@insiderfinance/totalfinance 0.1.0

package/modules/technical-analysis/src/warmup.ts

@@ -0,0 +1,322 @@
+/**
+ * Per-indicator warmup / lookahead / displacement introspection (spec §13.5).
+ *
+ * `warmup` is the number of leading bars before an indicator emits its first real value — exactly
+ * what `indicator.explain(input, parameters).diagnostics.warmup` reports (the one-envelope law).
+ * `indicatorWarmups` measures it for every registered indicator at a canonical parameter set, on a
+ * long synthetic probe series, so the numbers are authoritative (derived, not hand-written
+ * formulas).
+ *
+ * **Lookahead is zero for every indicator.** Batch output is DERIVED from a left-to-right stream
+ * (`collect`), so no output can depend on a future bar — causality is structural, not a per-indicator
+ * property. **Displacement is zero too:** TotalFinance returns each value aligned to the bar it is
+ * computed on. (Charting platforms plot some indicators displaced — Ichimoku's leading spans 26 bars
+ * ahead, the classic DPO shifted back — but TotalFinance never plot-shifts; align downstream if needed.)
+ */
+
+import { ErrorCode, InputError } from '@totalfinance/core';
+import type { BarInput, Indicator } from './framework.js';
+import { resolveIndicator } from './aliases.js';
+import {
+  listIndicators,
+  type IndicatorCategory,
+  type IndicatorInputs,
+  type RegisteredIndicator,
+} from './registry.js';
+import { pairs, type Pair } from './statistics.js';
+
+/** Canonical value for each parameter name in the registry (covers every declared param). */
+const CANONICAL: Readonly<Record<string, unknown>> = {
+  above: 0,
+  accelInitLong: 0.02,
+  accelInitShort: 0.02,
+  accelLong: 0.02,
+  accelMaxLong: 0.2,
+  accelMaxShort: 0.2,
+  accelShort: 0.02,
+  anchor: 'high',
+  annualization: 252,
+  atrPeriod: 14,
+  bars: 10,
+  base: 26,
+  bollingerBandPeriod: 20,
+  bollingerStandardDeviations: 2,
+  below: 0,
+  cmoPeriod: 9,
+  coefficient: 0.2,
+  conversion: 9,
+  cycle: 10,
+  dPeriod: 3,
+  ddof: 1,
+  displacement: 26,
+  drift: 1,
+  factor: 4.236,
+  fast: 12,
+  fastLimit: 0.5,
+  fastMovingAverageType: 'ema',
+  gamma: 0.5,
+  narrowKeltnerChannelMultiplier: 1,
+  kPeriod: 14,
+  keltnerChannelMultiplier: 1.5,
+  keltnerChannelPeriod: 20,
+  kinds: ['bullish', 'bearish', 'hiddenBullish', 'hiddenBearish'],
+  levels: 10,
+  long: 25,
+  longRoc: 14,
+  lookback: 20,
+  lower: 0.05,
+  wideKeltnerChannelMultiplier: 2,
+  movingAverageType: 'ema',
+  max: 0.2,
+  medium: 14,
+  normalKeltnerChannelMultiplier: 1.5,
+  min: 0,
+  minimumGapPercent: 0,
+  multiplier: 2,
+  levelSmoothing: 0.2,
+  trendSmoothing: 0.1,
+  accelerationSmoothing: 0.1,
+  varianceSmoothing: 0.1,
+  occurrence: 0,
+  offset: 0.85,
+  offsetOnReverse: 0,
+  period: 14,
+  periods: [5, 10, 20],
+  phase: 0,
+  power: 1,
+  quantile: 0.5,
+  rankPeriod: 100,
+  resetEvery: 20,
+  rocPeriod: 10,
+  rocPeriods: [10, 15, 20, 30],
+  rsiPeriod: 14,
+  runLength: 2,
+  rviPeriod: 14,
+  sample: true,
+  scalar: 1,
+  scale: 10000,
+  short: 13,
+  shortRoc: 11,
+  sigma: 6,
+  signal: 9,
+  signalMovingAverageType: 'ema',
+  signed: false,
+  slow: 26,
+  slowLimit: 0.05,
+  slowMovingAverageType: 'ema',
+  smaPeriods: [10, 10, 10, 15],
+  smooth: 5,
+  smoothK: 1,
+  spanB: 52,
+  startValue: 0,
+  standardDeviation: 2,
+  stds: [1, 2, 3],
+  stdevPeriod: 14,
+  step: 0.02,
+  stochPeriod: 14,
+  streakPeriod: 2,
+  strength: 2,
+  strict: false,
+  swing: { left: 5, right: 5 },
+  talib: false,
+  tolerance: 0.001,
+  upper: 0.95,
+  volumeCutoff: 2.5,
+  volumeFactor: 0.7,
+  wma: 10,
+  wickMultiplier: 1.5,
+};
+
+/** Per-indicator overrides where a shared parameter name means different things. */
+const OVERRIDES: Readonly<Record<string, Record<string, unknown>>> = {
