npm - @adaptic/backend-legacy - Versions diffs - 0.0.85 → 0.0.87 - Mend

@adaptic/backend-legacy 0.0.85 → 0.0.87

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Files changed (337) hide show

package/esm/generated/typegraphql-prisma/enhance.mjs CHANGED Viewed

@@ -2297,7 +2297,7 @@ const modelsInfo = {
     VerificationToken: ["id", "identifier", "token", "expires"],
     Customer: ["id", "authUserId", "name", "plan", "stripeCustomerId", "stripeSubscriptionId", "stripePriceId", "stripeCurrentPeriodEnd", "jurisdiction", "riskProfile", "amlStatus", "lastKycUpdate", "createdAt", "updatedAt"],
     Asset: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    Trade: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata"],
+    Trade: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     Action: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId"],
     Alert: ["id", "brokerageAccountId", "title", "message", "type", "severity", "category", "status", "isRead", "acknowledgedAt", "resolvedAt", "suppressedUntil", "retryCount", "metadata", "createdAt", "updatedAt"],
     NewsArticle: ["id", "title", "content", "source", "sourceDomain", "url", "sentiment", "authors", "summary", "bannerImage", "timePublished", "category", "topics", "logo", "createdAt", "updatedAt"],
@@ -2391,7 +2391,7 @@ const outputsInfo = {
     AggregateAsset: ["_count", "_avg", "_sum", "_min", "_max"],
     AssetGroupBy: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "_count", "_avg", "_sum", "_min", "_max"],
     AggregateTrade: ["_count", "_avg", "_sum", "_min", "_max"],
-    TradeGroupBy: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "_count", "_avg", "_sum", "_min", "_max"],
+    TradeGroupBy: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "_count", "_avg", "_sum", "_min", "_max"],
     AggregateAction: ["_count", "_avg", "_sum", "_min", "_max"],
     ActionGroupBy: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId", "_count", "_avg", "_sum", "_min", "_max"],
     AggregateAlert: ["_count", "_avg", "_sum", "_min", "_max"],
@@ -2559,11 +2559,11 @@ const outputsInfo = {
     AssetMinAggregate: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
     AssetMaxAggregate: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
     TradeCount: ["actions"],
-    TradeCountAggregate: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "_all"],
+    TradeCountAggregate: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "_all"],
     TradeAvgAggregate: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
     TradeSumAggregate: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
-    TradeMinAggregate: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId"],
-    TradeMaxAggregate: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId"],
+    TradeMinAggregate: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "signalSource", "signalId", "pathway", "exitTier"],
+    TradeMaxAggregate: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "signalSource", "signalId", "pathway", "exitTier"],
     ActionCountAggregate: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId", "_all"],
     ActionAvgAggregate: ["sequence", "thesisVersion"],
     ActionSumAggregate: ["sequence", "thesisVersion"],
@@ -2772,7 +2772,7 @@ const outputsInfo = {
     CreateManyAndReturnVerificationToken: ["id", "identifier", "token", "expires"],
     CreateManyAndReturnCustomer: ["id", "authUserId", "name", "plan", "stripeCustomerId", "stripeSubscriptionId", "stripePriceId", "stripeCurrentPeriodEnd", "jurisdiction", "riskProfile", "amlStatus", "lastKycUpdate", "createdAt", "updatedAt"],
     CreateManyAndReturnAsset: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    CreateManyAndReturnTrade: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount"],
+    CreateManyAndReturnTrade: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount"],
     CreateManyAndReturnAction: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId", "trade"],
     CreateManyAndReturnAlert: ["id", "brokerageAccountId", "title", "message", "type", "severity", "category", "status", "isRead", "acknowledgedAt", "resolvedAt", "suppressedUntil", "retryCount", "metadata", "createdAt", "updatedAt", "brokerageAccount"],
     CreateManyAndReturnNewsArticle: ["id", "title", "content", "source", "sourceDomain", "url", "sentiment", "authors", "summary", "bannerImage", "timePublished", "category", "topics", "logo", "createdAt", "updatedAt"],
@@ -2925,11 +2925,11 @@ const inputsInfo = {
     AssetWhereUniqueInput: ["id", "symbol", "name", "AND", "OR", "NOT", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "newsMentions", "institutionalHoldings", "institutionalFlowSignals"],
     AssetOrderByWithAggregationInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "_count", "_avg", "_max", "_min", "_sum"],
     AssetScalarWhereWithAggregatesInput: ["AND", "OR", "NOT", "id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    TradeWhereInput: ["AND", "OR", "NOT", "id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount", "actions"],
-    TradeOrderByWithRelationInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount", "actions"],
-    TradeWhereUniqueInput: ["id", "AND", "OR", "NOT", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount", "actions"],
-    TradeOrderByWithAggregationInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "_count", "_avg", "_max", "_min", "_sum"],
-    TradeScalarWhereWithAggregatesInput: ["AND", "OR", "NOT", "id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata"],
