@insiderfinance/totalfinance 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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function minOf(xs) {
|
|
25
|
+
let m = xs[0];
|
|
26
|
+
for (let i = 1; i < xs.length; i++)
|
|
27
|
+
if (xs[i] < m)
|
|
28
|
+
m = xs[i];
|
|
29
|
+
return m;
|
|
30
|
+
}
|
|
31
|
+
export const MOVING_AVERAGE_NAMES = [
|
|
32
|
+
'sma',
|
|
33
|
+
'ema',
|
|
34
|
+
'wma',
|
|
35
|
+
'rma',
|
|
36
|
+
'dema',
|
|
37
|
+
'tema',
|
|
38
|
+
'trima',
|
|
39
|
+
'kama',
|
|
40
|
+
't3',
|
|
41
|
+
'hma',
|
|
42
|
+
'zlema',
|
|
43
|
+
];
|
|
44
|
+
function movingAverageStreamByName(name, period) {
|
|
45
|
+
switch (name) {
|
|
46
|
+
case 'sma':
|
|
47
|
+
return new SmaStream(period);
|
|
48
|
+
case 'ema':
|
|
49
|
+
return new EmaStream(period);
|
|
50
|
+
case 'wma':
|
|
51
|
+
return new WmaStream(period);
|
|
52
|
+
case 'rma':
|
|
53
|
+
return new RmaStream(period);
|
|
54
|
+
case 'dema':
|
|
55
|
+
return new DemaStream(period);
|
|
56
|
+
case 'tema':
|
|
57
|
+
return new TemaStream(period);
|
|
58
|
+
case 'trima':
|
|
59
|
+
return new TrimaStream(period);
|
|
60
|
+
case 'kama':
|
|
61
|
+
return new KamaStream({ period, fast: 2, slow: 30 });
|
|
62
|
+
case 't3':
|
|
63
|
+
return new T3Stream({ period, volumeFactor: 0.7 });
|
|
64
|
+
case 'hma':
|
|
65
|
+
return new HmaStream(period);
|
|
66
|
+
case 'zlema':
|
|
67
|
+
return new ZlemaStream(period);
|
|
68
|
+
}
|
|
69
|
+
}
|
|
70
|
+
function restoreMovingAverageByKind(s) {
|
|
71
|
+
switch (s.kind) {
|
|
72
|
+
case 'sma':
|
|
73
|
+
return SmaStream.fromJSON(s);
|
|
74
|
+
case 'ema':
|
|
75
|
+
return EmaStream.fromJSON(s);
|
|
76
|
+
case 'wma':
|
|
77
|
+
return WmaStream.fromJSON(s);
|
|
78
|
+
case 'rma':
|
|
79
|
+
return RmaStream.fromJSON(s);
|
|
80
|
+
case 'dema':
|
|
81
|
+
return DemaStream.fromJSON(s);
|
|
82
|
+
case 'tema':
|
|
83
|
+
return TemaStream.fromJSON(s);
|
|
84
|
+
case 'trima':
|
|
85
|
+
return TrimaStream.fromJSON(s);
|
|
86
|
+
case 'kama':
|
|
87
|
+
return KamaStream.fromJSON(s);
|
|
88
|
+
case 't3':
|
|
89
|
+
return T3Stream.fromJSON(s);
|
|
90
|
+
case 'hma':
|
|
91
|
+
return HmaStream.fromJSON(s);
|
|
92
|
+
case 'zlema':
|
|
93
|
+
return ZlemaStream.fromJSON(s);
|
|
94
|
+
default:
|
|
95
|
+
throw new InputError(`movingAverage.fromJSON: unknown moving-average snapshot kind "${String(s.kind)}".`, { code: ErrorCode.SnapshotUnknownKind, context: { kind: s.kind } });
|
|
96
|
+
}
|
|
97
|
+
}
|
|
98
|
+
export const movingAverage = withBuiltinMetadata(makeIndicator((p) => movingAverageStreamByName(requireOneOf(p.movingAverageType ?? 'sma', MOVING_AVERAGE_NAMES, 'movingAverage', 'movingAverageType'), requirePeriod(p.period, 'movingAverage')), restoreMovingAverageByKind, nan), builtinMetadata.movingAverageMetadata);
|
|
99
|
+
const MAVP_KEYS = ['minPeriod', 'maxPeriod', 'movingAverageType'];
|
|
100
|
+
export function mavp(input) {
|
|
101
|
+
requireArgumentObject('mavp', 'input', input);
|
|
102
|
+
ensureKnownKeys('mavp', 'input', input, ['series', 'periods', 'parameters']);
|
|
103
|
+
const { series, periods, parameters = {} } = input;
|
|
104
|
+
requireArgumentArray('mavp', 'periods', periods);
|
|
105
|
+
requireArgumentArray('mavp', 'series', series);
|
|
106
|
+
requireArgumentObject('mavp', 'parameters', parameters);
|
|
107
|
+
// Law 12: an unknown param (a `maxperiod` typo) teaches instead of being silently ignored.