+  // `anchor` is a 0-based bar index here, not the 'high'/'low' mode used by rollingAnchoredVwap.
+  anchoredVwap: { anchor: 0 },
+  ebsw: { period: 40 },
+};
+
+export interface WarmupMetadata {
+  name: string;
+  category: IndicatorCategory;
+  inputs: IndicatorInputs;
+  /** The canonical parameters used to measure the warmup. */
+  parameters: Record<string, unknown>;
+  /** Leading bars before the first real value, or `null` if it never emitted within the probe. */
+  warmup: number | null;
+}
+
+function buildParams(name: string, paramNames: readonly string[]): Record<string, unknown> {
+  const ov = OVERRIDES[name];
+  const parameters: Record<string, unknown> = {};
+  for (const p of paramNames) {
+    if (ov && p in ov) {
+      parameters[p] = ov[p];
+      continue;
+    }
+    // CANONICAL must cover EVERY declared parameter: a gap would silently probe with `undefined`
+    // and print `undefined` into the generated reference (design law #4 — fail loudly instead).
+    if (!(p in CANONICAL)) {
+      throw new InputError(
+        `indicatorWarmups: no canonical value for parameter "${p}" of "${name}" — add it to CANONICAL in warmup.ts.`,
+        { code: ErrorCode.InputMissingField, context: { indicator: name, parameter: p } },
+      );
+    }
+    parameters[p] = CANONICAL[p];
+  }
+  return parameters;
+}
+
+function probeInputs(length: number): { series: number[]; bars: BarInput[]; pair: Pair[] } {
+  const series = Array.from(
+    { length },
+    (_, i) => 100 + Math.sin(i / 5) * 8 + i * 0.1 + (i % 7 === 0 ? 2 : -1),
+  );
+  const bars: BarInput[] = series.map((c, i) => {
+    const open = i === 0 ? c : series[i - 1]!;
+    return {
+      open,
+      high: Math.max(open, c) + 1 + (i % 3) * 0.5,
+      low: Math.min(open, c) - 1 - (i % 4) * 0.3,
+      close: c,
+      volume: 1000 + ((i * 53) % 400),
+    };
+  });
+  const other = series.map((v, i) => v + Math.cos(i / 4) * 3);
+  return { series, bars, pair: pairs(series, other) };
+}
+
+/**
+ * The longest probe one warmup measurement will synthesize (2026-08-23 review, P0 "unbounded work"):
+ * `Number.isInteger(1e308)` is `true`, so the old check let a probeLength reach the probe builders as
+ * an unfinishable allocation — the probe materializes a series, a bar object PER element, and a pair
+ * series, then runs the indicator's full `explain` over all of it (the bulk API does so for every
+ * registered indicator, ~335 of them). Warmup is a property of an indicator's first few hundred bars;
+ * the 512 default already measures every registered indicator, and 100,000 bars (~20 MB of probe,
+ * seconds across the bulk sweep) leaves two decades of headroom.
+ */
+const MAX_PROBE_LENGTH = 100_000;
+
+function requireProbeLength(functionName: string, probeLength: number): void {
+  if (!Number.isSafeInteger(probeLength) || probeLength < 8 || probeLength > MAX_PROBE_LENGTH) {
+    throw new InputError(
+      `${functionName}: probeLength must be an integer in [8, ${MAX_PROBE_LENGTH.toLocaleString('en-US')}] — the probe materializes a synthetic series, bars, and pair of that length and runs each indicator's explain over it, while warmup itself is decided in the first few hundred bars. Received ${String(probeLength)}.\n  e.g. indicatorWarmup('rsi', 512)`,
+      {
+        code: ErrorCode.InputOutOfRange,
+        context: { probeLength, max: MAX_PROBE_LENGTH },
+      },
+    );
+  }
+}
+
+/** Measure one registered indicator's warmup against the probe inputs (shared by the bulk + single API). */
+function measureWarmup(
+  e: RegisteredIndicator,
+  probes: { series: number[]; bars: BarInput[]; pair: Pair[] },
+): WarmupMetadata {
+  const parameters = buildParams(e.name, e.parameters);
+  const input =
+    e.inputs === 'series' ? probes.series : e.inputs === 'bars' ? probes.bars : probes.pair;
+  const ind = e.indicator as Indicator<Record<string, unknown>, unknown, unknown>;
