gloomberb 0.15.2 → 0.15.3

package/src/time-series/fundamentals.ts

@@ -1,29 +1,22 @@
-import { normalizeStatementEarningsResult } from "../utils/earnings-result";
-import { EARNINGS_FIELDS, hasEarningsWithdrawal, hasUnavailableEarnings, mergeReportedEarningsResult, ownedReportedEarningsCohort } from "../utils/reported-earnings-result";
 import type {
   FinancialStatement,
-  ProviderOperatingField,
   TickerFinancials,
 } from "../types/financials";
 import { areNearbyFinancialPeriodEnds, completeAvailability, statementFieldAvailability } from "../utils/financial-statements";
 import { copyIncomeField, incomeFieldKnowledgeDate, incomeFieldOwner, isIncomeStatementField } from "../utils/income-statement";
-import { derivedOperatingObservation, mergeStatementOperatingResult, providerOperatingObservation, reportedOperatingCohort } from "../utils/operating-result";
-import { canAggregateOperatingField, canDeriveOperatingQuarter, isOperatingField, operatingResultAggregation } from "../utils/operating-result-aggregation";
-import { hasStatementWithdrawals, isWithdrawnStatementValue, mergeStatementWithdrawals, redactWithdrawnStatement } from "../utils/statement-observations";
+import { hasStatementGap, mergeStatementGaps } from "../utils/statement-gaps";
 import { canonicalTimeSeriesFieldId, getTimeSeriesField } from "./field-catalog";
 import { forwardPeHistory, realizedNtmPeHistory } from "./forward-valuation";
 import { reportingCurrencySeries } from "./reporting-currency";
 import { createValuationCurrencyContext, type ValuationCurrencyContext } from "./valuation-currency";
 import { valuationPriceAtOrBefore, valuationQuoteIssue, type ValuationPriceIssue } from "./valuation-price";
 import type { SecuritySeriesSource, SeriesPeriod, TimeSeriesPoint } from "./types";
+import { isFiniteNumber } from "../utils/guards";
 
 type NumericStatementField =
   | "totalRevenue"
   | "grossProfit"
   | "operatingIncome"
-  | "operatingExpense"
-  | "totalExpenses"
-  | "depreciationAndAmortization"
   | "netIncome"
   | "netIncomeIncludingNoncontrollingInterests"
   | "netIncomeCommonStockholders"
@@ -84,10 +77,6 @@ const NUMERIC_STATEMENT_FIELDS: readonly NumericStatementField[] = [
   ...QUARTERLY_AVERAGE_FIELDS,
   "netIncomeCommonStockholders",
   "eps",
-  // Preserve the complete operating cohort even when only income is charted.
-  "operatingExpense",
-  "totalExpenses",
-  "depreciationAndAmortization",
 ];
 
 const FUNDAMENTAL_IDS = new Set([
@@ -134,10 +123,6 @@ const PRICE_HISTORY_VALUATION_IDS = new Set([
   "realizedNtmPE",
 ]);
 
-function finiteNumber(value: unknown): value is number {
-  return typeof value === "number" && Number.isFinite(value);
-}
-
 function validDate(value: unknown): Date | null {
   if (value instanceof Date) {
     return Number.isFinite(value.getTime()) ? new Date(value.getTime()) : null;
@@ -154,7 +139,7 @@ function statementTime(statement: FinancialStatement): number {
 function statementNumber(statement: FinancialStatement, field: NumericStatementField): number | null {
   if (field === "eps" && statement.epsBasis?.status === "unresolved") return null;
   const value = statement[field];
-  return finiteNumber(value) ? value : null;
+  return isFiniteNumber(value) ? value : null;
 }
 
 function setStatementNumber(
@@ -237,13 +222,13 @@ function mergeStatementPeriodGroup(statements: readonly InternalStatement[]): In
   const dateSource = periodDateSource(statements);
   const merged: InternalStatement = { date: dateSource.date, currency: dateSource.currency };
   const compatibleStatements = statements.filter((statement) => statement.currency === dateSource.currency);
-  mergeStatementWithdrawals(merged, compatibleStatements);
   const derivedFields: NumericStatementField[] = [];
   const fieldAvailability: Record<string, string> = {};
   const record = merged as unknown as Record<string, unknown>;
-  const operatingOwners = new Map<ProviderOperatingField, FinancialStatement>();
 