|
|
108
|
+
ensureKnownKeys('mavp', 'parameters', parameters, MAVP_KEYS);
|
|
109
|
+
for (const field of ['minPeriod', 'maxPeriod', 'movingAverageType']) {
|
|
110
|
+
if (parameters[field] === null) {
|
|
111
|
+
throw new InputError(`mavp: parameters.${field} must not be null — omit the field to use the default. Received null.`, { code: ErrorCode.InputWrongType, context: { field } });
|
|
112
|
+
}
|
|
113
|
+
}
|
|
114
|
+
const lo = requirePeriod(parameters.minPeriod ?? 2, 'mavp', 'minPeriod');
|
|
115
|
+
const hi = requirePeriod(parameters.maxPeriod ?? 30, 'mavp', 'maxPeriod');
|
|
116
|
+
requireAtMost(lo, hi, 'mavp', 'minPeriod', 'maxPeriod');
|
|
117
|
+
const movingAverageType = requireOneOf(parameters.movingAverageType ?? 'sma', MOVING_AVERAGE_NAMES, 'mavp', 'movingAverageType');
|
|
118
|
+
const arr = Array.from(series);
|
|
119
|
+
requireSameLength(periods.length, arr.length, 'mavp', 'periods', 'series');
|
|
120
|
+
const clamped = Array.from(periods, (p, i) => {
|
|
121
|
+
requireFinite(p, 'mavp', `periods[${i}]`);
|
|
122
|
+
return Math.min(hi, Math.max(lo, Math.round(p)));
|
|
123
|
+
});
|
|
124
|
+
const cache = new Map();
|
|
125
|
+
const out = new Array(arr.length).fill(NaN);
|
|
126
|
+
for (let i = 0; i < arr.length; i++) {
|
|
127
|
+
const period = clamped[i];
|
|
128
|
+
let col = cache.get(period);
|
|
129
|
+
if (!col) {
|
|
130
|
+
col = movingAverage(arr, { period, movingAverageType });
|
|
131
|
+
cache.set(period, col);
|
|
132
|
+
}
|
|
133
|
+
out[i] = col[i];
|
|
134
|
+
}
|
|
135
|
+
return out;
|
|
136
|
+
}
|
|
137
|
+
// ───────────────────────── midpoint / midprice ─────────────────────────
|
|
138
|
+
class MidpointStream {
|
|
139
|
+
period;
|
|
140
|
+
buf = [];
|
|
141
|
+
value = null;
|
|
142
|
+
constructor(period) {
|
|
143
|
+
this.period = period;
|
|
144
|
+
requirePeriod(period, 'MidpointStream');
|
|
145
|
+
}
|
|
146
|
+
next(value) {
|
|
147
|
+
this.buf.push(value);
|
|
148
|
+
if (this.buf.length > this.period)
|
|
149
|
+
this.buf.shift();
|
|
150
|
+
if (this.buf.length < this.period) {
|
|
151
|
+
this.value = null;
|
|
152
|
+
return null;
|
|
153
|
+
}
|
|
154
|
+
this.value = (maxOf(this.buf) + minOf(this.buf)) / 2;
|
|
155
|
+
return this.value;
|
|
156
|
+
}
|
|
157
|
+
toJSON() {
|
|
158
|
+
return snapshotOf('midpoint', { period: this.period, buf: [...this.buf], value: this.value });
|
|
159
|
+
}
|
|
160
|
+
static fromJSON(snapshot) {
|
|
161
|
+
const state = readSnapshot(snapshot, 'midpoint');
|
|
162
|
+
const x = new MidpointStream(state.lookback('period'));
|
|
163
|
+
x.buf = state.numbers('buf');
|
|
164
|
+
x.value = state.cached('value');
|
|
165
|
+
return x;
|
|
166
|
+
}
|
|
167
|
+
}
|
|
168
|
+
