@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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@@ -0,0 +1,625 @@
1
+ /**
2
+ * Indicator registry (spec §13.5).
3
+ *
4
+ * `defineIndicator({ name, inputs, parameters, defaults, stream, restore, nan })` builds an aligned
5
+ * batch+stream indicator (via `makeIndicator`) and registers it with introspectable metadata. Every
6
+ * built-in indicator is auto-registered here, so the registry is the single source of truth for
7
+ * "what indicators exist, what they consume, what they're parameterised by, and what each parameter
8
+ * defaults to" — and it generates the indicator reference documentation.
9
+ *
10
+ * Built-ins bind their package-private contracts during leaf construction, before discovery is
11
+ * imported. This registry consumes those same named contracts; custom registration still binds
12
+ * caller-declared metadata through `bindIndicatorMetadata`.
13
+ */
14
+ import * as builtinMetadata from './builtin-metadata.js';
15
+ import { frozenCopy } from './indicator-metadata.js';
16
+ import { ensureKnownKeys, ErrorCode, InputError, requireArgumentObject } from '../../core/dist/index.js';
17
+ import { requireOutputMetadata, resolveOutputMetadata, } from './output-meta.js';
18
+ import { bindIndicatorMetadata, makeIndicator, } from './framework.js';
19
+ import * as transforms from './transforms.js';
20
+ import * as series from './series.js';
21
+ import * as ma from './moving-averages.js';
22
+ import * as osc from './oscillators.js';
23
+ import * as trend from './trend.js';
24
+ import * as vol from './volatility.js';
25
+ import * as volm from './volume.js';
26
+ import * as bars from './bars.js';
27
+ import * as cycle from './cycle.js';
28
+ import * as math from './math.js';
29
+ import * as perf from './performance-ext.js';
30
+ import * as stats from './statistics.js';
31
+ import * as momx from './momentum-ext.js';
32
+ import * as ovx from './overlap-ext.js';
33
+ import * as trx from './trend-ext.js';
34
+ import * as volx from './volatility-ext.js';
35
+ import * as volmx from './volume-ext.js';
36
+ import * as pax from './price-action-ext.js';
37
+ import * as fx from './features-ext.js';
38
+ import { divergence } from './divergence.js';
39
+ import { rsi } from './rsi.js';
40
+ import { macd } from './macd.js';
41
+ import { bbands } from './bands.js';
42
+ import { candlesticks } from './candlesticks.js';
43
+ import { cdlDoji, cdlInside, cdlZ } from './candle-aliases.js';
44
+ /**
45
+ * Compiler-checked runtime domain for {@link IndicatorCategory} — `satisfies` makes a missing or
46
+ * misspelled member a type error here, so the table cannot drift from the union it teaches.
47
+ */
48
+ const INDICATOR_CATEGORIES = [
49
+ 'transform',
50
+ 'moving-average',
51
+ 'momentum',
52
+ 'trend',
53
+ 'volatility',
54
+ 'volume',
55
+ 'cycle',
56
+ 'math',
57
+ 'performance',
58
+ 'statistic',
59
+ 'candlestick',
60
+ 'price-action',
61
+ 'custom',
62
+ ];
63
+ const CATEGORY_DOMAIN_IS_TOTAL = true;
64
+ void CATEGORY_DOMAIN_IS_TOTAL;
65
+ const REGISTRY = new Map();
66
+ const INPUT_KINDS = ['series', 'bars', 'pair'];
67
+ /** Throw unless `inputs` is a member of {@link INPUT_KINDS} (an unchecked `inputs` used to register
68
+ * fine and then mis-route as `'pair'` in every registry-driven probe — silent degradation). */
69
+ function requireInputs(functionName, inputs, name) {
70
+ if (!INPUT_KINDS.includes(inputs)) {
71
+ throw new InputError(`${functionName}: inputs must be one of ${INPUT_KINDS.join(' | ')}. Received ${typeof inputs === 'string' ? `"${inputs}"` : String(inputs)}.`, { code: ErrorCode.InputInvalidEnum, context: { name, inputs } });
72
+ }
73
+ }
74
+ /** Throw when a default is declared for a parameter that is not in `parameters` (registry junk). */
75
+ function requireDefaultsSubsetOfParams(functionName, name, parameters, defaults) {
76
+ // Null is a wrong-typed value, not a second spelling of "no defaults" (the 350c2796 ruling).
77
+ if (defaults === null) {
78
+ throw new InputError(`${functionName}: "${name}" defaults must be an object when provided — omit the field for an indicator with no defaults. Received null.`, { code: ErrorCode.InputWrongType, context: { name } });
79
+ }
80
+ if (!defaults)
81
+ return;
82
+ for (const key of Object.keys(defaults)) {
83
+ if (!parameters.includes(key)) {
84
+ throw new InputError(`${functionName}: "${name}" declares a default for "${key}", which is not in parameters [${parameters.join(', ')}].`, { code: ErrorCode.InputOutOfRange, context: { name, key, parameters } });
85
+ }
86
+ }
87
+ }
88
+ /** Register an already-built indicator facade with metadata. Throws on a duplicate name. */
89
+ const REGISTERED_INDICATOR_KEYS = [
90
+ 'name',
91
+ 'category',
92
+ 'inputs',
93
+ 'parameters',
94
+ 'defaults',
95
+ 'conventions',
96
+ 'indicator',
97
+ 'output',
98
+ ];
99
+ export function register(entry) {
100
+ requireArgumentObject('register', 'entry', entry);
101
+ // Law 12: a `defualts` typo must teach, not silently register an indicator with no defaults.