   for (const field of NUMERIC_STATEMENT_FIELDS) {
+    // A gap declared for the period is never filled from another report.
+    if (!isIncomeStatementField(field) && compatibleStatements.some((statement) => hasStatementGap(statement, field))) continue;
     if (isIncomeStatementField(field)) {
       const qualified = compatibleStatements.filter(statement => statement.date === dateSource.date && incomeFieldOwner(field, statement));
       if (qualified.length) {
@@ -259,7 +244,6 @@ function mergeStatementPeriodGroup(statements: readonly InternalStatement[]): In
         && incomeFieldOwner(field, statement)) return [];
       const value = statementNumber(statement, field);
       if (value === null) return [];
-      if (isWithdrawnStatementValue({ ...merged, fieldSources: statement.fieldSources }, field, value)) return [];
       return [{
         statement,
         value,
@@ -276,44 +260,12 @@ function mergeStatementPeriodGroup(statements: readonly InternalStatement[]): In
     if (candidates.length === 0) continue;
     const selected = selectFieldCandidate(verifiedEps.length ? verifiedEps : candidates);
     record[field] = selected.value;
-    if (isOperatingField(field)) operatingOwners.set(field, selected.statement);
     if (field === "eps" && selected.statement.epsBasis) merged.epsBasis = selected.statement.epsBasis;
     if (selected.availableAt) fieldAvailability[field] = selected.availableAt;
     if (selected.derived) derivedFields.push(field);
   }
 
-  // Keep the actual winner for each independent companion. The reported trio
-  // is then selected together by the same cohort merge used during acquisition.
-  const reportedOwners = compatibleStatements.filter(statement => statement.date === merged.date && reportedOperatingCohort(statement))
-    .toSorted((left, right) => {
-      const a = reportedOperatingCohort(left)!;
-      const b = reportedOperatingCohort(right)!;
-      return a.filed.localeCompare(b.filed) || a.accessionNumber.localeCompare(b.accessionNumber);
-    });
-  if (reportedOwners.length || [...operatingOwners.values()].some(statement => statement.operatingResult)) {
-    const provider = Object.fromEntries([...operatingOwners].flatMap(([field, owner]) => {
-      const observation = providerOperatingObservation(owner, field);
-      return observation ? [[field, observation]] : [];
-    }));
-    const ebitdaOwner = operatingOwners.get("ebitda");
-    const derived = ebitdaOwner ? derivedOperatingObservation(ebitdaOwner, "ebitda") : undefined;
-    merged.operatingResult = { version: 1,
-      ...(Object.keys(provider).length ? { provider } : {}),
-      ...(derived ? { derived: { ebitda: derived } } : {}),
-    };
-    if (reportedOwners.length) {
-      for (const owner of reportedOwners) mergeStatementOperatingResult(merged, { ...merged }, owner);
-    } else mergeStatementOperatingResult(merged, { ...merged });
-    const cohort = reportedOperatingCohort(merged);
-    if (cohort) for (const field of ["grossProfit", "operatingExpense", "operatingIncome"] as const) {
-      fieldAvailability[field] = cohort.filed;
-    }
-  }
-
-  mergeReportedEarningsResult(merged, compatibleStatements);
-  const earnings = ownedReportedEarningsCohort(merged);
-  if (earnings) for (const field of EARNINGS_FIELDS) fieldAvailability[field] = earnings.filed;
-  for (const field of EARNINGS_FIELDS) if (merged[field] === undefined) delete fieldAvailability[field];
+  mergeStatementGaps(merged, compatibleStatements);
   merged.fieldAvailability = fieldAvailability;
   merged.availableAt = completeStatementAvailability(merged);
   if (NUMERIC_STATEMENT_FIELDS.every(field => statementNumber(merged, field) === null)) {
@@ -322,19 +274,17 @@ function mergeStatementPeriodGroup(statements: readonly InternalStatement[]): In
     merged.availableAt = completeAvailability([dateSource.availableAt]);
   }
   if (derivedFields.length > 0) merged.__timeSeriesDerivedFields = derivedFields;
-  return redactWithdrawnStatement(merged);
+  return merged;
 }
 
 function mergeStatementsByPeriod(
   statements: readonly FinancialStatement[],
 ): InternalStatement[] {
   const groups: InternalStatement[][] = [];
-  const sorted = statements.map(row => normalizeStatementEarningsResult(row)).sort((left, right) => left.date.localeCompare(right.date));
+  const sorted = [...statements].sort((left, right) => left.date.localeCompare(right.date));
   for (const statement of sorted) {
     const lastGroup = groups.at(-1);
-    if (lastGroup && areNearbyFinancialPeriodEnds(lastGroup[0]!.date, statement.date)
-      && (lastGroup[0]!.date === statement.date || (!hasStatementWithdrawals(statement) && !lastGroup.some(hasStatementWithdrawals)
-        && !statement.operatingResult && !statement.earningsResult && !lastGroup.some(row => row.operatingResult || row.earningsResult)))) {
+    if (lastGroup && areNearbyFinancialPeriodEnds(lastGroup[0]!.date, statement.date)) {
       lastGroup.push(statement as InternalStatement);
     } else groups.push([statement as InternalStatement]);
   }
@@ -405,8 +355,11 @@ export function deriveQuarterlyStatements(
     let changed = false;
 
