@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/output-meta.d.ts ADDED
@@ -0,0 +1,71 @@
1
+ /**
2
+ * Indicator output metadata (spec: `docs/specs/wave6-quant-moats.md` §4). A recursive, JSON-safe
3
+ * value schema that tells an agent or UI the runtime SHAPE of an indicator's output — scalar, record,
4
+ * or vector — without a guess-and-inspect loop, plus an optional visualization hint. This metadata is
5
+ * CURATED and source-controlled: runtime inference may VERIFY it (see `test/output-meta.test.ts`) but
6
+ * never redefines it. Every registered indicator resolves to metadata via {@link resolveOutputMetadata}.
7
+ */
8
+ /** A numeric output leaf, optionally with a semantic role, unit, and inclusive value bounds. */
9
+ export interface IndicatorNumberOutput {
10
+ type: 'number';
11
+ role?: string;
12
+ unit?: string;
13
+ bounds?: readonly [number, number];
14
+ }
15
+ /** The recursive output value schema — a scalar leaf, a named record, or a vector. */
16
+ export type IndicatorOutputValue = IndicatorNumberOutput | {
17
+ type: 'boolean';
18
+ role?: string;
19
+ } | {
20
+ type: 'string';
21
+ role?: string;
22
+ values?: readonly string[];
23
+ } | {
24
+ type: 'record';
25
+ fields: Readonly<Record<string, IndicatorOutputValue>>;
26
+ } | {
27
+ type: 'array';
28
+ items: IndicatorOutputValue;
29
+ length?: {
30
+ fixed: number;
31
+ } | {
32
+ parameter: string;
33
+ };
34
+ };
35
+ /** How an indicator plots (one path per drawn series), separate from the runtime `value` shape. */
36
+ export interface IndicatorVisualization {
37
+ kind: 'line' | 'bands' | 'oscillator' | 'histogram' | 'candles' | 'events' | 'levels' | 'multi';
38
+ plots?: ReadonlyArray<{
39
+ path: string;
40
+ role?: string;
41
+ }>;
42
+ referenceLevels?: readonly number[];
43
+ }
44
+ /** An indicator's output metadata: its runtime value schema plus an optional visualization hint. */
45
+ export interface IndicatorOutputMetadata {
46
+ value: IndicatorOutputValue;
47
+ visualization?: IndicatorVisualization;
48
+ }
49
+ /** The default for a plain scalar line indicator (SMA, EMA, ATR, …) — the majority of the catalog. */
50
+ export declare const SCALAR_LINE: IndicatorOutputMetadata;
51
+ /**
52
+ * Curated output metadata for every NON-scalar indicator (records / vectors) plus the scalar indicators
53
+ * that carry semantic overlays (bounded oscillators, event/pattern signals). The structural `value`
54
+ * shapes here were generated from live runtime probes and are re-verified against runtime in
55
+ * `test/output-meta.test.ts`; the visualization / bounds are the curated, source-controlled semantics.
56
+ * Any indicator NOT listed resolves to {@link SCALAR_LINE} (a plain numeric line) — also verified.
57
+ */
58
+ export declare const OUTPUT_META: Readonly<Record<string, IndicatorOutputMetadata>>;
59
+ /** Resolve any indicator's output metadata — its curated {@link OUTPUT_META} entry, or the scalar line. */
60
+ export declare function resolveOutputMetadata(name: string): IndicatorOutputMetadata;
61
+ /** Infer the structural {@link IndicatorOutputValue} of a single post-warmup output sample. */
62
+ export declare function inferOutputValue(sample: unknown): IndicatorOutputValue;
63
+ /**
64
+ * Whether two output VALUE schemas have the same runtime structure — type, record field names, and
65
+ * array element shape (and fixed length when both declare one). Semantic overlays (role / unit / bounds
66
+ * / value enumerations) are intentionally IGNORED so curated semantics never fail structural conformance.
