@insiderfinance/totalfinance 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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taylorError(`Taylor target ${JSON.stringify(target.id)} was measured at valuationInstant ${factors.valuationInstant.level}, but market.asOf is ${market.asOf}. Rebuild the sensitivities at this snapshot or run them separately.`, { targetId: target.id, factor: 'valuationInstant' });
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return;
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|
26
|
+
if (snapshotLevel !== explicitLevel) {
|
|
27
|
+
taylorError(`Taylor target ${JSON.stringify(target.id)} has ${factor} base level ${explicitLevel}, while the matching market snapshot quote is ${String(snapshotLevel)}. Rebuild the sensitivities at this snapshot or run them separately.`, { targetId: target.id, factor, explicitLevel, snapshotLevel });
|
|
28
|
+
}
|
|
29
|
+
};
|
|
30
|
+
if (factors.spot !== undefined) {
|
|
31
|
+
const spot = ownValue(market.observations.spots, factors.spot.subject);
|
|
32
|
+
compareFlat('spot', spot?.price, factors.spot.level);
|
|
33
|
+
}
|
|
34
|
+
if (factors.volatility !== undefined) {
|
|
35
|
+
if (factors.volatility.level < 0) {
|
|
36
|
+
taylorError(`Taylor target ${JSON.stringify(target.id)} has negative volatility base level ${factors.volatility.level}; volatility is a non-negative magnitude.`, { targetId: target.id, factor: 'volatility' });
|
|
37
|
+
}
|
|
38
|
+
compareFlat('volatility', ownValue(market.observations.volatilities, factors.volatility.subject), factors.volatility.level);
|
|
39
|
+
}
|
|
40
|
+
for (const factor of ['riskFreeRate', 'dividend']) {
|
|
41
|
+
const level = factors[factor];
|
|
42
|
+
if (level === undefined)
|
|
43
|
+
continue;
|
|
44
|
+
const section = factor === 'riskFreeRate'
|
|
45
|
+
? market.observations.riskFreeRates
|
|
46
|
+
: market.observations.dividendYields;
|
|
47
|
+
const snapshotLevel = ownValue(section, level.subject);
|
|
48
|
+
if (snapshotLevel === undefined)
|
|
49
|
+
continue;
|
|
50
|
+
if (market.conventions.compounding !== 'continuous' ||
|
|
51
|
+
market.conventions.dayCount !== 'ACT/365F') {
|
|
52
|
+
taylorError(`Taylor target ${JSON.stringify(target.id)} has a matching ${factor} snapshot quote under ${JSON.stringify(market.conventions.compounding ?? null)} / ${JSON.stringify(market.conventions.dayCount ?? null)}. It cannot be compared with a raw continuous ACT/365F Taylor level; normalize the snapshot explicitly or run separately.`, { targetId: target.id, factor });
|
|
53
|
+
}
|
|
54
|
+
compareFlat(factor, snapshotLevel, level.level);
|
|
55
|
+
}
|
|
56
|
+
}
|
|
57
|
+
function factorSubject(factors, factor) {
|
|
58
|
+
if (factor === 'time')
|
|
59
|
+
return factors.valuationInstant === undefined ? undefined : 'global';
|
|
60
|
+
if (factor === 'spot')
|
|
61
|
+
return factors.spot?.subject;
|
|
62
|
+
if (factor === 'volatility')
|
|
63
|
+
return factors.volatility?.subject;
|
|
64
|
+
if (factor === 'riskFreeRate')
|
|
65
|
+
return factors.riskFreeRate?.subject;
|
|
66
|
+
if (factor === 'dividend')
|
|
67
|
+
return factors.dividend?.subject;
|
|
68
|
+
return undefined;
|
|
69
|
+
}
|
|
70
|
+
function readLevel(factors, factor) {
|
|
71
|
+
if (factor === 'time')
|
|
72
|
+
return factors.valuationInstant?.level;
|
|
73
|
+
if (factor === 'spot')
|
|
74
|
+
return factors.spot?.level;
|
|
75
|
+
if (factor === 'volatility')
|
|
76
|
+
return factors.volatility?.level;
|
|
77
|
+
if (factor === 'riskFreeRate')
|
|
78
|
+
return factors.riskFreeRate?.level;
|
|
79
|
+
if (factor === 'dividend')
|
|
80
|
+
return factors.dividend?.level;
|
|
81
|
+
return undefined;
|
|
82
|
+
}
|
|
83
|
+
function writeLevel(factors, factor, level) {
|
|
84
|
+
if (factor === 'time')
|
|
85
|
+
return { ...factors, valuationInstant: { level } };
|
|
86
|
+
const key = factor;
|
|
87
|
+
const previous = factors[key];
