@adaptic/utils 0.0.932 → 0.0.933
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.
- package/dist/index.cjs +16 -0
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +16 -0
- package/dist/index.mjs.map +1 -1
- package/dist/types/trading-policy/schemas/audit-notification-prefs.schema.d.ts +8 -0
- package/dist/types/trading-policy/schemas/audit-notification-prefs.schema.d.ts.map +1 -1
- package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts +40 -0
- package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts.map +1 -1
- package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts +72 -0
- package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts.map +1 -1
- package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts +40 -0
- package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts.map +1 -1
- package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts +16 -0
- package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts.map +1 -1
- package/package.json +1 -1
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@@ -22,6 +22,8 @@ export declare const AuditNotificationPrefsObjectSchema: z.ZodObject<{
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incidentAlertEndpoint: z.ZodDefault<z.ZodString>;
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requirePostActionExplanation: z.ZodDefault<z.ZodBoolean>;
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retainDecisionArtifactsDays: z.ZodDefault<z.ZodNumber>;
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/** Trade confirmation email preference. Synced to Alpaca API. */
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tradeConfirmEmail: z.ZodDefault<z.ZodEnum<["all", "none"]>>;
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}, "strip", z.ZodTypeAny, {
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notifyOnAutonomousActions: boolean;
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notifyOnBlockedTrades: boolean;
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@@ -37,6 +39,7 @@ export declare const AuditNotificationPrefsObjectSchema: z.ZodObject<{
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incidentAlertEndpoint: string;
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requirePostActionExplanation: boolean;
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retainDecisionArtifactsDays: number;
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tradeConfirmEmail: "all" | "none";
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}, {
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notifyOnAutonomousActions?: boolean | undefined;
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notifyOnBlockedTrades?: boolean | undefined;
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@@ -52,6 +55,7 @@ export declare const AuditNotificationPrefsObjectSchema: z.ZodObject<{
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incidentAlertEndpoint?: string | undefined;
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requirePostActionExplanation?: boolean | undefined;
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retainDecisionArtifactsDays?: number | undefined;
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tradeConfirmEmail?: "all" | "none" | undefined;
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}>;
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export declare const AuditNotificationPrefsSchema: z.ZodDefault<z.ZodObject<{
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notifyOnAutonomousActions: z.ZodDefault<z.ZodBoolean>;
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@@ -68,6 +72,8 @@ export declare const AuditNotificationPrefsSchema: z.ZodDefault<z.ZodObject<{
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incidentAlertEndpoint: z.ZodDefault<z.ZodString>;
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requirePostActionExplanation: z.ZodDefault<z.ZodBoolean>;
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retainDecisionArtifactsDays: z.ZodDefault<z.ZodNumber>;
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/** Trade confirmation email preference. Synced to Alpaca API. */
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tradeConfirmEmail: z.ZodDefault<z.ZodEnum<["all", "none"]>>;
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}, "strip", z.ZodTypeAny, {
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notifyOnAutonomousActions: boolean;
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notifyOnBlockedTrades: boolean;
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@@ -83,6 +89,7 @@ export declare const AuditNotificationPrefsSchema: z.ZodDefault<z.ZodObject<{
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incidentAlertEndpoint: string;
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requirePostActionExplanation: boolean;
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retainDecisionArtifactsDays: number;
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tradeConfirmEmail: "all" | "none";
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}, {
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notifyOnAutonomousActions?: boolean | undefined;
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notifyOnBlockedTrades?: boolean | undefined;
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@@ -98,6 +105,7 @@ export declare const AuditNotificationPrefsSchema: z.ZodDefault<z.ZodObject<{
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incidentAlertEndpoint?: string | undefined;
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requirePostActionExplanation?: boolean | undefined;
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retainDecisionArtifactsDays?: number | undefined;
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tradeConfirmEmail?: "all" | "none" | undefined;
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}>>;
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/** Inferred TypeScript type for audit and notification preferences. */
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export type AuditNotificationPrefs = z.infer<typeof AuditNotificationPrefsSchema>;
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@@ -1 +1 @@
