Public API / @insiderfinance/totalfinance

@insiderfinance/totalfinance/backtest

import from '@insiderfinance/totalfinance/backtest'

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interface

TradingEnvironmentDefinition

What an environment simulates: the stepper's request plus the episode bound, the limits, the reward, the features.

/** What an environment simulates: the stepper's request plus the episode bound, the limits, the reward, the features. */
export interface TradingEnvironmentDefinition extends PortfolioStepperRequest {
    /** The most steps an episode takes before `truncated` (default: the instant count; ceiling 100,000). */
    maximumSteps?: number;
    limits?: EnvironmentLimits;
    reward?: RewardComposition;
    features?: FeatureRecipes;
}

Fields, parameters & returned members (147)

Name / type	Meaning & unit	Optional / default
`accounting` `import('@insiderfinance/totalfinance/backtest/portfolio').AccountingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`accounting.baseCurrency` `string`	ISO-4217 currency code	Required / declared member No @default declared; consult the signature and description.
`accounting.initialCash` `readonly { currency: string; amount: number; }[]`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`accounting.lotRelief` `import('@insiderfinance/totalfinance/portfolio').LotReliefPolicy`	Default `'fifo'`. unitless by name	Optional No @default declared; consult the signature and description.
`accounting.settlement` `Partial<Record<import('@insiderfinance/totalfinance/backtest/portfolio').AssetClass, 'T+0' \| 'T+1' \| 'T+2'>>`	Settlement lag per asset class; default equities/etf/option/bond `'T+1'`, everything else `'T+0'`. unitless by name	Optional No @default declared; consult the signature and description.
`calendar` `string`	A calendar name (`'NYSE'`, `'CBOE'`, `'ALWAYS_OPEN'`): sessions and settlement days. unitless by name	Optional No @default declared; consult the signature and description.
`execution` `import('@insiderfinance/totalfinance/backtest/execution').ExecutionPolicy`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.ambiguity` `import('@insiderfinance/totalfinance/backtest/execution').AmbiguityPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs` `import('@insiderfinance/totalfinance/backtest/execution').ExecutionCosts`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.borrow` `import('@insiderfinance/totalfinance/backtest').BorrowModel`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.costs.borrow.annualRate` `number`	Annualized borrow rate (decimal, e.g. `0.005` = 50 bps/yr). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`execution.costs.borrow.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.commission` `import('@insiderfinance/totalfinance/backtest').CostModel`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.commission.commission` `(input: import('@insiderfinance/totalfinance/backtest/costs').CommissionInput) => number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.commission.commission(input)` `import('@insiderfinance/totalfinance/backtest/costs').CommissionInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.commission.commission(input).price` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.commission.commission(input).quantity` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.commission.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.latency` `import('@insiderfinance/totalfinance/backtest/execution').LatencyModel`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.costs.latency.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.latency.sessions` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.marketImpact` `import('@insiderfinance/totalfinance/backtest/execution').MarketImpactModel`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.costs.marketImpact.impact` `(input: { quantity: number; referencePrice: number; averageDailyVolume?: number; }) => number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.marketImpact.impact(input)` `{ averageDailyVolume?: number; quantity: number; referencePrice: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.marketImpact.impact(input).averageDailyVolume` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.costs.marketImpact.impact(input).quantity` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.marketImpact.impact(input).referencePrice` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`execution.costs.marketImpact.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.participation` `number`	Fraction of the observation's volume one fill may take. unitless by name	Optional No @default declared; consult the signature and description.
`execution.costs.slippage` `import('@insiderfinance/totalfinance/backtest').SlippageModel`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.slippage.fill` `(input: import('@insiderfinance/totalfinance/backtest/costs').SlippageFillInput) => number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.slippage.fill(input)` `import('@insiderfinance/totalfinance/backtest/costs').SlippageFillInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.slippage.fill(input).quantity` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.slippage.fill(input).referencePrice` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`execution.costs.slippage.fill(input).side` `OrderSide`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.slippage.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.spread` `import('@insiderfinance/totalfinance/backtest/execution').SpreadModel`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.costs.spread.halfSpread` `(input: { referencePrice: number; side: OrderSide; }) => number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.spread.halfSpread(input)` `{ referencePrice: number; side: OrderSide; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.spread.halfSpread(input).referencePrice` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`execution.costs.spread.halfSpread(input).side` `OrderSide`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.costs.spread.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill` `import('@insiderfinance/totalfinance/backtest/execution').FillModel`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill` `(request: import('@insiderfinance/totalfinance/backtest/execution').FillRequest) => import('@insiderfinance/totalfinance/backtest/execution').FillDecision`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill().return.clampedToPriceLimit` `boolean`	The fill price was clamped into a session price-limit band. unitless by name	Optional No @default declared; consult the signature and description.
`execution.fill.fill().return.detail` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.fill.fill().return.levelsConsumed` `number`	Order-book fills: how many levels the quantity consumed. unitless by name	Optional No @default declared; consult the signature and description.
`execution.fill.fill().return.outcome` `('filled') \| ('unfilled')`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill().return.partial` `boolean`	Less than the requested quantity (participation, depth, size caps). unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill().return.pricePerUnit` `number`	currency per unit	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill().return.quantity` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill().return.reason` `import('@insiderfinance/totalfinance/backtest/execution').UnfilledReason`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill().return.reference` `string`	Which price the fill referenced — `bar.open`, `bar.touch:limit`, `quote.ask`, `book.levels`, … unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill(request)` `import('@insiderfinance/totalfinance/backtest/execution').FillRequest`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill(request).context` `import('@insiderfinance/totalfinance/backtest/execution').FillContext`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill(request).observation` `import('@insiderfinance/totalfinance/backtest/execution').MarketObservation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.fill(request).order` `import('@insiderfinance/totalfinance/backtest/execution').OrderIntent`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.observation` `'quote' \| 'bar' \| 'trade' \| 'order-book'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.fill.version` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.label` `string`	Echoed in every result's assumptions. unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.lockedCrossed` `import('@insiderfinance/totalfinance/backtest/execution').LockedCrossedPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.margin` `import('@insiderfinance/totalfinance/backtest/execution').MarginPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.margin.buyingPowerMultiplier` `number`	Gross notional an account may hold per unit of equity (1 = cash account). decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`execution.margin.forcedLiquidation` `import('@insiderfinance/totalfinance/backtest/execution').ForcedLiquidationPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.margin.initialMarginRate` `number`	Fraction of a new position's notional that must be equity at entry. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`execution.margin.maintenanceMarginRate` `number`	Fraction of gross notional that must remain equity after every fold. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`execution.observation` `'quote' \| 'bar' \| 'trade' \| 'order-book'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.partialFills` `import('@insiderfinance/totalfinance/backtest/execution').PartialFillPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.queue` `{ model: import('@insiderfinance/totalfinance/backtest/execution').QueueModel; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.queue.model` `import('@insiderfinance/totalfinance/backtest/execution').QueueModel`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.realism` `'simplified' \| 'declared'`	`simplified` is the default and says so; `declared` means the caller named every member. unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.sessions` `import('@insiderfinance/totalfinance/backtest/execution').SessionRules`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.sessions.auction` `'ignore' \| 'open-close-only'`	How auction-only order types are treated by a model that has no auction: declared, never assumed. unitless by name	Optional No @default declared; consult the signature and description.
`execution.sessions.halts` `readonly import('@insiderfinance/totalfinance/backtest/execution').HaltWindow[]`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.sessions.priceLimits` `readonly import('@insiderfinance/totalfinance/backtest/execution').PriceLimitWindow[]`	unitless by name	Optional No @default declared; consult the signature and description.
`execution.staleQuotes` `import('@insiderfinance/totalfinance/backtest/execution').StaleQuotePolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.staleQuotes.behavior` `'reject' \| 'fill-at-last'`	`reject` refuses the run (`backtest.stale_quote`); `fill-at-last` fills at the stale quote and reports it. unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.staleQuotes.maximumAgeMs` `number \| null`	A quote older than this at the decision instant is stale; `null` = never stale. milliseconds	Required / declared member No @default declared; consult the signature and description.
`execution.timeInForce` `{ default: TimeInForce; expireAtSessionClose: boolean; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.timeInForce.default` `TimeInForce`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`execution.timeInForce.expireAtSessionClose` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`externalFlows` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').ExternalFlowRecord[]`	unitless by name	Optional No @default declared; consult the signature and description.
`features` `FeatureRecipes`	unitless by name	Optional No @default declared; consult the signature and description.
`features.drawdown` `boolean`	1 − close ÷ running peak close, per instrument. unitless by name	Optional No @default declared; consult the signature and description.
`features.lookbackReturns` `readonly number[]`	Close-to-close returns over each lookback in bars. unitless by name	Optional No @default declared; consult the signature and description.
`features.realizedVolatility` `{ annualization: number; lookbacks: readonly number[]; }`	Standard deviation of log returns over each lookback in bars, scaled by √annualization — the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the environment never assumes the bar frequency. unitless by name	Optional No @default declared; consult the signature and description.
`features.realizedVolatility.annualization` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`features.realizedVolatility.lookbacks` `readonly number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`instruments` `Readonly<Record<string, InstrumentSpecification>>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`limits` `EnvironmentLimits`	unitless by name	Optional No @default declared; consult the signature and description.
`limits.allowUndefinedRiskOptions` `boolean`	Default false: a sell that leaves an option position net short (and, for a call, uncovered) is disallowed. unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumDailyLoss` `number`	Maximum one-evaluation NAV loss (decimal of the prior NAV). unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumDaysToLiquidate` `number`	Maximum days to liquidate any position at the supplied participation rate. unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumDrawdown` `number`	Maximum peak-to-trough drawdown of NAV (decimal). unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumGrossLeverage` `number`	Maximum gross exposure ÷ NAV (1 = unlevered). unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumGroupWeights` `import('@insiderfinance/totalfinance/portfolio').GroupWeightLimit[]`	unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumPositionNotional` `number`	Base currency, per instrument: the largest absolute position value an order may project. currency amount (the field or record currency)	Optional No @default declared; consult the signature and description.
`limits.maximumPositionWeight` `number`	Maximum absolute weight of any single instrument (decimal of NAV). decimal fraction / multiple	Optional No @default declared; consult the signature and description.
`limits.minimumSettledCash` `number`	Minimum settled cash in base currency (a margin/buying-power floor; may be negative). currency amount (the field or record currency)	Optional No @default declared; consult the signature and description.
`limits.onBreach` `'terminate' \| 'reject-and-continue'`	What a post-trade breach does: end the episode (default) or record it and continue. unitless by name	Optional No @default declared; consult the signature and description.
`marketData` `import('@insiderfinance/totalfinance/backtest/portfolio').PortfolioMarketData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`marketData.bars` `readonly import('@insiderfinance/totalfinance/core').Bar[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.corporateActions` `readonly import('@insiderfinance/totalfinance/core').CorporateAction[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.coupons` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').CouponRecord[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.dividends` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').DividendRecord[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.forwardRates` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').ForwardRateRecord[]`	Forward-rate series per fx-forward instrument. unitless by name	Optional No @default declared; consult the signature and description.
`marketData.fundingRates` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').FundingRateRecord[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.fxRates` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').DatedCurrencyPairQuote[]`	Dated quotes to the base currency; REQUIRED when any instrument's currency ≠ baseCurrency. unitless by name	Optional No @default declared; consult the signature and description.
`marketData.optionChains` `readonly import('@insiderfinance/totalfinance/backtest/options').ChainSnapshot[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.orderBooks` `readonly import('@insiderfinance/totalfinance/core').OrderBook[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.quotes` `readonly import('@insiderfinance/totalfinance/core').Quote[]`	unitless by name	Optional No @default declared; consult the signature and description.
`marketData.trades` `readonly import('@insiderfinance/totalfinance/core').Trade[]`	unitless by name	Optional No @default declared; consult the signature and description.
`maximumSteps` `number`	The most steps an episode takes before `truncated` (default: the instant count; ceiling 100,000). unitless by name	Optional No @default declared; consult the signature and description.
`periodsPerYear` `number`	per year (count)	Optional No @default declared; consult the signature and description.
`reward` `RewardComposition`	unitless by name	Optional No @default declared; consult the signature and description.
`reward.benchmark` `{ instrumentId: string; weight: number; }`	On the step return minus the named instrument's bar return over the step. unitless by name	Optional No @default declared; consult the signature and description.
`reward.benchmark.instrumentId` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.benchmark.weight` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.concentration` `number`	On the largest absolute position weight after the step. unitless by name	Optional No @default declared; consult the signature and description.
`reward.cost` `number`	On commissions, fees, and slippage ÷ NAV before the step. unitless by name	Optional No @default declared; consult the signature and description.
`reward.drawdown` `number`	On the INCREASE in drawdown from the episode's running peak (a recovery pays 0). unitless by name	Optional No @default declared; consult the signature and description.
`reward.goal` `(frame: RewardFrame) => Record<string, number>`	Extra named terms (weight 1 each); a callback, so the definition is not replayable. unitless by name	Optional No @default declared; consult the signature and description.
`reward.goal(frame)` `RewardFrame`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).asOf` `number`	an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).benchmarkReturn` `number \| null`	The benchmark instrument's bar-close return over the step, or null without two closes. unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).costs` `number`	Σ commission + fees + slippage adjustment of the step's fills, base currency. unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).drawdownAfter` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).drawdownBefore` `number`	1 − NAV ÷ running peak, before and after the step. unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).fills` `readonly NormalizedFill[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).grossExposure` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).largestPositionWeight` `number`	decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).netAssetValueAfter` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).netAssetValueBefore` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).positions` `readonly SessionPosition[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).step` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).stepReturn` `number`	Δ NAV ÷ NAV before the step (0 when the NAV before was not positive). unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).tradedNotional` `number`	Σ \|quantity × price × multiplier\| of the step's fills, base currency. currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`reward.goal(frame).violations` `number`	Limit breaches plus disallowed orders in the step. unitless by name	Required / declared member No @default declared; consult the signature and description.
`reward.leverage` `number`	On gross exposure ÷ NAV after the step. unitless by name	Optional No @default declared; consult the signature and description.
`reward.pnl` `number`	On the step's net return, Δ NAV ÷ NAV before the step. unitless by name	Optional No @default declared; consult the signature and description.
`reward.riskViolation` `number`	On the count of limit breaches and disallowed orders in the step. unitless by name	Optional No @default declared; consult the signature and description.
`reward.turnover` `number`	On traded notional ÷ NAV before the step. unitless by name	Optional No @default declared; consult the signature and description.
`seed` `number`	Seeds only the bootstrap confidence intervals. unitless by name	Optional No @default declared; consult the signature and description.
`window` `{ fromTimestampMs?: EpochMs; toTimestampMs?: EpochMs; }`	unitless by name	Optional No @default declared; consult the signature and description.
`window.fromTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`window.toTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