export const midpoint = withBuiltinMetadata(makeIndicator((p) => new MidpointStream(requirePeriod(p.period, 'midpoint')), MidpointStream.fromJSON, nan), builtinMetadata.midpointMetadata);
|
|
169
|
+
class MidpriceStream {
|
|
170
|
+
period;
|
|
171
|
+
highs = [];
|
|
172
|
+
lows = [];
|
|
173
|
+
value = null;
|
|
174
|
+
constructor(period) {
|
|
175
|
+
this.period = period;
|
|
176
|
+
requirePeriod(period, 'MidpriceStream', 'period', 1, 'bars');
|
|
177
|
+
}
|
|
178
|
+
next(bar) {
|
|
179
|
+
this.highs.push(bar.high);
|
|
180
|
+
this.lows.push(bar.low);
|
|
181
|
+
if (this.highs.length > this.period) {
|
|
182
|
+
this.highs.shift();
|
|
183
|
+
this.lows.shift();
|
|
184
|
+
}
|
|
185
|
+
if (this.highs.length < this.period) {
|
|
186
|
+
this.value = null;
|
|
187
|
+
return null;
|
|
188
|
+
}
|
|
189
|
+
this.value = (maxOf(this.highs) + minOf(this.lows)) / 2;
|
|
190
|
+
return this.value;
|
|
191
|
+
}
|
|
192
|
+
toJSON() {
|
|
193
|
+
return snapshotOf('midprice', {
|
|
194
|
+
period: this.period,
|
|
195
|
+
highs: [...this.highs],
|
|
196
|
+
lows: [...this.lows],
|
|
197
|
+
value: this.value,
|
|
198
|
+
});
|
|
199
|
+
}
|
|
200
|
+
static fromJSON(snapshot) {
|
|
201
|
+
const state = readSnapshot(snapshot, 'midprice');
|
|
202
|
+
const x = new MidpriceStream(state.lookback('period'));
|
|
203
|
+
x.highs = state.numbers('highs');
|
|
204
|
+
x.lows = state.numbers('lows');
|
|
205
|
+
x.value = state.cached('value');
|
|
206
|
+
return x;
|
|
207
|
+
}
|
|
208
|
+
}
|
|
209
|
+
export const midprice = withBuiltinMetadata(makeIndicator((p) => new MidpriceStream(requirePeriod(p.period, 'midprice', 'period', 1, 'bars')), MidpriceStream.fromJSON, nan), builtinMetadata.midpriceMetadata);
|
|
210
|
+
// ───────────────────────── bop — balance of power ─────────────────────────
|
|
211
|
+
class BopStream {
|
|
212
|
+
value = null;
|
|
213
|
+
next(bar) {
|
|
214
|
+
const range = bar.high - bar.low;
|
|
215
|
+
const open = bar.open ?? bar.close;
|
|
216
|
+
this.value = range === 0 ? 0 : (bar.close - open) / range;
|
|
217
|
+
return this.value;
|
|
218
|
+
}
|
|
219
|
+
toJSON() {
|
|
220
|
+
return snapshotOf('bop', { value: this.value });
|
|
221
|
+
}
|
|
222
|
+
static fromJSON(snapshot) {
|
|
223
|
+
const state = readSnapshot(snapshot, 'bop');
|
|
224
|
+
const x = new BopStream();
|
|
225
|
+
x.value = state.cached('value');
|
|
226
|
+
return x;
|
|
227
|
+
}
|
|
228
|
+
}
|
|
229
|
+
export const bop = withBuiltinMetadata(makeIndicator(() => new BopStream(), BopStream.fromJSON, nan), builtinMetadata.bopMetadata);
|
|
230
|
+
// ───────────────────────── stochFast ─────────────────────────
|
|
231
|
+
// A true alias of `stochastic` (one implementation): with the default `smoothK: 1` the stochastic
|
|
232
|
+
// IS the fast stochastic. Registered under both names; see `bars.ts`.