102
+ ensureKnownKeys('register', 'entry', entry, REGISTERED_INDICATOR_KEYS);
103
+ // A malformed entry must never pollute the registry: warmup probes and listIndicators iterate every
104
+ // registered entry, so junk here breaks unrelated calls later (first-touch law).
105
+ if (typeof entry.name !== 'string' ||
106
+ entry.name.length === 0 ||
107
+ typeof entry.indicator !== 'function' ||
108
+ !Array.isArray(entry.parameters)) {
109
+ throw new InputError('register: entry needs { name, category, inputs, parameters: string[], indicator } — see defineIndicator.', { code: ErrorCode.InputWrongType, context: { name: entry.name } });
110
+ }
111
+ // Category drives discovery (`listIndicators('momentum')`), so junk here hides the indicator
112
+ // from every categorized listing — an omitted or misspelled category teaches its whole domain.
113
+ if (!INDICATOR_CATEGORIES.includes(entry.category)) {
114
+ throw new InputError(`register: entry.category must be one of ${INDICATOR_CATEGORIES.join(' | ')}. Received ${entry.category === undefined ? 'undefined' : entry.category === null ? 'null' : JSON.stringify(entry.category)}.`, {
115
+ code: ErrorCode.InputInvalidEnum,
116
+ context: { name: entry.name, category: entry.category, allowed: [...INDICATOR_CATEGORIES] },
117
+ });
118
+ }
119
+ // Conventions are echoed by every `.explain()` — junk here would be DISCLOSED as truth.
120
+ if (entry.conventions !== undefined &&
121
+ (entry.conventions === null ||
122
+ typeof entry.conventions !== 'object' ||
123
+ Array.isArray(entry.conventions))) {
124
+ throw new InputError(`register: entry.conventions must be an object of named convention choices when provided. Received ${entry.conventions === null ? 'null' : Array.isArray(entry.conventions) ? 'an array' : typeof entry.conventions}.`, {
125
+ code: ErrorCode.InputWrongType,
126
+ context: { name: entry.name, conventions: entry.conventions },
127
+ });
128
+ }
129
+ requireInputs('register', entry.inputs, entry.name);
130
+ requireDefaultsSubsetOfParams('register', entry.name, entry.parameters, entry.defaults);
131
+ // Wave 6 §4: every registered indicator must declare valid output metadata, so discovery never lies
132
+ // by omission (the registry-driven describe/search all read it).
133
+ requireOutputMetadata('register', entry.name, entry.output);
134
+ if (REGISTRY.has(entry.name)) {
135
+ throw new InputError(`register: Indicator "${entry.name}" is already registered.`, {
136
+ code: ErrorCode.RegistryDuplicateIndicator,
137
+ context: { name: entry.name },
138
+ });
139
+ }
140
+ // Everything the registry keeps is a frozen copy of what the caller passed, so the caller's own
141
+ // objects are no longer reachable from the facade's allowlist or from any read accessor.
142
+ const stored = Object.freeze({
143
+ name: entry.name,
144
+ category: entry.category,
145
+ inputs: entry.inputs,
146
+ parameters: frozenCopy(entry.parameters),
147
+ ...(entry.defaults ? { defaults: frozenCopy(entry.defaults) } : {}),
148
+ ...(entry.conventions ? { conventions: frozenCopy(entry.conventions) } : {}),
149
+ // NOT copied: the facade is the callable thing being registered, and its identity is the point.
150
+ indicator: entry.indicator,
151
+ output: frozenCopy(entry.output),
152
+ });
153
+ // The disclosure-law choke point: bind the declared defaults (echoed by `.explain()`) and the
154
+ // input kind (first-element shape checks) onto the facade itself, so direct calls disclose too.
155
+ // Bound from `stored`, never from `entry` — binding the caller's array is what made the runtime
156
+ // allowlist editable from outside.
157
+ bindIndicatorMetadata(stored.indicator, {
158
+ ...(stored.defaults ? { defaults: stored.defaults } : {}),
159
+ inputs: stored.inputs,
160
+ // Law 12: the declared parameter names become the facade's runtime allowlist.
161
+ ...(stored.parameters ? { parameters: stored.parameters } : {}),
162
+ // The same choke point carries the conventions, so a direct `rsi(closes).explain()` discloses
163
+ // Wilder smoothing exactly as the registry-driven discovery path does.
164
+ ...(stored.conventions ? { conventions: stored.conventions } : {}),
165
+ });
166
+ REGISTRY.set(stored.name, stored);
167
+ }
168
+ /** Build an aligned batch+stream indicator and register it. Returns the facade. */
169
+ export function defineIndicator(definition) {
170
+ requireArgumentObject('defineIndicator', 'definition', definition);
171
+ if (typeof definition.name !== 'string' ||
172
+ definition.name.length === 0 ||
173
+ typeof definition.stream !== 'function' ||
174
+ typeof definition.restore !== 'function' ||
175
+ typeof definition.nan !== 'function') {
176
+ throw new InputError('defineIndicator: definition needs { name, inputs, stream(parameters), restore(snapshot), nan(parameters) } — a malformed definition must not pollute the registry.', {
177
+ code: ErrorCode.InputWrongType,
178
+ context: { name: definition.name },
179
+ });
180
+ }
181
+ requireInputs('defineIndicator', definition.inputs, definition.name);
182
+ requireOutputMetadata('defineIndicator', definition.name, definition.output);
183
+ const indicator = makeIndicator(definition.stream, definition.restore, definition.nan, definition.defaults);
184
+ register({
185
+ name: definition.name,
186
+ category: definition.category ?? 'custom',
187
+ inputs: definition.inputs,
188
+ parameters: definition.parameters ?? [],
189
+ ...(definition.defaults ? { defaults: definition.defaults } : {}),
190
+ ...(definition.conventions ? { conventions: definition.conventions } : {}),
191
+ indicator: indicator,
192
+ output: definition.output,
193
+ });
194
+ return indicator;
195
+ }
196
+ /**
197
+ * The registered entry for `name`, or `undefined`.