VectorizedOptions

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface VectorizedOptions {
    /** Price bars in ascending time order. */
    data: Bar[];
    /**
     * Target exposure per bar, aligned to `data`. A boolean is long (`1`) / flat (`0`); a number is a
     * target weight (fraction of equity; negative = short), clamped to `maxLeverage`.
     *
     * Accepts a warmup-aware {@link SeriesSignal} (`{ value, warmup }`, e.g. a `technicalAnalysis.*.explain(...)`
     * result) so an indicator's leading warmup NaNs are treated as flat (position 0) instead of
     * throwing. A bare `number[]`/`Float64Array` has an implicit `warmup` of 0, so any NaN in it still
     * throws (a genuine mid-series NaN is a real error, not warmup).
     */
    signal: ArrayLike<number | boolean> | SeriesSignal | EnvelopeSignal;
    /** Rebalance calendar (default `everyBar`). */
    rebalance?: RebalanceRule;
    /** Commission model (default `fees.none()`). */
    fees?: CostModel;
    /** Slippage model (default `slippage.none()`). */
    slippage?: SlippageModel;
    /** Short borrow-fee model (default `borrow.none()`). */
    borrow?: BorrowModel;
    /** Opening capital (default 1). */
    initialCapital?: number;
    /** Bars per year, for annualized metrics (default 252). */
    periodsPerYear?: number;
    /** Per-asset gross weight cap applied to the signal (default 1). */
    maxLeverage?: number;
    /** Bars between observing the signal and trading on it; ≥ 1 avoids look-ahead (default 1). */
    executionLag?: number;
    /** Annualized risk-free rate for Sharpe/Sortino (default 0). */
    riskFreeRate?: number;
}