67
+ */
68
+ export declare function structuralValueEqual(a: IndicatorOutputValue, b: IndicatorOutputValue): boolean;
69
+ /** Throw unless `meta` is a well-formed {@link IndicatorOutputMetadata}. Used by `register`/`defineIndicator`. */
70
+ export declare function requireOutputMetadata(functionName: string, name: string, meta: unknown): asserts meta is IndicatorOutputMetadata;
71
+ //# sourceMappingURL=output-meta.d.ts.map
package/modules/technical-analysis/dist/output-meta.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"output-meta.d.ts","sourceRoot":"","sources":["../src/output-meta.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAIH,gGAAgG;AAChG,MAAM,WAAW,qBAAqB;IACpC,IAAI,EAAE,QAAQ,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,MAAM,CAAC,EAAE,SAAS,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;CACpC;AAED,sFAAsF;AACtF,MAAM,MAAM,oBAAoB,GAC5B,qBAAqB,GACrB;IAAE,IAAI,EAAE,SAAS,CAAC;IAAC,IAAI,CAAC,EAAE,MAAM,CAAA;CAAE,GAClC;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,MAAM,CAAC,EAAE,SAAS,MAAM,EAAE,CAAA;CAAE,GAC7D;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,MAAM,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,oBAAoB,CAAC,CAAC,CAAA;CAAE,GAC1E;IACE,IAAI,EAAE,OAAO,CAAC;IACd,KAAK,EAAE,oBAAoB,CAAC;IAC5B,MAAM,CAAC,EAAE;QAAE,KAAK,EAAE,MAAM,CAAA;KAAE,GAAG;QAAE,SAAS,EAAE,MAAM,CAAA;KAAE,CAAC;CACpD,CAAC;AAEN,mGAAmG;AACnG,MAAM,WAAW,sBAAsB;IACrC,IAAI,EAAE,MAAM,GAAG,OAAO,GAAG,YAAY,GAAG,WAAW,GAAG,SAAS,GAAG,QAAQ,GAAG,QAAQ,GAAG,OAAO,CAAC;IAChG,KAAK,CAAC,EAAE,aAAa,CAAC;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,IAAI,CAAC,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IACvD,eAAe,CAAC,EAAE,SAAS,MAAM,EAAE,CAAC;CACrC;AAED,oGAAoG;AACpG,MAAM,WAAW,uBAAuB;IACtC,KAAK,EAAE,oBAAoB,CAAC;IAC5B,aAAa,CAAC,EAAE,sBAAsB,CAAC;CACxC;AAED,sGAAsG;AACtG,eAAO,MAAM,WAAW,EAAE,uBAGzB,CAAC;AAuBF;;;;;;GAMG;AACH,eAAO,MAAM,WAAW,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,uBAAuB,CAAC,CAgOzE,CAAC;AAEF,2GAA2G;AAC3G,wBAAgB,qBAAqB,CAAC,IAAI,EAAE,MAAM,GAAG,uBAAuB,CAE3E;AAID,+FAA+F;AAC/F,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,OAAO,GAAG,oBAAoB,CAkBtE;AAED;;;;GAIG;AACH,wBAAgB,oBAAoB,CAAC,CAAC,EAAE,oBAAoB,EAAE,CAAC,EAAE,oBAAoB,GAAG,OAAO,CAiB9F;AAkFD,kHAAkH;AAClH,wBAAgB,qBAAqB,CACnC,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,OAAO,GACZ,OAAO,CAAC,IAAI,IAAI,uBAAuB,CAyBzC"}
package/modules/technical-analysis/dist/output-meta.js ADDED
@@ -0,0 +1,399 @@
1
+ /**
2
+ * Indicator output metadata (spec: `docs/specs/wave6-quant-moats.md` §4). A recursive, JSON-safe
3
+ * value schema that tells an agent or UI the runtime SHAPE of an indicator's output — scalar, record,
4
+ * or vector — without a guess-and-inspect loop, plus an optional visualization hint. This metadata is
5
+ * CURATED and source-controlled: runtime inference may VERIFY it (see `test/output-meta.test.ts`) but
6
+ * never redefines it. Every registered indicator resolves to metadata via {@link resolveOutputMetadata}.
