Type Alias SessionAnchorOptions<S>

The session anchor — how sessionVwap and pivotPoints are told where their sessions are. Exactly one of the two doors is given; passing both, or neither, throws.

sessions — the primary door

A calendar (or a session list). A calendar is asked for the sessions overlapping the series' own key range (sessionsInRange); a raw list is validated and sorted on every call — cheap, but not narrowed. Either way the bars are walked against the sessions once, O(N + sessions) with the session cursor only moving forward. This is the door the trading-calendar RFC's §6.1 picture points at: one calendar object shared by the data ops, the bar building and the axis, so a study and a chart cannot disagree about where a session starts.

session — the door for a series that is already partitioned

The name of a session-id column already on the series. It is what TradingCalendar.tagSessions(series) appends, and a consumer who followed the RFC's partitionBy(sessionId) stopgap already has it — asking them to hand the calendar back in would mean walking it twice. Any numeric column works: a run of one value is one session, undefined is closed time. The two doors are the same anchoring by construction — tagSessions and the sessions door call the same sessionIdValues walk — and a test pins the two routes equal under both stamp conventions.

stamped

Belongs to the sessions door only: it is how a bar instant is placed against a session edge, and a session-id column has already had that decision applied to it (pass stamped to tagSessions instead). Passing it beside session throws rather than being silently ignored.

The type is a discriminated union, so { sessions, session }, { session, stamped } and {} are compile errors (a Layer-2 review of #715 found all three only threw at runtime); the runtime checks stay for a caller who arrives through as never.

Breaks do not split a session

A session with intraday breaks (a lunch halt) is one session here: a session VWAP spans both halves and a pivot ladder reads the whole day's high / low / close, which is what every venue that publishes them means. A bar printed inside a break — a data quirk, not a trade — is therefore tagged in-session rather than as closed time. Closed time is the gap between sessions, an overnight print, a weekend bar on a 24/7 feed, or an instant outside the schedule's range.