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-
{"version":3,"file":"audit-notification-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/audit-notification-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAExB;;;;;;;GAOG;AACH,eAAO,MAAM,kCAAkC
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{"version":3,"file":"audit-notification-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/audit-notification-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAExB;;;;;;;GAOG;AACH,eAAO,MAAM,kCAAkC;;;;;;;;;;;;;;;IAgB7C,iEAAiE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAEjE,CAAC;AAEH,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;IAJvC,iEAAiE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAIuB,CAAC;AAE3F,uEAAuE;AACvE,MAAM,MAAM,sBAAsB,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,4BAA4B,CAAC,CAAC"}
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@@ -292,6 +292,11 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
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weekendExposureCapPct: z.ZodDefault<z.ZodNumber>;
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eventRiskExposureCapPct: z.ZodDefault<z.ZodNumber>;
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gapRiskSensitivity: z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>;
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perTradeAllocationPct: z.ZodDefault<z.ZodNumber>;
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perTradeCryptoAllocationPct: z.ZodDefault<z.ZodNumber>;
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dtbpCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
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pdtCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
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ptpNoExceptionEntry: z.ZodDefault<z.ZodBoolean>;
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}, "strip", z.ZodTypeAny, {
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maxMarginUtilPct: number;
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maxIssuerConcentrationPct: number;
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@@ -313,6 +318,11 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
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weekendExposureCapPct: number;
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eventRiskExposureCapPct: number;
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gapRiskSensitivity: "high" | "low" | "medium";
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perTradeAllocationPct: number;
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perTradeCryptoAllocationPct: number;
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dtbpCheck: "both" | "entry" | "exit";
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pdtCheck: "both" | "entry" | "exit";
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ptpNoExceptionEntry: boolean;
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}, {
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maxMarginUtilPct?: number | undefined;
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maxIssuerConcentrationPct?: number | undefined;
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@@ -334,6 +344,11 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
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weekendExposureCapPct?: number | undefined;
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eventRiskExposureCapPct?: number | undefined;
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gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
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perTradeAllocationPct?: number | undefined;
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perTradeCryptoAllocationPct?: number | undefined;
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dtbpCheck?: "both" | "entry" | "exit" | undefined;
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pdtCheck?: "both" | "entry" | "exit" | undefined;
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ptpNoExceptionEntry?: boolean | undefined;
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}>>;
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signalConsumptionPrefs: z.ZodDefault<z.ZodObject<{
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enabledStrategies: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
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@@ -385,7 +400,11 @@ export declare const EffectiveTradingPolicySchema: z.ZodObject<{
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earningsBlackoutEnabled: z.ZodDefault<z.ZodBoolean>;
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earningsBlackoutHoursBefore: z.ZodDefault<z.ZodNumber>;
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earningsBlackoutHoursAfter: z.ZodDefault<z.ZodNumber>;
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minPercentageChange: z.ZodDefault<z.ZodNumber>;
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volumeThreshold: z.ZodDefault<z.ZodNumber>;
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}, "strip", z.ZodTypeAny, {
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minPercentageChange: number;
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volumeThreshold: number;
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enabledStrategies: string[];
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disabledStrategies: string[];
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minConfidenceByDefault: number;
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earningsBlackoutHoursBefore: number;
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earningsBlackoutHoursAfter: number;
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}, {
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minPercentageChange?: number | undefined;
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volumeThreshold?: number | undefined;
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enabledStrategies?: string[] | undefined;
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disabledStrategies?: string[] | undefined;
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minConfidenceByDefault?: number | undefined;
