@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 +1,489 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Hilbert-transform cycle indicators (spec §13.3; TA-Lib `HT_*` family).
|
|
3
|
+
*
|
|
4
|
+
* `htDcPeriod`, `htDcPhase`, `htPhasor`, `htSine`, `htTrendMode`, `htTrendline` — all derived from a
|
|
5
|
+
* shared Ehlers Hilbert-transform core (the same machinery proven in MAMA/FAMA). These follow Ehlers'
|
|
6
|
+
* published Hilbert formulation and TA-Lib's dominant-cycle-phase computation; they are *not*
|
|
7
|
+
* bit-exact TA-Lib (the `HT_*` C kernels carry implementation-specific smoothing), and like MAMA the
|
|
8
|
+
* adaptive period needs a warm-up before it stabilizes. Inputs are a single price series (the close,
|
|
9
|
+
* matching TA-Lib's `real` argument).
|
|
10
|
+
*/
|
|
11
|
+
import * as builtinMetadata from './builtin-metadata.js';
|
|
12
|
+
import { withBuiltinMetadata } from './indicator-metadata.js';
|
|
13
|
+
import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
|
|
14
|
+
import { EmaStream } from './moving-averages.js';
|
|
15
|
+
import { requirePeriod } from './validate.js';
|
|
16
|
+
import { requireStreamParameters } from './stream-validation.js';
|
|
17
|
+
const RAD2DEG = 180 / Math.PI;
|
|
18
|
+
const DEG2RAD = Math.PI / 180;
|
|
19
|
+
function pushRing(ring, v, length) {
|
|
20
|
+
ring.unshift(v);
|
|
21
|
+
if (ring.length > length)
|
|
22
|
+
ring.pop();
|
|
23
|
+
}
|
|
24
|
+
function at(ring, i) {
|
|
25
|
+
return ring[i] ?? 0;
|
|
26
|
+
}
|
|
27
|
+
/** Shared Ehlers Hilbert-transform discriminator. Emits once the FIR history has filled (~6 bars). */
|
|
28
|
+
export class HilbertCore {
|
|
29
|
+
count = 0;
|
|
30
|
+
price = []; // up to 50 bars (index 0 = newest)
|
|
31
|
+
smooth = []; // up to 50 bars
|
|
32
|
+
detrender = [];
|
|
33
|
+
i1 = [];
|
|
34
|
+
q1 = [];
|
|
35
|
+
i2 = 0;
|
|
36
|
+
q2 = 0;
|
|
37
|
+
re = 0;
|
|
38
|
+
im = 0;
|
|
39
|
+
period = 0;
|
|
40
|
+
smoothPeriod = 0;
|
|
41
|
+
tlr = []; // raw trendline history (for 4-3-2-1 smoothing), up to 4
|
|
42
|
+
update(priceValue) {
|
|
43
|
+
pushRing(this.price, priceValue, 50);
|
|
44
|
+
this.count++;
|
|
45
|
+
if (this.count <= 6) {
|
|
46
|
+
pushRing(this.smooth, priceValue, 50);
|
|
47
|
+
pushRing(this.detrender, 0, 8);
|
|
48
|
+
pushRing(this.i1, 0, 8);
|
|
49
|
+
pushRing(this.q1, 0, 8);
|
|
50
|
+
return null;
|
|
51
|
+
}
|
|
52
|
+
const adj = 0.075 * this.period + 0.54;
|
|
53
|
+
const smooth = (4 * at(this.price, 0) + 3 * at(this.price, 1) + 2 * at(this.price, 2) + at(this.price, 3)) /
|
|
54
|
+
10;
|
|
55
|
+
pushRing(this.smooth, smooth, 50);
|
|
56
|
+
const detrender = (0.0962 * at(this.smooth, 0) +
|
|
57
|
+
0.5769 * at(this.smooth, 2) -
|
|
58
|
+
0.5769 * at(this.smooth, 4) -
|
|
59
|
+
0.0962 * at(this.smooth, 6)) *
|
|
60
|
+
adj;
|
|
61
|
+
pushRing(this.detrender, detrender, 8);
|
|
62
|
+
const q1 = (0.0962 * at(this.detrender, 0) +
|
|
63
|
+
0.5769 * at(this.detrender, 2) -
|
|
64
|
+
0.5769 * at(this.detrender, 4) -
|
|
65
|
+
0.0962 * at(this.detrender, 6)) *
|
|
66
|
+
adj;
|
|
67
|
+
const i1 = at(this.detrender, 3);
|
|
68
|
+
pushRing(this.q1, q1, 8);
|
|
69
|
+
pushRing(this.i1, i1, 8);
|
|
70
|
+
const jI = (0.0962 * at(this.i1, 0) +
|
|
71
|
+
0.5769 * at(this.i1, 2) -
|
|
72
|
+
0.5769 * at(this.i1, 4) -
|
|
73
|
+
0.0962 * at(this.i1, 6)) *
|
|
74
|
+
adj;
|
|
75
|
+
const jQ = (0.0962 * at(this.q1, 0) +
|
|
76
|
+
0.5769 * at(this.q1, 2) -
|
|
77
|
+
0.5769 * at(this.q1, 4) -
|
|
78
|
+
0.0962 * at(this.q1, 6)) *
|
|
79
|
+
adj;
|
|
80
|
+
let i2 = i1 - jQ;
|
|
81
|
+
let q2 = q1 + jI;
|
|
82
|
+
i2 = 0.2 * i2 + 0.8 * this.i2;
|
|
83
|
+
q2 = 0.2 * q2 + 0.8 * this.q2;
|
|
84
|
+
let re = i2 * this.i2 + q2 * this.q2;
|
|
85
|
+
let im = i2 * this.q2 - q2 * this.i2;
|
|
86
|
+
re = 0.2 * re + 0.8 * this.re;
|
|
87
|
+
im = 0.2 * im + 0.8 * this.im;
|
|
88
|
+
this.i2 = i2;
|
|
89
|
+
this.q2 = q2;
|
|
90
|
+
this.re = re;
|
|
91
|
+
this.im = im;
|
|
92
|
+
const prevPeriod = this.period;
|
|
93
|
+
let period = prevPeriod;
|
|
94
|
+
if (im !== 0 && re !== 0)
|
|
95
|
+
period = 360 / (RAD2DEG * Math.atan(im / re));
|
|
96
|
+
if (prevPeriod > 0) {
|
|
97
|
+
if (period > 1.5 * prevPeriod)
|
|
98
|
+
period = 1.5 * prevPeriod;
|
|
99
|
+
if (period < 0.67 * prevPeriod)
|
|
100
|
+
period = 0.67 * prevPeriod;
|
|
101
|
+
}
|
|
102
|
+
if (period < 6)
|
|
103
|
+
period = 6;
|
|
104
|
+
if (period > 50)
|
|
105
|
+
period = 50;
|
|
106
|
+
period = 0.2 * period + 0.8 * prevPeriod;
|
|
107
|
+
this.period = period;
|
|
108
|
+
this.smoothPeriod = 0.33 * period + 0.67 * this.smoothPeriod;
|
|
109
|
+
// DCPhase (TA-Lib algorithm): accumulate the smoothed price over the dominant cycle.
|
|
110
|
+
const dcLen = Math.max(1, Math.round(this.smoothPeriod));
|
|
111
|
+
let realPart = 0;
|
|
112
|
+
let imagPart = 0;
|
|
113
|
+
for (let i = 0; i < dcLen; i++) {
|
|
114
|
+
const ang = (2 * Math.PI * i) / dcLen;
|
|
115
|
+
const s = at(this.smooth, i);
|
|
116
|
+
realPart += Math.sin(ang) * s;
|
|
117
|
+
imagPart += Math.cos(ang) * s;
|
|
118
|
+
}
|
|
119
|
+
let dcPhase;
|
|
120
|
+
if (Math.abs(imagPart) > 0)
|
|
121
|
+
dcPhase = Math.atan(realPart / imagPart) * RAD2DEG;
|
|
122
|
+
else
|
|
123
|
+
dcPhase = realPart > 0 ? 90 : -90;
|
|
124
|
+
dcPhase += 90;
|
|
125
|
+
dcPhase += 360 / this.smoothPeriod;
|
|
126
|
+
if (imagPart < 0)
|
|
127
|
+
dcPhase += 180;
|
|
128
|
+
if (dcPhase > 315)
|
|
129
|
+
dcPhase -= 360;
|
|
130
|
+
// Instantaneous trendline: dominant-cycle SMA of price, then 4-3-2-1 smoothing.
