npm - @adaptic/backend-legacy - Versions diffs - 0.0.969 → 0.0.971 - Mend

@adaptic/backend-legacy 0.0.969 → 0.0.971

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Files changed (344) hide show

package/Allocation.cjs CHANGED Viewed

@@ -184,6 +184,18 @@ exports.Allocation = {
                                                                 secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                                 minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                                 equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                                minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                                maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                                sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                                minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                                maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                                minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                                maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                                intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                                hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                                maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                                orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                                dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                                 riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                                 signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                                 executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -1114,6 +1126,40 @@ exports.Allocation = {
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                                             set: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs
                                                         } : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares
+                                                        } : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps
+                                                        } : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs
+                                                        } : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minAtrPercentage
+                                                        } : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAtrPercentage
+                                                        } : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minBookDepthShares
+                                                        } : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps
+                                                        } : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes
+                                                        } : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow
+                                                        } : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.orderWindowSeconds
+                                                        } : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.dayTradeOnly
+                                                        } : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -1292,6 +1338,18 @@ exports.Allocation = {
                                                         secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                         minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -2304,6 +2362,18 @@ exports.Allocation = {
                                                             secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                             minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                             equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                            minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                            maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                            sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                            minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                            maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                            minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                            maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                            intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                            hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                            maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                            orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                            dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                             riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                             signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                             executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -2925,6 +2995,18 @@ exports.Allocation = {
                                                                 secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                                 minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                                 equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                                minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                                maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                                sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                                minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                                maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                                minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                                maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                                intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                                hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                                maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                                orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                                dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                                 riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                                 signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                                 executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -3553,6 +3635,40 @@ exports.Allocation = {
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                                             set: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs
                                                         } : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares
+                                                        } : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps
+                                                        } : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs
+                                                        } : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minAtrPercentage
+                                                        } : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAtrPercentage
+                                                        } : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minBookDepthShares
+                                                        } : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps
+                                                        } : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes
+                                                        } : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow
+                                                        } : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.orderWindowSeconds
+                                                        } : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.dayTradeOnly
+                                                        } : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -3731,6 +3847,18 @@ exports.Allocation = {
                                                         secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                         minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -4743,6 +4871,18 @@ exports.Allocation = {
                                                             secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                             minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                             equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                            minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                            maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                            sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                            minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                            maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                            minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                            maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                            intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                            hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                            maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                            orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                            dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                             riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                             signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                             executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -5520,6 +5660,40 @@ exports.Allocation = {
                                                         equityWashTradeCooldownMs: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                                             set: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs
                                                         } : undefined,
+                                                        minIntradayLiquidityShares: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares
+                                                        } : undefined,
+                                                        maxEntrySpreadBps: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps
+                                                        } : undefined,
+                                                        sameSideReentryDelayMs: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs
+                                                        } : undefined,
+                                                        minAtrPercentage: prop.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.minAtrPercentage
+                                                        } : undefined,
+                                                        maxAtrPercentage: prop.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxAtrPercentage
+                                                        } : undefined,
+                                                        minBookDepthShares: prop.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.minBookDepthShares
+                                                        } : undefined,
+                                                        maxAnomalousSlippageBps: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps
+                                                        } : undefined,
+                                                        intradayTradingWindows: prop.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? prop.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes
+                                                        } : undefined,
+                                                        maxOrdersPerWindow: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow
+                                                        } : undefined,
+                                                        orderWindowSeconds: prop.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.orderWindowSeconds
+                                                        } : undefined,
+                                                        dayTradeOnly: prop.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.dayTradeOnly
+                                                        } : undefined,
                                                         riskBudgetPrefs: prop.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: prop.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -5698,6 +5872,18 @@ exports.Allocation = {
                                                         secondReducedTrailPercentage100: prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                         minimumPriceChangePercent100: prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                         equityWashTradeCooldownMs: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                        minIntradayLiquidityShares: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                        maxEntrySpreadBps: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                        sameSideReentryDelayMs: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                        minAtrPercentage: prop.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                        maxAtrPercentage: prop.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                        minBookDepthShares: prop.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? prop.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                        maxAnomalousSlippageBps: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                        intradayTradingWindows: prop.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? prop.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                        maxOrdersPerWindow: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                        orderWindowSeconds: prop.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? prop.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                        dayTradeOnly: prop.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? prop.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                         riskBudgetPrefs: prop.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: prop.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -6710,6 +6896,18 @@ exports.Allocation = {