Fields, parameters & returned members (28)

Name / type	Meaning & unit	Optional / default
`borrow` `BorrowModel`	Short borrow-fee model (default `borrow.none()`). unitless by name	Optional No @default declared; consult the signature and description.
`borrow.annualRate` `number`	Annualized borrow rate (decimal, e.g. `0.005` = 50 bps/yr). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`borrow.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`data` `Bar[]`	Price bars in ascending time order. unitless by name	Required / declared member No @default declared; consult the signature and description.
`executionLag` `number`	Bars between observing the signal and trading on it; ≥ 1 avoids look-ahead (default 1). unitless by name	Optional No @default declared; consult the signature and description.
`fees` `CostModel`	Commission model (default `fees.none()`). unitless by name	Optional No @default declared; consult the signature and description.
`fees.commission` `(input: import('@insiderfinance/totalfinance/backtest/costs').CommissionInput) => number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fees.commission(input)` `import('@insiderfinance/totalfinance/backtest/costs').CommissionInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fees.commission(input).price` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fees.commission(input).quantity` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fees.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`initialCapital` `number`	Opening capital (default 1). unitless by name	Optional No @default declared; consult the signature and description.
`maxLeverage` `number`	Per-asset gross weight cap applied to the signal (default 1). unitless by name	Optional No @default declared; consult the signature and description.
`periodsPerYear` `number`	Bars per year, for annualized metrics (default 252). per year (count)	Optional No @default declared; consult the signature and description.
`rebalance` `RebalanceRule`	Rebalance calendar (default `everyBar`). unitless by name	Optional No @default declared; consult the signature and description.
`riskFreeRate` `number`	Annualized risk-free rate for Sharpe/Sortino (default 0). decimal rate (0.05 = 5%)	Optional No @default declared; consult the signature and description.
`signal` `ArrayLike<number \| boolean> \| SeriesSignal \| EnvelopeSignal`	Target exposure per bar, aligned to `data`. A boolean is long (`1`) / flat (`0`); a number is a target weight (fraction of equity; negative = short), clamped to `maxLeverage`. Accepts a warmup-aware {@link SeriesSignal} (`{ value, warmup }`, e.g. a `technicalAnalysis.*.explain(...)` result) so an indicator's leading warmup NaNs are treated as flat (position 0) instead of throwing. A bare `number[]`/`Float64Array` has an implicit `warmup` of 0, so any NaN in it still throws (a genuine mid-series NaN is a real error, not warmup). unitless by name	Required / declared member No @default declared; consult the signature and description.
`signal.diagnostics` `{ warmup: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`signal.diagnostics.warmup` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`signal.value` `ArrayLike<number>`	Per-bar signal values, aligned to the price bars. unitless by name	Required / declared member No @default declared; consult the signature and description.
`signal.warmup` `number`	Count of leading bars that may be non-finite by design (the indicator's warmup). unitless by name	Required / declared member No @default declared; consult the signature and description.
`slippage` `SlippageModel`	Slippage model (default `slippage.none()`). unitless by name	Optional No @default declared; consult the signature and description.
`slippage.fill` `(input: import('@insiderfinance/totalfinance/backtest/costs').SlippageFillInput) => number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`slippage.fill(input)` `import('@insiderfinance/totalfinance/backtest/costs').SlippageFillInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`slippage.fill(input).quantity` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`slippage.fill(input).referencePrice` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`slippage.fill(input).side` `import('@insiderfinance/totalfinance/core').OrderSide`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`slippage.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

WalkForwardOptions

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface WalkForwardOptions {
    /** Bars in ascending time order (one symbol, or a pre-sorted multi-symbol stream). */
    data: Bar[];
    /** Training window length in bars. */
    trainSize: number;
    /** Test (out-of-sample) window length in bars. */
    testSize: number;
    /** Step between successive windows (default `testSize`, i.e. non-overlapping test windows). */
    step?: number;
    /** `rolling` (sliding train window) or `anchored` (train grows from the start). Default `rolling`. */
    mode?: 'rolling' | 'anchored';
    /** Run a backtest over a window; return its out-of-sample result. */
    run: (window: WalkForwardWindow) => BacktestResult;
    /** Bars per year for the stitched performance (default 252). */
    periodsPerYear?: number;
}

Fields, parameters & returned members (19)

Name / type	Meaning & unit	Optional / default
`data` `Bar[]`	Bars in ascending time order (one symbol, or a pre-sorted multi-symbol stream). unitless by name	Required / declared member No @default declared; consult the signature and description.
`mode` `'rolling' \| 'anchored'`	`rolling` (sliding train window) or `anchored` (train grows from the start). Default `rolling`. unitless by name	Optional No @default declared; consult the signature and description.
`periodsPerYear` `number`	Bars per year for the stitched performance (default 252). per year (count)	Optional No @default declared; consult the signature and description.
`run` `(window: WalkForwardWindow) => BacktestResult`	Run a backtest over a window; return its out-of-sample result. unitless by name	Required / declared member No @default declared; consult the signature and description.
`run().return.assumptions` `BacktestAssumptions`	The modelling assumptions this run made — capital, fills, costs, calendar, margin (dx §2.5). unitless by name	Required / declared member No @default declared; consult the signature and description.
`run().return.diagnostics` `import('@insiderfinance/totalfinance/backtest').ImplementationRisk`	Implementation-risk diagnostics: warnings + benchmark fixture version (spec §16.3). unitless by name	Required / declared member No @default declared; consult the signature and description.
`run().return.finalValue` `number`	Final portfolio value. currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`run().return.performance` `PerformanceSummary`	Performance metrics of the equity curve (`@insiderfinance/totalfinance/performance`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`run().return.points` `import('@insiderfinance/totalfinance/backtest').EquityPoint[]`	The equity curve as an explicit `(ts, equity)` series (length = number of bars + 1). `points[0]` is the opening capital stamped at the first bar's timestamp; see {@link EquityPoint}. unitless by name	Required / declared member No @default declared; consult the signature and description.
`run().return.returns` `number[]`	Per-bar simple returns of the equity curve. unitless by name	Required / declared member No @default declared; consult the signature and description.
`run().return.settlements` `import('@insiderfinance/totalfinance/backtest').OptionSettlement[]`	Option positions settled at expiry (exercise / assignment / worthless), if any. unitless by name	Optional No @default declared; consult the signature and description.
`run().return.trades` `import('@insiderfinance/totalfinance/backtest').Trade[]`	Every filled trade, in order. unitless by name	Required / declared member No @default declared; consult the signature and description.
`run().return.turnover` `number`	Sum of \|traded notional\| ÷ average equity — a turnover proxy. unitless by name	Required / declared member No @default declared; consult the signature and description.
`run(window)` `WalkForwardWindow`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`run(window).test` `Bar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`run(window).train` `Bar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`step` `number`	Step between successive windows (default `testSize`, i.e. non-overlapping test windows). unitless by name	Optional No @default declared; consult the signature and description.
`testSize` `number`	Test (out-of-sample) window length in bars. count (integer)	Required / declared member No @default declared; consult the signature and description.
`trainSize` `number`	Training window length in bars. count (integer)	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