198
+ *
199
+ * The result is DEEPLY FROZEN. It is a view of the registry, not a copy to edit: mutating it used to
200
+ * reach the facade's own validation allowlist.
201
+ */
202
+ export function getIndicator(name) {
203
+ return REGISTRY.get(name);
204
+ }
205
+ export function hasIndicator(name) {
206
+ return REGISTRY.has(name);
207
+ }
208
+ /** Every registered indicator (optionally one category). The ARRAY is fresh; the entries are frozen. */
209
+ export function listIndicators(category) {
210
+ const all = [...REGISTRY.values()];
211
+ return category ? all.filter((e) => e.category === category) : all;
212
+ }
213
+ export function indicatorCategories() {
214
+ return [...new Set([...REGISTRY.values()].map((e) => e.category))];
215
+ }
216
+ const BUILTINS = {
217
+ transform: [
218
+ ['typicalPrice', transforms.typicalPrice, builtinMetadata.typicalPriceMetadata],
219
+ ['medianPrice', transforms.medianPrice, builtinMetadata.medianPriceMetadata],
220
+ ['weightedClose', transforms.weightedClose, builtinMetadata.weightedCloseMetadata],
221
+ ['averagePrice', transforms.averagePrice, builtinMetadata.averagePriceMetadata],
222
+ ['realBody', transforms.realBody, builtinMetadata.realBodyMetadata],
223
+ ['upperShadow', transforms.upperShadow, builtinMetadata.upperShadowMetadata],
224
+ ['lowerShadow', transforms.lowerShadow, builtinMetadata.lowerShadowMetadata],
225
+ ['candleRange', transforms.candleRange, builtinMetadata.candleRangeMetadata],
226
+ ['trueRange', transforms.trueRange, builtinMetadata.trueRangeMetadata],
227
+ ['gap', transforms.gap, builtinMetadata.gapMetadata],
228
+ ['heikinAshi', transforms.heikinAshi, builtinMetadata.heikinAshiMetadata],
229
+ ['returns', series.returns, builtinMetadata.returnsMetadata],
230
+ ['logReturns', series.logReturns, builtinMetadata.logReturnsMetadata],
231
+ ['rollingVolatility', series.rollingVolatility, builtinMetadata.rollingVolatilityMetadata],
232
+ ],
233
+ 'moving-average': [
234
+ ['sma', ma.sma, builtinMetadata.smaMetadata],
235
+ ['ema', ma.ema, builtinMetadata.emaMetadata],
236
+ ['wma', ma.wma, builtinMetadata.wmaMetadata],
237
+ ['rma', ma.rma, builtinMetadata.rmaMetadata],
238
+ ['dema', ma.dema, builtinMetadata.demaMetadata],
239
+ ['tema', ma.tema, builtinMetadata.temaMetadata],
240
+ ['trima', ma.trima, builtinMetadata.trimaMetadata],
241
+ ['t3', ma.t3, builtinMetadata.t3Metadata],
242
+ ['kama', ma.kama, builtinMetadata.kamaMetadata],
243
+ ['hma', ma.hma, builtinMetadata.hmaMetadata],
244
+ ['zlema', ma.zlema, builtinMetadata.zlemaMetadata],
245
+ ['alma', ma.alma, builtinMetadata.almaMetadata],
246
+ ['vidya', ma.vidya, builtinMetadata.vidyaMetadata],
247
+ ['mcginley', ma.mcginley, builtinMetadata.mcginleyMetadata],
248
+ ['superSmoother', ma.superSmoother, builtinMetadata.superSmootherMetadata],
249
+ ['vwma', ma.vwma, builtinMetadata.vwmaMetadata],
250
+ ['rollingVwap', ma.rollingVwap, builtinMetadata.rollingVwapMetadata],
251
+ ['anchoredVwap', ma.anchoredVwap, builtinMetadata.anchoredVwapMetadata],
252
+ ['frama', ma.frama, builtinMetadata.framaMetadata],
253
+ ['mama', ma.mama, builtinMetadata.mamaMetadata],
254
+ ['movingAverage', stats.movingAverage, builtinMetadata.movingAverageMetadata],
255
+ ['midpoint', stats.midpoint, builtinMetadata.midpointMetadata],
256
+ ['midprice', stats.midprice, builtinMetadata.midpriceMetadata],
257
+ ['fwma', ovx.fwma, builtinMetadata.fwmaMetadata],
258
+ ['sineWma', ovx.sineWma, builtinMetadata.sineWmaMetadata],
259
+ ['pascalWma', ovx.pascalWma, builtinMetadata.pascalWmaMetadata],
260
+ ['symmetricWma', ovx.symmetricWma, builtinMetadata.symmetricWmaMetadata],
261
+ ['jma', ovx.jma, builtinMetadata.jmaMetadata],
262
+ [
263
+ 'holtWinterMovingAverage',
264
+ ovx.holtWinterMovingAverage,
265
+ builtinMetadata.holtWinterMovingAverageMetadata,