|
|
131
|
+
let sum = 0;
|
|
132
|
+
for (let i = 0; i < dcLen; i++)
|
|
133
|
+
sum += at(this.price, i);
|
|
134
|
+
const tlr = sum / dcLen;
|
|
135
|
+
pushRing(this.tlr, tlr, 4);
|
|
136
|
+
const trendline = (4 * at(this.tlr, 0) + 3 * at(this.tlr, 1) + 2 * at(this.tlr, 2) + at(this.tlr, 3)) / 10;
|
|
137
|
+
return { dcPeriod: this.smoothPeriod, inPhase: i1, quadrature: q1, dcPhase, trendline };
|
|
138
|
+
}
|
|
139
|
+
toJSON() {
|
|
140
|
+
return snapshotOf('hilbert', {
|
|
141
|
+
count: this.count,
|
|
142
|
+
price: [...this.price],
|
|
143
|
+
smooth: [...this.smooth],
|
|
144
|
+
detrender: [...this.detrender],
|
|
145
|
+
i1: [...this.i1],
|
|
146
|
+
q1: [...this.q1],
|
|
147
|
+
i2: this.i2,
|
|
148
|
+
q2: this.q2,
|
|
149
|
+
re: this.re,
|
|
150
|
+
im: this.im,
|
|
151
|
+
period: this.period,
|
|
152
|
+
smoothPeriod: this.smoothPeriod,
|
|
153
|
+
tlr: [...this.tlr],
|
|
154
|
+
});
|
|
155
|
+
}
|
|
156
|
+
static fromJSON(snapshot) {
|
|
157
|
+
const state = readSnapshot(snapshot, 'hilbert');
|
|
158
|
+
const x = new HilbertCore();
|
|
159
|
+
Object.assign(x, {
|
|
160
|
+
count: state.number('count'),
|
|
161
|
+
i2: state.number('i2'),
|
|
162
|
+
q2: state.number('q2'),
|
|
163
|
+
re: state.number('re'),
|
|
164
|
+
im: state.number('im'),
|
|
165
|
+
period: state.number('period'),
|
|
166
|
+
smoothPeriod: state.number('smoothPeriod'),
|
|
167
|
+
});
|
|
168
|
+
x.price = state.numbers('price');
|
|
169
|
+
x.smooth = state.numbers('smooth');
|
|
170
|
+
x.detrender = state.numbers('detrender');
|
|
171
|
+
x.i1 = state.numbers('i1');
|
|
172
|
+
x.q1 = state.numbers('q1');
|
|
173
|
+
x.tlr = state.numbers('tlr');
|
|
174
|
+
return x;
|
|
175
|
+
}
|
|
176
|
+
}
|
|
177
|
+
class DspStream {
|
|
178
|
+
period;
|
|
179
|
+
ema;
|
|
180
|
+
value = null;
|
|
181
|
+
constructor(period) {
|
|
182
|
+
this.period = period;
|
|
183
|
+
requirePeriod(period, 'DspStream');
|
|
184
|
+
this.ema = new EmaStream(period);
|
|
185
|
+
}
|
|
186
|
+
next(value) {
|
|
187
|
+
const e = this.ema.next(value);
|
|
188
|
+
if (e === null) {
|
|
189
|
+
this.value = null;
|
|
190
|
+
return null;
|
|
191
|
+
}
|
|
192
|
+
this.value = value - e;
|
|
193
|
+
return this.value;
|
|
194
|
+
}
|
|
195
|
+
toJSON() {
|
|
196
|
+
return snapshotOf('dsp', { period: this.period, ema: this.ema.toJSON(), value: this.value });
|
|
197
|
+
}
|
|
198
|
+
static fromJSON(snapshot) {
|
|
199
|
+
const state = readSnapshot(snapshot, 'dsp');
|
|
200
|
+
const x = new DspStream(state.lookback('period'));
|
|
201
|
+
x.ema = EmaStream.fromJSON(state.child('ema'));
|
|
202
|
+
x.value = state.cached('value');
|
|
203
|
+
return x;
|
|
204
|
+
}
|
|
205
|
+
}
|
|
206
|
+
/** Detrended Synthetic Price: `close - EMA(close, period)` (pandas-ta `dsp`). */
|
|
207
|
+
export const dsp = withBuiltinMetadata(makeIndicator((p) => new DspStream(requirePeriod(p.period ?? 14, 'dsp')), DspStream.fromJSON, () => NaN), builtinMetadata.dspMetadata);
|
|
208
|
+
/**
|
|
209
|
+
* Even Better Sinewave — **pandas-ta-compatible, including pandas-ta's degree/radian defect.**
|
|
210
|
+
*
|
|
211
|
+
* pandas-ta's `ebsw` feeds `360 / period` (and `√2·180 / bars`) to `sin`/`cos`, which take RADIANS,
|
|
212
|
+
* so the high-pass and super-smoother coefficients are not the ones Ehlers published (his use
|
|
213
|
+
* `2π / period` and `√2·π / bars`). TotalFinance reproduces pandas-ta bit-for-bit — that is what the
|
|
214
|
+
* certified golden pins and what a pandas-ta user comparing outputs expects — which means **this is
|
|
215
|
+
* not Ehlers's published filter**. Treat `ebsw` as "pandas-ta's EBSW", and do not port its
|
|
216
|
+
* coefficients to a from-scratch Ehlers implementation.
|
|
217
|
+
*/
|
|
218
|
+
class EbswStream {
|
|
219
|
+
count = 0;
|
|
220
|
+
lastClose = 0;
|
|
221
|
+
lastHp = 0;
|
|
222
|
+
filt0 = 0;
|
|
223
|
+
filt1 = 0;
|
|
224
|
+
value = null;
|
|
225
|
+
period;
|
|
226
|
+
bars;
|
|
227
|
+
constructor(parameters) {
|
|
228
|
+
requireStreamParameters('EbswStream.constructor#0', 'EbswStream', parameters);
|
|
229
|
+
const { period, bars } = parameters;
|
|
230
|
+
this.period = period;
|
|
231
|
+
this.bars = bars;
|
|
232
|
+
}
|
|
233
|
+
next(value) {
|
|
234
|
+
this.count++;
|
|
235
|
+
if (this.count < this.period) {
|
|
236
|
+
this.value = null;
|
|
237
|
+
return null;
|
|
238
|
+
}
|
|
239
|
+
if (this.count === this.period) {
|
|
240
|
+
this.value = 0;
|
|
241
|
+
return this.value;
|
|
242
|
+
}
|
|
243
|
+
// DELIBERATE BUG-COMPATIBILITY (see the class docstring): `360 / period` is a DEGREE quantity
|
|
244
|
+
// handed to a radian trig function, exactly as pandas-ta does it. Ehlers' published filter uses
|
|
245
|
+
// `sin/cos(2π / period)`. Changing it here would break the certified pandas-ta golden.
|
|
246
|
+
const alpha = (1 - Math.sin(360 / this.period)) / Math.cos(360 / this.period);
|
|
247
|
+
const hp = 0.5 * (1 + alpha) * (value - this.lastClose) + alpha * this.lastHp;
|
|
248
|
+
const a1 = Math.exp((-Math.SQRT2 * Math.PI) / this.bars);
|
|
249
|
+
const b1 = 2 * a1 * Math.cos((Math.SQRT2 * 180) / this.bars);
|
|
250
|
+
const c2 = b1;
|
|
251
|
+
const c3 = -a1 * a1;
|
|
252
|
+
const c1 = 1 - c2 - c3;
|
|
253
|
+
const filt = (c1 * (hp + this.lastHp)) / 2 + c2 * this.filt1 + c3 * this.filt0;
|
|
254
|
+
const wave = (filt + this.filt1 + this.filt0) / 3;
|
|
255
|
+
const power = (filt * filt + this.filt1 * this.filt1 + this.filt0 * this.filt0) / 3;
|
|
256
|
+
this.value = power > 0 ? wave / Math.sqrt(power) : 0;
|
|
257
|
+
this.filt0 = this.filt1;
|
|
258
|
+
this.filt1 = filt;
|
|
259
|
+
this.lastHp = hp;
|
|
260
|
+
this.lastClose = value;
|
|
261
|
+
return this.value;
|
|
262
|
+
}
|
|
263
|
+
toJSON() {
|
|
264
|
+
return snapshotOf('ebsw', {
|
|
265
|
+
period: this.period,
|
|
266
|
+
bars: this.bars,
|
|
267
|
+
count: this.count,
|
|
268
|
+
lastClose: this.lastClose,
|
|
269
|
+
lastHp: this.lastHp,
|
|
270
|
+
filt0: this.filt0,
|
|
271
|
+
filt1: this.filt1,
|
|
272
|
+
value: this.value,
|
|
273
|
+
});
|
|
274
|
+
}
|
|
275
|
+
static fromJSON(snapshot) {
|
|
276
|
+
const state = readSnapshot(snapshot, 'ebsw');
|
|
277
|
+
const x = new EbswStream({
|
|
278
|
+
period: state.lookback('period'),
|
|
279
|
+
bars: state.number('bars'),
|
|
280
|
+
});
|
|
281
|
+
x.count = state.number('count');
|
|
282
|
+
x.lastClose = state.number('lastClose');
|
|
283
|
+
x.lastHp = state.number('lastHp');
|
|
284
|
+
x.filt0 = state.number('filt0');
|
|
285
|
+
x.filt1 = state.number('filt1');
|
|
286
|
+
x.value = state.cached('value');
|
|
287
|
+
return x;
|
|
288
|
+
}
|
|
289
|
+
}
|
|
290
|
+
/**
|
|
291
|
+
* Even Better Sinewave (pandas-ta `ebsw`), bounded roughly to [-1, 1].