+    TradeWhereInput: ["AND", "OR", "NOT", "id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount", "actions"],
+    TradeOrderByWithRelationInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount", "actions"],
+    TradeWhereUniqueInput: ["id", "AND", "OR", "NOT", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount", "actions"],
+    TradeOrderByWithAggregationInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "_count", "_avg", "_max", "_min", "_sum"],
+    TradeScalarWhereWithAggregatesInput: ["AND", "OR", "NOT", "id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     ActionWhereInput: ["AND", "OR", "NOT", "id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId", "trade"],
     ActionOrderByWithRelationInput: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId", "trade"],
     ActionWhereUniqueInput: ["id", "alpacaOrderId", "AND", "OR", "NOT", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "thesisVersion", "supersededActionId", "trade"],
@@ -3215,10 +3215,10 @@ const inputsInfo = {
     AssetUpdateInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "newsMentions", "institutionalHoldings", "institutionalFlowSignals"],
     AssetCreateManyInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
     AssetUpdateManyMutationInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    TradeCreateInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount", "actions"],
-    TradeUpdateInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount", "actions"],
-    TradeCreateManyInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata"],
-    TradeUpdateManyMutationInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata"],
+    TradeCreateInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount", "actions"],
+    TradeUpdateInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount", "actions"],
+    TradeCreateManyInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
+    TradeUpdateManyMutationInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     ActionCreateInput: ["id", "sequence", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId", "trade"],
     ActionUpdateInput: ["id", "sequence", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId", "trade"],
     ActionCreateManyInput: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId"],
@@ -3586,10 +3586,10 @@ const inputsInfo = {
     EnumTradeStatusFilter: ["equals", "in", "notIn", "not"],
     ActionListRelationFilter: ["every", "some", "none"],
     ActionOrderByRelationAggregateInput: ["_count"],
-    TradeCountOrderByAggregateInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata"],
+    TradeCountOrderByAggregateInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     TradeAvgOrderByAggregateInput: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
-    TradeMaxOrderByAggregateInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId"],
-    TradeMinOrderByAggregateInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId"],
+    TradeMaxOrderByAggregateInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "signalSource", "signalId", "pathway", "exitTier"],
+    TradeMinOrderByAggregateInput: ["id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "signalSource", "signalId", "pathway", "exitTier"],
     TradeSumOrderByAggregateInput: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
     EnumTradeSignalWithAggregatesFilter: ["equals", "in", "notIn", "not", "_count", "_min", "_max"],
     EnumTradeStrategyWithAggregatesFilter: ["equals", "in", "notIn", "not", "_count", "_min", "_max"],
@@ -4490,7 +4490,7 @@ const inputsInfo = {
     AlertCreateWithoutBrokerageAccountInput: ["id", "title", "message", "type", "severity", "category", "status", "isRead", "acknowledgedAt", "resolvedAt", "suppressedUntil", "retryCount", "metadata", "createdAt", "updatedAt"],
     AlertCreateOrConnectWithoutBrokerageAccountInput: ["where", "create"],
     AlertCreateManyBrokerageAccountInputEnvelope: ["data", "skipDuplicates"],
-    TradeCreateWithoutBrokerageAccountInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "actions"],
+    TradeCreateWithoutBrokerageAccountInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "actions"],
     TradeCreateOrConnectWithoutBrokerageAccountInput: ["where", "create"],
     TradeCreateManyBrokerageAccountInputEnvelope: ["data", "skipDuplicates"],
     OptionsPositionCreateWithoutBrokerageAccountInput: ["id", "status", "openingSide", "quantity", "entryPrice", "entryCost", "entryTime", "exitPrice", "exitValue", "exitTime", "currentPrice", "currentValue", "unrealizedPnL", "unrealizedPnLPercent", "realizedPnL", "realizedPnLPercent", "totalFees", "currentDelta", "currentGamma", "currentTheta", "currentVega", "currentRho", "currentImpliedVolatility", "daysHeld", "exitReason", "strategyType", "tradeId", "metadata", "createdAt", "updatedAt", "contract", "executions"],
@@ -4512,7 +4512,7 @@ const inputsInfo = {
     TradeUpsertWithWhereUniqueWithoutBrokerageAccountInput: ["where", "update", "create"],
     TradeUpdateWithWhereUniqueWithoutBrokerageAccountInput: ["where", "data"],
     TradeUpdateManyWithWhereWithoutBrokerageAccountInput: ["where", "data"],
-    TradeScalarWhereInput: ["AND", "OR", "NOT", "id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata"],
+    TradeScalarWhereInput: ["AND", "OR", "NOT", "id", "brokerageAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     OptionsPositionUpsertWithWhereUniqueWithoutBrokerageAccountInput: ["where", "update", "create"],