WalkForwardResult

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface WalkForwardResult {
    /** The per-window out-of-sample results, in order, each tagged with its train/test ranges. */
    windows: WalkForwardWindowResult[];
    /** Out-of-sample equity stitched across all test windows (starts at 1). */
    equityCurve: number[];
    /** Performance of the stitched out-of-sample curve. */
    performance: PerformanceSummary;
    /**
     * The echoed modelling assumptions, identical across windows (same engine/config) — taken from the
     * first window, so the walk-forward artifact carries the same honesty story as a single backtest
     * (WS2.8 / dx §2.5).
     */
    assumptions: BacktestAssumptions;
    /** Core diagnostics: the union of every window's warnings, deduped by code + message (WS2.8). */
    diagnostics: Diagnostics;
}

Fields, parameters & returned members (61)

Name / type	Meaning & unit	Optional / default
`assumptions` `BacktestAssumptions`	The echoed modelling assumptions, identical across windows (same engine/config) — taken from the first window, so the walk-forward artifact carries the same honesty story as a single backtest (WS2.8 / dx §2.5). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.assignment` `string`	American early exercise/assignment policy: `model` or `none` (WS7.4). Absent where inapplicable. unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.calendar` `string`	Rebalancing/trading calendar, e.g. `every-bar`, `monthly`, `signal-driven`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.cashSettlement` `string`	Cash settlement assumption, e.g. `immediate` (T+0). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	Version of the library's default conventions (core `CONVENTIONS_VERSION`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.corporateAction` `string`	Corporate-action handling, e.g. `dividends-as-cash`, `splits-adjusted`, `none`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.cost` `string`	Commission model applied, e.g. `bps(1)`, `per-share(0.005)`, `none`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.fill` `string`	When/at what price orders fill, e.g. `next-open`, `close`, `trigger-price`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.initialCapital` `number`	Opening capital the run started from. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.margin` `string`	Leverage/margin regime: `unconstrained` (no cap; unfunded fills allowed) or `maxLeverage`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.oco` `string`	How an OCO group resolves a bar that touches BOTH legs. One bar cannot say which trigger came first, and the engine's answer — the take-profit, because a bracket submits it before the stop-loss and orders fill in submission order — is optimistic. It is disclosed here rather than left as an undocumented mechanic (`take-profit-first-on-ambiguous-bar`). Absent for engines with no order book (the vectorized loop). unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.slippage` `string`	Slippage model applied, e.g. `bps(2)`, `spread`, `none`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `Diagnostics`	Core diagnostics: the union of every window's warnings, deduped by code + message (WS2.8). unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.autoReason` `string`	When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.converged` `boolean`	Whether an iterative procedure converged. `false` means the value is not trustworthy. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.decomposition` `Record<string, number>`	Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3). unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.engine` `string`	Pricing/solver engine name, e.g. `black-scholes-merton`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.finiteDifferenceBumps` `Record<string, number>`	Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.) unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.iterations` `number`	Iteration count for iterative methods. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.method` `string`	Numerical method, e.g. `closed-form`, `brent`, `finite-difference`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection` `import('@insiderfinance/totalfinance/core/pricing').SelectionReport`	The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.candidates` `readonly import('@insiderfinance/totalfinance/core/pricing').SelectionCandidate[]`	Candidates an automatic selection considered; absent for explicit mode. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.mode` `'explicit' \| 'automatic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.reason` `string`	Why the selected engine answers this request. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected` `{ name: string; version?: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.name` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.version` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.timingMs` `number`	Wall-clock timing in milliseconds, when measured. milliseconds	Optional No @default declared; consult the signature and description.
`diagnostics.warmup` `number`	Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	Structured warnings; always present (possibly empty). unitless by name	Required / declared member No @default declared; consult the signature and description.
`equityCurve` `number[]`	Out-of-sample equity stitched across all test windows (starts at 1). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance` `PerformanceSummary`	Performance of the stitched out-of-sample curve. unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.alpha` `number \| null`	Annualized Jensen's alpha (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.annualizedReturn` `number \| null`	`null` when compounding overflowed (disclosed via `performance.non_finite_metric`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.annualizedVolatility` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.assumptions` `{ benchmarkLength?: number; periodsPerYear: number; riskFreeRate: number; }`	The conventions actually applied — a serialized summary is self-interpreting (spec §7.4). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.assumptions.benchmarkLength` `number`	Length of the benchmark return series, present only when a benchmark was supplied. count (integer)	Optional No @default declared; consult the signature and description.
`performance.assumptions.periodsPerYear` `number`	Annualization factor used for all annualized metrics. per year (count)	Required / declared member No @default declared; consult the signature and description.
`performance.assumptions.riskFreeRate` `number`	Per-period risk-free rate used for Sharpe/Sortino/alpha/Treynor (0 when unspecified). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`performance.beta` `number \| null`	Beta to the benchmark (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.calmar` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown` `import('@insiderfinance/totalfinance/performance').DrawdownResult`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.longestDurationPeriods` `number`	Longest underwater stretch, in periods. periods	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.maxDrawdown` `number`	Maximum drawdown as a positive fraction (0.2 = a 20% peak-to-trough decline). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.peakIndex` `number`	Index of the peak preceding the worst drawdown. count (integer)	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.recoveryIndex` `number`	Index at which equity first regained the pre-drawdown peak after the worst trough (WS3.3c). Absent when the curve never recovered by the end of the series (still underwater). count (integer)	Optional No @default declared; consult the signature and description.
`performance.drawdown.troughIndex` `number`	Index of the trough of the worst drawdown. count (integer)	Required / declared member No @default declared; consult the signature and description.
`performance.expectancy` `number \| null`	Mean per-period return (expectancy); `null` on an empty series or overflow (disclosed). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.hitRate` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`performance.informationRatio` `number \| null`	Information ratio (only when `options.benchmark` is supplied). decimal fraction / multiple	Optional No @default declared; consult the signature and description.
`performance.maxDrawdown` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.omega` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.periods` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.profitFactor` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`performance.sharpe` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.sortino` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.totalReturn` `number \| null`	`null` when compounding overflowed (disclosed via `performance.non_finite_metric`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.trackingError` `number \| null`	Annualized tracking error (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.treynor` `number \| null`	Treynor ratio (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.warnings` `QuantWarning[]`	Diagnostics — e.g. `performance.suspicious_equity_input` when an equity curve looks like returns. unitless by name	Required / declared member No @default declared; consult the signature and description.
`windows` `WalkForwardWindowResult[]`	The per-window out-of-sample results, in order, each tagged with its train/test ranges. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

WalkForwardWindow

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface WalkForwardWindow {
    train: Bar[];
    test: Bar[];
}

Fields, parameters & returned members (2)

Name / type	Meaning & unit	Optional / default
`test` `Bar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`train` `Bar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

WalkForwardWindowResult

A per-window out-of-sample result, tagged with the train/test time ranges it covered (WS2.8).