7
+ */
8
+ import { ErrorCode, InputError } from '../../core/dist/index.js';
9
+ /** The default for a plain scalar line indicator (SMA, EMA, ATR, …) — the majority of the catalog. */
10
+ export const SCALAR_LINE = {
11
+ value: { type: 'number' },
12
+ visualization: { kind: 'line' },
13
+ };
14
+ const num = { type: 'number' };
15
+ /** A `{ lower, middle, upper }`-style band record with a `bands` visualization. */
16
+ const bandsRecord = (extra = {}) => ({
17
+ value: { type: 'record', fields: { lower: num, middle: num, upper: num, ...extra } },
18
+ visualization: { kind: 'bands' },
19
+ });
20
+ /** A `{ macd, signal, histogram }`-style oscillator record (a line, a signal, and a histogram). */
21
+ const macdRecord = (main) => ({
22
+ value: { type: 'record', fields: { histogram: num, [main]: num, signal: num } },
23
+ visualization: {
24
+ kind: 'multi',
25
+ plots: [
26
+ { path: main, role: 'line' },
27
+ { path: 'signal', role: 'signal' },
28
+ { path: 'histogram', role: 'histogram' },
29
+ ],
30
+ },
31
+ });
32
+ /**
33
+ * Curated output metadata for every NON-scalar indicator (records / vectors) plus the scalar indicators
34
+ * that carry semantic overlays (bounded oscillators, event/pattern signals). The structural `value`
35
+ * shapes here were generated from live runtime probes and are re-verified against runtime in
36
+ * `test/output-meta.test.ts`; the visualization / bounds are the curated, source-controlled semantics.
37
+ * Any indicator NOT listed resolves to {@link SCALAR_LINE} (a plain numeric line) — also verified.
38
+ */
39
+ export const OUTPUT_META = {
40
+ // ── scalar overlays: bounded oscillators and event/pattern signals ──
41
+ rsi: {
42
+ value: { type: 'number', role: 'oscillator', bounds: [0, 100] },
43
+ visualization: { kind: 'oscillator', referenceLevels: [30, 70] },
44
+ },
45
+ mfi: {
46
+ value: { type: 'number', role: 'oscillator', bounds: [0, 100] },
47
+ visualization: { kind: 'oscillator', referenceLevels: [20, 80] },
48
+ },
49
+ williamsR: {
50
+ value: { type: 'number', role: 'oscillator', bounds: [-100, 0] },
51
+ visualization: { kind: 'oscillator', referenceLevels: [-80, -20] },
52
+ },
53
+ cdlDoji: { value: { type: 'number', role: 'pattern-signal' }, visualization: { kind: 'events' } },
54
+ cdlInside: {
55
+ value: { type: 'number', role: 'pattern-signal' },
56
+ visualization: { kind: 'events' },
57
+ },
58
+ // ── records & vectors (structural shapes from runtime probes) ──
59
+ aberration: {
60
+ value: { type: 'record', fields: { atr: num, lowerBand: num, upperBand: num, zeroLine: num } },
61
+ },
62
+ accelerationBands: bandsRecord(),
63
+ adx: {
64
+ value: { type: 'record', fields: { adx: num, minusDI: num, plusDI: num } },
65
+ visualization: { kind: 'multi' },
66
+ },
67
+ amat: { value: { type: 'record', fields: { long: num, short: num } } },
68
+ archerObv: {
69
+ value: { type: 'record', fields: { fast: num, long: num, obv: num, short: num, slow: num } },
70
+ },
71
+ aroon: {
72
+ value: { type: 'record', fields: { down: num, up: num } },
73
+ visualization: { kind: 'oscillator' },
74
+ },
75
+ atrBands: bandsRecord(),
76
+ atrTrailingStop: { value: { type: 'record', fields: { stop: num, trend: num } } },
77
+ bbands: {
78
+ value: {
79
+ type: 'record',
80
+ fields: { bandwidth: num, lower: num, middle: num, percentB: num, upper: num },
81
+ },
82
+ visualization: {
83
+ kind: 'bands',
84
+ plots: [{ path: 'upper' }, { path: 'middle' }, { path: 'lower' }],
85
+ },
86
+ },
87
+ brar: { value: { type: 'record', fields: { popularityIndex: num, willingnessIndex: num } } },
88
+ cdlZ: {
89
+ value: { type: 'record', fields: { close: num, high: num, low: num, open: num } },
