@adaptic/utils 0.0.1031 → 0.0.1033

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 (44) hide show
  1. package/dist/index.cjs +631 -208
  2. package/dist/index.cjs.map +1 -1
  3. package/dist/index.mjs +627 -209
  4. package/dist/index.mjs.map +1 -1
  5. package/dist/types/__tests__/indicator-parity/generate.d.ts +64 -0
  6. package/dist/types/__tests__/indicator-parity/generate.d.ts.map +1 -0
  7. package/dist/types/__tests__/indicator-parity/record.d.ts +144 -0
  8. package/dist/types/__tests__/indicator-parity/record.d.ts.map +1 -0
  9. package/dist/types/__tests__/indicator-parity/reference.d.ts +92 -0
  10. package/dist/types/__tests__/indicator-parity/reference.d.ts.map +1 -0
  11. package/dist/types/__tests__/indicator-parity/series.d.ts +64 -0
  12. package/dist/types/__tests__/indicator-parity/series.d.ts.map +1 -0
  13. package/dist/types/__tests__/indicator-parity/subjects.d.ts +55 -0
  14. package/dist/types/__tests__/indicator-parity/subjects.d.ts.map +1 -0
  15. package/dist/types/__tests__/support/statistic.d.ts +18 -0
  16. package/dist/types/__tests__/support/statistic.d.ts.map +1 -0
  17. package/dist/types/alpaca/trading/order-utils.d.ts.map +1 -1
  18. package/dist/types/index.d.ts +1 -0
  19. package/dist/types/index.d.ts.map +1 -1
  20. package/dist/types/llm/circuit-breaker.d.ts +18 -1
  21. package/dist/types/llm/circuit-breaker.d.ts.map +1 -1
  22. package/dist/types/llm/fallback-chain.d.ts.map +1 -1
  23. package/dist/types/llm/index.d.ts +3 -1
  24. package/dist/types/llm/index.d.ts.map +1 -1
  25. package/dist/types/llm/rate-guard.d.ts +82 -9
  26. package/dist/types/llm/rate-guard.d.ts.map +1 -1
  27. package/dist/types/llm/structured-content.d.ts +73 -0
  28. package/dist/types/llm/structured-content.d.ts.map +1 -0
  29. package/dist/types/llm/transports/gateway.d.ts.map +1 -1
  30. package/dist/types/metrics-calcs.d.ts +25 -0
  31. package/dist/types/metrics-calcs.d.ts.map +1 -1
  32. package/dist/types/performance-metrics.d.ts +16 -4
  33. package/dist/types/performance-metrics.d.ts.map +1 -1
  34. package/dist/types/sample-statistic.d.ts +123 -0
  35. package/dist/types/sample-statistic.d.ts.map +1 -0
  36. package/dist/types/schemas/alpaca-schemas.d.ts.map +1 -1
  37. package/dist/types/strategy-metrics.d.ts +38 -16
  38. package/dist/types/strategy-metrics.d.ts.map +1 -1
  39. package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts +18 -18
  40. package/dist/types/trading-policy/schemas/model-prefs.schema.d.ts +24 -24
  41. package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts +36 -36
  42. package/dist/types/types/alpaca-types.d.ts +36 -5
  43. package/dist/types/types/alpaca-types.d.ts.map +1 -1
  44. package/package.json +3 -1
package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts CHANGED
@@ -883,31 +883,31 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
883
883
  provider: z.ZodNativeEnum<typeof LlmProvider>;
884
884
  modelId: z.ZodString;
885
885
  }, "strip", z.ZodTypeAny, {
886
- modelId: string;
887
886
  provider: LlmProvider;
888
- }, {
889
887
  modelId: string;
888
+ }, {
890
889
  provider: LlmProvider;
890
+ modelId: string;
891
891
  }>, "many">>;
892
892
  normalFallbackChain: z.ZodDefault<z.ZodArray<z.ZodObject<{
893
893
  provider: z.ZodNativeEnum<typeof LlmProvider>;
894
894
  modelId: z.ZodString;
895
895
  }, "strip", z.ZodTypeAny, {
896
- modelId: string;
897
896
  provider: LlmProvider;
898
- }, {
899
897
  modelId: string;
898
+ }, {
900
899
  provider: LlmProvider;
900
+ modelId: string;
901
901
  }>, "many">>;
902
902
