules/strategy/etc/strategy.api.md +174 -0
- package/modules/strategy/src/auto-range.ts +21 -0
- package/modules/strategy/src/builders.ts +221 -0
- package/modules/strategy/src/calendars.ts +245 -0
- package/modules/strategy/src/classify.ts +215 -0
- package/modules/strategy/src/explain.ts +471 -0
- package/modules/strategy/src/from-chain.ts +643 -0
- package/modules/strategy/src/index.ts +212 -0
- package/modules/strategy/src/legs.ts +140 -0
- package/modules/strategy/src/manifest.ts +756 -0
- package/modules/strategy/src/optimizer.ts +679 -0
- package/modules/strategy/src/position.ts +2084 -0
- package/modules/strategy/src/probability.ts +301 -0
- package/modules/strategy/src/scanner.ts +711 -0
- package/modules/strategy/src/strategies.ts +1018 -0
- package/modules/strategy/src/svg.ts +415 -0
- package/modules/strategy/src/thesis-distribution.ts +188 -0
- package/modules/strategy/src/types.ts +380 -0
- package/modules/strategy/src/validate.ts +207 -0
- package/modules/structure/OPTION-FLOW-DRIFT.md +126 -0
- package/modules/structure/dist/exposure.d.ts +350 -0
- package/modules/structure/dist/exposure.d.ts.map +1 -0
- package/modules/structure/dist/exposure.js +917 -0
- package/modules/structure/dist/exposure.js.map +1 -0
- package/modules/structure/dist/flow.d.ts +247 -0
- package/modules/structure/dist/flow.d.ts.map +1 -0
- package/modules/structure/dist/flow.js +643 -0
- package/modules/structure/dist/flow.js.map +1 -0
- package/modules/structure/dist/index.d.ts +20 -0
- package/modules/structure/dist/index.d.ts.map +1 -0
- package/modules/structure/dist/index.js +16 -0
- package/modules/structure/dist/index.js.map +1 -0
- package/modules/structure/dist/market-day.d.ts +29 -0
- package/modules/structure/dist/market-day.d.ts.map +1 -0
- package/modules/structure/dist/market-day.js +43 -0
- package/modules/structure/dist/market-day.js.map +1 -0
- package/modules/structure/dist/option-flow-drift.d.ts +184 -0
- package/modules/structure/dist/option-flow-drift.d.ts.map +1 -0
- package/modules/structure/dist/option-flow-drift.js +475 -0
- package/modules/structure/dist/option-flow-drift.js.map +1 -0
- package/modules/structure/dist/supplied-exposure.d.ts +191 -0
- package/modules/structure/dist/supplied-exposure.d.ts.map +1 -0
- package/modules/structure/dist/supplied-exposure.js +421 -0
- package/modules/structure/dist/supplied-exposure.js.map +1 -0
- package/modules/structure/etc/structure.api.md +72 -0
- package/modules/structure/src/exposure.ts +1330 -0
- package/modules/structure/src/flow.ts +955 -0
- package/modules/structure/src/index.ts +83 -0
- package/modules/structure/src/market-day.ts +47 -0
- package/modules/structure/src/option-flow-drift.ts +726 -0
- package/modules/structure/src/supplied-exposure.ts +671 -0
- package/modules/technical-analysis/dist/aliases.d.ts +42 -0
- package/modules/technical-analysis/dist/aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/aliases.js +413 -0
- package/modules/technical-analysis/dist/aliases.js.map +1 -0
- package/modules/technical-analysis/dist/bands.d.ts +31 -0
- package/modules/technical-analysis/dist/bands.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bands.js +79 -0
- package/modules/technical-analysis/dist/bands.js.map +1 -0
- package/modules/technical-analysis/dist/bars.d.ts +113 -0
- package/modules/technical-analysis/dist/bars.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bars.js +374 -0
- package/modules/technical-analysis/dist/bars.js.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts +1817 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.js +1399 -0
- package/modules/technical-analysis/dist/builtin-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts +56 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.js +246 -0
- package/modules/technical-analysis/dist/candle-aliases.js.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts +114 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.js +185 -0
- package/modules/technical-analysis/dist/candle-talib.js.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts +103 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.js +1009 -0
- package/modules/technical-analysis/dist/candlesticks.js.map +1 -0
- package/modules/technical-analysis/dist/chart-types.d.ts +205 -0
- package/modules/technical-analysis/dist/chart-types.d.ts.map +1 -0
- package/modules/technical-analysis/dist/chart-types.js +633 -0
- package/modules/technical-analysis/dist/chart-types.js.map +1 -0
- package/modules/technical-analysis/dist/columns.d.ts +24 -0
- package/modules/technical-analysis/dist/columns.d.ts.map +1 -0
- package/modules/technical-analysis/dist/columns.js +71 -0
- package/modules/technical-analysis/dist/columns.js.map +1 -0
- package/modules/technical-analysis/dist/cycle.d.ts +174 -0
- package/modules/technical-analysis/dist/cycle.d.ts.map +1 -0
- package/modules/technical-analysis/dist/cycle.js +489 -0
- package/modules/technical-analysis/dist/cycle.js.map +1 -0
- package/modules/technical-analysis/dist/discover.d.ts +100 -0
- package/modules/technical-analysis/dist/discover.d.ts.map +1 -0
- package/modules/technical-analysis/dist/discover.js +273 -0
- package/modules/technical-analysis/dist/discover.js.map +1 -0
- package/modules/technical-analysis/dist/divergence.d.ts +82 -0
- package/modules/technical-analysis/dist/divergence.d.ts.map +1 -0
- package/modules/technical-analysis/dist/divergence.js +269 -0
- package/modules/technical-analysis/dist/divergence.js.map +1 -0
- package/modules/technical-analysis/dist/features-ext.d.ts +162 -0
- package/modules/technical-analysis/dist/features-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features-ext.js +633 -0
- package/modules/technical-analysis/dist/features-ext.js.map +1 -0
- package/modules/technical-analysis/dist/features.d.ts +10 -0
- package/modules/technical-analysis/dist/features.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features.js +10 -0
- package/modules/technical-analysis/dist/features.js.map +1 -0
- package/modules/technical-analysis/dist/framework.d.ts +353 -0
- package/modules/technical-analysis/dist/framework.d.ts.map +1 -0
- package/modules/technical-analysis/dist/framework.js +999 -0
- package/modules/technical-analysis/dist/framework.js.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts +33 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.js +80 -0
- package/modules/technical-analysis/dist/fuzzy.js.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts +12 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js +1052 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js.map +1 -0
- package/modules/technical-analysis/dist/index.d.ts +132 -0
- package/modules/technical-analysis/dist/index.d.ts.map +1 -0
- package/modules/technical-analysis/dist/index.js +100 -0
- package/modules/technical-analysis/dist/index.js.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts +21 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.js +23 -0
- package/modules/technical-analysis/dist/indicator-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/limits.d.ts +19 -0
- package/modules/technical-analysis/dist/limits.d.ts.map +1 -0
- package/modules/technical-analysis/dist/limits.js +19 -0
- package/modules/technical-analysis/dist/limits.js.map +1 -0
- package/modules/technical-analysis/dist/macd.d.ts +29 -0
- package/modules/technical-analysis/dist/macd.d.ts.map +1 -0
- package/modules/technical-analysis/dist/macd.js +61 -0
- package/modules/technical-analysis/dist/macd.js.map +1 -0
- package/modules/technical-analysis/dist/math.d.ts +69 -0
- package/modules/technical-analysis/dist/math.d.ts.map +1 -0
- package/modules/technical-analysis/dist/math.js +124 -0
- package/modules/technical-analysis/dist/math.js.map +1 -0
- package/modules/technical-analysis/dist/microstructure.d.ts +252 -0
- package/modules/technical-analysis/dist/microstructure.d.ts.map +1 -0
- package/modules/technical-analysis/dist/microstructure.js +552 -0
- package/modules/technical-analysis/dist/microstructure.js.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts +619 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.js +1772 -0
- package/modules/technical-analysis/dist/momentum-ext.js.map +1 -0
- package/modules/technical-analysis/dist/momentum.d.ts +15 -0
- package/modules/technical-analysis/dist/momentum.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum.js +14 -0
- package/modules/technical-analysis/dist/momentum.js.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts +344 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.js +1279 -0
- package/modules/technical-analysis/dist/moving-averages.js.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts +42 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.js +60 -0
- package/modules/technical-analysis/dist/nan-policy.js.map +1 -0
- package/modules/technical-analysis/dist/oscillators.d.ts +377 -0
- package/modules/technical-analysis/dist/oscillators.d.ts.map +1 -0
- package/modules/technical-analysis/dist/oscillators.js +1225 -0
- package/modules/technical-analysis/dist/oscillators.js.map +1 -0
- package/modules/technical-analysis/dist/output-meta.d.ts +71 -0
- package/modules/technical-analysis/dist/output-meta.d.ts.map +1 -0
- package/modules/technical-analysis/dist/output-meta.js +399 -0
- package/modules/technical-analysis/dist/output-meta.js.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts +206 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.js +550 -0
- package/modules/technical-analysis/dist/overlap-ext.js.map +1 -0
- package/modules/technical-analysis/dist/overlap.d.ts +11 -0
- package/modules/technical-analysis/dist/overlap.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap.js +10 -0
- package/modules/technical-analysis/dist/overlap.js.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts +21 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.js +31 -0
- package/modules/technical-analysis/dist/performance-ext.js.map +1 -0
- package/modules/technical-analysis/dist/pipeline.d.ts +105 -0
- package/modules/technical-analysis/dist/pipeline.d.ts.map +1 -0
- package/modules/technical-analysis/dist/pipeline.js +224 -0
- package/modules/technical-analysis/dist/pipeline.js.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts +90 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.js +511 -0
- package/modules/technical-analysis/dist/price-action-ext.js.map +1 -0
- package/modules/technical-analysis/dist/price-action.d.ts +348 -0
- package/modules/technical-analysis/dist/price-action.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action.js +613 -0
- package/modules/technical-analysis/dist/price-action.js.map +1 -0
- package/modules/technical-analysis/dist/registry.d.ts +84 -0
- package/modules/technical-analysis/dist/registry.d.ts.map +1 -0
- package/modules/technical-analysis/dist/registry.js +625 -0
- package/modules/technical-analysis/dist/registry.js.map +1 -0
- package/modules/technical-analysis/dist/resample.d.ts +77 -0
- package/modules/technical-analysis/dist/resample.d.ts.map +1 -0
- package/modules/technical-analysis/dist/resample.js +239 -0
- package/modules/technical-analysis/dist/resample.js.map +1 -0
- package/modules/technical-analysis/dist/rsi.d.ts +36 -0
- package/modules/technical-analysis/dist/rsi.d.ts.map +1 -0
- package/modules/technical-analysis/dist/rsi.js +95 -0
- package/modules/technical-analysis/dist/rsi.js.map +1 -0
- package/modules/technical-analysis/dist/series.d.ts +40 -0
- package/modules/technical-analysis/dist/series.d.ts.map +1 -0
- package/modules/technical-analysis/dist/series.js +125 -0
- package/modules/technical-analysis/dist/series.js.map +1 -0
- package/modules/technical-analysis/dist/signal.d.ts +140 -0
- package/modules/technical-analysis/dist/signal.d.ts.map +1 -0
- package/modules/technical-analysis/dist/signal.js +353 -0
- package/modules/technical-analysis/dist/signal.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts +17 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js +53 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts +19 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js +87 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js.map +1 -0
- package/modules/technical-analysis/dist/statistics.d.ts +146 -0
- package/modules/technical-analysis/dist/statistics.d.ts.map +1 -0
- package/modules/technical-analysis/dist/statistics.js +524 -0
- package/modules/technical-analysis/dist/statistics.js.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts +14 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.js +35 -0
- package/modules/technical-analysis/dist/stream-validation.js.map +1 -0
- package/modules/technical-analysis/dist/transforms.d.ts +77 -0
- package/modules/technical-analysis/dist/transforms.d.ts.map +1 -0