/** A per-window out-of-sample result, tagged with the train/test time ranges it covered (WS2.8). */
export interface WalkForwardWindowResult extends BacktestResult {
    /** `[firstTrainBarTs, lastTrainBarTs]`. */
    trainRange: [
        EpochMs,
        EpochMs
    ];
    /** `[firstTestBarTs, lastTestBarTs]`. */
    testRange: [
        EpochMs,
        EpochMs
    ];
}

Fields, parameters & returned members (68)

Name / type	Meaning & unit	Optional / default
`assumptions` `BacktestAssumptions`	The modelling assumptions this run made — capital, fills, costs, calendar, margin (dx §2.5). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.assignment` `string`	American early exercise/assignment policy: `model` or `none` (WS7.4). Absent where inapplicable. unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.calendar` `string`	Rebalancing/trading calendar, e.g. `every-bar`, `monthly`, `signal-driven`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.cashSettlement` `string`	Cash settlement assumption, e.g. `immediate` (T+0). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	Version of the library's default conventions (core `CONVENTIONS_VERSION`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.corporateAction` `string`	Corporate-action handling, e.g. `dividends-as-cash`, `splits-adjusted`, `none`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.cost` `string`	Commission model applied, e.g. `bps(1)`, `per-share(0.005)`, `none`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.fill` `string`	When/at what price orders fill, e.g. `next-open`, `close`, `trigger-price`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.initialCapital` `number`	Opening capital the run started from. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.margin` `string`	Leverage/margin regime: `unconstrained` (no cap; unfunded fills allowed) or `maxLeverage`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.oco` `string`	How an OCO group resolves a bar that touches BOTH legs. One bar cannot say which trigger came first, and the engine's answer — the take-profit, because a bracket submits it before the stop-loss and orders fill in submission order — is optimistic. It is disclosed here rather than left as an undocumented mechanic (`take-profit-first-on-ambiguous-bar`). Absent for engines with no order book (the vectorized loop). unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.slippage` `string`	Slippage model applied, e.g. `bps(2)`, `spread`, `none`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `import('@insiderfinance/totalfinance/backtest').ImplementationRisk`	Implementation-risk diagnostics: warnings + benchmark fixture version (spec §16.3). unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.autoReason` `string`	When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.benchmarkFixtureVersion` `string`	The benchmark fixture version this engine was validated against. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.converged` `boolean`	Whether an iterative procedure converged. `false` means the value is not trustworthy. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.decomposition` `Record<string, number>`	Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3). unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.engine` `string`	Pricing/solver engine name, e.g. `black-scholes-merton`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.finiteDifferenceBumps` `Record<string, number>`	Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.) unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.iterations` `number`	Iteration count for iterative methods. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.method` `string`	Numerical method, e.g. `closed-form`, `brent`, `finite-difference`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection` `import('@insiderfinance/totalfinance/core/pricing').SelectionReport`	The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.candidates` `readonly import('@insiderfinance/totalfinance/core/pricing').SelectionCandidate[]`	Candidates an automatic selection considered; absent for explicit mode. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.mode` `'explicit' \| 'automatic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.reason` `string`	Why the selected engine answers this request. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected` `{ name: string; version?: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.name` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.version` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.timingMs` `number`	Wall-clock timing in milliseconds, when measured. milliseconds	Optional No @default declared; consult the signature and description.
`diagnostics.warmup` `number`	Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	Structured warnings; always present (possibly empty). unitless by name	Required / declared member No @default declared; consult the signature and description.
`finalValue` `number`	Final portfolio value. currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`performance` `PerformanceSummary`	Performance metrics of the equity curve (`@insiderfinance/totalfinance/performance`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.alpha` `number \| null`	Annualized Jensen's alpha (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.annualizedReturn` `number \| null`	`null` when compounding overflowed (disclosed via `performance.non_finite_metric`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.annualizedVolatility` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.assumptions` `{ benchmarkLength?: number; periodsPerYear: number; riskFreeRate: number; }`	The conventions actually applied — a serialized summary is self-interpreting (spec §7.4). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.assumptions.benchmarkLength` `number`	Length of the benchmark return series, present only when a benchmark was supplied. count (integer)	Optional No @default declared; consult the signature and description.
`performance.assumptions.periodsPerYear` `number`	Annualization factor used for all annualized metrics. per year (count)	Required / declared member No @default declared; consult the signature and description.
`performance.assumptions.riskFreeRate` `number`	Per-period risk-free rate used for Sharpe/Sortino/alpha/Treynor (0 when unspecified). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`performance.beta` `number \| null`	Beta to the benchmark (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.calmar` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown` `import('@insiderfinance/totalfinance/performance').DrawdownResult`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.longestDurationPeriods` `number`	Longest underwater stretch, in periods. periods	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.maxDrawdown` `number`	Maximum drawdown as a positive fraction (0.2 = a 20% peak-to-trough decline). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.peakIndex` `number`	Index of the peak preceding the worst drawdown. count (integer)	Required / declared member No @default declared; consult the signature and description.
`performance.drawdown.recoveryIndex` `number`	Index at which equity first regained the pre-drawdown peak after the worst trough (WS3.3c). Absent when the curve never recovered by the end of the series (still underwater). count (integer)	Optional No @default declared; consult the signature and description.
`performance.drawdown.troughIndex` `number`	Index of the trough of the worst drawdown. count (integer)	Required / declared member No @default declared; consult the signature and description.
`performance.expectancy` `number \| null`	Mean per-period return (expectancy); `null` on an empty series or overflow (disclosed). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.hitRate` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`performance.informationRatio` `number \| null`	Information ratio (only when `options.benchmark` is supplied). decimal fraction / multiple	Optional No @default declared; consult the signature and description.
`performance.maxDrawdown` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.omega` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.periods` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.profitFactor` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`performance.sharpe` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.sortino` `number \| null`	`null` when the metric is undefined for this input (disclosed via warnings). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.totalReturn` `number \| null`	`null` when compounding overflowed (disclosed via `performance.non_finite_metric`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`performance.trackingError` `number \| null`	Annualized tracking error (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.treynor` `number \| null`	Treynor ratio (only when `options.benchmark` is supplied). unitless by name	Optional No @default declared; consult the signature and description.
`performance.warnings` `QuantWarning[]`	Diagnostics — e.g. `performance.suspicious_equity_input` when an equity curve looks like returns. unitless by name	Required / declared member No @default declared; consult the signature and description.
`points` `import('@insiderfinance/totalfinance/backtest').EquityPoint[]`	The equity curve as an explicit `(ts, equity)` series (length = number of bars + 1). `points[0]` is the opening capital stamped at the first bar's timestamp; see {@link EquityPoint}. unitless by name	Required / declared member No @default declared; consult the signature and description.
`returns` `number[]`	Per-bar simple returns of the equity curve. unitless by name	Required / declared member No @default declared; consult the signature and description.
`settlements` `import('@insiderfinance/totalfinance/backtest').OptionSettlement[]`	Option positions settled at expiry (exercise / assignment / worthless), if any. unitless by name	Optional No @default declared; consult the signature and description.
`testRange` `[number, number]`	`[firstTestBarTs, lastTestBarTs]`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`trades` `import('@insiderfinance/totalfinance/backtest').Trade[]`	Every filled trade, in order. unitless by name	Required / declared member No @default declared; consult the signature and description.
`trainRange` `[number, number]`	`[firstTrainBarTs, lastTrainBarTs]`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`turnover` `number`	Sum of \|traded notional\| ÷ average equity — a turnover proxy. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

WeightContext

What a supplied-weights callback sees.

/** What a supplied-weights callback sees. */
export interface WeightContext {
    asOf: EpochMs;
    sessionDate: string;
    long: readonly SignalRow[];
    short: readonly SignalRow[];
    /** Trailing per-session returns per selected name, oldest first (as many as available). */
    trailingReturns: Readonly<Record<string, readonly number[]>>;
}

Fields, parameters & returned members (5)

Name / type	Meaning & unit	Optional / default
`asOf` `number`	an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Required / declared member No @default declared; consult the signature and description.
`long` `readonly SignalRow[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sessionDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`short` `readonly SignalRow[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trailingReturns` `Readonly<Record<string, readonly number[]>>`	Trailing per-session returns per selected name, oldest first (as many as available). unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

WeightingMethod

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export type WeightingMethod = 'equal-weight' | 'score-weight' | 'inverse-volatility' | 'risk-budget' | 'supplied-weights';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

value

agentBaselines

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const agentBaselines: Readonly<{ holdCash: () => BaselinePolicy; buyAndHold: (input?: { weights?: Readonly<Record<string, number>>; }) => BaselinePolicy; periodicRebalance: (input: { everySessions: number; weights?: Readonly<Record<string, number>>; }) => BaselinePolicy; randomValidAction: (seed: number) => BaselinePolicy; riskParity: (input: { lookback: number; everySessions?: number; }) => BaselinePolicy; momentumCrossover: (input: { fast: number; slow: number; }) => BaselinePolicy; }>;

Fields, parameters & returned members (66)

