@pond-ts/financial

Financial-market domain library built on pond-ts.

A toolkit of market-analytics primitives over pond's time-series core — the financial counterpart of @pond-ts/fit. Pure computation: browser + Node, no data fetching, no rendering, and no React (chart integration lives in @pond-ts/charts).

Status

Early. The first inhabitant is the trading-calendar engine — the disjoint time-axis substrate from the trading-calendar RFC (Phase 1: the calendar / session model and its bucketing seam). The market indicator corpus (assessment) follows on the same substrate.

The discontinuity provider

The axis primitive is a d3fc-style five-method DiscontinuityProvider — clampUp / clampDown / distance / offset / copy — operating on epoch-ms domain values with configured ranges (closed-market time) excised. A @pond-ts/charts trading-time scale consumes this surface structurally (no package coupling). weekendSkip() is the bundled reference provider; maintained exchange-calendar data is bring-your-own (see the RFC).

import { weekendSkip } from '@pond-ts/financial';

const wk = weekendSkip(); // UTC weekends removed from the axis
wk.distance(friNoon, monNoon); // live ms between — the weekend is not counted