90
+ visualization: { kind: 'candles' },
91
+ },
92
+ centralPivotRange: {
93
+ value: { type: 'record', fields: { bottomCentral: num, pivot: num, topCentral: num } },
94
+ visualization: { kind: 'levels' },
95
+ },
96
+ chandeKrollStop: { value: { type: 'record', fields: { long: num, short: num } } },
97
+ chandelierExit: { value: { type: 'record', fields: { long: num, short: num } } },
98
+ crossSignals: { value: { type: 'record', fields: { entry: num, exit: num, trend: num } } },
99
+ divergence: {
100
+ value: {
101
+ type: 'record',
102
+ fields: {
103
+ code: num,
104
+ index: num,
105
+ indicatorSwings: { type: 'array', items: num, length: { fixed: 2 } },
106
+ priceSwings: { type: 'array', items: num, length: { fixed: 2 } },
107
+ },
108
+ },
109
+ },
110
+ dmi: {
111
+ value: {
112
+ type: 'record',
113
+ fields: { dx: num, minusDI: num, minusDM: num, plusDI: num, plusDM: num },
114
+ },
115
+ visualization: { kind: 'multi' },
116
+ },
117
+ donchian: bandsRecord(),
118
+ drawdown: { value: { type: 'record', fields: { drawdown: num, log: num, percent: num } } },
119
+ elderRay: {
120
+ value: { type: 'record', fields: { bear: num, bull: num } },
121
+ visualization: { kind: 'histogram' },
122
+ },
123
+ elderThermometer: {
124
+ value: { type: 'record', fields: { long: num, movingAverage: num, short: num, thermo: num } },
125
+ },
126
+ equalHighs: {
127
+ value: { type: 'record', fields: { count: num, detected: num, level: num } },
128
+ visualization: { kind: 'events' },
129
+ },
130
+ equalLows: {
131
+ value: { type: 'record', fields: { count: num, detected: num, level: num } },
132
+ visualization: { kind: 'events' },
133
+ },
134
+ fairValueGaps: {
135
+ value: { type: 'record', fields: { bottom: num, direction: num, mid: num, top: num } },
136
+ visualization: { kind: 'events' },
137
+ },
138
+ fisherTransform: {
139
+ value: { type: 'record', fields: { fisher: num, trigger: num } },
140
+ visualization: { kind: 'oscillator' },
141
+ },
142
+ gannHighLowActivator: { value: { type: 'record', fields: { trend: num, value: num } } },
143
+ heikinAshi: {
144
+ value: { type: 'record', fields: { close: num, high: num, low: num, open: num } },
145
+ visualization: { kind: 'candles' },
146
+ },
147
+ holtWinterChannel: bandsRecord(),
148
+ htPhasor: { value: { type: 'record', fields: { inPhase: num, quadrature: num } } },
149
+ htSine: { value: { type: 'record', fields: { leadSine: num, sine: num } } },
150
+ ichimoku: {
151
+ value: {
152
+ type: 'record',
153
+ fields: {
154
+ chikou: num,
155
+ displacement: num,
156
+ kijun: num,
157
+ senkouA: num,
158
+ senkouB: num,
159
+ tenkan: num,
160
+ },
161
+ },
162
+ visualization: { kind: 'multi' },
163
+ },
164
+ kdj: {
165
+ value: { type: 'record', fields: { d: num, j: num, k: num } },
166
+ visualization: { kind: 'oscillator' },
167
+ },
168
+ keltner: bandsRecord(),
169
+ klinger: { value: { type: 'record', fields: { klinger: num, signal: num } } },
170
+ kst: { value: { type: 'record', fields: { kst: num, signal: num } } },
171
+ kvo: { value: { type: 'record', fields: { klinger: num, signal: num } } },
172
+ linreg: {
173
+ value: {
174
+ type: 'record',
175
+ fields: { angle: num, forecast: num, intercept: num, slope: num, value: num },
176
+ },
177
+ },
178
+ liquiditySweeps: {
179
+ value: { type: 'record', fields: { direction: num, level: num } },
180
+ visualization: { kind: 'events' },
181
+ },
182
+ movingAverageRibbon: {
183
+ value: { type: 'array', items: num, length: { parameter: 'periods' } },
184
+ visualization: { kind: 'multi' },
185
+ },
186
+ macd: macdRecord('macd'),
187
