@insiderfinance/totalfinance/research/artifacts

interface

AbnormalReturnDelta

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

export interface AbnormalReturnDelta {
    tradingSessionOffset: number;
    baselineAverageAbnormalReturn: number | null;
    candidateAverageAbnormalReturn: number | null;
    absoluteDelta: number | null;
    baselineCumulativeAverageAbnormalReturn: number | null;
    candidateCumulativeAverageAbnormalReturn: number | null;
    cumulativeAbsoluteDelta: number | null;
}

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`absoluteDelta` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`baselineAverageAbnormalReturn` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`baselineCumulativeAverageAbnormalReturn` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`candidateAverageAbnormalReturn` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`candidateCumulativeAverageAbnormalReturn` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`cumulativeAbsoluteDelta` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`tradingSessionOffset` `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)

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

CountDelta

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

export interface CountDelta {
    reason: string;
    baselineCount: number;
    candidateCount: number;
    delta: number;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`baselineCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`candidateCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`delta` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reason` `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

HygieneBacktestOverfitting

`backtestOverfittingProbability`'s result — risk's `BacktestOverfittingProbabilityResult`, structurally.

/** `backtestOverfittingProbability`'s result — risk's `BacktestOverfittingProbabilityResult`, structurally. */
export interface HygieneBacktestOverfitting {
    backtestOverfittingProbability: number;
    combinations: number;
    splits: number;
    observations: number;
    trials: number;
    medianLogit: number;
    assumptions: {
        conventionsVersion: string;
        [k: string]: unknown;
    };
    diagnostics: {
        warnings: QuantWarning[];
    };
}

Fields, parameters & returned members (10)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfittingProbability` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`combinations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`medianLogit` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`splits` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trials` `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)

interface

HygieneDeflatedSharpe

`deflatedSharpeRatio`'s result — risk's `DeflatedSharpeResult`, structurally.

/** `deflatedSharpeRatio`'s result — risk's `DeflatedSharpeResult`, structurally. */
export interface HygieneDeflatedSharpe {
    assumptions: {
        conventionsVersion: string;
        [k: string]: unknown;
    };
    diagnostics: {
        warnings: QuantWarning[];
    };
    /** `null` when the statistics carried no Sharpe (a zero-variance series). */
    deflatedSharpe: number | null;
    probabilisticSharpe: number | null;
    expectedMaxSharpe: number;
    trialCount: number;
}

Fields, parameters & returned members (8)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe` `number \| null`	`null` when the statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trialCount` `number`	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

HygieneLeakageReport

`detectLeakage`'s report — risk's `LeakageReport`, structurally.

/** `detectLeakage`'s report — risk's `LeakageReport`, structurally. */
export interface HygieneLeakageReport {
    assumptions: {
        conventionsVersion: string;
        [k: string]: unknown;
    };
    diagnostics: {
        warnings: QuantWarning[];
    };
    clean: boolean;
    leaks: Array<{
        split: number;
        overlapCount: number;
        sample: number[];
    }>;
}

Fields, parameters & returned members (6)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`clean` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`leaks` `{ split: number; overlapCount: number; sample: 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)

interface

HygieneMultipleTest

`adjustPValues`' result — risk's `MultipleTestResult`, structurally.

/** `adjustPValues`' result — risk's `MultipleTestResult`, structurally. */
export interface HygieneMultipleTest {
    method: 'bonferroni' | 'sidak' | 'holm' | 'benjaminiHochberg';
    alpha: number;
    adjusted: number[];
    rejected: boolean[];
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`adjusted` `number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`alpha` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`method` `'bonferroni' \| 'sidak' \| 'holm' \| 'benjaminiHochberg'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`rejected` `boolean[]`	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

HygieneParameterSweep

`parameterSweepDiagnostics`' result — risk's `ParameterSweepResult`, structurally.