  advancedFallbackChain: z.ZodDefault<z.ZodArray<z.ZodObject<{
903
903
  provider: z.ZodNativeEnum<typeof LlmProvider>;
904
904
  modelId: z.ZodString;
905
905
  }, "strip", z.ZodTypeAny, {
906
- modelId: string;
907
906
  provider: LlmProvider;
908
- }, {
909
907
  modelId: string;
908
+ }, {
910
909
  provider: LlmProvider;
910
+ modelId: string;
911
911
  }>, "many">>;
912
912
  escalateToAdvancedWhenConflicts: z.ZodDefault<z.ZodBoolean>;
913
913
  escalateToAdvancedWhenHighExposure: z.ZodDefault<z.ZodBoolean>;
@@ -937,16 +937,16 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
937
937
  maxRetries: number;
938
938
  timeoutMs: number;
939
939
  miniFallbackChain: {
940
- modelId: string;
941
940
  provider: LlmProvider;
941
+ modelId: string;
942
942
  }[];
943
943
  normalFallbackChain: {
944
- modelId: string;
945
944
  provider: LlmProvider;
945
+ modelId: string;
946
946
  }[];
947
947
  advancedFallbackChain: {
948
- modelId: string;
949
948
  provider: LlmProvider;
949
+ modelId: string;
950
950
  }[];
951
951
  escalateToAdvancedWhenConflicts: boolean;
952
952
  escalateToAdvancedWhenHighExposure: boolean;
@@ -968,16 +968,16 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
968
968
  maxRetries?: number | undefined;
969
969
  timeoutMs?: number | undefined;
970
970
  miniFallbackChain?: {
971
- modelId: string;
972
971
  provider: LlmProvider;
972
+ modelId: string;
973
973
  }[] | undefined;
974
974
  normalFallbackChain?: {
975
- modelId: string;
976
975
  provider: LlmProvider;
976
+ modelId: string;
977
977
  }[] | undefined;
978
978
  advancedFallbackChain?: {
979
- modelId: string;
980
979
  provider: LlmProvider;
980
+ modelId: string;
981
981
  }[] | undefined;
982
982
  escalateToAdvancedWhenConflicts?: boolean | undefined;
983
983
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
@@ -1313,16 +1313,16 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
1313
1313
  maxRetries: number;
1314
1314
  timeoutMs: number;
1315
1315
  miniFallbackChain: {
1316
- modelId: string;
1317
1316
  provider: LlmProvider;
1317
+ modelId: string;
1318
1318
  }[];
1319
1319
  normalFallbackChain: {
1320
- modelId: string;
1321
1320
  provider: LlmProvider;
1321
+ modelId: string;
1322
1322
  }[];
1323
1323
  advancedFallbackChain: {
1324
- modelId: string;
1325
1324
  provider: LlmProvider;
1325
+ modelId: string;
1326
1326
  }[];
1327
1327
  escalateToAdvancedWhenConflicts: boolean;
1328
1328
  escalateToAdvancedWhenHighExposure: boolean;
@@ -1650,16 +1650,16 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
1650
1650
  maxRetries?: number | undefined;
1651
1651
  timeoutMs?: number | undefined;
1652
1652
  miniFallbackChain?: {
1653
- modelId: string;
1654
1653
  provider: LlmProvider;
1654
+ modelId: string;
1655
1655
  }[] | undefined;
1656
1656
  normalFallbackChain?: {
1657
- modelId: string;
1658
1657
  provider: LlmProvider;
1658
+ modelId: string;
1659
1659
  }[] | undefined;
1660
1660
  advancedFallbackChain?: {
1661
- modelId: string;
1662
1661
  provider: LlmProvider;
1662
+ modelId: string;
1663
1663
  }[] | undefined;
1664
1664
  escalateToAdvancedWhenConflicts?: boolean | undefined;
1665
1665
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
package/dist/types/trading-policy/schemas/model-prefs.schema.d.ts CHANGED
@@ -13,31 +13,31 @@ export declare const ModelPrefsObjectSchema: z.ZodObject<{
13
13
  provider: z.ZodNativeEnum<typeof LlmProvider>;
14
14
  modelId: z.ZodString;
15
15
  }, "strip", z.ZodTypeAny, {
16
- modelId: string;
17
16
  provider: LlmProvider;
18
- }, {
19
17
  modelId: string;
18
