openalgo-script 0.1.0-alpha.0 → 0.2.0

package/dist/core/engine/results.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"results.d.ts","sourceRoot":"","sources":["../../../src/core/engine/results.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AACH,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAC;AAC1D,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC/C,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAC9C,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AACtD,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,mBAAmB,CAAC;AAE/C,8CAA8C;AAC9C,MAAM,WAAW,SAAS;IACxB,QAAQ,CAAC,KAAK,EAAE,MAAM,CAAC;IACvB,2EAA2E;IAC3E,QAAQ,CAAC,OAAO,EAAE,SAAS,KAAK,EAAE,CAAC;IACnC,4EAA4E;IAC5E,QAAQ,CAAC,OAAO,EAAE,OAAO,CAAC;IAC1B,QAAQ,CAAC,OAAO,EAAE,SAAS,YAAY,EAAE,CAAC;IAC1C;;;OAGG;IACH,QAAQ,CAAC,MAAM,EAAE,SAAS,YAAY,EAAE,CAAC;IACzC,+EAA+E;IAC/E,QAAQ,CAAC,MAAM,EAAE,SAAS,WAAW,EAAE,CAAC;IACxC,sDAAsD;IACtD,QAAQ,CAAC,UAAU,EAAE,UAAU,GAAG,SAAS,CAAC;CAC7C;AAED,MAAM,WAAW,SAAS;IACxB,QAAQ,CAAC,IAAI,EAAE,SAAS,SAAS,EAAE,CAAC;IACpC,QAAQ,CAAC,UAAU,EAAE,UAAU,GAAG,SAAS,CAAC;CAC7C"}

package/dist/core/engine/results.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=results.js.map

package/dist/core/engine/results.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"results.js","sourceRoot":"","sources":["../../../src/core/engine/results.ts"],"names":[],"mappings":""}

package/dist/core/engine/series.d.ts

@@ -0,0 +1,61 @@
+/**
+ * The two things the engine checks about the bars it is handed,
+ * `host-interface.md` 3.5 and conformance item 1.
+ *
+ * Everything else about a series the engine takes exactly as stated: it does
+ * not adjust, round, resample, deduplicate or reorder what it is given (3.2),
+ * because each of those is a decision with a market consequence and the party
+ * that knows the market makes it. These two are not decisions. They are the
+ * cases where the engine cannot compute anything at all and would otherwise
+ * compute something anyway.
+ *
+ * **No bars is not an empty chart, it is an unanswerable question.** The script
+ * is the body of the per-bar loop, so a loop over nothing draws nothing, and a
+ * pane with nothing in it looks exactly like a study that ran and had nothing
+ * to say. One of those is worth a sentence to the user and the other is not,
+ * and only the engine can tell them apart.
+ *
+ * **A repeated or a reversed timestamp is worse, because it computes.** The
+ * history operator, warmup and every session test are defined against a time
+ * that strictly increases (3.2). Hand over a swapped pair or the same bar twice
+ * and none of them means what it says, every number downstream is derived from
+ * a history that never happened, and nothing on the chart marks which ones. The
+ * wrongness enters at the boundary, which is the one place it cannot be
+ * attributed to anything later.
+ *
+ * **What it costs: one comparison per bar handed over, and no allocation.** The
+ * check is on the hand-over rather than on the execution, so a bar that moves
+ * and is executed a hundred times is compared once per hand-over rather than
+ * once per execution, and a series that is handed over once is walked once. On
+ * fifty thousand bars that is fifty thousand comparisons of two numbers against
+ * a full compute of the same fifty thousand bars, which is the relationship
+ * that makes an honest check of the whole series affordable: it is paid at the
+ * load and never again.
+ */
+import type { Diagnostic } from '../diagnostics/index.js';
+import type { HostBar } from './bars.js';
+import type { Instrument } from './host.js';
+/**
+ * A run over nothing, OS6010.
+ *
+ * It names the instrument and the interval because the fix is to choose a pair
+ * that has history, and a sentence that does not say which pair was empty
+ * sends the reader back to the chart to work it out.
+ */
+export declare function noBars(instrument: Instrument | undefined): Diagnostic;
+/**
+ * A bar whose time does not follow the one before it, OS6011.
+ *
+ * The first such bar and not a count of them, because the fix is the same
+ * whether the feed sent one duplicate or a thousand, and the first one is the
+ * only one whose position tells the host where its own ordering went wrong.
+ *
+ * `previous` is the bar already handed over, or nothing for the first bar of a
+ * run, which follows nothing and is therefore always in order. A time the host
+ * did not state is not compared: the absent value is what `barField` gives a
+ * script for it (3.1), and the catalogue has no code for a bar dated nothing,
+ * so inventing this one for it would be a refusal the specification does not
+ * describe.
+ */
+export declare function outOfOrder(bar: HostBar, previous: HostBar | undefined, index: number): Diagnostic | undefined;
+//# sourceMappingURL=series.d.ts.map