/** `parameterSweepDiagnostics`' result — risk's `ParameterSweepResult`, structurally. */
export interface HygieneParameterSweep {
    trialCount: number;
    bestSharpe: number;
    meanSharpe: number;
    varianceSharpe: number;
    expectedMaxSharpe: number;
    /** `null` when the selected statistics carried no Sharpe (a zero-variance series). */
    deflatedSharpe: number | null;
    probabilisticSharpe: number | null;
}

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`bestSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe` `number \| null`	`null` when the selected statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`meanSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`varianceSharpe` `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)

interface

HygieneResearchVerdict

`researchProtocol`'s verdict — risk's `ResearchVerdict`, structurally.

/** `researchProtocol`'s verdict — risk's `ResearchVerdict`, structurally. */
export interface HygieneResearchVerdict {
    verdict: 'significant' | 'inconclusive' | 'likely-overfit';
    /** Sharpe figures are `null` when the returns had zero variance (C hygiene); the verdict is then `inconclusive`. */
    inSample: {
        sharpe: number | null;
        annualizedSharpe: number | null;
        observations: number;
    };
    deflatedSharpe: number | null;
    probabilisticSharpe: number | null;
    expectedMaxSharpe: number;
    trialCount: number;
    /** `Infinity` when the Sharpe is at or below its benchmark — a disclosed non-finite the producing law made legal. */
    minTrackRecordLength: number;
    outOfSample?: {
        sharpe: number | null;
        annualizedSharpe: number | null;
        degradation: number | null;
    };
    rationale: string;
    assumptions: {
        conventionsVersion: string;
        confidence: number;
        periodsPerYear: number;
    };
    diagnostics: {
        warnings: QuantWarning[];
    };
}

Fields, parameters & returned members (21)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ confidence: number; conventionsVersion: string; periodsPerYear: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.confidence` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`inSample` `{ annualizedSharpe: number \| null; observations: number; sharpe: number \| null; }`	Sharpe figures are `null` when the returns had zero variance (C hygiene); the verdict is then `inconclusive`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`inSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`inSample.observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`inSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`minTrackRecordLength` `number`	`Infinity` when the Sharpe is at or below its benchmark — a disclosed non-finite the producing law made legal. count (integer)	Required / declared member No @default declared; consult the signature and description.
`outOfSample` `{ annualizedSharpe: number \| null; degradation: number \| null; sharpe: number \| null; }`	unitless by name	Optional No @default declared; consult the signature and description.
`outOfSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`outOfSample.degradation` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`outOfSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`rationale` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`verdict` `'significant' \| 'inconclusive' \| 'likely-overfit'`	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

HygieneVerdictSection

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

export interface HygieneVerdictSection {
    baseline: string;
    candidate: string;
    changed: boolean;
}

Fields, parameters & returned members (3)

Name / type	Meaning & unit	Optional / default
`baseline` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`candidate` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`changed` `boolean`	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

IdListSection

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

export interface IdListSection {
    count: number;
    /** Listed up to `limits.listedIds`; the remainder is counted. */
    ids: string[];
    remainderCount: number;
}

Fields, parameters & returned members (3)

Name / type	Meaning & unit	Optional / default
`count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`ids` `string[]`	Listed up to `limits.listedIds`; the remainder is counted. unitless by name	Required / declared member No @default declared; consult the signature and description.
`remainderCount` `number`	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)

type

InputOf

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

export type InputOf<K extends ResearchRunKind> = ResearchRunInputs[K];

Stability, warnings & conventions

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

interface

KeyedDelta

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

export interface KeyedDelta<Key> {
    key: Key;
    baselineValue: number | null;
    candidateValue: number | null;
    absoluteDelta: number | null;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`absoluteDelta` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`baselineValue` `number \| null`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`candidateValue` `number \| null`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`key` `Key`	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

MembershipSection

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

export interface MembershipSection {
    entered: IdListSection;
    exited: IdListSection;
    kept: IdListSection;
}

Fields, parameters & returned members (12)