|
|
233
|
+
export { stochFast } from './bars.js';
|
|
234
|
+
class BetaStream {
|
|
235
|
+
period;
|
|
236
|
+
prev = null;
|
|
237
|
+
rx = [];
|
|
238
|
+
ry = [];
|
|
239
|
+
value = null;
|
|
240
|
+
constructor(period) {
|
|
241
|
+
this.period = period;
|
|
242
|
+
requirePeriod(period, 'BetaStream', 'period', 1, 'pair');
|
|
243
|
+
}
|
|
244
|
+
next(pair) {
|
|
245
|
+
if (this.prev === null || this.prev.x === 0 || this.prev.y === 0) {
|
|
246
|
+
this.prev = pair;
|
|
247
|
+
this.value = null;
|
|
248
|
+
return null;
|
|
249
|
+
}
|
|
250
|
+
this.rx.push((pair.x - this.prev.x) / this.prev.x);
|
|
251
|
+
this.ry.push((pair.y - this.prev.y) / this.prev.y);
|
|
252
|
+
this.prev = pair;
|
|
253
|
+
if (this.rx.length > this.period) {
|
|
254
|
+
this.rx.shift();
|
|
255
|
+
this.ry.shift();
|
|
256
|
+
}
|
|
257
|
+
if (this.rx.length < this.period) {
|
|
258
|
+
this.value = null;
|
|
259
|
+
return null;
|
|
260
|
+
}
|
|
261
|
+
const n = this.period;
|
|
262
|
+
let sx = 0;
|
|
263
|
+
let sy = 0;
|
|
264
|
+
let sxy = 0;
|
|
265
|
+
let syy = 0;
|
|
266
|
+
for (let i = 0; i < n; i++) {
|
|
267
|
+
sx += this.rx[i];
|
|
268
|
+
sy += this.ry[i];
|
|
269
|
+
sxy += this.rx[i] * this.ry[i];
|
|
270
|
+
syy += this.ry[i] * this.ry[i];
|
|
271
|
+
}
|
|
272
|
+
const covariance = sxy / n - (sx / n) * (sy / n);
|
|
273
|
+
const varY = syy / n - (sy / n) * (sy / n);
|
|
274
|
+
this.value = varY === 0 ? 0 : covariance / varY;
|
|
275
|
+
return this.value;
|
|
276
|
+
}
|
|
277
|
+
toJSON() {
|
|
278
|
+
return snapshotOf('beta', {
|
|
279
|
+
period: this.period,
|
|
280
|
+
prev: this.prev,
|
|
281
|
+
rx: [...this.rx],
|
|
282
|
+
ry: [...this.ry],
|
|
283
|
+
value: this.value,
|
|
284
|
+
});
|
|
285
|
+
}
|
|
286
|
+
static fromJSON(snapshot) {
|
|
287
|
+
const state = readSnapshot(snapshot, 'beta');
|
|
288
|
+
const x = new BetaStream(state.lookback('period'));
|
|
289
|
+
x.prev = state.recordOrNull('prev');
|
|
290
|
+
x.rx = state.numbers('rx');
|
|
291
|
+
x.ry = state.numbers('ry');
|
|
292
|
+
x.value = state.cached('value');
|
|
293
|
+
return x;
|
|
294
|
+
}
|
|
295
|
+
}
|
|
296
|
+
export const beta = withBuiltinMetadata(makeIndicator((p) => new BetaStream(requirePeriod(p.period, 'beta', 'period', 1, 'pair')), BetaStream.fromJSON, nan), builtinMetadata.betaMetadata);
|
|
297
|
+
class CorrelStream {
|
|
298
|
+
period;
|
|
299
|
+
xs = [];
|
|
300
|
+
ys = [];
|
|
301
|
+
value = null;
|
|
302
|
+
constructor(period) {
|
|
303
|
+
this.period = period;
|
|
304
|
+
requirePeriod(period, 'CorrelStream', 'period', 1, 'pair');
|
|
305
|
+
}
|
|
306
|
+
next(pair) {
|
|
307
|
+
this.xs.push(pair.x);
|
|
308
|
+
this.ys.push(pair.y);
|
|
309
|
+
if (this.xs.length > this.period) {
|
|
310
|
+
this.xs.shift();
|
|
311
|
+
this.ys.shift();
|
|
312
|
+
}
|
|
313
|
+
if (this.xs.length < this.period) {
|
|
314
|
+
this.value = null;
|
|
315
|
+
return null;
|
|
316
|
+
}
|
|
317
|
+
const n = this.period;
|
|
318
|
+
let sx = 0;
|
|
319
|
+
let sy = 0;
|
|
320
|
+
let sxx = 0;
|
|
321
|
+
let syy = 0;
|
|
322
|
+
let sxy = 0;
|
|
323
|
+
for (let i = 0; i < n; i++) {
|
|
324
|
+
sx += this.xs[i];
|