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incidentAlertEndpoint: z.ZodDefault<z.ZodString>;
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requirePostActionExplanation: z.ZodDefault<z.ZodBoolean>;
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retainDecisionArtifactsDays: z.ZodDefault<z.ZodNumber>;
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tradeConfirmEmail: z.ZodDefault<z.ZodEnum<["all", "none"]>>;
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}, "strip", z.ZodTypeAny, {
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notifyOnAutonomousActions: boolean;
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notifyOnBlockedTrades: boolean;
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incidentAlertEndpoint: string;
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requirePostActionExplanation: boolean;
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retainDecisionArtifactsDays: number;
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tradeConfirmEmail: "all" | "none";
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}, {
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retainDecisionArtifactsDays?: number | undefined;
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tradeConfirmEmail?: "all" | "none" | undefined;
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}>>;
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}, "strip", z.ZodTypeAny, {
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maxLeverage: number;
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weekendExposureCapPct: number;
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eventRiskExposureCapPct: number;
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gapRiskSensitivity: "high" | "low" | "medium";
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perTradeAllocationPct: number;
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perTradeCryptoAllocationPct: number;
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dtbpCheck: "both" | "entry" | "exit";
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pdtCheck: "both" | "entry" | "exit";
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ptpNoExceptionEntry: boolean;
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};
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signalConsumptionPrefs: {
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minPercentageChange: number;
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volumeThreshold: number;
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enabledStrategies: string[];
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disabledStrategies: string[];
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tradeConfirmEmail: "all" | "none";
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};
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macroOverlayEnabled: boolean;
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sectorOverlayEnabled: boolean;
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eventRiskExposureCapPct?: number | undefined;
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gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
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perTradeAllocationPct?: number | undefined;
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perTradeCryptoAllocationPct?: number | undefined;
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pdtCheck?: "both" | "entry" | "exit" | undefined;
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} | undefined;
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signalConsumptionPrefs?: {
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volumeThreshold?: number | undefined;
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enabledStrategies?: string[] | undefined;
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/** Inferred TypeScript type for a fully-resolved effective trading policy. */
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{"version":3,"file":"effective-policy.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/effective-policy.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AACxB,OAAO,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAYrD;;;;GAIG;AACH,eAAO,MAAM,4BAA4B
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{"version":3,"file":"effective-policy.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/effective-policy.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AACxB,OAAO,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAYrD;;;;GAIG;AACH,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAiDvC,CAAC;AAEH,8EAA8E;AAC9E,MAAM,MAAM,sBAAsB,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,4BAA4B,CAAC,CAAC"}
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weekendExposureCapPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
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eventRiskExposureCapPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
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gapRiskSensitivity: z.ZodOptional<z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>>;
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perTradeAllocationPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
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perTradeCryptoAllocationPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
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dtbpCheck: z.ZodOptional<z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>>;
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pdtCheck: z.ZodOptional<z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>>;
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ptpNoExceptionEntry: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
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}, "strip", z.ZodTypeAny, {
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gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
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perTradeAllocationPct?: number | undefined;
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perTradeCryptoAllocationPct?: number | undefined;