|
|
88
|
+
return { ...factors, [key]: { subject: previous.subject, level } };
|
|
89
|
+
}
|
|
90
|
+
function validateLevel(target, factor, level, context) {
|
|
91
|
+
if (!Number.isFinite(level)) {
|
|
92
|
+
taylorError(`Taylor target ${JSON.stringify(target.id)} produced non-finite ${factor} level ${String(level)}.`, context);
|
|
93
|
+
}
|
|
94
|
+
if (factor === 'volatility' && level < 0) {
|
|
95
|
+
throw new InputError(`runScenarios: Taylor target ${JSON.stringify(target.id)} produced negative volatility ${level}; volatility is validated after every ordered instruction and never clamped.`, {
|
|
96
|
+
code: ErrorCode.InputNegativeVolatility,
|
|
97
|
+
context: { function: 'runScenarios', targetId: target.id, ...context },
|
|
98
|
+
});
|
|
99
|
+
}
|
|
100
|
+
if (factor === 'time' &&
|
|
101
|
+
(!Number.isSafeInteger(level) || Math.abs(level) > 8_640_000_000_000_000)) {
|
|
102
|
+
taylorError(`Taylor target ${JSON.stringify(target.id)} produced an invalid epoch-millisecond valuation instant ${String(level)}.`, context);
|
|
103
|
+
}
|
|
104
|
+
return level;
|
|
105
|
+
}
|
|
106
|
+
/** Resolve Taylor factor levels and direct `taylorPnl` scenarios without reimplementing its math. */
|
|
107
|
+
export function transformTaylorScenarios(input) {
|
|
108
|
+
const baseFactors = input.target.taylor.factors;
|
|
109
|
+
const plans = [];
|
|
110
|
+
const matched = new Set();
|
|
111
|
+
let transformationWorkUnits = Object.keys(baseFactors).length;
|
|
112
|
+
for (let scenarioIndex = 0; scenarioIndex < input.scenarioDefinitions.length; scenarioIndex++) {
|
|
113
|
+
const definition = input.scenarioDefinitions[scenarioIndex];
|
|
114
|
+
let factors = baseFactors;
|
|
115
|
+
const applied = [];
|
|
116
|
+
const process = (phase, instructionIndex, instruction) => {
|
|
117
|
+
const subject = factorSubject(factors, instruction.factor);
|
|
118
|
+
const before = readLevel(factors, instruction.factor);
|
|
119
|
+
transformationWorkUnits++;
|
|
120
|
+
if (subject === undefined ||
|
|
121
|
+
(instruction.target !== undefined && instruction.target !== subject)) {
|
|
122
|
+
return;
|
|
123
|
+
}
|
|
124
|
+
if (instruction.factor === 'time' && instruction.target !== undefined) {
|
|
125
|
+
taylorError('time is global and never accepts an instruction target.', {
|
|
126
|
+
scenarioIndex,
|
|
127
|
+
phase,
|
|
128
|
+
instructionIndex,
|
|
129
|
+
});
|
|
130
|
+
}
|
|
131
|
+
let after;
|
|
132
|
+
if (phase === 'override') {
|
|
133
|
+
after = instruction.value;
|
|
134
|
+
}
|
|
135
|
+
else if (instruction.factor === 'time') {
|
|
136
|
+
const shock = instruction;
|
|
137
|
+
if (shock.kind === 'percent') {
|
|
138
|
+
taylorError('percent time shocks are undefined; use an absolute ACT/365F year shift.', {
|
|
139
|
+
scenarioIndex,
|
|
140
|
+
phase,
|
|
141
|
+
instructionIndex,
|
|
142
|
+
});
|
|
143
|
+
}
|
|
144
|
+
after = before + shock.value * MILLISECONDS_PER_YEAR;
|
|
145
|
+
}
|
|
146
|
+
else {
|
|
147
|
+
const shock = instruction;
|
|
148
|
+
after = shock.kind === 'percent' ? before * (1 + shock.value) : before + shock.value;
|
|
149
|
+
}
|
|
150
|
+
after = validateLevel(input.target, instruction.factor, after, {
|
|
151
|
+
scenarioIndex,
|
|
152
|
+
phase,
|
|
153
|
+
instructionIndex,
|
|
154
|
+
factor: instruction.factor,
|
|
155
|
+
});
|
|
156
|
+
factors = writeLevel(factors, instruction.factor, after);
|
|
157
|
+
matched.add(instructionMatchKey(scenarioIndex, phase, instructionIndex));
|
|
158
|
+
applied.push(Object.freeze({
|
|
159
|
+
phase,
|
|
160
|
+
instructionIndex,
|
|
161
|
+
factor: instruction.factor,
|
|
162
|
+
...(instruction.target !== undefined ? { target: instruction.target } : {}),
|
|
163
|
+
subject,
|
|
164
|
+
detail: 'scalar',
|
|
165
|
+
before: before,
|
|
166
|
+
after,
|
|
167
|
+
}));
|
|
168
|
+
};
|
|
169
|
+
for (let index = 0; index < (definition.overrides?.length ?? 0); index++) {