|
|
292
|
+
*
|
|
293
|
+
* Matches pandas-ta **including its degree/radian translation defect** — it is not Ehlers's published
|
|
294
|
+
* filter (see `EbswStream` and `docs/compatibility/talib-differences.md`).
|
|
295
|
+
*/
|
|
296
|
+
export const ebsw = withBuiltinMetadata(makeIndicator((p) => new EbswStream({
|
|
297
|
+
period: requirePeriod(p.period ?? 40, 'ebsw', 'period', 39),
|
|
298
|
+
bars: requirePeriod(p.bars ?? 10, 'ebsw', 'bars'),
|
|
299
|
+
}), EbswStream.fromJSON, () => NaN), builtinMetadata.ebswMetadata);
|
|
300
|
+
class MswStream {
|
|
301
|
+
period;
|
|
302
|
+
buf = [];
|
|
303
|
+
count = 0;
|
|
304
|
+
cos;
|
|
305
|
+
sin;
|
|
306
|
+
value = null;
|
|
307
|
+
constructor(period) {
|
|
308
|
+
this.period = period;
|
|
309
|
+
requirePeriod(period, 'MswStream', 'period', 2);
|
|
310
|
+
this.cos = Array.from({ length: period }, (_, j) => Math.cos((2 * Math.PI * j) / period));
|
|
311
|
+
this.sin = Array.from({ length: period }, (_, j) => Math.sin((2 * Math.PI * j) / period));
|
|
312
|
+
}
|
|
313
|
+
next(value) {
|
|
314
|
+
this.buf.unshift(value);
|
|
315
|
+
if (this.buf.length > this.period)
|
|
316
|
+
this.buf.pop();
|
|
317
|
+
this.count++;
|
|
318
|
+
// Warmup is `period` bars (first value at index `period`), matching tulipy/Tulip Indicators —
|
|
319
|
+
// not `period − 1`, which would shift every downstream cycle signal one bar early.
|
|
320
|
+
if (this.count <= this.period) {
|
|
321
|
+
this.value = null;
|
|
322
|
+
return null;
|
|
323
|
+
}
|
|
324
|
+
let real = 0;
|
|
325
|
+
let imag = 0;
|
|
326
|
+
for (let j = 0; j < this.period; j++) {
|
|
327
|
+
real += this.buf[j] * this.cos[j];
|
|
328
|
+
imag += this.buf[j] * this.sin[j];
|
|
329
|
+
}
|
|
330
|
+
let phase = Math.abs(real) > 0.001 ? Math.atan(imag / real) : (Math.PI / 2) * (imag < 0 ? -1 : 1);
|
|
331
|
+
if (real < 0)
|
|
332
|
+
phase += Math.PI;
|
|
333
|
+
phase += Math.PI / 2;
|
|
334
|
+
if (phase < 0)
|
|
335
|
+
phase += 2 * Math.PI;
|
|
336
|
+
if (phase > 2 * Math.PI)
|
|
337
|
+
phase -= 2 * Math.PI;
|
|
338
|
+
this.value = { sine: Math.sin(phase), lead: Math.sin(phase + Math.PI / 4) };
|
|
339
|
+
return this.value;
|
|
340
|
+
}
|
|
341
|
+
toJSON() {
|
|
342
|
+
return snapshotOf('msw', {
|
|
343
|
+
period: this.period,
|
|
344
|
+
count: this.count,
|
|
345
|
+
buf: [...this.buf],
|
|
346
|
+
value: this.value,
|
|
347
|
+
});
|
|
348
|
+
}
|
|
349
|
+
static fromJSON(snapshot) {
|
|
350
|
+
const state = readSnapshot(snapshot, 'msw');
|
|
351
|
+
const x = new MswStream(state.lookback('period'));
|
|
352
|
+
x.count = state.number('count') ?? state.numbers('buf').length;
|
|
353
|
+
x.buf = state.numbers('buf');
|
|
354
|
+
x.value = state.cached('value');
|
|
355
|
+
return x;
|
|
356
|
+
}
|
|
357
|
+
}
|
|
358
|
+
/** Mesa Sine Wave (pandas-ta/tulipy `msw`). */
|
|
359
|
+
export const msw = withBuiltinMetadata(makeIndicator((p) => new MswStream(requirePeriod(p.period ?? 5, 'msw', 'period', 2)), MswStream.fromJSON, () => ({ sine: NaN, lead: NaN })), builtinMetadata.mswMetadata);
|
|
360
|
+
// ───────────────────────── scalar HT facades ─────────────────────────
|
|
361
|
+
class HtScalarStream {
|
|
362
|
+
core = new HilbertCore();
|
|
363
|
+
value = null;
|
|
364
|
+
kind;
|
|
365
|
+
pick;
|
|
366
|
+
constructor(parameters) {
|
|
367
|
+
requireStreamParameters('HtScalarStream.constructor#0', 'HtScalarStream', parameters);
|
|
368
|
+
const { kind, pick } = parameters;
|
|
369
|
+
this.kind = kind;
|
|
370
|
+
this.pick = pick;
|
|
371
|
+
}
|
|
372
|
+
next(value) {
|
|
373
|
+
const o = this.core.update(value);
|
|
374
|
+
this.value = o ? this.pick(o) : null;
|
|
375
|
+
return this.value;
|
|
376
|
+
}
|
|
377
|
+
toJSON() {
|
|
378
|
+
return snapshotOf(this.kind, { core: this.core.toJSON(), value: this.value });
|
|
379
|
+
}
|
|
380
|
+
}
|
|
381
|
+
function htScalar(kind, pick) {
|
|
382
|
+
return makeIndicator(() => new HtScalarStream({ kind, pick }), (s) => {
|
|
383
|
+
const state = readSnapshot(s, kind);
|
|
384
|
+
const x = new HtScalarStream({ kind, pick });
|
|
385
|
+
x.core = HilbertCore.fromJSON(state.child('core'));
|
|
386
|
+
x.value = state.cached('value');
|
|
387
|
+
return x;
|
|
388
|
+
}, () => NaN);
|
|
389
|
+
}
|
|
390
|
+
export const htDcPeriod = withBuiltinMetadata(htScalar('htDcPeriod', (o) => o.dcPeriod), builtinMetadata.htDcPeriodMetadata);
|
|
391
|
+
export const htDcPhase = withBuiltinMetadata(htScalar('htDcPhase', (o) => o.dcPhase), builtinMetadata.htDcPhaseMetadata);
|
|
392
|
+
export const htTrendline = withBuiltinMetadata(htScalar('htTrendline', (o) => o.trendline), builtinMetadata.htTrendlineMetadata);
|
|
393
|
+
class HtPhasorStream {
|
|
394
|
+
core = new HilbertCore();
|
|
395
|
+
value = null;
|
|
396
|
+
next(value) {
|
|
397
|
+
const o = this.core.update(value);
|
|
398
|
+
this.value = o ? { inPhase: o.inPhase, quadrature: o.quadrature } : null;
|
|
399
|
+
return this.value;
|
|
400
|
+
}
|
|
401
|
+
toJSON() {
|
|
402
|
+
return snapshotOf('htPhasor', { core: this.core.toJSON(), value: this.value });
|
|
403
|
+
}
|
|
404
|
+
static fromJSON(snapshot) {
|
|
405
|
+
const state = readSnapshot(snapshot, 'htPhasor');
|
|
406
|
+
const x = new HtPhasorStream();
|
|
407
|
+
x.core = HilbertCore.fromJSON(state.child('core'));
|
|
408
|
+
x.value = state.cached('value');
|
|
409
|
+
return x;
|
|
410
|
+
}
|
|
411
|
+
}
|
|
412
|
+
export const htPhasor = withBuiltinMetadata(makeIndicator(() => new HtPhasorStream(), HtPhasorStream.fromJSON, () => ({ inPhase: NaN, quadrature: NaN })), builtinMetadata.htPhasorMetadata);
|
|
413
|
+
class HtSineStream {
|
|
414
|
+
core = new HilbertCore();
|
|
415
|
+
value = null;
|
|
416
|
+
next(value) {
|
|
417
|
+
const o = this.core.update(value);
|
|
418
|
+
this.value = o
|
|
419
|
+
? { sine: Math.sin(o.dcPhase * DEG2RAD), leadSine: Math.sin((o.dcPhase + 45) * DEG2RAD) }
|
|
420
|
+
: null;
|
|
421
|
+
return this.value;
|
|
422
|
+
}
|
|
423
|
+
toJSON() {
|
|
424
|
+
return snapshotOf('htSine', { core: this.core.toJSON(), value: this.value });
|
|
425
|
+
}
|
|
426
|
+
static fromJSON(snapshot) {
|
|
427
|
+
const state = readSnapshot(snapshot, 'htSine');
|
|
428
|
+
const x = new HtSineStream();
|
|
429
|
+
x.core = HilbertCore.fromJSON(state.child('core'));
|
|
430
|
+
x.value = state.cached('value');
|
|
431
|
+
return x;
|
|
432
|
+
}
|
|
433
|
+
}
|
|
434
|
+
export const htSine = withBuiltinMetadata(makeIndicator(() => new HtSineStream(), HtSineStream.fromJSON, () => ({ sine: NaN, leadSine: NaN })), builtinMetadata.htSineMetadata);
|
|
435
|
+
// ───────────────────────── HT_TRENDMODE ─────────────────────────
|
|
436
|
+
/**
|
|
437
|
+
* 1 = trend, 0 = cycle. Cycle mode is entered on a sine/lead-sine crossing and held for roughly one
|
|
438
|
+
* dominant cycle (an Ehlers-style heuristic; TA-Lib's exact trend test differs in detail).