package/dist/core/engine/series.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/engine/series.js

@@ -0,0 +1,41 @@
+import { NO_POSITION, failure } from './errors.js';
+/** The spelling a reason uses for a fact the record does not hold. */
+const UNNAMED_INSTRUMENT = 'the chart\'s instrument';
+const UNNAMED_INTERVAL = 'the chart\'s interval';
+/**
+ * A run over nothing, OS6010.
+ *
+ * It names the instrument and the interval because the fix is to choose a pair
+ * that has history, and a sentence that does not say which pair was empty
+ * sends the reader back to the chart to work it out.
+ */
+export function noBars(instrument) {
+    return failure('OS6010', NO_POSITION, {
+        symbol: instrument?.symbol ?? UNNAMED_INSTRUMENT,
+        timeframe: instrument?.interval ?? UNNAMED_INTERVAL,
+    });
+}
+/**
+ * A bar whose time does not follow the one before it, OS6011.
+ *
+ * The first such bar and not a count of them, because the fix is the same
+ * whether the feed sent one duplicate or a thousand, and the first one is the
+ * only one whose position tells the host where its own ordering went wrong.
+ *
+ * `previous` is the bar already handed over, or nothing for the first bar of a
+ * run, which follows nothing and is therefore always in order. A time the host
+ * did not state is not compared: the absent value is what `barField` gives a
+ * script for it (3.1), and the catalogue has no code for a bar dated nothing,
+ * so inventing this one for it would be a refusal the specification does not
+ * describe.
+ */
+export function outOfOrder(bar, previous, index) {
+    const time = bar.time;
+    const before = previous?.time;
+    if (typeof time !== 'number' || typeof before !== 'number')
+        return undefined;
+    if (time > before)
+        return undefined;
+    return failure('OS6011', NO_POSITION, { index, time, previous: index - 1 });
+}
+//# sourceMappingURL=series.js.map

package/dist/core/engine/series.js.map

@@ -0,0 +1 @@
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package/dist/core/engine/session/hours.d.ts