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dtbpCheck?: "both" | "entry" | "exit" | undefined;
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pdtCheck?: "both" | "entry" | "exit" | undefined;
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ptpNoExceptionEntry?: boolean | undefined;
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}, {
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maxMarginUtilPct?: number | undefined;
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perTradeAllocationPct?: number | undefined;
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perTradeCryptoAllocationPct?: number | undefined;
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dtbpCheck?: "both" | "entry" | "exit" | undefined;
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+
pdtCheck?: "both" | "entry" | "exit" | undefined;
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ptpNoExceptionEntry?: boolean | undefined;
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}>>;
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signalConsumptionPrefs: z.ZodOptional<z.ZodObject<{
|
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enabledStrategies: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodString, "many">>>;
|
|
@@ -377,7 +392,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
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earningsBlackoutEnabled: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
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earningsBlackoutHoursBefore: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
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earningsBlackoutHoursAfter: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
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+
minPercentageChange: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
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volumeThreshold: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
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|
}, "strip", z.ZodTypeAny, {
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+
minPercentageChange?: number | undefined;
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+
volumeThreshold?: number | undefined;
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enabledStrategies?: string[] | undefined;
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disabledStrategies?: string[] | undefined;
|
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minConfidenceByDefault?: number | undefined;
|
|
@@ -410,6 +429,8 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
410
429
|
earningsBlackoutHoursBefore?: number | undefined;
|
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411
430
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earningsBlackoutHoursAfter?: number | undefined;
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|
}, {
|
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+
minPercentageChange?: number | undefined;
|
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+
volumeThreshold?: number | undefined;
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434
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enabledStrategies?: string[] | undefined;
|
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414
435
|
disabledStrategies?: string[] | undefined;
|
|
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436
|
minConfidenceByDefault?: number | undefined;
|
|
@@ -958,6 +979,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
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|
958
979
|
incidentAlertEndpoint: z.ZodOptional<z.ZodDefault<z.ZodString>>;
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959
980
|
requirePostActionExplanation: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
|
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960
981
|
retainDecisionArtifactsDays: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
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982
|
+
tradeConfirmEmail: z.ZodOptional<z.ZodDefault<z.ZodEnum<["all", "none"]>>>;
|
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961
983
|
}, "strip", z.ZodTypeAny, {
|
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962
984
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notifyOnAutonomousActions?: boolean | undefined;
|
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963
985
|
notifyOnBlockedTrades?: boolean | undefined;
|
|
@@ -973,6 +995,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
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|
973
995
|
incidentAlertEndpoint?: string | undefined;
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974
996
|
requirePostActionExplanation?: boolean | undefined;
|
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975
997
|
retainDecisionArtifactsDays?: number | undefined;
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|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
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976
999
|
}, {
|
|
977
1000
|
notifyOnAutonomousActions?: boolean | undefined;
|
|
978
1001
|
notifyOnBlockedTrades?: boolean | undefined;
|
|
@@ -988,6 +1011,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
988
1011
|
incidentAlertEndpoint?: string | undefined;
|
|
989
1012
|
requirePostActionExplanation?: boolean | undefined;
|
|
990
1013
|
retainDecisionArtifactsDays?: number | undefined;
|
|
1014
|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
|
991
1015
|
}>>;
|
|
992
1016
|
}, "passthrough", z.ZodTypeAny, z.objectOutputType<{
|
|
993
1017
|
autonomyMode: z.ZodOptional<z.ZodNativeEnum<typeof AutonomyMode>>;
|
|
@@ -1266,6 +1290,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1266
1290
|
weekendExposureCapPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1267
1291
|
eventRiskExposureCapPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1268
1292
|
gapRiskSensitivity: z.ZodOptional<z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>>;
|
|
1293
|
+
perTradeAllocationPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1294
|
+
perTradeCryptoAllocationPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1295
|
+
dtbpCheck: z.ZodOptional<z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>>;