+  const {
+    diagnostics: { warmup },
+  } = ind.explain(input, parameters);
+  return {
+    name: e.name,
+    category: e.category,
+    inputs: e.inputs,
+    parameters,
+    warmup: warmup >= input.length ? null : warmup,
+  };
+}
+
+/**
+ * The warmup of a SINGLE indicator (alias-aware name), measured on a probe series — the targeted
+ * counterpart to {@link indicatorWarmups} for a `describe`-style lookup that shouldn't probe all 335.
+ */
+export function indicatorWarmup(name: string, probeLength = 512): WarmupMetadata {
+  const functionName = 'indicatorWarmup';
+  if (typeof name !== 'string' || name.length === 0) {
+    throw new InputError(`${functionName}: name must be a non-empty string.`, {
+      code: ErrorCode.InputWrongType,
+      context: { name },
+    });
+  }
+  requireProbeLength(functionName, probeLength);
+  const entry = resolveIndicator(name);
+  if (entry === undefined) {
+    throw new InputError(`${functionName}: unknown indicator "${name}".`, {
+      code: ErrorCode.InputInvalidEnum,
+      context: { name },
+    });
+  }
+  return measureWarmup(entry, probeInputs(probeLength));
+}
+
+/**
+ * Measure the warmup of every registered indicator at canonical parameters. `probeLength` must
+ * exceed the longest warmup (default 512 comfortably covers the catalog).
+ */
+export function indicatorWarmups(probeLength = 512): WarmupMetadata[] {
+  requireProbeLength('indicatorWarmups', probeLength);
+  const probes = probeInputs(probeLength);
+  return listIndicators().map((e) => measureWarmup(e, probes));
+}
+
+const CATEGORY_ORDER: readonly IndicatorCategory[] = [
+  'transform',
+  'moving-average',
+  'momentum',
+  'trend',
+  'volatility',
+  'volume',
+  'cycle',
+  'math',
+  'performance',
+  'statistic',
+  'candlestick',
+  'price-action',
+  'custom',
+];
+
+const compactParams = (p: Record<string, unknown>): string => {
+  const keys = Object.keys(p);
+  if (keys.length === 0) return '—';
+  return '`' + keys.map((k) => `${k}=${JSON.stringify(p[k])}`).join(', ') + '`';
+};
+
+/** Render warmup/lookahead/displacement reference as Markdown, grouped by category. */
+export function warmupMarkdown(): string {
+  const infos = indicatorWarmups();
+  const lines: string[] = ['# TotalFinance indicator warmup / lookahead / displacement', ''];
+  lines.push(
+    'Warmup is the number of leading bars before the first real value, measured at the canonical ' +
+      `parameters shown (via \`indicator.explain(...).diagnostics.warmup\`). ${infos.length} indicators.`,
+    '',
+    '**Lookahead: none.** Batch output is derived from a left-to-right stream, so no value depends ' +
+      'on a future bar — causality is structural across the whole catalog.',
+    '',
+    '**Displacement: none.** Each value is aligned to the bar it is computed on. Charting platforms ' +
+      "plot some indicators shifted (Ichimoku's leading spans 26 bars ahead, the classic DPO shifted " +
+      'back); TotalFinance never plot-shifts — apply any display offset downstream.',
+    '',
+  );
+  const byCat = new Map<IndicatorCategory, WarmupMetadata[]>();
+  for (const info of infos)
+    (byCat.get(info.category) ?? byCat.set(info.category, []).get(info.category)!).push(info);
+  for (const cat of CATEGORY_ORDER) {
+    const rows = byCat.get(cat);
+    if (!rows || rows.length === 0) continue;
+    rows.sort((a, b) => a.name.localeCompare(b.name));
+    lines.push(`## ${cat} (${rows.length})`, '');
+    lines.push(
+      '| Indicator | Inputs | Warmup | Canonical parameters |',
+      '| --- | --- | --- | --- |',
+    );
+    for (const r of rows) {
+      lines.push(
+        `| \`${r.name}\` | ${r.inputs} | ${r.warmup === null ? '—' : r.warmup} | ${compactParams(r.parameters)} |`,
+      );
+    }
+    lines.push('');
+  }
+  return lines.join('\n');
+}