     for (const field of QUARTERLY_FLOW_FIELDS) {
-      if (!canDeriveOperatingQuarter(annualStatement, mergedQuarterly, field)) continue;
-      if (isIncomeStatementField(field) && target.unavailableFields?.includes(field)) continue;
+      // A line unavailable for the fourth quarter stays a gap: the full year
+      // minus the other quarters would recreate the value a source withheld.
+      if (hasStatementGap(target, field) || mergedQuarterly.some((statement) => (
+        areNearbyFinancialPeriodEnds(statement.date, annualStatement.date) && hasStatementGap(statement, field)
+      ))) continue;
       if (statementNumber(target, field) !== null) continue;
       const annualValue = statementNumber(annualStatement, field);
       if (annualValue === null) continue;
@@ -416,7 +369,6 @@ export function deriveQuarterlyStatements(
       if (inputTimes.some((time, index) => index > 0 && (time - inputTimes[index - 1]! < 60 * DAY_MS || time - inputTimes[index - 1]! > 120 * DAY_MS))) continue;
       const derived = annualValue - previousInputs.reduce((sum, input) => sum + input.value, 0);
       if (!Number.isFinite(derived)) continue;
-      if (isWithdrawnStatementValue(target, field, derived)) continue;
       const availableAt = completeAvailability([
         statementFieldAvailability(annualStatement, field),
         ...previousInputs.map((input) => input.availableAt),
@@ -465,11 +417,10 @@ function buildTtmStatements(statements: readonly FinancialStatement[]): Internal
       fieldAvailability: {},
       __timeSeriesTtm: true,
       __timeSeriesDerivedFields: [],
-      operatingResultAggregation: operatingResultAggregation(window),
     };
     const unresolvedEps = window.find((statement) => statement.epsBasis?.status === "unresolved");
     if (unresolvedEps) ttm.epsBasis = unresolvedEps.epsBasis;
-    const commonIncomeCount = window.filter((statement) => finiteNumber(statement.netIncomeCommonStockholders)).length;
+    const commonIncomeCount = window.filter((statement) => isFiniteNumber(statement.netIncomeCommonStockholders)).length;
     // Known common claims in some quarters cannot be ignored by substituting
     // aggregate income for the entire window or only its missing quarters.
     if ((commonIncomeCount > 0 && commonIncomeCount < window.length)
@@ -486,7 +437,6 @@ function buildTtmStatements(statements: readonly FinancialStatement[]): Internal
     if (hasAverageShareInputs && !hasCompleteAverageShares) ttm.__timeSeriesIncompleteAverageShares = true;
 
     for (const field of [...TTM_SUM_FIELDS, ...QUARTERLY_AVERAGE_FIELDS]) {
-      if (!canAggregateOperatingField(window, field)) continue;
       const values = window.map((statement) => statementNumber(statement, field));
       if (!values.every((value): value is number => value !== null)) continue;
       if (QUARTERLY_AVERAGE_FIELDS.includes(field) && !values.every(value => value > 0)) continue;
@@ -544,14 +494,14 @@ function sourceStatements(
 }
 
 function ratio(numerator: unknown, denominator: unknown): number | null {
-  return finiteNumber(numerator) && finiteNumber(denominator) && denominator !== 0
+  return isFiniteNumber(numerator) && isFiniteNumber(denominator) && denominator !== 0
     ? numerator / denominator
     : null;
 }
 