@@ -0,0 +1,49 @@
+/**
+ * A range of wall clock hours, and where one reading sits inside it.
+ *
+ * Two different things in this repository are a range of hours: the
+ * instrument's own trading session, which a host states in its instrument
+ * record (`host-interface.md` 4.3), and the range a script writes for
+ * `session.isIn` (`stdlib.md` 12.5). They are spelled differently and they mean
+ * different things, but the arithmetic is one arithmetic, and it is here so
+ * that it is one rule rather than two that can drift.
+ *
+ * **The open is inclusive and the close is exclusive**, so two ranges written
+ * back to back cover every minute once and no minute twice. A range whose start
+ * and end are the same minute holds nothing, which is what writing a zero length
+ * range says.
+ *
+ * **A range whose end is before its start crosses midnight and is read that
+ * way**, which is what an overnight session needs. The day list then names the
+ * day the range opened on rather than the day the reading falls on, because a
+ * session that opens on Friday evening and closes on Saturday morning is a
+ * Friday session: reading the list against the reading's own day would drop
+ * half of every overnight session and keep the wrong half.
+ *
+ * **A session is named by the day it opened on**, which is what tells two
+ * readings in one session from two readings in two. Naming it by an instant
+ * would be wrong across a seasonal clock change, where a wall clock hour inside
+ * a session is not an hour of elapsed time.
+ */
+import type { Civil } from '../../stdlib/index.js';
+/** Hours as minutes from midnight, and the days they open on. */
+export interface Hours {
+    readonly from: number;
+    /** Minutes from midnight at the close, which may be at 24:00. */
+    readonly to: number;
+    /** The days it opens on, Monday as 1, or nothing for every day. */
+    readonly days: readonly number[] | null;
+}
+/** Where one reading sits in a range of hours. */
+export interface Standing {
+    readonly inside: boolean;
+    /** Minutes since the hours opened, zero on the minute they opened. */
+    readonly elapsed: number;
+    /** Minutes until they are scheduled to close. */
+    readonly remaining: number;
+    /** The day they opened on, which is the name of this one session. */
+    readonly openingDay: number;
+}
+/** Where a wall clock reading sits in a range of hours, or outside every one. */
+export declare function standingIn(hours: Hours, at: Civil): Standing;
+//# sourceMappingURL=hours.d.ts.map

package/dist/core/engine/session/hours.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/engine/session/hours.js

@@ -0,0 +1,31 @@
+import { dayNumber, weekdayOfDay } from '../../stdlib/index.js';
+/** Minutes in a day, so the wrap is named rather than written as a number. */
+const DAY = 1440;
+const OUTSIDE = { inside: false, elapsed: 0, remaining: 0, openingDay: 0 };
+/** Where a wall clock reading sits in a range of hours, or outside every one. */
+export function standingIn(hours, at) {
+    const minutes = at.hour * 60 + at.minute + at.second / 60;
+    const today = dayNumber(at.year, at.month, at.day);
+    if (hours.to > hours.from) {
+        if (minutes < hours.from || minutes >= hours.to)
+            return OUTSIDE;
+        return held(hours, today, minutes - hours.from, hours.to - minutes);
+    }
+    if (hours.to === hours.from)
+        return OUTSIDE;
+    // Crossing midnight: the evening part belongs to today's session and the
+    // morning part to yesterday's, which is the day the list is read against.
+    if (minutes >= hours.from) {
+        return held(hours, today, minutes - hours.from, DAY - minutes + hours.to);
+    }
+    if (minutes < hours.to) {
+        return held(hours, today - 1, DAY - hours.from + minutes, hours.to - minutes);
+    }
+    return OUTSIDE;
+}
+function held(hours, openingDay, elapsed, remaining) {
+    if (hours.days !== null && !hours.days.includes(weekdayOfDay(openingDay)))
+        return OUTSIDE;
+    return { inside: true, elapsed, remaining, openingDay };
+}
+//# sourceMappingURL=hours.js.map

package/dist/core/engine/session/hours.js.map

@@ -0,0 +1 @@
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package/dist/core/engine/session/index.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Sessions: the instrument's own trading hours, and the ones a script writes.
+ *
+ * One module because they are one arithmetic. The instrument's hours come from
+ * the host's record (`host-interface.md` 4.3) and produce the per-bar facts of
+ * `stdlib.md` 12.4; the script's are the spec string of 12.5 and produce one
+ * test. Both read the same hours the same way, and keeping them behind one door
+ * is what stops a script's overnight range and an instrument's overnight
+ * session coming to disagree about which day a session belongs to.
+ *
+ * The hours themselves are behind the door rather than on it. Two spellings
+ * reach them, and a third caller reading them raw would be a third spelling.
+ */
+export type { SessionFacts, SessionHours, SessionReader } from './record.js';
+export { NO_SESSION, recordProblem, sessionReader } from './record.js';
+export { sessionHolds } from './spec.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/core/engine/session/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/engine/session/index.js

@@ -0,0 +1,3 @@
+export { NO_SESSION, recordProblem, sessionReader } from './record.js';
+export { sessionHolds } from './spec.js';
+//# sourceMappingURL=index.js.map

package/dist/core/engine/session/index.js.map

@@ -0,0 +1 @@
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package/dist/core/engine/session/record.d.ts

