@insiderfinance/totalfinance 0.1.0

package/modules/backtest/dist/cross-sectional/folds.js

@@ -0,0 +1,375 @@
+/**
+ * Stage 4.6 slice 6 (FC8 Decision 4, exit gate "walk-forward and purged cross-validation over the
+ * new engines") — out-of-sample evaluation of a cross-sectional grid.
+ *
+ * A cross-sectional strategy has no fitted state, so "training" means CHOOSING a variation: on
+ * every training window the grid runs and its selection metric picks one point; that point is
+ * then run once on the held-out window, and only the held-out numbers are reported as the
+ * strategy's. Both verbs compose `crossSectionalBacktestGrid` and `crossSectionalBacktest`
+ * verbatim — a window is the engine's own `window`, cut at the dataset's session instants — and
+ * `crossSectionalPurgedFolds` takes its folds from `@insiderfinance/totalfinance/risk`'s `purgedKFold`, purge gap and
+ * embargo included, so a train segment never touches the sessions whose returns it would be
+ * judged on.
+ */
+import { CONVENTIONS_VERSION, ErrorCode, InputError, WarningCode, ensureKnownKeys, requireArgumentObject, warning, } from '../../../core/dist/index.js';
+import { contentHash } from '../../../core/dist/artifacts/index.js';
+import { analyze } from '../../../performance/dist/index.js';
+import { purgedKFold } from '../../../risk/dist/index.js';
+import { crossSectionalBacktest, sessionInstant } from './engine.js';
+import { crossSectionalBacktestGrid, requireCrossSectionalBacktestGridRequest, summarizeCrossSectionalRun, withPath, } from './grid.js';
+// ---------------------------------------------------------------------------------------------------
+// Validation
+// ---------------------------------------------------------------------------------------------------
+const GRID_KEYS = [
+    'request',
+    'variations',
+    'maximumVariations',
+    'selectionMetric',
+    'hygiene',
+];
+const WALK_FORWARD_KEYS = [...GRID_KEYS, 'trainSessions', 'testSessions', 'step', 'mode'];
+const PURGED_KEYS = [...GRID_KEYS, 'folds', 'embargo', 'purgeGap'];
+const WALK_FORWARD_EXAMPLE = "crossSectionalWalkForward({ request, variations: [{ path: 'portfolioConstruction.long.count', values: [10, 20] }], trainSessions: 60, testSessions: 20 })";
+const PURGED_EXAMPLE = "crossSectionalPurgedFolds({ request, variations: [{ path: 'portfolioConstruction.long.count', values: [10, 20] }], folds: 4, purgeGap: 1 })";
+/** Ceiling on windows one call may run — each window is a grid run plus a held-out run. */
+export const CROSS_SECTIONAL_WINDOW_CEILING = 1_000;
+function refuse(functionName, field, message, code, context, example) {
+    throw new InputError(`${functionName}: ${field} ${message} Example: ${example}`, {
+        code,
+        context: { function: functionName, field, ...context },
+    });
+}
+function requireSessionCount(functionName, field, value, minimum, example) {
+    if (typeof value !== 'number' || !Number.isFinite(value)) {
+        refuse(functionName, field, `must be a finite integer ≥ ${minimum} (a count of sessions). Received ${JSON.stringify(value)}.`, typeof value === 'number' ? ErrorCode.InputNotFinite : ErrorCode.InputWrongType, { received: value }, example);
+    }
+    if (!Number.isSafeInteger(value) || value < minimum) {
+        refuse(functionName, field, `must be an integer ≥ ${minimum}. Received ${value}.`, ErrorCode.InputOutOfRange, { received: value, minimum }, example);
+    }
+    return value;
+}
+/** The grid members of an out-of-sample request, validated by the grid's own guard. */
+function gridOf(functionName, label, request) {
+    const example = functionName === 'crossSectionalWalkForward' ? WALK_FORWARD_EXAMPLE : PURGED_EXAMPLE;
+    if (request['request'] === undefined) {
+        refuse(functionName, `${label}.request`, 'is required: the base cross-sectional request the variations are applied to.', ErrorCode.InputMissingField, {}, example);
+    }
+    if (request['variations'] === undefined) {
+        refuse(functionName, `${label}.variations`, 'is required: the axes each training span chooses from (one axis with one value runs a fixed strategy).', ErrorCode.InputMissingField, {}, example);
+    }
+    const grid = {};
+    for (const key of GRID_KEYS)
+        if (request[key] !== undefined)
+            grid[key] = request[key];
+    return requireCrossSectionalBacktestGridRequest(functionName, label, grid);
+}
+/** The boundary guard for {@link crossSectionalWalkForward}; the grid is validated by the grid's own guard. */
+export function requireCrossSectionalWalkForwardRequest(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    const request = value;
+    ensureKnownKeys(functionName, label, request, WALK_FORWARD_KEYS);
+    const grid = gridOf(functionName, label, request);
+    const trainSessions = requireSessionCount(functionName, `${label}.trainSessions`, request['trainSessions'], 2, WALK_FORWARD_EXAMPLE);
+    const testSessions = requireSessionCount(functionName, `${label}.testSessions`, request['testSessions'], 2, WALK_FORWARD_EXAMPLE);
+    const step = request['step'] === undefined
+        ? testSessions
+        : requireSessionCount(functionName, `${label}.step`, request['step'], 1, WALK_FORWARD_EXAMPLE);
+    // `undefined` means the default; `null` is a wrong value and is refused with the enum.
+    const mode = request['mode'] === undefined ? 'rolling' : request['mode'];
+    if (mode !== 'rolling' && mode !== 'anchored') {
+        refuse(functionName, `${label}.mode`, `must be 'rolling' | 'anchored'. Received ${JSON.stringify(mode)}.`, ErrorCode.InputInvalidEnum, { received: mode }, WALK_FORWARD_EXAMPLE);
+    }
+    return { ...grid, trainSessions, testSessions, step, mode };
+}
+/** The boundary guard for {@link crossSectionalPurgedFolds}. */
+export function requireCrossSectionalPurgedFoldsRequest(functionName, label, value) {
+    requireArgumentObject(functionName, label, value);
+    const request = value;
+    ensureKnownKeys(functionName, label, request, PURGED_KEYS);
+    const grid = gridOf(functionName, label, request);
+    const folds = requireSessionCount(functionName, `${label}.folds`, request['folds'], 2, PURGED_EXAMPLE);
+    const out = { ...grid, folds };
+    for (const field of ['embargo', 'purgeGap']) {
+        const raw = request[field];
+        if (raw === undefined)
+            continue;
+        if (typeof raw !== 'number' || !Number.isFinite(raw) || raw < 0) {
+            refuse(functionName, `${label}.${field}`, `must be a finite number ≥ 0. Received ${JSON.stringify(raw)}.`, typeof raw === 'number' && !Number.isFinite(raw)
+                ? ErrorCode.InputNotFinite
+                : ErrorCode.InputOutOfRange, { received: raw }, PURGED_EXAMPLE);
+        }
+        if (field === 'purgeGap' && !Number.isSafeInteger(raw)) {
+            refuse(functionName, `${label}.purgeGap`, `must be an integer count of sessions. Received ${raw}.`, ErrorCode.InputOutOfRange, { received: raw }, PURGED_EXAMPLE);
+        }
+        out[field] = raw;
+    }
+    return out;
+}
+// ---------------------------------------------------------------------------------------------------
+// Sessions and windows
+// ---------------------------------------------------------------------------------------------------
+/** The base request's sessions: the sorted unique return dates inside its window — the engine's own calendar. */
+function baseSessions(request) {
+    const from = request.window?.fromTimestampMs;
+    const to = request.window?.toTimestampMs;
+    const session = request.rebalanceSchedule.session;
+    return [...new Set(request.dataset.returns.map((r) => r.tradingSessionDate))]
+        .sort()
+        .filter((date) => {
+        const instant = sessionInstant(date, session);
+        return (from === undefined || instant >= from) && (to === undefined || instant <= to);
+    });
+}
+function span(dates, from, to) {
+    return {
+        fromSessionIndex: from,
+        toSessionIndex: to,
+        fromSessionDate: dates[from],
+        toSessionDate: dates[to],
+        sessionCount: to - from + 1,
+    };
+}
+/** Contiguous runs of a sorted index list, each with at least `minimum` sessions. */
+function contiguousSpans(dates, indices, minimum) {
+    const spans = [];
+    let dropped = 0;
+    let start = -1;
+    let previous = -1;
+    const flush = () => {
+        if (start < 0)
+            return;
+        if (previous - start + 1 >= minimum)
+            spans.push(span(dates, start, previous));
+        else
+            dropped += 1;
+    };
+    for (const index of indices) {
+        if (start >= 0 && index === previous + 1) {
+            previous = index;
+            continue;
+        }
+        flush();
+        start = index;
+        previous = index;
+    }
+    flush();
+    return { spans, dropped };
+}
+/**
+ * The engine's `window` for a span: from the first session's OPEN to the last session's CLOSE, so
+ * the same dates stay inside the window whichever session instant a variation decides on (a grid
+ * may vary `rebalanceSchedule.session`; the previous date's close and the next date's open lie
+ * outside either bound).
