@adaptic/utils 0.1.48 → 0.1.50

package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts

@@ -0,0 +1,188 @@
+import { z } from "zod";
+/**
+ * Risk budget preferences schema (section 7.3).
+ * Controls portfolio-level risk limits including concentration caps,
+ * drawdown thresholds, loss limits, and exposure constraints.
+ *
+ * The raw ZodObject variant (`RiskBudgetPrefsObjectSchema`) is exported
+ * for use with `deepPartial()`, which requires a ZodObject (not ZodDefault).
+ */
+export declare const RiskBudgetPrefsObjectSchema: z.ZodObject<{
+    maxMarginUtilPct: z.ZodDefault<z.ZodNumber>;
+    maxIssuerConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxThemeConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxAssetClassConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxCountryConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxCurrencyExposurePct: z.ZodDefault<z.ZodNumber>;
+    maxCorrelatedExposurePct: z.ZodDefault<z.ZodNumber>;
+    betaTarget: z.ZodDefault<z.ZodNullable<z.ZodNumber>>;
+    maxBeta: z.ZodDefault<z.ZodNumber>;
+    maxRiskPerTradePct: z.ZodDefault<z.ZodNumber>;
+    maxLossPerDayPct: z.ZodDefault<z.ZodNumber>;
+    maxLossPerWeekPct: z.ZodDefault<z.ZodNumber>;
+    maxLossPerMonthPct: z.ZodDefault<z.ZodNumber>;
+    maxDrawdownFromPeakPct: z.ZodDefault<z.ZodNumber>;
+    maxSimultaneousSignalsPerStrategy: z.ZodDefault<z.ZodNumber>;
+    maxAggregateHeatPct: z.ZodDefault<z.ZodNumber>;
+    overnightExposureCapPct: z.ZodDefault<z.ZodNumber>;
+    weekendExposureCapPct: z.ZodDefault<z.ZodNumber>;
+    eventRiskExposureCapPct: z.ZodDefault<z.ZodNumber>;
+    gapRiskSensitivity: z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>;
+    /**
+     * Per-trade equity allocation as % of account equity. Replaces legacy AlpacaAccount.tradeAllocationPct.
+     * Smaller per-trade size (2% vs 5%) for scalping — shorter holds + higher
+     * concurrency demand smaller per-position bets.
+     */
+    perTradeAllocationPct: z.ZodDefault<z.ZodNumber>;
+    /** Per-trade crypto allocation as % of account equity. Replaces legacy AlpacaAccount.cryptoTradeAllocationPct. */
+    perTradeCryptoAllocationPct: z.ZodDefault<z.ZodNumber>;
+    /** Alpaca day-trading buying power check enforcement. Synced to Alpaca API. */
+    dtbpCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
+    /** Alpaca pattern day trader rule enforcement. Synced to Alpaca API. */
+    pdtCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
+    /** Strict PDT enforcement — block all violations without exception. Synced to Alpaca API. */
+    ptpNoExceptionEntry: z.ZodDefault<z.ZodBoolean>;
+}, "strip", z.ZodTypeAny, {
+    maxMarginUtilPct: number;
+    maxIssuerConcentrationPct: number;
+    maxThemeConcentrationPct: number;
+    maxAssetClassConcentrationPct: number;
+    maxCountryConcentrationPct: number;
+    maxCurrencyExposurePct: number;
+    maxCorrelatedExposurePct: number;
+    betaTarget: number | null;
+    maxBeta: number;
+    maxRiskPerTradePct: number;
+    maxLossPerDayPct: number;
+    maxLossPerWeekPct: number;
+    maxLossPerMonthPct: number;
+    maxDrawdownFromPeakPct: number;
+    maxSimultaneousSignalsPerStrategy: number;
+    maxAggregateHeatPct: number;
+    overnightExposureCapPct: number;
+    weekendExposureCapPct: number;
+    eventRiskExposureCapPct: number;
+    gapRiskSensitivity: "low" | "medium" | "high";
+    perTradeAllocationPct: number;
+    perTradeCryptoAllocationPct: number;
+    dtbpCheck: "both" | "entry" | "exit";
+    pdtCheck: "both" | "entry" | "exit";
+    ptpNoExceptionEntry: boolean;
+}, {
+    maxMarginUtilPct?: number | undefined;
+    maxIssuerConcentrationPct?: number | undefined;
+    maxThemeConcentrationPct?: number | undefined;
+    maxAssetClassConcentrationPct?: number | undefined;
+    maxCountryConcentrationPct?: number | undefined;
+    maxCurrencyExposurePct?: number | undefined;
+    maxCorrelatedExposurePct?: number | undefined;