 function freeCashFlow(statement: FinancialStatement): { value: number | null; derived: boolean } {
-  if (finiteNumber(statement.freeCashFlow)) return { value: statement.freeCashFlow, derived: false };
-  if (finiteNumber(statement.operatingCashFlow) && finiteNumber(statement.capitalExpenditure)) {
+  if (isFiniteNumber(statement.freeCashFlow)) return { value: statement.freeCashFlow, derived: false };
+  if (isFiniteNumber(statement.operatingCashFlow) && isFiniteNumber(statement.capitalExpenditure)) {
     return { value: statement.operatingCashFlow + statement.capitalExpenditure, derived: true };
   }
   return { value: null, derived: false };
@@ -592,8 +542,8 @@ function selectedCash(statement: FinancialStatement): SelectedStatementField | n
 function selectedEps(
   statement: InternalStatement,
 ): { value: number; dependencies: NumericStatementField[] } | null {
-  if (statement.epsBasis?.status === "unresolved" || hasEarningsWithdrawal(statement, "eps") || hasUnavailableEarnings(statement, "eps")) return null;
-  if (finiteNumber(statement.eps)) {
+  if (statement.epsBasis?.status === "unresolved" || hasStatementGap(statement, "eps")) return null;
+  if (isFiniteNumber(statement.eps)) {
     return { value: statement.eps, dependencies: ["eps"] };
   }
   if (statement.__timeSeriesIncompleteCommonIncome || statement.__timeSeriesIncompleteAverageShares
@@ -618,12 +568,12 @@ function metricDependencies(metric: string, statement: FinancialStatement): Nume
   if (metric === "operatingMargin") return ["operatingIncome", "totalRevenue"];
   if (metric === "netMargin") return ["netIncome", "totalRevenue"];
   if (metric === "freeCashFlowMargin") {
-    return finiteNumber(statement.freeCashFlow)
+    return isFiniteNumber(statement.freeCashFlow)
       ? ["freeCashFlow", "totalRevenue"]
       : ["operatingCashFlow", "capitalExpenditure", "totalRevenue"];
   }
   if (metric === "freeCashFlow") {
-    return finiteNumber(statement.freeCashFlow)
+    return isFiniteNumber(statement.freeCashFlow)
       ? ["freeCashFlow"]
       : ["operatingCashFlow", "capitalExpenditure"];
   }
@@ -649,7 +599,7 @@ function metricDependencies(metric: string, statement: FinancialStatement): Nume
   }
   if (metric === "priceFcf") {
     return uniqueDependencies([
-      ...(finiteNumber(statement.freeCashFlow)
+      ...(isFiniteNumber(statement.freeCashFlow)
         ? ["freeCashFlow" as const]
         : ["operatingCashFlow" as const, "capitalExpenditure" as const]),
       selectedShares(statement)?.field,
@@ -718,16 +668,9 @@ function pointForStatement(
     provenance: {
       quality: derived || (metric === "eps" && statement.epsBasis?.factor !== undefined && statement.epsBasis.factor !== 1) ? "derived" : "reported",
       ...((metric === "eps" || metric === "trailingPE") && statement.epsBasis ? { secEpsBasis: statement.epsBasis } : {}),
-      ...((metric === "eps" || metric === "trailingPE") && ownedReportedEarningsCohort(statement)
-        ? { earningsResult: statement.earningsResult } : {}),
-      ...((metric === "eps" || metric === "trailingPE")
-        && (hasUnavailableEarnings(statement, "eps") || hasEarningsWithdrawal(statement, "eps"))
+      ...((metric === "eps" || metric === "trailingPE") && hasStatementGap(statement, "eps")
         ? { unavailableEarnings: ["eps" as const] } : {}),
       currency: statement.currency,
-      ...(metricDependencies(metric, statement).some(isOperatingField) ? {
-        ...(statement.operatingResult ? { operatingResult: statement.operatingResult } : {}),
-        ...(statement.operatingResultAggregation ? { operatingResultAggregation: statement.operatingResultAggregation } : {}),
-      } : {}),
     },
   };
 }
@@ -749,17 +692,17 @@ function historicalValuation(
 
 function hasValuationInputs(statement: InternalStatement, metric: string): boolean {
   if (metric === "trailingPE") {
-    return hasEarningsWithdrawal(statement, "eps") || hasUnavailableEarnings(statement, "eps") || statement.epsBasis?.status === "unresolved"
+    return hasStatementGap(statement, "eps") || statement.epsBasis?.status === "unresolved"
       || statement.__timeSeriesIncompleteCommonIncome === true
       || statement.__timeSeriesIncompleteAverageShares === true
       || selectedEps(statement) !== null;
   }
   if (!selectedShares(statement)) return false;
-  if (metric === "priceSales") return finiteNumber(statement.totalRevenue);
+  if (metric === "priceSales") return isFiniteNumber(statement.totalRevenue);
   if (metric === "priceFcf") return freeCashFlow(statement).value !== null;
-  if (!finiteNumber(statement.totalDebt) || !selectedCash(statement)) return false;
-  return metric === "evSales" ? finiteNumber(statement.totalRevenue)
-    : metric === "evEbitda" && finiteNumber(statement.ebitda);
+  if (!isFiniteNumber(statement.totalDebt) || !selectedCash(statement)) return false;
+  return metric === "evSales" ? isFiniteNumber(statement.totalRevenue)
+    : metric === "evEbitda" && isFiniteNumber(statement.ebitda);
 }
 