|
|
1296
|
+
pdtCheck: z.ZodOptional<z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>>;
|
|
1297
|
+
ptpNoExceptionEntry: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
|
|
1269
1298
|
}, "strip", z.ZodTypeAny, {
|
|
1270
1299
|
maxMarginUtilPct?: number | undefined;
|
|
1271
1300
|
maxIssuerConcentrationPct?: number | undefined;
|
|
@@ -1287,6 +1316,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1287
1316
|
weekendExposureCapPct?: number | undefined;
|
|
1288
1317
|
eventRiskExposureCapPct?: number | undefined;
|
|
1289
1318
|
gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
|
|
1319
|
+
perTradeAllocationPct?: number | undefined;
|
|
1320
|
+
perTradeCryptoAllocationPct?: number | undefined;
|
|
1321
|
+
dtbpCheck?: "both" | "entry" | "exit" | undefined;
|
|
1322
|
+
pdtCheck?: "both" | "entry" | "exit" | undefined;
|
|
1323
|
+
ptpNoExceptionEntry?: boolean | undefined;
|
|
1290
1324
|
}, {
|
|
1291
1325
|
maxMarginUtilPct?: number | undefined;
|
|
1292
1326
|
maxIssuerConcentrationPct?: number | undefined;
|
|
@@ -1308,6 +1342,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1308
1342
|
weekendExposureCapPct?: number | undefined;
|
|
1309
1343
|
eventRiskExposureCapPct?: number | undefined;
|
|
1310
1344
|
gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
|
|
1345
|
+
perTradeAllocationPct?: number | undefined;
|
|
1346
|
+
perTradeCryptoAllocationPct?: number | undefined;
|
|
1347
|
+
dtbpCheck?: "both" | "entry" | "exit" | undefined;
|
|
1348
|
+
pdtCheck?: "both" | "entry" | "exit" | undefined;
|
|
1349
|
+
ptpNoExceptionEntry?: boolean | undefined;
|
|
1311
1350
|
}>>;
|
|
1312
1351
|
signalConsumptionPrefs: z.ZodOptional<z.ZodObject<{
|
|
1313
1352
|
enabledStrategies: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodString, "many">>>;
|
|
@@ -1359,7 +1398,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1359
1398
|
earningsBlackoutEnabled: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
|
|
1360
1399
|
earningsBlackoutHoursBefore: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1361
1400
|
earningsBlackoutHoursAfter: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1401
|
+
minPercentageChange: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1402
|
+
volumeThreshold: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1362
1403
|
}, "strip", z.ZodTypeAny, {
|
|
1404
|
+
minPercentageChange?: number | undefined;
|
|
1405
|
+
volumeThreshold?: number | undefined;
|
|
1363
1406
|
enabledStrategies?: string[] | undefined;
|
|
1364
1407
|
disabledStrategies?: string[] | undefined;
|
|
1365
1408
|
minConfidenceByDefault?: number | undefined;
|
|
@@ -1392,6 +1435,8 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1392
1435
|
earningsBlackoutHoursBefore?: number | undefined;
|
|
1393
1436
|
earningsBlackoutHoursAfter?: number | undefined;
|
|
1394
1437
|
}, {
|
|
1438
|
+
minPercentageChange?: number | undefined;
|
|
1439
|
+
volumeThreshold?: number | undefined;
|
|
1395
1440
|
enabledStrategies?: string[] | undefined;
|
|
1396
1441
|
disabledStrategies?: string[] | undefined;
|
|
1397
1442
|
minConfidenceByDefault?: number | undefined;
|
|
@@ -1940,6 +1985,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1940
1985
|
incidentAlertEndpoint: z.ZodOptional<z.ZodDefault<z.ZodString>>;
|
|
1941
1986
|
requirePostActionExplanation: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
|
|
1942
1987
|
retainDecisionArtifactsDays: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
1988
|
+
tradeConfirmEmail: z.ZodOptional<z.ZodDefault<z.ZodEnum<["all", "none"]>>>;
|
|
1943
1989
|
}, "strip", z.ZodTypeAny, {
|
|
1944
1990
|
notifyOnAutonomousActions?: boolean | undefined;
|
|
1945
1991
|
notifyOnBlockedTrades?: boolean | undefined;
|
|
@@ -1955,6 +2001,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1955
2001
|
incidentAlertEndpoint?: string | undefined;
|
|
1956
2002
|
requirePostActionExplanation?: boolean | undefined;
|
|
1957
2003
|
retainDecisionArtifactsDays?: number | undefined;
|
|
2004
|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
|
1958
2005
|
}, {
|
|
1959
2006
|
notifyOnAutonomousActions?: boolean | undefined;
|
|
1960
2007
|
notifyOnBlockedTrades?: boolean | undefined;
|
|
@@ -1970,6 +2017,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
1970
2017
|
incidentAlertEndpoint?: string | undefined;
|
|
1971
2018
|
requirePostActionExplanation?: boolean | undefined;
|
|
1972
2019
|
retainDecisionArtifactsDays?: number | undefined;
|
|
2020
|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
|
1973
2021
|
}>>;
|
|
1974
2022
|
}, z.ZodTypeAny, "passthrough">, z.objectInputType<{
|
|
1975
2023
|
autonomyMode: z.ZodOptional<z.ZodNativeEnum<typeof AutonomyMode>>;
|
|
@@ -2248,6 +2296,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2248
2296
|
weekendExposureCapPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2249
2297
|
eventRiskExposureCapPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2250
2298
|
gapRiskSensitivity: z.ZodOptional<z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>>;
|
|
2299
|
+
perTradeAllocationPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2300
|
+
perTradeCryptoAllocationPct: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2301
|
+
dtbpCheck: z.ZodOptional<z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>>;
|
|
2302
|
+
pdtCheck: z.ZodOptional<z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>>;
|
|
2303
|
+
ptpNoExceptionEntry: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
|
|
2251
2304
|
}, "strip", z.ZodTypeAny, {
|
|
2252
2305
|
maxMarginUtilPct?: number | undefined;
|
|
2253
2306
|
maxIssuerConcentrationPct?: number | undefined;
|
|
@@ -2269,6 +2322,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2269
2322
|
weekendExposureCapPct?: number | undefined;
|
|
2270
2323
|
eventRiskExposureCapPct?: number | undefined;
|
|
2271
2324
|
gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
|
|
2325
|
+
perTradeAllocationPct?: number | undefined;
|
|
2326
|
+
perTradeCryptoAllocationPct?: number | undefined;
|
|
2327
|
+
dtbpCheck?: "both" | "entry" | "exit" | undefined;
|
|
2328
|
+
pdtCheck?: "both" | "entry" | "exit" | undefined;
|
|
2329
|
+