                                                             secondReducedTrailPercentage100: prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                             minimumPriceChangePercent100: prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                             equityWashTradeCooldownMs: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                            minIntradayLiquidityShares: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                            maxEntrySpreadBps: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                            sameSideReentryDelayMs: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                            minAtrPercentage: prop.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                            maxAtrPercentage: prop.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                            minBookDepthShares: prop.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? prop.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                            maxAnomalousSlippageBps: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                            intradayTradingWindows: prop.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? prop.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                            hardPositionExitMinutes: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                            maxOrdersPerWindow: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                            orderWindowSeconds: prop.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? prop.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                            dayTradeOnly: prop.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? prop.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                             riskBudgetPrefs: prop.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                             signalConsumptionPrefs: prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                             executionPrefs: prop.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.executionPrefs : undefined,

package/AlpacaAccount.cjs CHANGED Viewed

@@ -77,6 +77,18 @@ const selectionSet = `
     secondReducedTrailPercentage100
     minimumPriceChangePercent100
     equityWashTradeCooldownMs
+    minIntradayLiquidityShares
+    maxEntrySpreadBps
+    sameSideReentryDelayMs
+    minAtrPercentage
+    maxAtrPercentage
+    minBookDepthShares
+    maxAnomalousSlippageBps
+    intradayTradingWindows
+    hardPositionExitMinutes
+    maxOrdersPerWindow
+    orderWindowSeconds
+    dayTradeOnly
     riskBudgetPrefs
     signalConsumptionPrefs
     executionPrefs
@@ -306,6 +318,18 @@ exports.AlpacaAccount = {
                                             secondReducedTrailPercentage100: props.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                             minimumPriceChangePercent100: props.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                             equityWashTradeCooldownMs: props.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                            minIntradayLiquidityShares: props.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                            maxEntrySpreadBps: props.tradingPolicy.maxEntrySpreadBps !== undefined ? props.tradingPolicy.maxEntrySpreadBps : undefined,
+                                            sameSideReentryDelayMs: props.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                            minAtrPercentage: props.tradingPolicy.minAtrPercentage !== undefined ? props.tradingPolicy.minAtrPercentage : undefined,
+                                            maxAtrPercentage: props.tradingPolicy.maxAtrPercentage !== undefined ? props.tradingPolicy.maxAtrPercentage : undefined,
+                                            minBookDepthShares: props.tradingPolicy.minBookDepthShares !== undefined ? props.tradingPolicy.minBookDepthShares : undefined,
+                                            maxAnomalousSlippageBps: props.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                            intradayTradingWindows: props.tradingPolicy.intradayTradingWindows !== undefined ? props.tradingPolicy.intradayTradingWindows : undefined,
+                                            hardPositionExitMinutes: props.tradingPolicy.hardPositionExitMinutes !== undefined ? props.tradingPolicy.hardPositionExitMinutes : undefined,
+                                            maxOrdersPerWindow: props.tradingPolicy.maxOrdersPerWindow !== undefined ? props.tradingPolicy.maxOrdersPerWindow : undefined,
+                                            orderWindowSeconds: props.tradingPolicy.orderWindowSeconds !== undefined ? props.tradingPolicy.orderWindowSeconds : undefined,
+                                            dayTradeOnly: props.tradingPolicy.dayTradeOnly !== undefined ? props.tradingPolicy.dayTradeOnly : undefined,
                                             riskBudgetPrefs: props.tradingPolicy.riskBudgetPrefs !== undefined ? props.tradingPolicy.riskBudgetPrefs : undefined,
                                             signalConsumptionPrefs: props.tradingPolicy.signalConsumptionPrefs !== undefined ? props.tradingPolicy.signalConsumptionPrefs : undefined,
                                             executionPrefs: props.tradingPolicy.executionPrefs !== undefined ? props.tradingPolicy.executionPrefs : undefined,
@@ -1275,6 +1299,40 @@ exports.AlpacaAccount = {
                                         equityWashTradeCooldownMs: props.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                             set: props.tradingPolicy.equityWashTradeCooldownMs
                                         } : undefined,
+                                        minIntradayLiquidityShares: props.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                            set: props.tradingPolicy.minIntradayLiquidityShares
+                                        } : undefined,
+                                        maxEntrySpreadBps: props.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                            set: props.tradingPolicy.maxEntrySpreadBps