|
|
170
|
+
process('override', index, definition.overrides[index]);
|
|
171
|
+
}
|
|
172
|
+
for (let index = 0; index < definition.shocks.length; index++) {
|
|
173
|
+
process('shock', index, definition.shocks[index]);
|
|
174
|
+
}
|
|
175
|
+
const detachedFactors = detachCanonicalData(factors, {
|
|
176
|
+
functionName: 'runScenarios',
|
|
177
|
+
label: `Taylor factors for ${input.target.id}/${definition.name}`,
|
|
178
|
+
requireFiniteNumbers: true,
|
|
179
|
+
});
|
|
180
|
+
const shocks = [];
|
|
181
|
+
const addMove = (factor, base, scenarioLevel) => {
|
|
182
|
+
if (base === undefined || scenarioLevel === undefined)
|
|
183
|
+
return;
|
|
184
|
+
const value = factor === 'time' ? (scenarioLevel - base) / MILLISECONDS_PER_YEAR : scenarioLevel - base;
|
|
185
|
+
shocks.push({ factor, kind: 'absolute', value });
|
|
186
|
+
};
|
|
187
|
+
addMove('spot', baseFactors.spot?.level, detachedFactors.spot?.level);
|
|
188
|
+
addMove('volatility', baseFactors.volatility?.level, detachedFactors.volatility?.level);
|
|
189
|
+
addMove('riskFreeRate', baseFactors.riskFreeRate?.level, detachedFactors.riskFreeRate?.level);
|
|
190
|
+
addMove('time', baseFactors.valuationInstant?.level, detachedFactors.valuationInstant?.level);
|
|
191
|
+
addMove('dividend', baseFactors.dividend?.level, detachedFactors.dividend?.level);
|
|
192
|
+
plans.push(Object.freeze({
|
|
193
|
+
factors: detachedFactors,
|
|
194
|
+
factorSetHash: contentHash(detachedFactors),
|
|
195
|
+
scenario: Object.freeze({
|
|
196
|
+
name: definition.name,
|
|
197
|
+
shocks: Object.freeze(shocks),
|
|
198
|
+
}),
|
|
199
|
+
appliedInstructions: Object.freeze(applied),
|
|
200
|
+
}));
|
|
201
|
+
}
|
|
202
|
+
return {
|
|
203
|
+
baseFactorSetHash: contentHash(baseFactors),
|
|
204
|
+
scenarios: Object.freeze(plans),
|
|
205
|
+
matchedInstructions: matched,
|
|
206
|
+
transformationWorkUnits,
|
|
207
|
+
};
|
|
208
|
+
}
|
|
209
|
+
//# sourceMappingURL=taylor.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,31 @@
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1
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+
import { type MarketObservation } from '../../core/dist/pricing.js';
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2
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+
import type { ScenarioDefinition } from '../../core/dist/artifacts/index.js';
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3
|
+
import { type FactorHandlerSnapshot } from './internal/behaviors.js';
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|
4
|
+
import type { ScenarioAppliedInstruction, ScenarioBehaviorIdentity, ScenarioTargetDescriptor } from './types.js';
|
|
5
|
+
export declare const MILLISECONDS_PER_YEAR: 31536000000;
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|
6
|
+
export type ScenarioInstructionPhase = 'override' | 'shock';
|
|
7
|
+
export declare function instructionMatchKey(scenarioIndex: number, phase: ScenarioInstructionPhase, instructionIndex: number): string;
|
|
8
|
+
export interface FullRevaluationScenarioPlan {
|
|
9
|
+
readonly observations: readonly MarketObservation[];
|
|
10
|
+
readonly appliedInstructions: readonly ScenarioAppliedInstruction[];
|
|
11
|
+
readonly factorHandlers: readonly ScenarioBehaviorIdentity[];
|
|
12
|
+
}
|
|
13
|
+
export interface FullRevaluationTransformationResult {
|
|
14
|
+
readonly scenarios: readonly FullRevaluationScenarioPlan[];
|
|
15
|
+
readonly matchedInstructions: ReadonlySet<string>;
|
|
16
|
+
readonly handlerCalls: number;
|
|
17
|
+
readonly returnedDataWorkUnits: number;
|
|
18
|
+
readonly transformationWorkUnits: number;
|
|
19
|
+
}
|
|
20
|
+
/**
|
|
21
|
+
* Precompute all full-revaluation observation sets and instruction detail before the first price
|
|
22
|
+
* call. Unmatched detection is aggregated by the runner across targets, Taylor factors, and FX.