- package/modules/technical-analysis/dist/transforms.js +246 -0
- package/modules/technical-analysis/dist/transforms.js.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts +121 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.js +691 -0
- package/modules/technical-analysis/dist/trend-ext.js.map +1 -0
- package/modules/technical-analysis/dist/trend.d.ts +373 -0
- package/modules/technical-analysis/dist/trend.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend.js +1159 -0
- package/modules/technical-analysis/dist/trend.js.map +1 -0
- package/modules/technical-analysis/dist/validate.d.ts +61 -0
- package/modules/technical-analysis/dist/validate.d.ts.map +1 -0
- package/modules/technical-analysis/dist/validate.js +334 -0
- package/modules/technical-analysis/dist/validate.js.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts +98 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.js +535 -0
- package/modules/technical-analysis/dist/volatility-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volatility.d.ts +239 -0
- package/modules/technical-analysis/dist/volatility.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility.js +709 -0
- package/modules/technical-analysis/dist/volatility.js.map +1 -0
- package/modules/technical-analysis/dist/volume-core.d.ts +273 -0
- package/modules/technical-analysis/dist/volume-core.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-core.js +847 -0
- package/modules/technical-analysis/dist/volume-core.js.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts +61 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.js +270 -0
- package/modules/technical-analysis/dist/volume-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volume.d.ts +15 -0
- package/modules/technical-analysis/dist/volume.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume.js +15 -0
- package/modules/technical-analysis/dist/volume.js.map +1 -0
- package/modules/technical-analysis/dist/warmup.d.ts +38 -0
- package/modules/technical-analysis/dist/warmup.d.ts.map +1 -0
- package/modules/technical-analysis/dist/warmup.js +269 -0
- package/modules/technical-analysis/dist/warmup.js.map +1 -0
- package/modules/technical-analysis/etc/technical-analysis.api.md +663 -0
- package/modules/technical-analysis/src/aliases.ts +466 -0
- package/modules/technical-analysis/src/bands.ts +113 -0
- package/modules/technical-analysis/src/bars.ts +456 -0
- package/modules/technical-analysis/src/builtin-metadata.ts +1686 -0
- package/modules/technical-analysis/src/candle-aliases.ts +289 -0
- package/modules/technical-analysis/src/candle-talib.ts +215 -0
- package/modules/technical-analysis/src/candlesticks.ts +1024 -0
- package/modules/technical-analysis/src/chart-types.ts +813 -0
- package/modules/technical-analysis/src/columns.ts +87 -0
- package/modules/technical-analysis/src/cycle.ts +625 -0
- package/modules/technical-analysis/src/discover.ts +390 -0
- package/modules/technical-analysis/src/divergence.ts +388 -0
- package/modules/technical-analysis/src/features-ext.ts +866 -0
- package/modules/technical-analysis/src/features.ts +9 -0
- package/modules/technical-analysis/src/framework.ts +1331 -0
- package/modules/technical-analysis/src/fuzzy.ts +92 -0
- package/modules/technical-analysis/src/generated/validation-specs.ts +1055 -0
- package/modules/technical-analysis/src/index.ts +825 -0
- package/modules/technical-analysis/src/indicator-metadata.ts +43 -0
- package/modules/technical-analysis/src/limits.ts +19 -0
- package/modules/technical-analysis/src/macd.ts +95 -0
- package/modules/technical-analysis/src/math.ts +181 -0
- package/modules/technical-analysis/src/microstructure.ts +870 -0
- package/modules/technical-analysis/src/momentum-ext.ts +2348 -0
- package/modules/technical-analysis/src/momentum.ts +16 -0
- package/modules/technical-analysis/src/moving-averages.ts +1525 -0
- package/modules/technical-analysis/src/nan-policy.ts +58 -0
- package/modules/technical-analysis/src/oscillators.ts +1586 -0
- package/modules/technical-analysis/src/output-meta.ts +466 -0
- package/modules/technical-analysis/src/overlap-ext.ts +792 -0
- package/modules/technical-analysis/src/overlap.ts +12 -0
- package/modules/technical-analysis/src/performance-ext.ts +57 -0
- package/modules/technical-analysis/src/pipeline.ts +270 -0
- package/modules/technical-analysis/src/price-action-ext.ts +675 -0
- package/modules/technical-analysis/src/price-action.ts +955 -0
- package/modules/technical-analysis/src/registry.ts +784 -0
- package/modules/technical-analysis/src/resample.ts +335 -0
- package/modules/technical-analysis/src/rsi.ts +120 -0
- package/modules/technical-analysis/src/series.ts +168 -0
- package/modules/technical-analysis/src/signal.ts +429 -0
- package/modules/technical-analysis/src/snapshot-cardinality.ts +83 -0
- package/modules/technical-analysis/src/snapshot-envelope.ts +131 -0
- package/modules/technical-analysis/src/statistics.ts +720 -0
- package/modules/technical-analysis/src/stream-validation.ts +42 -0
- package/modules/technical-analysis/src/transforms.ts +351 -0
- package/modules/technical-analysis/src/trend-ext.ts +957 -0
- package/modules/technical-analysis/src/trend.ts +1529 -0
- package/modules/technical-analysis/src/validate.ts +555 -0
- package/modules/technical-analysis/src/volatility-ext.ts +781 -0
- package/modules/technical-analysis/src/volatility.ts +963 -0
- package/modules/technical-analysis/src/volume-core.ts +1106 -0
- package/modules/technical-analysis/src/volume-ext.ts +380 -0
- package/modules/technical-analysis/src/volume.ts +14 -0
- package/modules/technical-analysis/src/warmup.ts +322 -0
- package/modules/totalfinance/dist/backtest.d.ts +3 -0
- package/modules/totalfinance/dist/backtest.d.ts.map +1 -0
- package/modules/totalfinance/dist/backtest.js +3 -0
- package/modules/totalfinance/dist/backtest.js.map +1 -0
- package/modules/totalfinance/dist/calendars.d.ts +3 -0
- package/modules/totalfinance/dist/calendars.d.ts.map +1 -0
- package/modules/totalfinance/dist/calendars.js +3 -0
- package/modules/totalfinance/dist/calendars.js.map +1 -0
- package/modules/totalfinance/dist/commodities.d.ts +2 -0
- package/modules/totalfinance/dist/commodities.d.ts.map +1 -0
- package/modules/totalfinance/dist/commodities.js +2 -0
- package/modules/totalfinance/dist/commodities.js.map +1 -0
- package/modules/totalfinance/dist/core.d.ts +3 -0
- package/modules/totalfinance/dist/core.d.ts.map +1 -0
- package/modules/totalfinance/dist/core.js +3 -0
- package/modules/totalfinance/dist/core.js.map +1 -0
- package/modules/totalfinance/dist/crypto.d.ts +3 -0
- package/modules/totalfinance/dist/crypto.d.ts.map +1 -0
- package/modules/totalfinance/dist/crypto.js +3 -0
- package/modules/totalfinance/dist/crypto.js.map +1 -0
- package/modules/totalfinance/dist/fixed-income.d.ts +3 -0
- package/modules/totalfinance/dist/fixed-income.d.ts.map +1 -0
- package/modules/totalfinance/dist/fixed-income.js +3 -0
- package/modules/totalfinance/dist/fixed-income.js.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts +2 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.js +2 -0
- package/modules/totalfinance/dist/foreign-exchange.js.map +1 -0
- package/modules/totalfinance/dist/fundamentals.d.ts +3 -0
- package/modules/totalfinance/dist/fundamentals.d.ts.map +1 -0
- package/modules/totalfinance/dist/fundamentals.js +3 -0
- package/modules/totalfinance/dist/fundamentals.js.map +1 -0
- package/modules/totalfinance/dist/index.d.ts +90 -0
- package/modules/totalfinance/dist/index.d.ts.map +1 -0
- package/modules/totalfinance/dist/index.js +68 -0
- package/modules/totalfinance/dist/index.js.map +1 -0
- package/modules/totalfinance/dist/math.d.ts +3 -0
- package/modules/totalfinance/dist/math.d.ts.map +1 -0
- package/modules/totalfinance/dist/math.js +3 -0
- package/modules/totalfinance/dist/math.js.map +1 -0
- package/modules/totalfinance/dist/options.d.ts +3 -0
- package/modules/totalfinance/dist/options.d.ts.map +1 -0
- package/modules/totalfinance/dist/options.js +3 -0
- package/modules/totalfinance/dist/options.js.map +1 -0
- package/modules/totalfinance/dist/performance.d.ts +3 -0
- package/modules/totalfinance/dist/performance.d.ts.map +1 -0
- package/modules/totalfinance/dist/performance.js +3 -0
- package/modules/totalfinance/dist/performance.js.map +1 -0
- package/modules/totalfinance/dist/portfolio.d.ts +2 -0
- package/modules/totalfinance/dist/portfolio.d.ts.map +1 -0
- package/modules/totalfinance/dist/portfolio.js +2 -0
- package/modules/totalfinance/dist/portfolio.js.map +1 -0
- package/modules/totalfinance/dist/research.d.ts +2 -0
- package/modules/totalfinance/dist/research.d.ts.map +1 -0
- package/modules/totalfinance/dist/research.js +2 -0
- package/modules/totalfinance/dist/research.js.map +1 -0
- package/modules/totalfinance/dist/risk.d.ts +3 -0
- package/modules/totalfinance/dist/risk.d.ts.map +1 -0
- package/modules/totalfinance/dist/risk.js +3 -0
- package/modules/totalfinance/dist/risk.js.map +1 -0
- package/modules/totalfinance/dist/scenarios.d.ts +2 -0
- package/modules/totalfinance/dist/scenarios.d.ts.map +1 -0
- package/modules/totalfinance/dist/scenarios.js +2 -0
- package/modules/totalfinance/dist/scenarios.js.map +1 -0
- package/modules/totalfinance/dist/strategy.d.ts +3 -0
- package/modules/totalfinance/dist/strategy.d.ts.map +1 -0
- package/modules/totalfinance/dist/strategy.js +3 -0
- package/modules/totalfinance/dist/strategy.js.map +1 -0
- package/modules/totalfinance/dist/structure.d.ts +3 -0
- package/modules/totalfinance/dist/structure.d.ts.map +1 -0
- package/modules/totalfinance/dist/structure.js +3 -0
- package/modules/totalfinance/dist/structure.js.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts +3 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.js +3 -0
- package/modules/totalfinance/dist/technical-analysis.js.map +1 -0
- package/modules/totalfinance/dist/valuation.d.ts +3 -0
- package/modules/totalfinance/dist/valuation.d.ts.map +1 -0
- package/modules/totalfinance/dist/valuation.js +3 -0
- package/modules/totalfinance/dist/valuation.js.map +1 -0
- package/modules/totalfinance/dist/volatility.d.ts +3 -0
- package/modules/totalfinance/dist/volatility.d.ts.map +1 -0
- package/modules/totalfinance/dist/volatility.js +3 -0
- package/modules/totalfinance/dist/volatility.js.map +1 -0
- package/modules/totalfinance/etc/totalfinance.api.md +73 -0
- package/modules/totalfinance/src/backtest.ts +2 -0
- package/modules/totalfinance/src/calendars.ts +2 -0
- package/modules/totalfinance/src/commodities.ts +1 -0
- package/modules/totalfinance/src/core.ts +2 -0
- package/modules/totalfinance/src/crypto.ts +2 -0
- package/modules/totalfinance/src/fixed-income.ts +2 -0
- package/modules/totalfinance/src/foreign-exchange.ts +1 -0
- package/modules/totalfinance/src/fundamentals.ts +2 -0
- package/modules/totalfinance/src/index.ts +129 -0
- package/modules/totalfinance/src/math.ts +2 -0
- package/modules/totalfinance/src/options.ts +2 -0
- package/modules/totalfinance/src/performance.ts +2 -0
- package/modules/totalfinance/src/portfolio.ts +1 -0
- package/modules/totalfinance/src/research.ts +1 -0
- package/modules/totalfinance/src/risk.ts +2 -0
- package/modules/totalfinance/src/scenarios.ts +1 -0
- package/modules/totalfinance/src/strategy.ts +2 -0
- package/modules/totalfinance/src/structure.ts +2 -0
- package/modules/totalfinance/src/technical-analysis.ts +2 -0
- package/modules/totalfinance/src/valuation.ts +2 -0
- package/modules/totalfinance/src/volatility.ts +2 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts +62 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts.map +1 -0
- package/modules/valuation/dist/adjusted-present-value.js +85 -0
- package/modules/valuation/dist/adjusted-present-value.js.map +1 -0
- package/modules/valuation/dist/capital-budgeting.d.ts +84 -0
- package/modules/valuation/dist/capital-budgeting.d.ts.map +1 -0
- package/modules/valuation/dist/capital-budgeting.js +204 -0
- package/modules/valuation/dist/capital-budgeting.js.map +1 -0
- package/modules/valuation/dist/cash-flows.d.ts +11 -0
- package/modules/valuation/dist/cash-flows.d.ts.map +1 -0
- package/modules/valuation/dist/cash-flows.js +10 -0
- package/modules/valuation/dist/cash-flows.js.map +1 -0
- package/modules/valuation/dist/comparable.d.ts +101 -0
- package/modules/valuation/dist/comparable.d.ts.map +1 -0
- package/modules/valuation/dist/comparable.js +194 -0
- package/modules/valuation/dist/comparable.js.map +1 -0
- package/modules/valuation/dist/corporate-primitives.d.ts +185 -0
- package/modules/valuation/dist/corporate-primitives.d.ts.map +1 -0
- package/modules/valuation/dist/corporate-primitives.js +337 -0
- package/modules/valuation/dist/corporate-primitives.js.map +1 -0
- package/modules/valuation/dist/corporate.d.ts +14 -0