Name / type	Meaning & unit	Optional / default
`buyAndHold` `(input?: { weights?: Readonly<Record<string, number>>; }) => BaselinePolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`buyAndHold().return.decide` `TradingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`buyAndHold().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`buyAndHold().return.requires` `FeatureRecipes \| null`	Feature recipes the policy reads; merged into every definition the bench runs it on. unitless by name	Required / declared member No @default declared; consult the signature and description.
`buyAndHold().return.requires.drawdown` `boolean`	1 − close ÷ running peak close, per instrument. unitless by name	Optional No @default declared; consult the signature and description.
`buyAndHold().return.requires.lookbackReturns` `readonly number[]`	Close-to-close returns over each lookback in bars. unitless by name	Optional No @default declared; consult the signature and description.
`buyAndHold().return.requires.realizedVolatility` `{ annualization: number; lookbacks: readonly number[]; }`	Standard deviation of log returns over each lookback in bars, scaled by √annualization — the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the environment never assumes the bar frequency. unitless by name	Optional No @default declared; consult the signature and description.
`buyAndHold().return.requires.realizedVolatility.annualization` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`buyAndHold().return.requires.realizedVolatility.lookbacks` `readonly number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`buyAndHold(input)` `{ weights?: Readonly<Record<string, number>>; } \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`buyAndHold(input).weights` `Readonly<Record<string, number>>`	unitless by name	Optional No @default declared; consult the signature and description.
`holdCash` `() => BaselinePolicy`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`holdCash().return.decide` `TradingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdCash().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdCash().return.requires` `FeatureRecipes \| null`	Feature recipes the policy reads; merged into every definition the bench runs it on. unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdCash().return.requires.drawdown` `boolean`	1 − close ÷ running peak close, per instrument. unitless by name	Optional No @default declared; consult the signature and description.
`holdCash().return.requires.lookbackReturns` `readonly number[]`	Close-to-close returns over each lookback in bars. unitless by name	Optional No @default declared; consult the signature and description.
`holdCash().return.requires.realizedVolatility` `{ annualization: number; lookbacks: readonly number[]; }`	Standard deviation of log returns over each lookback in bars, scaled by √annualization — the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the environment never assumes the bar frequency. unitless by name	Optional No @default declared; consult the signature and description.
`holdCash().return.requires.realizedVolatility.annualization` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdCash().return.requires.realizedVolatility.lookbacks` `readonly number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover` `(input: { fast: number; slow: number; }) => BaselinePolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover().return.decide` `TradingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover().return.requires` `FeatureRecipes \| null`	Feature recipes the policy reads; merged into every definition the bench runs it on. unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover().return.requires.drawdown` `boolean`	1 − close ÷ running peak close, per instrument. unitless by name	Optional No @default declared; consult the signature and description.
`momentumCrossover().return.requires.lookbackReturns` `readonly number[]`	Close-to-close returns over each lookback in bars. unitless by name	Optional No @default declared; consult the signature and description.
`momentumCrossover().return.requires.realizedVolatility` `{ annualization: number; lookbacks: readonly number[]; }`	Standard deviation of log returns over each lookback in bars, scaled by √annualization — the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the environment never assumes the bar frequency. unitless by name	Optional No @default declared; consult the signature and description.
`momentumCrossover().return.requires.realizedVolatility.annualization` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover().return.requires.realizedVolatility.lookbacks` `readonly number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover(input)` `{ fast: number; slow: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover(input).fast` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`momentumCrossover(input).slow` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance` `(input: { everySessions: number; weights?: Readonly<Record<string, number>>; }) => BaselinePolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance().return.decide` `TradingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance().return.requires` `FeatureRecipes \| null`	Feature recipes the policy reads; merged into every definition the bench runs it on. unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance().return.requires.drawdown` `boolean`	1 − close ÷ running peak close, per instrument. unitless by name	Optional No @default declared; consult the signature and description.
`periodicRebalance().return.requires.lookbackReturns` `readonly number[]`	Close-to-close returns over each lookback in bars. unitless by name	Optional No @default declared; consult the signature and description.
`periodicRebalance().return.requires.realizedVolatility` `{ annualization: number; lookbacks: readonly number[]; }`	Standard deviation of log returns over each lookback in bars, scaled by √annualization — the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the environment never assumes the bar frequency. unitless by name	Optional No @default declared; consult the signature and description.
`periodicRebalance().return.requires.realizedVolatility.annualization` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance().return.requires.realizedVolatility.lookbacks` `readonly number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance(input)` `{ everySessions: number; weights?: Readonly<Record<string, number>>; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance(input).everySessions` `number`	trading sessions	Required / declared member No @default declared; consult the signature and description.
`periodicRebalance(input).weights` `Readonly<Record<string, number>>`	unitless by name	Optional No @default declared; consult the signature and description.
`randomValidAction` `(seed: number) => BaselinePolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`randomValidAction().return.decide` `TradingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`randomValidAction().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`randomValidAction().return.requires` `FeatureRecipes \| null`	Feature recipes the policy reads; merged into every definition the bench runs it on. unitless by name	Required / declared member No @default declared; consult the signature and description.
`randomValidAction().return.requires.drawdown` `boolean`	1 − close ÷ running peak close, per instrument. unitless by name	Optional No @default declared; consult the signature and description.
`randomValidAction().return.requires.lookbackReturns` `readonly number[]`	Close-to-close returns over each lookback in bars. unitless by name	Optional No @default declared; consult the signature and description.
`randomValidAction().return.requires.realizedVolatility` `{ annualization: number; lookbacks: readonly number[]; }`	Standard deviation of log returns over each lookback in bars, scaled by √annualization — the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the environment never assumes the bar frequency. unitless by name	Optional No @default declared; consult the signature and description.
`randomValidAction().return.requires.realizedVolatility.annualization` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`randomValidAction().return.requires.realizedVolatility.lookbacks` `readonly number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`randomValidAction(seed)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity` `(input: { lookback: number; everySessions?: number; }) => BaselinePolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity().return.decide` `TradingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity().return.requires` `FeatureRecipes \| null`	Feature recipes the policy reads; merged into every definition the bench runs it on. unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity().return.requires.drawdown` `boolean`	1 − close ÷ running peak close, per instrument. unitless by name	Optional No @default declared; consult the signature and description.
`riskParity().return.requires.lookbackReturns` `readonly number[]`	Close-to-close returns over each lookback in bars. unitless by name	Optional No @default declared; consult the signature and description.
`riskParity().return.requires.realizedVolatility` `{ annualization: number; lookbacks: readonly number[]; }`	Standard deviation of log returns over each lookback in bars, scaled by √annualization — the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the environment never assumes the bar frequency. unitless by name	Optional No @default declared; consult the signature and description.
`riskParity().return.requires.realizedVolatility.annualization` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity().return.requires.realizedVolatility.lookbacks` `readonly number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity(input)` `{ everySessions?: number; lookback: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`riskParity(input).everySessions` `number`	trading sessions	Optional No @default declared; consult the signature and description.
`riskParity(input).lookback` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

attribution

Per-symbol realized P&L attribution (average-cost matched) from a trade blotter (report-shaped).

export declare function attribution(trades: Trade[]): AttributionReport;

Fields, parameters & returned members (6)

Name / type	Meaning & unit	Optional / default
`(trades)` `Trade[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.bySymbol` `SymbolAttribution[]`	Realized P&L per symbol (average-cost matched), in first-trade order. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

value

borrow

Borrow-fee models for shorts.

export declare const borrow: { readonly annualRate: (annualRate: number) => BorrowModel; readonly none: () => BorrowModel; };

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`annualRate` `(annualRate: number) => BorrowModel`	A flat annualized borrow rate charged on the short market value. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`annualRate().return.annualRate` `number`	Annualized borrow rate (decimal, e.g. `0.005` = 50 bps/yr). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`annualRate().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`annualRate(annualRate)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`none` `() => BorrowModel`	No borrow fee. unitless by name	Required / declared member No @default declared; consult the signature and description.
`none().return.annualRate` `number`	Annualized borrow rate (decimal, e.g. `0.005` = 50 bps/yr). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`none().return.label` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

value

brokers

Broker factory (spec §16.2: `brokers.simulated({ cash, commission, slippage })`).