package/modules/totalfinance/dist/backtest.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/backtest` — the backtest domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/backtest`. */
+export * from '../../backtest/dist/index.js';
+//# sourceMappingURL=backtest.d.ts.map

package/modules/totalfinance/dist/backtest.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"backtest.d.ts","sourceRoot":"","sources":["../src/backtest.ts"],"names":[],"mappings":"AAAA,qJAAqJ;AACrJ,cAAc,8BAAwB,CAAC"}

package/modules/totalfinance/dist/backtest.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/backtest` — the backtest domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/backtest`. */
+export * from '../../backtest/dist/index.js';
+//# sourceMappingURL=backtest.js.map

package/modules/totalfinance/dist/backtest.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"backtest.js","sourceRoot":"","sources":["../src/backtest.ts"],"names":[],"mappings":"AAAA,qJAAqJ;AACrJ,cAAc,8BAAwB,CAAC"}

package/modules/totalfinance/dist/calendars.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/calendars` — the calendars domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/calendars`. */
+export * from '../../calendars/dist/index.js';
+//# sourceMappingURL=calendars.d.ts.map

package/modules/totalfinance/dist/calendars.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"calendars.d.ts","sourceRoot":"","sources":["../src/calendars.ts"],"names":[],"mappings":"AAAA,wJAAwJ;AACxJ,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/calendars.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/calendars` — the calendars domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/calendars`. */
+export * from '../../calendars/dist/index.js';
+//# sourceMappingURL=calendars.js.map

package/modules/totalfinance/dist/calendars.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"calendars.js","sourceRoot":"","sources":["../src/calendars.ts"],"names":[],"mappings":"AAAA,wJAAwJ;AACxJ,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/commodities.d.ts