     OptionsPositionUpdateWithWhereUniqueWithoutBrokerageAccountInput: ["where", "data"],
     OptionsPositionUpdateManyWithWhereWithoutBrokerageAccountInput: ["where", "data"],
@@ -4576,11 +4576,11 @@ const inputsInfo = {
     ActionUpdateWithWhereUniqueWithoutTradeInput: ["where", "data"],
     ActionUpdateManyWithWhereWithoutTradeInput: ["where", "data"],
     ActionScalarWhereInput: ["AND", "OR", "NOT", "id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "thesisVersion", "supersededActionId"],
-    TradeCreateWithoutActionsInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount"],
+    TradeCreateWithoutActionsInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount"],
     TradeCreateOrConnectWithoutActionsInput: ["where", "create"],
     TradeUpsertWithoutActionsInput: ["update", "create", "where"],
     TradeUpdateToOneWithWhereWithoutActionsInput: ["where", "data"],
-    TradeUpdateWithoutActionsInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "brokerageAccount"],
+    TradeUpdateWithoutActionsInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "brokerageAccount"],
     BrokerageAccountCreateWithoutAlertsInput: ["id", "provider", "type", "apiKey", "apiSecret", "configuration", "marketOpen", "realTime", "cryptoTradingEnabled", "cryptoTradingPairs", "cryptoTradeAllocationPct", "tradeAllocationPct", "autoAllocation", "minPercentageChange", "volumeThreshold", "enablePortfolioTrailingStop", "portfolioTrailPercent", "portfolioProfitThresholdPercent", "reducedPortfolioTrailPercent", "defaultTrailingStopPercentage100", "firstTrailReductionThreshold100", "secondTrailReductionThreshold100", "firstReducedTrailPercentage100", "secondReducedTrailPercentage100", "minimumPriceChangePercent100", "createdAt", "updatedAt", "deletedAt", "allocation", "fund", "trades", "optionsPositions", "optionsTradeExecutions"],
     BrokerageAccountCreateOrConnectWithoutAlertsInput: ["where", "create"],
     BrokerageAccountUpsertWithoutAlertsInput: ["update", "create", "where"],
@@ -4783,11 +4783,11 @@ const inputsInfo = {
     WaitlistEntryUpdateWithoutReviewedByInput: ["id", "email", "fullName", "companyName", "companyWebsite", "jobRole", "professionalInvestorConfirmed", "status", "queuePosition", "createdAt", "updatedAt", "reviewedAt", "inviteToken"],
     DashboardLayoutUpdateWithoutUserInput: ["id", "role", "layout", "createdAt", "updatedAt"],
     AlertCreateManyBrokerageAccountInput: ["id", "title", "message", "type", "severity", "category", "status", "isRead", "acknowledgedAt", "resolvedAt", "suppressedUntil", "retryCount", "metadata", "createdAt", "updatedAt"],
-    TradeCreateManyBrokerageAccountInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata"],
+    TradeCreateManyBrokerageAccountInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     OptionsPositionCreateManyBrokerageAccountInput: ["id", "contractId", "status", "openingSide", "quantity", "entryPrice", "entryCost", "entryTime", "exitPrice", "exitValue", "exitTime", "currentPrice", "currentValue", "unrealizedPnL", "unrealizedPnLPercent", "realizedPnL", "realizedPnLPercent", "totalFees", "currentDelta", "currentGamma", "currentTheta", "currentVega", "currentRho", "currentImpliedVolatility", "daysHeld", "exitReason", "strategyType", "tradeId", "metadata", "createdAt", "updatedAt"],
     OptionsTradeExecutionCreateManyBrokerageAccountInput: ["id", "positionId", "contractId", "brokerOrderId", "executionSide", "quantity", "executionPrice", "executionValue", "fees", "executionTime", "underlyingPriceAtExecution", "deltaAtExecution", "gammaAtExecution", "thetaAtExecution", "vegaAtExecution", "rhoAtExecution", "impliedVolatilityAtExecution", "orderType", "limitPrice", "stopPrice", "timeInForce", "venue", "slippage", "notes", "metadata", "createdAt", "updatedAt"],
     AlertUpdateWithoutBrokerageAccountInput: ["id", "title", "message", "type", "severity", "category", "status", "isRead", "acknowledgedAt", "resolvedAt", "suppressedUntil", "retryCount", "metadata", "createdAt", "updatedAt"],
-    TradeUpdateWithoutBrokerageAccountInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "actions"],
+    TradeUpdateWithoutBrokerageAccountInput: ["id", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "supersededActionId", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "actions"],
     OptionsPositionUpdateWithoutBrokerageAccountInput: ["id", "status", "openingSide", "quantity", "entryPrice", "entryCost", "entryTime", "exitPrice", "exitValue", "exitTime", "currentPrice", "currentValue", "unrealizedPnL", "unrealizedPnLPercent", "realizedPnL", "realizedPnLPercent", "totalFees", "currentDelta", "currentGamma", "currentTheta", "currentVega", "currentRho", "currentImpliedVolatility", "daysHeld", "exitReason", "strategyType", "tradeId", "metadata", "createdAt", "updatedAt", "contract", "executions"],
     OptionsTradeExecutionUpdateWithoutBrokerageAccountInput: ["id", "brokerOrderId", "executionSide", "quantity", "executionPrice", "executionValue", "fees", "executionTime", "underlyingPriceAtExecution", "deltaAtExecution", "gammaAtExecution", "thetaAtExecution", "vegaAtExecution", "rhoAtExecution", "impliedVolatilityAtExecution", "orderType", "limitPrice", "stopPrice", "timeInForce", "venue", "slippage", "notes", "metadata", "createdAt", "updatedAt", "position", "contract"],
     UserCreateManyCustomerInput: ["id", "name", "email", "emailVerified", "image", "createdAt", "updatedAt", "deletedAt", "role", "bio", "jobTitle", "plan", "openaiAPIKey", "openaiModel", "passwordHash", "avatarUrl", "onboardingComplete", "signupCategory"],