266
+ ],
267
+ [
268
+ 'rainbowMovingAverage',
269
+ ovx.rainbowMovingAverage,
270
+ builtinMetadata.rainbowMovingAverageMetadata,
271
+ ],
272
+ ['movingAverageRibbon', ovx.movingAverageRibbon, builtinMetadata.movingAverageRibbonMetadata],
273
+ [
274
+ 'gannHighLowActivator',
275
+ ovx.gannHighLowActivator,
276
+ builtinMetadata.gannHighLowActivatorMetadata,
277
+ ],
278
+ ['vwapBands', ovx.vwapBands, builtinMetadata.vwapBandsMetadata],
279
+ ['sessionVwap', ovx.sessionVwap, builtinMetadata.sessionVwapMetadata],
280
+ ['rollingAnchoredVwap', ovx.rollingAnchoredVwap, builtinMetadata.rollingAnchoredVwapMetadata],
281
+ ],
282
+ momentum: [
283
+ ['rsi', rsi, builtinMetadata.rsiMetadata],
284
+ ['macd', macd, builtinMetadata.macdMetadata],
285
+ ['roc', osc.roc, builtinMetadata.rocMetadata],
286
+ ['rocp', osc.rocp, builtinMetadata.rocpMetadata],
287
+ ['rocr', osc.rocr, builtinMetadata.rocrMetadata],
288
+ ['rocr100', osc.rocr100, builtinMetadata.rocr100Metadata],
289
+ ['momentum', osc.momentum, builtinMetadata.momentumMetadata],
290
+ ['cmo', osc.cmo, builtinMetadata.cmoMetadata],
291
+ ['apo', osc.apo, builtinMetadata.apoMetadata],
292
+ ['ppo', osc.ppo, builtinMetadata.ppoMetadata],
293
+ ['stochRsi', osc.stochRsi, builtinMetadata.stochRsiMetadata],
294
+ ['trix', osc.trix, builtinMetadata.trixMetadata],
295
+ ['dpo', osc.dpo, builtinMetadata.dpoMetadata],
296
+ ['tsi', osc.tsi, builtinMetadata.tsiMetadata],
297
+ ['kst', osc.kst, builtinMetadata.kstMetadata],
298
+ ['connorsRsi', osc.connorsRsi, builtinMetadata.connorsRsiMetadata],
299
+ ['macdExt', osc.macdExt, builtinMetadata.macdExtMetadata],
300
+ ['macdFix', osc.macdFix, builtinMetadata.macdFixMetadata],
301
+ ['cci', osc.cci, builtinMetadata.cciMetadata],
302
+ ['williamsR', osc.williamsR, builtinMetadata.williamsRMetadata],
303
+ ['awesomeOscillator', osc.awesomeOscillator, builtinMetadata.awesomeOscillatorMetadata],
304
+ ['ultimateOscillator', osc.ultimateOscillator, builtinMetadata.ultimateOscillatorMetadata],
305
+ ['fisherTransform', osc.fisherTransform, builtinMetadata.fisherTransformMetadata],
306
+ ['stochastic', bars.stochastic, builtinMetadata.stochasticMetadata],
307
+ // A true alias of `stochastic` (same facade object): with the default `smoothK: 1` the
308
+ // stochastic IS the fast stochastic (TA-Lib STOCHF). The declared defaults are identical by
309
+ // construction — both names share one disclosure slot.
310
+ ['stochFast', stats.stochFast, builtinMetadata.stochFastMetadata],
311
+ ['bop', stats.bop, builtinMetadata.bopMetadata],
312
+ ['bias', momx.bias, builtinMetadata.biasMetadata],
313
+ ['cfo', momx.cfo, builtinMetadata.cfoMetadata],
314
+ ['forecastOscillator', momx.forecastOscillator, builtinMetadata.forecastOscillatorMetadata],
315
+ ['coppock', momx.coppock, builtinMetadata.coppockMetadata],
316
+ ['cti', momx.cti, builtinMetadata.ctiMetadata],
317
+ ['efficiencyRatio', momx.efficiencyRatio, builtinMetadata.efficiencyRatioMetadata],
318
+ ['centerOfGravity', momx.centerOfGravity, builtinMetadata.centerOfGravityMetadata],
319
+ ['psychologicalLine', momx.psychologicalLine, builtinMetadata.psychologicalLineMetadata],
320
+ ['slope', momx.slope, builtinMetadata.slopeMetadata],
321
+ ['trixHistogram', momx.trixHistogram, builtinMetadata.trixHistogramMetadata],
322
+ ['smiErgodic', momx.smiErgodic, builtinMetadata.smiErgodicMetadata],
323
+ ['pvo', momx.pvo, builtinMetadata.pvoMetadata],
324
+ ['elderRay', momx.elderRay, builtinMetadata.elderRayMetadata],
325
+ ['brar', momx.brar, builtinMetadata.brarMetadata],
326
+ ['kdj', momx.kdj, builtinMetadata.kdjMetadata],
327
+ ['relativeVigorIndex', momx.relativeVigorIndex, builtinMetadata.relativeVigorIndexMetadata],
328
+ ['pgo', momx.pgo, builtinMetadata.pgoMetadata],
329
+ ['volumeWeightedMacd', momx.volumeWeightedMacd, builtinMetadata.volumeWeightedMacdMetadata],