+ macdExt: macdRecord('macd'),
188
+ macdFix: macdRecord('macd'),
189
+ mama: { value: { type: 'record', fields: { fama: num, mama: num } } },
190
+ msw: { value: { type: 'record', fields: { lead: num, sine: num } } },
191
+ orderBlocks: {
192
+ value: { type: 'record', fields: { bottom: num, direction: num, mid: num, top: num } },
193
+ visualization: { kind: 'events' },
194
+ },
195
+ pMax: { value: { type: 'record', fields: { pmax: num, trend: num } } },
196
+ ppo: macdRecord('ppo'),
197
+ projectionOscillator: { value: { type: 'record', fields: { lower: num, po: num, upper: num } } },
198
+ psar: {
199
+ value: { type: 'record', fields: { sar: num, trend: num } },
200
+ visualization: { kind: 'events' },
201
+ },
202
+ pvo: macdRecord('pvo'),
203
+ qqe: {
204
+ value: { type: 'record', fields: { longBand: num, rsiMovingAverage: num, shortBand: num } },
205
+ },
206
+ relativeVigorIndex: { value: { type: 'record', fields: { rvi: num, signal: num } } },
207
+ rollingAnchoredVwap: { value: { type: 'record', fields: { anchorBarsAgo: num, vwap: num } } },
208
+ rollingMinMax: { value: { type: 'record', fields: { max: num, min: num } } },
209
+ rollingMinMaxIndex: { value: { type: 'record', fields: { maxIndex: num, minIndex: num } } },
210
+ rollingRegression: {
211
+ value: { type: 'record', fields: { intercept: num, rSquared: num, slope: num } },
212
+ },
213
+ smiErgodic: { value: { type: 'record', fields: { oscillator: num, signal: num, smi: num } } },
214
+ squeeze: { value: { type: 'record', fields: { momentum: num, on: num } } },
215
+ squeezePro: {
216
+ value: {
217
+ type: 'record',
218
+ fields: { highCompression: num, lowCompression: num, momentum: num, normalCompression: num },
219
+ },
220
+ },
221
+ stochFast: {
222
+ value: { type: 'record', fields: { d: num, k: num } },
223
+ visualization: { kind: 'oscillator' },
224
+ },
225
+ stochRsi: {
226
+ value: { type: 'record', fields: { d: num, k: num } },
227
+ visualization: { kind: 'oscillator' },
228
+ },
229
+ stochastic: {
230
+ value: { type: 'record', fields: { d: num, k: num } },
231
+ visualization: { kind: 'oscillator' },
232
+ },
233
+ supertrend: { value: { type: 'record', fields: { direction: num, supertrend: num } } },
234
+ swingTrailingStop: { value: { type: 'record', fields: { stop: num, trend: num } } },
235
+ tdSequential: {
236
+ value: { type: 'record', fields: { countdown: num, direction: num, setup: num } },
237
+ visualization: { kind: 'events' },
238
+ },
239
+ tosStdevAll: {
240
+ value: {
241
+ type: 'record',
242
+ fields: {
243
+ line: num,
244
+ lower: { type: 'array', items: num, length: { fixed: 3 } },
245
+ upper: { type: 'array', items: num, length: { fixed: 3 } },
246
+ },
247
+ },
248
+ },
249
+ trendSignals: { value: { type: 'record', fields: { entry: num, exit: num, trend: num } } },
250
+ trixHistogram: {
251
+ value: { type: 'record', fields: { histogram: num, signal: num, trix: num } },
252
+ visualization: { kind: 'multi' },
253
+ },
254
+ tsi: { value: { type: 'record', fields: { signal: num, tsi: num } } },
255
+ volatilityStop: { value: { type: 'record', fields: { stop: num, trend: num } } },
256
+ volumeWeightedMacd: macdRecord('macd'),
257
+ vortex: { value: { type: 'record', fields: { viMinus: num, viPlus: num } } },
258
+ vwapBands: {
259
+ value: { type: 'record', fields: { lower: num, upper: num, vwap: num } },
260
+ visualization: { kind: 'bands' },
261
+ },
262
+ };
263
+ /** Resolve any indicator's output metadata — its curated {@link OUTPUT_META} entry, or the scalar line. */
264
+ export function resolveOutputMetadata(name) {
265
+ return OUTPUT_META[name] ?? SCALAR_LINE;
266
+ }
267