|
325
|
+
sy += this.ys[i];
|
|
326
|
+
sxx += this.xs[i] * this.xs[i];
|
|
327
|
+
syy += this.ys[i] * this.ys[i];
|
|
328
|
+
sxy += this.xs[i] * this.ys[i];
|
|
329
|
+
}
|
|
330
|
+
const denom = Math.sqrt((n * sxx - sx * sx) * (n * syy - sy * sy));
|
|
331
|
+
this.value = denom === 0 ? 0 : (n * sxy - sx * sy) / denom;
|
|
332
|
+
return this.value;
|
|
333
|
+
}
|
|
334
|
+
toJSON() {
|
|
335
|
+
return snapshotOf('correl', {
|
|
336
|
+
period: this.period,
|
|
337
|
+
xs: [...this.xs],
|
|
338
|
+
ys: [...this.ys],
|
|
339
|
+
value: this.value,
|
|
340
|
+
});
|
|
341
|
+
}
|
|
342
|
+
static fromJSON(snapshot) {
|
|
343
|
+
const state = readSnapshot(snapshot, 'correl');
|
|
344
|
+
const x = new CorrelStream(state.lookback('period'));
|
|
345
|
+
x.xs = state.numbers('xs');
|
|
346
|
+
x.ys = state.numbers('ys');
|
|
347
|
+
x.value = state.cached('value');
|
|
348
|
+
return x;
|
|
349
|
+
}
|
|
350
|
+
}
|
|
351
|
+
export const correl = withBuiltinMetadata(makeIndicator((p) => new CorrelStream(requirePeriod(p.period, 'correl', 'period', 1, 'pair')), CorrelStream.fromJSON, nan), builtinMetadata.correlMetadata);
|
|
352
|
+
/** Zip two equal-length series into the `Pair[]` that `beta` / `correl` consume. Throws on a length
|
|
353
|
+
* mismatch — silent truncation would mask a benchmark/asset alignment bug. */
|
|
354
|
+
export function pairs(x, y) {
|
|
355
|
+
requireArgumentArray('pairs', 'y', y);
|
|
356
|
+
requireArgumentArray('pairs', 'x', x);
|
|
357
|
+
const n = requireSameLength(x.length, y.length, 'pairs', 'x', 'y');
|
|
358
|
+
const out = new Array(n);
|
|
359
|
+
for (let i = 0; i < n; i++)
|
|
360
|
+
out[i] = { x: x[i], y: y[i] };
|
|
361
|
+
return out;
|
|
362
|
+
}
|
|
363
|
+
class RollStream {
|
|
364
|
+
buf = [];
|
|
365
|
+
value = null;
|
|
366
|
+
period;
|
|
367
|
+
mode;
|
|
368
|
+
constructor(parameters) {
|
|
369
|
+
requireStreamParameters('RollStream.constructor#0', 'RollStream', parameters);
|
|
370
|
+
const { period, mode } = parameters;
|
|
371
|
+
this.period = period;
|
|
372
|
+
this.mode = mode;
|
|
373
|
+
}
|
|
374
|
+
next(value) {
|
|
375
|
+
this.buf.push(value);
|
|
376
|
+
if (this.buf.length > this.period)
|
|
377
|
+
this.buf.shift();
|
|
378
|
+
if (this.buf.length < this.period) {
|
|
379
|
+
this.value = null;
|
|
380
|
+
return null;
|
|
381
|
+
}
|
|
382
|
+
switch (this.mode) {
|
|
383
|
+
case 'sum': {
|
|
384
|
+
let s = 0;
|
|
385
|
+
for (const x of this.buf)
|
|
386
|
+
s += x;
|
|
387
|
+
this.value = s;
|
|
388
|
+
break;
|
|
389
|
+
}
|
|
390
|
+
case 'min':
|
|
391
|
+
this.value = minOf(this.buf);
|
|
392
|
+
break;
|
|
393
|
+
case 'max':
|
|
394
|
+
this.value = maxOf(this.buf);
|
|
395
|
+
break;
|
|
396
|
+
case 'minIndex': {
|
|
397
|
+
let idx = 0;
|
|
398
|
+
for (let i = 1; i < this.period; i++)
|
|
399
|
+
if (this.buf[i] < this.buf[idx])
|
|
400
|
+
idx = i;
|
|
401
|
+
this.value = this.period - 1 - idx; // bars ago (0 = current)
|
|
402
|
+
break;
|
|
403
|
+
}
|
|
404
|
+
case 'maxIndex': {
|
|
405
|
+
let idx = 0;
|
|
406
|
+
for (let i = 1; i < this.period; i++)
|
|
407
|
+
if (this.buf[i] > this.buf[idx])
|
|
408
|
+
idx = i;
