gloomberb 0.18.4 → 0.19.0

package/src/cli/history-rows.ts

@@ -12,13 +12,15 @@ import {
 import { classifyInstrumentType } from "../tickers/instrument-kind";
 import { isRoundTheClockCoin } from "../utils/crypto-pair";
 import { currencyPairCode } from "../utils/currency-pair";
-import { currencyUnitLabel } from "../utils/currency-units";
+import { currencyUnitLabel, resolveCurrencyUnit } from "../utils/currency-units";
 import { getPricePointTimestamp } from "../utils/price-history";
 import { latestTradeIndex, missingVolumeNotice, pricePointIntegrityFlags, pricePointValues } from "../utils/price-history-integrity";
 import { formatUtcTime } from "../utils/utc-time";
 import { historyCoverageNotice } from "../sources/history-coverage";
 import { barLastSession, barPeriodToDate, type BarPeriodToDate } from "../market-data/market/bar-period";
 import { barSizeFromGap, medianBarGap } from "../time-series/bar-spacing";
+import { isRegularSessionTime, sessionCalendarTimeZone } from "../market-data/market/freshness";
+import { zonedDateKey } from "../utils/zoned-date-time";
 
 const PRICE_KEYS = ["open", "high", "low", "close"] as const;
 const DAY_MS = 24 * 60 * 60 * 1000;
@@ -107,6 +109,42 @@ export function cleanFloat32Price(value: number): number {
   return value;
 }
 
+/**
+ * The finest step a venue that quotes in a sub-unit prices in, in decimals of
+ * that unit: a ten-thousandth of a penny, the smallest tick London's tick
+ * tables use (for its lowest-priced shares).
+ */
+const SUB_UNIT_TICK_DECIMALS = 4;
+/** The decimals of that sub-unit a table of bars shows: a tenth of a penny, 638.5p as 6.385. */
+const SUB_UNIT_SHOWN_DECIMALS = 1;
+
+/**
+ * A bar's price as the decimal it is (`cleanFloat32Price`). A price served in
+ * a sub-unit and divided into its currency (`divisor` 100: a London line's
+ * pence, as pounds) carries the float32 noise of the pence it was quoted in
+ * (623.59998p is 6.2359998), so it is cleaned in pence, kept to the venue's
+ * finest tick there, then divided: 6.236.
+ */
+export function cleanBarPrice(value: number, divisor = 1): number {
+  if (!(divisor > 1) || !Number.isFinite(divisor) || !Number.isFinite(value) || value === 0) return cleanFloat32Price(value);
+  const subUnit = cleanFloat32Price(value * divisor);
+  const places = Math.min(SUB_UNIT_TICK_DECIMALS, decimalPlaces(subUnit));
+  const unitPlaces = Math.round(Math.log10(divisor));
+  return Number((Number(subUnit.toFixed(places)) / divisor).toFixed(places + unitPlaces));
+}
+
+/**
+ * How many of the unit a quote's prices were served in make one of the
+ * currency it shows them in: 100 for a London line priced in pence and shown
+ * in pounds, 1 for any other. A quote in a sub-unit itself (`GBp`) shows the
+ * prices as served: they are cleaned as they are.
+ */
+export function quotedPriceDivisor(quote: { currency?: string; providerPriceDivisor?: number } | null | undefined): number {
+  const divisor = quote?.providerPriceDivisor;
+  if (resolveCurrencyUnit(quote?.currency).divisor > 1) return 1;
+  return divisor != null && Number.isFinite(divisor) && divisor > 1 ? divisor : 1;
+}
+
 function isUtcMidnight(time: number): boolean {
   return new Date(time).toISOString().endsWith("T00:00:00.000Z");
 }
@@ -227,6 +265,8 @@ export function historyRows(
   currency: string | null = null,
   unit: string | null = null,
   volume: HistoryVolume | null = null,
+  /** The listing's `quotedPriceDivisor`: prices served in pence are cleaned in pence. */
+  priceDivisor = 1,
 ): HistoryRow[] {
   const times = points.map(getPricePointTimestamp);
   const intraday = resolution ? isIntradayResolution(resolution) : looksIntraday(times);
@@ -238,7 +278,7 @@ export function historyRows(
     const iso = Number.isFinite(time) ? new Date(time).toISOString() : "";
     const values = pricePointValues(point);
     const flags = pricePointIntegrityFlags(point);
-    const price = (value: number | null) => value == null ? null : cleanFloat32Price(value);
+    const price = (value: number | null) => value == null ? null : cleanBarPrice(value, priceDivisor);
     return {
       date: intraday ? iso.replace(".000Z", "Z") : iso.slice(0, 10),
       open: price(values.open),
@@ -332,18 +372,35 @@ function listDates(dates: readonly string[]): string {
   return items.length > 1 ? `${items.slice(0, -1).join(", ")} and ${items.at(-1)}` : items[0] ?? "";
 }
 