ptpNoExceptionEntry?: boolean | undefined;
|
|
2272
2330
|
}, {
|
|
2273
2331
|
maxMarginUtilPct?: number | undefined;
|
|
2274
2332
|
maxIssuerConcentrationPct?: number | undefined;
|
|
@@ -2290,6 +2348,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2290
2348
|
weekendExposureCapPct?: number | undefined;
|
|
2291
2349
|
eventRiskExposureCapPct?: number | undefined;
|
|
2292
2350
|
gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
|
|
2351
|
+
perTradeAllocationPct?: number | undefined;
|
|
2352
|
+
perTradeCryptoAllocationPct?: number | undefined;
|
|
2353
|
+
dtbpCheck?: "both" | "entry" | "exit" | undefined;
|
|
2354
|
+
pdtCheck?: "both" | "entry" | "exit" | undefined;
|
|
2355
|
+
ptpNoExceptionEntry?: boolean | undefined;
|
|
2293
2356
|
}>>;
|
|
2294
2357
|
signalConsumptionPrefs: z.ZodOptional<z.ZodObject<{
|
|
2295
2358
|
enabledStrategies: z.ZodOptional<z.ZodDefault<z.ZodArray<z.ZodString, "many">>>;
|
|
@@ -2341,7 +2404,11 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2341
2404
|
earningsBlackoutEnabled: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
|
|
2342
2405
|
earningsBlackoutHoursBefore: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2343
2406
|
earningsBlackoutHoursAfter: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2407
|
+
minPercentageChange: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2408
|
+
volumeThreshold: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2344
2409
|
}, "strip", z.ZodTypeAny, {
|
|
2410
|
+
minPercentageChange?: number | undefined;
|
|
2411
|
+
volumeThreshold?: number | undefined;
|
|
2345
2412
|
enabledStrategies?: string[] | undefined;
|
|
2346
2413
|
disabledStrategies?: string[] | undefined;
|
|
2347
2414
|
minConfidenceByDefault?: number | undefined;
|
|
@@ -2374,6 +2441,8 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2374
2441
|
earningsBlackoutHoursBefore?: number | undefined;
|
|
2375
2442
|
earningsBlackoutHoursAfter?: number | undefined;
|
|
2376
2443
|
}, {
|
|
2444
|
+
minPercentageChange?: number | undefined;
|
|
2445
|
+
volumeThreshold?: number | undefined;
|
|
2377
2446
|
enabledStrategies?: string[] | undefined;
|
|
2378
2447
|
disabledStrategies?: string[] | undefined;
|
|
2379
2448
|
minConfidenceByDefault?: number | undefined;
|
|
@@ -2922,6 +2991,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2922
2991
|
incidentAlertEndpoint: z.ZodOptional<z.ZodDefault<z.ZodString>>;
|
|
2923
2992
|
requirePostActionExplanation: z.ZodOptional<z.ZodDefault<z.ZodBoolean>>;
|
|
2924
2993
|
retainDecisionArtifactsDays: z.ZodOptional<z.ZodDefault<z.ZodNumber>>;
|
|
2994
|
+
tradeConfirmEmail: z.ZodOptional<z.ZodDefault<z.ZodEnum<["all", "none"]>>>;
|
|
2925
2995
|
}, "strip", z.ZodTypeAny, {
|
|
2926
2996
|
notifyOnAutonomousActions?: boolean | undefined;
|
|
2927
2997
|
notifyOnBlockedTrades?: boolean | undefined;
|
|
@@ -2937,6 +3007,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2937
3007
|
incidentAlertEndpoint?: string | undefined;
|
|
2938
3008
|
requirePostActionExplanation?: boolean | undefined;
|
|
2939
3009
|
retainDecisionArtifactsDays?: number | undefined;
|
|
3010
|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
|
2940
3011
|
}, {
|
|
2941
3012
|
notifyOnAutonomousActions?: boolean | undefined;
|
|
2942
3013
|
notifyOnBlockedTrades?: boolean | undefined;
|
|
@@ -2952,6 +3023,7 @@ export declare const PolicyMutationSchema: z.ZodObject<{
|
|
|
2952
3023
|
incidentAlertEndpoint?: string | undefined;
|
|
2953
3024
|
requirePostActionExplanation?: boolean | undefined;
|
|
2954
3025
|
retainDecisionArtifactsDays?: number | undefined;
|
|
3026
|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
|
2955
3027
|
}>>;
|
|
2956
3028
|
}, z.ZodTypeAny, "passthrough">>;
|
|
2957
3029
|
/** Inferred TypeScript type for a policy mutation payload. */
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"policy-mutation.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/policy-mutation.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAWxB,OAAO,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAErD;;;;;;GAMG;AACH,eAAO,MAAM,oBAAoB
|
|
1
|
+
{"version":3,"file":"policy-mutation.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/policy-mutation.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAWxB,OAAO,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAErD;;;;;;GAMG;AACH,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;gCAuCjB,CAAC;AAEjB,8DAA8D;AAC9D,MAAM,MAAM,cAAc,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,oBAAoB,CAAC,CAAC"}
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@@ -28,6 +28,16 @@ export declare const RiskBudgetPrefsObjectSchema: z.ZodObject<{
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weekendExposureCapPct: z.ZodDefault<z.ZodNumber>;
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eventRiskExposureCapPct: z.ZodDefault<z.ZodNumber>;
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gapRiskSensitivity: z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>;
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/** Per-trade equity allocation as % of account equity. Replaces legacy AlpacaAccount.tradeAllocationPct. */
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perTradeAllocationPct: z.ZodDefault<z.ZodNumber>;
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/** Per-trade crypto allocation as % of account equity. Replaces legacy AlpacaAccount.cryptoTradeAllocationPct. */
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perTradeCryptoAllocationPct: z.ZodDefault<z.ZodNumber>;
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/** Alpaca day-trading buying power check enforcement. Synced to Alpaca API. */
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dtbpCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
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/** Alpaca pattern day trader rule enforcement. Synced to Alpaca API. */
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pdtCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
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/** Strict PDT enforcement — block all violations without exception. Synced to Alpaca API. */