+ }, {
20
19
  provider: LlmProvider;
20
+ modelId: string;
21
21
  }>, "many">>;
22
22
  normalFallbackChain: z.ZodDefault<z.ZodArray<z.ZodObject<{
23
23
  provider: z.ZodNativeEnum<typeof LlmProvider>;
24
24
  modelId: z.ZodString;
25
25
  }, "strip", z.ZodTypeAny, {
26
- modelId: string;
27
26
  provider: LlmProvider;
28
- }, {
29
27
  modelId: string;
28
+ }, {
30
29
  provider: LlmProvider;
30
+ modelId: string;
31
31
  }>, "many">>;
32
32
  advancedFallbackChain: z.ZodDefault<z.ZodArray<z.ZodObject<{
33
33
  provider: z.ZodNativeEnum<typeof LlmProvider>;
34
34
  modelId: z.ZodString;
35
35
  }, "strip", z.ZodTypeAny, {
36
- modelId: string;
37
36
  provider: LlmProvider;
38
- }, {
39
37
  modelId: string;
38
+ }, {
40
39
  provider: LlmProvider;
40
+ modelId: string;
41
41
  }>, "many">>;
42
42
  escalateToAdvancedWhenConflicts: z.ZodDefault<z.ZodBoolean>;
43
43
  escalateToAdvancedWhenHighExposure: z.ZodDefault<z.ZodBoolean>;
@@ -67,16 +67,16 @@ export declare const ModelPrefsObjectSchema: z.ZodObject<{
67
67
  maxRetries: number;
68
68
  timeoutMs: number;
69
69
  miniFallbackChain: {
70
- modelId: string;
71
70
  provider: LlmProvider;
71
+ modelId: string;
72
72
  }[];
73
73
  normalFallbackChain: {
74
- modelId: string;
75
74
  provider: LlmProvider;
75
+ modelId: string;
76
76
  }[];
77
77
  advancedFallbackChain: {
78
- modelId: string;
79
78
  provider: LlmProvider;
79
+ modelId: string;
80
80
  }[];
81
81
  escalateToAdvancedWhenConflicts: boolean;
82
82
  escalateToAdvancedWhenHighExposure: boolean;
@@ -98,16 +98,16 @@ export declare const ModelPrefsObjectSchema: z.ZodObject<{
98
98
  maxRetries?: number | undefined;
99
99
  timeoutMs?: number | undefined;
100
100
  miniFallbackChain?: {
101
- modelId: string;
102
101
  provider: LlmProvider;
102
+ modelId: string;
103
103
  }[] | undefined;
104
104
  normalFallbackChain?: {
105
- modelId: string;
106
105
  provider: LlmProvider;
106
+ modelId: string;
107
107
  }[] | undefined;
108
108
  advancedFallbackChain?: {
109
- modelId: string;
110
109
  provider: LlmProvider;
110
+ modelId: string;
111
111
  }[] | undefined;
112
112
  escalateToAdvancedWhenConflicts?: boolean | undefined;
113
113
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
@@ -131,31 +131,31 @@ export declare const ModelPrefsSchema: z.ZodDefault<z.ZodObject<{
131
131
  provider: z.ZodNativeEnum<typeof LlmProvider>;
132
132
  modelId: z.ZodString;
133
133
  }, "strip", z.ZodTypeAny, {
134
- modelId: string;
135
134
  provider: LlmProvider;
136
- }, {
137
135
  modelId: string;
136
+ }, {
138
137
  provider: LlmProvider;
138
+ modelId: string;
139
139
  }>, "many">>;
140
140
  normalFallbackChain: z.ZodDefault<z.ZodArray<z.ZodObject<{
141
141
  provider: z.ZodNativeEnum<typeof LlmProvider>;
142
142
  modelId: z.ZodString;
143
143
  }, "strip", z.ZodTypeAny, {
144
- modelId: string;
145
144
  provider: LlmProvider;
146
- }, {
147
145
  modelId: string;
146
+ }, {
148
147
  provider: LlmProvider;
148
+ modelId: string;
149
149
  }>, "many">>;
150
150
  advancedFallbackChain: z.ZodDefault<z.ZodArray<z.ZodObject<{
151
151
  provider: z.ZodNativeEnum<typeof LlmProvider>;
152
152
  modelId: z.ZodString;
153
153
  }, "strip", z.ZodTypeAny, {
154
- modelId: string;
155
154
  provider: LlmProvider;
156
- }, {
157
155
  modelId: string;
156
+ }, {
158
157
  provider: LlmProvider;
158
+ modelId: string;
159
159
  }>, "many">>;
160
160
  escalateToAdvancedWhenConflicts: z.ZodDefault<z.ZodBoolean>;
161
161
  escalateToAdvancedWhenHighExposure: z.ZodDefault<z.ZodBoolean>;