- package/modules/valuation/dist/corporate.d.ts.map +1 -0
- package/modules/valuation/dist/corporate.js +13 -0
- package/modules/valuation/dist/corporate.js.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts +269 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.js +611 -0
- package/modules/valuation/dist/discounted-cash-flow.js.map +1 -0
- package/modules/valuation/dist/discounting.d.ts +124 -0
- package/modules/valuation/dist/discounting.d.ts.map +1 -0
- package/modules/valuation/dist/discounting.js +235 -0
- package/modules/valuation/dist/discounting.js.map +1 -0
- package/modules/valuation/dist/equity-valuation.d.ts +104 -0
- package/modules/valuation/dist/equity-valuation.d.ts.map +1 -0
- package/modules/valuation/dist/equity-valuation.js +164 -0
- package/modules/valuation/dist/equity-valuation.js.map +1 -0
- package/modules/valuation/dist/flows.d.ts +30 -0
- package/modules/valuation/dist/flows.d.ts.map +1 -0
- package/modules/valuation/dist/flows.js +77 -0
- package/modules/valuation/dist/flows.js.map +1 -0
- package/modules/valuation/dist/forecasting.d.ts +205 -0
- package/modules/valuation/dist/forecasting.d.ts.map +1 -0
- package/modules/valuation/dist/forecasting.js +359 -0
- package/modules/valuation/dist/forecasting.js.map +1 -0
- package/modules/valuation/dist/index.d.ts +9 -0
- package/modules/valuation/dist/index.d.ts.map +1 -0
- package/modules/valuation/dist/index.js +10 -0
- package/modules/valuation/dist/index.js.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts +160 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.js +326 -0
- package/modules/valuation/dist/leveraged-buyout.js.map +1 -0
- package/modules/valuation/dist/loans.d.ts +148 -0
- package/modules/valuation/dist/loans.d.ts.map +1 -0
- package/modules/valuation/dist/loans.js +518 -0
- package/modules/valuation/dist/loans.js.map +1 -0
- package/modules/valuation/dist/probabilistic.d.ts +88 -0
- package/modules/valuation/dist/probabilistic.d.ts.map +1 -0
- package/modules/valuation/dist/probabilistic.js +239 -0
- package/modules/valuation/dist/probabilistic.js.map +1 -0
- package/modules/valuation/dist/solvers.d.ts +90 -0
- package/modules/valuation/dist/solvers.d.ts.map +1 -0
- package/modules/valuation/dist/solvers.js +238 -0
- package/modules/valuation/dist/solvers.js.map +1 -0
- package/modules/valuation/etc/valuation.api.md +162 -0
- package/modules/valuation/src/adjusted-present-value.ts +181 -0
- package/modules/valuation/src/capital-budgeting.ts +329 -0
- package/modules/valuation/src/cash-flows.ts +11 -0
- package/modules/valuation/src/comparable.ts +340 -0
- package/modules/valuation/src/corporate-primitives.ts +665 -0
- package/modules/valuation/src/corporate.ts +36 -0
- package/modules/valuation/src/discounted-cash-flow.ts +1083 -0
- package/modules/valuation/src/discounting.ts +437 -0
- package/modules/valuation/src/equity-valuation.ts +313 -0
- package/modules/valuation/src/flows.ts +144 -0
- package/modules/valuation/src/forecasting.ts +666 -0
- package/modules/valuation/src/index.ts +10 -0
- package/modules/valuation/src/leveraged-buyout.ts +560 -0
- package/modules/valuation/src/loans.ts +778 -0
- package/modules/valuation/src/probabilistic.ts +438 -0
- package/modules/valuation/src/solvers.ts +397 -0
- package/modules/volatility/dist/analytics.d.ts +133 -0
- package/modules/volatility/dist/analytics.d.ts.map +1 -0
- package/modules/volatility/dist/analytics.js +320 -0
- package/modules/volatility/dist/analytics.js.map +1 -0
- package/modules/volatility/dist/arbitrage.d.ts +118 -0
- package/modules/volatility/dist/arbitrage.d.ts.map +1 -0
- package/modules/volatility/dist/arbitrage.js +397 -0
- package/modules/volatility/dist/arbitrage.js.map +1 -0
- package/modules/volatility/dist/artifacts.d.ts +24 -0
- package/modules/volatility/dist/artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/artifacts.js +22 -0
- package/modules/volatility/dist/artifacts.js.map +1 -0
- package/modules/volatility/dist/calibration-limits.d.ts +13 -0
- package/modules/volatility/dist/calibration-limits.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-limits.js +46 -0
- package/modules/volatility/dist/calibration-limits.js.map +1 -0
- package/modules/volatility/dist/calibration-start.d.ts +13 -0
- package/modules/volatility/dist/calibration-start.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-start.js +55 -0
- package/modules/volatility/dist/calibration-start.js.map +1 -0
- package/modules/volatility/dist/earnings.d.ts +152 -0
- package/modules/volatility/dist/earnings.d.ts.map +1 -0
- package/modules/volatility/dist/earnings.js +340 -0
- package/modules/volatility/dist/earnings.js.map +1 -0
- package/modules/volatility/dist/essvi.d.ts +115 -0
- package/modules/volatility/dist/essvi.d.ts.map +1 -0
- package/modules/volatility/dist/essvi.js +362 -0
- package/modules/volatility/dist/essvi.js.map +1 -0
- package/modules/volatility/dist/estimate.d.ts +14 -0
- package/modules/volatility/dist/estimate.d.ts.map +1 -0
- package/modules/volatility/dist/estimate.js +18 -0
- package/modules/volatility/dist/estimate.js.map +1 -0
- package/modules/volatility/dist/event.d.ts +155 -0
- package/modules/volatility/dist/event.d.ts.map +1 -0
- package/modules/volatility/dist/event.js +319 -0
- package/modules/volatility/dist/event.js.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts +378 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.js +1139 -0
- package/modules/volatility/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/volatility/dist/fitted-model-families.d.ts +287 -0
- package/modules/volatility/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-families.js +1251 -0
- package/modules/volatility/dist/fitted-model-families.js.map +1 -0
- package/modules/volatility/dist/forecast.d.ts +195 -0
- package/modules/volatility/dist/forecast.d.ts.map +1 -0
- package/modules/volatility/dist/forecast.js +493 -0
- package/modules/volatility/dist/forecast.js.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts +12 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.js +2181 -0
- package/modules/volatility/dist/generated/validation-specs.js.map +1 -0
- package/modules/volatility/dist/heston-surface.d.ts +67 -0
- package/modules/volatility/dist/heston-surface.d.ts.map +1 -0
- package/modules/volatility/dist/heston-surface.js +135 -0
- package/modules/volatility/dist/heston-surface.js.map +1 -0
- package/modules/volatility/dist/index.d.ts +64 -0
- package/modules/volatility/dist/index.d.ts.map +1 -0
- package/modules/volatility/dist/index.js +68 -0
- package/modules/volatility/dist/index.js.map +1 -0
- package/modules/volatility/dist/local-volatility.d.ts +34 -0
- package/modules/volatility/dist/local-volatility.d.ts.map +1 -0
- package/modules/volatility/dist/local-volatility.js +59 -0
- package/modules/volatility/dist/local-volatility.js.map +1 -0
- package/modules/volatility/dist/metrics.d.ts +41 -0
- package/modules/volatility/dist/metrics.d.ts.map +1 -0
- package/modules/volatility/dist/metrics.js +117 -0
- package/modules/volatility/dist/metrics.js.map +1 -0
- package/modules/volatility/dist/min-variance-delta.d.ts +61 -0
- package/modules/volatility/dist/min-variance-delta.d.ts.map +1 -0
- package/modules/volatility/dist/min-variance-delta.js +101 -0
- package/modules/volatility/dist/min-variance-delta.js.map +1 -0
- package/modules/volatility/dist/observed-skew.d.ts +137 -0
- package/modules/volatility/dist/observed-skew.d.ts.map +1 -0
- package/modules/volatility/dist/observed-skew.js +461 -0
- package/modules/volatility/dist/observed-skew.js.map +1 -0
- package/modules/volatility/dist/otm-strip.d.ts +39 -0
- package/modules/volatility/dist/otm-strip.d.ts.map +1 -0
- package/modules/volatility/dist/otm-strip.js +181 -0
- package/modules/volatility/dist/otm-strip.js.map +1 -0
- package/modules/volatility/dist/risk-reversal.d.ts +89 -0
- package/modules/volatility/dist/risk-reversal.d.ts.map +1 -0
- package/modules/volatility/dist/risk-reversal.js +176 -0
- package/modules/volatility/dist/risk-reversal.js.map +1 -0
- package/modules/volatility/dist/sabr-delta.d.ts +67 -0
- package/modules/volatility/dist/sabr-delta.d.ts.map +1 -0
- package/modules/volatility/dist/sabr-delta.js +153 -0
- package/modules/volatility/dist/sabr-delta.js.map +1 -0
- package/modules/volatility/dist/sabr.d.ts +62 -0
- package/modules/volatility/dist/sabr.d.ts.map +1 -0
- package/modules/volatility/dist/sabr.js +262 -0
- package/modules/volatility/dist/sabr.js.map +1 -0
- package/modules/volatility/dist/skew.d.ts +63 -0
- package/modules/volatility/dist/skew.d.ts.map +1 -0
- package/modules/volatility/dist/skew.js +147 -0
- package/modules/volatility/dist/skew.js.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts +90 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.js +103 -0
- package/modules/volatility/dist/ssvi-kernel.js.map +1 -0
- package/modules/volatility/dist/ssvi.d.ts +181 -0
- package/modules/volatility/dist/ssvi.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi.js +490 -0
- package/modules/volatility/dist/ssvi.js.map +1 -0
- package/modules/volatility/dist/sticky-regime.d.ts +47 -0
- package/modules/volatility/dist/sticky-regime.d.ts.map +1 -0
- package/modules/volatility/dist/sticky-regime.js +81 -0
- package/modules/volatility/dist/sticky-regime.js.map +1 -0
- package/modules/volatility/dist/surface-pca.d.ts +111 -0
- package/modules/volatility/dist/surface-pca.d.ts.map +1 -0
- package/modules/volatility/dist/surface-pca.js +297 -0
- package/modules/volatility/dist/surface-pca.js.map +1 -0
- package/modules/volatility/dist/surface.d.ts +286 -0
- package/modules/volatility/dist/surface.d.ts.map +1 -0
- package/modules/volatility/dist/surface.js +1105 -0
- package/modules/volatility/dist/surface.js.map +1 -0
- package/modules/volatility/dist/svi.d.ts +133 -0
- package/modules/volatility/dist/svi.d.ts.map +1 -0
- package/modules/volatility/dist/svi.js +491 -0
- package/modules/volatility/dist/svi.js.map +1 -0
- package/modules/volatility/dist/swaption-cube.d.ts +125 -0
- package/modules/volatility/dist/swaption-cube.d.ts.map +1 -0
- package/modules/volatility/dist/swaption-cube.js +334 -0
- package/modules/volatility/dist/swaption-cube.js.map +1 -0
- package/modules/volatility/dist/tail-risk.d.ts +65 -0
- package/modules/volatility/dist/tail-risk.d.ts.map +1 -0
- package/modules/volatility/dist/tail-risk.js +155 -0
- package/modules/volatility/dist/tail-risk.js.map +1 -0
- package/modules/volatility/dist/term.d.ts +121 -0
- package/modules/volatility/dist/term.d.ts.map +1 -0
- package/modules/volatility/dist/term.js +336 -0
- package/modules/volatility/dist/term.js.map +1 -0
- package/modules/volatility/dist/vanna-volga.d.ts +278 -0
- package/modules/volatility/dist/vanna-volga.d.ts.map +1 -0
- package/modules/volatility/dist/vanna-volga.js +833 -0
- package/modules/volatility/dist/vanna-volga.js.map +1 -0
- package/modules/volatility/dist/variance-index.d.ts +101 -0
- package/modules/volatility/dist/variance-index.d.ts.map +1 -0
- package/modules/volatility/dist/variance-index.js +240 -0
- package/modules/volatility/dist/variance-index.js.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts +57 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.js +136 -0
- package/modules/volatility/dist/volatility-spot-beta.js.map +1 -0
- package/modules/volatility/etc/volatility.api.md +207 -0
- package/modules/volatility/src/analytics.ts +513 -0
- package/modules/volatility/src/arbitrage.ts +561 -0
- package/modules/volatility/src/artifacts.ts +62 -0
- package/modules/volatility/src/calibration-limits.ts +61 -0
- package/modules/volatility/src/calibration-start.ts +79 -0
- package/modules/volatility/src/earnings.ts +548 -0
- package/modules/volatility/src/essvi.ts +528 -0
- package/modules/volatility/src/estimate.ts +21 -0
- package/modules/volatility/src/event.ts +542 -0
- package/modules/volatility/src/fitted-model-artifacts.ts +1844 -0
- package/modules/volatility/src/fitted-model-families.ts +1681 -0
- package/modules/volatility/src/forecast.ts +757 -0
- package/modules/volatility/src/generated/validation-specs.ts +2184 -0
- package/modules/volatility/src/heston-surface.ts +215 -0
- package/modules/volatility/src/index.ts +285 -0
- package/modules/volatility/src/local-volatility.ts +104 -0
- package/modules/volatility/src/metrics.ts +176 -0
- package/modules/volatility/src/min-variance-delta.ts +167 -0
- package/modules/volatility/src/observed-skew.ts +684 -0
- package/modules/volatility/src/otm-strip.ts +234 -0
- package/modules/volatility/src/risk-reversal.ts +316 -0
- package/modules/volatility/src/sabr-delta.ts +238 -0
- package/modules/volatility/src/sabr.ts +375 -0
- package/modules/volatility/src/skew.ts +244 -0
- package/modules/volatility/src/ssvi-kernel.ts +134 -0
- package/modules/volatility/src/ssvi.ts +707 -0