+/** The venue's day in session at `now`: null when it is not trading, undefined when its hours are not known. */
+export function venueTradingDay(venue: string | undefined, now: number): string | null | undefined {
+  const zone = venue ? sessionCalendarTimeZone(venue) : null;
+  const trading = zone ? isRegularSessionTime(venue, now) : null;
+  if (!zone || trading === null) return undefined;
+  return trading ? zonedDateKey(now, zone) : null;
+}
+
 /**
  * What the partial, filled and unsettled bars are: "2026-10-12 is still
- * forming (partial), with no volume until the day closes", the bars rebuilt
- * from hourly bars, a future's closed session that "closes on its last trade
- * until its settlement is confirmed (unsettled)", and the latest trade an
- * intraday history ends with when it has no volume (latestTradeIndex). Null
- * when no bar is any of them.
+ * forming (partial), with no volume until the day closes", a day whose
+ * session has closed that "closes on the session's last price until the
+ * day's bar is final (partial)", the bars rebuilt from hourly bars, a
+ * future's closed session that "closes on its last trade until its
+ * settlement is confirmed (unsettled)", and the latest trade an intraday
+ * history ends with when it has no volume (latestTradeIndex). Null when no
+ * bar is any of them. `tradingDay`: the venue's day in session now, null
+ * when none is; left out when the venue's hours are not known, every
+ * partial bar is then still forming.
  */
 export function historyBarStatusNote(
-  rows: readonly Pick<HistoryRow, "date" | "partial" | "filled" | "unsettled" | "volume">[],
+  rows: readonly Pick<HistoryRow, "date" | "partial" | "filled" | "unsettled" | "volume" | "interval">[],
+  options: { tradingDay?: string | null } = {},
 ): string | null {
-  const partial = rows.filter((row) => row.partial);
+  // A day's bar the data service still marks partial once its session has closed: its own daily bar is not in yet.
+  const closed = (row: (typeof rows)[number]) =>
+    options.tradingDay !== undefined && row.interval === "1d" && row.date.slice(0, 10) !== options.tradingDay;
+  const partial = rows.filter((row) => row.partial && !closed(row));
+  const settling = rows.filter((row) => row.partial && closed(row));
   const latest = rows[latestTradeIndex(rows.map((row) => Date.parse(row.date)))];
   const filled = rows.filter((row) => row.filled);
   const unsettled = rows.filter((row) => row.unsettled);
@@ -352,6 +409,10 @@ export function historyBarStatusNote(
       ? `${listDates(partial.map((row) => row.date))} ${partial.length === 1 ? "is" : "are"} still forming (partial)`
         + (partial.every((row) => row.volume == null) ? ", with no volume until the day closes" : "")
       : null,
+    settling.length > 0
+      ? `${listDates(settling.map((row) => row.date))} ${settling.length === 1 ? "closes" : "close"} on the session's last price`
+        + ` until the day's bar is final (partial)` + (settling.every((row) => row.volume == null) ? ", with no volume until then" : "")
+      : null,
     filled.length > 0
       ? `${listDates(filled.map((row) => row.date))} ${filled.length === 1 ? "was" : "were"} rebuilt from hourly bars (filled)`
         + (filled.every((row) => row.volume == null) ? ", without volume" : "")
@@ -417,8 +478,14 @@ function neededDecimals(value: number, cap: number): number {
  * row. A known asset kind caps it with the app's price display rules; without
  * one, the largest price sets a seven significant digit ceiling (BTC keeps
  * cents, FX keeps pips, sub-cent coins keep their digits). Cents at least above 1.
+ * Prices served in a sub-unit (`priceDivisor` 100, a London line's pence) may
+ * keep a tenth of it too: 6.385 for 638.5p. Finer ticks stay in the export.
  */
-export function historyPriceDecimals(rows: readonly Pick<HistoryRow, typeof PRICE_KEYS[number]>[], assetCategory?: string): number {
+export function historyPriceDecimals(
+  rows: readonly Pick<HistoryRow, typeof PRICE_KEYS[number]>[],
+  assetCategory?: string,
+  priceDivisor = 1,
+): number {
   const values = rows.flatMap((row) => PRICE_KEYS.flatMap((key) => {
     const value = row[key];
     return value != null && Number.isFinite(value) && value !== 0 ? [Math.abs(value)] : [];
@@ -427,9 +494,12 @@ export function historyPriceDecimals(rows: readonly Pick<HistoryRow, typeof PRIC
   const largest = values.reduce((max, value) => Math.max(max, value), 0);
   const magnitude = Math.floor(Math.log10(largest));
   const significantCap = largest >= 1 ? Math.max(2, 6 - magnitude) : 6 - magnitude;
-  const cap = resolveAssetDisplayKind({ assetCategory }) === "other"
+  // A line priced in pence is a share or a fund on its exchange, whatever kind its row was saved as.
+  const subUnit = priceDivisor > 1;
+  const kind = subUnit && resolveAssetDisplayKind({ assetCategory }) === "other" ? "EQUITY" : assetCategory;
+  const cap = resolveAssetDisplayKind({ assetCategory: kind }) === "other"
     ? significantCap
-    : Math.min(significantCap, marketPriceFractionDigitCeiling(largest, { assetCategory }));
+    : Math.min(significantCap, marketPriceFractionDigitCeiling(largest, { assetCategory: kind }) + (subUnit ? SUB_UNIT_SHOWN_DECIMALS : 0));
   const needed = values.map((value) => neededDecimals(value, cap)).sort((left, right) => left - right);
   const decimals = needed[Math.floor(0.9 * (needed.length - 1))]!;
   return largest >= 1 ? Math.max(2, decimals) : decimals;
@@ -447,13 +517,14 @@ interface BarPrices {
  * The decimals one table of bars prints its prices with (`history`, HP's pane
  * and `fn HP`): historyPriceDecimals over the float32-cleaned prices, so a
  * feed's 4013.39990234 reads as the 4013.4 it is and the count follows the
- * asset's display rules (two for gold, three for silver, cents for a US equity).
+ * asset's display rules (two for gold, three for silver, cents for a US equity,
+ * and a London line's pence: 6.385 for 638.5p, with `priceDivisor` 100).
  */
-export function barPriceDecimals(bars: readonly BarPrices[], assetCategory?: string): number {
-  const clean = (value: number | null | undefined) => value == null ? null : cleanFloat32Price(value);
+export function barPriceDecimals(bars: readonly BarPrices[], assetCategory?: string, priceDivisor = 1): number {
+  const clean = (value: number | null | undefined) => value == null ? null : cleanBarPrice(value, priceDivisor);
   return historyPriceDecimals(bars.flatMap((bar) => bar.close == null ? [] : [{
     date: "", open: clean(bar.open), high: clean(bar.high), low: clean(bar.low), close: clean(bar.close)!, volume: null,
-  }]), assetCategory);
+  }]), assetCategory, priceDivisor);
 }
 