+ */
+function windowOf(request, dates, s) {
+    return {
+        ...request,
+        window: {
+            fromTimestampMs: sessionInstant(dates[s.fromSessionIndex], 'open'),
+            toTimestampMs: sessionInstant(dates[s.toSessionIndex], 'close'),
+        },
+    };
+}
+function applyParameters(request, parameters) {
+    let applied = request;
+    for (const [path, value] of Object.entries(parameters)) {
+        applied = withPath(applied, path.split('.'), value);
+    }
+    return applied;
+}
+/** Sum the metric over pooled training segments: an equity curve stitched from each segment's returns. */
+function pooledMetric(input) {
+    const { segments, variationIndex, metric, periodsPerYear, riskFreeRate } = input;
+    if (segments.length === 1)
+        return segments[0].variations[variationIndex].metrics[metric];
+    const returns = [];
+    for (const segment of segments)
+        returns.push(...segment.runs[variationIndex].returns);
+    if (returns.length < 2)
+        return null;
+    return analyze({ returns }, { periodsPerYear, riskFreeRate })[metric];
+}
+function evaluate(procedure) {
+    const { functionName, grid, plan, warnings } = procedure;
+    const base = grid.request;
+    const dates = baseSessions(base);
+    const selectionMetric = grid.selectionMetric ?? 'sharpe';
+    const periodsPerYear = base.periodsPerYear ?? 252;
+    const riskFreeRate = base.riskFreeRate ?? 0;
+    const windows = [];
+    const runs = [];
+    const stitched = [];
+    const trainMetrics = [];
+    const testMetrics = [];
+    plan.forEach((window, index) => {
+        // ---- choose on the training span(s) ------------------------------------------------------------
+        const segments = window.train.map((s) => crossSectionalBacktestGrid({ ...grid, request: windowOf(base, dates, s) }));
+        const variationCount = segments[0]?.variations.length ?? 0;
+        let chosen = null;
+        for (let v = 0; v < variationCount; v += 1) {
+            const value = pooledMetric({
+                segments,
+                variationIndex: v,
+                metric: selectionMetric,
+                periodsPerYear,
+                riskFreeRate,
+            });
+            if (value === null || !Number.isFinite(value))
+                continue;
+            if (chosen === null || value > chosen.trainMetric) {
+                chosen = {
+                    variationIndex: v,
+                    parameters: segments[0].variations[v].parameters,
+                    trainMetric: value,
+                };
+            }
+        }
+        const row = {
+            index,
+            train: window.train,
+            test: window.test,
+            chosen,
+            testMetric: null,
+            testMetrics: null,
+            testRunId: null,
+            trainSweepIds: segments.map((s) => s.sweepId),
+        };
+        if (chosen === null) {
+            warnings.push(warning(WarningCode.DegenerateInput, `${functionName}: window ${index} chose nothing — no variation carried '${selectionMetric}' on its training span${window.train.length === 1 ? '' : 's'}; the window is reported without a held-out run.`, 'warn', { field: 'request.grid', window: index }));
+            windows.push(row);
+            return;
+        }
+        // ---- evaluate on the held-out span ---------------------------------------------------------------
+        const run = crossSectionalBacktest(applyParameters(windowOf(base, dates, window.test), chosen.parameters));
+        const metrics = summarizeCrossSectionalRun(run);
+        row.testMetric = metrics[selectionMetric];
+        row.testMetrics = metrics;
+        row.testRunId = run.runId;
+        runs.push(run);
+        stitched.push(...run.returns);
+        trainMetrics.push(chosen.trainMetric);
+        if (row.testMetric !== null)
+            testMetrics.push(row.testMetric);
+        windows.push(row);
+    });
+    const mean = (values) => values.length === 0 ? null : values.reduce((a, b) => a + b, 0) / values.length;
+    const meanTrainMetric = mean(trainMetrics);
+    const meanTestMetric = mean(testMetrics);
+    const performance = stitched.length >= 2 ? analyze({ returns: stitched }, { periodsPerYear, riskFreeRate }) : null;
+    const evaluated = windows.filter((w) => w.testRunId !== null);
+    return {
+        evaluationId: contentHash({
+            function: functionName,
+            axes: grid.variations,
+            plan: procedure.planIdentity,
+            runIds: evaluated.map((w) => w.testRunId),
+        }),
+        windows,
+        runs,
+        returns: stitched,
+        performance,
+        hygiene: {
+            windowCount: windows.length,
+            evaluatedWindowCount: evaluated.length,
+            meanTrainMetric,
+            meanTestMetric,
+            degradation: meanTrainMetric !== null && meanTestMetric !== null
+                ? meanTrainMetric - meanTestMetric
+                : null,
+            negativeTestFraction: testMetrics.length === 0
+                ? null
+                : testMetrics.filter((m) => m < 0).length / testMetrics.length,
+        },
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            selectionMetric,
+            periodsPerYear,
+            sessionCount: dates.length,
+            stitching: 'held-out per-session simple returns appended in window order; the stitched curve is the strategy as it would have been held, choice by choice',
+            visibility: procedure.visibility,
+        },
+        diagnostics: { warnings, skippedWindowCount: procedure.skippedWindowCount },
+    };
+}
+// ---------------------------------------------------------------------------------------------------
+// The verbs
+// ---------------------------------------------------------------------------------------------------
+/**
+ * Walk a cross-sectional grid forward: on every training span the grid picks a variation by its
+ * selection metric; that variation runs once on the following held-out span; the held-out returns
+ * are stitched in order. Rolling (default) or anchored training spans; `step` defaults to
+ * `testSessions` so held-out spans tile the data without overlap.
+ */
+export function crossSectionalWalkForward(request) {
+    const functionName = 'crossSectionalWalkForward';
+    const { trainSessions, testSessions, step, mode, ...grid } = requireCrossSectionalWalkForwardRequest(functionName, 'request', request);
+    const dates = baseSessions(grid.request);
+    if (dates.length < trainSessions + testSessions) {
+        refuse(functionName, 'request', `needs at least trainSessions + testSessions = ${trainSessions + testSessions} sessions inside the base window; the dataset carries ${dates.length}.`, ErrorCode.InputOutOfRange, { sessionCount: dates.length, trainSessions, testSessions }, WALK_FORWARD_EXAMPLE);
+    }
+    const plan = [];
+    for (let trainEnd = trainSessions; trainEnd + testSessions <= dates.length; trainEnd += step) {
+        const trainStart = mode === 'anchored' ? 0 : trainEnd - trainSessions;
+        plan.push({
+            train: [span(dates, trainStart, trainEnd - 1)],
+            test: span(dates, trainEnd, trainEnd + testSessions - 1),
+        });
+        if (plan.length > CROSS_SECTIONAL_WINDOW_CEILING) {
+            refuse(functionName, 'request', `would run more than ${CROSS_SECTIONAL_WINDOW_CEILING} windows — raise step or testSessions.`, ErrorCode.BacktestGridTooLarge, { windowCount: plan.length, ceiling: CROSS_SECTIONAL_WINDOW_CEILING }, WALK_FORWARD_EXAMPLE);
+        }
+    }
+    return evaluate({
+        functionName,
+        grid,
+        plan,
+        planIdentity: { trainSessions, testSessions, step, mode },
+        visibility: `${mode} training spans of ${trainSessions} sessions choose; the next ${testSessions} sessions are held out; a window sees no session after its training span`,
+        skippedWindowCount: 0,
+        warnings: [],
+    });
+}
+/**
+ * Purged k-fold evaluation of a cross-sectional grid: `purgedKFold` over the session index gives
+ * every fold a held-out block, a purge gap on each side, and an embargo after it; the grid chooses
+ * a variation on the remaining (possibly two-segment) training sessions, pooled into one curve;
+ * the choice runs once on the held-out block. Training segments left with fewer than two sessions
+ * after purging are dropped with a warning.