- package/modules/volatility/src/sticky-regime.ts +150 -0
- package/modules/volatility/src/surface-pca.ts +439 -0
- package/modules/volatility/src/surface.ts +1499 -0
- package/modules/volatility/src/svi.ts +687 -0
- package/modules/volatility/src/swaption-cube.ts +539 -0
- package/modules/volatility/src/tail-risk.ts +254 -0
- package/modules/volatility/src/term.ts +587 -0
- package/modules/volatility/src/vanna-volga.ts +1337 -0
- package/modules/volatility/src/variance-index.ts +396 -0
- package/modules/volatility/src/volatility-spot-beta.ts +252 -0
- package/modules/workflows/dist/capabilities.d.ts +8 -0
- package/modules/workflows/dist/capabilities.d.ts.map +1 -0
- package/modules/workflows/dist/capabilities.js +50 -0
- package/modules/workflows/dist/capabilities.js.map +1 -0
- package/modules/workflows/dist/envelope-schema.d.ts +36 -0
- package/modules/workflows/dist/envelope-schema.d.ts.map +1 -0
- package/modules/workflows/dist/envelope-schema.js +152 -0
- package/modules/workflows/dist/envelope-schema.js.map +1 -0
- package/modules/workflows/dist/index.d.ts +33 -0
- package/modules/workflows/dist/index.d.ts.map +1 -0
- package/modules/workflows/dist/index.js +27 -0
- package/modules/workflows/dist/index.js.map +1 -0
- package/modules/workflows/dist/json-safe.d.ts +7 -0
- package/modules/workflows/dist/json-safe.d.ts.map +1 -0
- package/modules/workflows/dist/json-safe.js +23 -0
- package/modules/workflows/dist/json-safe.js.map +1 -0
- package/modules/workflows/dist/local/file-lock.d.ts +23 -0
- package/modules/workflows/dist/local/file-lock.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-lock.js +198 -0
- package/modules/workflows/dist/local/file-lock.js.map +1 -0
- package/modules/workflows/dist/local/file-stores.d.ts +33 -0
- package/modules/workflows/dist/local/file-stores.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-stores.js +376 -0
- package/modules/workflows/dist/local/file-stores.js.map +1 -0
- package/modules/workflows/dist/local/index.d.ts +15 -0
- package/modules/workflows/dist/local/index.d.ts.map +1 -0
- package/modules/workflows/dist/local/index.js +12 -0
- package/modules/workflows/dist/local/index.js.map +1 -0
- package/modules/workflows/dist/local/job-worker.d.ts +28 -0
- package/modules/workflows/dist/local/job-worker.d.ts.map +1 -0
- package/modules/workflows/dist/local/job-worker.js +56 -0
- package/modules/workflows/dist/local/job-worker.js.map +1 -0
- package/modules/workflows/dist/local/jobs.d.ts +51 -0
- package/modules/workflows/dist/local/jobs.d.ts.map +1 -0
- package/modules/workflows/dist/local/jobs.js +313 -0
- package/modules/workflows/dist/local/jobs.js.map +1 -0
- package/modules/workflows/dist/local/local-runner.d.ts +39 -0
- package/modules/workflows/dist/local/local-runner.d.ts.map +1 -0
- package/modules/workflows/dist/local/local-runner.js +102 -0
- package/modules/workflows/dist/local/local-runner.js.map +1 -0
- package/modules/workflows/dist/local/profiles.d.ts +27 -0
- package/modules/workflows/dist/local/profiles.d.ts.map +1 -0
- package/modules/workflows/dist/local/profiles.js +77 -0
- package/modules/workflows/dist/local/profiles.js.map +1 -0
- package/modules/workflows/dist/operation-kit.d.ts +10 -0
- package/modules/workflows/dist/operation-kit.d.ts.map +1 -0
- package/modules/workflows/dist/operation-kit.js +193 -0
- package/modules/workflows/dist/operation-kit.js.map +1 -0
- package/modules/workflows/dist/operation.d.ts +210 -0
- package/modules/workflows/dist/operation.d.ts.map +1 -0
- package/modules/workflows/dist/operation.js +255 -0
- package/modules/workflows/dist/operation.js.map +1 -0
- package/modules/workflows/dist/operations-analysis.d.ts +188 -0
- package/modules/workflows/dist/operations-analysis.d.ts.map +1 -0
- package/modules/workflows/dist/operations-analysis.js +908 -0
- package/modules/workflows/dist/operations-analysis.js.map +1 -0
- package/modules/workflows/dist/operations-compute.d.ts +21 -0
- package/modules/workflows/dist/operations-compute.d.ts.map +1 -0
- package/modules/workflows/dist/operations-compute.js +1227 -0
- package/modules/workflows/dist/operations-compute.js.map +1 -0
- package/modules/workflows/dist/operations-journey.d.ts +27 -0
- package/modules/workflows/dist/operations-journey.d.ts.map +1 -0
- package/modules/workflows/dist/operations-journey.js +2445 -0
- package/modules/workflows/dist/operations-journey.js.map +1 -0
- package/modules/workflows/dist/operations-trade.d.ts +3 -0
- package/modules/workflows/dist/operations-trade.d.ts.map +1 -0
- package/modules/workflows/dist/operations-trade.js +648 -0
- package/modules/workflows/dist/operations-trade.js.map +1 -0
- package/modules/workflows/dist/preview.d.ts +16 -0
- package/modules/workflows/dist/preview.d.ts.map +1 -0
- package/modules/workflows/dist/preview.js +30 -0
- package/modules/workflows/dist/preview.js.map +1 -0
- package/modules/workflows/dist/registry.d.ts +26 -0
- package/modules/workflows/dist/registry.d.ts.map +1 -0
- package/modules/workflows/dist/registry.js +110 -0
- package/modules/workflows/dist/registry.js.map +1 -0
- package/modules/workflows/dist/runtime.d.ts +76 -0
- package/modules/workflows/dist/runtime.d.ts.map +1 -0
- package/modules/workflows/dist/runtime.js +445 -0
- package/modules/workflows/dist/runtime.js.map +1 -0
- package/modules/workflows/dist/stores-trade.d.ts +101 -0
- package/modules/workflows/dist/stores-trade.d.ts.map +1 -0
- package/modules/workflows/dist/stores-trade.js +275 -0
- package/modules/workflows/dist/stores-trade.js.map +1 -0
- package/modules/workflows/dist/stores.d.ts +109 -0
- package/modules/workflows/dist/stores.d.ts.map +1 -0
- package/modules/workflows/dist/stores.js +393 -0
- package/modules/workflows/dist/stores.js.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts +57 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js +286 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts +102 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js +321 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts +5 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js +84 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts +1134 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.js +755 -0
- package/modules/workflows/dist/trade-wire-schemas.js.map +1 -0
- package/modules/workflows/dist/version.d.ts +3 -0
- package/modules/workflows/dist/version.d.ts.map +1 -0
- package/modules/workflows/dist/version.js +3 -0
- package/modules/workflows/dist/version.js.map +1 -0
- package/modules/workflows/dist/wire-schemas.d.ts +84 -0
- package/modules/workflows/dist/wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/wire-schemas.js +88 -0
- package/modules/workflows/dist/wire-schemas.js.map +1 -0
- package/modules/workflows/etc/workflows.api.md +95 -0
- package/modules/workflows/src/capabilities.ts +67 -0
- package/modules/workflows/src/envelope-schema.ts +170 -0
- package/modules/workflows/src/index.ts +118 -0
- package/modules/workflows/src/json-safe.ts +19 -0
- package/modules/workflows/src/local/file-lock.ts +200 -0
- package/modules/workflows/src/local/file-stores.ts +452 -0
- package/modules/workflows/src/local/index.ts +20 -0
- package/modules/workflows/src/local/job-worker.ts +74 -0
- package/modules/workflows/src/local/jobs.ts +458 -0
- package/modules/workflows/src/local/local-runner.ts +170 -0
- package/modules/workflows/src/local/profiles.ts +113 -0
- package/modules/workflows/src/operation-kit.ts +234 -0
- package/modules/workflows/src/operation.ts +607 -0
- package/modules/workflows/src/operations-analysis.ts +1058 -0
- package/modules/workflows/src/operations-compute.ts +1458 -0
- package/modules/workflows/src/operations-journey.ts +2744 -0
- package/modules/workflows/src/operations-trade.ts +946 -0
- package/modules/workflows/src/preview.ts +34 -0
- package/modules/workflows/src/registry.ts +150 -0
- package/modules/workflows/src/runtime.ts +633 -0
- package/modules/workflows/src/stores-trade.ts +463 -0
- package/modules/workflows/src/stores.ts +608 -0
- package/modules/workflows/src/trade-wire-common-schemas.ts +337 -0
- package/modules/workflows/src/trade-wire-ledger-schemas.ts +359 -0
- package/modules/workflows/src/trade-wire-market-schemas.ts +103 -0
- package/modules/workflows/src/trade-wire-schemas.ts +906 -0
- package/modules/workflows/src/version.ts +2 -0
- package/modules/workflows/src/wire-schemas.ts +100 -0
- package/package.json +1008 -0
|
@@ -0,0 +1,419 @@
|
|
|
1
|
+
import { ErrorCode, InputError, isQuantError } from '../../core/dist/index.js';
|
|
2
|
+
import { contentHash } from '../../core/dist/artifacts/index.js';
|
|
3
|
+
import { definePricer } from '../../core/dist/pricing.js';
|
|
4
|
+
import { applyPortfolioEvents, } from '../../portfolio/dist/index.js';
|
|
5
|
+
import { detachCanonicalData, readPlainArrayLength, scanCanonicalData, snapshotClosedRecord, snapshotDenseArray, } from './internal/data.js';
|
|
6
|
+
import { scenarioTarget } from './targets.js';
|
|
7
|
+
const PORTFOLIO_BINDING_BRAND = Symbol('totalfinance.scenarios.portfolio-binding.brand');
|
|
8
|
+
const FULL_REVALUATION_BEHAVIOR = Symbol('totalfinance.scenarios.portfolio-binding.full-revaluation-behavior');
|
|
9
|
+
const BASE_INPUT_KEYS = ['id', 'accountId', 'instrumentId', 'strategy', 'book', 'tags'];
|
|
10
|
+
const FULL_REVALUATION_INPUT_KEYS = [
|
|
11
|
+
...BASE_INPUT_KEYS,
|
|
12
|
+
'instrument',
|
|
13
|
+
'instrumentDescriptor',
|
|
14
|
+
'pricer',
|
|
15
|
+
];
|
|
16
|
+
const TAYLOR_INPUT_KEYS = [...BASE_INPUT_KEYS, 'baseValuePerUnit', 'greeks', 'factors'];
|
|
17
|
+
const ADAPTER_INPUT_KEYS = ['state', 'bindings'];
|
|
18
|
+
const BASE_DESCRIPTOR_KEYS = [
|
|
19
|
+
'id',
|
|
20
|
+
'accountId',
|
|
21
|
+
'instrumentId',
|
|
22
|
+
'strategy',
|
|
23
|
+
'book',
|
|
24
|
+
'tags',
|
|
25
|
+
'bindingDescriptorHash',
|
|
26
|
+
];
|
|
27
|
+
const FULL_REVALUATION_DESCRIPTOR_KEYS = [
|
|
28
|
+
...BASE_DESCRIPTOR_KEYS,
|
|
29
|
+
'valuationMethod',
|
|
30
|
+
'instrumentDescriptor',
|
|
31
|
+
'instrumentDescriptorHash',
|
|
32
|
+
'pricer',
|
|
33
|
+
];
|
|
34
|
+
const TAYLOR_DESCRIPTOR_KEYS = [
|
|
35
|
+
...BASE_DESCRIPTOR_KEYS,
|
|
36
|
+
'valuationMethod',
|
|
37
|
+
'taylor',
|
|
38
|
+
'taylorDescriptorHash',
|
|
39
|
+
];
|
|
40
|
+
function bindingError(functionName, field, message, code = ErrorCode.InputWrongType) {
|
|
41
|
+
throw new InputError(`${functionName}: ${field} ${message}`, {
|
|
42
|
+
code,
|
|
43
|
+
context: { function: functionName, field },
|
|
44
|
+
});
|
|
45
|
+
}
|
|
46
|
+
function requireNonEmptyString(functionName, field, value) {
|
|
47
|
+
if (typeof value !== 'string' || value.trim().length === 0) {
|
|
48
|
+
bindingError(functionName, field, 'must be a non-empty string.');
|
|
49
|
+
}
|
|
50
|
+
return value;
|
|
51
|
+
}
|
|
52
|
+
function optionalString(functionName, field, value) {
|
|
53
|
+
return value === undefined ? undefined : requireNonEmptyString(functionName, field, value);
|
|
54
|
+
}
|
|
55
|
+
function requireTags(functionName, value) {
|
|
56
|
+
if (value === undefined)
|
|
57
|
+
return Object.freeze([]);
|
|
58
|
+
const count = readPlainArrayLength(value, functionName, 'input.tags');
|
|
59
|
+
if (count > 128) {
|
|
60
|
+
bindingError(functionName, 'input.tags', `may contain at most 128 tags; received ${count}.`, ErrorCode.InputOutOfRange);
|
|
61
|
+
}
|
|
62
|
+
const raw = snapshotDenseArray(value, functionName, 'input.tags');
|
|
63
|
+
const tags = [];
|
|
64
|
+
const seen = new Set();
|
|
65
|
+
for (let index = 0; index < raw.length; index++) {
|
|
66
|
+
const tag = requireNonEmptyString(functionName, `input.tags[${index}]`, raw[index]);
|
|
67
|
+
if (seen.has(tag)) {
|
|
68
|
+
bindingError(functionName, `input.tags[${index}]`, `duplicates ${JSON.stringify(tag)} — binding tags must be unique.`, ErrorCode.InputOutOfRange);
|
|
69
|
+
}
|
|
70
|
+
seen.add(tag);
|
|
71
|
+
tags.push(tag);
|
|
72
|
+
}
|
|
73
|
+
return Object.freeze(tags);
|
|
74
|
+
}
|
|
75
|
+
function validateBase(functionName, input) {
|
|
76
|
+
const strategy = optionalString(functionName, 'input.strategy', input['strategy']);
|
|
77
|
+
const book = optionalString(functionName, 'input.book', input['book']);
|
|
78
|
+
return {
|
|
79
|
+
id: requireNonEmptyString(functionName, 'input.id', input['id']),
|
|
80
|
+
accountId: requireNonEmptyString(functionName, 'input.accountId', input['accountId']),
|
|
81
|
+
instrumentId: requireNonEmptyString(functionName, 'input.instrumentId', input['instrumentId']),
|
|
82
|
+
...(strategy !== undefined ? { strategy } : {}),
|
|
83
|
+
...(book !== undefined ? { book } : {}),
|
|
84
|
+
tags: requireTags(functionName, input['tags']),
|
|
85
|
+
};
|
|
86
|
+
}
|
|
87
|
+
function descriptorOfPricer(functionName, pricer) {
|
|
