@insiderfinance/totalfinance 0.1.0

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Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
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  42. package/modules/backtest/dist/diagnostics.js +63 -0
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  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
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  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
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  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
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  86. package/modules/backtest/dist/event-driven.js +325 -0
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  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
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  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
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  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
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  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
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  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
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  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
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package/modules/technical-analysis/dist/fuzzy.d.ts ADDED
@@ -0,0 +1,33 @@
1
+ /**
2
+ * Deterministic fuzzy name matching for TA discovery (spec: `docs/specs/wave6-quant-moats.md` §4).
3
+ * Pure string math — no I/O, no clock, no randomness — so `searchIndicators`'s ranking is identical on
4
+ * every runtime and stable under registry insertion order. Normalizes case / separators / camel-case,
5
+ * then scores with a normalized Optimal-String-Alignment (restricted Damerau–Levenshtein) distance so a
6
+ * one- or two-character typo still finds its indicator.
7
+ */
8
+ /** A name split into its lowercased separator-free form plus its camel/word tokens. */
9
+ export interface NormalizedName {
10
+ /** Lowercased, separators removed — e.g. `bollingerBands` → `bollingerbands`. */
11
+ full: string;
12
+ /** Lowercased word tokens — e.g. `bollingerBands` → `['bollinger', 'bands']`. */
13
+ tokens: string[];
14
+ }
15
+ /** Normalize a name: lowercase, split camel-case + separators into tokens, and a separator-free `full`. */
16
+ export declare function normalizeName(name: string): NormalizedName;
17
+ /**
18
+ * Optimal String Alignment distance (restricted Damerau–Levenshtein): edit distance allowing insert,
19
+ * delete, substitute, and the transposition of two ADJACENT characters. Deterministic and symmetric.
20
+ */
21
+ export declare function osaDistance(a: string, b: string): number;
22
+ /** Normalized similarity in `[0, 1]`: `1 − distance / max(len)`; 1 when both are empty. */
23
+ export declare function similarity(a: string, b: string): number;
24
+ /**
25
+ * The best fuzzy similarity of a normalized query against a candidate name: the max over the candidate's
26
+ * separator-free `full` form and each of its tokens, so `bolinger` matches the `bollinger` token of
27
+ * `bollingerBands`. Returns the score and the sub-string that produced it.
28
+ */
29
+ export declare function bestSimilarity(queryFull: string, candidate: NormalizedName): {
30
+ score: number;
31
+ matchedToken: string;
32
+ };
33
+ //# sourceMappingURL=fuzzy.d.ts.map
package/modules/technical-analysis/dist/fuzzy.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"fuzzy.d.ts","sourceRoot":"","sources":["../src/fuzzy.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAEH,uFAAuF;AACvF,MAAM,WAAW,cAAc;IAC7B,iFAAiF;IACjF,IAAI,EAAE,MAAM,CAAC;IACb,iFAAiF;IACjF,MAAM,EAAE,MAAM,EAAE,CAAC;CAClB;AAED,2GAA2G;AAC3G,wBAAgB,aAAa,CAAC,IAAI,EAAE,MAAM,GAAG,cAAc,CAW1D;AAED;;;GAGG;AACH,wBAAgB,WAAW,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CA6BxD;AAED,2FAA2F;AAC3F,wBAAgB,UAAU,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CAIvD;AAED;;;;GAIG;AACH,wBAAgB,cAAc,CAC5B,SAAS,EAAE,MAAM,EACjB,SAAS,EAAE,cAAc,GACxB;IAAE,KAAK,EAAE,MAAM,CAAC;IAAC,YAAY,EAAE,MAAM,CAAA;CAAE,CAWzC"}
package/modules/technical-analysis/dist/fuzzy.js ADDED
@@ -0,0 +1,80 @@
1
+ /**
2
+ * Deterministic fuzzy name matching for TA discovery (spec: `docs/specs/wave6-quant-moats.md` §4).
3
+ * Pure string math — no I/O, no clock, no randomness — so `searchIndicators`'s ranking is identical on
4
+ * every runtime and stable under registry insertion order. Normalizes case / separators / camel-case,
5
+ * then scores with a normalized Optimal-String-Alignment (restricted Damerau–Levenshtein) distance so a
6
+ * one- or two-character typo still finds its indicator.
7
+ */
8
+ /** Normalize a name: lowercase, split camel-case + separators into tokens, and a separator-free `full`. */
9
+ export function normalizeName(name) {
10
+ // Insert a space at camel-case boundaries (aA, a9, 9a), then split on any non-alphanumeric run.