@@ -0,0 +1,2 @@
+export * from '../../commodities/dist/index.js';
+//# sourceMappingURL=commodities.d.ts.map

package/modules/totalfinance/dist/commodities.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"commodities.d.ts","sourceRoot":"","sources":["../src/commodities.ts"],"names":[],"mappings":"AAAA,cAAc,iCAA2B,CAAC"}

package/modules/totalfinance/dist/commodities.js

@@ -0,0 +1,2 @@
+export * from '../../commodities/dist/index.js';
+//# sourceMappingURL=commodities.js.map

package/modules/totalfinance/dist/commodities.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"commodities.js","sourceRoot":"","sources":["../src/commodities.ts"],"names":[],"mappings":"AAAA,cAAc,iCAA2B,CAAC"}

package/modules/totalfinance/dist/core.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/core` — the core domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/core`. */
+export * from '../../core/dist/index.js';
+//# sourceMappingURL=core.d.ts.map

package/modules/totalfinance/dist/core.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"core.d.ts","sourceRoot":"","sources":["../src/core.ts"],"names":[],"mappings":"AAAA,yIAAyI;AACzI,cAAc,0BAAoB,CAAC"}

package/modules/totalfinance/dist/core.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/core` — the core domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/core`. */
+export * from '../../core/dist/index.js';
+//# sourceMappingURL=core.js.map

package/modules/totalfinance/dist/core.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"core.js","sourceRoot":"","sources":["../src/core.ts"],"names":[],"mappings":"AAAA,yIAAyI;AACzI,cAAc,0BAAoB,CAAC"}

package/modules/totalfinance/dist/crypto.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/crypto` — the crypto domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/crypto`. */
+export * from '../../crypto/dist/index.js';
+//# sourceMappingURL=crypto.d.ts.map

package/modules/totalfinance/dist/crypto.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"crypto.d.ts","sourceRoot":"","sources":["../src/crypto.ts"],"names":[],"mappings":"AAAA,+IAA+I;AAC/I,cAAc,4BAAsB,CAAC"}

package/modules/totalfinance/dist/crypto.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/crypto` — the crypto domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/crypto`. */
+export * from '../../crypto/dist/index.js';
+//# sourceMappingURL=crypto.js.map

package/modules/totalfinance/dist/crypto.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"crypto.js","sourceRoot":"","sources":["../src/crypto.ts"],"names":[],"mappings":"AAAA,+IAA+I;AAC/I,cAAc,4BAAsB,CAAC"}

package/modules/totalfinance/dist/fixed-income.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/fixed-income` — the fixed-income domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/fixed-income`. */
+export * from '../../fixed-income/dist/index.js';
+//# sourceMappingURL=fixed-income.d.ts.map

package/modules/totalfinance/dist/fixed-income.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"fixed-income.d.ts","sourceRoot":"","sources":["../src/fixed-income.ts"],"names":[],"mappings":"AAAA,iKAAiK;AACjK,cAAc,kCAA4B,CAAC"}

package/modules/totalfinance/dist/fixed-income.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/fixed-income` — the fixed-income domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/fixed-income`. */
+export * from '../../fixed-income/dist/index.js';
+//# sourceMappingURL=fixed-income.js.map

package/modules/totalfinance/dist/fixed-income.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"fixed-income.js","sourceRoot":"","sources":["../src/fixed-income.ts"],"names":[],"mappings":"AAAA,iKAAiK;AACjK,cAAc,kCAA4B,CAAC"}

package/modules/totalfinance/dist/foreign-exchange.d.ts

@@ -0,0 +1,2 @@
+export * from '../../foreign-exchange/dist/index.js';
+//# sourceMappingURL=foreign-exchange.d.ts.map

package/modules/totalfinance/dist/foreign-exchange.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"foreign-exchange.d.ts","sourceRoot":"","sources":["../src/foreign-exchange.ts"],"names":[],"mappings":"AAAA,cAAc,sCAAgC,CAAC"}

package/modules/totalfinance/dist/foreign-exchange.js

@@ -0,0 +1,2 @@
+export * from '../../foreign-exchange/dist/index.js';
+//# sourceMappingURL=foreign-exchange.js.map

package/modules/totalfinance/dist/foreign-exchange.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"foreign-exchange.js","sourceRoot":"","sources":["../src/foreign-exchange.ts"],"names":[],"mappings":"AAAA,cAAc,sCAAgC,CAAC"}

