npm - @adaptic/backend-legacy - Versions diffs - 0.0.970 → 0.0.971 - Mend

@adaptic/backend-legacy 0.0.970 → 0.0.971

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (336) hide show

package/PolicyOverlay.cjs CHANGED Viewed

@@ -141,6 +141,18 @@ exports.PolicyOverlay = {
                                             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,
@@ -786,6 +798,40 @@ exports.PolicyOverlay = {
                                         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,
@@ -1308,6 +1354,18 @@ exports.PolicyOverlay = {
                                         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,
@@ -1700,6 +1758,18 @@ exports.PolicyOverlay = {
                                             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,
@@ -2047,6 +2117,40 @@ exports.PolicyOverlay = {
                                         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,
@@ -2569,6 +2673,18 @@ exports.PolicyOverlay = {
                                         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,
@@ -3065,6 +3181,40 @@ exports.PolicyOverlay = {
                                         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,
@@ -3587,6 +3737,18 @@ exports.PolicyOverlay = {
                                         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,