+ */
+export function crossSectionalPurgedFolds(request) {
+    const functionName = 'crossSectionalPurgedFolds';
+    const { folds, embargo = 0, purgeGap = 0, ...grid } = requireCrossSectionalPurgedFoldsRequest(functionName, 'request', request);
+    const dates = baseSessions(grid.request);
+    if (folds * 2 > dates.length) {
+        refuse(functionName, 'request.folds', `must leave every held-out block at least two sessions: folds ≤ ${Math.floor(dates.length / 2)} for ${dates.length} sessions. Received ${folds}.`, ErrorCode.InputOutOfRange, { folds, sessionCount: dates.length }, PURGED_EXAMPLE);
+    }
+    const splits = purgedKFold(dates.length, { folds, embargo, purgeGap });
+    const warnings = [];
+    const plan = [];
+    let skippedWindowCount = 0;
+    splits.forEach((split, index) => {
+        const test = contiguousSpans(dates, split.test, 2);
+        const train = contiguousSpans(dates, split.train, 2);
+        if (test.spans.length !== 1 || train.spans.length === 0) {
+            skippedWindowCount += 1;
+            warnings.push(warning(WarningCode.DegenerateInput, `${functionName}: fold ${index} was skipped — ${test.spans.length !== 1 ? 'its held-out block is not one span of two or more sessions' : 'no training segment kept two sessions after purging'}.`, 'warn', { field: 'request.folds', fold: index, purgeGap, embargo }));
+            return;
+        }
+        if (train.dropped > 0) {
+            warnings.push(warning(WarningCode.DegenerateInput, `${functionName}: fold ${index} dropped ${train.dropped} training segment${train.dropped === 1 ? '' : 's'} with fewer than two sessions after purging.`, 'warn', { field: 'request.folds', fold: index, dropped: train.dropped }));
+        }
+        plan.push({ train: train.spans, test: test.spans[0] });
+    });
+    if (plan.length === 0) {
+        refuse(functionName, 'request', `left no fold with a two-session held-out block and a two-session training segment — lower purgeGap/embargo or folds.`, ErrorCode.InputOutOfRange, { folds, purgeGap, embargo, sessionCount: dates.length }, PURGED_EXAMPLE);
+    }
+    return evaluate({
+        functionName,
+        grid,
+        plan,
+        planIdentity: { folds, embargo, purgeGap },
+        visibility: `purged ${folds}-fold over the session index (purgeGap ${purgeGap} sessions, embargo ${embargo}); a fold's training sessions never include its held-out block, its purge gap, or its embargo`,
+        skippedWindowCount,
+        warnings,
+    });
+}
+//# sourceMappingURL=folds.js.map

package/modules/backtest/dist/cross-sectional/folds.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"folds.js","sourceRoot":"","sources":["../../src/cross-sectional/folds.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AAEH,OAAO,EACL,mBAAmB,EACnB,SAAS,EACT,UAAU,EACV,WAAW,EACX,eAAe,EACf,qBAAqB,EACrB,OAAO,GAER,MAAM,6BAAoB,CAAC;AAC5B,OAAO,EAAE,WAAW,EAAE,MAAM,uCAA8B,CAAC;AAC3D,OAAO,EAAE,OAAO,EAA2B,MAAM,oCAA2B,CAAC;AAC7E,OAAO,EAAE,WAAW,EAAE,MAAM,6BAAoB,CAAC;AACjD,OAAO,EAAE,sBAAsB,EAAE,cAAc,EAAE,MAAM,aAAa,CAAC;AACrE,OAAO,EACL,0BAA0B,EAC1B,wCAAwC,EACxC,0BAA0B,EAC1B,QAAQ,GAKT,MAAM,WAAW,CAAC;AA8GnB,sGAAsG;AACtG,aAAa;AACb,sGAAsG;AAEtG,MAAM,SAAS,GAAG;IAChB,SAAS;IACT,YAAY;IACZ,mBAAmB;IACnB,iBAAiB;IACjB,SAAS;CACD,CAAC;AACX,MAAM,iBAAiB,GAAG,CAAC,GAAG,SAAS,EAAE,eAAe,EAAE,cAAc,EAAE,MAAM,EAAE,MAAM,CAAU,CAAC;AACnG,MAAM,WAAW,GAAG,CAAC,GAAG,SAAS,EAAE,OAAO,EAAE,SAAS,EAAE,UAAU,CAAU,CAAC;AAC5E,MAAM,oBAAoB,GACxB,2JAA2J,CAAC;AAC9J,MAAM,cAAc,GAClB,6IAA6I,CAAC;AAEhJ,2FAA2F;AAC3F,MAAM,CAAC,MAAM,8BAA8B,GAAG,KAAK,CAAC;AAEpD,SAAS,MAAM,CACb,YAAoB,EACpB,KAAa,EACb,OAAe,EACf,IAAe,EACf,OAAgC,EAChC,OAAe;IAEf,MAAM,IAAI,UAAU,CAAC,GAAG,YAAY,KAAK,KAAK,IAAI,OAAO,aAAa,OAAO,EAAE,EAAE;QAC/E,IAAI;QACJ,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,GAAG,OAAO,EAAE;KACvD,CAAC,CAAC;AACL,CAAC;AAED,SAAS,mBAAmB,CAC1B,YAAoB,EACpB,KAAa,EACb,KAAc,EACd,OAAe,EACf,OAAe;IAEf,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QACzD,MAAM,CACJ,YAAY,EACZ,KAAK,EACL,8BAA8B,OAAO,oCAAoC,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,GAAG,EACjG,OAAO,KAAK,KAAK,QAAQ,CAAC,CAAC,CAAC,SAAS,CAAC,cAAc,CAAC,CAAC,CAAC,SAAS,CAAC,cAAc,EAC/E,EAAE,QAAQ,EAAE,KAAK,EAAE,EACnB,OAAO,CACR,CAAC;IACJ,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,KAAK,CAAC,IAAI,KAAK,GAAG,OAAO,EAAE,CAAC;QACpD,MAAM,CACJ,YAAY,EACZ,KAAK,EACL,wBAAwB,OAAO,cAAc,KAAK,GAAG,EACrD,SAAS,CAAC,eAAe,EACzB,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,EAC5B,OAAO,CACR,CAAC;IACJ,CAAC;IACD,OAAO,KAAK,CAAC;AACf,CAAC;AAED,uFAAuF;AACvF,SAAS,MAAM,CACb,YAAoB,EACpB,KAAa,EACb,OAAgC;IAEhC,MAAM,OAAO,GACX,YAAY,KAAK,2BAA2B,CAAC,CAAC,CAAC,oBAAoB,CAAC,CAAC,CAAC,cAAc,CAAC;IACvF,IAAI,OAAO,CAAC,SAAS,CAAC,KAAK,SAAS,EAAE,CAAC;QACrC,MAAM,CACJ,YAAY,EACZ,GAAG,KAAK,UAAU,EAClB,8EAA8E,EAC9E,SAAS,CAAC,iBAAiB,EAC3B,EAAE,EACF,OAAO,CACR,CAAC;IACJ,CAAC;IACD,IAAI,OAAO,CAAC,YAAY,CAAC,KAAK,SAAS,EAAE,CAAC;QACxC,MAAM,CACJ,YAAY,EACZ,GAAG,KAAK,aAAa,EACrB,wGAAwG,EACxG,SAAS,CAAC,iBAAiB,EAC3B,EAAE,EACF,OAAO,CACR,CAAC;IACJ,CAAC;IACD,MAAM,IAAI,GAA4B,EAAE,CAAC;IACzC,KAAK,MAAM,GAAG,IAAI,SAAS;QAAE,IAAI,OAAO,CAAC,GAAG,CAAC,KAAK,SAAS;YAAE,IAAI,CAAC,GAAG,CAAC,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC;IACtF,OAAO,wCAAwC,CAAC,YAAY,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC;AAC7E,CAAC;AAED,+GAA+G;AAC/G,MAAM,UAAU,uCAAuC,CACrD,YAAoB,EACpB,KAAa,EACb,KAAc;IAEd,qBAAqB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;IAClD,MAAM,OAAO,GAAG,KAAgC,CAAC;IACjD,eAAe,CAAC,YAAY,EAAE,KAAK,EAAE,OAAO,EAAE,iBAAiB,CAAC,CAAC;IACjE,MAAM,IAAI,GAAG,MAAM,CAAC,YAAY,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;IAClD,MAAM,aAAa,GAAG,mBAAmB,CACvC,YAAY,EACZ,GAAG,KAAK,gBAAgB,EACxB,OAAO,CAAC,eAAe,CAAC,EACxB,CAAC,EACD,oBAAoB,CACrB,CAAC;IACF,MAAM,YAAY,GAAG,mBAAmB,CACtC,YAAY,EACZ,GAAG,KAAK,eAAe,EACvB,OAAO,CAAC,cAAc,CAAC,EACvB,CAAC,EACD,oBAAoB,CACrB,CAAC;IACF,MAAM,IAAI,GACR,OAAO,CAAC,MAAM,CAAC,KAAK,SAAS;QAC3B,CAAC,CAAC,YAAY;QACd,CAAC,CAAC,mBAAmB,CACjB,YAAY,EACZ,GAAG,KAAK,OAAO,EACf,OAAO,CAAC,MAAM,CAAC,EACf,CAAC,EACD,oBAAoB,CACrB,CAAC;IACR,uFAAuF;IACvF,MAAM,IAAI,GAAG,OAAO,CAAC,MAAM,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;IACzE,IAAI,IAAI,KAAK,SAAS,IAAI,IAAI,KAAK,UAAU,EAAE,CAAC;QAC9C,MAAM,CACJ,YAAY,EACZ,GAAG,KAAK,OAAO,EACf,4CAA4C,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,GAAG,EACnE,SAAS,CAAC,gBAAgB,EAC1B,EAAE,QAAQ,EAAE,IAAI,EAAE,EAClB,oBAAoB,CACrB,CAAC;IACJ,CAAC;IACD,OAAO,EAAE,GAAG,IAAI,EAAE,aAAa,EAAE,YAAY,EAAE,IAAI,EAAE,IAAI,EAAE,CAAC;AAC9D,CAAC;AAED,gEAAgE;AAChE,MAAM,UAAU,uCAAuC,CACrD,YAAoB,EACpB,KAAa,EACb,KAAc;IAEd,qBAAqB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;IAClD,MAAM,OAAO,GAAG,KAAgC,CAAC;IACjD,eAAe,CAAC,YAAY,EAAE,KAAK,EAAE,OAAO,EAAE,WAAW,CAAC,CAAC;IAC3D,MAAM,IAAI,GAAG,MAAM,CAAC,YAAY,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;IAClD,MAAM,KAAK,GAAG,mBAAmB,CAC/B,YAAY,EACZ,GAAG,KAAK,QAAQ,EAChB,OAAO,CAAC,OAAO,CAAC,EAChB,CAAC,EACD,cAAc,CACf,CAAC;IACF,MAAM,GAAG,GAAqC,EAAE,GAAG,IAAI,EAAE,KAAK,EAAE,CAAC;IACjE,KAAK,MAAM,KAAK,IAAI,CAAC,SAAS,EAAE,UAAU,CAAU,EAAE,CAAC;QACrD,MAAM,GAAG,GAAG,OAAO,CAAC,KAAK,CAAC,CAAC;QAC3B,IAAI,GAAG,KAAK,SAAS;YAAE,SAAS;QAChC,IAAI,OAAO,GAAG,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;YAChE,MAAM,CACJ,YAAY,EACZ,GAAG,KAAK,IAAI,KAAK,EAAE,EACnB,yCAAyC,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,GAAG,EAC/D,OAAO,GAAG,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC;gBAC9C,CAAC,CAAC,SAAS,CAAC,cAAc;gBAC1B,CAAC,CAAC,SAAS,CAAC,eAAe,EAC7B,EAAE,QAAQ,EAAE,GAAG,EAAE,EACjB,cAAc,CACf,CAAC;QACJ,CAAC;QACD,IAAI,KAAK,KAAK,UAAU,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,GAAG,CAAC,EAAE,CAAC;YACvD,MAAM,CACJ,YAAY,EACZ,GAAG,KAAK,WAAW,EACnB,kDAAkD,GAAG,GAAG,EACxD,SAAS,CAAC,eAAe,EACzB,EAAE,QAAQ,EAAE,GAAG,EAAE,EACjB,cAAc,CACf,CAAC;QACJ,CAAC;QACD,GAAG,CAAC,KAAK,CAAC,GAAG,GAAG,CAAC;IACnB,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC;AAED,sGAAsG;AACtG,uBAAuB;AACvB,sGAAsG;AAEtG,iHAAiH;AACjH,SAAS,YAAY,CAAC,OAAsC;IAC1D,MAAM,IAAI,GAAG,OAAO,CAAC,MAAM,EAAE,eAAe,CAAC;IAC7C,MAAM,EAAE,GAAG,OAAO,CAAC,MAAM,EAAE,aAAa,CAAC;IACzC,MAAM,OAAO,GAAG,OAAO,CAAC,iBAAiB,CAAC,OAAO,CAAC;IAClD,OAAO,CAAC,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,OAAO,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,kBAAkB,CAAC,CAAC,CAAC;SAC1E,IAAI,EAAE;SACN,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE;QACf,MAAM,OAAO,GAAG,cAAc,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;QAC9C,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,IAAI,IAAI,CAAC,IAAI,CAAC,EAAE,KAAK,SAAS,IAAI,OAAO,IAAI,EAAE,CAAC,CAAC;IACxF,CAAC,CAAC,CAAC;AACP,CAAC;AAED,SAAS,IAAI,CAAC,KAAwB,EAAE,IAAY,EAAE,EAAU;IAC9D,OAAO;QACL,gBAAgB,EAAE,IAAI;QACtB,cAAc,EAAE,EAAE;QAClB,eAAe,EAAE,KAAK,CAAC,IAAI,CAAE;QAC7B,aAAa,EAAE,KAAK,CAAC,EAAE,CAAE;QACzB,YAAY,EAAE,EAAE,GAAG,IAAI,GAAG,CAAC;KAC5B,CAAC;AACJ,CAAC;AAED,qFAAqF;AACrF,SAAS,eAAe,CACtB,KAAwB,EACxB,OAA0B,EAC1B,OAAe;IAEf,MAAM,KAAK,GAAkB,EAAE,CAAC;IAChC,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC;IACf,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC;IAClB,MAAM,KAAK,GAAG,GAAS,EAAE;QACvB,IAAI,KAAK,GAAG,CAAC;YAAE,OAAO;QACtB,IAAI,QAAQ,GAAG,KAAK,GAAG,CAAC,IAAI,OAAO;YAAE,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,KAAK,EAAE,QAAQ,CAAC,CAAC,CAAC;;YACzE,OAAO,IAAI,CAAC,CAAC;IACpB,CAAC,CAAC;IACF,KAAK,MAAM,KAAK,IAAI,OAAO,EAAE,CAAC;QAC5B,IAAI,KAAK,IAAI,CAAC,IAAI,KAAK,KAAK,QAAQ,GAAG,CAAC,EAAE,CAAC;YACzC,QAAQ,GAAG,KAAK,CAAC;YACjB,SAAS;QACX,CAAC;QACD,KAAK,EAAE,CAAC;QACR,KAAK,GAAG,KAAK,CAAC;QACd,QAAQ,GAAG,KAAK,CAAC;IACnB,CAAC;IACD,KAAK,EAAE,CAAC;IACR,OAAO,EAAE,KAAK,EAAE,OAAO,EAAE,CAAC;AAC5B,CAAC;AAED;;;;;GAKG;AACH,SAAS,QAAQ,CACf,OAAsC,EACtC,KAAwB,EACxB,CAAc;IAEd,OAAO;QACL,GAAG,OAAO;QACV,MAAM,EAAE;YACN,eAAe,EAAE,cAAc,CAAC,KAAK,CAAC,CAAC,CAAC,gBAAgB,CAAE,EAAE,MAAM,CAAC;YACnE,aAAa,EAAE,cAAc,CAAC,KAAK,CAAC,CAAC,CAAC,cAAc,CAAE,EAAE,OAAO,CAAC;SACjE;KACF,CAAC;AACJ,CAAC;AAED,SAAS,eAAe,CACtB,OAAsC