|
|
23
|
+
*/
|
|
24
|
+
export declare function transformFullRevaluationScenarios(input: {
|
|
25
|
+
readonly target: ScenarioTargetDescriptor;
|
|
26
|
+
readonly baseObservations: readonly MarketObservation[];
|
|
27
|
+
readonly scenarioDefinitions: readonly ScenarioDefinition[];
|
|
28
|
+
readonly factorHandlers: readonly FactorHandlerSnapshot[];
|
|
29
|
+
readonly maximumHandlerResultWorkUnits: number;
|
|
30
|
+
}): FullRevaluationTransformationResult;
|
|
31
|
+
//# sourceMappingURL=transform.d.ts.map
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@@ -0,0 +1 @@
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|
|
1
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+
{"version":3,"file":"transform.d.ts","sourceRoot":"","sources":["../src/transform.ts"],"names":[],"mappings":"AAEA,OAAO,EAA6B,KAAK,iBAAiB,EAAE,MAAM,4BAA4B,CAAC;AAC/F,OAAO,KAAK,EACV,kBAAkB,EAGnB,MAAM,oCAA8B,CAAC;AACtC,OAAO,EAIL,KAAK,qBAAqB,EAC3B,MAAM,yBAAyB,CAAC;AASjC,OAAO,KAAK,EACV,0BAA0B,EAC1B,wBAAwB,EACxB,wBAAwB,EACzB,MAAM,YAAY,CAAC;AAEpB,eAAO,MAAM,qBAAqB,EAAG,WAAuB,CAAC;AAE7D,MAAM,MAAM,wBAAwB,GAAG,UAAU,GAAG,OAAO,CAAC;AAE5D,wBAAgB,mBAAmB,CACjC,aAAa,EAAE,MAAM,EACrB,KAAK,EAAE,wBAAwB,EAC/B,gBAAgB,EAAE,MAAM,GACvB,MAAM,CAER;AAQD,MAAM,WAAW,2BAA2B;IAC1C,QAAQ,CAAC,YAAY,EAAE,SAAS,iBAAiB,EAAE,CAAC;IACpD,QAAQ,CAAC,mBAAmB,EAAE,SAAS,0BAA0B,EAAE,CAAC;IACpE,QAAQ,CAAC,cAAc,EAAE,SAAS,wBAAwB,EAAE,CAAC;CAC9D;AAED,MAAM,WAAW,mCAAmC;IAClD,QAAQ,CAAC,SAAS,EAAE,SAAS,2BAA2B,EAAE,CAAC;IAC3D,QAAQ,CAAC,mBAAmB,EAAE,WAAW,CAAC,MAAM,CAAC,CAAC;IAClD,QAAQ,CAAC,YAAY,EAAE,MAAM,CAAC;IAC9B,QAAQ,CAAC,qBAAqB,EAAE,MAAM,CAAC;IACvC,QAAQ,CAAC,uBAAuB,EAAE,MAAM,CAAC;CAC1C;AAqRD;;;GAGG;AACH,wBAAgB,iCAAiC,CAAC,KAAK,EAAE;IACvD,QAAQ,CAAC,MAAM,EAAE,wBAAwB,CAAC;IAC1C,QAAQ,CAAC,gBAAgB,EAAE,SAAS,iBAAiB,EAAE,CAAC;IACxD,QAAQ,CAAC,mBAAmB,EAAE,SAAS,kBAAkB,EAAE,CAAC;IAC5D,QAAQ,CAAC,cAAc,EAAE,SAAS,qBAAqB,EAAE,CAAC;IAC1D,QAAQ,CAAC,6BAA6B,EAAE,MAAM,CAAC;CAChD,GAAG,mCAAmC,CA0HtC"}
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1
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+
import { ErrorCode, InputError } from '../../core/dist/index.js';
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2
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+
import { canonicalJsonOf, contentHash } from '../../core/dist/artifacts/index.js';
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3
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+
import { validateMarketObservation } from '../../core/dist/pricing.js';
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4
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+
import { assertBehaviorUnchanged, countCurvePillars, isThenable, } from './internal/behaviors.js';
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5
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+
import { detachCanonicalData, detachProvenCanonicalData, readPlainArrayLength, scanCanonicalData, snapshotDenseArray, } from './internal/data.js';
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6
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+
import { RESERVED_SCENARIO_FACTORS } from './work.js';
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7
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export const MILLISECONDS_PER_YEAR = 31_536_000_000;
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8
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+
export function instructionMatchKey(scenarioIndex, phase, instructionIndex) {
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return `${scenarioIndex}:${phase}:${instructionIndex}`;
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10
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}
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11
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function transformationError(message, context, cause) {
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throw new InputError(`runScenarios: ${message}`, {
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code: ErrorCode.InputOutOfRange,
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context: { function: 'runScenarios', ...context },
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...(cause !== undefined ? { cause } : {}),
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});
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}
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function subjectOf(observation) {
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const requirement = observation.requirement;
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switch (requirement.kind) {
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case 'valuationInstant':
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return 'global';
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case 'spot':
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case 'forward':
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case 'impliedVolatility':
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case 'dividendYield':
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return requirement.symbol;
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28
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case 'riskFreeRate':
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29
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return requirement.currency;
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30
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case 'discountCurve':
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return requirement.curveId;
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}
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}
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34
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function factorOf(observation) {
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35
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switch (observation.requirement.kind) {
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36
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case 'valuationInstant':
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return 'time';
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38
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case 'spot':
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return 'spot';
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40
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case 'forward':
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return 'forward';
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case 'impliedVolatility':
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return 'volatility';
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case 'riskFreeRate':
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return 'riskFreeRate';
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46
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case 'dividendYield':
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return 'dividend';
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48
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case 'discountCurve':
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49
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return 'discountCurve';
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50
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}
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51
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+
}