330
+ ['inertia', momx.inertia, builtinMetadata.inertiaMetadata],
331
+ ['laguerreRsi', momx.laguerreRsi, builtinMetadata.laguerreRsiMetadata],
332
+ ['qqe', momx.qqe, builtinMetadata.qqeMetadata],
333
+ ['rsx', momx.rsx, builtinMetadata.rsxMetadata],
334
+ ['schaffTrendCycle', momx.schaffTrendCycle, builtinMetadata.schaffTrendCycleMetadata],
335
+ ['squeeze', momx.squeeze, builtinMetadata.squeezeMetadata],
336
+ ['squeezePro', momx.squeezePro, builtinMetadata.squeezeProMetadata],
337
+ [
338
+ 'projectionOscillator',
339
+ momx.projectionOscillator,
340
+ builtinMetadata.projectionOscillatorMetadata,
341
+ ],
342
+ ['tdSequential', momx.tdSequential, builtinMetadata.tdSequentialMetadata],
343
+ ['smcSweep', pax.smcSweep, builtinMetadata.smcSweepMetadata],
344
+ ],
345
+ trend: [
346
+ ['adx', bars.adx, builtinMetadata.adxMetadata],
347
+ ['dmi', trend.dmi, builtinMetadata.dmiMetadata],
348
+ ['plusDI', trend.plusDI, builtinMetadata.plusDIMetadata],
349
+ ['minusDI', trend.minusDI, builtinMetadata.minusDIMetadata],
350
+ ['plusDM', trend.plusDM, builtinMetadata.plusDMMetadata],
351
+ ['minusDM', trend.minusDM, builtinMetadata.minusDMMetadata],
352
+ ['dx', trend.dx, builtinMetadata.dxMetadata],
353
+ ['adxr', trend.adxr, builtinMetadata.adxrMetadata],
354
+ ['aroon', trend.aroon, builtinMetadata.aroonMetadata],
355
+ ['aroonOscillator', trend.aroonOscillator, builtinMetadata.aroonOscillatorMetadata],
356
+ ['psar', trend.psar, builtinMetadata.psarMetadata],
357
+ ['psarExt', trend.psarExt, builtinMetadata.psarExtMetadata],
358
+ ['supertrend', trend.supertrend, builtinMetadata.supertrendMetadata],
359
+ ['ichimoku', trend.ichimoku, builtinMetadata.ichimokuMetadata],
360
+ ['vortex', trend.vortex, builtinMetadata.vortexMetadata],
361
+ ['donchianTrend', trend.donchianTrend, builtinMetadata.donchianTrendMetadata],
362
+ ['chandelierExit', trend.chandelierExit, builtinMetadata.chandelierExitMetadata],
363
+ ['linreg', trend.linreg, builtinMetadata.linregMetadata],
364
+ ['linregSlope', trend.linregSlope, builtinMetadata.linregSlopeMetadata],
365
+ ['linregIntercept', trend.linregIntercept, builtinMetadata.linregInterceptMetadata],
366
+ ['linregAngle', trend.linregAngle, builtinMetadata.linregAngleMetadata],
367
+ ['tsf', trend.tsf, builtinMetadata.tsfMetadata],
368
+ ['choppinessIndex', trx.choppinessIndex, builtinMetadata.choppinessIndexMetadata],
369
+ ['chandeKrollStop', trx.chandeKrollStop, builtinMetadata.chandeKrollStopMetadata],
370
+ ['centralPivotRange', trx.centralPivotRange, builtinMetadata.centralPivotRangeMetadata],
371
+ ['amat', trx.amat, builtinMetadata.amatMetadata],
372
+ ['linearDecay', trx.linearDecay, builtinMetadata.linearDecayMetadata],
373
+ ['exponentialDecay', trx.exponentialDecay, builtinMetadata.exponentialDecayMetadata],
374
+ ['increasing', trx.increasing, builtinMetadata.increasingMetadata],
375
+ ['decreasing', trx.decreasing, builtinMetadata.decreasingMetadata],
376
+ ['longRun', trx.longRun, builtinMetadata.longRunMetadata],
377
+ ['shortRun', trx.shortRun, builtinMetadata.shortRunMetadata],
378
+ ['pMax', trx.pMax, builtinMetadata.pMaxMetadata],
379
+ ['qstick', trx.qstick, builtinMetadata.qstickMetadata],
380
+ ['ttmTrend', trx.ttmTrend, builtinMetadata.ttmTrendMetadata],
381
+ [
382
+ 'verticalHorizontalFilter',
383
+ trx.verticalHorizontalFilter,
384
+ builtinMetadata.verticalHorizontalFilterMetadata,
385
+ ],
386
+ ['trendSignals', trx.trendSignals, builtinMetadata.trendSignalsMetadata],
387
+ ['crossSignals', trx.crossSignals, builtinMetadata.crossSignalsMetadata],
388
+ ],
389
+ volatility: [
390
+ ['atr', bars.atr, builtinMetadata.atrMetadata],
391
+ ['natr', vol.natr, builtinMetadata.natrMetadata],
392
+ ['keltner', vol.keltner, builtinMetadata.keltnerMetadata],
393