|
|
409
|
+
this.value = this.period - 1 - idx;
|
|
410
|
+
break;
|
|
411
|
+
}
|
|
412
|
+
}
|
|
413
|
+
return this.value;
|
|
414
|
+
}
|
|
415
|
+
toJSON() {
|
|
416
|
+
return snapshotOf(`roll:${this.mode}`, {
|
|
417
|
+
period: this.period,
|
|
418
|
+
buf: [...this.buf],
|
|
419
|
+
value: this.value,
|
|
420
|
+
});
|
|
421
|
+
}
|
|
422
|
+
static restore(mode) {
|
|
423
|
+
return (s) => {
|
|
424
|
+
const state = readSnapshot(s, `roll:${mode}`);
|
|
425
|
+
const x = new RollStream({ period: state.lookback('period'), mode });
|
|
426
|
+
x.buf = state.numbers('buf');
|
|
427
|
+
x.value = state.cached('value');
|
|
428
|
+
return x;
|
|
429
|
+
};
|
|
430
|
+
}
|
|
431
|
+
}
|
|
432
|
+
function rollFacade(mode) {
|
|
433
|
+
// Teaching errors must show a CALLABLE name (`rollingMin(series, …)`), not the internal
|
|
434
|
+
// `rolling:min` stream kind.
|
|
435
|
+
const fnName = `rolling${mode[0].toUpperCase()}${mode.slice(1)}`;
|
|
436
|
+
return makeIndicator((p) => new RollStream({ period: requirePeriod(p.period, fnName), mode }), RollStream.restore(mode), nan);
|
|
437
|
+
}
|
|
438
|
+
export const rollingMin = withBuiltinMetadata(rollFacade('min'), builtinMetadata.rollingMinMetadata);
|
|
439
|
+
export const rollingMax = withBuiltinMetadata(rollFacade('max'), builtinMetadata.rollingMaxMetadata);
|
|
440
|
+
export const rollingSum = withBuiltinMetadata(rollFacade('sum'), builtinMetadata.rollingSumMetadata);
|
|
441
|
+
/** Bars ago (0 = current bar) of the lowest value in the window. */
|
|
442
|
+
export const rollingMinIndex = withBuiltinMetadata(rollFacade('minIndex'), builtinMetadata.rollingMinIndexMetadata);
|
|
443
|
+
/** Bars ago (0 = current bar) of the highest value in the window. */
|
|
444
|
+
export const rollingMaxIndex = withBuiltinMetadata(rollFacade('maxIndex'), builtinMetadata.rollingMaxIndexMetadata);
|
|
445
|
+
class MinMaxStream {
|
|
446
|
+
period;
|
|
447
|
+
buf = [];
|
|
448
|
+
value = null;
|
|
449
|
+
constructor(period) {
|
|
450
|
+
this.period = period;
|
|
451
|
+
requirePeriod(period, 'MinMaxStream');
|
|
452
|
+
}
|
|
453
|
+
next(value) {
|
|
454
|
+
this.buf.push(value);
|
|
455
|
+
if (this.buf.length > this.period)
|
|
456
|
+
this.buf.shift();
|
|
457
|
+
if (this.buf.length < this.period) {
|
|
458
|
+
this.value = null;
|
|
459
|
+
return null;
|
|
460
|
+
}
|
|
461
|
+
this.value = { min: minOf(this.buf), max: maxOf(this.buf) };
|
|
462
|
+
return this.value;
|
|
463
|
+
}
|
|
464
|
+
toJSON() {
|
|
465
|
+
return snapshotOf('rollingMinMax', {
|
|
466
|
+
period: this.period,
|
|
467
|
+
buf: [...this.buf],
|
|
468
|
+
value: this.value,
|
|
469
|
+
});
|
|
470
|
+
}
|
|
471
|
+
static fromJSON(snapshot) {
|
|
472
|
+
const state = readSnapshot(snapshot, 'rollingMinMax');
|
|
473
|
+
const x = new MinMaxStream(state.lookback('period'));
|
|
474
|
+
x.buf = state.numbers('buf');
|
|
475
|
+
x.value = state.cached('value');
|
|
476
|
+
return x;
|
|
477
|
+
}
|
|
478
|
+
}
|
|
479
|
+
export const rollingMinMax = withBuiltinMetadata(makeIndicator((p) => new MinMaxStream(requirePeriod(p.period, 'rollingMinMax')), MinMaxStream.fromJSON, () => ({ min: NaN, max: NaN })), builtinMetadata.rollingMinMaxMetadata);