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52
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+
function instructionMatches(instruction, observation) {
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53
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+
if (instruction.factor !== factorOf(observation))
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54
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return false;
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55
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+
if (instruction.target === undefined)
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return true;
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57
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+
return instruction.target === subjectOf(observation);
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58
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+
}
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59
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+
function validateEpochMs(value, context) {
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60
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+
if (!Number.isSafeInteger(value) || Math.abs(value) > 8_640_000_000_000_000) {
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61
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+
transformationError(`time transformation produced ${String(value)}, not a safe integer epoch-millisecond instant inside the ECMAScript date range.`, context);
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62
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+
}
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63
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+
return value;
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64
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+
}
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65
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+
function transformScalar(before, ref, factor, context) {
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66
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+
const instruction = ref.instruction;
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67
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+
if (ref.phase === 'override') {
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68
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+
return factor === 'time' ? validateEpochMs(instruction.value, context) : instruction.value;
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69
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+
}
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70
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+
const shock = instruction;
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71
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+
if (factor === 'time') {
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72
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+
if (shock.kind === 'percent') {
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73
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+
transformationError('percent time shocks are undefined — use an absolute ACT/365F year shift.', context);
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74
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+
}
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75
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+
return validateEpochMs(before + shock.value * MILLISECONDS_PER_YEAR, context);
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76
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+
}
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77
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+
return shock.kind === 'percent' ? before * (1 + shock.value) : before + shock.value;
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78
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}
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79
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+
function transformedCurve(before, ref, context) {
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80
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+
const points = before.points.map((point) => {
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81
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+
const zeroRate = ref.phase === 'override'
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82
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? ref.instruction.value
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: ref.instruction.kind === 'percent'
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+
? point.zeroRate * (1 + ref.instruction.value)
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: point.zeroRate + ref.instruction.value;
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86
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return { ...point, zeroRate };
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87
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});
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88
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+
const candidate = { ...before, points };
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89
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+
try {
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90
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return validateMarketObservation('runScenarios', 'transformed discount curve', {
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91
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requirement: { kind: 'discountCurve', curveId: 'validation', currency: before.currency },
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92
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value: candidate,
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93
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+
}).value;
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}
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95
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+
catch (error) {
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throw new InputError('runScenarios: discountCurve instruction produced an invalid curve after this ordered step — curves are revalidated after every override/shock and are never clamped.', {
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97
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code: ErrorCode.PricerObservationInvalid,
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98
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context: { function: 'runScenarios', ...context },
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cause: error,
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});
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}
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102
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}
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103
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function transformObservation(observation, ref, target, scenarioIndex, scenarioName) {
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const subject = subjectOf(observation);
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105
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const base = {
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phase: ref.phase,
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107