|
|
439
|
+
*/
|
|
440
|
+
class HtTrendModeStream {
|
|
441
|
+
core = new HilbertCore();
|
|
442
|
+
prevSine = null;
|
|
443
|
+
prevLead = 0;
|
|
444
|
+
cycleBars = 0;
|
|
445
|
+
value = null;
|
|
446
|
+
next(value) {
|
|
447
|
+
const o = this.core.update(value);
|
|
448
|
+
if (!o) {
|
|
449
|
+
this.value = null;
|
|
450
|
+
return null;
|
|
451
|
+
}
|
|
452
|
+
const sine = Math.sin(o.dcPhase * DEG2RAD);
|
|
453
|
+
const lead = Math.sin((o.dcPhase + 45) * DEG2RAD);
|
|
454
|
+
if (this.prevSine !== null) {
|
|
455
|
+
const crossed = sine > lead !== this.prevSine > this.prevLead;
|
|
456
|
+
if (crossed)
|
|
457
|
+
this.cycleBars = Math.max(1, Math.round(o.dcPeriod));
|
|
458
|
+
}
|
|
459
|
+
this.prevSine = sine;
|
|
460
|
+
this.prevLead = lead;
|
|
461
|
+
const mode = this.cycleBars > 0 ? 0 : 1;
|
|
462
|
+
if (this.cycleBars > 0)
|
|
463
|
+
this.cycleBars--;
|
|
464
|
+
this.value = mode;
|
|
465
|
+
return this.value;
|
|
466
|
+
}
|
|
467
|
+
toJSON() {
|
|
468
|
+
return snapshotOf('htTrendMode', {
|
|
469
|
+
core: this.core.toJSON(),
|
|
470
|
+
prevSine: this.prevSine,
|
|
471
|
+
prevLead: this.prevLead,
|
|
472
|
+
cycleBars: this.cycleBars,
|
|
473
|
+
value: this.value,
|
|
474
|
+
});
|
|
475
|
+
}
|
|
476
|
+
static fromJSON(snapshot) {
|
|
477
|
+
const state = readSnapshot(snapshot, 'htTrendMode');
|
|
478
|
+
const x = new HtTrendModeStream();
|
|
479
|
+
x.core = HilbertCore.fromJSON(state.child('core'));
|
|
480
|
+
x.prevSine = state.numberOrNull('prevSine');
|
|
481
|
+
x.prevLead = state.number('prevLead');
|
|
482
|
+
x.cycleBars = state.number('cycleBars');
|
|
483
|
+
x.value = state.cached('value');
|
|
484
|
+
return x;
|
|
485
|
+
}
|
|
486
|
+
}
|
|
487
|
+
export const htTrendMode = withBuiltinMetadata(makeIndicator(() => new HtTrendModeStream(), HtTrendModeStream.fromJSON, () => NaN), builtinMetadata.htTrendModeMetadata);
|
|
488
|
+
export { DspStream, EbswStream, MswStream, HtScalarStream, HtPhasorStream, HtSineStream, HtTrendModeStream, };
|
|
489
|
+
//# sourceMappingURL=cycle.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"cycle.js","sourceRoot":"","sources":["../src/cycle.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,KAAK,eAAe,MAAM,uBAAuB,CAAC;AACzD,OAAO,EAAE,mBAAmB,EAAE,MAAM,yBAAyB,CAAC;AAC9D,OAAO,EAGL,aAAa,EACb,UAAU,EACV,YAAY,GACb,MAAM,gBAAgB,CAAC;AACxB,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAC9C,OAAO,EAAE,uBAAuB,EAAE,MAAM,wBAAwB,CAAC;AAEjE,MAAM,OAAO,GAAG,GAAG,GAAG,IAAI,CAAC,EAAE,CAAC;AAC9B,MAAM,OAAO,GAAG,IAAI,CAAC,EAAE,GAAG,GAAG,CAAC;AAE9B,SAAS,QAAQ,CAAC,IAAc,EAAE,CAAS,EAAE,MAAc;IACzD,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAChB,IAAI,IAAI,CAAC,MAAM,GAAG,MAAM;QAAE,IAAI,CAAC,GAAG,EAAE,CAAC;AACvC,CAAC;AACD,SAAS,EAAE,CAAC,IAAc,EAAE,CAAS;IACnC,OAAO,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;AACtB,CAAC;AAeD,sGAAsG;AACtG,MAAM,OAAO,WAAW;IACd,KAAK,GAAG,CAAC,CAAC;IACV,KAAK,GAAa,EAAE,CAAC,CAAC,mCAAmC;IACzD,MAAM,GAAa,EAAE,CAAC,CAAC,gBAAgB;IACvC,SAAS,GAAa,EAAE,CAAC;IACzB,EAAE,GAAa,EAAE,CAAC;IAClB,EAAE,GAAa,EAAE,CAAC;IAClB,EAAE,GAAG,CAAC,CAAC;IACP,EAAE,GAAG,CAAC,CAAC;IACP,EAAE,GAAG,CAAC,CAAC;IACP,EAAE,GAAG,CAAC,CAAC;IACP,MAAM,GAAG,CAAC,CAAC;IACX,YAAY,GAAG,CAAC,CAAC;IACjB,GAAG,GAAa,EAAE,CAAC,CAAC,yDAAyD;IAErF,MAAM,CAAC,UAAkB;QACvB,QAAQ,CAAC,IAAI,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,CAAC;QACrC,IAAI,CAAC,KAAK,EAAE,CAAC;QACb,IAAI,IAAI,CAAC,KAAK,IAAI,CAAC,EAAE,CAAC;YACpB,QAAQ,CAAC,IAAI,CAAC,MAAM,EAAE,UAAU,EAAE,EAAE,CAAC,CAAC;YACtC,QAAQ,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;YAC/B,QAAQ,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;YACxB,QAAQ,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;YACxB,OAAO,IAAI,CAAC;QACd,CAAC;QACD,MAAM,GAAG,GAAG,KAAK,GAAG,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC;QACvC,MAAM,MAAM,GACV,CAAC,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;YAC3F,EAAE,CAAC;QACL,QAAQ,CAAC,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,EAAE,CAAC,CAAC;QAClC,MAAM,SAAS,GACb,CAAC,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC;YAC1B,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC;YAC3B,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC;YAC3B,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;YAC9B,GAAG,CAAC;QACN,QAAQ,CAAC,IAAI,CAAC,SAAS,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,EAAE,GACN,CAAC,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;YAC7B,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;YAC9B,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;YAC9B,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC;YACjC,GAAG,CAAC;QACN,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC;QACjC,QAAQ,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC;QACzB,QAAQ,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC;QAEzB,MAAM,EAAE,GACN,CAAC,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;YACtB,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;YACvB,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;YACvB,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC;YAC1B,GAAG,CAAC;QACN,MAAM,EAAE,GACN,CAAC,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;YACtB,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;YACvB,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;YACvB,MAAM,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC;YAC1B,GAAG,CAAC;QAEN,IAAI,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;QACjB,IAAI,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;QACjB,EAAE,GAAG,GAAG,GAAG,EAAE,GAAG,GAAG,GAAG,IAAI,CAAC,EAAE,CAAC;QAC9B,EAAE,GAAG,GAAG,GAAG,EAAE,GAAG,GAAG,GAAG,IAAI,CAAC,EAAE,CAAC;QAC9B,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC;QACrC,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC;QACrC,EAAE,GAAG,GAAG,GAAG,EAAE,GAAG,GAAG,GAAG,IAAI,CAAC,EAAE,CAAC;QAC9B,EAAE,GAAG,GAAG,GAAG,EAAE,GAAG,GAAG,GAAG,IAAI,CAAC,EAAE,CAAC;QAC9B,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC;QACb,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC;QACb,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC;QACb,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC;QAEb,MAAM,UAAU,GAAG,IAAI,CAAC,MAAM,CAAC;QAC/B,IAAI,MAAM,GAAG,UAAU,CAAC;QACxB,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC;YAAE,MAAM,GAAG,GAAG,GAAG,CAAC,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC;QACxE,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;YACnB,IAAI,MAAM,GAAG,GAAG,GAAG,UAAU;gBAAE,MAAM,GAAG,GAAG,GAAG,UAAU,CAAC;YACzD,IAAI,MAAM,GAAG,IAAI,GAAG,UAAU;gBAAE,MAAM,GAAG,IAAI,GAAG,UAAU,CAAC;QAC7D,CAAC;QACD