,EACtC,UAAmC;IAEnC,IAAI,OAAO,GAAY,OAAO,CAAC;IAC/B,KAAK,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC;QACvD,OAAO,GAAG,QAAQ,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,EAAE,KAAK,CAAC,CAAC;IACtD,CAAC;IACD,OAAO,OAAwC,CAAC;AAClD,CAAC;AAqBD,0GAA0G;AAC1G,SAAS,YAAY,CAAC,KAMrB;IACC,MAAM,EAAE,QAAQ,EAAE,cAAc,EAAE,MAAM,EAAE,cAAc,EAAE,YAAY,EAAE,GAAG,KAAK,CAAC;IACjF,IAAI,QAAQ,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,QAAQ,CAAC,CAAC,CAAE,CAAC,UAAU,CAAC,cAAc,CAAE,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;IAC3F,MAAM,OAAO,GAAa,EAAE,CAAC;IAC7B,KAAK,MAAM,OAAO,IAAI,QAAQ;QAAE,OAAO,CAAC,IAAI,CAAC,GAAG,OAAO,CAAC,IAAI,CAAC,cAAc,CAAE,CAAC,OAAO,CAAC,CAAC;IACvF,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,IAAI,CAAC;IACpC,OAAO,OAAO,CAAC,EAAE,OAAO,EAAE,EAAE,EAAE,cAAc,EAAE,YAAY,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC;AACxE,CAAC;AAED,SAAS,QAAQ,CAAC,SAAoB;IACpC,MAAM,EAAE,YAAY,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,GAAG,SAAS,CAAC;IACzD,MAAM,IAAI,GAAG,IAAI,CAAC,OAAO,CAAC;IAC1B,MAAM,KAAK,GAAG,YAAY,CAAC,IAAI,CAAC,CAAC;IACjC,MAAM,eAAe,GAAG,IAAI,CAAC,eAAe,IAAI,QAAQ,CAAC;IACzD,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,GAAG,CAAC;IAClD,MAAM,YAAY,GAAG,IAAI,CAAC,YAAY,IAAI,CAAC,CAAC;IAC5C,MAAM,OAAO,GAA2B,EAAE,CAAC;IAC3C,MAAM,IAAI,GAAmC,EAAE,CAAC;IAChD,MAAM,QAAQ,GAAa,EAAE,CAAC;IAC9B,MAAM,YAAY,GAAa,EAAE,CAAC;IAClC,MAAM,WAAW,GAAa,EAAE,CAAC;IAEjC,IAAI,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE;QAC7B,mGAAmG;QACnG,MAAM,QAAQ,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACtC,0BAA0B,CAAC,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,QAAQ,CAAC,IAAI,EAAE,KAAK,EAAE,CAAC,CAAC,EAAE,CAAC,CAC3E,CAAC;QACF,MAAM,cAAc,GAAG,QAAQ,CAAC,CAAC,CAAC,EAAE,UAAU,CAAC,MAAM,IAAI,CAAC,CAAC;QAC3D,IAAI,MAAM,GAAmC,IAAI,CAAC;QAClD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,cAAc,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YAC3C,MAAM,KAAK,GAAG,YAAY,CAAC;gBACzB,QAAQ;gBACR,cAAc,EAAE,CAAC;gBACjB,MAAM,EAAE,eAAe;gBACvB,cAAc;gBACd,YAAY;aACb,CAAC,CAAC;YACH,IAAI,KAAK,KAAK,IAAI,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;gBAAE,SAAS;YACxD,IAAI,MAAM,KAAK,IAAI,IAAI,KAAK,GAAG,MAAM,CAAC,WAAW,EAAE,CAAC;gBAClD,MAAM,GAAG;oBACP,cAAc,EAAE,CAAC;oBACjB,UAAU,EAAE,QAAQ,CAAC,CAAC,CAAE,CAAC,UAAU,CAAC,CAAC,CAAE,CAAC,UAAU;oBAClD,WAAW,EAAE,KAAK;iBACnB,CAAC;YACJ,CAAC;QACH,CAAC;QACD,MAAM,GAAG,GAAyB;YAChC,KAAK;YACL,KAAK,EAAE,MAAM,CAAC,KAAK;YACnB,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,MAAM;YACN,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,IAAI;YACf,aAAa,EAAE,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC;SAC9C,CAAC;QACF,IAAI,MAAM,KAAK,IAAI,EAAE,CAAC;YACpB,QAAQ,CAAC,IAAI,CACX,OAAO,CACL,WAAW,CAAC,eAAe,EAC3B,GAAG,YAAY,YAAY,KAAK,0CAA0C,eAAe,yBAAyB,MAAM,CAAC,KAAK,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,kDAAkD,EACxM,MAAM,EACN,EAAE,KAAK,EAAE,cAAc,EAAE,MAAM,EAAE,KAAK,EAAE,CACzC,CACF,CAAC;YACF,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;YAClB,OAAO;QACT,CAAC;QACD,qGAAqG;QACrG,MAAM,GAAG,GAAG,sBAAsB,CAChC,eAAe,CAAC,QAAQ,CAAC,IAAI,EAAE,KAAK,EAAE,MAAM,CAAC,IAAI,CAAC,EAAE,MAAM,CAAC,UAAU,CAAC,CACvE,CAAC;QACF,MAAM,OAAO,GAAG,0BAA0B,CAAC,GAAG,CAAC,CAAC;QAChD,GAAG,CAAC,UAAU,GAAG,OAAO,CAAC,eAAe,CAAC,CAAC;QAC1C,GAAG,CAAC,WAAW,GAAG,OAAO,CAAC;QAC1B,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,KAAK,CAAC;QAC1B,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QACf,QAAQ,CAAC,IAAI,CAAC,GAAG,GAAG,CAAC,OAAO,CAAC,CAAC;QAC9B,YAAY,CAAC,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;QACtC,IAAI,GAAG,CAAC,UAAU,KAAK,IAAI;YAAE,WAAW,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC9D,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;IACpB,CAAC,CAAC,CAAC;IAEH,MAAM,IAAI,GAAG,CAAC,MAAyB,EAAiB,EAAE,CACxD,MAAM,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACjF,MAAM,eAAe,GAAG,IAAI,CAAC,YAAY,CAAC,CAAC;IAC3C,MAAM,cAAc,GAAG,IAAI,CAAC,WAAW,CAAC,CAAC;IACzC,MAAM,WAAW,GACf,QAAQ,CAAC,MAAM,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,OAAO,EAAE,QAAQ,EAAE,EAAE,EAAE,cAAc,EAAE,YAAY,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;IACjG,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,KAAK,IAAI,CAAC,CAAC;IAE9D,OAAO;QACL,YAAY,EAAE,WAAW,CAAC;YACxB,QAAQ,EAAE,YAAY;YACtB,IAAI,EAAE,IAAI,CAAC,UAAU;YACrB,IAAI,EAAE,SAAS,CAAC,YAAY;YAC5B,MAAM,EAAE,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;SAC1C,CAAC;QACF,OAAO;QACP,IAAI;QACJ,OAAO,EAAE,QAAQ;QACjB,WAAW;QACX,OAAO,EAAE;YACP,WAAW,EAAE,OAAO,CAAC,MAAM;YAC3B,oBAAoB,EAAE,SAAS,CAAC,MAAM;YACtC,eAAe;YACf,cAAc;YACd,WAAW,EACT,eAAe,KAAK,IAAI,IAAI,cAAc,KAAK,IAAI;gBACjD,CAAC,CAAC,eAAe,GAAG,cAAc;gBAClC,CAAC,CAAC,IAAI;YACV,oBAAoB,EAClB,WAAW,CAAC,MAAM,KAAK,CAAC;gBACtB,CAAC,CAAC,IAAI;gBACN,CAAC,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,GAAG,WAAW,CAAC,MAAM;SACnE;QACD,WAAW,EAAE;YACX,kBAAkB,EAAE,mBAAmB;YACvC,eAAe;YACf,cAAc;YACd,YAAY,EAAE,KAAK,CAAC,MAAM;YAC1B,SAAS,EACP,+IAA+I;YACjJ,UAAU,EAAE,SAAS,CAAC,