|
|
480
|
+
class MinMaxIndexStream {
|
|
481
|
+
period;
|
|
482
|
+
buf = [];
|
|
483
|
+
value = null;
|
|
484
|
+
constructor(period) {
|
|
485
|
+
this.period = period;
|
|
486
|
+
requirePeriod(period, 'MinMaxIndexStream');
|
|
487
|
+
}
|
|
488
|
+
next(value) {
|
|
489
|
+
this.buf.push(value);
|
|
490
|
+
if (this.buf.length > this.period)
|
|
491
|
+
this.buf.shift();
|
|
492
|
+
if (this.buf.length < this.period) {
|
|
493
|
+
this.value = null;
|
|
494
|
+
return null;
|
|
495
|
+
}
|
|
496
|
+
let lo = 0;
|
|
497
|
+
let hi = 0;
|
|
498
|
+
for (let i = 1; i < this.period; i++) {
|
|
499
|
+
if (this.buf[i] < this.buf[lo])
|
|
500
|
+
lo = i;
|
|
501
|
+
if (this.buf[i] > this.buf[hi])
|
|
502
|
+
hi = i;
|
|
503
|
+
}
|
|
504
|
+
this.value = { minIndex: this.period - 1 - lo, maxIndex: this.period - 1 - hi };
|
|
505
|
+
return this.value;
|
|
506
|
+
}
|
|
507
|
+
toJSON() {
|
|
508
|
+
return snapshotOf('rollingMinMaxIndex', {
|
|
509
|
+
period: this.period,
|
|
510
|
+
buf: [...this.buf],
|
|
511
|
+
value: this.value,
|
|
512
|
+
});
|
|
513
|
+
}
|
|
514
|
+
static fromJSON(snapshot) {
|
|
515
|
+
const state = readSnapshot(snapshot, 'rollingMinMaxIndex');
|
|
516
|
+
const x = new MinMaxIndexStream(state.lookback('period'));
|
|
517
|
+
x.buf = state.numbers('buf');
|
|
518
|
+
x.value = state.cached('value');
|
|
519
|
+
return x;
|
|
520
|
+
}
|
|
521
|
+
}
|
|
522
|
+
export const rollingMinMaxIndex = withBuiltinMetadata(makeIndicator((p) => new MinMaxIndexStream(requirePeriod(p.period, 'rollingMinMaxIndex')), MinMaxIndexStream.fromJSON, () => ({ minIndex: NaN, maxIndex: NaN })), builtinMetadata.rollingMinMaxIndexMetadata);
|
|
523
|
+
export { MidpointStream, MidpriceStream, BopStream, BetaStream, CorrelStream, RollStream, MinMaxStream, MinMaxIndexStream, };
|
|
524
|
+
//# sourceMappingURL=statistics.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,14 @@
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1
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+
/**
|
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2
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+
* Constructor-boundary validation for the public Stream classes (spec 3B.1b).
|
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3
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+
*
|
|
4
|
+
* The facades validate through `makeIndicator`'s resolve step, but the exported Stream classes are
|
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5
|
+
* a BACK DOOR beside that front door: `new AlmaStream({ period: null })` built a stream whose
|
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6
|
+
* state was `weights: [null], denom: 0` with no error — 68 constructors were convicted on every
|
|
7
|
+
* mutation class. A constructor takes fully RESOLVED parameters (the facade applies declared
|
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8
|
+
* defaults before constructing), so its contract is all-required and validates against the same
|
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9
|
+
* checker-generated specs as every other boundary.