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instructionIndex: ref.instructionIndex,
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108
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factor: ref.instruction.factor,
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109
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...(ref.instruction.target !== undefined ? { target: ref.instruction.target } : {}),
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110
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subject,
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111
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};
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112
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const context = {
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targetId: target.id,
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scenarioIndex,
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scenarioName,
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phase: ref.phase,
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instructionIndex: ref.instructionIndex,
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118
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factor: ref.instruction.factor,
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119
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subject,
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120
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+
};
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121
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+
if (observation.requirement.kind === 'discountCurve') {
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122
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const before = observation.value;
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123
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const after = transformedCurve(before, ref, context);
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124
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+
const candidate = validateMarketObservation('runScenarios', 'transformed observation', {
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requirement: observation.requirement,
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value: after,
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127
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});
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return {
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observation: detachCanonicalData(candidate, {
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functionName: 'runScenarios',
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label: 'transformed discount-curve observation',
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+
requireFiniteNumbers: true,
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133
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+
}),
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134
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+
detail: Object.freeze({
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135
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+
...base,
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detail: 'discount-curve',
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137
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+
pillarCount: before.points.length,
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138
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+
beforeCurveHash: contentHash(before),
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139
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+
afterCurveHash: contentHash(after),
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+
}),
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141
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};
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142
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+
}
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143
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+
const before = observation.value;
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144
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+
const after = transformScalar(before, ref, factorOf(observation), context);
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145
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+
let candidate;
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146
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+
try {
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147
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candidate = validateMarketObservation('runScenarios', 'transformed observation', {
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148
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+
requirement: observation.requirement,
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149
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+
value: after,
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150
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+
});
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151
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+
}
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152
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+
catch (error) {
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153
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+
throw new InputError(`runScenarios: ${ref.instruction.factor} instruction produced invalid value ${String(after)} after this ordered step; values are validated after every instruction and never clamped.`, {
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154
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+
code: ref.instruction.factor === 'volatility'
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155
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+
? ErrorCode.InputNegativeVolatility
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156
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+
: ErrorCode.PricerObservationInvalid,
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157
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+
context,
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158
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+
cause: error,
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159
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});
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160
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+
}
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161
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return {
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162
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+
observation: detachCanonicalData(candidate, {
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163
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+
functionName: 'runScenarios',
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164
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+
label: 'transformed scalar observation',
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165
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+
requireFiniteNumbers: true,
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166
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+
}),