 function valuationAtPrice(
@@ -773,7 +716,7 @@ function valuationAtPrice(
   const debt = statement.totalDebt;
   // Unknown balance-sheet inputs are not zero balances. Avoid manufacturing
   // an EV multiple from market capitalization alone when coverage is sparse.
-  const enterpriseValue = marketCap !== null && finiteNumber(debt) && finiteNumber(cash)
+  const enterpriseValue = marketCap !== null && isFiniteNumber(debt) && isFiniteNumber(cash)
     ? marketCap + debt - cash
     : null;
   if (metric === "trailingPE") {
@@ -796,9 +739,9 @@ function providerCurrentValuationPoint(
     : metric === "pegRatio"
       ? financials.fundamentals?.pegRatio
       : undefined;
-  if (!finiteNumber(value) || (metric === "forwardPE" && value <= 0)) return null;
+  if (!isFiniteNumber(value) || (metric === "forwardPE" && value <= 0)) return null;
   const quoteTime = financials.quote?.lastUpdated;
-  const date = validDate(finiteNumber(quoteTime) && quoteTime > 0 ? quoteTime : null);
+  const date = validDate(isFiniteNumber(quoteTime) && quoteTime > 0 ? quoteTime : null);
   if (!date) return null;
   return {
     date,
@@ -822,7 +765,7 @@ function currentDerivedValuationPoint(
   const quote = financials.quote;
   if (valuationQuoteIssue(quote)) return null;
   const quoteDate = validDate(quote?.lastUpdated);
-  if (!quoteDate || !finiteNumber(quote?.price) || quote.price <= 0) return null;
+  if (!quoteDate || !isFiniteNumber(quote?.price) || quote.price <= 0) return null;
   const quoteTime = quoteDate.getTime();
   // Select the latest known period first. Missing inputs, a loss or incompatible
   // currency cannot make an older period's denominator current again.
@@ -851,10 +794,6 @@ function currentDerivedValuationPoint(
     provenance: {
       providerId: quote.providerId,
       quality: "derived",
-      ...(metricDependencies(metric, statement).some(isOperatingField) ? {
-        ...(statement.operatingResult ? { operatingResult: statement.operatingResult } : {}),
-        ...(statement.operatingResultAggregation ? { operatingResultAggregation: statement.operatingResultAggregation } : {}),
-      } : {}),
     },
   };
 }
@@ -917,8 +856,7 @@ function dedupeFundamentalPeriods(points: readonly TimeSeriesPoint[]): TimeSerie
     const lastGroup = groups.at(-1);
     if (lastGroup && areNearbyFinancialPeriodEnds(lastGroup[0]!.observedAt, point.observedAt)
       && (lastGroup[0]!.observedAt.getTime() === point.observedAt.getTime()
-        || ![point, ...lastGroup].some(item => item.provenance?.operatingResult
-          || item.provenance?.earningsResult || item.provenance?.unavailableEarnings?.length))) {
+        || ![point, ...lastGroup].some(item => item.provenance?.unavailableEarnings?.length))) {
       lastGroup.push(point);
     } else groups.push([point]);
   }

package/src/time-series/live-bars.ts

@@ -10,6 +10,7 @@ import {
   quoteBelongsToLatestBar,
 } from "./chart-data";
 import { CHART_RESOLUTION_STEP_MS, type ManualChartResolution } from "./resolution";
+import { isFiniteNumber } from "../utils/guards";
 
 const DAY_MS = 24 * 60 * 60_000;
 const EXTENDED_HOURS_STATES = new Set(["PRE", "PREPRE", "POST", "POSTPOST"]);
@@ -64,20 +65,16 @@ function pointTime(point: Pick<PricePoint, "date">): number {
   return date instanceof Date ? date.getTime() : new Date(date).getTime();
 }
 