UAAU;SACjC;QACD,WAAW,EAAE,EAAE,QAAQ,EAAE,kBAAkB,EAAE,SAAS,CAAC,kBAAkB,EAAE;KAC5E,CAAC;AACJ,CAAC;AAED,sGAAsG;AACtG,YAAY;AACZ,sGAAsG;AAEtG;;;;;GAKG;AACH,MAAM,UAAU,yBAAyB,CACvC,OAAyC;IAEzC,MAAM,YAAY,GAAG,2BAA2B,CAAC;IACjD,MAAM,EAAE,aAAa,EAAE,YAAY,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,IAAI,EAAE,GACxD,uCAAuC,CAAC,YAAY,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IAC5E,MAAM,KAAK,GAAG,YAAY,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IACzC,IAAI,KAAK,CAAC,MAAM,GAAG,aAAa,GAAG,YAAY,EAAE,CAAC;QAChD,MAAM,CACJ,YAAY,EACZ,SAAS,EACT,iDAAiD,aAAa,GAAG,YAAY,yDAAyD,KAAK,CAAC,MAAM,GAAG,EACrJ,SAAS,CAAC,eAAe,EACzB,EAAE,YAAY,EAAE,KAAK,CAAC,MAAM,EAAE,aAAa,EAAE,YAAY,EAAE,EAC3D,oBAAoB,CACrB,CAAC;IACJ,CAAC;IACD,MAAM,IAAI,GAAiB,EAAE,CAAC;IAC9B,KAAK,IAAI,QAAQ,GAAG,aAAa,EAAE,QAAQ,GAAG,YAAY,IAAI,KAAK,CAAC,MAAM,EAAE,QAAQ,IAAI,IAAK,EAAE,CAAC;QAC9F,MAAM,UAAU,GAAG,IAAI,KAAK,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,aAAa,CAAC;QACtE,IAAI,CAAC,IAAI,CAAC;YACR,KAAK,EAAE,CAAC,IAAI,CAAC,KAAK,EAAE,UAAU,EAAE,QAAQ,GAAG,CAAC,CAAC,CAAC;YAC9C,IAAI,EAAE,IAAI,CAAC,KAAK,EAAE,QAAQ,EAAE,QAAQ,GAAG,YAAY,GAAG,CAAC,CAAC;SACzD,CAAC,CAAC;QACH,IAAI,IAAI,CAAC,MAAM,GAAG,8BAA8B,EAAE,CAAC;YACjD,MAAM,CACJ,YAAY,EACZ,SAAS,EACT,uBAAuB,8BAA8B,wCAAwC,EAC7F,SAAS,CAAC,oBAAoB,EAC9B,EAAE,WAAW,EAAE,IAAI,CAAC,MAAM,EAAE,OAAO,EAAE,8BAA8B,EAAE,EACrE,oBAAoB,CACrB,CAAC;QACJ,CAAC;IACH,CAAC;IACD,OAAO,QAAQ,CAAC;QACd,YAAY;QACZ,IAAI;QACJ,IAAI;QACJ,YAAY,EAAE,EAAE,aAAa,EAAE,YAAY,EAAE,IAAI,EAAE,IAAI,EAAE;QACzD,UAAU,EAAE,GAAG,IAAI,sBAAsB,aAAa,8BAA8B,YAAY,0EAA0E;QAC1K,kBAAkB,EAAE,CAAC;QACrB,QAAQ,EAAE,EAAE;KACb,CAAC,CAAC;AACL,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,yBAAyB,CACvC,OAAyC;IAEzC,MAAM,YAAY,GAAG,2BAA2B,CAAC;IACjD,MAAM,EACJ,KAAK,EACL,OAAO,GAAG,CAAC,EACX,QAAQ,GAAG,CAAC,EACZ,GAAG,IAAI,EACR,GAAG,uCAAuC,CAAC,YAAY,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IAC9E,MAAM,KAAK,GAAG,YAAY,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IACzC,IAAI,KAAK,GAAG,CAAC,GAAG,KAAK,CAAC,MAAM,EAAE,CAAC;QAC7B,MAAM,CACJ,YAAY,EACZ,eAAe,EACf,kEAAkE,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,QAAQ,KAAK,CAAC,MAAM,uBAAuB,KAAK,GAAG,EACjJ,SAAS,CAAC,eAAe,EACzB,EAAE,KAAK,EAAE,YAAY,EAAE,KAAK,CAAC,MAAM,EAAE,EACrC,cAAc,CACf,CAAC;IACJ,CAAC;IACD,MAAM,MAAM,GAAG,WAAW,CAAC,KAAK,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,OAAO,EAAE,QAAQ,EAAE,CAAC,CAAC;IACvE,MAAM,QAAQ,GAAmB,EAAE,CAAC;IACpC,MAAM,IAAI,GAAiB,EAAE,CAAC;IAC9B,IAAI,kBAAkB,GAAG,CAAC,CAAC;IAC3B,MAAM,CAAC,OAAO,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE;QAC9B,MAAM,IAAI,GAAG,eAAe,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC;QACnD,MAAM,KAAK,GAAG,eAAe,CAAC,KAAK,EAAE,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;QACrD,IAAI,IAAI,CAAC,KAAK,CAAC,MAAM,KAAK,CAAC,IAAI,KAAK,CAAC,KAAK,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;YACxD,kBAAkB,IAAI,CAAC,CAAC;YACxB,QAAQ,CAAC,IAAI,CACX,OAAO,CACL,WAAW,CAAC,eAAe,EAC3B,GAAG,YAAY,UAAU,KAAK,kBAAkB,IAAI,CAAC,KAAK,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC,CAAC,4DAA4D,CAAC,CAAC,CAAC,qDAAqD,GAAG,EACjM,MAAM,EACN,EAAE,KAAK,EAAE,eAAe,EAAE,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,OAAO,EAAE,CAC3D,CACF,CAAC;YACF,OAAO;QACT,CAAC;QACD,IAAI,KAAK,CAAC,OAAO,GAAG,CAAC,EAAE,CAAC;YACtB,QAAQ,CAAC,IAAI,CACX,OAAO,CACL,WAAW,CAAC,eAAe,EAC3B,GAAG,YAAY,UAAU,KAAK,YAAY,KAAK,CAAC,OAAO,oBAAoB,KAAK,CAAC,OAAO,KAAK,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,8CAA8C,EACvJ,MAAM,EACN,EAAE,KAAK,EAAE,eAAe,EAAE,IAAI,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,CAAC,OAAO,EAAE,CAChE,CACF,CAAC;QACJ,CAAC;QACD,IAAI,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,KAAK,CAAC,KAAK,EAAE,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAE,EAAE,CAAC,CAAC;IAC1D,CAAC,CAAC,CAAC;IACH,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACtB,MAAM,CACJ,YAAY,EACZ,SAAS,EACT,sHAAsH,EACtH,SAAS,CAAC,eAAe,EACzB,EAAE,KAAK,EAAE,QAAQ,EAAE,OAAO,EAAE,YAAY,EAAE,KAAK,CAAC,MAAM,EAAE,EACxD,cAAc,CACf,CAAC;IACJ,CAAC;IACD,OAAO,QAAQ,CAAC;QACd,YAAY;QACZ,IAAI;QACJ,IAAI;QACJ,YAAY,EAAE,EAAE,KAAK,EAAE,OAAO,EAAE,QAAQ,EAAE;QAC1C,UAAU,EAAE,UAAU,KAAK,0CAA0C,QAAQ,sBAAsB,OAAO,+FAA+F;QACzM,kBAAkB;QAClB,QAAQ;KACT,CAAC,CAAC;AACL,CAAC"}

package/modules/backtest/dist/cross-sectional/grid.d.ts

@@ -0,0 +1,142 @@
+/**
+ * `crossSectionalBacktestGrid` (Stage 4.6, FC8 Decision 4 — "the grid"): the cartesian product of
+ * declarative variations over one `crossSectionalBacktest` request, run as independent single runs
+ * of the same function with unchanged semantics, with the research-hygiene verdicts composed
+ * verbatim from `@insiderfinance/totalfinance/risk` — `researchProtocol` over the trial Sharpes,
+ * `probabilityOfBacktestOverfitting` over the per-variation return matrix, `deflatedSharpeRatio` for
+ * the best trial. The grid records the parent sweep hash and each child's run hash so one artifact
+ * can hold the whole protocol without a second copy of any math.