@@ -185,16 +185,16 @@ export declare const ModelPrefsSchema: z.ZodDefault<z.ZodObject<{
185
185
  maxRetries: number;
186
186
  timeoutMs: number;
187
187
  miniFallbackChain: {
188
- modelId: string;
189
188
  provider: LlmProvider;
189
+ modelId: string;
190
190
  }[];
191
191
  normalFallbackChain: {
192
- modelId: string;
193
192
  provider: LlmProvider;
193
+ modelId: string;
194
194
  }[];
195
195
  advancedFallbackChain: {
196
- modelId: string;
197
196
  provider: LlmProvider;
197
+ modelId: string;
198
198
  }[];
199
199
  escalateToAdvancedWhenConflicts: boolean;
200
200
  escalateToAdvancedWhenHighExposure: boolean;
@@ -216,16 +216,16 @@ export declare const ModelPrefsSchema: z.ZodDefault<z.ZodObject<{
216
216
  maxRetries?: number | undefined;
217
217
  timeoutMs?: number | undefined;
218
218
  miniFallbackChain?: {
219
- modelId: string;
220
219
  provider: LlmProvider;
220
+ modelId: string;
221
221
  }[] | undefined;
222
222
  normalFallbackChain?: {
223
- modelId: string;
224
223
  provider: LlmProvider;
224
+ modelId: string;
225
225
  }[] | undefined;
226
226
  advancedFallbackChain?: {
227
- modelId: string;
228
227
  provider: LlmProvider;
228
+ modelId: string;
229
229
  }[] | undefined;
230
230
  escalateToAdvancedWhenConflicts?: boolean | undefined;
231
231
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts CHANGED
@@ -851,31 +851,31 @@ export declare const PolicyMutationSchema: z.ZodObject<{
851
851
  provider: z.ZodNativeEnum<typeof LlmProvider>;
852
852
  modelId: z.ZodString;
853
853
  }, "strip", z.ZodTypeAny, {
854
- modelId: string;
855
854
  provider: LlmProvider;
856
- }, {
857
855
  modelId: string;
856
+ }, {
858
857
  provider: LlmProvider;
858
+ modelId: string;
859
859
  }>, "many">>>;
860
860
  normalFallbackChain: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodObject<{
861
861
  provider: z.ZodNativeEnum<typeof LlmProvider>;
862
862
  modelId: z.ZodString;
863
863
  }, "strip", z.ZodTypeAny, {
864
- modelId: string;
865
864
  provider: LlmProvider;
866
- }, {
867
865
  modelId: string;
866
+ }, {
868
867
  provider: LlmProvider;
868
+ modelId: string;
869
869
  }>, "many">>>;
870
870
  advancedFallbackChain: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodObject<{
871
871
  provider: z.ZodNativeEnum<typeof LlmProvider>;
872
872
  modelId: z.ZodString;
873
873
  }, "strip", z.ZodTypeAny, {
874
- modelId: string;
875
874
  provider: LlmProvider;
876
- }, {
877
875
  modelId: string;
876
+ }, {
878
877
  provider: LlmProvider;
878
+ modelId: string;
879
879
  }>, "many">>>;
880
880
  escalateToAdvancedWhenConflicts: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
881
881
  escalateToAdvancedWhenHighExposure: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
@@ -905,16 +905,16 @@ export declare const PolicyMutationSchema: z.ZodObject<{
905
905
  maxRetries?: number | undefined;
906
906
  timeoutMs?: number | undefined;
907
907
  miniFallbackChain?: {
908
- modelId: string;
909
908
  provider: LlmProvider;
909
+ modelId: string;
910
910
  }[] | undefined;
911
911
  normalFallbackChain?: {
912
- modelId: string;
913
912
  provider: LlmProvider;
913
+ modelId: string;
914
914
  }[] | undefined;
915
915
  advancedFallbackChain?: {
916
- modelId: string;
917
916
  provider: LlmProvider;
917
+ modelId: string;
918
918
  }[] | undefined;
919
919
  escalateToAdvancedWhenConflicts?: boolean | undefined;
920
920
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
@@ -936,16 +936,16 @@ export declare const PolicyMutationSchema: z.ZodObject<{
936
936
  maxRetries?: number | undefined;
937
937
  timeoutMs?: number | undefined;