package/modules/totalfinance/dist/fundamentals.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/fundamentals` — the typed-fundamentals domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/fundamentals`. */
+export * from '../../fundamentals/dist/index.js';
+//# sourceMappingURL=fundamentals.d.ts.map

package/modules/totalfinance/dist/fundamentals.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"fundamentals.d.ts","sourceRoot":"","sources":["../src/fundamentals.ts"],"names":[],"mappings":"AAAA,uKAAuK;AACvK,cAAc,kCAA4B,CAAC"}

package/modules/totalfinance/dist/fundamentals.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/fundamentals` — the typed-fundamentals domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/fundamentals`. */
+export * from '../../fundamentals/dist/index.js';
+//# sourceMappingURL=fundamentals.js.map

package/modules/totalfinance/dist/fundamentals.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"fundamentals.js","sourceRoot":"","sources":["../src/fundamentals.ts"],"names":[],"mappings":"AAAA,uKAAuK;AACvK,cAAc,kCAA4B,CAAC"}

package/modules/totalfinance/dist/index.d.ts

@@ -0,0 +1,90 @@
+/**
+ * `@insiderfinance/totalfinance` — the umbrella package (spec DX4.1; topology finalized in alignment-spec P3.3).
+ *
+ * One install, ONE grammar: every domain is a namespace, and only the flagship options-pricing
+ * gestures are hoisted to the top level. There is NO second API here — domain modules share their
+ * implementations inside one self-contained package. For portable browser tree shaking, use named imports from domain
+ * entrypoints (`@insiderfinance/totalfinance/options`, `@insiderfinance/totalfinance/technical-analysis`, `@insiderfinance/totalfinance/math`, …)
+ * or supported feature subpaths such as `@insiderfinance/totalfinance/options/black-scholes`.
+ *
+ * Namespace convenience has a bundler tradeoff: `import { math } from '@insiderfinance/totalfinance'` followed by
+ * `math.normalCdf(0)` retains the whole math namespace in esbuild (issue #1420); Rollup shakes this
+ * static use. Direct `import * as math from '@insiderfinance/totalfinance/math'` with static member use also shakes.
+ * Dynamic namespace access, enumeration, and registries retain the implementations they can reach.
+ * Installation size differs from final bundle size; plain Node ESM does no automatic dead-code
+ * elimination. Facades include validation and `.explain()` services, and indicators carry streaming
+ * support, not just a bare formula. Type-only imports add no runtime code.
+ * See https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/imports-and-bundles.md
+ * and https://github.com/evanw/esbuild/issues/1420.
+ *
+ * Browser default:
+ * ```ts
+ * import { blackScholes } from '@insiderfinance/totalfinance/options';
+ * import { normalCdf } from '@insiderfinance/totalfinance/math';
+ *
+ * blackScholes.call({ spot: 100, strike: 105, timeToExpiryYears: 30 / 365, riskFreeRate: 0.045, volatility: 0.22 });
+ * normalCdf(0); // 0.5
+ * ```
+ *
+ * Root convenience API (with the namespace tradeoff above):
+ * ```ts
+ * import { blackScholes, option, market, engines, technicalAnalysis, volatility } from '@insiderfinance/totalfinance';
+ *
+ * blackScholes.price({ spot: 100, strike: 100, timeToExpiryYears: 1, riskFreeRate: 0.05, volatility: 0.2, type: 'call' });
+ * const c = option.usEquityCall({ underlying: 'AAPL', strike: 200, expiry: '2026-09-18' });
+ * option.price({ contract: c, market: market({ spot: 195, riskFreeRate: 0.045, volatility: 0.24, asOf: '2026-07-20T10:30:00-04:00' }) });
+ * technicalAnalysis.rsi.explain(closes, { period: 14 });
+ * volatility.expectedMoveFromImpliedVolatility({ spot: 100, impliedVolatility: 0.2, timeToExpiryYears: 0.25 });
+ * ```
+ *
+ * The flagship hoist is CURATED (spec §5.2): `blackScholes` (the beginner facade), `option` (contracts + pro
+ * pricing), `market` (the market snapshot builder), `engines` (pricing-engine selection), and
+ * `impliedVolatility` (the single-shot IV facade). Everything else on the options root — kernels,
+ * exotics families, batch APIs — lives under the `options` namespace or its expert subpaths, so the
+ * umbrella root stays a teachable surface instead of a 700-name flood.
+ */
+export { blackScholes, option, market, engines, impliedVolatility } from '../../options/dist/index.js';
+export type { SchemaCheckContext } from '../../core/dist/schema/index.js';
+export type { BoxSpreadRateInput, ImpliedBorrowInput, ImpliedDividendYieldInput, ImpliedForwardInput, } from '../../options/dist/parity.js';
+export type { HestonCosineExpansionPriceInput, HestonMonteCarloEstimateInput, HestonPriceMonteCarloRequest, HestonPriceRequest, } from '../../options/dist/heston.js';
+export type { DupireLocalVolatilityInput, LocalVolatilityMonteCarloEstimateInput, LocalVolatilityPriceMonteCarloRequest, } from '../../options/dist/local-volatility.js';
+export type { SabrMonteCarloEstimateInput, SabrPriceMonteCarloRequest, SabrPriceRequest, SabrVolatilityRequest, } from '../../options/dist/sabr.js';
+export type { CdsBasisInput, CreditTriangleHazardInput, FlatHazardInput, } from '../../fixed-income/dist/credit.js';
+export type { FlatCurveInput } from '../../fixed-income/dist/curves.js';
+export type { ExposureInput } from '../../structure/dist/exposure.js';
+export type { GarchForecastInput } from '../../volatility/dist/forecast.js';
+export type { HestonSurfaceCalibrationInput } from '../../volatility/dist/heston-surface.js';
+export type { ImpliedVolatilityMetricInput } from '../../volatility/dist/metrics.js';
+export type { LocalVolatilitySurfaceInput, SurfaceLocalVolatilityInput, } from '../../volatility/dist/local-volatility.js';
+export type { RealizedImpliedInput } from '../../volatility/dist/event.js';
+export type { SabrBartlettGreeksInput } from '../../volatility/dist/sabr-delta.js';
+export type { SkewInput } from '../../volatility/dist/skew.js';
+export type { VolatilitySurfaceInput } from '../../volatility/dist/surface.js';
+export type { KellyInput, MaxSharpeInput, MeanVarianceInput } from '../../risk/dist/optimize.js';
+export type { MonteCarloPortfolioVaRInput, ParametricPortfolioVaRInput, } from '../../risk/dist/value-at-risk.js';
+export type { ScenarioGridInput } from '../../risk/dist/scenario.js';
+export type { AlignToBarsInput } from '../../technical-analysis/dist/resample.js';
+export type { DivergencesInput } from '../../technical-analysis/dist/divergence.js';
+export type { FibExtensionInput, OpeningRangeParameters, } from '../../technical-analysis/dist/price-action.js';
+export type { MavpInput } from '../../technical-analysis/dist/statistics.js';
+export * as options from '../../options/dist/index.js';
+export * as core from '../../core/dist/index.js';
+export * as math from '../../math/dist/index.js';
+export * as crypto from '../../crypto/dist/index.js';
+export * as calendars from '../../calendars/dist/index.js';
+export * as fundamentals from '../../fundamentals/dist/index.js';
+export * as valuation from '../../valuation/dist/index.js';
+export * as research from '../../research/dist/index.js';
+export * as foreignExchange from '../../foreign-exchange/dist/index.js';
+export * as commodities from '../../commodities/dist/index.js';
+export * as portfolio from '../../portfolio/dist/index.js';
+export * as scenarios from '../../scenarios/dist/index.js';
+export * as performance from '../../performance/dist/index.js';
+export * as risk from '../../risk/dist/index.js';
+export * as backtest from '../../backtest/dist/index.js';
+export * as volatility from '../../volatility/dist/index.js';
+export * as structure from '../../structure/dist/index.js';
+export * as technicalAnalysis from '../../technical-analysis/dist/index.js';
+export * as strategy from '../../strategy/dist/index.js';
+export * as fixedIncome from '../../fixed-income/dist/index.js';
+//# sourceMappingURL=index.d.ts.map

