npm - @adaptic/backend-legacy - Versions diffs - 0.0.975 → 0.0.977 - Mend

@adaptic/backend-legacy 0.0.975 → 0.0.977

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Files changed (221) hide show

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

@@ -2353,7 +2353,7 @@ const modelsInfo = {
     VerificationToken: ["id", "identifier", "token", "expires"],
     Customer: ["id", "authUserId", "name", "plan", "stripeCustomerId", "stripeSubscriptionId", "stripePriceId", "stripeCurrentPeriodEnd", "jurisdiction", "riskProfile", "amlStatus", "lastKycUpdate", "createdAt", "updatedAt"],
     Asset: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    Trade: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
+    Trade: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     Action: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource"],
     Alert: ["id", "alpacaAccountId", "title", "message", "type", "severity", "category", "status", "isRead", "acknowledgedAt", "resolvedAt", "suppressedUntil", "retryCount", "metadata", "createdAt", "updatedAt"],
     NewsArticle: ["id", "title", "content", "source", "sourceDomain", "url", "sentiment", "authors", "summary", "bannerImage", "timePublished", "category", "topics", "logo", "createdAt", "updatedAt"],
@@ -2443,7 +2443,7 @@ const outputsInfo = {
     AggregateAsset: ["_count", "_avg", "_sum", "_min", "_max"],
     AssetGroupBy: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "_count", "_avg", "_sum", "_min", "_max"],
     AggregateTrade: ["_count", "_avg", "_sum", "_min", "_max"],
-    TradeGroupBy: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "_count", "_avg", "_sum", "_min", "_max"],
+    TradeGroupBy: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "_count", "_avg", "_sum", "_min", "_max"],
     AggregateAction: ["_count", "_avg", "_sum", "_min", "_max"],
     ActionGroupBy: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource", "_count", "_avg", "_sum", "_min", "_max"],
     AggregateAlert: ["_count", "_avg", "_sum", "_min", "_max"],
@@ -2604,11 +2604,11 @@ const outputsInfo = {
     AssetMinAggregate: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
     AssetMaxAggregate: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
     TradeCount: ["actions"],
-    TradeCountAggregate: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "_all"],
+    TradeCountAggregate: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "_all"],
     TradeAvgAggregate: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
     TradeSumAggregate: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
-    TradeMinAggregate: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById"],
-    TradeMaxAggregate: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById"],
+    TradeMinAggregate: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "signalSource", "signalId", "pathway", "exitTier"],
+    TradeMaxAggregate: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "signalSource", "signalId", "pathway", "exitTier"],
     ActionCountAggregate: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource", "_all"],
     ActionAvgAggregate: ["sequence"],
     ActionSumAggregate: ["sequence"],
@@ -2850,7 +2850,7 @@ const outputsInfo = {
     CreateManyAndReturnVerificationToken: ["id", "identifier", "token", "expires"],
     CreateManyAndReturnCustomer: ["id", "authUserId", "name", "plan", "stripeCustomerId", "stripeSubscriptionId", "stripePriceId", "stripeCurrentPeriodEnd", "jurisdiction", "riskProfile", "amlStatus", "lastKycUpdate", "createdAt", "updatedAt"],
     CreateManyAndReturnAsset: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    CreateManyAndReturnTrade: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
+    CreateManyAndReturnTrade: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     CreateManyAndReturnAction: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource", "trade"],
     CreateManyAndReturnAlert: ["id", "alpacaAccountId", "title", "message", "type", "severity", "category", "status", "isRead", "acknowledgedAt", "resolvedAt", "suppressedUntil", "retryCount", "metadata", "createdAt", "updatedAt", "alpacaAccount"],