@@ -0,0 +1,56 @@
+/** The instrument's trading session, as `host-interface.md` 4.3 prints it. */
+export interface SessionHours {
+    /** A wall clock time, `"HH:MM"`, read in the instrument's timezone. */
+    readonly start: string;
+    /** The same, where `"24:00"` is midnight at the end of the day. */
+    readonly end: string;
+    /** Monday as 1 through Sunday as 7, or nothing for every day. */
+    readonly days?: readonly number[];
+}
+/** What a bar's session comes to, absent where the record cannot say. */
+export interface SessionFacts {
+    readonly isFirstBar: boolean | null;
+    readonly isLastBar: boolean | null;
+}
+/** No session stated, so neither fact has an answer. */
+export declare const NO_SESSION: SessionFacts;
+/**
+ * What the record is missing before any session fact can be read from it.
+ *
+ * `host-interface.md` 4.1 marks every fact here optional and 4.3 says what a
+ * script sees when the session is one of them: absence, which a script can test.
+ * That is the answer for a host that schedules no session, and it is not the
+ * answer for the three records below, each of which is a host that believes it
+ * stated one:
+ *
+ * - **A session and no timezone.** `start` and `end` are wall clock, so a
+ *   window with no zone to read it in is not a window. Nothing about the record
+ *   says which hours were meant, and every session study on that host draws
+ *   nothing.
+ * - **A session whose clock times are not `"HH:MM"`.** `"9:00"` is the spelling
+ *   a host writes first and the one the record does not take.
+ * - **Days outside one to seven.** Monday is 1 (`stdlib.md` 12.2), so a host
+ *   numbering Sunday as 0 states a week the instrument never opens in.
+ *
+ * Each of the three is reported at load rather than answered with absence,
+ * because absence there is indistinguishable from the honest case and the honest
+ * case is the one a reader will assume. This decides nothing about what a bare
+ * read of an instrument fact returns, which is issue 0002 and is open: a record
+ * the host contradicts itself in is a different question from a fact it did not
+ * state.
+ */
+export declare function recordProblem(stated: SessionHours | undefined, zone: string | null): string | undefined;
+/** Reads one run's session facts, one bar at a time. */
+export interface SessionReader {
+    /** This bar's facts, given the bar before it, or nothing before it. */
+    factsAt(time: number | null, previousTime: number | null): SessionFacts;
+}
+/**
+ * The reader for one run.
+ *
+ * Built once, because the instrument record is read once at load and is
+ * constant for the whole run (`host-interface.md` 4.4). A fact that changed
+ * mid-run would make the first bars of a chart disagree with the rest of it.
+ */
+export declare function sessionReader(stated: SessionHours | undefined, zone: string | null, barMinutes: number | null): SessionReader;
+//# sourceMappingURL=record.d.ts.map

package/dist/core/engine/session/record.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/engine/session/record.js