+ ['donchian', vol.donchian, builtinMetadata.donchianMetadata],
394
+ ['parkinson', vol.parkinson, builtinMetadata.parkinsonMetadata],
395
+ ['garmanKlass', vol.garmanKlass, builtinMetadata.garmanKlassMetadata],
396
+ ['rogersSatchell', vol.rogersSatchell, builtinMetadata.rogersSatchellMetadata],
397
+ ['yangZhang', vol.yangZhang, builtinMetadata.yangZhangMetadata],
398
+ ['chaikinVolatility', vol.chaikinVolatility, builtinMetadata.chaikinVolatilityMetadata],
399
+ ['bbands', bbands, builtinMetadata.bbandsMetadata],
400
+ ['bollingerBandWidth', vol.bollingerBandWidth, builtinMetadata.bollingerBandWidthMetadata],
401
+ ['bollingerPercentB', vol.bollingerPercentB, builtinMetadata.bollingerPercentBMetadata],
402
+ ['standardDeviation', vol.standardDeviation, builtinMetadata.standardDeviationMetadata],
403
+ ['variance', vol.variance, builtinMetadata.varianceMetadata],
404
+ [
405
+ 'historicalVolatility',
406
+ vol.historicalVolatility,
407
+ builtinMetadata.historicalVolatilityMetadata,
408
+ ],
409
+ ['realizedVolatility', vol.realizedVolatility, builtinMetadata.realizedVolatilityMetadata],
410
+ [
411
+ 'relativeVolatilityIndex',
412
+ vol.relativeVolatilityIndex,
413
+ builtinMetadata.relativeVolatilityIndexMetadata,
414
+ ],
415
+ ['aberration', volx.aberration, builtinMetadata.aberrationMetadata],
416
+ ['accelerationBands', volx.accelerationBands, builtinMetadata.accelerationBandsMetadata],
417
+ ['holtWinterChannel', volx.holtWinterChannel, builtinMetadata.holtWinterChannelMetadata],
418
+ ['massIndex', volx.massIndex, builtinMetadata.massIndexMetadata],
419
+ ['priceDistance', volx.priceDistance, builtinMetadata.priceDistanceMetadata],
420
+ ['elderThermometer', volx.elderThermometer, builtinMetadata.elderThermometerMetadata],
421
+ ['ulcerIndex', volx.ulcerIndex, builtinMetadata.ulcerIndexMetadata],
422
+ ['atrBands', volx.atrBands, builtinMetadata.atrBandsMetadata],
423
+ ['percentAtr', volx.percentAtr, builtinMetadata.percentAtrMetadata],
424
+ ['volatilityStop', volx.volatilityStop, builtinMetadata.volatilityStopMetadata],
425
+ ],
426
+ volume: [
427
+ ['obv', bars.obv, builtinMetadata.obvMetadata],
428
+ ['vwap', bars.vwap, builtinMetadata.vwapMetadata],
429
+ ['adLine', volm.adLine, builtinMetadata.adLineMetadata],
430
+ ['chaikinOscillator', volm.chaikinOscillator, builtinMetadata.chaikinOscillatorMetadata],
431
+ ['chaikinMoneyFlow', volm.chaikinMoneyFlow, builtinMetadata.chaikinMoneyFlowMetadata],
432
+ ['mfi', volm.mfi, builtinMetadata.mfiMetadata],
433
+ ['pvt', volm.pvt, builtinMetadata.pvtMetadata],
434
+ ['easeOfMovement', volm.easeOfMovement, builtinMetadata.easeOfMovementMetadata],
435
+ ['forceIndex', volm.forceIndex, builtinMetadata.forceIndexMetadata],
436
+ ['nvi', volm.nvi, builtinMetadata.nviMetadata],
437
+ ['pvi', volm.pvi, builtinMetadata.pviMetadata],
438
+ ['klinger', volm.klinger, builtinMetadata.klingerMetadata],
439
+ ['vfi', volm.vfi, builtinMetadata.vfiMetadata],
440
+ ['relativeVolume', volm.relativeVolume, builtinMetadata.relativeVolumeMetadata],
441
+ ['cvd', volm.cvd, builtinMetadata.cvdMetadata],
442
+ ['archerObv', volmx.archerObv, builtinMetadata.archerObvMetadata],
443
+ [
444
+ 'marketFacilitationIndex',
445
+ volmx.marketFacilitationIndex,
446
+ builtinMetadata.marketFacilitationIndexMetadata,
447
+ ],
448
+ ['priceVolume', volmx.priceVolume, builtinMetadata.priceVolumeMetadata],
449
+ ['priceVolumeRank', volmx.priceVolumeRank, builtinMetadata.priceVolumeRankMetadata],
450
+ ['volumeOscillator', volmx.volumeOscillator, builtinMetadata.volumeOscillatorMetadata],
451
+ ['williamsAd', volmx.williamsAd, builtinMetadata.williamsAdMetadata],
452
+ // efi / emv / kvo are the SAME facades as forceIndex / easeOfMovement / klinger, so their
453
+ // declared defaults must be identical — both names share one disclosure slot.