938
938
  miniFallbackChain?: {
939
- modelId: string;
940
939
  provider: LlmProvider;
940
+ modelId: string;
941
941
  }[] | undefined;
942
942
  normalFallbackChain?: {
943
- modelId: string;
944
943
  provider: LlmProvider;
944
+ modelId: string;
945
945
  }[] | undefined;
946
946
  advancedFallbackChain?: {
947
- modelId: string;
948
947
  provider: LlmProvider;
948
+ modelId: string;
949
949
  }[] | undefined;
950
950
  escalateToAdvancedWhenConflicts?: boolean | undefined;
951
951
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
@@ -1857,31 +1857,31 @@ export declare const PolicyMutationSchema: z.ZodObject<{
1857
1857
  provider: z.ZodNativeEnum<typeof LlmProvider>;
1858
1858
  modelId: z.ZodString;
1859
1859
  }, "strip", z.ZodTypeAny, {
1860
- modelId: string;
1861
1860
  provider: LlmProvider;
1862
- }, {
1863
1861
  modelId: string;
1862
+ }, {
1864
1863
  provider: LlmProvider;
1864
+ modelId: string;
1865
1865
  }>, "many">>>;
1866
1866
  normalFallbackChain: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodObject<{
1867
1867
  provider: z.ZodNativeEnum<typeof LlmProvider>;
1868
1868
  modelId: z.ZodString;
1869
1869
  }, "strip", z.ZodTypeAny, {
1870
- modelId: string;
1871
1870
  provider: LlmProvider;
1872
- }, {
1873
1871
  modelId: string;
1872
+ }, {
1874
1873
  provider: LlmProvider;
1874
+ modelId: string;
1875
1875
  }>, "many">>>;
1876
1876
  advancedFallbackChain: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodObject<{
1877
1877
  provider: z.ZodNativeEnum<typeof LlmProvider>;
1878
1878
  modelId: z.ZodString;
1879
1879
  }, "strip", z.ZodTypeAny, {
1880
- modelId: string;
1881
1880
  provider: LlmProvider;
1882
- }, {
1883
1881
  modelId: string;
1882
+ }, {
1884
1883
  provider: LlmProvider;
1884
+ modelId: string;
1885
1885
  }>, "many">>>;
1886
1886
  escalateToAdvancedWhenConflicts: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
1887
1887
  escalateToAdvancedWhenHighExposure: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
@@ -1911,16 +1911,16 @@ export declare const PolicyMutationSchema: z.ZodObject<{
1911
1911
  maxRetries?: number | undefined;
1912
1912
  timeoutMs?: number | undefined;
1913
1913
  miniFallbackChain?: {
1914
- modelId: string;
1915
1914
  provider: LlmProvider;
1915
+ modelId: string;
1916
1916
  }[] | undefined;
1917
1917
  normalFallbackChain?: {
1918
- modelId: string;
1919
1918
  provider: LlmProvider;
1919
+ modelId: string;
1920
1920
  }[] | undefined;
1921
1921
  advancedFallbackChain?: {
1922
- modelId: string;
1923
1922
  provider: LlmProvider;
1923
+ modelId: string;
1924
1924
  }[] | undefined;
1925
1925
  escalateToAdvancedWhenConflicts?: boolean | undefined;
1926
1926
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
@@ -1942,16 +1942,16 @@ export declare const PolicyMutationSchema: z.ZodObject<{
1942
1942
  maxRetries?: number | undefined;
1943
1943
  timeoutMs?: number | undefined;
1944
1944
  miniFallbackChain?: {
1945
- modelId: string;
1946
1945
  provider: LlmProvider;
1946
+ modelId: string;
1947
1947
  }[] | undefined;
1948
1948
  normalFallbackChain?: {
1949
- modelId: string;
1950
1949
  provider: LlmProvider;
1950
+ modelId: string;
1951
1951
  }[] | undefined;
1952
1952
  advancedFallbackChain?: {
1953
- modelId: string;
1954
1953
  provider: LlmProvider;
1954
+ modelId: string;
1955
1955
  }[] | undefined;
1956
1956
  escalateToAdvancedWhenConflicts?: boolean | undefined;
1957
1957
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
@@ -2863,31 +2863,31 @@ export declare const PolicyMutationSchema: z.ZodObject<{