88
|
+
const validated = definePricer(pricer);
|
|
89
|
+
const descriptor = detachCanonicalData({
|
|
90
|
+
name: validated.name,
|
|
91
|
+
version: validated.version,
|
|
92
|
+
capabilities: {
|
|
93
|
+
greeks: validated.capabilities.greeks,
|
|
94
|
+
randomness: validated.capabilities.randomness,
|
|
95
|
+
batch: validated.capabilities.batch,
|
|
96
|
+
},
|
|
97
|
+
}, {
|
|
98
|
+
functionName,
|
|
99
|
+
label: 'input.pricer descriptor',
|
|
100
|
+
requireFiniteNumbers: true,
|
|
101
|
+
});
|
|
102
|
+
return { descriptor, pricer: validated };
|
|
103
|
+
}
|
|
104
|
+
function canonicalInstrumentDescriptor(functionName, instrument, supplied, wasSupplied) {
|
|
105
|
+
try {
|
|
106
|
+
return detachCanonicalData(wasSupplied ? supplied : instrument, {
|
|
107
|
+
functionName,
|
|
108
|
+
label: wasSupplied ? 'input.instrumentDescriptor' : 'input.instrument',
|
|
109
|
+
requireFiniteNumbers: true,
|
|
110
|
+
});
|
|
111
|
+
}
|
|
112
|
+
catch (error) {
|
|
113
|
+
if (!wasSupplied) {
|
|
114
|
+
throw new InputError(`${functionName}: input.instrument cannot be derived into a canonical replay descriptor — supply input.instrumentDescriptor as plain JSON-safe stored data. The binding retains behavior separately and never serializes it blindly.`, {
|
|
115
|
+
code: ErrorCode.SerializationUnsupportedValue,
|
|
116
|
+
context: { function: functionName, field: 'input.instrumentDescriptor' },
|
|
117
|
+
cause: error,
|
|
118
|
+
});
|
|
119
|
+
}
|
|
120
|
+
throw error;
|
|
121
|
+
}
|
|
122
|
+
}
|
|
123
|
+
function attachBinding(descriptor, behavior) {
|
|
124
|
+
const binding = { ...descriptor };
|
|
125
|
+
Object.defineProperty(binding, PORTFOLIO_BINDING_BRAND, {
|
|
126
|
+
configurable: false,
|
|
127
|
+
enumerable: false,
|
|
128
|
+
value: true,
|
|
129
|
+
writable: false,
|
|
130
|
+
});
|
|
131
|
+
if (behavior !== null) {
|
|
132
|
+
Object.defineProperty(binding, FULL_REVALUATION_BEHAVIOR, {
|
|
133
|
+
configurable: false,
|
|
134
|
+
enumerable: false,
|
|
135
|
+
value: Object.freeze(behavior),
|
|
136
|
+
writable: false,
|
|
137
|
+
});
|
|
138
|
+
}
|
|
139
|
+
return Object.freeze(binding);
|
|
140
|
+
}
|
|
141
|
+
function fullRevaluation(rawInput) {
|
|
142
|
+
const functionName = 'scenarioPortfolioBinding.fullRevaluation';
|
|
143
|
+
const input = snapshotClosedRecord(rawInput, {
|
|
144
|
+
functionName,
|
|
145
|
+
label: 'input',
|
|
146
|
+
allowedKeys: FULL_REVALUATION_INPUT_KEYS,
|
|
147
|
+
requiredKeys: ['id', 'accountId', 'instrumentId', 'instrument', 'pricer'],
|
|
148
|
+
});
|
|
149
|
+
const base = validateBase(functionName, input);
|
|
150
|
+
const { descriptor: pricerDescriptor, pricer } = descriptorOfPricer(functionName, input['pricer']);
|
|
151
|
+
const descriptorWasSupplied = Object.prototype.hasOwnProperty.call(input, 'instrumentDescriptor') &&
|
|
152
|
+
input['instrumentDescriptor'] !== undefined;
|
|
153
|
+
const instrumentDescriptor = canonicalInstrumentDescriptor(functionName, input['instrument'], input['instrumentDescriptor'], descriptorWasSupplied);
|
|
154
|
+
const instrumentDescriptorHash = contentHash(instrumentDescriptor);
|
|
155
|
+
const withoutBindingHash = {
|
|
156
|
+
...base,
|
|
157
|
+
valuationMethod: 'full-revaluation',
|
|
158
|
+
instrumentDescriptor,
|
|
159
|
+
instrumentDescriptorHash,
|
|
160
|
+
pricer: pricerDescriptor,
|
|
161
|
+
};
|
|
162
|
+
const descriptor = detachCanonicalData({
|
|
163
|
+
...withoutBindingHash,
|
|
164
|
+
bindingDescriptorHash: contentHash(withoutBindingHash),
|
|
165
|
+
}, { functionName, label: 'binding descriptor', requireFiniteNumbers: true });
|
|
166
|
+
return attachBinding(descriptor, {
|
|
167
|
+
instrument: input['instrument'],
|
|
168
|
+
pricer: pricer,
|
|
169
|
+
});
|
|
170
|
+
}
|
|
171
|
+
function taylor(rawInput) {
|
|
172
|
+
const functionName = 'scenarioPortfolioBinding.taylor';
|
|
173
|
+
const input = snapshotClosedRecord(rawInput, {
|
|
174
|
+
functionName,
|
|
175
|
+
label: 'input',
|
|
176
|
+
allowedKeys: TAYLOR_INPUT_KEYS,
|
|
177
|
+
requiredKeys: ['id', 'accountId', 'instrumentId', 'baseValuePerUnit', 'greeks', 'factors'],
|
|
178
|
+
});
|
|
179
|
+
const base = validateBase(functionName, input);
|
|
180
|
+
let target;
|
|
181
|
+
try {
|
|
182
|
+
target = scenarioTarget.taylor({
|
|
183
|
+
id: base.id,
|
|
184
|
+
quantity: 1,
|
|
185
|
+
contractMultiplier: 1,
|
|
186
|
+
currency: 'USD',
|
|
187
|
+
baseValuePerUnit: input['baseValuePerUnit'],
|
|
188
|
+
greeks: input['greeks'],
|
|
189
|
+
factors: input['factors'],
|
|
190
|
+
});
|
|
191
|
+
}
|
|
192
|
+
catch (error) {
|
|
193
|
+
if (isQuantError(error)) {
|
|
194
|
+
throw new InputError(error.message.replace(/^scenarioTarget\.taylor:/, `${functionName}:`), {
|
|
195
|
+
code: error.code,
|
|
196
|
+
context: { ...error.context, function: functionName },
|
|
197
|
+
cause: error,
|
|
198
|
+
});
|
|
199
|
+
}
|
|
200
|
+
throw error;
|
|
201
|
+
}
|
|
202
|
+
if (target.valuationMethod !== 'taylor') {
|
|
203
|
+
bindingError(functionName, 'input', 'failed to produce a Taylor descriptor.');
|
|
204
|
+
}
|
|
205
|
+
const taylorDescriptor = target.taylor;
|
|
206
|
+
const withoutBindingHash = {
|
|
207
|
+
...base,
|
|
208
|
+
valuationMethod: 'taylor',
|
|
209
|
+
taylor: taylorDescriptor,
|
|
210
|
+
taylorDescriptorHash: target.taylorDescriptorHash,
|
|
211
|
+
};
|
|
212
|
+
const descriptor = detachCanonicalData({
|
|
213
|
+
...withoutBindingHash,
|
|
214
|
+
bindingDescriptorHash: contentHash(withoutBindingHash),
|
|
215
|
+
}, { functionName, label: 'binding descriptor', requireFiniteNumbers: true });
|
|
216
|
+
return attachBinding(descriptor, null);
|
|
217
|
+
}
|
|
218
|
+
/** Opaque builder namespace for durable portfolio-to-scenario bindings. */
|
|
219
|
+
export const scenarioPortfolioBinding = Object.freeze({
|
|
220
|
+
fullRevaluation,
|
|
221
|
+
taylor,
|
|
222
|
+
});
|
|
223
|
+
function descriptorHashPayload(descriptor) {
|
|
224
|
+
const payload = {};
|
|
225
|
+
for (const key of Reflect.ownKeys(descriptor)) {
|
|
226
|
+
if (typeof key !== 'string' || key === 'bindingDescriptorHash')
|
|
227
|
+
continue;
|
|
228
|
+
const property = Object.getOwnPropertyDescriptor(descriptor, key);
|
|
229
|
+
if (property !== undefined && 'value' in property)
|
|
230
|
+
payload[key] = property.value;
|
|
231
|
+
}
|
|
232
|
+
return payload;
|
|
233
|
+
}
|
|
234
|
+
function requirePrivateStoredProperty(object, symbol, functionName, label) {
|
|
235
|
+
const property = Object.getOwnPropertyDescriptor(object, symbol);
|
|
236
|
+
if (property === undefined ||
|
|
237
|
+
property.enumerable ||
|
|
238
|
+
property.configurable ||
|
|
239
|
+
!('value' in property) ||
|
|
240
|
+
property.writable) {
|
|
241
|
+
bindingError(functionName, label, 'does not carry an intact builder-owned binding.');
|
|
242
|
+
}
|
|
243
|
+
return property.value;
|
|
244
|
+
}
|
|
245
|
+
function validatePortfolioBinding(value, bindingIndex) {
|
|
246
|
+
const functionName = 'scenarioTargetsFromPortfolio';
|
|
247
|
+
const label = `bindings[${bindingIndex}]`;
|
|
248
|
+
if (value === null || typeof value !== 'object' || Array.isArray(value)) {
|
|
249
|
+
bindingError(functionName, label, 'must be produced by scenarioPortfolioBinding.*.');
|
|
250
|
+
}
|
|
251
|
+
const object = value;
|
|
252
|
+
if (Object.getPrototypeOf(object) !== Object.prototype || !Object.isFrozen(object)) {
|
|
253
|
+
bindingError(functionName, label, 'must be the frozen opaque value returned by scenarioPortfolioBinding.*.');
|
|
254
|
+
}
|
|
255
|
+
if (requirePrivateStoredProperty(object, PORTFOLIO_BINDING_BRAND, functionName, label) !== true) {
|
|
256
|
+
bindingError(functionName, label, 'does not carry an intact builder-owned binding brand.');
|
|
257
|
+
}
|
|
258
|
+
const methodProperty = Object.getOwnPropertyDescriptor(object, 'valuationMethod');
|
|
259
|
+
const method = methodProperty !== undefined && 'value' in methodProperty ? methodProperty.value : undefined;
|
|
260
|
+
const allowed = method === 'full-revaluation'
|
|
261
|
+
? FULL_REVALUATION_DESCRIPTOR_KEYS
|
|
262
|
+
: method === 'taylor'
|
|
263
|
+
? TAYLOR_DESCRIPTOR_KEYS
|
|
264
|
+
: [];
|
|
265
|
+
const publicKeys = [];
|
|
266
|
+
for (const key of Reflect.ownKeys(object)) {
|
|
267
|
+
if (key === PORTFOLIO_BINDING_BRAND || key === FULL_REVALUATION_BEHAVIOR)
|
|
268
|
+
continue;
|
|
269
|
+
if (typeof key !== 'string') {
|
|
270
|
+
bindingError(functionName, label, `contains an unrecognized symbol ${String(key)}.`);
|
|
271
|
+
}
|
|
272
|
+
const property = Object.getOwnPropertyDescriptor(object, key);
|
|
273
|
+
if (property === undefined || !property.enumerable || !('value' in property)) {
|
|
274
|
+
bindingError(functionName, `${label}.${key}`, 'must be an enumerable own stored-data field.');
|
|
275
|
+
}
|
|
276
|
+
publicKeys.push(key);
|
|
277
|
+
}
|
|
278
|
+
const unknown = publicKeys.filter((key) => !allowed.includes(key));
|
|
279
|
+
const missing = allowed.filter((key) => !publicKeys.includes(key));
|
|
280
|
+
for (const optional of ['strategy', 'book']) {
|
|
281
|
+
const index = missing.indexOf(optional);
|
|
282
|
+
if (index >= 0)
|
|
283
|
+
missing.splice(index, 1);
|
|
284
|
+
}
|
|
285
|
+
if (unknown.length > 0 || missing.length > 0) {
|
|
286
|
+
bindingError(functionName, label, `has descriptor-key drift (unknown: ${unknown.join(', ') || 'none'}; missing: ${missing.join(', ') || 'none'}).`, unknown.length > 0 ? ErrorCode.InputUnknownField : ErrorCode.InputMissingField);
|
|
287
|
+
}
|
|
288
|
+
const descriptor = value;
|
|
289
|
+
scanCanonicalData(descriptor, {
|
|
290
|
+
functionName,
|
|
291
|
+
label,
|
|
292
|
+
ignoredSymbols: new Set([PORTFOLIO_BINDING_BRAND, FULL_REVALUATION_BEHAVIOR]),
|
|
293
|
+
requireFiniteNumbers: true,
|
|
294
|
+
});
|
|
295
|
+
validateBase(functionName, descriptor);
|
|
296
|
+
if (contentHash(descriptorHashPayload(descriptor)) !== descriptor.bindingDescriptorHash) {
|
|
297
|
+
bindingError(functionName, `${label}.bindingDescriptorHash`, 'does not match the complete public descriptor — rebuild the binding with scenarioPortfolioBinding.*.', ErrorCode.InputOutOfRange);
|
|
298
|
+
}
|
|
299
|
+
if (descriptor.valuationMethod === 'taylor') {
|
|
300
|
+
if (Object.prototype.hasOwnProperty.call(object, FULL_REVALUATION_BEHAVIOR)) {
|
|
301
|
+
bindingError(functionName, label, 'a Taylor binding cannot carry full-revaluation behavior.');
|
|
302
|
+
}
|
|
303
|
+
if (contentHash(descriptor.taylor) !== descriptor.taylorDescriptorHash) {
|
|
304
|
+
bindingError(functionName, `${label}.taylorDescriptorHash`, 'does not match its Taylor descriptor.', ErrorCode.InputOutOfRange);
|
|
305
|
+
}
|
|
306
|
+
return { descriptor, behavior: null };
|
|
307
|
+
}
|
|
308
|
+
if (contentHash(descriptor.instrumentDescriptor) !== descriptor.instrumentDescriptorHash) {
|
|
309
|
+
bindingError(functionName, `${label}.instrumentDescriptorHash`, 'does not match its instrument descriptor.', ErrorCode.InputOutOfRange);
|
|
310
|
+
}
|
|
311
|
+
const rawBehavior = requirePrivateStoredProperty(object, FULL_REVALUATION_BEHAVIOR, functionName, label);
|
|
312
|
+
if (rawBehavior === null || typeof rawBehavior !== 'object' || !Object.isFrozen(rawBehavior)) {
|
|
313
|
+
bindingError(functionName, label, 'does not carry an intact full-revaluation behavior pair.');
|
|
314
|
+
}
|
|
315
|
+
const behavior = rawBehavior;
|
|
316
|
+
if (behavior.pricer.name !== descriptor.pricer.name ||
|
|
317
|
+
behavior.pricer.version !== descriptor.pricer.version ||
|
|
318
|
+
contentHash(behavior.pricer.capabilities) !== contentHash(descriptor.pricer.capabilities)) {
|
|
319
|
+
bindingError(functionName, label, 'has a pricer behavior whose identity or capabilities differ from its public descriptor.', ErrorCode.InputOutOfRange);
|
|
320
|
+
}
|
|
321
|
+
return { descriptor, behavior };
|
|
322
|
+
}
|
|
323
|
+
function pairKey(accountId, instrumentId) {
|
|
324
|
+
return JSON.stringify([accountId, instrumentId]);
|
|
325
|
+
}
|
|
326
|
+
function positionEntries(state) {
|
|
327
|
+
const entries = [];
|
|
328
|
+
for (const accountId of Object.keys(state.accounts).sort()) {
|
|
329
|
+
const account = state.accounts[accountId];
|
|
330
|
+
for (const instrumentId of Object.keys(account.positions).sort()) {
|
|
331
|
+
entries.push({ accountId, instrumentId, position: account.positions[instrumentId] });
|
|
332
|
+
}
|
|
333
|
+
}
|
|
334
|
+
return entries;
|
|
335
|
+
}
|
|
336
|
+
/**
|
|
337
|
+
* Convert every open position in one validated durable portfolio snapshot into exactly one opaque
|
|
338
|
+
* scenario target. Ledger facts remain authoritative; bindings contribute only identity,
|
|
339
|
+
* valuation behavior, and optional strategy/book/tag metadata.