 /** A price at the table's decimal count (barPriceDecimals), within `maxWidth` when the pane gives one. */

package/src/cli/index.ts

@@ -179,6 +179,7 @@ export function createCoreCliCommands(
           { flags: "--<option> <value>", description: "A function setting; gloom catalog <function> lists them" },
           { flags: "--require-bot-safe", description: "Fail unless the function has a verified, complete report" },
           { flags: "--explain", description: "Follow the report with what its terms mean (text and JSON; CSV keeps the rows)" },
+          { flags: "--output <path>, --out <path>", description: "Write the report to this file, in the format asked for, and print where it went" },
           {
             ...TABLE_SECTION_OPTION,
             description: `${TABLE_SECTION_OPTION.description} (CALLS keeps --section for the transcript part)`,
@@ -190,6 +191,7 @@ export function createCoreCliCommands(
           "fn ANR SAN:EPA",
           "fn CBR --json",
           "fn WEI --csv --section europe > europe.csv",
+          "fn RV NEE,FSLR --csv --output rv.csv",
           "fn 13F AAPL --view=ticker-holdings",
           "fn OVME --spot 100 --strike 100 --days 30 --volatility 25",
           "fn HIVG SPY --event fomc --offset -6 --lookback ALL --csv",

package/src/cli/known-gaps.ts

@@ -1,5 +1,6 @@
 import { listingSuffixExchange } from "../sources/listing-symbols";
 import { kindFromListingSyntax } from "../tickers/instrument-kind";
+import { macroReleaseTopic } from "../plugins/builtin/shared/macro-releases";
 import { parsePublicTickerKey } from "../utils/exchanges";
 import { listingAbroadVenue } from "../utils/sec";
 import { nimCommand } from "./bank-section";
@@ -387,7 +388,8 @@ export function knownGapForTicker(symbol: string): string | null {
 
 /**
  * The line for a query that names a known subject as a whole ("carbon allowances", "EUA"), a Treasury yield
- * typed as a ticker (US10Y), or a topic with no function ("defense budget"), else null.
+ * typed as a ticker (US10Y), a topic with no function ("defense budget"), or a macro release no series carries
+ * ("ISM manufacturing", "GDPNow"), else null.
  */
 export function knownGapMessage(query: string): string | null {
   const key = lookupKey(query);
@@ -395,5 +397,6 @@ export function knownGapMessage(query: string): string | null {
   const tenor = treasuryYieldTenor(query);
   return KNOWN_GAPS.find((gap) => gap.terms.some((term) => lookupKey(term) === key))?.message
     ?? (tenor ? treasuryYieldLine(tenor) : null)
-    ?? topicPointer(query)?.message ?? null;
+    ?? topicPointer(query)?.message
+    ?? macroReleaseTopic(query)?.line ?? null;
 }