package/esm/generated/typegraphql-prisma/enums/TradeScalarFieldEnum.d.ts CHANGED Viewed

@@ -29,6 +29,10 @@ export declare enum TradeScalarFieldEnum {
     thresholdsJson = "thresholdsJson",
     thesisVersion = "thesisVersion",
     supersededActionId = "supersededActionId",
-    rejectionMetadata = "rejectionMetadata"
+    rejectionMetadata = "rejectionMetadata",
+    signalSource = "signalSource",
+    signalId = "signalId",
+    pathway = "pathway",
+    exitTier = "exitTier"
 }
 //# sourceMappingURL=TradeScalarFieldEnum.d.ts.map

package/esm/generated/typegraphql-prisma/enums/TradeScalarFieldEnum.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/esm/generated/typegraphql-prisma/enums/TradeScalarFieldEnum.js.map CHANGED Viewed

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package/esm/generated/typegraphql-prisma/enums/TradeScalarFieldEnum.mjs CHANGED Viewed

@@ -32,6 +32,10 @@ export var TradeScalarFieldEnum;
     TradeScalarFieldEnum["thesisVersion"] = "thesisVersion";
     TradeScalarFieldEnum["supersededActionId"] = "supersededActionId";
     TradeScalarFieldEnum["rejectionMetadata"] = "rejectionMetadata";
+    TradeScalarFieldEnum["signalSource"] = "signalSource";
+    TradeScalarFieldEnum["signalId"] = "signalId";
+    TradeScalarFieldEnum["pathway"] = "pathway";
+    TradeScalarFieldEnum["exitTier"] = "exitTier";
 })(TradeScalarFieldEnum || (TradeScalarFieldEnum = {}));
 TypeGraphQL.registerEnumType(TradeScalarFieldEnum, {
     name: "TradeScalarFieldEnum",