package/modules/totalfinance/dist/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4CG;AAGH,OAAO,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,iBAAiB,EAAE,MAAM,6BAAuB,CAAC;AAOjG,YAAY,EAAE,kBAAkB,EAAE,MAAM,iCAA2B,CAAC;AACpE,YAAY,EACV,kBAAkB,EAClB,kBAAkB,EAClB,yBAAyB,EACzB,mBAAmB,GACpB,MAAM,8BAA8B,CAAC;AACtC,YAAY,EACV,+BAA+B,EAC/B,6BAA6B,EAC7B,4BAA4B,EAC5B,kBAAkB,GACnB,MAAM,8BAA8B,CAAC;AACtC,YAAY,EACV,0BAA0B,EAC1B,sCAAsC,EACtC,qCAAqC,GACtC,MAAM,wCAAwC,CAAC;AAChD,YAAY,EACV,2BAA2B,EAC3B,0BAA0B,EAC1B,gBAAgB,EAChB,qBAAqB,GACtB,MAAM,4BAA4B,CAAC;AACpC,YAAY,EACV,aAAa,EACb,yBAAyB,EACzB,eAAe,GAChB,MAAM,mCAAmC,CAAC;AAC3C,YAAY,EAAE,cAAc,EAAE,MAAM,mCAAmC,CAAC;AACxE,YAAY,EAAE,aAAa,EAAE,MAAM,kCAAkC,CAAC;AACtE,YAAY,EAAE,kBAAkB,EAAE,MAAM,mCAAmC,CAAC;AAC5E,YAAY,EAAE,6BAA6B,EAAE,MAAM,yCAAyC,CAAC;AAC7F,YAAY,EAAE,4BAA4B,EAAE,MAAM,kCAAkC,CAAC;AACrF,YAAY,EACV,2BAA2B,EAC3B,2BAA2B,GAC5B,MAAM,2CAA2C,CAAC;AACnD,YAAY,EAAE,oBAAoB,EAAE,MAAM,gCAAgC,CAAC;AAC3E,YAAY,EAAE,uBAAuB,EAAE,MAAM,qCAAqC,CAAC;AACnF,YAAY,EAAE,SAAS,EAAE,MAAM,+BAA+B,CAAC;AAC/D,YAAY,EAAE,sBAAsB,EAAE,MAAM,kCAAkC,CAAC;AAC/E,YAAY,EAAE,UAAU,EAAE,cAAc,EAAE,iBAAiB,EAAE,MAAM,6BAA6B,CAAC;AACjG,YAAY,EACV,2BAA2B,EAC3B,2BAA2B,GAC5B,MAAM,kCAAkC,CAAC;AAC1C,YAAY,EAAE,iBAAiB,EAAE,MAAM,6BAA6B,CAAC;AACrE,YAAY,EAAE,gBAAgB,EAAE,MAAM,2CAA2C,CAAC;AAClF,YAAY,EAAE,gBAAgB,EAAE,MAAM,6CAA6C,CAAC;AACpF,YAAY,EACV,iBAAiB,EACjB,sBAAsB,GACvB,MAAM,+CAA+C,CAAC;AACvD,YAAY,EAAE,SAAS,EAAE,MAAM,6CAA6C,CAAC;AAC7E,OAAO,KAAK,OAAO,MAAM,6BAAuB,CAAC;AACjD,OAAO,KAAK,IAAI,MAAM,0BAAoB,CAAC;AAC3C,OAAO,KAAK,IAAI,MAAM,0BAAoB,CAAC;AAC3C,OAAO,KAAK,MAAM,MAAM,4BAAsB,CAAC;AAC/C,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,YAAY,MAAM,kCAA4B,CAAC;AAC3D,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,QAAQ,MAAM,8BAAwB,CAAC;AACnD,OAAO,KAAK,eAAe,MAAM,sCAAgC,CAAC;AAClE,OAAO,KAAK,WAAW,MAAM,iCAA2B,CAAC;AACzD,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,WAAW,MAAM,iCAA2B,CAAC;AACzD,OAAO,KAAK,IAAI,MAAM,0BAAoB,CAAC;AAC3C,OAAO,KAAK,QAAQ,MAAM,8BAAwB,CAAC;AACnD,OAAO,KAAK,UAAU,MAAM,gCAA0B,CAAC;AACvD,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,iBAAiB,MAAM,wCAAkC,CAAC;AACtE,OAAO,KAAK,QAAQ,MAAM,8BAAwB,CAAC;AACnD,OAAO,KAAK,WAAW,MAAM,kCAA4B,CAAC"}