Name / type	Meaning & unit	Optional / default
`entered` `IdListSection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`entered.count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`entered.ids` `string[]`	Listed up to `limits.listedIds`; the remainder is counted. unitless by name	Required / declared member No @default declared; consult the signature and description.
`entered.remainderCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`exited` `IdListSection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`exited.count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`exited.ids` `string[]`	Listed up to `limits.listedIds`; the remainder is counted. unitless by name	Required / declared member No @default declared; consult the signature and description.
`exited.remainderCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`kept` `IdListSection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`kept.count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`kept.ids` `string[]`	Listed up to `limits.listedIds`; the remainder is counted. unitless by name	Required / declared member No @default declared; consult the signature and description.
`kept.remainderCount` `number`	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

NamedDelta

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

export interface NamedDelta {
    name: string;
    baselineValue: number | null;
    candidateValue: number | null;
    absoluteDelta: number | null;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`absoluteDelta` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`baselineValue` `number \| null`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`candidateValue` `number \| null`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`name` `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

PortfolioMembership

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

export interface PortfolioMembership {
    quantileIndex: number;
    membership: MembershipSection;
}

Fields, parameters & returned members (14)

Name / type	Meaning & unit	Optional / default
`membership` `MembershipSection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.entered` `IdListSection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.entered.count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.entered.ids` `string[]`	Listed up to `limits.listedIds`; the remainder is counted. unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.entered.remainderCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`membership.exited` `IdListSection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.exited.count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.exited.ids` `string[]`	Listed up to `limits.listedIds`; the remainder is counted. unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.exited.remainderCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`membership.kept` `IdListSection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.kept.count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.kept.ids` `string[]`	Listed up to `limits.listedIds`; the remainder is counted. unitless by name	Required / declared member No @default declared; consult the signature and description.
`membership.kept.remainderCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`quantileIndex` `number`	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)

value

RESEARCH_RUN_ARTIFACT_TYPE

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

export declare const RESEARCH_RUN_ARTIFACT_TYPE: 'research.run';

Stability, warnings & conventions

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

value

RESEARCH_RUN_KINDS

The frozen descriptor per run kind — Program 5's registry metadata without a registry.

export declare const RESEARCH_RUN_KINDS: Readonly<Record<ResearchRunKind, ResearchRunKindDescriptor>>;

Stability, warnings & conventions

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

value

RESEARCH_RUN_LIMITS

Decision 9's bounded-work table (core's `ARTIFACT_WORK_LIMITS`, re-exported for this subpath's callers).

export declare const RESEARCH_RUN_LIMITS: Readonly<{ maximumEmbeddedBytes: Readonly<{ default: 1048576; maximum: 8388608; }>; embeddedRowLimit: Readonly<{ default: 5000; maximum: 50000; }>; maximumDifferences: Readonly<{ default: 1000; maximum: 100000; }>; maximumLeaves: Readonly<{ default: 2000000; maximum: 2000000; }>; gridPoints: Readonly<{ default: 256; maximum: 4096; }>; restarts: Readonly<{ maximum: 64; }>; holdoutEvaluations: Readonly<{ maximum: 100000; }>; listedIds: Readonly<{ default: 200; maximum: 10000; }>; }>;

Fields, parameters & returned members (22)

Name / type	Meaning & unit	Optional / default
`embeddedRowLimit` `Readonly<{ default: 5000; maximum: 50000; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`embeddedRowLimit.default` `5000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`embeddedRowLimit.maximum` `50000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`gridPoints` `Readonly<{ default: 256; maximum: 4096; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`gridPoints.default` `256`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`gridPoints.maximum` `4096`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdoutEvaluations` `Readonly<{ maximum: 100000; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdoutEvaluations.maximum` `100000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`listedIds` `Readonly<{ default: 200; maximum: 10000; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`listedIds.default` `200`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`listedIds.maximum` `10000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumDifferences` `Readonly<{ default: 1000; maximum: 100000; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumDifferences.default` `1000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumDifferences.maximum` `100000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumEmbeddedBytes` `Readonly<{ default: 1048576; maximum: 8388608; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumEmbeddedBytes.default` `1048576`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumEmbeddedBytes.maximum` `8388608`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumLeaves` `Readonly<{ default: 2000000; maximum: 2000000; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumLeaves.default` `2000000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumLeaves.maximum` `2000000`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`restarts` `Readonly<{ maximum: 64; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`restarts.maximum` `64`	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