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167
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+
detail: Object.freeze({ ...base, detail: 'scalar', before, after }),
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168
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+
};
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169
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+
}
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170
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+
function instructionRefs(scenario) {
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171
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+
const refs = [];
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172
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+
for (let index = 0; index < (scenario.overrides?.length ?? 0); index++) {
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173
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+
refs.push({
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174
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+
phase: 'override',
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175
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+
instructionIndex: index,
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176
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+
instruction: scenario.overrides[index],
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177
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+
});
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178
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+
}
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179
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+
for (let index = 0; index < scenario.shocks.length; index++) {
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180
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+
refs.push({
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181
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+
phase: 'shock',
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182
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+
instructionIndex: index,
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183
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+
instruction: scenario.shocks[index],
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184
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+
});
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185
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+
}
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186
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+
return refs;
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187
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+
}
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188
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+
function validateHandlerReturn(value, before, handler, maximumWorkUnits) {
|
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189
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+
if (isThenable(value)) {
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190
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+
transformationError(`factor handler ${handler.identity.name}@${handler.identity.version} returned a thenable — Stage 4.4b handlers are synchronous.`, { handler: handler.identity });
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191
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+
}
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192
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+
const resultCount = readPlainArrayLength(value, 'runScenarios', 'factor handler result');
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193
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+
if (resultCount !== before.length) {
|
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194
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+
transformationError(`factor handler ${handler.identity.name}@${handler.identity.version} changed observation count from ${before.length} to ${resultCount}; handlers may transform values, never expand or remove requirements.`, { handler: handler.identity });
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195
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+
}
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196
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+
const raw = snapshotDenseArray(value, 'runScenarios', 'factor handler result');
|
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197
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+
const workUnits = scanCanonicalData(raw, {
|
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198
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+
functionName: 'runScenarios',
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199
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+
label: `factor handler ${handler.identity.name} result`,
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200
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+
maximumWorkUnits,
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201
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+
requireFiniteNumbers: true,
|
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202
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+
});
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203
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+
const observations = raw.map((member, index) => {
|
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204
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+
const validated = validateMarketObservation('runScenarios', `factor handler result[${index}]`, member);
|
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205
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+
if (canonicalJsonOf(validated.requirement) !== canonicalJsonOf(before[index].requirement)) {
|
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206
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+
transformationError(`factor handler ${handler.identity.name}@${handler.identity.version} changed requirement identity at index ${index}; handlers may transform values only.`, { handler: handler.identity, observationIndex: index });
|
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207
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+
}
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208
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+
if (validated.requirement.kind === 'discountCurve' &&
|
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209
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+
validated.value.points.length !==
|
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210
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+
(before[index].requirement.kind === 'discountCurve'
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211
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+
? before[index].value.points.length
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212
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+
: -1)) {
|
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213
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+
transformationError(`factor handler ${handler.identity.name}@${handler.identity.version} changed a curve's pillar count at index ${index}.`, { handler: handler.identity, observationIndex: index });
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214
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+