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ptpNoExceptionEntry: z.ZodDefault<z.ZodBoolean>;
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}, "strip", z.ZodTypeAny, {
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maxMarginUtilPct: number;
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maxIssuerConcentrationPct: number;
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@@ -49,6 +59,11 @@ export declare const RiskBudgetPrefsObjectSchema: z.ZodObject<{
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weekendExposureCapPct: number;
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eventRiskExposureCapPct: number;
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gapRiskSensitivity: "high" | "low" | "medium";
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perTradeAllocationPct: number;
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perTradeCryptoAllocationPct: number;
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dtbpCheck: "both" | "entry" | "exit";
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pdtCheck: "both" | "entry" | "exit";
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ptpNoExceptionEntry: boolean;
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}, {
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maxMarginUtilPct?: number | undefined;
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maxIssuerConcentrationPct?: number | undefined;
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@@ -70,6 +85,11 @@ export declare const RiskBudgetPrefsObjectSchema: z.ZodObject<{
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weekendExposureCapPct?: number | undefined;
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eventRiskExposureCapPct?: number | undefined;
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gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
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+
perTradeAllocationPct?: number | undefined;
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perTradeCryptoAllocationPct?: number | undefined;
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dtbpCheck?: "both" | "entry" | "exit" | undefined;
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pdtCheck?: "both" | "entry" | "exit" | undefined;
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ptpNoExceptionEntry?: boolean | undefined;
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}>;
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export declare const RiskBudgetPrefsSchema: z.ZodDefault<z.ZodObject<{
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maxMarginUtilPct: z.ZodDefault<z.ZodNumber>;
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@@ -92,6 +112,16 @@ export declare const RiskBudgetPrefsSchema: z.ZodDefault<z.ZodObject<{
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weekendExposureCapPct: z.ZodDefault<z.ZodNumber>;
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eventRiskExposureCapPct: z.ZodDefault<z.ZodNumber>;
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gapRiskSensitivity: z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>;
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+
/** Per-trade equity allocation as % of account equity. Replaces legacy AlpacaAccount.tradeAllocationPct. */
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+
perTradeAllocationPct: z.ZodDefault<z.ZodNumber>;
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+
/** Per-trade crypto allocation as % of account equity. Replaces legacy AlpacaAccount.cryptoTradeAllocationPct. */
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+
perTradeCryptoAllocationPct: z.ZodDefault<z.ZodNumber>;
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+
/** Alpaca day-trading buying power check enforcement. Synced to Alpaca API. */
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+
dtbpCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
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+
/** Alpaca pattern day trader rule enforcement. Synced to Alpaca API. */
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+
pdtCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
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+
/** Strict PDT enforcement — block all violations without exception. Synced to Alpaca API. */
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+
ptpNoExceptionEntry: z.ZodDefault<z.ZodBoolean>;
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}, "strip", z.ZodTypeAny, {
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maxMarginUtilPct: number;
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maxIssuerConcentrationPct: number;
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@@ -113,6 +143,11 @@ export declare const RiskBudgetPrefsSchema: z.ZodDefault<z.ZodObject<{
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weekendExposureCapPct: number;
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eventRiskExposureCapPct: number;
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gapRiskSensitivity: "high" | "low" | "medium";
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+
perTradeAllocationPct: number;
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+
perTradeCryptoAllocationPct: number;
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+
dtbpCheck: "both" | "entry" | "exit";
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+
pdtCheck: "both" | "entry" | "exit";
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+
ptpNoExceptionEntry: boolean;
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}, {
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117
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maxMarginUtilPct?: number | undefined;
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maxIssuerConcentrationPct?: number | undefined;
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@@ -134,6 +169,11 @@ export declare const RiskBudgetPrefsSchema: z.ZodDefault<z.ZodObject<{
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134
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weekendExposureCapPct?: number | undefined;
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eventRiskExposureCapPct?: number | undefined;