RankMove

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

export interface RankMove {
    instrumentId: string;
    baselineRank: number;
    candidateRank: number;
    /** candidate − baseline (positive = moved down the ranking). */
    delta: number;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`baselineRank` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`candidateRank` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`delta` `number`	candidate − baseline (positive = moved down the ranking). unitless by name	Required / declared member No @default declared; consult the signature and description.
`instrumentId` `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

RankMovesSection

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

export interface RankMovesSection {
    /** Instruments ranked on both sides whose rank changed. */
    movedCount: number;
    /** The largest movers by |delta|, listed up to `limits.listedIds`. */
    movers: RankMove[];
    remainderCount: number;
}

Fields, parameters & returned members (3)

Name / type	Meaning & unit	Optional / default
`movedCount` `number`	Instruments ranked on both sides whose rank changed. count (integer)	Required / declared member No @default declared; consult the signature and description.
`movers` `RankMove[]`	The largest movers by \|delta\|, listed up to `limits.listedIds`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`remainderCount` `number`	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

ReadResearchRunResult

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

export interface ReadResearchRunResult<Kind extends ResearchRunKind = ResearchRunKind> {
    report: ResearchRunReport<Kind>;
    artifact: AnalysisArtifact;
    /** Envelope-level migrations applied by the Gate B read door. */
    migrationsApplied: AppliedMigration[];
    /** Report-level (run-version) migrations applied under `research.run:<kind>` — the same echo shape as the fitted-model read doors. */
    modelMigrationsApplied: AppliedMigration[];
}

Fields, parameters & returned members (119)