454
+ ['efi', volmx.efi, builtinMetadata.efiMetadata],
455
+ ['emv', volmx.emv, builtinMetadata.emvMetadata],
456
+ ['kvo', volmx.kvo, builtinMetadata.kvoMetadata],
457
+ ],
458
+ cycle: [
459
+ ['dsp', cycle.dsp, builtinMetadata.dspMetadata],
460
+ ['ebsw', cycle.ebsw, builtinMetadata.ebswMetadata],
461
+ ['msw', cycle.msw, builtinMetadata.mswMetadata],
462
+ ['htDcPeriod', cycle.htDcPeriod, builtinMetadata.htDcPeriodMetadata],
463
+ ['htDcPhase', cycle.htDcPhase, builtinMetadata.htDcPhaseMetadata],
464
+ ['htPhasor', cycle.htPhasor, builtinMetadata.htPhasorMetadata],
465
+ ['htSine', cycle.htSine, builtinMetadata.htSineMetadata],
466
+ ['htTrendMode', cycle.htTrendMode, builtinMetadata.htTrendModeMetadata],
467
+ ['htTrendline', cycle.htTrendline, builtinMetadata.htTrendlineMetadata],
468
+ ],
469
+ statistic: [
470
+ ['beta', stats.beta, builtinMetadata.betaMetadata],
471
+ ['correl', stats.correl, builtinMetadata.correlMetadata],
472
+ ['rollingMin', stats.rollingMin, builtinMetadata.rollingMinMetadata],
473
+ ['rollingMax', stats.rollingMax, builtinMetadata.rollingMaxMetadata],
474
+ ['rollingSum', stats.rollingSum, builtinMetadata.rollingSumMetadata],
475
+ ['rollingMinIndex', stats.rollingMinIndex, builtinMetadata.rollingMinIndexMetadata],
476
+ ['rollingMaxIndex', stats.rollingMaxIndex, builtinMetadata.rollingMaxIndexMetadata],
477
+ ['rollingMinMax', stats.rollingMinMax, builtinMetadata.rollingMinMaxMetadata],
478
+ ['rollingMinMaxIndex', stats.rollingMinMaxIndex, builtinMetadata.rollingMinMaxIndexMetadata],
479
+ ['shift', fx.shift, builtinMetadata.shiftMetadata],
480
+ ['lag', fx.lag, builtinMetadata.lagMetadata],
481
+ ['diff', fx.difference, builtinMetadata.diffMetadata],
482
+ ['change', fx.change, builtinMetadata.changeMetadata],
483
+ ['fractionalChange', fx.fractionalChange, builtinMetadata.fractionalChangeMetadata],
484
+ ['cum', fx.cumulativeSum, builtinMetadata.cumMetadata],
485
+ ['zScore', fx.zScore, builtinMetadata.zScoreMetadata],
486
+ ['normalize', fx.normalize, builtinMetadata.normalizeMetadata],
487
+ ['rescale', fx.rescale, builtinMetadata.rescaleMetadata],
488
+ ['rollingMedian', fx.rollingMedian, builtinMetadata.rollingMedianMetadata],
489
+ ['mad', fx.rollingMeanAbsoluteDeviation, builtinMetadata.madMetadata],
490
+ ['standardError', fx.standardError, builtinMetadata.standardErrorMetadata],
491
+ ['rollingRank', fx.rollingRank, builtinMetadata.rollingRankMetadata],
492
+ ['percentRank', fx.percentRank, builtinMetadata.percentRankMetadata],
493
+ ['rollingQuantile', fx.rollingQuantile, builtinMetadata.rollingQuantileMetadata],
494
+ ['winsorize', fx.winsorize, builtinMetadata.winsorizeMetadata],
495
+ ['skew', fx.skew, builtinMetadata.skewMetadata],
496
+ ['kurtosis', fx.kurtosis, builtinMetadata.kurtosisMetadata],
497
+ ['entropy', fx.entropy, builtinMetadata.entropyMetadata],
498
+ ['covariance', fx.covariance, builtinMetadata.covarianceMetadata],
499
+ ['rSquared', fx.rSquared, builtinMetadata.rSquaredMetadata],
500
+ ['rollingRegression', fx.rollingRegression, builtinMetadata.rollingRegressionMetadata],
501
+ ['barSince', fx.barSince, builtinMetadata.barSinceMetadata],
502
+ ['valueWhen', fx.valueWhen, builtinMetadata.valueWhenMetadata],
503
+ ['rollingMean', fx.rollingMean, builtinMetadata.rollingMeanMetadata],
504
+ ['rollingBeta', fx.rollingBeta, builtinMetadata.rollingBetaMetadata],
505
+ ['rollingCorrelation', fx.rollingCorrelation, builtinMetadata.rollingCorrelationMetadata],
506
+ ['highestBars', fx.highestBars, builtinMetadata.highestBarsMetadata],
507
+ ['lowestBars', fx.lowestBars, builtinMetadata.lowestBarsMetadata],
508
+ // `period: null` is the disclosed expanding (all-history) window — null and undefined both
509
+ // select it, so the echoed parameters reproduce the computation verbatim.