+                                        } : undefined,
+                                        sameSideReentryDelayMs: props.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                            set: props.tradingPolicy.sameSideReentryDelayMs
+                                        } : undefined,
+                                        minAtrPercentage: props.tradingPolicy.minAtrPercentage !== undefined ? {
+                                            set: props.tradingPolicy.minAtrPercentage
+                                        } : undefined,
+                                        maxAtrPercentage: props.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                            set: props.tradingPolicy.maxAtrPercentage
+                                        } : undefined,
+                                        minBookDepthShares: props.tradingPolicy.minBookDepthShares !== undefined ? {
+                                            set: props.tradingPolicy.minBookDepthShares
+                                        } : undefined,
+                                        maxAnomalousSlippageBps: props.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                            set: props.tradingPolicy.maxAnomalousSlippageBps
+                                        } : undefined,
+                                        intradayTradingWindows: props.tradingPolicy.intradayTradingWindows !== undefined ? props.tradingPolicy.intradayTradingWindows : undefined,
+                                        hardPositionExitMinutes: props.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                            set: props.tradingPolicy.hardPositionExitMinutes
+                                        } : undefined,
+                                        maxOrdersPerWindow: props.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                            set: props.tradingPolicy.maxOrdersPerWindow
+                                        } : undefined,
+                                        orderWindowSeconds: props.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                            set: props.tradingPolicy.orderWindowSeconds
+                                        } : undefined,
+                                        dayTradeOnly: props.tradingPolicy.dayTradeOnly !== undefined ? {
+                                            set: props.tradingPolicy.dayTradeOnly
+                                        } : undefined,
                                         riskBudgetPrefs: props.tradingPolicy.riskBudgetPrefs !== undefined ? props.tradingPolicy.riskBudgetPrefs : undefined,
                                         signalConsumptionPrefs: props.tradingPolicy.signalConsumptionPrefs !== undefined ? props.tradingPolicy.signalConsumptionPrefs : undefined,
                                         executionPrefs: props.tradingPolicy.executionPrefs !== undefined ? props.tradingPolicy.executionPrefs : undefined,
@@ -1453,6 +1511,18 @@ exports.AlpacaAccount = {
                                         secondReducedTrailPercentage100: props.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                         minimumPriceChangePercent100: props.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                         equityWashTradeCooldownMs: props.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                        minIntradayLiquidityShares: props.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                        maxEntrySpreadBps: props.tradingPolicy.maxEntrySpreadBps !== undefined ? props.tradingPolicy.maxEntrySpreadBps : undefined,
+                                        sameSideReentryDelayMs: props.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                        minAtrPercentage: props.tradingPolicy.minAtrPercentage !== undefined ? props.tradingPolicy.minAtrPercentage : undefined,
+                                        maxAtrPercentage: props.tradingPolicy.maxAtrPercentage !== undefined ? props.tradingPolicy.maxAtrPercentage : undefined,
+                                        minBookDepthShares: props.tradingPolicy.minBookDepthShares !== undefined ? props.tradingPolicy.minBookDepthShares : undefined,
+                                        maxAnomalousSlippageBps: props.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                        intradayTradingWindows: props.tradingPolicy.intradayTradingWindows !== undefined ? props.tradingPolicy.intradayTradingWindows : undefined,
+                                        hardPositionExitMinutes: props.tradingPolicy.hardPositionExitMinutes !== undefined ? props.tradingPolicy.hardPositionExitMinutes : undefined,
+                                        maxOrdersPerWindow: props.tradingPolicy.maxOrdersPerWindow !== undefined ? props.tradingPolicy.maxOrdersPerWindow : undefined,
+                                        orderWindowSeconds: props.tradingPolicy.orderWindowSeconds !== undefined ? props.tradingPolicy.orderWindowSeconds : undefined,
+                                        dayTradeOnly: props.tradingPolicy.dayTradeOnly !== undefined ? props.tradingPolicy.dayTradeOnly : undefined,
                                         riskBudgetPrefs: props.tradingPolicy.riskBudgetPrefs !== undefined ? props.tradingPolicy.riskBudgetPrefs : undefined,
                                         signalConsumptionPrefs: props.tradingPolicy.signalConsumptionPrefs !== undefined ? props.tradingPolicy.signalConsumptionPrefs : undefined,
                                         executionPrefs: props.tradingPolicy.executionPrefs !== undefined ? props.tradingPolicy.executionPrefs : undefined,
@@ -2727,6 +2797,18 @@ exports.AlpacaAccount = {
                                             secondReducedTrailPercentage100: props.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                             minimumPriceChangePercent100: props.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                             equityWashTradeCooldownMs: props.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                            minIntradayLiquidityShares: props.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                            maxEntrySpreadBps: props.tradingPolicy.maxEntrySpreadBps !== undefined ? props.tradingPolicy.maxEntrySpreadBps : undefined,
+                                            sameSideReentryDelayMs: props.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                            minAtrPercentage: props.tradingPolicy.minAtrPercentage !== undefined ? props.tradingPolicy.minAtrPercentage : undefined,
+                                            maxAtrPercentage: props.tradingPolicy.maxAtrPercentage !== undefined ? props.tradingPolicy.maxAtrPercentage : undefined,
+                                            minBookDepthShares: props.tradingPolicy.minBookDepthShares !== undefined ? props.tradingPolicy.minBookDepthShares : undefined,
+                                            maxAnomalousSlippageBps: props.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                            intradayTradingWindows: props.tradingPolicy.intradayTradingWindows !== undefined ? props.tradingPolicy.intradayTradingWindows : undefined,