Name / type	Meaning & unit	Optional / default
`artifact` `AnalysisArtifact`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.artifactType` `string`	Dot-namespaced artifact type, e.g. `'options.chain-analysis'` — names the result schema. unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.conventionsVersion` `string`	The library conventions revision the artifact was CREATED under — stamped from core's `CONVENTIONS_VERSION` (the market snapshot's law, one law), never an echo of the result and never caller-set. Covered by the id; validated as a non-empty string on read. unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.createdFrom` `string[]`	Parent artifact ids this one was derived from, oldest first. unitless by name	Optional No @default declared; consult the signature and description.
`artifact.id` `string`	Content hash of the body (everything but `id` and `provenance`) — stamped at creation. unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.inputs` `import('@insiderfinance/totalfinance/core/artifacts').ArtifactInputs`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.inputs.inputsHash` `string`	Hash of everything replay needs: `{ snapshotHash, parameters }` — stamped, not caller-set, and RECOMPUTED from the stored fields on every validation pass (create and read), so a tampered hash or tampered inputs are refused even when the outer id was re-minted to match. unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.inputs.parameters` `unknown`	The small, JSON-safe call parameters, embedded verbatim. Reference big inputs via tables. unitless by name	Optional No @default declared; consult the signature and description.
`artifact.inputs.snapshotHash` `string`	`marketSnapshotContentHash(...)` of the snapshot the analysis read, when one was used. unitless by name	Optional No @default declared; consult the signature and description.
`artifact.kind` `'totalfinance.analysis-artifact'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.producedBy` `import('@insiderfinance/totalfinance/core/artifacts').ArtifactProducedBy`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.producedBy.libraryVersion` `string`	The TotalFinance version that produced it, when the caller knows it (e.g. from package.json). unitless by name	Optional No @default declared; consult the signature and description.
`artifact.producedBy.operation` `string`	The public operation name, e.g. `'analyzeChain'` or `'options.blackScholes.explain'`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.provenance` `Provenance`	Data lineage, caller-supplied, outside the id (labels are not identity). unitless by name	Optional No @default declared; consult the signature and description.
`artifact.provenance.asOf` `number`	an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Optional No @default declared; consult the signature and description.
`artifact.provenance.dataset` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`artifact.provenance.provider` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`artifact.provenance.receivedAt` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`artifact.provenance.requestId` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`artifact.provenance.sourceVersion` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`artifact.provenance.warnings` `QuantWarning[]`	unitless by name	Optional No @default declared; consult the signature and description.
`artifact.result` `Record<string, unknown>`	The producing call's return value, verbatim: `{ …, assumptions, diagnostics }`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.schemaVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifact.tables` `Record<string, TableHandle>`	Named large-table references — rows live where storage puts them, identity lives here. unitless by name	Optional No @default declared; consult the signature and description.
`migrationsApplied` `AppliedMigration[]`	Envelope-level migrations applied by the Gate B read door. unitless by name	Required / declared member No @default declared; consult the signature and description.
`modelMigrationsApplied` `AppliedMigration[]`	Report-level (run-version) migrations applied under `research.run:<kind>` — the same echo shape as the fitted-model read doors. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report` `ResearchRunReport<Kind>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions` `{ conventionsVersion: string; kind: Kind; runVersion: number; operation: string; replayable: boolean; nonReplayableField: string \| null; inputPolicy: 'embedded' \| 'referenced'; embeddedRowLimit: number; projection: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.embeddedRowLimit` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.inputPolicy` `'embedded' \| 'referenced'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.kind` `Kind`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.nonReplayableField` `string \| null`	The callback field that made the run non-replayable, when one did. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.operation` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.projection` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.replayable` `boolean`	`false` exactly when a non-serializable callback participated. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.assumptions.runVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.diagnostics` `{ warnings: QuantWarning[]; embeddedRows: number; referencedRows: number; runWarningCount: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.diagnostics.embeddedRows` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.diagnostics.referencedRows` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.diagnostics.runWarningCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`report.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene` `ResearchHygieneBlock \| null`	Statistical-hygiene results the caller attached, verbatim — computed by @insiderfinance/totalfinance/risk, never here. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting` `import('@insiderfinance/totalfinance/research/artifacts').HygieneBacktestOverfitting`	unitless by name	Optional No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.backtestOverfittingProbability` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.combinations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.medianLogit` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.splits` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.backtestOverfitting.trials` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe` `import('@insiderfinance/totalfinance/research/artifacts').HygieneDeflatedSharpe`	unitless by name	Optional No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.deflatedSharpe` `number \| null`	`null` when the statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.deflatedSharpe.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.leakage` `import('@insiderfinance/totalfinance/research/artifacts').HygieneLeakageReport`	unitless by name	Optional No @default declared; consult the signature and description.