+ */
+import { type Diagnostics } from '../../../core/dist/index.js';
+import { type BacktestOverfittingProbabilityResult, type DeflatedSharpeResult, type ResearchVerdict } from '../../../risk/dist/index.js';
+import type { CrossSectionalBacktestRequest, CrossSectionalBacktestResult } from './types.js';
+/** Decision 9: variations one synchronous sweep runs unless the caller raises the ceiling. */
+export declare const CROSS_SECTIONAL_GRID_DEFAULT_MAXIMUM = 256;
+/** Decision 9: the hard ceiling on variations one synchronous sweep may run. */
+export declare const CROSS_SECTIONAL_GRID_CEILING = 4096;
+/** One axis of the grid: a dotted path into the request and the values it takes. */
+export interface GridVariation {
+    /** A dotted path under `signal`, `rebalanceSchedule`, `portfolioConstruction`, `execution`, `transactionCostModel`, `initialCapital`, or `riskFreeRate`. */
+    path: string;
+    /** The declarative values the path takes, in order; functions are refused (a grid is replayable). */
+    values: readonly unknown[];
+}
+/** The performance-block metric that ranks the variations. */
+export type GridSelectionMetric = 'sharpe' | 'sortino' | 'calmar' | 'annualizedReturn' | 'totalReturn';
+export interface CrossSectionalBacktestGridRequest {
+    /** The base request every variation is applied to; validated once, never mutated. */
+    request: CrossSectionalBacktestRequest;
+    /** The axes; the cartesian product is run with the last axis varying fastest. */
+    variations: readonly GridVariation[];
+    /** Variations the sweep may run (default 256, at most 4,096). */
+    maximumVariations?: number;
+    /** The metric that picks the best trial (default `'sharpe'`); ties resolve to the lower index. */
+    selectionMetric?: GridSelectionMetric;
+    hygiene?: {
+        /** CSCV blocks for `probabilityOfBacktestOverfitting` (even, 4–16). Default: 16, or the largest even count the run's periods allow. */
+        splits?: number;
+        /** `researchProtocol`'s confidence in (0, 1); default 0.95. */
+        confidence?: number;
+    };
+}
+/** The summary metrics of one variation, read from the run's performance block and diagnostics. */
+export interface GridSummaryMetrics {
+    periods: number;
+    totalReturn: number | null;
+    annualizedReturn: number | null;
+    annualizedVolatility: number | null;
+    sharpe: number | null;
+    sortino: number | null;
+    calmar: number | null;
+    maxDrawdown: number;
+    hitRate: number | null;
+    finalValue: number;
+    rebalanceCount: number;
+    tradeCount: number;
+    fillCount: number;
+    /** Mean allocator turnover per rebalance (fraction of NAV). */
+    meanTurnover: number | null;
+    /** Costs charged over the run, in base currency. */
+    totalCosts: number;
+    cappedGoalCount: number;
+    violatedGoalCount: number;
+    warningCount: number;
+}
+export interface GridVariationRow {
+    index: number;
+    /** Path → the value applied at this point of the product. */
+    parameters: Record<string, unknown>;
+    /** The child run's content-addressed identity (`CrossSectionalBacktestResult.runId`). */
+    runId: string;
+    metrics: GridSummaryMetrics;
+    /** Per-observation Sharpe of the run's returns — the trial Sharpe the deflation reads. */
+    trialSharpe: number;
+    /** True when the run's returns could not carry a Sharpe (fewer than three periods or zero variance); the trial Sharpe is then 0 by convention. */
+    trialSharpeDegenerate: boolean;
+}
+export interface GridHygiene {
+    /** The trial Sharpes in variation order — the pool `researchProtocol` deflates against. */
+    trialSharpes: number[];
+    /** `researchProtocol` over the best trial's returns with the pool; `null` when the best trial is degenerate. */
+    researchProtocol: ResearchVerdict | null;
+    /** `probabilityOfBacktestOverfitting` over the periods × variations return matrix; `null` when fewer than two variations or too few periods. */
+    backtestOverfitting: BacktestOverfittingProbabilityResult | null;
+    /** `deflatedSharpeRatio` for the best trial against the pool; `null` when the best trial is degenerate. */
+    deflatedSharpe: DeflatedSharpeResult | null;
+}
+export interface GridAssumptions {
+    conventionsVersion: string;
+    variationCount: number;
+    maximumVariations: number;
+    selectionMetric: GridSelectionMetric;
+    periodsPerYear: number;
+    riskFreeRate: number;
+    paths: string[];
+    hygiene: {
+        /** The CSCV blocks actually used, or `null` when the overfitting probability was not computed. */
+        splits: number | null;
+        confidence: number;
+        /** The trial Sharpe recorded for a degenerate return series. */
+        degenerateTrialSharpe: 0;
+    };
+}
+export interface GridDiagnostics extends Diagnostics {
+    variationCount: number;
+    degenerateTrialCount: number;
+    /** The hygiene blocks that were not computed, each with its reason. */
+    skippedHygiene: Array<{
+        block: 'researchProtocol' | 'backtestOverfitting' | 'deflatedSharpe';
+        reason: string;
+    }>;
+}
+export interface CrossSectionalBacktestGridResult {
+    /** The parent sweep hash: the content hash of the axes and every child run hash. */
+    sweepId: string;
+    variations: GridVariationRow[];
+    /** Every child run, index-aligned with `variations` — the same function, called once per point. */
+    runs: CrossSectionalBacktestResult[];
+    /** The best trial by the selection metric, or `null` when no variation carries the metric. */
+    best: {
+        index: number;
+        runId: string;
+        metric: GridSelectionMetric;
+        value: number;
+    } | null;
+    hygiene: GridHygiene;
+    assumptions: GridAssumptions;
+    diagnostics: GridDiagnostics;
+}
+/** The closed guard for the grid request; the base request is validated by the engine's own guard. */
+export declare function requireCrossSectionalBacktestGridRequest(functionName: string, label: string, value: unknown): CrossSectionalBacktestGridRequest;
+/** Copy-on-write along one path: every other reference is shared, which is safe because no engine mutates its inputs (Decision 12). */
+/** Set a dotted path on a plain object copy (shared with the out-of-sample verbs). */
+export declare function withPath(target: unknown, segments: readonly string[], value: unknown): unknown;
+/** The grid's summary row for one run (shared with the out-of-sample verbs). */
+export declare function summarizeCrossSectionalRun(run: CrossSectionalBacktestResult): GridSummaryMetrics;
+/**
+ * Run the cartesian product of `variations` over `request` — each point one `crossSectionalBacktest`
+ * call — and compose the research-hygiene verdicts. Every child run is returned whole and
+ * index-aligned with `variations`; `sweepId` is the parent hash over the axes and the child hashes.