export declare const brokers: { readonly simulated: (config: BrokerConfig) => SimulatedBroker; };

Fields, parameters & returned members (28)

Name / type	Meaning & unit	Optional / default
`simulated` `(config: BrokerConfig) => SimulatedBroker`	Construct a simulated broker. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.cancel` `(id: string) => void`	Cancel a pending order (and its OCO group). unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.cash` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.equity` `(marks: Map<SymbolId, number>) => number`	Portfolio equity = cash + Σ position market value at the supplied marks (option positions ×multiplier). unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.exerciseOption` `(input: ExerciseOptionInput) => OptionSettlement`	Manually exercise a LONG American option early (WS7.4) — the `context.exercise` hook. `quantity` is the number of contracts (≤ the current long position). Requires the `assignment: 'model'` policy. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.orders` `readonly Order[]`	All orders ever submitted (live view, readonly). unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.policies` `() => { cost: string; slippage: string; margin: string; assignment: string; oco: string; }`	The policy labels for the implementation-risk diagnostics. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.position` `(symbol: SymbolId) => Position`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.positions` `Map<string, Position>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.processBar` `(bar: Bar, action?: CorporateAction) => Trade[]`	Advance the broker by one bar: apply corporate actions, accrue borrow on shorts, then try to fill every working order for this bar's symbol. Returns this bar's fills. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.registerOption` `(symbol: SymbolId, specification: OptionContractSpecification) => void`	Register an option symbol so the broker marks it by its contract multiplier and settles it at expiry (spec §16.2). Required before trading or settling an option position. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.settleExpiries` `(asOfTimestampMs: EpochMs, underlierMarks?: Map<SymbolId, number>) => OptionSettlement[]`	Settle every registered option whose expiry is at or before `asOfTimestampMs`. ITM long positions are exercised and ITM shorts assigned (physical: the underlier position is adjusted at the strike; cash: the intrinsic is paid/received); OTM positions expire worthless. Returns the new settlements. The underlier settlement price comes from `underlierMarks` or the broker's last seen mark. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.settlements` `readonly OptionSettlement[]`	Option positions settled at expiry — exercise / assignment / worthless (live view, readonly). unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.submit` `(request: OrderRequest) => string`	Submit an order; returns its id. Validates the request. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.trades` `readonly Trade[]`	All fills (live view, readonly). unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated().return.warnings` `readonly QuantWarning[]`	Structured warnings raised during simulation (live view, readonly). unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated(config)` `BrokerConfig`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated(config).assignment` `'none' \| 'model'`	American early exercise/assignment policy (WS7.4). `'none'` (default) settles options only at expiry — every European-style golden is byte-identical. `'model'` options in to modeling early assignment of American short options at ex-dividend dates (short calls) and deep-ITM thresholds (short puts), plus manual `exerciseOption`/`context.exercise` for American longs. unitless by name	Optional No @default declared; consult the signature and description.
`simulated(config).assignmentThreshold` `number`	Short-put early-assignment buffer as a FRACTION of strike (default `0.02`): a short put is assigned early when the interest CARRY benefit of exercising now exceeds the remaining extrinsic (time value) by more than `threshold·strike`. Only used when `assignment: 'model'`. unitless by name	Optional No @default declared; consult the signature and description.
`simulated(config).borrow` `BorrowModel`	unitless by name	Optional No @default declared; consult the signature and description.
`simulated(config).cash` `number`	Opening cash. unitless by name	Required / declared member No @default declared; consult the signature and description.
`simulated(config).commission` `CostModel`	unitless by name	Optional No @default declared; consult the signature and description.
`simulated(config).maxLeverage` `number`	Max gross leverage `Σ\|positionNotional\| / equity` allowed at fill (default `Infinity`). unitless by name	Optional No @default declared; consult the signature and description.
`simulated(config).maxVolumeParticipation` `number`	Cap a single bar's fill to this fraction of bar volume (partial fills); default `Infinity`. unitless by name	Optional No @default declared; consult the signature and description.
`simulated(config).noShort` `boolean`	Disallow short positions (default `false`). unitless by name	Optional No @default declared; consult the signature and description.
`simulated(config).periodsPerYear` `number`	Bars per year, for borrow accrual (default 252). per year (count)	Optional No @default declared; consult the signature and description.
`simulated(config).riskFreeRate` `number`	Continuously-compounded risk-free rate (decimal, default `0`) used ONLY for the short-put early-assignment carry economics — early put exercise is driven by the interest earned on the strike over the option's remaining life. With rate `0` there is no carry incentive, so a short put is never assigned early on arbitrage-free prices. Only used when `assignment: 'model'`. decimal rate (0.05 = 5%)	Optional No @default declared; consult the signature and description.
`simulated(config).slippage` `SlippageModel`	unitless by name	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

checkDataAlignment

Check that each symbol's bars are strictly time-ascending with finite positive prices. Returns structured warnings for out-of-order timestamps, duplicate timestamps, and non-finite/non-positive closes — the silent corruptions that make a backtest quietly wrong.

export declare function checkDataAlignment(bars: Bar[]): QuantWarning[];

Fields, parameters & returned members (1)

Name / type	Meaning & unit	Optional / default
`(bars)` `Bar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

createPortfolioStepper

The engine's seam (Stage 7B.1, Decision 2): the same per-instant loop `portfolioBacktest` runs, driven from outside. `open(index)` stamps the clock, folds pre-open entitlements and external flows, and returns a pre-execution context valued at opening or last-completed marks (the mark source identifies carried prices). `close(index, orders)` executes the caller's orders through the execution policy, settles close-derived derivative lifecycle, runs the margin check, records the valuation mark and the equity, and returns the rows the step appended; `finish()` assembles the same result `portfolioBacktest` returns over the instants closed so far. Calls must alternate `open(0)`, `close(0)`, `open(1)`, … — an out-of-order call refuses and changes nothing; `finish()` may be called again and returns the same result. The orders come from the caller, so the result records `strategy: { kind: 'external', replayable: false }`; a trading environment saves its own action trace to make an episode replayable.

export declare function createPortfolioStepper(request: PortfolioStepperRequest): PortfolioStepper;

Fields, parameters & returned members (19)

Name / type	Meaning & unit	Optional / default
`(request)` `PortfolioStepperRequest`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).accounting` `import('@insiderfinance/totalfinance/backtest/portfolio').AccountingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).calendar` `string`	A calendar name (`'NYSE'`, `'CBOE'`, `'ALWAYS_OPEN'`): sessions and settlement days. unitless by name	Optional No @default declared; consult the signature and description.
`(request).execution` `ExecutionPolicy`	unitless by name	Optional No @default declared; consult the signature and description.
`(request).externalFlows` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').ExternalFlowRecord[]`	unitless by name	Optional No @default declared; consult the signature and description.
`(request).instruments` `Readonly<Record<string, InstrumentSpecification>>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).marketData` `import('@insiderfinance/totalfinance/backtest/portfolio').PortfolioMarketData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).periodsPerYear` `number`	per year (count)	Optional No @default declared; consult the signature and description.
`(request).seed` `number`	Seeds only the bootstrap confidence intervals. unitless by name	Optional No @default declared; consult the signature and description.
`(request).window` `{ fromTimestampMs?: EpochMs; toTimestampMs?: EpochMs; }`	unitless by name	Optional No @default declared; consult the signature and description.
`(request).window.fromTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`(request).window.toTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`return.close` `(index: number, orders: readonly OrderIntent[]) => PortfolioStepFrame`	The orders through the execution policy, the margin check, the valuation mark, the equity. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.context` `() => SessionContext`	The session context at the last closed instant — the state after its orders, margin, and mark. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.finish` `() => PortfolioBacktestResult`	The same result `portfolioBacktest` returns, over the instants closed so far. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.instants` `readonly number[]`	The decision instants, ascending — the same instants `portfolioBacktest` would step. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.open` `(index: number) => SessionContext`	Lifecycle facts and external flows due at the instant, then the session context. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.runId` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.valuation` `() => PortfolioValuationInputs`	The ledger state, the market snapshot, the conversions, and the valued snapshot at the last closed instant. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

createTradingEnvironment

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare function createTradingEnvironment(definition: TradingEnvironmentDefinition): TradingEnvironment;