package/modules/totalfinance/dist/index.js

@@ -0,0 +1,68 @@
+/**
+ * `@insiderfinance/totalfinance` — the umbrella package (spec DX4.1; topology finalized in alignment-spec P3.3).
+ *
+ * One install, ONE grammar: every domain is a namespace, and only the flagship options-pricing
+ * gestures are hoisted to the top level. There is NO second API here — domain modules share their
+ * implementations inside one self-contained package. For portable browser tree shaking, use named imports from domain
+ * entrypoints (`@insiderfinance/totalfinance/options`, `@insiderfinance/totalfinance/technical-analysis`, `@insiderfinance/totalfinance/math`, …)
+ * or supported feature subpaths such as `@insiderfinance/totalfinance/options/black-scholes`.
+ *
+ * Namespace convenience has a bundler tradeoff: `import { math } from '@insiderfinance/totalfinance'` followed by
+ * `math.normalCdf(0)` retains the whole math namespace in esbuild (issue #1420); Rollup shakes this
+ * static use. Direct `import * as math from '@insiderfinance/totalfinance/math'` with static member use also shakes.
+ * Dynamic namespace access, enumeration, and registries retain the implementations they can reach.
+ * Installation size differs from final bundle size; plain Node ESM does no automatic dead-code
+ * elimination. Facades include validation and `.explain()` services, and indicators carry streaming
+ * support, not just a bare formula. Type-only imports add no runtime code.
+ * See https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/imports-and-bundles.md
+ * and https://github.com/evanw/esbuild/issues/1420.
+ *
+ * Browser default:
+ * ```ts
+ * import { blackScholes } from '@insiderfinance/totalfinance/options';
+ * import { normalCdf } from '@insiderfinance/totalfinance/math';
+ *
+ * blackScholes.call({ spot: 100, strike: 105, timeToExpiryYears: 30 / 365, riskFreeRate: 0.045, volatility: 0.22 });
+ * normalCdf(0); // 0.5
+ * ```
+ *
+ * Root convenience API (with the namespace tradeoff above):
+ * ```ts
+ * import { blackScholes, option, market, engines, technicalAnalysis, volatility } from '@insiderfinance/totalfinance';
+ *
+ * blackScholes.price({ spot: 100, strike: 100, timeToExpiryYears: 1, riskFreeRate: 0.05, volatility: 0.2, type: 'call' });
+ * const c = option.usEquityCall({ underlying: 'AAPL', strike: 200, expiry: '2026-09-18' });
+ * option.price({ contract: c, market: market({ spot: 195, riskFreeRate: 0.045, volatility: 0.24, asOf: '2026-07-20T10:30:00-04:00' }) });
+ * technicalAnalysis.rsi.explain(closes, { period: 14 });
+ * volatility.expectedMoveFromImpliedVolatility({ spot: 100, impliedVolatility: 0.2, timeToExpiryYears: 0.25 });
+ * ```
+ *
+ * The flagship hoist is CURATED (spec §5.2): `blackScholes` (the beginner facade), `option` (contracts + pro
+ * pricing), `market` (the market snapshot builder), `engines` (pricing-engine selection), and
+ * `impliedVolatility` (the single-shot IV facade). Everything else on the options root — kernels,
+ * exotics families, batch APIs — lives under the `options` namespace or its expert subpaths, so the
+ * umbrella root stays a teachable surface instead of a 700-name flood.
+ */
+// Flagship hoist — the five ratified names (spec §5.2), nothing else.
+export { blackScholes, option, market, engines, impliedVolatility } from '../../options/dist/index.js';
+export * as options from '../../options/dist/index.js';
+export * as core from '../../core/dist/index.js';
+export * as math from '../../math/dist/index.js';
+export * as crypto from '../../crypto/dist/index.js';
+export * as calendars from '../../calendars/dist/index.js';
+export * as fundamentals from '../../fundamentals/dist/index.js';
+export * as valuation from '../../valuation/dist/index.js';
+export * as research from '../../research/dist/index.js';
+export * as foreignExchange from '../../foreign-exchange/dist/index.js';
+export * as commodities from '../../commodities/dist/index.js';
+export * as portfolio from '../../portfolio/dist/index.js';
+export * as scenarios from '../../scenarios/dist/index.js';
+export * as performance from '../../performance/dist/index.js';
+export * as risk from '../../risk/dist/index.js';
+export * as backtest from '../../backtest/dist/index.js';
+export * as volatility from '../../volatility/dist/index.js';
+export * as structure from '../../structure/dist/index.js';
+export * as technicalAnalysis from '../../technical-analysis/dist/index.js';
+export * as strategy from '../../strategy/dist/index.js';
+export * as fixedIncome from '../../fixed-income/dist/index.js';
+//# sourceMappingURL=index.js.map

package/modules/totalfinance/dist/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4CG;AAEH,sEAAsE;AACtE,OAAO,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,iBAAiB,EAAE,MAAM,6BAAuB,CAAC;AA8DjG,OAAO,KAAK,OAAO,MAAM,6BAAuB,CAAC;AACjD,OAAO,KAAK,IAAI,MAAM,0BAAoB,CAAC;AAC3C,OAAO,KAAK,IAAI,MAAM,0BAAoB,CAAC;AAC3C,OAAO,KAAK,MAAM,MAAM,4BAAsB,CAAC;AAC/C,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,YAAY,MAAM,kCAA4B,CAAC;AAC3D,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,QAAQ,MAAM,8BAAwB,CAAC;AACnD,OAAO,KAAK,eAAe,MAAM,sCAAgC,CAAC;AAClE,OAAO,KAAK,WAAW,MAAM,iCAA2B,CAAC;AACzD,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,WAAW,MAAM,iCAA2B,CAAC;AACzD,OAAO,KAAK,IAAI,MAAM,0BAAoB,CAAC;AAC3C,OAAO,KAAK,QAAQ,MAAM,8BAAwB,CAAC;AACnD,OAAO,KAAK,UAAU,MAAM,gCAA0B,CAAC;AACvD,OAAO,KAAK,SAAS,MAAM,+BAAyB,CAAC;AACrD,OAAO,KAAK,iBAAiB,MAAM,wCAAkC,CAAC;AACtE,OAAO,KAAK,QAAQ,MAAM,8BAAwB,CAAC;AACnD,OAAO,KAAK,WAAW,MAAM,kCAA4B,CAAC"}

package/modules/totalfinance/dist/math.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/math` — the math domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/math`. */
+export * from '../../math/dist/index.js';
+//# sourceMappingURL=math.d.ts.map

package/modules/totalfinance/dist/math.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"math.d.ts","sourceRoot":"","sources":["../src/math.ts"],"names":[],"mappings":"AAAA,yIAAyI;AACzI,cAAc,0BAAoB,CAAC"}