-function finite(value: unknown): value is number {
-  return typeof value === "number" && Number.isFinite(value);
-}
-
 function anchorKey(point: PricePoint, time: number): string {
   return `${time}|${point.open}|${point.high}|${point.low}|${point.close}|${point.volume}`;
 }
 
 function foldIntoBar(bar: PricePoint, observation: PricePoint): PricePoint {
-  const open = finite(bar.open) ? bar.open : bar.close;
+  const open = isFiniteNumber(bar.open) ? bar.open : bar.close;
   const extremes = pricePointIntegrity(observation) ? [] : [observation.high, observation.low];
-  const prices = [bar.high, bar.low, open, bar.close, observation.close, ...extremes].filter(finite);
-  const volume = finite(bar.volume) || finite(observation.volume)
-    ? (finite(bar.volume) ? bar.volume : 0) + (finite(observation.volume) ? observation.volume : 0)
+  const prices = [bar.high, bar.low, open, bar.close, observation.close, ...extremes].filter(isFiniteNumber);
+  const volume = isFiniteNumber(bar.volume) || isFiniteNumber(observation.volume)
+    ? (isFiniteNumber(bar.volume) ? bar.volume : 0) + (isFiniteNumber(observation.volume) ? observation.volume : 0)
     : undefined;
   return {
     ...bar,
@@ -102,7 +99,7 @@ export function foldFinalObservation(
 ): PricePoint[] {
   const last = history.at(-1);
   const previous = history.at(-2);
-  if (!last || !previous || !finite(last.close) || !finite(previous.close) || pricePointIntegrity(previous)) return history;
+  if (!last || !previous || !isFiniteNumber(last.close) || !isFiniteNumber(previous.close) || pricePointIntegrity(previous)) return history;
   const previousTime = pointTime(previous);
   const gap = pointTime(last) - previousTime;
   if (!(gap > 0)) return history;
@@ -254,7 +251,7 @@ export class LiveBarAccumulator {
     const observation = liveQuoteObservation(quote, options.now, options.assetCategory);
     if (!observation) return;
     const { time, price } = observation;
-    const volume = finite(quote.volume) && quote.volume >= 0 ? quote.volume : null;
+    const volume = isFiniteNumber(quote.volume) && quote.volume >= 0 ? quote.volume : null;
     if (time < this.lastTime) return;
     if (time === this.lastTime && price === this.lastPrice && (volume === null || volume === this.cumulative)) return;
 
@@ -360,14 +357,14 @@ export class LiveBarAccumulator {
     if (!pricePointIntegrity(latest)) {
       let volume = latest.volume;
       const end = anchor.volumeEnd ?? this.cumulative;
-      if (finite(volume) && end !== null && anchor.volumeBase !== null) {
+      if (isFiniteNumber(volume) && end !== null && anchor.volumeBase !== null) {
         volume += Math.max(0, end - anchor.volumeBase);
       }
       if (anchor.close !== null) {
         const close = anchor.close;
-        const open = finite(latest.open) ? latest.open : latest.close;
-        const high = finite(latest.high) ? latest.high : Math.max(open, latest.close);
-        const low = finite(latest.low) ? latest.low : Math.min(open, latest.close);
+        const open = isFiniteNumber(latest.open) ? latest.open : latest.close;
+        const high = isFiniteNumber(latest.high) ? latest.high : Math.max(open, latest.close);
+        const low = isFiniteNumber(latest.low) ? latest.low : Math.min(open, latest.close);
         value = {
           ...latest,
           open,
@@ -404,7 +401,7 @@ export class LiveBarAccumulator {
     if (merged === latest && this.bars.length === 0) return history;
     const projected = history.slice();
     projected[projected.length - 1] = merged;
-    const volumeKnown = finite(latest.volume);
+    const volumeKnown = isFiniteNumber(latest.volume);
     for (const bar of this.bars) projected.push(this.barPoint(bar, volumeKnown));
     return projected;
   }

package/src/time-series/live-quotes.ts

@@ -7,7 +7,7 @@ import { valuationSeriesUsesLiveQuote } from "./fundamentals";
 import { hasValidQuoteObservationTime } from "../market-data/quotes/freshness";
 import type { InstrumentRef } from "../market-data/request-types";
 import type { QueryEntry } from "../market-data/result-types";
-import { buildQuoteKey, resolveEntryData } from "../market-data/selectors";
+import { buildQuoteKey, instrumentFromQuoteTarget, resolveEntryData } from "../market-data/selectors";
 import { instrumentIdentityKey } from "../utils/instrument-identity";
 