+                                            hardPositionExitMinutes: props.tradingPolicy.hardPositionExitMinutes !== undefined ? props.tradingPolicy.hardPositionExitMinutes : undefined,
+                                            maxOrdersPerWindow: props.tradingPolicy.maxOrdersPerWindow !== undefined ? props.tradingPolicy.maxOrdersPerWindow : undefined,
+                                            orderWindowSeconds: props.tradingPolicy.orderWindowSeconds !== undefined ? props.tradingPolicy.orderWindowSeconds : undefined,
+                                            dayTradeOnly: props.tradingPolicy.dayTradeOnly !== undefined ? props.tradingPolicy.dayTradeOnly : undefined,
                                             riskBudgetPrefs: props.tradingPolicy.riskBudgetPrefs !== undefined ? props.tradingPolicy.riskBudgetPrefs : undefined,
                                             signalConsumptionPrefs: props.tradingPolicy.signalConsumptionPrefs !== undefined ? props.tradingPolicy.signalConsumptionPrefs : undefined,
                                             executionPrefs: props.tradingPolicy.executionPrefs !== undefined ? props.tradingPolicy.executionPrefs : undefined,
@@ -3385,6 +3467,40 @@ exports.AlpacaAccount = {
                                         equityWashTradeCooldownMs: props.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                             set: props.tradingPolicy.equityWashTradeCooldownMs
                                         } : undefined,
+                                        minIntradayLiquidityShares: props.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                            set: props.tradingPolicy.minIntradayLiquidityShares
+                                        } : undefined,
+                                        maxEntrySpreadBps: props.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                            set: props.tradingPolicy.maxEntrySpreadBps
+                                        } : undefined,
+                                        sameSideReentryDelayMs: props.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                            set: props.tradingPolicy.sameSideReentryDelayMs
+                                        } : undefined,
+                                        minAtrPercentage: props.tradingPolicy.minAtrPercentage !== undefined ? {
+                                            set: props.tradingPolicy.minAtrPercentage
+                                        } : undefined,
+                                        maxAtrPercentage: props.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                            set: props.tradingPolicy.maxAtrPercentage
+                                        } : undefined,
+                                        minBookDepthShares: props.tradingPolicy.minBookDepthShares !== undefined ? {
+                                            set: props.tradingPolicy.minBookDepthShares
+                                        } : undefined,
+                                        maxAnomalousSlippageBps: props.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                            set: props.tradingPolicy.maxAnomalousSlippageBps
+                                        } : undefined,
+                                        intradayTradingWindows: props.tradingPolicy.intradayTradingWindows !== undefined ? props.tradingPolicy.intradayTradingWindows : undefined,
+                                        hardPositionExitMinutes: props.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                            set: props.tradingPolicy.hardPositionExitMinutes
+                                        } : undefined,
+                                        maxOrdersPerWindow: props.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                            set: props.tradingPolicy.maxOrdersPerWindow
+                                        } : undefined,
+                                        orderWindowSeconds: props.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                            set: props.tradingPolicy.orderWindowSeconds
+                                        } : undefined,
+                                        dayTradeOnly: props.tradingPolicy.dayTradeOnly !== undefined ? {
+                                            set: props.tradingPolicy.dayTradeOnly
+                                        } : undefined,
                                         riskBudgetPrefs: props.tradingPolicy.riskBudgetPrefs !== undefined ? props.tradingPolicy.riskBudgetPrefs : undefined,
                                         signalConsumptionPrefs: props.tradingPolicy.signalConsumptionPrefs !== undefined ? props.tradingPolicy.signalConsumptionPrefs : undefined,
                                         executionPrefs: props.tradingPolicy.executionPrefs !== undefined ? props.tradingPolicy.executionPrefs : undefined,
@@ -3563,6 +3679,18 @@ exports.AlpacaAccount = {
                                         secondReducedTrailPercentage100: props.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                         minimumPriceChangePercent100: props.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                         equityWashTradeCooldownMs: props.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                        minIntradayLiquidityShares: props.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                        maxEntrySpreadBps: props.tradingPolicy.maxEntrySpreadBps !== undefined ? props.tradingPolicy.maxEntrySpreadBps : undefined,
+                                        sameSideReentryDelayMs: props.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                        minAtrPercentage: props.tradingPolicy.minAtrPercentage !== undefined ? props.tradingPolicy.minAtrPercentage : undefined,
+                                        maxAtrPercentage: props.tradingPolicy.maxAtrPercentage !== undefined ? props.tradingPolicy.maxAtrPercentage : undefined,
+                                        minBookDepthShares: props.tradingPolicy.minBookDepthShares !== undefined ? props.tradingPolicy.minBookDepthShares : undefined,
+                                        maxAnomalousSlippageBps: props.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                        intradayTradingWindows: props.tradingPolicy.intradayTradingWindows !== undefined ? props.tradingPolicy.intradayTradingWindows : undefined,
+                                        hardPositionExitMinutes: props.tradingPolicy.hardPositionExitMinutes !== undefined ? props.tradingPolicy.hardPositionExitMinutes : undefined,
+                                        maxOrdersPerWindow: props.tradingPolicy.maxOrdersPerWindow !== undefined ? props.tradingPolicy.maxOrdersPerWindow : undefined,
+                                        orderWindowSeconds: props.tradingPolicy.orderWindowSeconds !== undefined ? props.tradingPolicy.orderWindowSeconds : undefined,
+                                        dayTradeOnly: props.tradingPolicy.dayTradeOnly !== undefined ? props.tradingPolicy.dayTradeOnly : undefined,