+ // ── Recursive shape inference (for GENERATING the curated table and VERIFYING it — never at runtime) ──
268
+ /** Infer the structural {@link IndicatorOutputValue} of a single post-warmup output sample. */
269
+ export function inferOutputValue(sample) {
270
+ if (typeof sample === 'boolean')
271
+ return { type: 'boolean' };
272
+ if (typeof sample === 'string')
273
+ return { type: 'string' };
274
+ if (Array.isArray(sample)) {
275
+ const items = sample.length > 0 ? inferOutputValue(sample[0]) : { type: 'number' };
276
+ return sample.length > 0
277
+ ? { type: 'array', items, length: { fixed: sample.length } }
278
+ : { type: 'array', items };
279
+ }
280
+ if (sample !== null && typeof sample === 'object') {
281
+ const fields = {};
282
+ for (const key of Object.keys(sample).sort()) {
283
+ fields[key] = inferOutputValue(sample[key]);
284
+ }
285
+ return { type: 'record', fields };
286
+ }
287
+ // number, null, or a warmup NaN — a numeric leaf (null is a not-yet-warm number field).
288
+ return { type: 'number' };
289
+ }
290
+ /**
291
+ * Whether two output VALUE schemas have the same runtime structure — type, record field names, and
292
+ * array element shape (and fixed length when both declare one). Semantic overlays (role / unit / bounds
293
+ * / value enumerations) are intentionally IGNORED so curated semantics never fail structural conformance.
294
+ */
295
+ export function structuralValueEqual(a, b) {
296
+ if (a.type !== b.type)
297
+ return false;
298
+ if (a.type === 'record' && b.type === 'record') {
299
+ const ka = Object.keys(a.fields).sort();
300
+ const kb = Object.keys(b.fields).sort();
301
+ if (ka.length !== kb.length || ka.some((k, i) => k !== kb[i]))
302
+ return false;
303
+ return ka.every((k) => structuralValueEqual(a.fields[k], b.fields[k]));
304
+ }
305
+ if (a.type === 'array' && b.type === 'array') {
306
+ if (!structuralValueEqual(a.items, b.items))
307
+ return false;
308
+ const la = a.length && 'fixed' in a.length ? a.length.fixed : undefined;
309
+ const lb = b.length && 'fixed' in b.length ? b.length.fixed : undefined;
310
+ // A `{ parameter }` length is a curated claim inference can't see — only compare two fixed lengths.
311
+ if (la !== undefined && lb !== undefined && la !== lb)
312
+ return false;
313
+ return true;
314
+ }
315
+ return true; // number / boolean / string leaves are structurally equal by type
316
+ }
317
+ // ── Validation (register / defineIndicator require valid output metadata for CUSTOM indicators) ──
318
+ const OUTPUT_VALUE_TYPES = ['number', 'boolean', 'string', 'record', 'array'];
319
+ const VIS_KINDS = [
320
+ 'line',
321
+ 'bands',
322
+ 'oscillator',
323
+ 'histogram',
324
+ 'candles',
325
+ 'events',
326
+ 'levels',
327
+ 'multi',
328
+ ];
329
+ /** Throw unless `value` is a well-formed {@link IndicatorOutputValue} (recursively). */
330
+ function validateOutputValue(value, functionName, path) {
331
+ if (value === null || typeof value !== 'object') {
332
+ throw new InputError(`${functionName}: ${path} must be an output-value object.`, {
333
+ code: ErrorCode.InputWrongType,
334
+ context: { path, value },
335
+ });
336
+ }
337
+ const t = value.type;
338
+ if (!OUTPUT_VALUE_TYPES.includes(t)) {
339
+ throw new InputError(`${functionName}: ${path}.type must be one of ${OUTPUT_VALUE_TYPES.join(' | ')}; got ${String(t)}.`, { code: ErrorCode.InputInvalidEnum, context: { path, type: t } });
340
+ }
341
+ // The descriptive members are DISCLOSED (describeIndicator, MCP schemas, charting) — junk
342
+ // here would be served to consumers as truth, so each runs a when-present ladder. Null is a
343
+ // wrong-typed value, not omission.
