@adaptic/utils 0.0.986 → 0.0.987

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Files changed (15) hide show
  1. package/dist/index.cjs +111 -38
  2. package/dist/index.cjs.map +1 -1
  3. package/dist/index.mjs +111 -38
  4. package/dist/index.mjs.map +1 -1
  5. package/dist/test.js +4863 -0
  6. package/dist/test.js.map +1 -1
  7. package/dist/types/trading-policy/defaults/default-trading-policy.d.ts +16 -3
  8. package/dist/types/trading-policy/defaults/default-trading-policy.d.ts.map +1 -1
  9. package/dist/types/trading-policy/schemas/execution-prefs.schema.d.ts.map +1 -1
  10. package/dist/types/trading-policy/schemas/position-management-prefs.schema.d.ts.map +1 -1
  11. package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts +10 -2
  12. package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts.map +1 -1
  13. package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts +20 -4
  14. package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts.map +1 -1
  15. package/package.json +1 -1
package/dist/types/trading-policy/defaults/default-trading-policy.d.ts CHANGED
@@ -1,8 +1,13 @@
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  import { type EffectiveTradingPolicy } from "../schemas/effective-policy.schema";
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  /**
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- * Conservative default trading policy used as the baseline when no
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- * user-customized policy exists. All nested preference sub-objects are
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- * passed as empty objects so Zod applies their field-level defaults.
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+ * Default trading policy used as the baseline when no user-customized policy
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+ * exists. Calibrated for short-horizon day trading / HFT-microstructuring /
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+ * scalping (intraday holds, 5-min-bar-sized stops, fast cooldowns) per the
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+ * 2026-05-10 audit, replacing the previous swing-trading calibration.
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+ *
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+ * All nested preference sub-objects are passed as empty objects so Zod applies
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+ * their field-level defaults (which are themselves tuned for scalping in their
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+ * respective schema files).
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  *
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  * Key choices:
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  * - Advisory-only autonomy (no autonomous execution)
@@ -11,6 +16,14 @@ import { type EffectiveTradingPolicy } from "../schemas/effective-policy.schema"
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  * - No shorting or margin (user must opt-in)
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  * - All protective overlays disabled (user must opt-in)
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  * - No LLM providers pre-configured
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+ * - Tighter per-trade allocation (2% vs 5%) and concurrency (8 positions vs 20)
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+ * reflecting the increased turnover and decreased per-position conviction
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+ * characteristic of scalping
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+ * - Faster equity wash-trade cooldown (5s vs 30s) — FINRA Rule 5210 governs
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+ * opposing-side wash trades; same-side intraday re-entry can be much faster
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+ * - Tighter daily-loss circuit breaker (2% vs 3%) reflecting that scalping
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+ * strategies should fail fast rather than burn the day's risk budget on
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+ * one bad regime
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  */
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  export declare const DEFAULT_TRADING_POLICY: EffectiveTradingPolicy;
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  //# sourceMappingURL=default-trading-policy.d.ts.map
package/dist/types/trading-policy/defaults/default-trading-policy.d.ts.map CHANGED
@@ -1 +1 @@
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- {"version":3,"file":"default-trading-policy.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/defaults/default-trading-policy.ts"],"names":[],"mappings":"AACA,OAAO,EAEL,KAAK,sBAAsB,EAC5B,MAAM,oCAAoC,CAAC;AAE5C;;;;;;;;;;;;GAYG;AACH,eAAO,MAAM,sBAAsB,EAAE,sBAwDjC,CAAC"}
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+ {"version":3,"file":"default-trading-policy.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/defaults/default-trading-policy.ts"],"names":[],"mappings":"AACA,OAAO,EAEL,KAAK,sBAAsB,EAC5B,MAAM,oCAAoC,CAAC;AAE5C;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,eAAO,MAAM,sBAAsB,EAAE,sBA+DjC,CAAC"}
package/dist/types/trading-policy/schemas/execution-prefs.schema.d.ts.map CHANGED
@@ -1 +1 @@
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- {"version":3,"file":"execution-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/execution-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAUxB;;;;;;;GAOG;AACH,eAAO,MAAM,0BAA0B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EA8BrC,CAAC;AAEH,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAAyC,CAAC;AAE3E,0DAA0D;AAC1D,MAAM,MAAM,cAAc,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,oBAAoB,CAAC,CAAC"}
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+ {"version":3,"file":"execution-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/execution-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAUxB;;;;;;;GAOG;AACH,eAAO,MAAM,0BAA0B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAuCrC,CAAC;AAEH,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAAyC,CAAC;AAE3E,0DAA0D;AAC1D,MAAM,MAAM,cAAc,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,oBAAoB,CAAC,CAAC"}
package/dist/types/trading-policy/schemas/position-management-prefs.schema.d.ts.map CHANGED
@@ -1 +1 @@
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- {"version":3,"file":"position-management-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/position-management-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAQxB;;;;;;;GAOG;AACH,eAAO,MAAM,mCAAmC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAuC9C,CAAC;AAEH,eAAO,MAAM,6BAA6B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GACO,CAAC;AAElD,oEAAoE;AACpE,MAAM,MAAM,uBAAuB,GAAG,CAAC,CAAC,KAAK,CAC3C,OAAO,6BAA6B,CACrC,CAAC"}
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+ {"version":3,"file":"position-management-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/position-management-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAQxB;;;;;;;GAOG;AACH,eAAO,MAAM,mCAAmC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAoD9C,CAAC;AAEH,eAAO,MAAM,6BAA6B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GACO,CAAC;AAElD,oEAAoE;AACpE,MAAM,MAAM,uBAAuB,GAAG,CAAC,CAAC,KAAK,CAC3C,OAAO,6BAA6B,CACrC,CAAC"}
package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts CHANGED
@@ -28,7 +28,11 @@ 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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+ /**
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+ * Per-trade equity allocation as % of account equity. Replaces legacy AlpacaAccount.tradeAllocationPct.