     CreateManyAndReturnNewsArticle: ["id", "title", "content", "source", "sourceDomain", "url", "sentiment", "authors", "summary", "bannerImage", "timePublished", "category", "topics", "logo", "createdAt", "updatedAt"],
@@ -2981,11 +2981,11 @@ const inputsInfo = {
     AssetWhereUniqueInput: ["id", "symbol", "name", "AND", "OR", "NOT", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "newsMentions", "institutionalHoldings", "institutionalFlowSignals"],
     AssetOrderByWithAggregationInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "_count", "_avg", "_max", "_min", "_sum"],
     AssetScalarWhereWithAggregatesInput: ["AND", "OR", "NOT", "id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    TradeWhereInput: ["AND", "OR", "NOT", "id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "actions"],
-    TradeOrderByWithRelationInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "actions"],
-    TradeWhereUniqueInput: ["id", "AND", "OR", "NOT", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "actions"],
-    TradeOrderByWithAggregationInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "_count", "_avg", "_max", "_min", "_sum"],
-    TradeScalarWhereWithAggregatesInput: ["AND", "OR", "NOT", "id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
+    TradeWhereInput: ["AND", "OR", "NOT", "id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "actions"],
+    TradeOrderByWithRelationInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "actions"],
+    TradeWhereUniqueInput: ["id", "AND", "OR", "NOT", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "actions"],
+    TradeOrderByWithAggregationInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "_count", "_avg", "_max", "_min", "_sum"],
+    TradeScalarWhereWithAggregatesInput: ["AND", "OR", "NOT", "id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     ActionWhereInput: ["AND", "OR", "NOT", "id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource", "trade"],
     ActionOrderByWithRelationInput: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource", "trade"],
     ActionWhereUniqueInput: ["id", "alpacaOrderId", "AND", "OR", "NOT", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "supersededActionId", "triggerSource", "trade"],
@@ -3287,10 +3287,10 @@ const inputsInfo = {
     AssetUpdateInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt", "newsMentions", "institutionalHoldings", "institutionalFlowSignals"],
     AssetCreateManyInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
     AssetUpdateManyMutationInput: ["id", "symbol", "name", "type", "logoUrl", "description", "cik", "exchange", "currency", "country", "sector", "industry", "address", "officialSite", "fiscalYearEnd", "latestQuarter", "marketCapitalization", "ebitda", "peRatio", "pegRatio", "bookValue", "dividendPerShare", "dividendYield", "eps", "revenuePerShareTTM", "profitMargin", "operatingMarginTTM", "returnOnAssetsTTM", "returnOnEquityTTM", "revenueTTM", "grossProfitTTM", "dilutedEPSTTM", "quarterlyEarningsGrowthYOY", "quarterlyRevenueGrowthYOY", "analystTargetPrice", "analystRatingStrongBuy", "analystRatingBuy", "analystRatingHold", "analystRatingSell", "analystRatingStrongSell", "trailingPE", "forwardPE", "priceToSalesRatioTTM", "priceToBookRatio", "evToRevenue", "evToEbitda", "beta", "week52High", "week52Low", "day50MovingAverage", "day200MovingAverage", "sharesOutstanding", "dividendDate", "exDividendDate", "askPrice", "bidPrice", "createdAt", "updatedAt"],
-    TradeCreateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "actions"],
-    TradeUpdateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "actions"],
-    TradeCreateManyInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
-    TradeUpdateManyMutationInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
+    TradeCreateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "actions"],
+    TradeUpdateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier", "actions"],