`report.hygiene.leakage.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.leakage.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.leakage.clean` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.leakage.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.leakage.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.leakage.leaks` `{ split: number; overlapCount: number; sample: number[]; }[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.multipleTesting` `import('@insiderfinance/totalfinance/research/artifacts').HygieneMultipleTest`	unitless by name	Optional No @default declared; consult the signature and description.
`report.hygiene.multipleTesting.adjusted` `number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.multipleTesting.alpha` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.multipleTesting.method` `'bonferroni' \| 'sidak' \| 'holm' \| 'benjaminiHochberg'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.multipleTesting.rejected` `boolean[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.parameterSweep` `import('@insiderfinance/totalfinance/research/artifacts').HygieneParameterSweep`	unitless by name	Optional No @default declared; consult the signature and description.
`report.hygiene.parameterSweep.bestSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.parameterSweep.deflatedSharpe` `number \| null`	`null` when the selected statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.parameterSweep.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.parameterSweep.meanSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.parameterSweep.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.parameterSweep.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.parameterSweep.varianceSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol` `import('@insiderfinance/totalfinance/research/artifacts').HygieneResearchVerdict`	unitless by name	Optional No @default declared; consult the signature and description.
`report.hygiene.protocol.assumptions` `{ conventionsVersion: string; confidence: number; periodsPerYear: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.assumptions.confidence` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.assumptions.periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.deflatedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.inSample` `{ sharpe: number \| null; annualizedSharpe: number \| null; observations: number; }`	Sharpe figures are `null` when the returns had zero variance (C hygiene); the verdict is then `inconclusive`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.inSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.inSample.observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.inSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.minTrackRecordLength` `number`	`Infinity` when the Sharpe is at or below its benchmark — a disclosed non-finite the producing law made legal. count (integer)	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.outOfSample` `{ sharpe: number \| null; annualizedSharpe: number \| null; degradation: number \| null; }`	unitless by name	Optional No @default declared; consult the signature and description.
`report.hygiene.protocol.outOfSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.outOfSample.degradation` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.outOfSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.rationale` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`report.hygiene.protocol.verdict` `'significant' \| 'inconclusive' \| 'likely-overfit'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.inputs` `Referenced<InputOf<Kind>>`	The operation's input with bulk rows either embedded or replaced by verified table references. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.kind` `Kind`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe` `FactorRecipe \| null`	The versioned recipe the caller says produced the factor, when one did. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe.direction` `'higher-is-better' \| 'lower-is-better'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe.disclosure` `string`	The disclosure every canonical recipe carries: a definition, not the definition. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe.features` `readonly import('@insiderfinance/totalfinance/research').FactorRecipeFeature[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe.lagTradingSessions` `number`	Sessions between the information date and use — the lookahead guard. trading sessions	Required / declared member No @default declared; consult the signature and description.
`report.recipe.missingValuePolicy` `'exclude' \| 'renormalize-weights'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe.neutralization` `'none' \| 'sector' \| 'sector-and-size'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe.recipeName` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.recipe.recipeVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.referencedData` `Record<string, TableHandle>`	Table references for every bulk row set that was not embedded (Gate B TableHandle). unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.run` `RunOf<Kind>`	The direct operation's result, verbatim. unitless by name	Required / declared member No @default declared; consult the signature and description.
`report.runVersion` `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)