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+ * Smaller per-trade size (2% vs 5%) for scalping — shorter holds + higher
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+ * concurrency demand smaller per-position bets.
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+ */
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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>;
@@ -112,7 +116,11 @@ 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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+ /**
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+ * Per-trade equity allocation as % of account equity. Replaces legacy AlpacaAccount.tradeAllocationPct.
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+ * Smaller per-trade size (2% vs 5%) for scalping — shorter holds + higher
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+ * concurrency demand smaller per-position bets.
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+ */
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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>;
package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts.map CHANGED
@@ -1 +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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+ {"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;;;;;;;;;;;;;;;;;;;;;IA4BtC;;;;OAIG;;IAEH,kHAAkH;;IAGlH,+EAA+E;;IAE/E,wEAAwE;;IAExE,6FAA6F;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAE7F,CAAC;AAEH,eAAO,MAAM,qBAAqB;;;;;;;;;;;;;;;;;;;;;IAjBhC;;;;OAIG;;IAEH,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"}
package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts CHANGED
@@ -57,9 +57,17 @@ export declare const SignalConsumptionPrefsObjectSchema: 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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- /** Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange. */
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+ /**
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+ * Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange.
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+ * Tighter intraday move filter (15bps vs 50bps) — scalping captures
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+ * sub-percent moves that the swing-trading default would have ignored.
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+ */
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  minPercentageChange: z.ZodDefault<z.ZodNumber>;
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- /** Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold. */
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+ /**
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+ * Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold.
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+ * Higher floor (100k vs 50k) — scalping requires consistent liquidity to
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+ * keep slippage within the tightened maxSlippageTolerancePct (0.3%).
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+ */
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  volumeThreshold: z.ZodDefault<z.ZodNumber>;
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  }, "strip", z.ZodTypeAny, {
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  minPercentageChange: number;
@@ -180,9 +188,17 @@ export declare const SignalConsumptionPrefsSchema: z.ZodDefault<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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- /** Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange. */
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+ /**
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+ * Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange.
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+ * Tighter intraday move filter (15bps vs 50bps) — scalping captures
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+ * sub-percent moves that the swing-trading default would have ignored.
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+ */
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  minPercentageChange: z.ZodDefault<z.ZodNumber>;
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- /** Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold. */
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+ /**
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+ * Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold.
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+ * Higher floor (100k vs 50k) — scalping requires consistent liquidity to
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+ * keep slippage within the tightened maxSlippageTolerancePct (0.3%).
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+ */
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  volumeThreshold: z.ZodDefault<z.ZodNumber>;
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  }, "strip", z.ZodTypeAny, {
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  minPercentageChange: number;
package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts.map CHANGED
@@ -1 +1 @@
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- {"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;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IAwC7C,oHAAoH;;IAEpH,mHAAmH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAEnH,CAAC;AAEH,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IANvC,oHAAoH;;IAEpH,mHAAmH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAKrE,CAAC;AAEjD,mEAAmE;AACnE,MAAM,MAAM,sBAAsB,GAAG,CAAC,CAAC,KAAK,CAC1C,OAAO,4BAA4B,CACpC,CAAC"}
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+ {"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;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IAqD7C;;;;OAIG;;IAEH;;;;OAIG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAEH,CAAC;AAEH,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IAdvC;;;;OAIG;;IAEH;;;;OAIG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAK2C,CAAC;AAEjD,mEAAmE;AACnE,MAAM,MAAM,sBAAsB,GAAG,CAAC,CAAC,KAAK,CAC1C,OAAO,4BAA4B,CACpC,CAAC"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@adaptic/utils",
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- "version": "0.0.986",
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+ "version": "0.0.987",
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  "author": "Adaptic.ai",
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  "description": "Utility functions used in Adaptic app and Lambda functions",
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  "always-build-npm": true,