                                         riskBudgetPrefs: props.tradingPolicy.riskBudgetPrefs !== undefined ? props.tradingPolicy.riskBudgetPrefs : undefined,
                                         signalConsumptionPrefs: props.tradingPolicy.signalConsumptionPrefs !== undefined ? props.tradingPolicy.signalConsumptionPrefs : undefined,
                                         executionPrefs: props.tradingPolicy.executionPrefs !== undefined ? props.tradingPolicy.executionPrefs : undefined,
@@ -5000,6 +5128,40 @@ exports.AlpacaAccount = {
                                         equityWashTradeCooldownMs: prop.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                             set: prop.tradingPolicy.equityWashTradeCooldownMs
                                         } : undefined,
+                                        minIntradayLiquidityShares: prop.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                            set: prop.tradingPolicy.minIntradayLiquidityShares
+                                        } : undefined,
+                                        maxEntrySpreadBps: prop.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                            set: prop.tradingPolicy.maxEntrySpreadBps
+                                        } : undefined,
+                                        sameSideReentryDelayMs: prop.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                            set: prop.tradingPolicy.sameSideReentryDelayMs
+                                        } : undefined,
+                                        minAtrPercentage: prop.tradingPolicy.minAtrPercentage !== undefined ? {
+                                            set: prop.tradingPolicy.minAtrPercentage
+                                        } : undefined,
+                                        maxAtrPercentage: prop.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                            set: prop.tradingPolicy.maxAtrPercentage
+                                        } : undefined,
+                                        minBookDepthShares: prop.tradingPolicy.minBookDepthShares !== undefined ? {
+                                            set: prop.tradingPolicy.minBookDepthShares
+                                        } : undefined,
+                                        maxAnomalousSlippageBps: prop.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                            set: prop.tradingPolicy.maxAnomalousSlippageBps
+                                        } : undefined,
+                                        intradayTradingWindows: prop.tradingPolicy.intradayTradingWindows !== undefined ? prop.tradingPolicy.intradayTradingWindows : undefined,
+                                        hardPositionExitMinutes: prop.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                            set: prop.tradingPolicy.hardPositionExitMinutes
+                                        } : undefined,
+                                        maxOrdersPerWindow: prop.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                            set: prop.tradingPolicy.maxOrdersPerWindow
+                                        } : undefined,
+                                        orderWindowSeconds: prop.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                            set: prop.tradingPolicy.orderWindowSeconds
+                                        } : undefined,
+                                        dayTradeOnly: prop.tradingPolicy.dayTradeOnly !== undefined ? {
+                                            set: prop.tradingPolicy.dayTradeOnly
+                                        } : undefined,
                                         riskBudgetPrefs: prop.tradingPolicy.riskBudgetPrefs !== undefined ? prop.tradingPolicy.riskBudgetPrefs : undefined,
                                         signalConsumptionPrefs: prop.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.tradingPolicy.signalConsumptionPrefs : undefined,
                                         executionPrefs: prop.tradingPolicy.executionPrefs !== undefined ? prop.tradingPolicy.executionPrefs : undefined,
@@ -5178,6 +5340,18 @@ exports.AlpacaAccount = {
                                         secondReducedTrailPercentage100: prop.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? prop.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                         minimumPriceChangePercent100: prop.tradingPolicy.minimumPriceChangePercent100 !== undefined ? prop.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                         equityWashTradeCooldownMs: prop.tradingPolicy.equityWashTradeCooldownMs !== undefined ? prop.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                        minIntradayLiquidityShares: prop.tradingPolicy.minIntradayLiquidityShares !== undefined ? prop.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                        maxEntrySpreadBps: prop.tradingPolicy.maxEntrySpreadBps !== undefined ? prop.tradingPolicy.maxEntrySpreadBps : undefined,
+                                        sameSideReentryDelayMs: prop.tradingPolicy.sameSideReentryDelayMs !== undefined ? prop.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                        minAtrPercentage: prop.tradingPolicy.minAtrPercentage !== undefined ? prop.tradingPolicy.minAtrPercentage : undefined,
+                                        maxAtrPercentage: prop.tradingPolicy.maxAtrPercentage !== undefined ? prop.tradingPolicy.maxAtrPercentage : undefined,
+                                        minBookDepthShares: prop.tradingPolicy.minBookDepthShares !== undefined ? prop.tradingPolicy.minBookDepthShares : undefined,
+                                        maxAnomalousSlippageBps: prop.tradingPolicy.maxAnomalousSlippageBps !== undefined ? prop.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                        intradayTradingWindows: prop.tradingPolicy.intradayTradingWindows !== undefined ? prop.tradingPolicy.intradayTradingWindows : undefined,
+                                        hardPositionExitMinutes: prop.tradingPolicy.hardPositionExitMinutes !== undefined ? prop.tradingPolicy.hardPositionExitMinutes : undefined,
+                                        maxOrdersPerWindow: prop.tradingPolicy.maxOrdersPerWindow !== undefined ? prop.tradingPolicy.maxOrdersPerWindow : undefined,
+                                        orderWindowSeconds: prop.tradingPolicy.orderWindowSeconds !== undefined ? prop.tradingPolicy.orderWindowSeconds : undefined,
+                                        dayTradeOnly: prop.tradingPolicy.dayTradeOnly !== undefined ? prop.tradingPolicy.dayTradeOnly : undefined,
                                         riskBudgetPrefs: prop.tradingPolicy.riskBudgetPrefs !== undefined ? prop.tradingPolicy.riskBudgetPrefs : undefined,
                                         signalConsumptionPrefs: prop.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.tradingPolicy.signalConsumptionPrefs : undefined,
                                         executionPrefs: prop.tradingPolicy.executionPrefs !== undefined ? prop.tradingPolicy.executionPrefs : undefined,