@@ -0,0 +1,165 @@
+/**
+ * The per-bar session facts, derived from the instrument record.
+ *
+ * **The session is a range of hours in the instrument record and nothing else**
+ * (`host-interface.md` 4.3). A host states `start`, `end` and the days it opens
+ * on, once, at load; the per-bar facts follow from those hours, the bar's own
+ * time and the instrument's timezone. The host is never asked whether a session
+ * begins on a bar, because `language.md` 7.2 fixes the facts a host states
+ * about an execution at four and `host-interface.md` 6.1 says an engine must
+ * not ask a host for one of the rest. Two engines built from those pages
+ * therefore anchor a session study on the same bar, which is the whole reason
+ * the line between stated and derived is drawn where it is.
+ *
+ * **`isFirstBar` is the first bar delivered inside the hours.** A venue that
+ * opened late still has a first bar, and a study anchored to the session has to
+ * start on it; a rule that waited for the scheduled open would anchor nothing
+ * at all on a day trading began a minute late.
+ *
+ * **`isLastBar` is the last bar of the schedule**, which is the fact that earns
+ * the field its place: it is true even when trading stopped early, so a
+ * strategy that must be flat by the close acts on it rather than on the
+ * appearance of a new bar, which arrives too late. That is a bar slot measured
+ * against the scheduled close, so it needs the interval, and a host that states
+ * none leaves it absent rather than answered by the bar spacing, which the
+ * specification does not promise is uniform.
+ *
+ * **Absence, never a guess.** A host that states no session leaves both facts
+ * absent, which is what 4.1's record says a script sees: absent, and the per-bar
+ * session facts absent with it. Absence is a value a script can test, and a
+ * guessed session start would anchor every session study in this language to a
+ * minute nobody chose.
+ *
+ * **A record that contradicts itself is refused instead**, at load, by
+ * `recordProblem` below. A session with no zone to read its wall clock in, or
+ * one spelled in a form the record does not take, is a host that believes it
+ * stated a session, and answering that with the same absence an honest record
+ * gives is how a host loses every session study and is told nothing.
+ */
+import { fieldsIn } from '../../stdlib/index.js';
+import { standingIn } from './hours.js';
+/** No session stated, so neither fact has an answer. */
+export const NO_SESSION = { isFirstBar: null, isLastBar: null };
+/** The bar falls in no session, which is an answer rather than an absence. */
+const BETWEEN = { isFirstBar: false, isLastBar: false };
+/** `"HH:MM"`, where `"24:00"` is midnight at the end of the day. */
+const CLOCK = /^(\d{2}):(\d{2})$/;
+function clockMinutes(text) {
+    if (typeof text !== 'string')
+        return null;
+    const parts = CLOCK.exec(text);
+    if (parts === null)
+        return null;
+    const hour = Number(parts[1]);
+    const minute = Number(parts[2]);
+    if (hour > 24 || minute > 59)
+        return null;
+    if (hour === 24 && minute !== 0)
+        return null;
+    return hour * 60 + minute;
+}
+/** The record's session as hours, or nothing when the host stated none. */
+function hoursOf(stated) {
+    if (stated === undefined || stated === null)
+        return null;
+    const from = clockMinutes(stated.start);
+    const to = clockMinutes(stated.end);
+    if (from === null || to === null)
+        return null;
+    const listed = stated.days;
+    return { from, to, days: Array.isArray(listed) ? [...listed] : null };
+}
+/**
+ * What the record is missing before any session fact can be read from it.
+ *
+ * `host-interface.md` 4.1 marks every fact here optional and 4.3 says what a
+ * script sees when the session is one of them: absence, which a script can test.
+ * That is the answer for a host that schedules no session, and it is not the
+ * answer for the three records below, each of which is a host that believes it
+ * stated one:
+ *
+ * - **A session and no timezone.** `start` and `end` are wall clock, so a
+ *   window with no zone to read it in is not a window. Nothing about the record
+ *   says which hours were meant, and every session study on that host draws
+ *   nothing.
+ * - **A session whose clock times are not `"HH:MM"`.** `"9:00"` is the spelling
+ *   a host writes first and the one the record does not take.
+ * - **Days outside one to seven.** Monday is 1 (`stdlib.md` 12.2), so a host
+ *   numbering Sunday as 0 states a week the instrument never opens in.
+ *
+ * Each of the three is reported at load rather than answered with absence,
+ * because absence there is indistinguishable from the honest case and the honest
+ * case is the one a reader will assume. This decides nothing about what a bare
+ * read of an instrument fact returns, which is issue 0002 and is open: a record
+ * the host contradicts itself in is a different question from a fact it did not
+ * state.
+ */
+export function recordProblem(stated, zone) {
+    if (zone !== null && fieldsIn(0, zone) === null)
+        return 'a timezone the calendar can read';
+    if (stated === undefined || stated === null)
+        return undefined;
+    if (zone === null)
+        return 'a timezone, which the session it states is read in';
+    if (hoursOf(stated) === null)
+        return 'a session whose start and end are spelled HH:MM';
+    const days = stated.days;
+    if (days === undefined || days === null)
+        return undefined;
+    const numbered = (one) => typeof one === 'number' && Number.isInteger(one) && one >= 1 && one <= 7;
+    if (days.length === 0 || !days.every(numbered)) {
+        return 'session days numbered 1 to 7, where Monday is 1';
+    }
+    return undefined;
+}
+const NOTHING = { factsAt: () => NO_SESSION };
+/**
+ * The reader for one run.
+ *
+ * Built once, because the instrument record is read once at load and is
+ * constant for the whole run (`host-interface.md` 4.4). A fact that changed
+ * mid-run would make the first bars of a chart disagree with the rest of it.
+ */
+export function sessionReader(stated, zone, barMinutes) {
+    const hours = hoursOf(stated);
+    if (hours === null || zone === null)
+        return NOTHING;
+    // The bar before this one was this bar last time, so its reading is kept
+    // rather than read twice. Memoisation and nothing else: the answer for an
+    // instant is the same answer every time, and clearing it between two bars
+    // would change how long a chart took and nothing else.
+    let priorTime = null;
+    let priorReading = null;
+    const readingAt = (time) => {
+        if (time === null || !Number.isFinite(time))
+            return null;
+        if (time === priorTime)
+            return priorReading;
+        const civil = fieldsIn(time, zone);
+        return civil === null ? null : standingIn(hours, civil);
+    };
+    return {
+        factsAt(time, previousTime) {
+            const here = readingAt(time);
+            // Read before the slot is written over, so the bar before this one is the
+            // reading this bar's own call left behind.
+            const before = here !== null && here.inside ? readingAt(previousTime) : null;
+            priorTime = time;
+            priorReading = here;
+            if (here === null)
+                return NO_SESSION;
+            if (!here.inside)
+                return BETWEEN;
+            // A bar with nothing before it inside the same session is the first of
+            // it, which includes the oldest bar of a chart that opens mid-session: a
+            // study anchored to the session has to start somewhere, and the left edge
+            // of the data is the only honest place.
+            const opened = before === null || !before.inside || before.openingDay !== here.openingDay;
+            return {
+                isFirstBar: opened,
+                isLastBar: barMinutes === null ? null : here.remaining <= barMinutes,
+            };
+        },
+    };
+}
+//# sourceMappingURL=record.js.map