+    TradeCreateManyInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
+    TradeUpdateManyMutationInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     ActionCreateInput: ["id", "sequence", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource", "trade"],
     ActionUpdateInput: ["id", "sequence", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource", "trade"],
     ActionCreateManyInput: ["id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource"],
@@ -3631,10 +3631,10 @@ const inputsInfo = {
     UuidNullableFilter: ["equals", "in", "notIn", "lt", "lte", "gt", "gte", "mode", "not"],
     ActionListRelationFilter: ["every", "some", "none"],
     ActionOrderByRelationAggregateInput: ["_count"],
-    TradeCountOrderByAggregateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
+    TradeCountOrderByAggregateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     TradeAvgOrderByAggregateInput: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
-    TradeMaxOrderByAggregateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById"],
-    TradeMinOrderByAggregateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById"],
+    TradeMaxOrderByAggregateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "signalSource", "signalId", "pathway", "exitTier"],
+    TradeMinOrderByAggregateInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "signalSource", "signalId", "pathway", "exitTier"],
     TradeSumOrderByAggregateInput: ["confidence", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "pnlAmount", "pnlPercent", "durationMinutes", "sessionHorizonMinutes", "thesisVersion"],
     EnumTradeSignalWithAggregatesFilter: ["equals", "in", "notIn", "not", "_count", "_min", "_max"],
     EnumTradeStrategyWithAggregatesFilter: ["equals", "in", "notIn", "not", "_count", "_min", "_max"],
@@ -4542,11 +4542,11 @@ const inputsInfo = {
     ActionUpdateWithWhereUniqueWithoutTradeInput: ["where", "data"],
     ActionUpdateManyWithWhereWithoutTradeInput: ["where", "data"],
     ActionScalarWhereInput: ["AND", "OR", "NOT", "id", "sequence", "tradeId", "type", "primary", "note", "status", "createdAt", "updatedAt", "deletedAt", "alpacaOrderId", "supersededActionId", "triggerSource"],
-    TradeCreateWithoutActionsInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
+    TradeCreateWithoutActionsInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     TradeCreateOrConnectWithoutActionsInput: ["where", "create"],
     TradeUpsertWithoutActionsInput: ["update", "create", "where"],
     TradeUpdateToOneWithWhereWithoutActionsInput: ["where", "data"],
-    TradeUpdateWithoutActionsInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata"],
+    TradeUpdateWithoutActionsInput: ["id", "alpacaAccountId", "signal", "strategy", "analysis", "summary", "confidence", "timestamp", "createdAt", "updatedAt", "status", "deletedAt", "symbol", "entryPrice", "exitPrice", "entryQty", "exitQty", "entryValue", "exitValue", "entryTime", "exitTime", "pnlAmount", "pnlPercent", "durationMinutes", "marketPhase", "marketVolatility", "sessionHorizonMinutes", "thresholdsJson", "thesisVersion", "lastReunderwrittenAt", "supersededById", "rejectionMetadata", "signalSource", "signalId", "pathway", "exitTier"],
     AlpacaAccountCreateWithoutAlertsInput: ["id", "type", "APIKey", "APISecret", "configuration", "marketOpen", "realTime", "cryptoTradingEnabled", "cryptoTradingPairs", "cryptoTradeAllocationPct", "tradeAllocationPct", "autoAllocation", "minPercentageChange", "volumeThreshold", "enablePortfolioTrailingStop", "portfolioTrailPercent", "portfolioProfitThresholdPercent", "reducedPortfolioTrailPercent", "defaultTrailingStopPercentage100", "firstTrailReductionThreshold100", "secondTrailReductionThreshold100", "firstReducedTrailPercentage100", "secondReducedTrailPercentage100", "minimumPriceChangePercent100", "createdAt", "updatedAt", "deletedAt", "allocation", "tradingPolicy", "user"],
     AlpacaAccountCreateOrConnectWithoutAlertsInput: ["where", "create"],
     AlpacaAccountUpsertWithoutAlertsInput: ["update", "create", "where"],