|
|
340
|
+
*/
|
|
341
|
+
export function scenarioTargetsFromPortfolio(rawInput) {
|
|
342
|
+
const functionName = 'scenarioTargetsFromPortfolio';
|
|
343
|
+
const input = snapshotClosedRecord(rawInput, {
|
|
344
|
+
functionName,
|
|
345
|
+
label: 'input',
|
|
346
|
+
allowedKeys: ADAPTER_INPUT_KEYS,
|
|
347
|
+
requiredKeys: ['state', 'bindings'],
|
|
348
|
+
});
|
|
349
|
+
// This public empty fold is FC7's canonical, complete PortfolioState validation and detachment
|
|
350
|
+
// door. Never inspect the caller's original nested state before or after this call.
|
|
351
|
+
const state = applyPortfolioEvents({
|
|
352
|
+
previousState: input['state'],
|
|
353
|
+
events: [],
|
|
354
|
+
});
|
|
355
|
+
const positions = positionEntries(state);
|
|
356
|
+
const bindingCount = readPlainArrayLength(input['bindings'], functionName, 'input.bindings');
|
|
357
|
+
if (bindingCount !== positions.length) {
|
|
358
|
+
bindingError(functionName, 'input.bindings', `must contain exactly one binding for each of the ${positions.length} open positions; received ${bindingCount}.`, bindingCount < positions.length ? ErrorCode.InputMissingField : ErrorCode.InputOutOfRange);
|
|
359
|
+
}
|
|
360
|
+
const rawBindings = snapshotDenseArray(input['bindings'], functionName, 'input.bindings');
|
|
361
|
+
const openPairs = new Set(positions.map(({ accountId, instrumentId }) => pairKey(accountId, instrumentId)));
|
|
362
|
+
const byPair = new Map();
|
|
363
|
+
const targetIds = new Set();
|
|
364
|
+
for (let index = 0; index < rawBindings.length; index++) {
|
|
365
|
+
const binding = validatePortfolioBinding(rawBindings[index], index);
|
|
366
|
+
const { accountId, instrumentId, id } = binding.descriptor;
|
|
367
|
+
const key = pairKey(accountId, instrumentId);
|
|
368
|
+
if (byPair.has(key)) {
|
|
369
|
+
bindingError(functionName, `input.bindings[${index}]`, `duplicates the binding for open position (${JSON.stringify(accountId)}, ${JSON.stringify(instrumentId)}); exactly one binding is required per position.`, ErrorCode.InputOutOfRange);
|
|
370
|
+
}
|
|
371
|
+
if (targetIds.has(id)) {
|
|
372
|
+
bindingError(functionName, `input.bindings[${index}].id`, `duplicates target ID ${JSON.stringify(id)}; scenario target IDs must be unique.`, ErrorCode.InputOutOfRange);
|
|
373
|
+
}
|
|
374
|
+
if (!openPairs.has(key)) {
|
|
375
|
+
bindingError(functionName, `input.bindings[${index}]`, `names unknown or closed position (${JSON.stringify(accountId)}, ${JSON.stringify(instrumentId)}); bindings may name only open positions in the supplied state.`, ErrorCode.InputOutOfRange);
|
|
376
|
+
}
|
|
377
|
+
byPair.set(key, binding);
|
|
378
|
+
targetIds.add(id);
|
|
379
|
+
}
|
|
380
|
+
const targets = [];
|
|
381
|
+
for (const { accountId, instrumentId, position } of positions) {
|
|
382
|
+
const binding = byPair.get(pairKey(accountId, instrumentId));
|
|
383
|
+
if (binding === undefined) {
|
|
384
|
+
bindingError(functionName, 'input.bindings', `is missing the binding for open position (${JSON.stringify(accountId)}, ${JSON.stringify(instrumentId)}); supply exactly one scenarioPortfolioBinding.* value for every open position.`, ErrorCode.InputMissingField);
|
|
385
|
+
}
|
|
386
|
+
const descriptor = binding.descriptor;
|
|
387
|
+
const base = {
|
|
388
|
+
id: descriptor.id,
|
|
389
|
+
quantity: position.quantity,
|
|
390
|
+
contractMultiplier: position.contractMultiplier,
|
|
391
|
+
currency: position.currency,
|
|
392
|
+
underlying: position.contract?.underlyingInstrumentId ?? instrumentId,
|
|
393
|
+
account: accountId,
|
|
394
|
+
...(descriptor.strategy !== undefined ? { strategy: descriptor.strategy } : {}),
|
|
395
|
+
...(descriptor.book !== undefined ? { book: descriptor.book } : {}),
|
|
396
|
+
tags: descriptor.tags,
|
|
397
|
+
};
|
|
398
|
+
if (descriptor.valuationMethod === 'taylor') {
|
|
399
|
+
targets.push(scenarioTarget.taylor({
|
|
400
|
+
...base,
|
|
401
|
+
baseValuePerUnit: descriptor.taylor.baseValuePerUnit,
|
|
402
|
+
greeks: descriptor.taylor.sensitivities,
|
|
403
|
+
factors: descriptor.taylor.factors,
|
|
404
|
+
}));
|
|
405
|
+
continue;
|
|
406
|
+
}
|
|
407
|
+
if (binding.behavior === null) {
|
|
408
|
+
bindingError(functionName, `binding ${JSON.stringify(descriptor.id)}`, 'lost its full-revaluation behavior pair.');
|
|
409
|
+
}
|
|
410
|
+
targets.push(scenarioTarget.fullRevaluation({
|
|
411
|
+
...base,
|
|
412
|
+
instrument: binding.behavior.instrument,
|
|
413
|
+
instrumentDescriptor: descriptor.instrumentDescriptor,
|
|
414
|
+
pricer: binding.behavior.pricer,
|
|
415
|
+
}));
|
|
416
|
+
}
|
|
417
|
+
return Object.freeze(targets);
|
|
418
|
+
}
|
|
419
|
+
//# sourceMappingURL=portfolio.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"portfolio.js","sourceRoot":"","sources":["../src/portfolio.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,0BAAoB,CAAC;AACzE,OAAO,EAAE,WAAW,EAAE,MAAM,oCAA8B,CAAC;AAC3D,OAAO,EAAE,YAAY,EAA2C,MAAM,4BAA4B,CAAC;AACnG,OAAO,EACL,oBAAoB,GAGrB,MAAM,+BAAyB,CAAC;AACjC,OAAO,EACL,mBAAmB,EACnB,oBAAoB,EACpB,iBAAiB,EACjB,oBAAoB,EACpB,kBAAkB,GACnB,MAAM,oBAAoB,CAAC;AAC5B,OAAO,EAAE,cAAc,EAAE,MAAM,cAAc,CAAC;AA2B9C,MAAM,uBAAuB,GAAG,MAAM,CAAC,gDAAgD,CAAC,CAAC;AACzF,MAAM,yBAAyB,GAAG,MAAM,CACtC,oEAAoE,CACrE,CAAC;AAEF,MAAM,eAAe,GAAG,CAAC,IAAI,EAAE,WAAW,EAAE,cAAc,EAAE,UAAU,EAAE,MAAM,EAAE,MAAM,CAAU,CAAC;AACjG,MAAM,2BAA2B,GAAG;IAClC,GAAG,eAAe;IAClB,YAAY;IACZ,sBAAsB;IACtB,QAAQ;CACA,CAAC;AACX,MAAM,iBAAiB,GAAG,CAAC,GAAG,eAAe,EAAE,kBAAkB,EAAE,QAAQ,EAAE,SAAS,CAAU,CAAC;AACjG,MAAM,kBAAkB,GAAG,CAAC,OAAO,EAAE,UAAU,CAAU,CAAC;AAE1D,MAAM,oBAAoB,GAAG;IAC3B,IAAI;IACJ,WAAW;IACX,cAAc;IACd,UAAU;IACV,MAAM;IACN,MAAM;IACN,uBAAuB;CACf,CAAC;AACX,MAAM,gCAAgC,GAAG;IACvC,GAAG,oBAAoB;IACvB,iBAAiB;IACjB,sBAAsB;IACtB,0BAA0B;IAC1B,QAAQ;CACA,CAAC;AACX,MAAM,sBAAsB,GAAG;IAC7B,GAAG,oBAAoB;IACvB,iBAAiB;IACjB,QAAQ;IACR,sBAAsB;CACd,CAAC;AAqBX,SAAS,YAAY,CACnB,YAAoB,EACpB,KAAa,EACb,OAAe,EACf,OAAe,SAAS,CAAC,cAAc;IAEvC,MAAM,IAAI,UAAU,CAAC,GAAG,YAAY,KAAK,KAAK,IAAI,OAAO,EAAE,EAAE;QAC3D,IAAI;QACJ,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE;KAC3C,CAAC,CAAC;AACL,CAAC;AAED,SAAS,qBAAqB,CAAC,YAAoB,EAAE,KAAa,EAAE,KAAc;IAChF,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,CAAC,IAAI,EAAE,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC3D,YAAY,CAAC,YAAY,EAAE,KAAK,EAAE,6BAA6B,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,KAAK,CAAC;AACf,CAAC;AAED,SAAS,cAAc,CAAC,YAAoB,EAAE,KAAa,EAAE,KAAc;IACzE,OAAO,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,qBAAqB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;AAC7F,CAAC;AAED,SAAS,WAAW,CAAC,YAAoB,EAAE,KAAc;IACvD,IAAI,KAAK,KAAK,SAAS;QAAE,OAAO,MAAM,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;IAClD,MAAM,KAAK,GAAG,oBAAoB,CAAC,KAAK,EAAE,YAAY,EAAE,YAAY,CAAC,CAAC;IACtE,IAAI,KAAK,GAAG,GAAG,EAAE,CAAC;QAChB,YAAY,CACV,YAAY,EACZ,YAAY,EACZ,0CAA0C,KAAK,GAAG,EAClD,SAAS,CAAC,eAAe,CAC1B,CAAC;IACJ,CAAC;IACD,MAAM,GAAG,GAAG,kBAAkB,CAAC,KAAK,EAAE,YAAY,EAAE,YAAY,CAAC,CAAC;IAClE,MAAM,IAAI,GAAa,EAAE,CAAC;IAC1B,MAAM,IAAI,GAAG,IAAI,GAAG,EAAU,CAAC;IAC/B,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,GAAG,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE,CAAC;QAChD,MAAM,GAAG,GAAG,qBAAqB,CAAC,YAAY,EAAE,cAAc,KAAK,GAAG,EAAE,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;QACpF,IAAI,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC;YAClB,YAAY,CACV,YAAY,EACZ,cAAc,KAAK,GAAG,EACtB,cAAc,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,iCAAiC,EAClE,SAAS,CAAC,eAAe,CAC1B,CAAC;QACJ,CAAC;QACD,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QACd,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;IACjB,CAAC;IACD,