 /**
@@ -17,23 +17,11 @@ import { instrumentIdentityKey } from "../utils/instrument-identity";
 export const LIVE_CHART_TERMINAL_FRAME_MS = 250;
 
 export function chartQuoteOverrideKeyForSource(source: SecuritySeriesSource): string {
-  return instrumentIdentityKey({
-    symbol: source.instrument.symbol,
-    exchange: source.instrument.exchange,
-    brokerId: source.instrument.brokerId,
-    brokerInstanceId: source.instrument.brokerInstanceId,
-    instrument: source.instrument.instrument,
-  });
+  return instrumentIdentityKey(source.instrument);
 }
 
 export function chartQuoteOverrideKeyForTarget(target: QuoteSubscriptionTarget): string {
-  return instrumentIdentityKey({
-    symbol: target.symbol,
-    exchange: target.exchange,
-    brokerId: target.context?.brokerId,
-    brokerInstanceId: target.context?.brokerInstanceId,
-    instrument: target.context?.instrument,
-  });
+  return instrumentIdentityKey(instrumentFromQuoteTarget(target));
 }
 
 function supportsLiveQuote(
@@ -151,16 +139,6 @@ export interface LiveChartQuoteObserverOptions {
   onChange: (quoteOverrides: ReadonlyMap<string, Quote>) => void;
 }
 
-function targetInstrument(target: QuoteSubscriptionTarget): InstrumentRef {
-  return {
-    symbol: target.symbol,
-    exchange: target.exchange,
-    brokerId: target.context?.brokerId,
-    brokerInstanceId: target.context?.brokerInstanceId,
-    instrument: target.context?.instrument ?? null,
-  };
-}
-
 /**
  * Follows the chart's instruments in the shared quote store. The store is fed
  * by the one deduplicated stream every pane shares, so a chart opens no
@@ -171,7 +149,7 @@ function targetInstrument(target: QuoteSubscriptionTarget): InstrumentRef {
 export function observeLiveChartQuotes({ spec, store, onChange }: LiveChartQuoteObserverOptions): () => void {
   const entries = getLiveChartQuoteTargets(spec).map((target) => ({
     key: chartQuoteOverrideKeyForTarget(target),
-    instrument: targetInstrument(target),
+    instrument: instrumentFromQuoteTarget(target),
   }));
   if (entries.length === 0) return () => {};
   const quoteOverrides = new Map<string, Quote>();

package/src/time-series/market.ts

@@ -4,6 +4,7 @@ import { canonicalTimeSeriesFieldId, isFundamentalFieldId, isMarketFieldId } fro
 import { extractFundamentalSeries } from "./fundamentals";
 import type { ChartSeriesPriceHistoryIntegrity, ResolvedSeries, SecuritySeriesSource, SeriesPeriod, TimeSeriesPoint } from "./types";
 import type { ManualChartResolution } from "./resolution";
+import { isFiniteNumber } from "../utils/guards";
 
 /** Field catalogue frequency is a default, not evidence for acquired bars. */
 export function marketSeriesFrequency(source: SecuritySeriesSource, historyResolution: ManualChartResolution | null | undefined): SeriesPeriod {
@@ -15,10 +16,6 @@ export function marketSeriesFrequency(source: SecuritySeriesSource, historyResol
   return "auto";
 }
 
-function finiteNumber(value: unknown): value is number {
-  return typeof value === "number" && Number.isFinite(value);
-}
-
 function pricePointDate(value: unknown): Date | null {
   const date = value instanceof Date ? new Date(value) : new Date(value as string | number);
   return Number.isFinite(date.getTime()) ? date : null;
@@ -74,9 +71,9 @@ function aggregatePriceHistory(
   const buckets = new Map<string, AggregatedPricePoint>();
   for (const point of sorted) {
     const key = periodKey(point.date, period);
-    const open = finiteNumber(point.open) ? point.open : point.close;
-    const high = finiteNumber(point.high) ? point.high : point.close;
-    const low = finiteNumber(point.low) ? point.low : point.close;
+    const open = isFiniteNumber(point.open) ? point.open : point.close;
+    const high = isFiniteNumber(point.high) ? point.high : point.close;
+    const low = isFiniteNumber(point.low) ? point.low : point.close;
     const current = buckets.get(key);
     if (!current) {
       buckets.set(key, {
@@ -85,7 +82,7 @@ function aggregatePriceHistory(
         high,
         low,
         close: point.close,
-        volume: finiteNumber(point.volume) ? point.volume : undefined,
+        volume: isFiniteNumber(point.volume) ? point.volume : undefined,
         integrity: point.integrity,
       });
       continue;
@@ -96,7 +93,7 @@ function aggregatePriceHistory(
     current.close = point.close;
     if (point.integrity) current.integrity = current.integrity
       ? mergePriceHistoryIntegrity(current.integrity, point.integrity) : point.integrity;
-    if (finiteNumber(point.volume)) current.volume = (current.volume ?? 0) + point.volume;
+    if (isFiniteNumber(point.volume)) current.volume = (current.volume ?? 0) + point.volume;
   }
   return [...buckets.values()];
 }

package/src/time-series/parsed-history-cache.ts

@@ -42,10 +42,6 @@ export function rememberParsedPriceHistory(
   }
 }
 
-export function readParsedPriceHistory(key: string): PricePoint[] | undefined {
-  return readParsedHistoryResult(key)?.points;
-}
-
 export function readParsedHistoryResult(key: string): PriceHistoryResult | undefined {
   return parsedHistory.get(key);
 }

package/src/time-series/resolution.ts

@@ -9,6 +9,7 @@ export interface ChartResolutionSupport {
   maxRange: TimeRange;
 }
 