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

@@ -30,6 +30,10 @@ export declare enum TradeScalarFieldEnum {
     thesisVersion = "thesisVersion",
     lastReunderwrittenAt = "lastReunderwrittenAt",
     supersededById = "supersededById",
-    rejectionMetadata = "rejectionMetadata"
+    rejectionMetadata = "rejectionMetadata",
+    signalSource = "signalSource",
+    signalId = "signalId",
+    pathway = "pathway",
+    exitTier = "exitTier"
 }
 //# sourceMappingURL=TradeScalarFieldEnum.d.ts.map

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

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

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

@@ -33,6 +33,10 @@ export var TradeScalarFieldEnum;
     TradeScalarFieldEnum["lastReunderwrittenAt"] = "lastReunderwrittenAt";
     TradeScalarFieldEnum["supersededById"] = "supersededById";
     TradeScalarFieldEnum["rejectionMetadata"] = "rejectionMetadata";
+    TradeScalarFieldEnum["signalSource"] = "signalSource";
+    TradeScalarFieldEnum["signalId"] = "signalId";
+    TradeScalarFieldEnum["pathway"] = "pathway";
+    TradeScalarFieldEnum["exitTier"] = "exitTier";
 })(TradeScalarFieldEnum || (TradeScalarFieldEnum = {}));
 TypeGraphQL.registerEnumType(TradeScalarFieldEnum, {
     name: "TradeScalarFieldEnum",

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

@@ -134,6 +134,22 @@ export declare class Trade {
      * Forensic metadata populated when status is REJECTED_BROKER, REJECTED_COMPLIANCE, or FAILED. Carries reason, errorCode, brokerResponse, attemptedAt and any other contextual details required for SEC Rule 15c3-5 audits and FINRA review. Null for trades that did not fail or get rejected.
      */
     rejectionMetadata?: Prisma.JsonValue | null;
+    /**
+     * Wave 234 — Upstream ensemble signal source that produced this trade. One of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\" | \"manual\". Populated at trade creation from `TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill time to populate `TradeOutcome.signalSource` (replacing the legacy hardcoded \"ensemble\" default in `order-fill-handler.ts:labelExitOutcomeFromFill`). Calibration trainer joins on this for cohort partition.
+     */
+    signalSource?: string | null;
+    /**
+     * Wave 234 — Unique signal identifier (UUID, cuid-style) from the upstream TradeSignalEvent. Threaded end-to-end so live-IC computation can correlate (signal_score, forward_return) on a one-to-one basis. Joined to `PredictionPair.tradeId` (which Wave 213 populated with `signal.signalId`) at calibration training time. TYPESTRING.SKIP=true
+     */
+    signalId?: string | null;
+    /**
+     * Wave 234 — Decision pathway as a free-form string (matches the ML system DecisionPathway enum: ML_ONLY | LLM_ONLY | HYBRID | FALLBACK | RULES | UNKNOWN). Carried separately from signalSource to support richer attribution analytics: signalSource describes which producer emitted the merged signal; pathway describes the high-level decision pathway (the typed system enum). TYPESTRING.SKIP=true
+     */
+    pathway?: string | null;
+    /**
+     * Wave 236 — Exit tier classification (TIER_A | TIER_B | TIER_C | MANUAL | EOD) for exit trades. NULL on open trades. Populated when the exit is initiated by the exit-framework orchestrator (Tier A = volatility/regime circuit breakers; Tier B = engine-internal stop logic; Tier C = LLM advisory re-evaluation). Refines `TradeOutcome.exitReason` (which is derived from order shape) with the upstream decision tier. TYPESTRING.SKIP=true
+     */
+    exitTier?: string | null;
     _count?: TradeCount | null;
 }
 //# sourceMappingURL=Trade.d.ts.map