510
+ ['tosStdevAll', fx.tosStdevAll, builtinMetadata.tosStdevAllMetadata],
511
+ ],
512
+ math: [
513
+ ['acos', math.acos, builtinMetadata.acosMetadata],
514
+ ['asin', math.asin, builtinMetadata.asinMetadata],
515
+ ['atan', math.atan, builtinMetadata.atanMetadata],
516
+ ['ceil', math.ceil, builtinMetadata.ceilMetadata],
517
+ ['cos', math.cos, builtinMetadata.cosMetadata],
518
+ ['cosh', math.cosh, builtinMetadata.coshMetadata],
519
+ ['exp', math.exp, builtinMetadata.expMetadata],
520
+ ['floor', math.floor, builtinMetadata.floorMetadata],
521
+ ['ln', math.ln, builtinMetadata.lnMetadata],
522
+ ['log10', math.log10, builtinMetadata.log10Metadata],
523
+ ['sin', math.sin, builtinMetadata.sinMetadata],
524
+ ['sinh', math.sinh, builtinMetadata.sinhMetadata],
525
+ ['sqrt', math.sqrt, builtinMetadata.sqrtMetadata],
526
+ ['tan', math.tan, builtinMetadata.tanMetadata],
527
+ ['tanh', math.tanh, builtinMetadata.tanhMetadata],
528
+ ['add', math.add, builtinMetadata.addMetadata],
529
+ ['sub', math.sub, builtinMetadata.subMetadata],
530
+ ['mult', math.mult, builtinMetadata.multMetadata],
531
+ ['div', math.div, builtinMetadata.divMetadata],
532
+ ['crossover', math.crossover, builtinMetadata.crossoverMetadata],
533
+ ['crossany', math.crossany, builtinMetadata.crossanyMetadata],
534
+ ],
535
+ performance: [['drawdown', perf.drawdown, builtinMetadata.drawdownMetadata]],
536
+ candlestick: [
537
+ ['cdlDoji', cdlDoji, builtinMetadata.cdlDojiMetadata],
538
+ ['cdlInside', cdlInside, builtinMetadata.cdlInsideMetadata],
539
+ ['cdlZ', cdlZ, builtinMetadata.cdlZMetadata],
540
+ ],
541
+ 'price-action': [
542
+ ['fairValueGaps', pax.fairValueGaps, builtinMetadata.fairValueGapsMetadata],
543
+ ['orderBlocks', pax.orderBlocks, builtinMetadata.orderBlocksMetadata],
544
+ ['liquiditySweeps', pax.liquiditySweeps, builtinMetadata.liquiditySweepsMetadata],
545
+ ['swingTrailingStop', pax.swingTrailingStop, builtinMetadata.swingTrailingStopMetadata],
546
+ ['atrTrailingStop', pax.atrTrailingStop, builtinMetadata.atrTrailingStopMetadata],
547
+ ['equalHighs', pax.equalHighs, builtinMetadata.equalHighsMetadata],
548
+ ['equalLows', pax.equalLows, builtinMetadata.equalLowsMetadata],
549
+ ['divergence', divergence, builtinMetadata.divergenceMetadata],
550
+ ],
551
+ custom: [],
552
+ };
553
+ for (const [category, entries] of Object.entries(BUILTINS)) {
554
+ for (const [name, indicator, metadata] of entries) {
555
+ register({
556
+ name,
557
+ category,
558
+ ...metadata,
559
+ parameters: [...metadata.parameters],
560
+ indicator,
561
+ output: resolveOutputMetadata(name),
562
+ });
563
+ }
564
+ }
565
+ for (const [name, indicator] of Object.entries(candlesticks)) {
566
+ register({
567
+ name,
568
+ category: 'candlestick',
569
+ ...builtinMetadata.candlestickMetadata,
570
+ parameters: [...builtinMetadata.candlestickMetadata.parameters],
571
+ indicator,
572
+ output: resolveOutputMetadata(name),
573
+ });
574
+ }
575
+ // ───────────────────────── documentation generation ─────────────────────────
576
+ /** Render the registry as a Markdown reference table, grouped by category. */
577
+ export function registryMarkdown() {
578
+ const lines = ['# TotalFinance indicator registry', ''];
579
+ lines.push(`Auto-generated from \`@insiderfinance/totalfinance/technical-analysis\` — ${REGISTRY.size} registered indicators.`, '');
580
+ const categories = [
581
+ 'transform',
582
+ 'moving-average',
583
+ 'momentum',
584
+ 'trend',
585
+ 'volatility',
586
+ 'volume',
587
+ 'cycle',
588
+ 'math',
589
+ 'performance',
590
+ 'statistic',
591
+ 'candlestick',
592
+ 'price-action',
593
+ 'custom',
594
+ ];
595
+ for (const cat of categories) {
596
+ const entries = listIndicators(cat).sort((a, b) => a.name.localeCompare(b.name));
597
+ if (entries.length === 0)
598
+ continue;
599
+ lines.push(`## ${cat} (${entries.length})`, '');
600
+ lines.push('| Indicator | Inputs | Parameters | Output |', '| --- | --- | --- | --- |');
601
+ for (const e of entries) {
602
+ lines.push(`| \`${e.name}\` | ${e.inputs} | ${e.parameters.length ? e.parameters.map((p) => `\`${p}\``).join(', ') : '—'} | ${summarizeOutputShape(e.output.value)} |`);
603
+ }
604
+ lines.push('');
605
+ if (cat === 'volatility') {
606
+ // The scale law (pre-publish interface repairs, A3): an annualized estimator never guesses
607
+ // its bars per year, so the reference states the rule beside the table that lists them.
608
+ const annualized = entries
609
+ .filter((e) => e.parameters.includes('annualization'))
610
+ .map((e) => `\`${e.name}\``)
611
+ .join(', ');
612
+ lines.push(`The volatility estimators (${annualized}) require \`annualization\` — the bars per year that scales the`, 'per-bar σ: `252` for daily bars, `52` weekly, `12` monthly, or `1` to read the per-bar σ. There is no', "default, because a per-bar σ handed to `@insiderfinance/totalfinance/volatility`'s realized-vs-implied tools is silently", 'wrong by √252.', '');
613
+ }
614
+ }
615
+ return lines.join('\n');
616
+ }
617
+ /** A compact human summary of an output value shape for the registry Markdown (Wave 6 §4). */
618
+ function summarizeOutputShape(v) {
619
+ if (v.type === 'record')
620
+ return `record{${Object.keys(v.fields).sort().join(', ')}}`;
621
+ if (v.type === 'array')
622
+ return `${summarizeOutputShape(v.items)}[]`;
623
+ return v.type;
624
+ }
625
+ //# sourceMappingURL=registry.js.map