package/dist/core/engine/session/record.js.map

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package/dist/core/engine/session/spec.d.ts

@@ -0,0 +1,19 @@
+/**
+ * `session.isIn(spec, zone)`: the session range spec of `stdlib.md` 12.5.
+ *
+ * The spec is a string a script writes: `"0915-1530"`, with an optional day
+ * list after a colon, `"0915-1530:12345"`. Days number Monday as 1 through
+ * Sunday as 7, matching `date.dayOfWeek`. This file is the spelling and nothing
+ * else: what the hours then mean is `hours.ts`, which the instrument's own
+ * session reads through as well, so a script's range and an instrument's
+ * session cannot come to differ about midnight or about a day list.
+ *
+ * A malformed spec is OS3008 at compile time when it is a literal. A computed
+ * one that is malformed is absence here rather than a refusal: the alternative
+ * would stop a chart on a string the script built on one bar out of forty
+ * thousand, and absence is a value a script can test.
+ */
+import type { Civil } from '../../stdlib/index.js';
+/** Whether a bar's wall clock reading falls inside the hours a spec names. */
+export declare function sessionHolds(spec: string | null, at: Civil | null): boolean | null;
+//# sourceMappingURL=spec.d.ts.map

package/dist/core/engine/session/spec.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/engine/session/spec.js