2863
2863
  provider: z.ZodNativeEnum<typeof LlmProvider>;
2864
2864
  modelId: z.ZodString;
2865
2865
  }, "strip", z.ZodTypeAny, {
2866
- modelId: string;
2867
2866
  provider: LlmProvider;
2868
- }, {
2869
2867
  modelId: string;
2868
+ }, {
2870
2869
  provider: LlmProvider;
2870
+ modelId: string;
2871
2871
  }>, "many">>>;
2872
2872
  normalFallbackChain: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodObject<{
2873
2873
  provider: z.ZodNativeEnum<typeof LlmProvider>;
2874
2874
  modelId: z.ZodString;
2875
2875
  }, "strip", z.ZodTypeAny, {
2876
- modelId: string;
2877
2876
  provider: LlmProvider;
2878
- }, {
2879
2877
  modelId: string;
2878
+ }, {
2880
2879
  provider: LlmProvider;
2880
+ modelId: string;
2881
2881
  }>, "many">>>;
2882
2882
  advancedFallbackChain: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodObject<{
2883
2883
  provider: z.ZodNativeEnum<typeof LlmProvider>;
2884
2884
  modelId: z.ZodString;
2885
2885
  }, "strip", z.ZodTypeAny, {
2886
- modelId: string;
2887
2886
  provider: LlmProvider;
2888
- }, {
2889
2887
  modelId: string;
2888
+ }, {
2890
2889
  provider: LlmProvider;
2890
+ modelId: string;
2891
2891
  }>, "many">>>;
2892
2892
  escalateToAdvancedWhenConflicts: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
2893
2893
  escalateToAdvancedWhenHighExposure: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
@@ -2917,16 +2917,16 @@ export declare const PolicyMutationSchema: z.ZodObject<{
2917
2917
  maxRetries?: number | undefined;
2918
2918
  timeoutMs?: number | undefined;
2919
2919
  miniFallbackChain?: {
2920
- modelId: string;
2921
2920
  provider: LlmProvider;
2921
+ modelId: string;
2922
2922
  }[] | undefined;
2923
2923
  normalFallbackChain?: {
2924
- modelId: string;
2925
2924
  provider: LlmProvider;
2925
+ modelId: string;
2926
2926
  }[] | undefined;
2927
2927
  advancedFallbackChain?: {
2928
- modelId: string;
2929
2928
  provider: LlmProvider;
2929
+ modelId: string;
2930
2930
  }[] | undefined;
2931
2931
  escalateToAdvancedWhenConflicts?: boolean | undefined;
2932
2932
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
@@ -2948,16 +2948,16 @@ export declare const PolicyMutationSchema: z.ZodObject<{
2948
2948
  maxRetries?: number | undefined;
2949
2949
  timeoutMs?: number | undefined;
2950
2950
  miniFallbackChain?: {
2951
- modelId: string;
2952
2951
  provider: LlmProvider;
2952
+ modelId: string;
2953
2953
  }[] | undefined;
2954
2954
  normalFallbackChain?: {
2955
- modelId: string;
2956
2955
  provider: LlmProvider;
2956
+ modelId: string;
2957
2957
  }[] | undefined;
2958
2958
  advancedFallbackChain?: {
2959
- modelId: string;
2960
2959
  provider: LlmProvider;
2960
+ modelId: string;
2961
2961
  }[] | undefined;
2962
2962
  escalateToAdvancedWhenConflicts?: boolean | undefined;
2963
2963
  escalateToAdvancedWhenHighExposure?: boolean | undefined;
package/dist/types/types/alpaca-types.d.ts CHANGED
@@ -1,6 +1,7 @@
1
1
  import { ApolloClientType, NormalizedCacheObject } from "@adaptic/backend";
2
2
  import { types } from "@adaptic/backend";
3
3
  import type Alpaca from "@alpacahq/alpaca-trade-api";
4
+ import type { SampleStatistic } from "../sample-statistic";
4
5
  /** Config parameter type for Alpaca SDK market data methods (getLatestQuote, etc.) */
5
6
  export type AlpacaSDKConfig = NonNullable<Parameters<Alpaca["getLatestQuote"]>[1]>;
6
7
  /** Parameter type for Alpaca SDK getOrders method */
@@ -101,15 +102,38 @@ export interface BenchmarkBar {
101
102
  c: number;
102
103
  }
103
104
  /**
104
- * Result of the beta calculation.