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gapRiskSensitivity?: "high" | "low" | "medium" | undefined;
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172
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+
perTradeAllocationPct?: number | undefined;
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173
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+
perTradeCryptoAllocationPct?: number | undefined;
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+
dtbpCheck?: "both" | "entry" | "exit" | undefined;
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+
pdtCheck?: "both" | "entry" | "exit" | undefined;
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+
ptpNoExceptionEntry?: boolean | undefined;
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137
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}>>;
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/** Inferred TypeScript type for risk budget preferences. */
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export type RiskBudgetPrefs = z.infer<typeof RiskBudgetPrefsSchema>;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"risk-budget-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/risk-budget-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAExB;;;;;;;GAOG;AACH,eAAO,MAAM,2BAA2B
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1
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+
{"version":3,"file":"risk-budget-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/risk-budget-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAExB;;;;;;;GAOG;AACH,eAAO,MAAM,2BAA2B;;;;;;;;;;;;;;;;;;;;;IAsBtC,4GAA4G;;IAE5G,kHAAkH;;IAGlH,+EAA+E;;IAE/E,wEAAwE;;IAExE,6FAA6F;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAE7F,CAAC;AAEH,eAAO,MAAM,qBAAqB;;;;;;;;;;;;;;;;;;;;;IAbhC,4GAA4G;;IAE5G,kHAAkH;;IAGlH,+EAA+E;;IAE/E,wEAAwE;;IAExE,6FAA6F;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAInB,CAAC;AAE7E,4DAA4D;AAC5D,MAAM,MAAM,eAAe,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,qBAAqB,CAAC,CAAC"}
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@@ -57,7 +57,13 @@ export declare const SignalConsumptionPrefsObjectSchema: z.ZodObject<{
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57
57
|
earningsBlackoutEnabled: z.ZodDefault<z.ZodBoolean>;
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58
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|
earningsBlackoutHoursBefore: z.ZodDefault<z.ZodNumber>;
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59
59
|
earningsBlackoutHoursAfter: z.ZodDefault<z.ZodNumber>;
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|
60
|
+
/** Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange. */
|
|
61
|
+
minPercentageChange: z.ZodDefault<z.ZodNumber>;
|
|
62
|
+
/** Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold. */
|
|
63
|
+
volumeThreshold: z.ZodDefault<z.ZodNumber>;
|
|
60
64
|
}, "strip", z.ZodTypeAny, {
|
|
65
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+
minPercentageChange: number;
|
|
66
|
+
volumeThreshold: number;
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|
61
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|
enabledStrategies: string[];
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|
62
68
|
disabledStrategies: string[];
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|
63
69
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minConfidenceByDefault: number;
|
|
@@ -90,6 +96,8 @@ export declare const SignalConsumptionPrefsObjectSchema: z.ZodObject<{
|
|
|
90
96
|
earningsBlackoutHoursBefore: number;
|
|
91
97
|
earningsBlackoutHoursAfter: number;
|
|
92
98
|
}, {
|
|
99
|
+
minPercentageChange?: number | undefined;
|
|
100
|
+
volumeThreshold?: number | undefined;
|
|
93
101
|
enabledStrategies?: string[] | undefined;
|
|
94
102
|
disabledStrategies?: string[] | undefined;
|
|
95
103
|
minConfidenceByDefault?: number | undefined;
|
|
@@ -172,7 +180,13 @@ export declare const SignalConsumptionPrefsSchema: z.ZodDefault<z.ZodObject<{
|
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172
180
|
earningsBlackoutEnabled: z.ZodDefault<z.ZodBoolean>;
|
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173
181
|
earningsBlackoutHoursBefore: z.ZodDefault<z.ZodNumber>;
|
|
174
182
|
earningsBlackoutHoursAfter: z.ZodDefault<z.ZodNumber>;
|
|
183
|
+
/** Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange. */
|
|
184
|
+
minPercentageChange: z.ZodDefault<z.ZodNumber>;
|
|
185
|
+
/** Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold. */
|
|
186
|
+
volumeThreshold: z.ZodDefault<z.ZodNumber>;
|
|
175
187
|
}, "strip", z.ZodTypeAny, {
|
|
188
|
+
minPercentageChange: number;
|
|
189
|
+
volumeThreshold: number;
|
|
176
190
|
enabledStrategies: string[];
|
|
177
191
|
disabledStrategies: string[];
|
|
178
192
|
minConfidenceByDefault: number;
|
|
@@ -205,6 +219,8 @@ export declare const SignalConsumptionPrefsSchema: z.ZodDefault<z.ZodObject<{
|
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|
205
219
|
earningsBlackoutHoursBefore: number;
|
|
206
220
|
earningsBlackoutHoursAfter: number;
|
|
207
221
|
}, {
|
|
222
|
+
minPercentageChange?: number | undefined;
|
|
223
|
+
volumeThreshold?: number | undefined;
|
|
208
224
|
enabledStrategies?: string[] | undefined;
|
|
209
225
|
disabledStrategies?: string[] | undefined;
|
|
210
226
|
minConfidenceByDefault?: number | undefined;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"signal-consumption-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/signal-consumption-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAiBxB;;;;;;;GAOG;AACH,eAAO,MAAM,kCAAkC
|
|
1
|
+
{"version":3,"file":"signal-consumption-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/signal-consumption-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAiBxB;;;;;;;GAOG;AACH,eAAO,MAAM,kCAAkC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IA8B7C,oHAAoH;;IAEpH,mHAAmH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAEnH,CAAC;AAEH,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IANvC,oHAAoH;;IAEpH,mHAAmH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAI3B,CAAC;AAE3F,mEAAmE;AACnE,MAAM,MAAM,sBAAsB,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,4BAA4B,CAAC,CAAC"}
|