,IAAI,MAAM,GAAG,CAAC;YAAE,MAAM,GAAG,CAAC,CAAC;QAC3B,IAAI,MAAM,GAAG,EAAE;YAAE,MAAM,GAAG,EAAE,CAAC;QAC7B,MAAM,GAAG,GAAG,GAAG,MAAM,GAAG,GAAG,GAAG,UAAU,CAAC;QACzC,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;QACrB,IAAI,CAAC,YAAY,GAAG,IAAI,GAAG,MAAM,GAAG,IAAI,GAAG,IAAI,CAAC,YAAY,CAAC;QAE7D,qFAAqF;QACrF,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC,CAAC;QACzD,IAAI,QAAQ,GAAG,CAAC,CAAC;QACjB,IAAI,QAAQ,GAAG,CAAC,CAAC;QACjB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC;YAC/B,MAAM,GAAG,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC;YACtC,MAAM,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;YAC7B,QAAQ,IAAI,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;YAC9B,QAAQ,IAAI,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAChC,CAAC;QACD,IAAI,OAAe,CAAC;QACpB,IAAI,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,GAAG,CAAC;YAAE,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC,GAAG,OAAO,CAAC;;YAC1E,OAAO,GAAG,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;QACvC,OAAO,IAAI,EAAE,CAAC;QACd,OAAO,IAAI,GAAG,GAAG,IAAI,CAAC,YAAY,CAAC;QACnC,IAAI,QAAQ,GAAG,CAAC;YAAE,OAAO,IAAI,GAAG,CAAC;QACjC,IAAI,OAAO,GAAG,GAAG;YAAE,OAAO,IAAI,GAAG,CAAC;QAElC,gFAAgF;QAChF,IAAI,GAAG,GAAG,CAAC,CAAC;QACZ,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,EAAE,CAAC,EAAE;YAAE,GAAG,IAAI,EAAE,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;QACzD,MAAM,GAAG,GAAG,GAAG,GAAG,KAAK,CAAC;QACxB,QAAQ,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC;QAC3B,MAAM,SAAS,GACb,CAAC,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC;QAE3F,OAAO,EAAE,QAAQ,EAAE,IAAI,CAAC,YAAY,EAAE,OAAO,EAAE,EAAE,EAAE,UAAU,EAAE,EAAE,EAAE,OAAO,EAAE,SAAS,EAAE,CAAC;IAC1F,CAAC;IAED,MAAM;QACJ,OAAO,UAAU,CAAC,SAAS,EAAE;YAC3B,KAAK,EAAE,IAAI,CAAC,KAAK;YACjB,KAAK,EAAE,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC;YACtB,MAAM,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;YACxB,SAAS,EAAE,CAAC,GAAG,IAAI,CAAC,SAAS,CAAC;YAC9B,EAAE,EAAE,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC;YAChB,EAAE,EAAE,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC;YAChB,EAAE,EAAE,IAAI,CAAC,EAAE;YACX,EAAE,EAAE,IAAI,CAAC,EAAE;YACX,EAAE,EAAE,IAAI,CAAC,EAAE;YACX,EAAE,EAAE,IAAI,CAAC,EAAE;YACX,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,YAAY,EAAE,IAAI,CAAC,YAAY;YAC/B,GAAG,EAAE,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC;SACnB,CAAC,CAAC;IACL,CAAC;IACD,MAAM,CAAC,QAAQ,CAAC,QAAmC;QACjD,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC;QAChD,MAAM,CAAC,GAAG,IAAI,WAAW,EAAE,CAAC;QAC5B,MAAM,CAAC,MAAM,CAAC,CAAC,EAAE;YACf,KAAK,EAAE,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC;YAC5B,EAAE,EAAE,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC;YACtB,EAAE,EAAE,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC;YACtB,EAAE,EAAE,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC;YACtB,EAAE,EAAE,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC;YACtB,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC,QAAQ,CAAC;YAC9B,YAAY,EAAE,KAAK,CAAC,MAAM,CAAC,cAAc,CAAC;SAC3C,CAAC,CAAC;QACH,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;QACjC,CAAC,CAAC,MAAM,GAAG,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QACnC,CAAC,CAAC,SAAS,GAAG,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;QACzC,CAAC,CAAC,EAAE,GAAG,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QAC3B,CAAC,CAAC,EAAE,GAAG,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QAC3B,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7B,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAUD,MAAM,SAAS;IAGgB;IAFrB,GAAG,CAAY;IACvB,KAAK,GAAkB,IAAI,CAAC;IAC5B,YAA6B,MAAc;QAAd,WAAM,GAAN,MAAM,CAAQ;QACzC,aAAa,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC;QACnC,IAAI,CAAC,GAAG,GAAG,IAAI,SAAS,CAAC,MAAM,CAAC,CAAC;IACnC,CAAC;IACD,IAAI,CAAC,KAAa;QAChB,MAAM,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAC/B,IAAI,CAAC,KAAK,IAAI,EAAE,CAAC;YACf,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;YAClB,OAAO,IAAI,CAAC;QACd,CAAC;QACD,IAAI,CAAC,KAAK,GAAG,KAAK,GAAG,CAAC,CAAC;QACvB,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IACD,MAAM;QACJ,OAAO,UAAU,CAAC,KAAK,EAAE,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC;IAC/F,CAAC;IACD,MAAM,CAAC,QAAQ,CAAC,QAAmC;QACjD,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,KAAK,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,IAAI,SAAS,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC;QAClD,CAAC,CAAC,GAAG,GAAG,SAAS,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC;QAC/C,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAS,OAAO,CAAC,CAAC;QACxC,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAED,iFAAiF;AACjF,MAAM,CAAC,MAAM,GAAG,GAAG,mBAAmB,CACpC,aAAa,CACX,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,SAAS,CAAC,aAAa,CAAC,CAAC,CAAC,MAAM,IAAI,EAAE,EAAE,KAAK,CAAC,CAAC,EAC1D,SAAS,CAAC,QAAQ,EAClB,GAAG,EAAE,CAAC,GAAG,CACV,EACD,eAAe,CAAC,WAAW,CAC5B,CAAC;AASF;;;;;;;;;GASG;AACH,MAAM,UAAU;IACN,KAAK,GAAG,CAAC,CAAC;IACV,SAAS,GAAG,CAAC,CAAC;IACd,MAAM,GAAG,CAAC,CAAC;IACX,KAAK,GAAG,CAAC,CAAC;IACV,KAAK,GAAG,CAAC,CAAC;IAClB,KAAK,GAAkB,IAAI,CAAC;IACX,MAAM,CAAS;IACf,IAAI,CAAS;IAC9B,YAAY,UAA4C;QACtD,uBAAuB,CAAC,0BAA0B,EAAE,YAAY,EAAE,UAAU,CAAC,CAAC;QAC9E,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,GAAG,UAAU,CAAC;QACpC,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;QACrB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC;IACnB,CAAC;IACD,IAAI,CAAC,KAAa;QAChB,IAAI,CAAC,KAAK,EAAE,CAAC;QACb,IAAI,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;YAC7B,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;YAClB,OAAO,IAAI,CAAC;QACd,CAAC;QACD,IAAI,IAAI,CAAC,KAAK,KAAK,IAAI,CAAC,MAAM,EAAE,CAAC;YAC/B,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;YACf,OAAO,IAAI,CAAC,KAAK,CAAC;QACpB,CAAC;QACD,8FAA8F;QAC9F,gGAAgG;QAChG,uFAAuF;QACvF,MAAM,KAAK,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC;QAC9E,MAAM,EAAE,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,GAAG,CAAC,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC;QAC9E,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC;QACzD,MAAM,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,KAAK,GAAG,GAAG,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC;QAC7D,MAAM,EAAE,GAAG,EAAE,CAAC;QACd,MAAM,EAAE,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC;QACpB,MAAM,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC;QACvB,MAAM,IAAI,GAAG,CAAC,EAAE,GAAG,CAAC,EAAE,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,KAAK,GAAG,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC;QAC/E,MAAM,IAAI,