105
+ * The components of a beta measurement, all derived from the same paired
106
+ * observations.
107
+ *
108
+ * They travel together because they are one measurement, not five: a
109
+ * `covariance` reported next to a `variance` taken over a different set of
110
+ * rows is not a beta, it is two numbers that look like one.
105
111
  */
106
- export interface CalculateBetaResult {
112
+ export interface BetaComponents {
113
+ /** Slope of portfolio returns on benchmark returns: `covariance / variance`. */
107
114
  beta: number;
115
+ /** Sample covariance of the paired returns (Bessel-corrected). */
108
116
  covariance: number;
117
+ /** Sample variance of the benchmark returns (Bessel-corrected). */
109
118
  variance: number;
119
+ /** Mean portfolio return over the surviving pairs. */
110
120
  averagePortfolioReturn: number;
121
+ /** Mean benchmark return over the surviving pairs. */
111
122
  averageBenchmarkReturn: number;
112
123
  }
124
+ /**
125
+ * Result of the beta calculation, inseparable from the cohort it was measured
126
+ * on.
127
+ *
128
+ * Beta is a ratio of two second moments, so it is meaningless without the
129
+ * number of paired observations behind it and the fraction of the offered rows
130
+ * that survived pairing and finiteness filtering. Returning the components
131
+ * alone lets a caller read a beta computed from two usable rows out of nine
132
+ * hundred as though it were the whole series, and lets an uncomputable beta
133
+ * arrive as a `0` that reads as "no market exposure" — which is a measurement,
134
+ * and a consequential one, rather than the absence it actually is.
135
+ */
136
+ export type CalculateBetaResult = SampleStatistic<BetaComponents>;
113
137
  /**
114
138
  * Represents a position in the portfolio.
115
139
  */
@@ -147,9 +171,16 @@ export type TimeInForce = "day" | "gtc" | "opg" | "cls" | "ioc" | "fok";
147
171
  */
148
172
  export type OrderClass = "simple" | "oco" | "oto" | "bracket" | "mleg";
149
173
  /**
150
- * Represents the status of an order.
151
- */
152
- export type OrderStatus = "new" | "partially_filled" | "filled" | "done_for_day" | "canceled" | "expired" | "replaced" | "pending_cancel" | "pending_replace" | "accepted" | "pending_new" | "accepted_for_bidding" | "stopped" | "rejected" | "suspended" | "calculated";
174
+ * Represents the status of an order, as Alpaca reports it.
175
+ *
176
+ * `held` is the status of a conditional leg that is resting at the broker but
177
+ * not yet live: the take-profit and stop-loss legs of a bracket, OCO or OTO
178
+ * order sit in `held` until their parent fills or their trigger condition is
179
+ * met. A held stop leg is the position's protection, so a consumer that cannot
180
+ * name this status cannot tell a protected position from a naked one without
181
+ * widening the value to `string` and losing the union's exhaustiveness.
182
+ */
183
+ export type OrderStatus = "new" | "partially_filled" | "filled" | "done_for_day" | "canceled" | "expired" | "replaced" | "pending_cancel" | "pending_replace" | "accepted" | "pending_new" | "accepted_for_bidding" | "held" | "stopped" | "rejected" | "suspended" | "calculated";
153
184
  /**
154
185
  * Represents the class of an asset.
155
186
  */