}
|
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215
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+
return detachProvenCanonicalData(validated);
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216
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+
});
|
|
217
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+
return { observations: Object.freeze(observations), workUnits };
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218
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+
}
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219
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+
/**
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|
220
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+
* Precompute all full-revaluation observation sets and instruction detail before the first price
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221
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+
* call. Unmatched detection is aggregated by the runner across targets, Taylor factors, and FX.
|
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222
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+
*/
|
|
223
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+
export function transformFullRevaluationScenarios(input) {
|
|
224
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+
const handlerByFactor = new Map(input.factorHandlers.map((handler) => [handler.factor, handler]));
|
|
225
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+
const plans = [];
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|
226
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+
const matchedInstructions = new Set();
|
|
227
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+
let handlerCalls = 0;
|
|
228
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+
let returnedDataWorkUnits = 0;
|
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229
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+
let transformationWorkUnits = 0;
|
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230
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+
for (let scenarioIndex = 0; scenarioIndex < input.scenarioDefinitions.length; scenarioIndex++) {
|
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231
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+
const scenario = input.scenarioDefinitions[scenarioIndex];
|
|
232
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+
let observations = input.baseObservations;
|
|
233
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+
const applied = [];
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234
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+
const usedHandlers = [];
|
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235
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+
for (const ref of instructionRefs(scenario)) {
|
|
236
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+
const key = instructionMatchKey(scenarioIndex, ref.phase, ref.instructionIndex);
|
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237
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+
if (ref.instruction.factor === 'foreignExchangeRate')
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238
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+
continue;
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239
|
+
if (RESERVED_SCENARIO_FACTORS.has(ref.instruction.factor)) {
|
|
240
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+
const next = [...observations];
|
|
241
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+
let matched = false;
|
|
242
|
+
for (let observationIndex = 0; observationIndex < observations.length; observationIndex++) {
|
|
243
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+
const observation = observations[observationIndex];
|
|
244
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+
transformationWorkUnits += 1;
|
|
245
|
+
if (!instructionMatches(ref.instruction, observation))
|
|
246
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+
continue;
|
|
247
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+
const transformed = transformObservation(observation, ref, input.target, scenarioIndex, scenario.name);
|
|
248
|
+
next[observationIndex] = transformed.observation;
|
|
249
|
+
applied.push(transformed.detail);
|
|
250
|
+
matched = true;
|
|
251
|
+
}
|
|
252
|
+
if (matched)
|
|
253
|
+
matchedInstructions.add(key);
|
|
254
|
+
observations = Object.freeze(next);
|
|
255
|
+
continue;
|
|
256
|
+
}
|
|
257
|
+
const handler = handlerByFactor.get(ref.instruction.factor);
|
|
258
|
+
if (handler === undefined)
|
|
259
|
+
continue;
|
|
260
|
+
const beforeHash = contentHash(observations);
|
|
261
|
+
const callbackInput = Object.freeze({
|
|
262
|
+
instruction: ref.instruction,
|
|
263
|
+
observations,
|
|
264
|
+
target: input.target,
|
|
265
|
+
});
|
|
266
|
+
let answer;
|
|
267
|
+
try {
|
|
268
|
+
handlerCalls++;
|
|
269
|
+
answer = Reflect.apply(handler.apply, undefined, [callbackInput]);
|
|
270
|
+
}
|
|
271
|
+
catch (error) {
|
|
272
|
+
transformationError(`factor handler ${handler.identity.name}@${handler.identity.version} threw while applying ${JSON.stringify(ref.instruction.factor)}; fix the handler or remove it from this run.`, { handler: handler.identity, factor: ref.instruction.factor }, error);
|
|
273
|
+
}
|
|
274
|
+
finally {
|
|
275
|
+
assertBehaviorUnchanged('runScenarios', `factor handler ${handler.identity.name}@${handler.identity.version}`, handler);
|
|
276
|
+
}
|
|
277
|
+
if (contentHash(observations) !== beforeHash) {
|
|
278
|
+
transformationError(`factor handler ${handler.identity.name}@${handler.identity.version} mutated its frozen observation input.`, { handler: handler.identity });
|
|
279
|
+
}
|
|
280
|
+
if (answer === undefined)
|
|
281
|
+
continue;
|
|
282
|
+
const validated = validateHandlerReturn(answer, observations, handler, input.maximumHandlerResultWorkUnits);
|
|
283
|
+
const afterHash = contentHash(validated.observations);
|
|
284
|
+
observations = validated.observations;
|
|
285
|
+
returnedDataWorkUnits += validated.workUnits;
|
|
286
|
+
matchedInstructions.add(key);
|
|
287
|
+
if (!usedHandlers.some((identity) => canonicalJsonOf(identity) === canonicalJsonOf(handler.identity))) {
|
|
288
|
+
usedHandlers.push(handler.identity);
|
|
289
|
+
}
|
|
290
|
+
applied.push(Object.freeze({
|
|
291
|
+
phase: ref.phase,
|
|
292
|
+
instructionIndex: ref.instructionIndex,
|
|
293
|
+
factor: ref.instruction.factor,
|
|
294
|
+
...(ref.instruction.target !== undefined ? { target: ref.instruction.target } : {}),
|
|
295
|
+
subject: input.target.id,
|
|
296
|
+
detail: 'custom',
|
|
297
|
+
handler: handler.identity,
|
|
298
|
+
beforeObservationsHash: beforeHash,
|
|
299
|
+
afterObservationsHash: afterHash,
|
|
300
|
+
}));
|
|
301
|
+
transformationWorkUnits +=
|
|
302
|
+
observations.length + countCurvePillars(observations).reduce((a, b) => a + b, 0);
|
|
303
|
+
}
|
|
304
|
+
plans.push(Object.freeze({
|
|
305
|
+
observations,
|
|
306
|
+
appliedInstructions: Object.freeze(applied),
|
|
307
|
+
factorHandlers: Object.freeze(usedHandlers),
|
|
308
|
+
}));
|
|
309
|
+
}
|
|
310
|
+
return {
|
|
311
|
+
scenarios: Object.freeze(plans),
|
|
312
|
+
matchedInstructions,
|
|
313
|
+
handlerCalls,
|
|
314
|
+
returnedDataWorkUnits,
|
|
315
|
+
transformationWorkUnits,
|
|
316
|
+
};
|
|
317
|
+
}
|
|
318
|
+
//# sourceMappingURL=transform.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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