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10
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+
*
|
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11
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+
* This module is package-internal — absent from the exports map, like the generated specs it reads.
|
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12
|
+
*/
|
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13
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+
export declare function requireStreamParameters(specKey: string, className: string, parameters: unknown): void;
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14
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+
//# sourceMappingURL=stream-validation.d.ts.map
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@@ -0,0 +1 @@
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|
1
|
+
{"version":3,"file":"stream-validation.d.ts","sourceRoot":"","sources":["../src/stream-validation.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAKH,wBAAgB,uBAAuB,CACrC,OAAO,EAAE,MAAM,EACf,SAAS,EAAE,MAAM,EACjB,UAAU,EAAE,OAAO,GAClB,IAAI,CAqBN"}
|
|
@@ -0,0 +1,35 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Constructor-boundary validation for the public Stream classes (spec 3B.1b).
|
|
3
|
+
*
|
|
4
|
+
* The facades validate through `makeIndicator`'s resolve step, but the exported Stream classes are
|
|
5
|
+
* a BACK DOOR beside that front door: `new AlmaStream({ period: null })` built a stream whose
|
|
6
|
+
* state was `weights: [null], denom: 0` with no error — 68 constructors were convicted on every
|
|
7
|
+
* mutation class. A constructor takes fully RESOLVED parameters (the facade applies declared
|
|
8
|
+
* defaults before constructing), so its contract is all-required and validates against the same
|
|
9
|
+
* checker-generated specs as every other boundary.
|
|
10
|
+
*
|
|
11
|
+
* This module is package-internal — absent from the exports map, like the generated specs it reads.
|
|
12
|
+
*/
|
|
13
|
+
import { validateClosedRequest } from '../../core/dist/index.js';
|
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14
|
+
import { VALIDATION_SPECS } from './generated/validation-specs.js';
|
|
15
|
+
export function requireStreamParameters(specKey, className, parameters) {
|
|
16
|
+
const specification = VALIDATION_SPECS[specKey];
|
|
17
|
+
if (specification === undefined) {
|
|
18
|
+
throw new Error(`${className}: no generated validation spec for '${specKey}' — run \`pnpm validation:update\``);
|
|
19
|
+
}
|
|
20
|
+
validateClosedRequest(className, parameters, specification, {
|
|
21
|
+
argumentName: 'parameters',
|
|
22
|
+
subject: true,
|
|
23
|
+
// A constructor's values are inherently caller-specific, so the useful correction (C11) is the
|
|
24
|
+
// key skeleton plus the real front door: the facade's stream factory applies the declared
|
|
25
|
+
// defaults this raw constructor deliberately does not.
|
|
26
|
+
exampleCall: () => {
|
|
27
|
+
const required = specification.fields
|
|
28
|
+
.filter((field) => field.optional !== true)
|
|
29
|
+
.map((field) => field.name)
|
|
30
|
+
.join(', ');
|
|
31
|
+
return `new ${className}({ ${required} }) — every parameter RESOLVED; prefer the indicator's .stream(…) factory, which applies the declared defaults`;
|
|
32
|
+
},
|
|
33
|
+
});
|
|
34
|
+
}
|
|
35
|
+
//# sourceMappingURL=stream-validation.js.map
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@@ -0,0 +1 @@
|
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|
1
|
+
{"version":3,"file":"stream-validation.js","sourceRoot":"","sources":["../src/stream-validation.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAEH,OAAO,EAAE,qBAAqB,EAAE,MAAM,0BAAoB,CAAC;AAC3D,OAAO,EAAE,gBAAgB,EAAE,MAAM,iCAAiC,CAAC;AAEnE,MAAM,UAAU,uBAAuB,CACrC,OAAe,EACf,SAAiB,EACjB,UAAmB;IAEnB,MAAM,aAAa,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAC;IAChD,IAAI,aAAa,KAAK,SAAS,EAAE,CAAC;QAChC,MAAM,IAAI,KAAK,CACb,GAAG,SAAS,uCAAuC,OAAO,oCAAoC,CAC/F,CAAC;IACJ,CAAC;IACD,qBAAqB,CAAC,SAAS,EAAE,UAAU,EAAE,aAAa,EAAE;QAC1D,YAAY,EAAE,YAAY;QAC1B,OAAO,EAAE,IAAI;QACb,+FAA+F;QAC/F,0FAA0F;QAC1F,uDAAuD;QACvD,WAAW,EAAE,GAAG,EAAE;YAChB,MAAM,QAAQ,GAAG,aAAa,CAAC,MAAM;iBAClC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,QAAQ,KAAK,IAAI,CAAC;iBAC1C,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,CAAC;iBAC1B,IAAI,CAAC,IAAI,CAAC,CAAC;YACd,OAAO,OAAO,SAAS,MAAM,QAAQ,gHAAgH,CAAC;QACxJ,CAAC;KACF,CAAC,CAAC;AACL,CAAC"}
|