344
+ const described = value;
345
+ for (const member of ['role', 'unit']) {
346
+ const v = described[member];
347
+ if (v !== undefined && typeof v !== 'string') {
348
+ throw new InputError(`${functionName}: ${path}.${member} must be a string when provided. Received ${v === null ? 'null' : typeof v}.`, { code: ErrorCode.InputWrongType, context: { path, [member]: v } });
349
+ }
350
+ }
351
+ if (described.bounds !== undefined) {
352
+ const b = described.bounds;
353
+ if (!Array.isArray(b) ||
354
+ b.length !== 2 ||
355
+ !b.every((x) => typeof x === 'number' && Number.isFinite(x))) {
356
+ throw new InputError(`${functionName}: ${path}.bounds must be [min, max] finite numbers when provided — e.g. bounds: [0, 100]. Received ${b === null ? 'null' : JSON.stringify(b)}.`, { code: ErrorCode.InputWrongType, context: { path, bounds: b } });
357
+ }
358
+ }
359
+ if (described.values !== undefined) {
360
+ const vals = described.values;
361
+ if (!Array.isArray(vals) || !vals.every((x) => typeof x === 'string')) {
362
+ throw new InputError(`${functionName}: ${path}.values must be an array of strings when provided. Received ${vals === null ? 'null' : JSON.stringify(vals)}.`, { code: ErrorCode.InputWrongType, context: { path, values: vals } });
363
+ }
364
+ }
365
+ if (t === 'record') {
366
+ const fields = value.fields;
367
+ if (fields === null || typeof fields !== 'object') {
368
+ throw new InputError(`${functionName}: ${path}.fields must be a record of output values.`, {
369
+ code: ErrorCode.InputWrongType,
370
+ context: { path },
371
+ });
372
+ }
373
+ for (const [k, v] of Object.entries(fields)) {
374
+ validateOutputValue(v, functionName, `${path}.fields.${k}`);
375
+ }
376
+ }
377
+ else if (t === 'array') {
378
+ validateOutputValue(value.items, functionName, `${path}.items`);
379
+ }
380
+ }
381
+ /** Throw unless `meta` is a well-formed {@link IndicatorOutputMetadata}. Used by `register`/`defineIndicator`. */
382
+ export function requireOutputMetadata(functionName, name, meta) {
383
+ if (meta === null || typeof meta !== 'object') {
384
+ throw new InputError(`${functionName}: "${name}" must declare output metadata { value } — see IndicatorOutputMetadata.`, { code: ErrorCode.InputMissingField, context: { name } });
385
+ }
386
+ validateOutputValue(meta.value, functionName, 'output.value');
387
+ const vis = meta.visualization;
388
+ if (vis !== undefined) {
389
+ // A null visualization used to reach the `.kind` read and die as a raw TypeError.
390
+ if (vis === null || typeof vis !== 'object') {
391
+ throw new InputError(`${functionName}: "${name}" output.visualization must be an object when provided. Received ${vis === null ? 'null' : typeof vis}.`, { code: ErrorCode.InputWrongType, context: { name, visualization: vis } });
392
+ }
393
+ const kind = vis.kind;
394
+ if (!VIS_KINDS.includes(kind)) {
395
+ throw new InputError(`${functionName}: "${name}" output.visualization.kind must be one of ${VIS_KINDS.join(' | ')}; got ${String(kind)}.`, { code: ErrorCode.InputInvalidEnum, context: { name, kind } });
396
+ }
397
+ }
398
+ }
399
+ //# sourceMappingURL=output-meta.js.map
package/modules/technical-analysis/dist/output-meta.js.map ADDED
@@ -0,0 +1 @@
1
+ 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