package/esm/generated/typegraphql-prisma/models/Trade.d.ts CHANGED Viewed

@@ -139,6 +139,37 @@ export declare class Trade {
      * retained per sub-project 2 spec §4.7.
      */
     rejectionMetadata?: Prisma.JsonValue | null;
+    /**
+     * Wave 234 — Upstream ensemble signal source that produced this trade.
+     * One of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\"
+     * | \"manual\". Populated at trade creation from
+     * `TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill
+     * time to populate `TradeOutcome.signalSource` for cohort partition
+     * in the calibration trainer.
+     */
+    signalSource?: string | null;
+    /**
+     * Wave 234 — Unique signal identifier (UUID/cuid) from the upstream
+     * TradeSignalEvent. Threaded end-to-end so live-IC computation can
+     * correlate (signal_score, forward_return) one-to-one. Joins
+     * `PredictionPair.tradeId` for calibration training. TYPESTRING.SKIP=true
+     */
+    signalId?: string | null;
+    /**
+     * Wave 234 — Decision pathway: ML_ONLY | LLM_ONLY | HYBRID | FALLBACK |
+     * RULES | UNKNOWN. Carried separately from signalSource because
+     * signalSource describes the merged-signal producer; pathway describes
+     * the high-level decision typing. TYPESTRING.SKIP=true
+     */
+    pathway?: string | null;
+    /**
+     * Wave 236 — Exit tier (TIER_A | TIER_B | TIER_C | MANUAL | EOD).
+     * NULL on open trades. Populated when the exit-framework orchestrator
+     * initiates the exit (A = volatility/regime breakers, B = internal
+     * stop logic, C = LLM advisory re-evaluation). Refines TradeOutcome's
+     * exit-reason with upstream decision tier. TYPESTRING.SKIP=true
+     */
+    exitTier?: string | null;
     _count?: TradeCount | null;
 }
 //# sourceMappingURL=Trade.d.ts.map

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package/esm/generated/typegraphql-prisma/models/Trade.js.map CHANGED Viewed

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package/esm/generated/typegraphql-prisma/models/Trade.mjs CHANGED Viewed

@@ -150,6 +150,37 @@ let Trade = class Trade {
      * retained per sub-project 2 spec §4.7.
      */
     rejectionMetadata;
+    /**
+     * Wave 234 — Upstream ensemble signal source that produced this trade.
+     * One of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\"
+     * | \"manual\". Populated at trade creation from
+     * `TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill
+     * time to populate `TradeOutcome.signalSource` for cohort partition
+     * in the calibration trainer.
+     */
+    signalSource;
+    /**
+     * Wave 234 — Unique signal identifier (UUID/cuid) from the upstream
+     * TradeSignalEvent. Threaded end-to-end so live-IC computation can
+     * correlate (signal_score, forward_return) one-to-one. Joins
+     * `PredictionPair.tradeId` for calibration training. TYPESTRING.SKIP=true
+     */
+    signalId;
+    /**
+     * Wave 234 — Decision pathway: ML_ONLY | LLM_ONLY | HYBRID | FALLBACK |
+     * RULES | UNKNOWN. Carried separately from signalSource because
+     * signalSource describes the merged-signal producer; pathway describes
+     * the high-level decision typing. TYPESTRING.SKIP=true
+     */
+    pathway;
+    /**
+     * Wave 236 — Exit tier (TIER_A | TIER_B | TIER_C | MANUAL | EOD).
+     * NULL on open trades. Populated when the exit-framework orchestrator
+     * initiates the exit (A = volatility/regime breakers, B = internal
+     * stop logic, C = LLM advisory re-evaluation). Refines TradeOutcome's
+     * exit-reason with upstream decision tier. TYPESTRING.SKIP=true
+     */
+    exitTier;
     _count;
 };
 __decorate([
@@ -369,6 +400,34 @@ __decorate([
     }),
     __metadata("design:type", Object)
 ], Trade.prototype, "rejectionMetadata", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 234 — Upstream ensemble signal source that produced this trade.\nOne of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\"\n| \"manual\". Populated at trade creation from\n`TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill\ntime to populate `TradeOutcome.signalSource` for cohort partition\nin the calibration trainer."
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "signalSource", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 234 — Unique signal identifier (UUID/cuid) from the upstream\nTradeSignalEvent. Threaded end-to-end so live-IC computation can\ncorrelate (signal_score, forward_return) one-to-one. Joins\n`PredictionPair.tradeId` for calibration training. TYPESTRING.SKIP=true"
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "signalId", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 234 — Decision pathway: ML_ONLY | LLM_ONLY | HYBRID | FALLBACK |\nRULES | UNKNOWN. Carried separately from signalSource because\nsignalSource describes the merged-signal producer; pathway describes\nthe high-level decision typing. TYPESTRING.SKIP=true"
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "pathway", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 236 — Exit tier (TIER_A | TIER_B | TIER_C | MANUAL | EOD).\nNULL on open trades. Populated when the exit-framework orchestrator\ninitiates the exit (A = volatility/regime breakers, B = internal\nstop logic, C = LLM advisory re-evaluation). Refines TradeOutcome's\nexit-reason with upstream decision tier. TYPESTRING.SKIP=true"
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "exitTier", void 0);
 __decorate([
     TypeGraphQL.Field(_type => TradeCount, {
         nullable: true