Fields, parameters & returned members (21)

Name / type	Meaning & unit	Optional / default
`(definition)` `TradingEnvironmentDefinition`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(definition).accounting` `import('@insiderfinance/totalfinance/backtest/portfolio').AccountingPolicy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(definition).calendar` `string`	A calendar name (`'NYSE'`, `'CBOE'`, `'ALWAYS_OPEN'`): sessions and settlement days. unitless by name	Optional No @default declared; consult the signature and description.
`(definition).execution` `ExecutionPolicy`	unitless by name	Optional No @default declared; consult the signature and description.
`(definition).externalFlows` `readonly import('@insiderfinance/totalfinance/backtest/portfolio').ExternalFlowRecord[]`	unitless by name	Optional No @default declared; consult the signature and description.
`(definition).features` `import('@insiderfinance/totalfinance/backtest/environment').FeatureRecipes`	unitless by name	Optional No @default declared; consult the signature and description.
`(definition).instruments` `Readonly<Record<string, import('@insiderfinance/totalfinance/backtest').InstrumentSpecification>>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(definition).limits` `import('@insiderfinance/totalfinance/backtest/environment').EnvironmentLimits`	unitless by name	Optional No @default declared; consult the signature and description.
`(definition).marketData` `import('@insiderfinance/totalfinance/backtest/portfolio').PortfolioMarketData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(definition).maximumSteps` `number`	The most steps an episode takes before `truncated` (default: the instant count; ceiling 100,000). unitless by name	Optional No @default declared; consult the signature and description.
`(definition).periodsPerYear` `number`	per year (count)	Optional No @default declared; consult the signature and description.
`(definition).reward` `import('@insiderfinance/totalfinance/backtest/environment').RewardComposition`	unitless by name	Optional No @default declared; consult the signature and description.
`(definition).seed` `number`	Seeds only the bootstrap confidence intervals. unitless by name	Optional No @default declared; consult the signature and description.
`(definition).window` `{ fromTimestampMs?: EpochMs; toTimestampMs?: EpochMs; }`	unitless by name	Optional No @default declared; consult the signature and description.
`(definition).window.fromTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`(definition).window.toTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`return.definitionHash` `string`	The definition's identity, seed excluded. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.finish` `() => PortfolioBacktestResult`	The engine's own result over the episode so far — the same shape `portfolioBacktest` returns; ends the episode. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.instantCount` `number`	The decision instants an episode steps through. count (integer)	Required / declared member No @default declared; consult the signature and description.
`return.reset` `(options?: EnvironmentResetOptions) => EnvironmentResetResult`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.step` `(action: EnvironmentAction) => EnvironmentStepResult`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

crossOver

True when series `a` crosses from at-or-below `b` to above it on the latest bar.

export declare function crossOver(first: IndicatorHandle<number>, second: IndicatorHandle<number>): boolean;

Fields, parameters & returned members (6)

Name / type	Meaning & unit	Optional / default
`(first)` `IndicatorHandle<number>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(first).previous` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(first).value` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(second)` `IndicatorHandle<number>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(second).previous` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(second).value` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

crossOverSeries

`1` on the bar where `a` crosses from at-or-below `b` to above it (`a[i-1] ≤ b[i-1] && a[i] > b[i]`), else `0`. `NaN` where any of the four inputs (`a`/`b` at `i` or `i-1`) is `NaN`, and at index `0` — a crossing needs a prior bar to compare against. `b` may be a scalar level or an aligned series.

export declare function crossOverSeries(first: ArrayLike<number>, second: number | ArrayLike<number>): Float64Array;

Fields, parameters & returned members (2)

Name / type	Meaning & unit	Optional / default
`(first)` `ArrayLike<number>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(second)` `number \| ArrayLike<number>`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

crossSectionalBacktest

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare function crossSectionalBacktest(request: CrossSectionalBacktestRequest): CrossSectionalBacktestResult;

Fields, parameters & returned members (46)

Name / type	Meaning & unit	Optional / default
`(request)` `CrossSectionalBacktestRequest`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).baseCurrency` `string`	Default `'USD'`. ISO-4217 currency code	Optional No @default declared; consult the signature and description.
`(request).dataset` `import('@insiderfinance/totalfinance/backtest').CrossSectionalDataset`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).execution` `ExecutionPolicy`	Decision 7's policy; omitted = `execution.simplified()`, and the result says so. unitless by name	Optional No @default declared; consult the signature and description.
`(request).initialCapital` `number`	Default 1,000,000 in `baseCurrency`. unitless by name	Optional No @default declared; consult the signature and description.
`(request).periodsPerYear` `number`	Default 252. per year (count)	Optional No @default declared; consult the signature and description.
`(request).portfolioConstruction` `import('@insiderfinance/totalfinance/backtest').PortfolioConstruction`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).rebalanceSchedule` `import('@insiderfinance/totalfinance/backtest').RebalanceSchedule`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).riskFreeRate` `number`	decimal rate (0.05 = 5%)	Optional No @default declared; consult the signature and description.
`(request).seed` `number`	Seeds the bootstrap confidence intervals of the performance block; absent = none. unitless by name	Optional No @default declared; consult the signature and description.
`(request).signal` `import('@insiderfinance/totalfinance/backtest').CrossSectionalSignal`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).transactionCostModel` `{ commission?: CostModel; slippage?: SlippageModel; }`	Cost models applied to every fill; omitted = the policy's (none for the simplified policy). unitless by name	Optional No @default declared; consult the signature and description.
`(request).transactionCostModel.commission` `CostModel`	unitless by name	Optional No @default declared; consult the signature and description.
`(request).transactionCostModel.slippage` `SlippageModel`	unitless by name	Optional No @default declared; consult the signature and description.
`(request).universeHistory` `import('@insiderfinance/totalfinance/research').UniverseHistory`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).window` `{ fromTimestampMs?: EpochMs; toTimestampMs?: EpochMs; }`	Restrict the run to sessions inside the window (inclusive instants). unitless by name	Optional No @default declared; consult the signature and description.
`(request).window.fromTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`(request).window.toTimestampMs` `number`	epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`return.assumptions` `CrossSectionalAssumptions`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.attribution` `import('@insiderfinance/totalfinance/backtest').CrossSectionalAttribution`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.benchmark` `BenchmarkComparison \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.benchmark.activeReturn` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.benchmark.alpha` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.benchmark.beta` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.benchmark.informationRatio` `number \| null`	decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`return.benchmark.instrumentId` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.benchmark.returns` `number[]`	The benchmark's per-session simple returns aligned to the run's sessions. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.benchmark.trackingError` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `CrossSectionalDiagnostics`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.fills` `NormalizedFill[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.finalValue` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`return.holdings` `HoldingRow[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.ledger` `import('@insiderfinance/totalfinance/portfolio').PortfolioLedgerSnapshot`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.performance` `import('@insiderfinance/totalfinance/performance').PerformanceSummary`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.performanceConfidence` `{ confidenceInterval95: [number, number]; iterations: number; meanTotalReturn: number; seed: number; standardDeviation: number; } \| null`	Bootstrap confidence intervals of the performance block when a seed was given. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.performanceConfidence.confidenceInterval95` `[number, number]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.performanceConfidence.iterations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.performanceConfidence.meanTotalReturn` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.performanceConfidence.seed` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.performanceConfidence.standardDeviation` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.points` `EquityPoint[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.rebalances` `RebalanceRow[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.returns` `number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.runId` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.timeline` `import('@insiderfinance/totalfinance/portfolio').PortfolioTimelineResult`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.trades` `Trade[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)