+/** @deprecated Use `TIME_RANGES` from `gloomberb/time-series`; this is the same array. */
 export const TIME_RANGE_ORDER = TIME_RANGES;
 const CHART_RESOLUTION_ORDER = CHART_RESOLUTIONS;
 
@@ -59,6 +60,33 @@ export const CHART_RESOLUTION_STEP_MS: Record<ManualChartResolution, number> = {
   "1mo": 30 * 24 * 60 * 60_000,
 };
 
+export type BarIntervalUnit = "min" | "h" | "day" | "week" | "month";
+
+/** One bar of each unit in milliseconds; a month counts as 30 days. */
+export const BAR_INTERVAL_UNIT_MS: Readonly<Record<BarIntervalUnit, number>> = {
+  min: 60_000,
+  h: 60 * 60_000,
+  day: 24 * 60 * 60_000,
+  week: 7 * 24 * 60 * 60_000,
+  month: 30 * 24 * 60 * 60_000,
+};
+
+/**
+ * Reads a bar size such as "5m", "1h", "1wk" or "3 months" as a positive
+ * count of one unit; null for anything else.
+ */
+export function parseBarInterval(value: unknown): { count: number; unit: BarIntervalUnit } | null {
+  if (typeof value !== "string") return null;
+  const match = /^(\d+)\s*(m|min|mins|minute|minutes|h|hr|hour|hours|d|day|days|w|wk|week|weeks|mo|month|months)$/i.exec(value.trim());
+  const count = Number(match?.[1]);
+  if (!match || !Number.isSafeInteger(count) || count <= 0) return null;
+  const unit = match[2]!.toLowerCase();
+  return {
+    count,
+    unit: /^(mo|month)/.test(unit) ? "month" : /^(w|wk|week)/.test(unit) ? "week" : /^(d|day)/.test(unit) ? "day" : /^(h|hr|hour)/.test(unit) ? "h" : "min",
+  };
+}
+
 const CHART_RESOLUTION_POINTS_PER_DAY: Record<ManualChartResolution, number> = {
   "1m": 390,
   "5m": 78,
@@ -84,7 +112,7 @@ const TIME_RANGE_APPROXIMATE_DAYS: Record<TimeRange, number> = {
 
 const MINIMUM_USEFUL_CHART_POINTS = 2;
 
-const TIME_RANGE_INDEX = new Map(TIME_RANGE_ORDER.map((range, index) => [range, index]));
+const TIME_RANGE_INDEX = new Map(TIME_RANGES.map((range, index) => [range, index]));
 
 function getTimeRangeIndex(range: TimeRange): number {
   return TIME_RANGE_INDEX.get(range) ?? 0;
@@ -102,6 +130,7 @@ function isManualChartResolution(value: unknown): value is ManualChartResolution
   return value !== "auto" && CHART_RESOLUTION_ORDER.includes(value as ChartResolution);
 }
 
+/** @deprecated Slated for removal. Check the value against `CHART_RESOLUTIONS` instead. */
 export function normalizeChartResolution(value: unknown, fallback: ChartResolution = "auto"): ChartResolution {
   return isChartResolution(value) ? value : fallback;
 }
@@ -146,6 +175,7 @@ export function getNextBufferRange(range: TimeRange): TimeRange {
   return RANGE_PRELOAD_BUFFER[range];
 }
 
+/** @deprecated Slated for removal. Combine `getNextBufferRange` with `clampTimeRangeToMaxRange` instead. */
 export function getExpandedBufferRange(
   bufferRange: TimeRange,
   resolution: ChartResolution,
@@ -271,6 +301,10 @@ export function isIntradayResolution(resolution: ManualChartResolution): boolean
     || resolution === "1h";
 }
 
+/**
+ * @deprecated Slated for removal. Compare the range with
+ * `getSupportMaxRange(support, getPresetResolution(range))` instead.
+ */
 export function isRangePresetSupported(
   range: TimeRange,
   support: readonly ChartResolutionSupport[] | readonly ManualChartResolution[],