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAClD,MAAM,KAAK,GAAG,CAAC,IAAI,GAAG,IAAI,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACpF,IAAI,CAAC,KAAK,GAAG,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACrD,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC;QACxB,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;QAClB,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;QACjB,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC;QACvB,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IACD,MAAM;QACJ,OAAO,UAAU,CAAC,MAAM,EAAE;YACxB,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,IAAI,EAAE,IAAI,CAAC,IAAI;YACf,KAAK,EAAE,IAAI,CAAC,KAAK;YACjB,SAAS,EAAE,IAAI,CAAC,SAAS;YACzB,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,KAAK,EAAE,IAAI,CAAC,KAAK;YACjB,KAAK,EAAE,IAAI,CAAC,KAAK;YACjB,KAAK,EAAE,IAAI,CAAC,KAAK;SAClB,CAAC,CAAC;IACL,CAAC;IACD,MAAM,CAAC,QAAQ,CAAC,QAAmC;QACjD,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,IAAI,UAAU,CAAC;YACvB,MAAM,EAAE,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC;YAChC,IAAI,EAAE,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC;SAC3B,CAAC,CAAC;QACH,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAChC,CAAC,CAAC,SAAS,GAAG,KAAK,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;QACxC,CAAC,CAAC,MAAM,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;QAClC,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAChC,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAChC,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAS,OAAO,CAAC,CAAC;QACxC,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAED;;;;;GAKG;AACH,MAAM,CAAC,MAAM,IAAI,GAAG,mBAAmB,CACrC,aAAa,CACX,CAAC,CAAC,EAAE,EAAE,CACJ,IAAI,UAAU,CAAC;IACb,MAAM,EAAE,aAAa,CAAC,CAAC,CAAC,MAAM,IAAI,EAAE,EAAE,MAAM,EAAE,QAAQ,EAAE,EAAE,CAAC;IAC3D,IAAI,EAAE,aAAa,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,EAAE,MAAM,EAAE,MAAM,CAAC;CAClD,CAAC,EACJ,UAAU,CAAC,QAAQ,EACnB,GAAG,EAAE,CAAC,GAAG,CACV,EACD,eAAe,CAAC,YAAY,CAC7B,CAAC;AAUF,MAAM,SAAS;IAMgB;IALrB,GAAG,GAAa,EAAE,CAAC;IACnB,KAAK,GAAG,CAAC,CAAC;IACD,GAAG,CAAW;IACd,GAAG,CAAW;IAC/B,KAAK,GAAoB,IAAI,CAAC;IAC9B,YAA6B,MAAc;QAAd,WAAM,GAAN,MAAM,CAAQ;QACzC,aAAa,CAAC,MAAM,EAAE,WAAW,EAAE,QAAQ,EAAE,CAAC,CAAC,CAAC;QAChD,IAAI,CAAC,GAAG,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC;QAC1F,IAAI,CAAC,GAAG,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC;IAC5F,CAAC;IACD,IAAI,CAAC,KAAa;QAChB,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACxB,IAAI,IAAI,CAAC,GAAG,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM;YAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC;QAClD,IAAI,CAAC,KAAK,EAAE,CAAC;QACb,8FAA8F;QAC9F,mFAAmF;QACnF,IAAI,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,MAAM,EAAE,CAAC;YAC9B,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;YAClB,OAAO,IAAI,CAAC;QACd,CAAC;QACD,IAAI,IAAI,GAAG,CAAC,CAAC;QACb,IAAI,IAAI,GAAG,CAAC,CAAC;QACb,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YACrC,IAAI,IAAI,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,CAAC;YACpC,IAAI,IAAI,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,CAAC;QACtC,CAAC;QACD,IAAI,KAAK,GACP,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACxF,IAAI,IAAI,GAAG,CAAC;YAAE,KAAK,IAAI,IAAI,CAAC,EAAE,CAAC;QAC/B,KAAK,IAAI,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC;QACrB,IAAI,KAAK,GAAG,CAAC;YAAE,KAAK,IAAI,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC;QACpC,IAAI,KAAK,GAAG,CAAC,GAAG,IAAI,CAAC,EAAE;YAAE,KAAK,IAAI,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC;QAC9C,IAAI,CAAC,KAAK,GAAG,EAAE,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,GAAG,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC;QAC5E,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IACD,MAAM;QACJ,OAAO,UAAU,CAAC,KAAK,EAAE;YACvB,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,KAAK,EAAE,IAAI,CAAC,KAAK;YACjB,GAAG,EAAE,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC;YAClB,KAAK,EAAE,IAAI,CAAC,KAAK;SAClB,CAAC,CAAC;IACL,CAAC;IACD,MAAM,CAAC,QAAQ,CAAC,QAAmC;QACjD,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,KAAK,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,IAAI,SAAS,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC;QAClD,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,MAAM,CAAC;QAC/D,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7B,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAW,OAAO,CAAC,CAAC;QAC1C,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAED,+CAA+C;AAC/C,MAAM,CAAC,MAAM,GAAG,GAAG,mBAAmB,CACpC,aAAa,CACX,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,SAAS,CAAC,aAAa,CAAC,CAAC,CAAC,MAAM,IAAI,CAAC,EAAE,KAAK,EAAE,QAAQ,EAAE,CAAC,CAAC,CAAC,EACtE,SAAS,CAAC,QAAQ,EAClB,GAAG,EAAE,CAAC,CAAC,EAAE,IAAI,EAAE,GAAG,EAAE,IAAI,EAAE,GAAG,EAAE,CAAC,CACjC,EACD,eAAe,CAAC,WAAW,CAC5B,CAAC;AAEF,wEAAwE;AAExE,MAAM,cAAc;IAClB,IAAI,GAAG,IAAI,WAAW,EAAE,CAAC;IACzB,KAAK,GAAkB,IAAI,CAAC;IACX,IAAI,CAAS;IACb,IAAI,CAAiC;IACtD,YAAY,UAAkE;QAC5E,uBAAuB,CAAC,8BAA8B,EAAE,gBAAgB,EAAE,UAAU,CAAC,CAAC;QACtF,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,UAAU,CAAC;QAClC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC;QACjB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC;IACnB,CAAC;IACD,IAAI,CAAC,KAAa;QAChB,MAAM,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAClC,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;QACrC,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IACD,MAAM;QACJ,OAAO,UAAU,CAAC,IAAI,CAAC,IAAI,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC;IAChF,CAAC;CACF;AAED,SAAS,QAAQ,CAAC,IAAY,EAAE,IAAoC;IAClE,OAAO,aAAa,CAClB,GAAG,EAAE,CAAC,IAAI,cAAc,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,CAAC,EACxC,CAAC,CAAC,EAAE,EAAE;QACJ,MAAM,KAAK,GAAG,YAAY,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,IAAI,cAAc,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,CAAC,CAAC;QAC7C,CAAC,CAAC,IAAI,GAAG,WAAW,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;QACnD,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAS,OAAO,CAAC,CAAC;QACxC,OAAO,CAAC,CAAC;IACX,CAAC,EACD,GAAG,EAAE,CAAC,GAAG,CACV,CAAC;AACJ,CAAC;AAED,MAAM,CAAC,MAAM,UAAU,GAAG,mBAAmB,CAC3C,QAAQ,CAAC,YAAY,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,EACzC,eAAe,CAAC,kBAAkB,CACnC,CAAC;AACF,MAAM,CAAC,MAAM,SAAS,GAAG,mBAAmB,CAC1C,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,EACvC,eAAe,CAAC,iBAAiB,CAClC,CAAC;AACF,MAAM,CAAC,MAAM,WAAW,GAAG,mBAAmB,CAC5C,QAAQ,CAAC,aAAa,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,EAC3C,eAAe,CAAC,mBAAmB,CACpC,CAAC;AASF,MAAM,cAAc;IAClB,IAAI,GAAG,IAAI,WAAW,EAAE,CAAC;IACzB,KAAK,GAAuB,IAAI,CAAC;IACjC,IAAI,CAAC,KAAa;QAChB,MAAM,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAClC,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,OAAO,EAAE,CAAC,CAAC,OAAO,EAAE,UAAU,EAAE,CAAC,CAAC,UAAU,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC;QACzE,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IACD,MAAM;QACJ,OAAO,UAAU,CAAC,UAAU,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC;IACjF,CAAC;IACD,MAAM,CAAC,QAAQ,CAAC,QAAmC;QACjD,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;QACjD,MAAM,CAAC,GAAG,IAAI,cAAc,EAAE,CAAC;QAC/B,CAAC,CAAC,IAAI,GAAG,WAAW,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;QACnD,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAc,OAAO,CAAC,CAAC;QAC7C,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAED,MAAM,CAAC,MAAM,QAAQ,GAAG,mBAAmB,CACzC,aAAa,CACX,GAAG,EAAE,CAAC,IAAI,cAAc,EAAE,EAC1B,cAAc,CAAC,QAAQ,EACvB,GAAG,EAAE,CAAC,CAAC,EAAE,OAAO,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,CAAC,CAC1C,EACD,eAAe,CAAC,gBAAgB,CACjC,CAAC;AASF,MAAM,YAAY;IAChB,IAAI,GAAG,IAAI,WAAW,EAAE,CAAC;IACzB,KAAK,GAAqB,IAAI,CAAC;IAC/B,IAAI,CAAC,KAAa;QAChB,MAAM,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAClC,IAAI,CAAC,KAAK,GAAG,CAAC;YACZ,CAAC,CAAC,EAAE,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,EAAE,QAAQ,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,OAAO,GAAG,EAAE,CAAC,GAAG,OAAO,CAAC,EAAE;YACzF,CAAC,CAAC,IAAI,CAAC;QACT,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IACD,MAAM;QACJ,OAAO,UAAU,CAAC,QAAQ,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC;IAC/E,CAAC;IACD,MAAM,CAAC,QAAQ,CAAC,QAAmC;QACjD,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,IAAI,YAAY,EAAE,CAAC;QAC7B,CAAC,CAAC,IAAI,GAAG,WAAW,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;QACnD,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAY,OAAO,CAAC,CAAC;QAC3C,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAED,MAAM,CAAC,MAAM,MAAM,GAAG,mBAAmB,CACvC,aAAa,CACX,GAAG,EAAE,CAAC,IAAI,YAAY,EAAE,EACxB,YAAY,CAAC,QAAQ,EACrB,GAAG,EAAE,CAAC,CAAC,EAAE,IAAI,EAAE,GAAG,EAAE,QAAQ,EAAE,GAAG,EAAE,CAAC,CACrC,EACD,eAAe,CAAC,cAAc,CAC/B,CAAC;AAEF,mEAAmE;AAEnE;;;GAGG;AACH,MAAM,iBAAiB;IACrB,IAAI,GAAG,IAAI,WAAW,EAAE,CAAC;IACjB,QAAQ,GAAkB,IAAI,CAAC;IAC/B,QAAQ,GAAG,CAAC,CAAC;IACb,SAAS,GAAG,CAAC,CAAC;IACtB,KAAK,GAAkB,IAAI,CAAC;IAC5B,IAAI,CAAC,KAAa;QAChB,MAAM,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAClC,IAAI,CAAC,CAAC,EAAE,CAAC;YACP,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;YAClB,OAAO,IAAI,CAAC;QACd,CAAC;QACD,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,CAAC;QAC3C,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,OAAO,GAAG,EAAE,CAAC,GAAG,OAAO,CAAC,CAAC;QAClD,IAAI,IAAI,CAAC,QAAQ,KAAK,IAAI,EAAE,CAAC;YAC3B,MAAM,OAAO,GAAG,IAAI,GAAG,IAAI,KAAK,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;YAC9D,IAAI,OAAO;gBAAE,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QACpE,CAAC;QACD,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC;QACrB,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC;QACrB,MAAM,IAAI,GAAG,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACxC,IAAI,IAAI,CAAC,SAAS,GAAG,CAAC;YAAE,IAAI,CAAC,SAAS,EAAE,CAAC;QACzC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;QAClB,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IACD,MAAM;QACJ,OAAO,UAAU,CAAC,aAAa,EAAE;YAC/B,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE;YACxB,QAAQ,EAAE,IAAI,CAAC,QAAQ;YACvB,QAAQ,EAAE,IAAI,CAAC,QAAQ;YACvB,SAAS,EAAE,IAAI,CAAC,SAAS;YACzB,KAAK,EAAE,IAAI,CAAC,KAAK;SAClB,CAAC,CAAC;IACL,CAAC;IACD,MAAM,CAAC,QAAQ,CAAC,QAAmC;QACjD,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,aAAa,CAAC,CAAC;QACpD,MAAM,CAAC,GAAG,IAAI,iBAAiB,EAAE,CAAC;QAClC,CAAC,CAAC,IAAI,GAAG,WAAW,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;QACnD,CAAC,CAAC,QAAQ,GAAG,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,CAAC;QAC5C,CAAC,CAAC,QAAQ,GAAG,KAAK,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtC,CAAC,CAAC,SAAS,GAAG,KAAK,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;QACxC,CAAC,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAS,OAAO,CAAC,CAAC;QACxC,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAED,MAAM,CAAC,MAAM,WAAW,GAAG,mBAAmB,CAC5C,aAAa,CACX,GAAG,EAAE,CAAC,IAAI,iBAAiB,EAAE,EAC7B,iBAAiB,CAAC,QAAQ,EAC1B,GAAG,EAAE,CAAC,GAAG,CACV,EACD,eAAe,CAAC,mBAAmB,CACpC,CAAC;AAEF,OAAO,EACL,SAAS,EACT,UAAU,EACV,SAAS,EACT,cAAc,EACd,cAAc,EACd,YAAY,EACZ,iBAAiB,GAClB,CAAC"}
|
|
@@ -0,0 +1,100 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Targeted TA discovery (spec: `docs/specs/ta-discovery.md`, roadmap Tier 3, agent-native). The registry
|
|
3
|
+
* is ~335 indicators, so `listIndicators()` is a large payload; these give the *narrow* paths an agent
|
|
4
|
+
* actually needs — one indicator's full card (`describeIndicator`) and a name/alias search with
|
|
5
|
+
* pagination (`searchIndicators`) — so discovery costs a fraction of the tokens.
|
|
6
|
+
*/
|
|
7
|
+
import { type IndicatorAliasRow } from './aliases.js';
|
|
8
|
+
import type { IndicatorConventions } from './framework.js';
|
|
9
|
+
import type { IndicatorOutputMetadata } from './output-meta.js';
|
|
10
|
+
import { type IndicatorCategory, type IndicatorInputs } from './registry.js';
|
|
11
|
+
/** One indicator's full metadata card. */
|
|
12
|
+
export interface IndicatorDescription {
|
|
13
|
+
/** Canonical registered name. */
|
|
14
|
+
name: string;
|
|
15
|
+
category: IndicatorCategory;
|
|
16
|
+
/** Input kind expected by the indicator. */
|
|
17
|
+
inputs: IndicatorInputs;
|
|
18
|
+
/** All parameter names (including defaulted ones the caller may omit). */
|
|
19
|
+
parameters: string[];
|
|
20
|
+
/** Declared default per optional parameter; a derived default is a resolver function. */
|
|
21
|
+
defaults: Record<string, unknown>;
|
|
22
|
+
/** Parameters with no default — the caller must supply these. */
|
|
23
|
+
required: string[];
|
|
24
|
+
/** Leading bars before the first real value, or `null` if it never emitted within the probe. */
|
|
25
|
+
warmup: number | null;
|
|
26
|
+
/** The output metadata — recursive value schema + optional visualization (Wave 6 §4). */
|
|
27
|
+
output: IndicatorOutputMetadata;
|
|
28
|
+
/**
|
|
29
|
+
* The choices this indicator made that its parameters do not reveal (Wilder vs EMA smoothing, what
|
|
30
|
+
* a flat window resolves to, how the first value is seeded) — present only where such a choice
|
|
31
|
+
* exists. This is the field that answers "why does your RSI disagree with my other library?"
|
|
32
|
+
* without leaving the tool schema.