type

Referenced

The stored form of an input: every bulk array may be a `TableHandle` instead of its rows, and a caller function is never stored (the run is recorded non-replayable and the field omitted).

/**
 * The stored form of an input: every bulk array may be a `TableHandle` instead of its rows, and a
 * caller function is never stored (the run is recorded non-replayable and the field omitted).
 */
export type Referenced<T> = T extends (...args: never[]) => unknown ? never : T extends readonly (infer Element)[] ? readonly Referenced<Element>[] | TableHandle : T extends object ? {
    [P in keyof T]: Referenced<T[P]>;
} : T;

Stability, warnings & conventions

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

interface

ResearchHygieneBlock

The closed block: every member optional, every present member verbatim.

/** The closed block: every member optional, every present member verbatim. */
export interface ResearchHygieneBlock {
    protocol?: HygieneResearchVerdict;
    deflatedSharpe?: HygieneDeflatedSharpe;
    backtestOverfitting?: HygieneBacktestOverfitting;
    leakage?: HygieneLeakageReport;
    parameterSweep?: HygieneParameterSweep;
    multipleTesting?: HygieneMultipleTest;
}

Fields, parameters & returned members (62)

Name / type	Meaning & unit	Optional / default
`backtestOverfitting` `HygieneBacktestOverfitting`	unitless by name	Optional No @default declared; consult the signature and description.
`backtestOverfitting.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.backtestOverfittingProbability` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.combinations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.medianLogit` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.splits` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`backtestOverfitting.trials` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe` `HygieneDeflatedSharpe`	unitless by name	Optional No @default declared; consult the signature and description.
`deflatedSharpe.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe.deflatedSharpe` `number \| null`	`null` when the statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`deflatedSharpe.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`leakage` `HygieneLeakageReport`	unitless by name	Optional No @default declared; consult the signature and description.
`leakage.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`leakage.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`leakage.clean` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`leakage.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`leakage.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`leakage.leaks` `{ split: number; overlapCount: number; sample: number[]; }[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multipleTesting` `HygieneMultipleTest`	unitless by name	Optional No @default declared; consult the signature and description.
`multipleTesting.adjusted` `number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multipleTesting.alpha` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multipleTesting.method` `'bonferroni' \| 'sidak' \| 'holm' \| 'benjaminiHochberg'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multipleTesting.rejected` `boolean[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`parameterSweep` `HygieneParameterSweep`	unitless by name	Optional No @default declared; consult the signature and description.
`parameterSweep.bestSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`parameterSweep.deflatedSharpe` `number \| null`	`null` when the selected statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`parameterSweep.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`parameterSweep.meanSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`parameterSweep.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`parameterSweep.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`parameterSweep.varianceSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol` `HygieneResearchVerdict`	unitless by name	Optional No @default declared; consult the signature and description.
`protocol.assumptions` `{ confidence: number; conventionsVersion: string; periodsPerYear: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.assumptions.confidence` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.assumptions.periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`protocol.deflatedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.inSample` `{ annualizedSharpe: number \| null; observations: number; sharpe: number \| null; }`	Sharpe figures are `null` when the returns had zero variance (C hygiene); the verdict is then `inconclusive`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.inSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.inSample.observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.inSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.minTrackRecordLength` `number`	`Infinity` when the Sharpe is at or below its benchmark — a disclosed non-finite the producing law made legal. count (integer)	Required / declared member No @default declared; consult the signature and description.
`protocol.outOfSample` `{ annualizedSharpe: number \| null; degradation: number \| null; sharpe: number \| null; }`	unitless by name	Optional No @default declared; consult the signature and description.
`protocol.outOfSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.outOfSample.degradation` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.outOfSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.rationale` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`protocol.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`protocol.verdict` `'significant' \| 'inconclusive' \| 'likely-overfit'`	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