+ */
+export declare function crossSectionalBacktestGrid(gridRequest: CrossSectionalBacktestGridRequest): CrossSectionalBacktestGridResult;
+//# sourceMappingURL=grid.d.ts.map

package/modules/backtest/dist/cross-sectional/grid.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"grid.d.ts","sourceRoot":"","sources":["../../src/cross-sectional/grid.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EAEL,KAAK,WAAW,EAQjB,MAAM,6BAAoB,CAAC;AAE5B,OAAO,EACL,KAAK,oCAAoC,EACzC,KAAK,oBAAoB,EACzB,KAAK,eAAe,EAKrB,MAAM,6BAAoB,CAAC;AAE5B,OAAO,KAAK,EAAE,6BAA6B,EAAE,4BAA4B,EAAE,MAAM,YAAY,CAAC;AAG9F,8FAA8F;AAC9F,eAAO,MAAM,oCAAoC,MAAM,CAAC;AACxD,gFAAgF;AAChF,eAAO,MAAM,4BAA4B,OAAQ,CAAC;AAElD,oFAAoF;AACpF,MAAM,WAAW,aAAa;IAC5B,4JAA4J;IAC5J,IAAI,EAAE,MAAM,CAAC;IACb,qGAAqG;IACrG,MAAM,EAAE,SAAS,OAAO,EAAE,CAAC;CAC5B;AAED,8DAA8D;AAC9D,MAAM,MAAM,mBAAmB,GAC3B,QAAQ,GACR,SAAS,GACT,QAAQ,GACR,kBAAkB,GAClB,aAAa,CAAC;AAElB,MAAM,WAAW,iCAAiC;IAChD,qFAAqF;IACrF,OAAO,EAAE,6BAA6B,CAAC;IACvC,iFAAiF;IACjF,UAAU,EAAE,SAAS,aAAa,EAAE,CAAC;IACrC,iEAAiE;IACjE,iBAAiB,CAAC,EAAE,MAAM,CAAC;IAC3B,kGAAkG;IAClG,eAAe,CAAC,EAAE,mBAAmB,CAAC;IACtC,OAAO,CAAC,EAAE;QACR,uIAAuI;QACvI,MAAM,CAAC,EAAE,MAAM,CAAC;QAChB,+DAA+D;QAC/D,UAAU,CAAC,EAAE,MAAM,CAAC;KACrB,CAAC;CACH;AAED,mGAAmG;AACnG,MAAM,WAAW,kBAAkB;IACjC,OAAO,EAAE,MAAM,CAAC;IAChB,WAAW,EAAE,MAAM,GAAG,IAAI,CAAC;IAC3B,gBAAgB,EAAE,MAAM,GAAG,IAAI,CAAC;IAChC,oBAAoB,EAAE,MAAM,GAAG,IAAI,CAAC;IACpC,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IACtB,OAAO,EAAE,MAAM,GAAG,IAAI,CAAC;IACvB,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IACtB,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,GAAG,IAAI,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,cAAc,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;IAClB,+DAA+D;IAC/D,YAAY,EAAE,MAAM,GAAG,IAAI,CAAC;IAC5B,oDAAoD;IACpD,UAAU,EAAE,MAAM,CAAC;IACnB,eAAe,EAAE,MAAM,CAAC;IACxB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,YAAY,EAAE,MAAM,CAAC;CACtB;AAED,MAAM,WAAW,gBAAgB;IAC/B,KAAK,EAAE,MAAM,CAAC;IACd,6DAA6D;IAC7D,UAAU,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IACpC,yFAAyF;IACzF,KAAK,EAAE,MAAM,CAAC;IACd,OAAO,EAAE,kBAAkB,CAAC;IAC5B,0FAA0F;IAC1F,WAAW,EAAE,MAAM,CAAC;IACpB,kJAAkJ;IAClJ,qBAAqB,EAAE,OAAO,CAAC;CAChC;AAED,MAAM,WAAW,WAAW;IAC1B,2FAA2F;IAC3F,YAAY,EAAE,MAAM,EAAE,CAAC;IACvB,gHAAgH;IAChH,gBAAgB,EAAE,eAAe,GAAG,IAAI,CAAC;IACzC,gJAAgJ;IAChJ,mBAAmB,EAAE,oCAAoC,GAAG,IAAI,CAAC;IACjE,2GAA2G;IAC3G,cAAc,EAAE,oBAAoB,GAAG,IAAI,CAAC;CAC7C;AAED,MAAM,WAAW,eAAe;IAC9B,kBAAkB,EAAE,MAAM,CAAC;IAC3B,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,eAAe,EAAE,mBAAmB,CAAC;IACrC,cAAc,EAAE,MAAM,CAAC;IACvB,YAAY,EAAE,MAAM,CAAC;IACrB,KAAK,EAAE,MAAM,EAAE,CAAC;IAChB,OAAO,EAAE;QACP,kGAAkG;QAClG,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;QACtB,UAAU,EAAE,MAAM,CAAC;QACnB,gEAAgE;QAChE,qBAAqB,EAAE,CAAC,CAAC;KAC1B,CAAC;CACH;AAED,MAAM,WAAW,eAAgB,SAAQ,WAAW;IAClD,cAAc,EAAE,MAAM,CAAC;IACvB,oBAAoB,EAAE,MAAM,CAAC;IAC7B,uEAAuE;IACvE,cAAc,EAAE,KAAK,CAAC;QACpB,KAAK,EAAE,kBAAkB,GAAG,qBAAqB,GAAG,gBAAgB,CAAC;QACrE,MAAM,EAAE,MAAM,CAAC;KAChB,CAAC,CAAC;CACJ;AAED,MAAM,WAAW,gCAAgC;IAC/C,oFAAoF;IACpF,OAAO,EAAE,MAAM,CAAC;IAChB,UAAU,EAAE,gBAAgB,EAAE,CAAC;IAC/B,mGAAmG;IACnG,IAAI,EAAE,4BAA4B,EAAE,CAAC;IACrC,8FAA8F;IAC9F,IAAI,EAAE;QAAE,KAAK,EAAE,MAAM,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE,mBAAmB,CAAC;QAAC,KAAK,EAAE,MAAM,CAAA;KAAE,GAAG,IAAI,CAAC;IAC1F,OAAO,EAAE,WAAW,CAAC;IACrB,WAAW,EAAE,eAAe,CAAC;IAC7B,WAAW,EAAE,eAAe,CAAC;CAC9B;AA6DD,sGAAsG;AACtG,wBAAgB,wCAAwC,CACtD,YAAY,EAAE,MAAM,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,EAAE,OAAO,GACb,iCAAiC,CAqInC;AAED,uIAAuI;AACvI,sFAAsF;AACtF,wBAAgB,QAAQ,CAAC,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,SAAS,MAAM,EAAE,EAAE,KAAK,EAAE,OAAO,GAAG,OAAO,CAQ9F;AAQD,gFAAgF;AAChF,wBAAgB,0BAA0B,CAAC,GAAG,EAAE,4BAA4B,GAAG,kBAAkB,CA6BhG;AAUD;;;;GAIG;AACH,wBAAgB,0BAA0B,CACxC,WAAW,EAAE,iCAAiC,GAC7C,gCAAgC,CA4NlC"}