@@ -0,0 +1,31 @@
+import { standingIn } from './hours.js';
+/** `HHMM-HHMM` with an optional `:` and a run of day digits. */
+const SPEC = /^(\d{2})(\d{2})-(\d{2})(\d{2})(?::([1-7]{1,7}))?$/;
+function parse(spec) {
+    const parts = SPEC.exec(spec);
+    if (parts === null)
+        return null;
+    const fromHour = Number(parts[1]);
+    const fromMinute = Number(parts[2]);
+    const toHour = Number(parts[3]);
+    const toMinute = Number(parts[4]);
+    // "2400" is midnight at the end of the day, and it is the one hour past 23
+    // the spec allows.
+    if (fromHour > 23 || fromMinute > 59 || toMinute > 59)
+        return null;
+    if (toHour > 24 || (toHour === 24 && toMinute !== 0))
+        return null;
+    const listed = parts[5];
+    const days = listed === undefined ? null : [...listed].map((one) => Number(one));
+    return { from: fromHour * 60 + fromMinute, to: toHour * 60 + toMinute, days };
+}
+/** Whether a bar's wall clock reading falls inside the hours a spec names. */
+export function sessionHolds(spec, at) {
+    if (spec === null || at === null)
+        return null;
+    const hours = parse(spec);
+    if (hours === null)
+        return null;
+    return standingIn(hours, at).inside;
+}
+//# sourceMappingURL=spec.js.map

package/dist/core/engine/session/spec.js.map

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package/dist/core/engine/timeframe.d.ts

@@ -0,0 +1,59 @@
+export type TimeframeUnit = 'm' | 'h' | 'D' | 'W' | 'M';
+export interface Timeframe {
+    readonly count: number;
+    readonly unit: TimeframeUnit;
+    /** The string as it was written, for a diagnostic that has to name it. */
+    readonly text: string;
+}
+export declare function parseTimeframe(text: string): Timeframe | undefined;
+/** Whether this timeframe is folded by counting rather than by the calendar. */
+export declare function isIntraday(timeframe: Timeframe): boolean;
+/** Minutes one bar covers, for an intraday timeframe only. */
+export declare function minutesOf(timeframe: Timeframe): number | undefined;
+/**
+ * One timeframe's length in minutes, with a month treated as thirty days.
+ *
+ * Two uses and neither of them folds anything: ordering two timeframes, which
+ * is "is the request finer than the chart" and therefore OS6002, and sizing the
+ * range of history a host is asked to fetch, which is a floor. A month is not a
+ * fixed number of minutes, and where a bucket actually begins is the calendar's
+ * job below.
+ */
+export declare function nominalMinutes(timeframe: Timeframe): number;
+/**
+ * Minutes one bar of a chart's own interval covers, or nothing where the host
+ * stated no interval this engine can read.
+ *
+ * A month is counted at its nominal length here, which is the answer the
+ * session facts need and not a claim about a calendar: any bar of a day or more
+ * spans a whole session whatever the exact figure, so every number past the
+ * length of a session gives those facts the same answer.
+ */
+export declare function barMinutesOf(interval: string | undefined): number | null;
+/**
+ * The bucket an instant falls in, or nothing when no key can be worked out.
+ *
+ * Nothing comes back for a calendar unit with no zone, and for an instant that
+ * is not a finite number. Both leave the read absent rather than folded into a
+ * bucket the engine invented.
+ */
+export declare function bucketKeyOf(instant: number, timeframe: Timeframe, zone: string | null): number | undefined;
+/** Why a requested timeframe cannot be folded onto the chart's, if it cannot. */
+export type FoldRefusal = {
+    readonly code: 'OS6002';
+} | {
+    readonly code: 'OS6015';
+    readonly suggestion: string;
+};
+/**
+ * Whether the chart's bars can be folded into the requested ones.
+ *
+ * Two refusals and no third. A request finer than the chart is OS6002, because
+ * folding cannot invent bars that were never loaded, and an intraday request
+ * that is not a whole multiple of the chart's is OS6015, because an intraday
+ * bucket is counted rather than dated and a bucket boundary that fell inside a
+ * chart bar would put part of one bar in two requested bars. A day, week or
+ * month request is dated, so the multiple rule does not apply to it.
+ */
+export declare function foldRefusal(requested: Timeframe, chart: Timeframe): FoldRefusal | undefined;
+//# sourceMappingURL=timeframe.d.ts.map

package/dist/core/engine/timeframe.d.ts.map

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