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

@@ -146,6 +146,22 @@ let Trade = class Trade {
      * Forensic metadata populated when status is REJECTED_BROKER, REJECTED_COMPLIANCE, or FAILED. Carries reason, errorCode, brokerResponse, attemptedAt and any other contextual details required for SEC Rule 15c3-5 audits and FINRA review. Null for trades that did not fail or get rejected.
      */
     rejectionMetadata;
+    /**
+     * Wave 234 — Upstream ensemble signal source that produced this trade. One of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\" | \"manual\". Populated at trade creation from `TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill time to populate `TradeOutcome.signalSource` (replacing the legacy hardcoded \"ensemble\" default in `order-fill-handler.ts:labelExitOutcomeFromFill`). Calibration trainer joins on this for cohort partition.
+     */
+    signalSource;
+    /**
+     * Wave 234 — Unique signal identifier (UUID, cuid-style) from the upstream TradeSignalEvent. Threaded end-to-end so live-IC computation can correlate (signal_score, forward_return) on a one-to-one basis. Joined to `PredictionPair.tradeId` (which Wave 213 populated with `signal.signalId`) at calibration training time. TYPESTRING.SKIP=true
+     */
+    signalId;
+    /**
+     * Wave 234 — Decision pathway as a free-form string (matches the ML system DecisionPathway enum: ML_ONLY | LLM_ONLY | HYBRID | FALLBACK | RULES | UNKNOWN). Carried separately from signalSource to support richer attribution analytics: signalSource describes which producer emitted the merged signal; pathway describes the high-level decision pathway (the typed system enum). TYPESTRING.SKIP=true
+     */
+    pathway;
+    /**
+     * Wave 236 — Exit tier classification (TIER_A | TIER_B | TIER_C | MANUAL | EOD) for exit trades. NULL on open trades. Populated when the exit is initiated by the exit-framework orchestrator (Tier A = volatility/regime circuit breakers; Tier B = engine-internal stop logic; Tier C = LLM advisory re-evaluation). Refines `TradeOutcome.exitReason` (which is derived from order shape) with the upstream decision tier. TYPESTRING.SKIP=true
+     */
+    exitTier;
     _count;
 };
 __decorate([
@@ -372,6 +388,34 @@ __decorate([
     }),
     __metadata("design:type", Object)
 ], Trade.prototype, "rejectionMetadata", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 234 — Upstream ensemble signal source that produced this trade. One of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\" | \"manual\". Populated at trade creation from `TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill time to populate `TradeOutcome.signalSource` (replacing the legacy hardcoded \"ensemble\" default in `order-fill-handler.ts:labelExitOutcomeFromFill`). Calibration trainer joins on this for cohort partition."
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "signalSource", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 234 — Unique signal identifier (UUID, cuid-style) from the upstream TradeSignalEvent. Threaded end-to-end so live-IC computation can correlate (signal_score, forward_return) on a one-to-one basis. Joined to `PredictionPair.tradeId` (which Wave 213 populated with `signal.signalId`) at calibration training time. TYPESTRING.SKIP=true"
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "signalId", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 234 — Decision pathway as a free-form string (matches the ML system DecisionPathway enum: ML_ONLY | LLM_ONLY | HYBRID | FALLBACK | RULES | UNKNOWN). Carried separately from signalSource to support richer attribution analytics: signalSource describes which producer emitted the merged signal; pathway describes the high-level decision pathway (the typed system enum). TYPESTRING.SKIP=true"
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "pathway", void 0);
+__decorate([
+    TypeGraphQL.Field(_type => String, {
+        nullable: true,
+        description: "Wave 236 — Exit tier classification (TIER_A | TIER_B | TIER_C | MANUAL | EOD) for exit trades. NULL on open trades. Populated when the exit is initiated by the exit-framework orchestrator (Tier A = volatility/regime circuit breakers; Tier B = engine-internal stop logic; Tier C = LLM advisory re-evaluation). Refines `TradeOutcome.exitReason` (which is derived from order shape) with the upstream decision tier. TYPESTRING.SKIP=true"
+    }),
+    __metadata("design:type", Object)
+], Trade.prototype, "exitTier", void 0);
 __decorate([
     TypeGraphQL.Field(_type => TradeCount, {
         nullable: true

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

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

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

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

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

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

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

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

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

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

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

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

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

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

	@@ -1 +1 @@
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package/esm/generated/typegraphql-prisma/resolvers/inputs/TradeCountOrderByAggregateInput.d.ts CHANGED Viewed

@@ -31,5 +31,9 @@ export declare class TradeCountOrderByAggregateInput {
     lastReunderwrittenAt?: "asc" | "desc" | undefined;
     supersededById?: "asc" | "desc" | undefined;
     rejectionMetadata?: "asc" | "desc" | undefined;
+    signalSource?: "asc" | "desc" | undefined;
+    signalId?: "asc" | "desc" | undefined;
+    pathway?: "asc" | "desc" | undefined;
+    exitTier?: "asc" | "desc" | undefined;
 }
 //# sourceMappingURL=TradeCountOrderByAggregateInput.d.ts.map

package/esm/generated/typegraphql-prisma/resolvers/inputs/TradeCountOrderByAggregateInput.d.ts.map CHANGED Viewed

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