ResearchRunArtifactInput

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

export interface ResearchRunArtifactInput<Kind extends ResearchRunKind> {
    kind: Kind;
    /** The direct operation's result, verbatim. */
    run: RunOf<Kind>;
    /** The operation's input as it was called — rows included; a caller function is recorded and not stored. */
    input: InputOf<Kind>;
    /** Concrete row-set labels (`observations`, `horizons[0].forwardReturns`) to store by `TableHandle` instead of embedding. */
    referenceRowSets?: readonly string[];
    /** Storage locators to stamp on the minted handles, keyed by row-set label. */
    locators?: Record<string, string>;
    /** Up to six verbatim @insiderfinance/totalfinance/risk results — validated structurally, stored verbatim, never recomputed. */
    hygiene?: ResearchHygieneBlock;
    /** The versioned factor recipe that produced the factor, stored verbatim (covered by the artifact id). */
    recipe?: FactorRecipe;
    snapshotHash?: string;
    libraryVersion?: string;
    /** Parent artifact ids (a transform, a prior study, a portfolio set) so lineage is walkable. */
    createdFrom?: string[];
    provenance?: Provenance;
    limits?: ResearchRunArtifactLimits;
}

Fields, parameters & returned members (91)

Name / type	Meaning & unit	Optional / default
`createdFrom` `string[]`	Parent artifact ids (a transform, a prior study, a portfolio set) so lineage is walkable. unitless by name	Optional No @default declared; consult the signature and description.
`hygiene` `ResearchHygieneBlock`	Up to six verbatim @insiderfinance/totalfinance/risk results — validated structurally, stored verbatim, never recomputed. unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.backtestOverfitting` `import('@insiderfinance/totalfinance/research/artifacts').HygieneBacktestOverfitting`	unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.backtestOverfittingProbability` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.combinations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.medianLogit` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.splits` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.backtestOverfitting.trials` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe` `import('@insiderfinance/totalfinance/research/artifacts').HygieneDeflatedSharpe`	unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.deflatedSharpe` `number \| null`	`null` when the statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.deflatedSharpe.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hygiene.leakage` `import('@insiderfinance/totalfinance/research/artifacts').HygieneLeakageReport`	unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.leakage.assumptions` `{ [k: string]: unknown; conventionsVersion: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.leakage.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.leakage.clean` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.leakage.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.leakage.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.leakage.leaks` `{ split: number; overlapCount: number; sample: number[]; }[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.multipleTesting` `import('@insiderfinance/totalfinance/research/artifacts').HygieneMultipleTest`	unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.multipleTesting.adjusted` `number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.multipleTesting.alpha` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.multipleTesting.method` `'bonferroni' \| 'sidak' \| 'holm' \| 'benjaminiHochberg'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.multipleTesting.rejected` `boolean[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.parameterSweep` `import('@insiderfinance/totalfinance/research/artifacts').HygieneParameterSweep`	unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.parameterSweep.bestSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.parameterSweep.deflatedSharpe` `number \| null`	`null` when the selected statistics carried no Sharpe (a zero-variance series). unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.parameterSweep.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.parameterSweep.meanSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.parameterSweep.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.parameterSweep.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hygiene.parameterSweep.varianceSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol` `import('@insiderfinance/totalfinance/research/artifacts').HygieneResearchVerdict`	unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.protocol.assumptions` `{ confidence: number; conventionsVersion: string; periodsPerYear: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.assumptions.confidence` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.assumptions.periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.deflatedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.expectedMaxSharpe` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.inSample` `{ annualizedSharpe: number \| null; observations: number; sharpe: number \| null; }`	Sharpe figures are `null` when the returns had zero variance (C hygiene); the verdict is then `inconclusive`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.inSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.inSample.observations` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.inSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.minTrackRecordLength` `number`	`Infinity` when the Sharpe is at or below its benchmark — a disclosed non-finite the producing law made legal. count (integer)	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.outOfSample` `{ annualizedSharpe: number \| null; degradation: number \| null; sharpe: number \| null; }`	unitless by name	Optional No @default declared; consult the signature and description.
`hygiene.protocol.outOfSample.annualizedSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.outOfSample.degradation` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.outOfSample.sharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.probabilisticSharpe` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.rationale` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.trialCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hygiene.protocol.verdict` `'significant' \| 'inconclusive' \| 'likely-overfit'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`input` `InputOf<Kind>`	The operation's input as it was called — rows included; a caller function is recorded and not stored. unitless by name	Required / declared member No @default declared; consult the signature and description.
`kind` `Kind`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`libraryVersion` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`limits` `ResearchRunArtifactLimits`	unitless by name	Optional No @default declared; consult the signature and description.
`limits.embeddedRowLimit` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumEmbeddedBytes` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`locators` `Record<string, string>`	Storage locators to stamp on the minted handles, keyed by row-set label. unitless by name	Optional No @default declared; consult the signature and description.
`provenance` `Provenance`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.asOf` `number`	an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Optional No @default declared; consult the signature and description.
`provenance.dataset` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.provider` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.receivedAt` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.requestId` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.sourceVersion` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.warnings` `QuantWarning[]`	unitless by name	Optional No @default declared; consult the signature and description.
`recipe` `FactorRecipe`	The versioned factor recipe that produced the factor, stored verbatim (covered by the artifact id). unitless by name	Optional No @default declared; consult the signature and description.
`recipe.direction` `'higher-is-better' \| 'lower-is-better'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`recipe.disclosure` `string`	The disclosure every canonical recipe carries: a definition, not the definition. unitless by name	Required / declared member No @default declared; consult the signature and description.
`recipe.features` `readonly import('@insiderfinance/totalfinance/research').FactorRecipeFeature[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`recipe.lagTradingSessions` `number`	Sessions between the information date and use — the lookahead guard. trading sessions	Required / declared member No @default declared; consult the signature and description.
`recipe.missingValuePolicy` `'exclude' \| 'renormalize-weights'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`recipe.neutralization` `'none' \| 'sector' \| 'sector-and-size'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`recipe.recipeName` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`recipe.recipeVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`referenceRowSets` `readonly string[]`	Concrete row-set labels (`observations`, `horizons[0].forwardReturns`) to store by `TableHandle` instead of embedding. unitless by name	Optional No @default declared; consult the signature and description.
`run` `RunOf<Kind>`	The direct operation's result, verbatim. unitless by name	Required / declared member No @default declared; consult the signature and description.
`snapshotHash` `string`	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)

interface

ResearchRunArtifactLimits

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

export interface ResearchRunArtifactLimits {
    maximumEmbeddedBytes?: number;
    embeddedRowLimit?: number;
}

Fields, parameters & returned members (2)

Name / type	Meaning & unit	Optional / default
`embeddedRowLimit` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`maximumEmbeddedBytes` `number`	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)