package/esm/generated/typegraphql-prisma/resolvers/crud/Trade/args/FindFirstTradeArgs.d.ts CHANGED Viewed

@@ -7,6 +7,6 @@ export declare class FindFirstTradeArgs {
     cursor?: TradeWhereUniqueInput | undefined;
     take?: number | undefined;
     skip?: number | undefined;
-    distinct?: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata"> | undefined;
+    distinct?: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata" | "signalSource" | "signalId" | "pathway" | "exitTier"> | undefined;
 }
 //# sourceMappingURL=FindFirstTradeArgs.d.ts.map

package/esm/generated/typegraphql-prisma/resolvers/crud/Trade/args/FindFirstTradeArgs.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/esm/generated/typegraphql-prisma/resolvers/crud/Trade/args/FindFirstTradeArgs.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/esm/generated/typegraphql-prisma/resolvers/crud/Trade/args/FindFirstTradeOrThrowArgs.d.ts CHANGED Viewed

@@ -7,6 +7,6 @@ export declare class FindFirstTradeOrThrowArgs {
     cursor?: TradeWhereUniqueInput | undefined;
     take?: number | undefined;
     skip?: number | undefined;
-    distinct?: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata"> | undefined;
+    distinct?: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata" | "signalSource" | "signalId" | "pathway" | "exitTier"> | undefined;
 }
 //# sourceMappingURL=FindFirstTradeOrThrowArgs.d.ts.map

package/esm/generated/typegraphql-prisma/resolvers/crud/Trade/args/FindFirstTradeOrThrowArgs.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/esm/generated/typegraphql-prisma/resolvers/crud/Trade/args/FindManyTradeArgs.d.ts CHANGED Viewed

@@ -7,6 +7,6 @@ export declare class FindManyTradeArgs {
     cursor?: TradeWhereUniqueInput | undefined;
     take?: number | undefined;
     skip?: number | undefined;
-    distinct?: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata"> | undefined;
+    distinct?: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata" | "signalSource" | "signalId" | "pathway" | "exitTier"> | undefined;
 }
 //# sourceMappingURL=FindManyTradeArgs.d.ts.map

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	@@ -1 +1 @@
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package/esm/generated/typegraphql-prisma/resolvers/crud/Trade/args/GroupByTradeArgs.d.ts CHANGED Viewed

@@ -4,7 +4,7 @@ import { TradeWhereInput } from "../../../inputs/TradeWhereInput";
 export declare class GroupByTradeArgs {
     where?: TradeWhereInput | undefined;
     orderBy?: TradeOrderByWithAggregationInput[] | undefined;
-    by: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata">;
+    by: Array<"id" | "brokerageAccountId" | "signal" | "strategy" | "analysis" | "summary" | "confidence" | "timestamp" | "createdAt" | "updatedAt" | "status" | "deletedAt" | "symbol" | "entryPrice" | "exitPrice" | "entryQty" | "exitQty" | "entryValue" | "exitValue" | "entryTime" | "exitTime" | "pnlAmount" | "pnlPercent" | "durationMinutes" | "marketPhase" | "marketVolatility" | "sessionHorizonMinutes" | "thresholdsJson" | "thesisVersion" | "supersededActionId" | "rejectionMetadata" | "signalSource" | "signalId" | "pathway" | "exitTier">;
     having?: TradeScalarWhereWithAggregatesInput | undefined;
     take?: number | undefined;
     skip?: number | undefined;

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