11
+ const spaced = name
12
+ .replace(/([a-z0-9])([A-Z])/g, '$1 $2')
13
+ .replace(/([A-Za-z])([0-9])/g, '$1 $2')
14
+ .replace(/([0-9])([A-Za-z])/g, '$1 $2');
15
+ const tokens = spaced
16
+ .toLowerCase()
17
+ .split(/[^a-z0-9]+/)
18
+ .filter((t) => t.length > 0);
19
+ return { full: tokens.join(''), tokens };
20
+ }
21
+ /**
22
+ * Optimal String Alignment distance (restricted Damerau–Levenshtein): edit distance allowing insert,
23
+ * delete, substitute, and the transposition of two ADJACENT characters. Deterministic and symmetric.
24
+ */
25
+ export function osaDistance(a, b) {
26
+ const n = a.length;
27
+ const m = b.length;
28
+ if (n === 0)
29
+ return m;
30
+ if (m === 0)
31
+ return n;
32
+ // Three rolling rows: d2 = i-2, d1 = i-1, cur = i.
33
+ let d2 = new Array(m + 1).fill(0);
34
+ let d1 = new Array(m + 1);
35
+ for (let j = 0; j <= m; j++)
36
+ d1[j] = j;
37
+ let cur = new Array(m + 1);
38
+ for (let i = 1; i <= n; i++) {
39
+ cur[0] = i;
40
+ for (let j = 1; j <= m; j++) {
41
+ const cost = a[i - 1] === b[j - 1] ? 0 : 1;
42
+ let best = Math.min(d1[j] + 1, // deletion
43
+ cur[j - 1] + 1, // insertion
44
+ d1[j - 1] + cost);
45
+ if (i > 1 && j > 1 && a[i - 1] === b[j - 2] && a[i - 2] === b[j - 1]) {
46
+ best = Math.min(best, d2[j - 2] + 1); // adjacent transposition
47
+ }
48
+ cur[j] = best;
49
+ }
50
+ d2 = d1;
51
+ d1 = cur;
52
+ cur = new Array(m + 1);
53
+ }
54
+ return d1[m];
55
+ }
56
+ /** Normalized similarity in `[0, 1]`: `1 − distance / max(len)`; 1 when both are empty. */
57
+ export function similarity(a, b) {
58
+ const longest = Math.max(a.length, b.length);
59
+ if (longest === 0)
60
+ return 1;
61
+ return 1 - osaDistance(a, b) / longest;
62
+ }
63
+ /**
64
+ * The best fuzzy similarity of a normalized query against a candidate name: the max over the candidate's
65
+ * separator-free `full` form and each of its tokens, so `bolinger` matches the `bollinger` token of
66
+ * `bollingerBands`. Returns the score and the sub-string that produced it.
67
+ */
68
+ export function bestSimilarity(queryFull, candidate) {
69
+ let score = similarity(queryFull, candidate.full);
70
+ let matchedToken = candidate.full;
71
+ for (const token of candidate.tokens) {
72
+ const s = similarity(queryFull, token);
73
+ if (s > score) {
74
+ score = s;
75
+ matchedToken = token;
76
+ }
77
+ }
78
+ return { score, matchedToken };
79
+ }
80
+ //# sourceMappingURL=fuzzy.js.map
package/modules/technical-analysis/dist/fuzzy.js.map ADDED
@@ -0,0 +1 @@
1
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package/modules/technical-analysis/dist/generated/validation-specs.d.ts ADDED
@@ -0,0 +1,12 @@
1
+ /**
2
+ * GENERATED by `pnpm validation:update` from the checker-derived contract inventory.
3
+ * DO NOT EDIT — hand edits drift from the declarations and fail the drift gate
4
+ * (`tools/manifest/validation-specs.test.ts`). Membership is curated in
5
+ * `tools/manifest/validation-roster.ts`; content is projection, never authorship.
6
+ *
7
+ * This module is deliberately absent from the package exports map: the specs are
8
+ * implementation detail of the public boundaries that consume them, not API.
9
+ */
10
+ import type { ClosedRequestSpecification } from '../../../core/dist/index.js';
11
+ export declare const VALIDATION_SPECS: Readonly<Record<string, ClosedRequestSpecification>>;
12
+ //# sourceMappingURL=validation-specs.d.ts.map
package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"validation-specs.d.ts","sourceRoot":"","sources":["../../src/generated/validation-specs.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,KAAK,EAAE,0BAA0B,EAAE,MAAM,6BAAoB,CAAC;AA+8BrE,eAAO,MAAM,gBAAgB,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,0BAA0B,CAAC,CAqEjF,CAAC"}