|
|
33
|
+
*/
|
|
34
|
+
conventions?: IndicatorConventions;
|
|
35
|
+
/** Cross-library aliases (TA-Lib / pandas-ta / TradingView), when known. */
|
|
36
|
+
aliases?: Omit<IndicatorAliasRow, 'totalfinance'>;
|
|
37
|
+
}
|
|
38
|
+
/** Inspectable evidence for why a queried row matched — its match class, score, and the name that hit. */
|
|
39
|
+
export interface IndicatorMatchEvidence {
|
|
40
|
+
kind: 'canonical-exact' | 'alias-exact' | 'canonical-substring' | 'alias-substring' | 'fuzzy';
|
|
41
|
+
/** `1` for an exact match; the substring length ratio; or the normalized fuzzy similarity in `[0, 1]`. */
|
|
42
|
+
score: number;
|
|
43
|
+
/** The canonical name or alias (raw) that produced the match. */
|
|
44
|
+
matchedOn: {
|
|
45
|
+
source: 'canonical' | 'alias';
|
|
46
|
+
value: string;
|
|
47
|
+
};
|
|
48
|
+
}
|
|
49
|
+
/** The bulk-list row shape (no warmup — that is a per-`describe` measurement). */
|
|
50
|
+
export interface IndicatorRow {
|
|
51
|
+
name: string;
|
|
52
|
+
category: IndicatorCategory;
|
|
53
|
+
inputs: IndicatorInputs;
|
|
54
|
+
parameters: string[];
|
|
55
|
+
defaults: Record<string, unknown>;
|
|
56
|
+
required: string[];
|
|
57
|
+
/** The output metadata — recursive value schema + optional visualization (Wave 6 §4). */
|
|
58
|
+
output: IndicatorOutputMetadata;
|
|
59
|
+
/** Present only for a queried search — the deterministic match evidence for ranking/inspection. */
|
|
60
|
+
match?: IndicatorMatchEvidence;
|
|
61
|
+
}
|
|
62
|
+
/** How a `query` is matched. `auto` (default) uses substring first, deterministic fuzzy only as a fallback. */
|
|
63
|
+
export type SearchMatchMode = 'substring' | 'fuzzy' | 'auto';
|
|
64
|
+
/** Options for {@link searchIndicators}. */
|
|
65
|
+
export interface SearchIndicatorsOptions {
|
|
66
|
+
/** Case-insensitive substring/fuzzy match of the canonical name OR any alias. */
|
|
67
|
+
query?: string;
|
|
68
|
+
category?: IndicatorCategory;
|
|
69
|
+
/** Non-negative safe-integer page size; omit for all matches. */
|
|
70
|
+
limit?: number;
|
|
71
|
+
/** Non-negative safe-integer page offset; default 0. */
|
|
72
|
+
offset?: number;
|
|
73
|
+
/** Match mode (default `'auto'`). Only meaningful with a `query`. */
|
|
74
|
+
match?: SearchMatchMode;
|
|
75
|
+
/** Minimum fuzzy similarity in `[0, 1]` (default `0.7`). Only used for fuzzy matching, needs a `query`. */
|
|
76
|
+
minScore?: number;
|
|
77
|
+
}
|
|
78
|
+
/** Result of {@link searchIndicators}. */
|
|
79
|
+
export interface SearchIndicatorsResult {
|
|
80
|
+
/** Matches before pagination. */
|
|
81
|
+
total: number;
|
|
82
|
+
offset: number;
|
|
83
|
+
/** The applied page size (`null` = unbounded). */
|
|
84
|
+
limit: number | null;
|
|
85
|
+
indicators: IndicatorRow[];
|
|
86
|
+
}
|
|
87
|
+
/**
|
|
88
|
+
* One indicator's full metadata card (alias-aware): category, input kind, parameters, defaults, which are
|
|
89
|
+
* required, its warmup, and its cross-library aliases. Throws on an unknown name. See the spec.
|
|
90
|
+
*/
|
|
91
|
+
export declare function describeIndicator(name: string, probeLength?: number): IndicatorDescription;
|
|
92
|
+
/**
|
|
93
|
+
* Filter the registry by a name/alias search and category, then paginate — the token-lean alternative to
|
|
94
|
+
* pulling all ~335 indicators. `query` matches the canonical name or any TA-Lib/pandas/TradingView alias.
|
|
95
|
+
* `match: 'auto'` (default) uses exact/substring hits when any exist and falls back to a deterministic
|
|
96
|
+
* Damerau–Levenshtein fuzzy match only when they do not; queried rows carry inspectable `match` evidence.
|
|
97
|
+
* See `docs/specs/wave6-quant-moats.md` §4.
|
|
98
|
+
*/
|
|
99
|
+
export declare function searchIndicators(options?: SearchIndicatorsOptions): SearchIndicatorsResult;
|
|
100
|
+
//# sourceMappingURL=discover.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"discover.d.ts","sourceRoot":"","sources":["../src/discover.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAGH,OAAO,EAAE,KAAK,iBAAiB,EAA+B,MAAM,cAAc,CAAC;AAEnF,OAAO,KAAK,EAAE,oBAAoB,EAAE,MAAM,gBAAgB,CAAC;AAC3D,OAAO,KAAK,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAChE,OAAO,EACL,KAAK,iBAAiB,EACtB,KAAK,eAAe,EAGrB,MAAM,eAAe,CAAC;AAGvB,0CAA0C;AAC1C,MAAM,WAAW,oBAAoB;IACnC,iCAAiC;IACjC,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,iBAAiB,CAAC;IAC5B,4CAA4C;IAC5C,MAAM,EAAE,eAAe,CAAC;IACxB,0EAA0E;IAC1E,UAAU,EAAE,MAAM,EAAE,CAAC;IACrB,yFAAyF;IACzF,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IAClC,iEAAiE;IACjE,QAAQ,EAAE,MAAM,EAAE,CAAC;IACnB,gGAAgG;IAChG,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IACtB,yFAAyF;IACzF,MAAM,EAAE,uBAAuB,CAAC;IAChC;;;;;OAKG;IACH,WAAW,CAAC,EAAE,oBAAoB,CAAC;IACnC,4EAA4E;IAC5E,OAAO,CAAC,EAAE,IAAI,CAAC,iBAAiB,EAAE,cAAc,CAAC,CAAC;CACnD;AAED,0GAA0G;AAC1G,MAAM,WAAW,sBAAsB;IACrC,IAAI,EAAE,iBAAiB,GAAG,aAAa,GAAG,qBAAqB,GAAG,iBAAiB,GAAG,OAAO,CAAC;IAC9F,0GAA0G;IAC1G,KAAK,EAAE,MAAM,CAAC;IACd,iEAAiE;IACjE,SAAS,EAAE;QAAE,MAAM,EAAE,WAAW,GAAG,OAAO,CAAC;QAAC,KAAK,EAAE,MAAM,CAAA;KAAE,CAAC;CAC7D;AAED,kFAAkF;AAClF,MAAM,WAAW,YAAY;IAC3B,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,iBAAiB,CAAC;IAC5B,MAAM,EAAE,eAAe,CAAC;IACxB,UAAU,EAAE,MAAM,EAAE,CAAC;IACrB,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IAClC,QAAQ,EAAE,MAAM,EAAE,CAAC;IACnB,yFAAyF;IACzF,MAAM,EAAE,uBAAuB,CAAC;IAChC,mGAAmG;IACnG,KAAK,CAAC,EAAE,sBAAsB,CAAC;CAChC;AAED,+GAA+G;AAC/G,MAAM,MAAM,eAAe,GAAG,WAAW,GAAG,OAAO,GAAG,MAAM,CAAC;AAE7D,4CAA4C;AAC5C,MAAM,WAAW,uBAAuB;IACtC,iFAAiF;IACjF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,QAAQ,CAAC,EAAE,iBAAiB,CAAC;IAC7B,iEAAiE;IACjE,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,wDAAwD;IACxD,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,qEAAqE;IACrE,KAAK,CAAC,EAAE,eAAe,CAAC;IACxB,2GAA2G;IAC3G,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB;AAYD,0CAA0C;AAC1C,MAAM,WAAW,sBAAsB;IACrC,iCAAiC;IACjC,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,kDAAkD;IAClD,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;IACrB,UAAU,EAAE,YAAY,EAAE,CAAC;CAC5B;AAkBD;;;GAGG;AACH,wBAAgB,iBAAiB,CAAC,IAAI,EAAE,MAAM,EAAE,WAAW,SAAM,GAAG,oBAAoB,CA+BvF;AA8ED;;;;;;GAMG;AACH,wBAAgB,gBAAgB,CAAC,OAAO,GAAE,uBAA4B,GAAG,sBAAsB,CAgJ9F"}
|