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;AAC7B,CAAC;AAED,SAAS,YAAY,CACnB,YAAoB,EACpB,KAAwC;IAExC,MAAM,QAAQ,GAAG,cAAc,CAAC,YAAY,EAAE,gBAAgB,EAAE,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IACnF,MAAM,IAAI,GAAG,cAAc,CAAC,YAAY,EAAE,YAAY,EAAE,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;IACvE,OAAO;QACL,EAAE,EAAE,qBAAqB,CAAC,YAAY,EAAE,UAAU,EAAE,KAAK,CAAC,IAAI,CAAC,CAAC;QAChE,SAAS,EAAE,qBAAqB,CAAC,YAAY,EAAE,iBAAiB,EAAE,KAAK,CAAC,WAAW,CAAC,CAAC;QACrF,YAAY,EAAE,qBAAqB,CAAC,YAAY,EAAE,oBAAoB,EAAE,KAAK,CAAC,cAAc,CAAC,CAAC;QAC9F,GAAG,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAC/C,GAAG,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACvC,IAAI,EAAE,WAAW,CAAC,YAAY,EAAE,KAAK,CAAC,MAAM,CAAC,CAAC;KAC/C,CAAC;AACJ,CAAC;AAED,SAAS,kBAAkB,CACzB,YAAoB,EACpB,MAAkD;IAKlD,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC;IACvC,MAAM,UAAU,GAAG,mBAAmB,CACpC;QACE,IAAI,EAAE,SAAS,CAAC,IAAI;QACpB,OAAO,EAAE,SAAS,CAAC,OAAO;QAC1B,YAAY,EAAE;YACZ,MAAM,EAAE,SAAS,CAAC,YAAY,CAAC,MAAM;YACrC,UAAU,EAAE,SAAS,CAAC,YAAY,CAAC,UAAU;YAC7C,KAAK,EAAE,SAAS,CAAC,YAAY,CAAC,KAAK;SACpC;KACF,EACD;QACE,YAAY;QACZ,KAAK,EAAE,yBAAyB;QAChC,oBAAoB,EAAE,IAAI;KAC3B,CACF,CAAC;IACF,OAAO,EAAE,UAAU,EAAE,MAAM,EAAE,SAAS,EAAE,CAAC;AAC3C,CAAC;AAED,SAAS,6BAA6B,CACpC,YAAoB,EACpB,UAAmB,EACnB,QAAiB,EACjB,WAAoB;IAEpB,IAAI,CAAC;QACH,OAAO,mBAAmB,CAAC,WAAW,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,UAAU,EAAE;YAC9D,YAAY;YACZ,KAAK,EAAE,WAAW,CAAC,CAAC,CAAC,4BAA4B,CAAC,CAAC,CAAC,kBAAkB;YACtE,oBAAoB,EAAE,IAAI;SAC3B,CAAC,CAAC;IACL,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,IAAI,CAAC,WAAW,EAAE,CAAC;YACjB,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,sNAAsN,EACrO;gBACE,IAAI,EAAE,SAAS,CAAC,6BAA6B;gBAC7C,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,4BAA4B,EAAE;gBACxE,KAAK,EAAE,KAAK;aACb,CACF,CAAC;QACJ,CAAC;QACD,MAAM,KAAK,CAAC;IACd,CAAC;AACH,CAAC;AAED,SAAS,aAAa,CACpB,UAA8C,EAC9C,QAAwC;IAExC,MAAM,OAAO,GAAG,EAAE,GAAG,UAAU,EAA8B,CAAC;IAC9D,MAAM,CAAC,cAAc,CAAC,OAAO,EAAE,uBAAuB,EAAE;QACtD,YAAY,EAAE,KAAK;QACnB,UAAU,EAAE,KAAK;QACjB,KAAK,EAAE,IAAI;QACX,QAAQ,EAAE,KAAK;KAChB,CAAC,CAAC;IACH,IAAI,QAAQ,KAAK,IAAI,EAAE,CAAC;QACtB,MAAM,CAAC,cAAc,CAAC,OAAO,EAAE,yBAAyB,EAAE;YACxD,YAAY,EAAE,KAAK;YACnB,UAAU,EAAE,KAAK;YACjB,KAAK,EAAE,MAAM,CAAC,MAAM,CAAC,QAAQ,CAAC;YAC9B,QAAQ,EAAE,KAAK;SAChB,CAAC,CAAC;IACL,CAAC;IACD,OAAO,MAAM,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AAChC,CAAC;AAED,SAAS,eAAe,CACtB,QAAmE;IAEnE,MAAM,YAAY,GAAG,0CAA0C,CAAC;IAChE,MAAM,KAAK,GAAG,oBAAoB,CAAC,QAAQ,EAAE;QAC3C,YAAY;QACZ,KAAK,EAAE,OAAO;QACd,WAAW,EAAE,2BAA2B;QACxC,YAAY,EAAE,CAAC,IAAI,EAAE,WAAW,EAAE,cAAc,EAAE,YAAY,EAAE,QAAQ,CAAC;KAC1E,CAAC,CAAC;IACH,MAAM,IAAI,GAAG,YAAY,CAAC,YAAY,EAAE,KAAK,CAAC,CAAC;IAC/C,MAAM,EAAE,UAAU,EAAE,gBAAgB,EAAE,MAAM,EAAE,GAAG,kBAAkB,CACjE,YAAY,EACZ,KAAK,CAAC,QAAQ,CAA+C,CAC9D,CAAC;IACF,MAAM,qBAAqB,GACzB,MAAM,CAAC,SAAS,CAAC,cAAc,CAAC,IAAI,CAAC,KAAK,EAAE,sBAAsB,CAAC;QACnE,KAAK,CAAC,sBAAsB,CAAC,KAAK,SAAS,CAAC;IAC9C,MAAM,oBAAoB,GAAG,6BAA6B,CACxD,YAAY,EACZ,KAAK,CAAC,YAAY,CAAC,EACnB,KAAK,CAAC,sBAAsB,CAAC,EAC7B,qBAAqB,CACtB,CAAC;IACF,MAAM,wBAAwB,GAAG,WAAW,CAAC,oBAAoB,CAAC,CAAC;IACnE,MAAM,kBAAkB,GAAG;QACzB,GAAG,IAAI;QACP,eAAe,EAAE,kBAA2B;QAC5C,oBAAoB;QACpB,wBAAwB;QACxB,MAAM,EAAE,gBAAgB;KACzB,CAAC;IACF,MAAM,UAAU,GAAG,mBAAmB,CACpC;QACE,GAAG,kBAAkB;QACrB,qBAAqB,EAAE,WAAW,CAAC,kBAAkB,CAAC;KACvD,EACD,EAAE,YAAY,EAAE,KAAK,EAAE,oBAAoB,EAAE,oBAAoB,EAAE,IAAI,EAAE,CAC1E,CAAC;IACF,OAAO,aAAa,CAAC,UAAU,EAAE;QAC/B,UAAU,EAAE,KAAK,CAAC,YAAY,CAAC;QAC/B,MAAM,EAAE,MAA2D;KACpE,CAAC,CAAC;AACL,CAAC;AAED,SAAS,MAAM,CAAC,QAA6C;IAC3D,MAAM,YAAY,GAAG,iCAAiC,CAAC;IACvD,MAAM,KAAK,GAAG,oBAAoB,CAAC,QAAQ,EAAE;QAC3C,YAAY;QACZ,KAAK,EAAE,OAAO;QACd,WAAW,EAAE,iBAAiB;QAC9B,YAAY,EAAE,CAAC,IAAI,EAAE,WAAW,EAAE,cAAc,EAAE,kBAAkB,EAAE,QAAQ,EAAE,SAAS,CAAC;KAC3F,CAAC,CAAC;IACH,MAAM,IAAI,GAAG,YAAY,CAAC,YAAY,EAAE,KAAK,CAAC,CAAC;IAC/C,IAAI,MAAsB,CAAC;IAC3B,IAAI,CAAC;QACH,MAAM,GAAG,cAAc,CAAC,MAAM,CAAC;YAC7B,EAAE,EAAE,IAAI,CAAC,EAAE;YACX,QAAQ,EAAE,CAAC;YACX,kBAAkB,EAAE,CAAC;YACrB,QAAQ,EAAE,KAAK;YACf,gBAAgB,EAAE,KAAK,CAAC,kBAAkB,CAAW;YACrD,MAAM,EAAE,KAAK,CAAC,QAAQ,CAAkD;YACxE,OAAO,EAAE,KAAK,CAAC,SAAS,CAAmD;SAC5E,CAAC,CAAC;IACL,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,IAAI,YAAY,CAAC,KAAK,CAAC,EAAE,CAAC;YACxB,MAAM,IAAI,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,0BAA0B,EAAE,GAAG,YAAY,GAAG,CAAC,EAAE;gBAC1F,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,OAAO,EAAE,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE,QAAQ,EAAE,YAAY,EAAE;gBACrD,KAAK,EAAE,KAAK;aACb,CAAC,CAAC;QACL,CAAC;QACD,MAAM,KAAK,CAAC;IACd,CAAC;IACD,IAAI,MAAM,CAAC,eAAe,KAAK,QAAQ,EAAE,CAAC;QACxC,YAAY,CAAC,YAAY,EAAE,OAAO,EAAE,wCAAwC,CAAC,CAAC;IAChF,CAAC;IACD,MAAM,gBAAgB,GAAG,MAAM,CAAC,MAAM,CAAC;IACvC,MAAM,kBAAkB,GAAG;QACzB,GAAG,IAAI;QACP,eAAe,EAAE,QAAiB;QAClC,MAAM,EAAE,gBAAgB;QACxB,oBAAoB,EAAE,MAAM,CAAC,oBAAoB;KAClD,CAAC;IACF,MAAM,UAAU,GAAG,mBAAmB,CACpC;QACE,GAAG,kBAAkB;QACrB,qBAAqB,EAAE,WAAW,CAAC,kBAAkB,CAAC;KACvD,EACD,EAAE,YAAY,EAAE,KAAK,EAAE,oBAAoB,EAAE,oBAAoB,EAAE,IAAI,EAAE,CAC1E,CAAC;IACF,OAAO,aAAa,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;AACzC,CAAC;AAED,2EAA2E;AAC3E,MAAM,CAAC,MAAM,wBAAwB,GAAqC,MAAM,CAAC,MAAM,CAAC;IACtF,eAAe;IACf,MAAM;CACP,CAAC,CAAC;AAEH,SAAS,qBAAqB,CAAC,UAA8C;IAC3E,MAAM,OAAO,GAA4B,EAAE,CAAC;IAC5C,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC;QAC9C,IAAI,OAAO,GAAG,KAAK,QAAQ,IAAI,GAAG,KAAK,uBAAuB;YAAE,SAAS;QACzE,MAAM,QAAQ,GAAG,MAAM,CAAC,wBAAwB,CAAC,UAAU,EAAE,GAAG,CAAC,CAAC;QAClE,IAAI,QAAQ,KAAK,SAAS,IAAI,OAAO,IAAI,QAAQ;YAAE,OAAO,CAAC,GAAG,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC;IACnF,CAAC;IACD,OAAO,OAAO,CAAC;AACjB,CAAC;AAED,SAAS,4BAA4B,CACnC,MAAc,EACd,MAAc,EACd,YAAoB,EACpB,KAAa;IAEb,MAAM,QAAQ,GAAG,MAAM,CAAC,wBAAwB,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACjE,IACE,QAAQ,KAAK,SAAS;QACtB,QAAQ,CAAC,UAAU;QACnB,QAAQ,CAAC,YAAY;QACrB,CAAC,CAAC,OAAO,IAAI,QAAQ,CAAC;QACtB,QAAQ,CAAC,QAAQ,EACjB,CAAC;QACD,YAAY,CAAC,YAAY,EAAE,KAAK,EAAE,iDAAiD,CAAC,CAAC;IACvF,CAAC;IACD,OAAO,QAAQ,CAAC,KAAK,CAAC;AACxB,CAAC;AAED,SAAS,wBAAwB,CAAC,KAAc,EAAE,YAAoB;IACpE,MAAM,YAAY,GAAG,8BAA8B,CAAC;IACpD,MAAM,KAAK,GAAG,YAAY,YAAY,GAAG,CAAC;IAC1C,IAAI,KAAK,KAAK,IAAI,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC;QACxE,YAAY,CAAC,YAAY,EAAE,KAAK,EAAE,iDAAiD,CAAC,CAAC;IACvF,CAAC;IACD,MAAM,MAAM,GAAG,KAAe,CAAC;IAC/B,IAAI,MAAM,CAAC,cAAc,CAAC,MAAM,CAAC,KAAK,MAAM,CAAC,SAAS,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE,CAAC;QACnF,YAAY,CACV,YAAY,EACZ,KAAK,EACL,yEAAyE,CAC1E,CAAC;IACJ,CAAC;IACD,IAAI,4BAA4B,CAAC,MAAM,EAAE,uBAAuB,EAAE,YAAY,EAAE,KAAK,CAAC,KAAK,IAAI,EAAE,CAAC;QAChG,YAAY,CAAC,YAAY,EAAE,KAAK,EAAE,uDAAuD,CAAC,CAAC;IAC7F,CAAC;IAED,MAAM,cAAc,GAAG,MAAM,CAAC,wBAAwB,CAAC,MAAM,EAAE,iBAAiB,CAAC,CAAC;IAClF,MAAM,MAAM,GACV,cAAc,KAAK,SAAS,IAAI,OAAO,IAAI,cAAc,CAAC,CAAC,CAAC,cAAc,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAC/F,MAAM,OAAO,GACX,MAAM,KAAK,kBAAkB;QAC3B,CAAC,CAAC,gCAAgC;QAClC,CAAC,CAAC,MAAM,KAAK,QAAQ;YACnB,CAAC,CAAC,sBAAsB;YACxB,CAAC,CAAC,EAAE,CAAC;IACX,MAAM,UAAU,GAAa,EAAE,CAAC;IAChC,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC;QAC1C,IAAI,GAAG,KAAK,uBAAuB,IAAI,GAAG,KAAK,yBAAyB;YAAE,SAAS;QACnF,IAAI,OAAO,GAAG,KAAK,QAAQ,EAAE,CAAC;YAC5B,YAAY,CAAC,YAAY,EAAE,KAAK,EAAE,mCAAmC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QACvF,CAAC;QACD,MAAM,QAAQ,GAAG,MAAM,CAAC,wBAAwB,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;QAC9D,IAAI,QAAQ,KAAK,SAAS,IAAI,CAAC,QAAQ,CAAC,UAAU,IAAI,CAAC,CAAC,OAAO,IAAI,QAAQ,CAAC,EAAE,CAAC;YAC7E,YAAY,CAAC,YAAY,EAAE,GAAG,KAAK,IAAI,GAAG,EAAE,EAAE,8CAA8C,CAAC,CAAC;QAChG,CAAC;QACD,UAAU,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;IACvB,CAAC;IACD,MAAM,OAAO,GAAG,UAAU,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,GAAY,CAAC,CAAC,CAAC;IAC5E,MAAM,OAAO,GAAa,OAAO,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,UAAU,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC;IAC7E,KAAK,MAAM,QAAQ,IAAI,CAAC,UAAU,EAAE,MAAM,CAAC,EAAE,CAAC;QAC5C,MAAM,KAAK,GAAG,OAAO,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QACxC,IAAI,KAAK,IAAI,CAAC;YAAE,OAAO,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;IAC3C,CAAC;IACD,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QAC7C,YAAY,CACV,YAAY,EACZ,KAAK,EACL,sCAAsC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,MAAM,cAAc,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,MAAM,IAAI,EAChH,OAAO,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,iBAAiB,CAAC,CAAC,CAAC,SAAS,CAAC,iBAAiB,CAC/E,CAAC;IACJ,CAAC;IAED,MAAM,UAAU,GAAG,KAAiC,CAAC;IACrD,iBAAiB,CAAC,UAAU,EAAE;QAC5B,YAAY;QACZ,KAAK;QACL,cAAc,EAAE,IAAI,GAAG,CAAC,CAAC,uBAAuB,EAAE,yBAAyB,CAAC,CAAC;QAC7E,oBAAoB,EAAE,IAAI;KAC3B,CAAC,CAAC;IACH,YAAY,CAAC,YAAY,EAAE,UAA0D,CAAC,CAAC;IACvF,IAAI,WAAW,CAAC,qBAAqB,CAAC,UAAU,CAAC,CAAC,KAAK,UAAU,CAAC,qBAAqB,EAAE,CAAC;QACxF,YAAY,CACV,YAAY,EACZ,GAAG,KAAK,wBAAwB,EAChC,sGAAsG,EACtG,SAAS,CAAC,eAAe,CAC1B,CAAC;IACJ,CAAC;IAED,IAAI,UAAU,CAAC,eAAe,KAAK,QAAQ,EAAE,CAAC;QAC5C,IAAI,MAAM,CAAC,SAAS,CAAC,cAAc,CAAC,IAAI,CAAC,MAAM,EAAE,yBAAyB,CAAC,EAAE,CAAC;YAC5E,YAAY,CAAC,YAAY,EAAE,KAAK,EAAE,0DAA0D,CAAC,CAAC;QAChG,CAAC;QACD,IAAI,WAAW,CAAC,UAAU,CAAC,MAAM,CAAC,KAAK,UAAU,CAAC,oBAAoB,EAAE,CAAC;YACvE,YAAY,CACV,YAAY,EACZ,GAAG,KAAK,uBAAuB,EAC/B,uCAAuC,EACvC,SAAS,CAAC,eAAe,CAC1B,CAAC;QACJ,CAAC;QACD,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC;IACxC,CAAC;IAED,IAAI,WAAW,CAAC,UAAU,CAAC,oBAAoB,CAAC,KAAK,UAAU,CAAC,wBAAwB,EAAE,CAAC;QACzF,YAAY,CACV,YAAY,EACZ,GAAG,KAAK,2BAA2B,EACnC,2CAA2C,EAC3C,SAAS,CAAC,eAAe,CAC1B,CAAC;IACJ,CAAC;IACD,MAAM,WAAW,GAAG,4BAA4B,CAC9C,MAAM,EACN,yBAAyB,EACzB,YAAY,EACZ,KAAK,CACN,CAAC;IACF,IAAI,WAAW,KAAK,IAAI,IAAI,OAAO,WAAW,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE,CAAC;QAC7F,YAAY,CAAC,YAAY,EAAE,KAAK,EAAE,0DAA0D,CAAC,CAAC;IAChG,CAAC;IACD,MAAM,QAAQ,GAAG,WAAsC,CAAC;IACxD,IACE,QAAQ,CAAC,MAAM,CAAC,IAAI,KAAK,UAAU,CAAC,MAAM,CAAC,IAAI;QAC/C,QAAQ,CAAC,MAAM,CAAC,OAAO,KAAK,UAAU,CAAC,MAAM,CAAC,OAAO;QACrD,WAAW,CAAC,QAAQ,CAAC,MAAM,CAAC,YAAY,CAAC,KAAK,WAAW,CAAC,UAAU,CAAC,MAAM,CAAC,YAAY,CAAC,EACzF,CAAC;QACD,YAAY,CACV,YAAY,EACZ,KAAK,EACL,yFAAyF,EACzF,SAAS,CAAC,eAAe,CAC1B,CAAC;IACJ,CAAC;IACD,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,CAAC;AAClC,CAAC;AAED,SAAS,OAAO,CAAC,SAAiB,EAAE,YAAoB;IACtD,OAAO,IAAI,CAAC,SAAS,CAAC,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC,CAAC;AACnD,CAAC;AAED,SAAS,eAAe,CAAC,KAAqB;IAK5C,MAAM,OAAO,GAIR,EAAE,CAAC;IACR,KAAK,MAAM,SAAS,IAAI,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC;QAC3D,MAAM,OAAO,GAAG,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAE,CAAC;QAC3C,KAAK,MAAM,YAAY,IAAI,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC;YACjE,OAAO,CAAC,IAAI,CAAC,EAAE,SAAS,EAAE,YAAY,EAAE,QAAQ,EAAE,OAAO,CAAC,SAAS,CAAC,YAAY,CAAE,EAAE,CAAC,CAAC;QACxF,CAAC;IACH,CAAC;IACD,OAAO,OAAO,CAAC;AACjB,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,4BAA4B,CAC1C,QAA2C;IAE3C,MAAM,YAAY,GAAG,8BAA8B,CAAC;IACpD,MAAM,KAAK,GAAG,oBAAoB,CAAC,QAAQ,EAAE;QAC3C,YAAY;QACZ,KAAK,EAAE,OAAO;QACd,WAAW,EAAE,kBAAkB;QAC/B,YAAY,EAAE,CAAC,OAAO,EAAE,UAAU,CAAC;KACpC,CAAC,CAAC;IAEH,+FAA+F;IAC/F,oFAAoF;IACpF,MAAM,KAAK,GAAG,oBAAoB,CAAC;QACjC,aAAa,EAAE,KAAK,CAAC,OAAO,CAAmB;QAC/C,MAAM,EAAE,EAAE;KACX,CAAC,CAAC;IACH,MAAM,SAAS,GAAG,eAAe,CAAC,KAAK,CAAC,CAAC;IACzC,MAAM,YAAY,GAAG,oBAAoB,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,YAAY,EAAE,gBAAgB,CAAC,CAAC;IAC7F,IAAI,YAAY,KAAK,SAAS,CAAC,MAAM,EAAE,CAAC;QACtC,YAAY,CACV,YAAY,EACZ,gBAAgB,EAChB,oDAAoD,SAAS,CAAC,MAAM,6BAA6B,YAAY,GAAG,EAChH,YAAY,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC,iBAAiB,CAAC,CAAC,CAAC,SAAS,CAAC,eAAe,CAC1F,CAAC;IACJ,CAAC;IACD,MAAM,WAAW,GAAG,kBAAkB,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,YAAY,EAAE,gBAAgB,CAAC,CAAC;IAC1F,MAAM,SAAS,GAAG,IAAI,GAAG,CACvB,SAAS,CAAC,GAAG,CAAC,CAAC,EAAE,SAAS,EAAE,YAAY,EAAE,EAAE,EAAE,CAAC,OAAO,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC,CACjF,CAAC;IACF,MAAM,MAAM,GAAG,IAAI,GAAG,EAAqC,CAAC;IAC5D,MAAM,SAAS,GAAG,IAAI,GAAG,EAAU,CAAC;IAEpC,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,WAAW,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE,CAAC;QACxD,MAAM,OAAO,GAAG,wBAAwB,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE,KAAK,CAAC,CAAC;QACpE,MAAM,EAAE,SAAS,EAAE,YAAY,EAAE,EAAE,EAAE,GAAG,OAAO,CAAC,UAAU,CAAC;QAC3D,MAAM,GAAG,GAAG,OAAO,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC;QAC7C,IAAI,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC;YACpB,YAAY,CACV,YAAY,EACZ,kBAAkB,KAAK,GAAG,EAC1B,6CAA6C,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,KAAK,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,kDAAkD,EACzJ,SAAS,CAAC,eAAe,CAC1B,CAAC;QACJ,CAAC;QACD,IAAI,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC;YACtB,YAAY,CACV,YAAY,EACZ,kBAAkB,KAAK,MAAM,EAC7B,wBAAwB,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,uCAAuC,EACjF,SAAS,CAAC,eAAe,CAC1B,CAAC;QACJ,CAAC;QACD,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC;YACxB,YAAY,CACV,YAAY,EACZ,kBAAkB,KAAK,GAAG,EAC1B,qCAAqC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,KAAK,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,iEAAiE,EAChK,SAAS,CAAC,eAAe,CAC1B,CAAC;QACJ,CAAC;QACD,MAAM,CAAC,GAAG,CAAC,GAAG,EAAE,OAAO,CAAC,CAAC;QACzB,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;IACpB,CAAC;IAED,MAAM,OAAO,GAAqB,EAAE,CAAC;IACrC,KAAK,MAAM,EAAE,SAAS,EAAE,YAAY,EAAE,QAAQ,EAAE,IAAI,SAAS,EAAE,CAAC;QAC9D,MAAM,OAAO,GAAG,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC,CAAC;QAC7D,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,YAAY,CACV,YAAY,EACZ,gBAAgB,EAChB,6CAA6C,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,KAAK,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,iFAAiF,EACxL,SAAS,CAAC,iBAAiB,CAC5B,CAAC;QACJ,CAAC;QACD,MAAM,UAAU,GAAG,OAAO,CAAC,UAAU,CAAC;QACtC,MAAM,IAAI,GAAG;YACX,EAAE,EAAE,UAAU,CAAC,EAAE;YACjB,QAAQ,EAAE,QAAQ,CAAC,QAAQ;YAC3B,kBAAkB,EAAE,QAAQ,CAAC,kBAAkB;YAC/C,QAAQ,EAAE,QAAQ,CAAC,QAAQ;YAC3B,UAAU,EAAE,QAAQ,CAAC,QAAQ,EAAE,sBAAsB,IAAI,YAAY;YACrE,OAAO,EAAE,SAAS;YAClB,GAAG,CAAC,UAAU,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YAC/E,GAAG,CAAC,UAAU,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACnE,IAAI,EAAE,UAAU,CAAC,IAAI;SACtB,CAAC;QACF,IAAI,UAAU,CAAC,eAAe,KAAK,QAAQ,EAAE,CAAC;YAC5C,OAAO,CAAC,IAAI,CACV,cAAc,CAAC,MAAM,CAAC;gBACpB,GAAG,IAAI;gBACP,gBAAgB,EAAE,UAAU,CAAC,MAAM,CAAC,gBAAgB;gBACpD,MAAM,EAAE,UAAU,CAAC,MAAM,CAAC,aAAa;gBACvC,OAAO,EAAE,UAAU,CAAC,MAAM,CAAC,OAAO;aACnC,CAAC,CACH,CAAC;YACF,SAAS;QACX,CAAC;QACD,IAAI,OAAO,CAAC,QAAQ,KAAK,IAAI,EAAE,CAAC;YAC9B,YAAY,CACV,YAAY,EACZ,WAAW,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE,EAC1C,0CAA0C,CAC3C,CAAC;QACJ,CAAC;QACD,OAAO,CAAC,IAAI,CACV,cAAc,CAAC,eAAe,CAAC;YAC7B,GAAG,IAAI;YACP,UAAU,EAAE,OAAO,CAAC,QAAQ,CAAC,UAAU;YACvC,oBAAoB,EAAE,UAAU,CAAC,oBAAoB;YACrD,MAAM,EAAE,OAAO,CAAC,QAAQ,CAAC,MAAM;SAChC,CAAC,CACH,CAAC;IACJ,CAAC;IACD,OAAO,MAAM,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AAChC,CAAC"}
|
|
@@ -0,0 +1,4 @@
|
|
|
1
|
+
import type { RunScenariosInput, ScenarioRunResult } from './types.js';
|
|
2
|
+
/** Run one validated ScenarioSet over heterogeneous builder-owned targets and one market snapshot. */
|
|
3
|
+
export declare function runScenarios(rawInput: RunScenariosInput): ScenarioRunResult;
|
|
4
|
+
//# sourceMappingURL=run.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"run.d.ts","sourceRoot":"","sources":["../src/run.ts"],"names":[],"mappings":"AAgFA,OAAO,KAAK,EACV,iBAAiB,EAQjB,iBAAiB,EAMlB,MAAM,YAAY,CAAC;AA0uBpB,sGAAsG;AACtG,wBAAgB,YAAY,CAAC,QAAQ,EAAE,iBAAiB,GAAG,iBAAiB,CA8jB3E"}
|