+    betaTarget?: number | null | undefined;
+    maxBeta?: number | undefined;
+    maxRiskPerTradePct?: number | undefined;
+    maxLossPerDayPct?: number | undefined;
+    maxLossPerWeekPct?: number | undefined;
+    maxLossPerMonthPct?: number | undefined;
+    maxDrawdownFromPeakPct?: number | undefined;
+    maxSimultaneousSignalsPerStrategy?: number | undefined;
+    maxAggregateHeatPct?: number | undefined;
+    overnightExposureCapPct?: number | undefined;
+    weekendExposureCapPct?: number | undefined;
+    eventRiskExposureCapPct?: number | undefined;
+    gapRiskSensitivity?: "low" | "medium" | "high" | undefined;
+    perTradeAllocationPct?: number | undefined;
+    perTradeCryptoAllocationPct?: number | undefined;
+    dtbpCheck?: "both" | "entry" | "exit" | undefined;
+    pdtCheck?: "both" | "entry" | "exit" | undefined;
+    ptpNoExceptionEntry?: boolean | undefined;
+}>;
+export declare const RiskBudgetPrefsSchema: z.ZodDefault<z.ZodObject<{
+    maxMarginUtilPct: z.ZodDefault<z.ZodNumber>;
+    maxIssuerConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxThemeConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxAssetClassConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxCountryConcentrationPct: z.ZodDefault<z.ZodNumber>;
+    maxCurrencyExposurePct: z.ZodDefault<z.ZodNumber>;
+    maxCorrelatedExposurePct: z.ZodDefault<z.ZodNumber>;
+    betaTarget: z.ZodDefault<z.ZodNullable<z.ZodNumber>>;
+    maxBeta: z.ZodDefault<z.ZodNumber>;
+    maxRiskPerTradePct: z.ZodDefault<z.ZodNumber>;
+    maxLossPerDayPct: z.ZodDefault<z.ZodNumber>;
+    maxLossPerWeekPct: z.ZodDefault<z.ZodNumber>;
+    maxLossPerMonthPct: z.ZodDefault<z.ZodNumber>;
+    maxDrawdownFromPeakPct: z.ZodDefault<z.ZodNumber>;
+    maxSimultaneousSignalsPerStrategy: z.ZodDefault<z.ZodNumber>;
+    maxAggregateHeatPct: z.ZodDefault<z.ZodNumber>;
+    overnightExposureCapPct: z.ZodDefault<z.ZodNumber>;
+    weekendExposureCapPct: z.ZodDefault<z.ZodNumber>;
+    eventRiskExposureCapPct: z.ZodDefault<z.ZodNumber>;
+    gapRiskSensitivity: z.ZodDefault<z.ZodEnum<["low", "medium", "high"]>>;
+    /**
+     * Per-trade equity allocation as % of account equity. Replaces legacy AlpacaAccount.tradeAllocationPct.
+     * Smaller per-trade size (2% vs 5%) for scalping — shorter holds + higher
+     * concurrency demand smaller per-position bets.
+     */
+    perTradeAllocationPct: z.ZodDefault<z.ZodNumber>;
+    /** Per-trade crypto allocation as % of account equity. Replaces legacy AlpacaAccount.cryptoTradeAllocationPct. */
+    perTradeCryptoAllocationPct: z.ZodDefault<z.ZodNumber>;
+    /** Alpaca day-trading buying power check enforcement. Synced to Alpaca API. */
+    dtbpCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
+    /** Alpaca pattern day trader rule enforcement. Synced to Alpaca API. */
+    pdtCheck: z.ZodDefault<z.ZodEnum<["both", "entry", "exit"]>>;
+    /** Strict PDT enforcement — block all violations without exception. Synced to Alpaca API. */
+    ptpNoExceptionEntry: z.ZodDefault<z.ZodBoolean>;
+}, "strip", z.ZodTypeAny, {
+    maxMarginUtilPct: number;
+    maxIssuerConcentrationPct: number;
+    maxThemeConcentrationPct: number;
+    maxAssetClassConcentrationPct: number;
+    maxCountryConcentrationPct: number;
+    maxCurrencyExposurePct: number;
+    maxCorrelatedExposurePct: number;
+    betaTarget: number | null;
+    maxBeta: number;
+    maxRiskPerTradePct: number;
+    maxLossPerDayPct: number;
+    maxLossPerWeekPct: number;
+    maxLossPerMonthPct: number;
+    maxDrawdownFromPeakPct: number;
+    maxSimultaneousSignalsPerStrategy: number;
+    maxAggregateHeatPct: number;
+    overnightExposureCapPct: number;
+    weekendExposureCapPct: number;
+    eventRiskExposureCapPct: number;
+    gapRiskSensitivity: "low" | "medium" | "high";
+    perTradeAllocationPct: number;
+    perTradeCryptoAllocationPct: number;
+    dtbpCheck: "both" | "entry" | "exit";
+    pdtCheck: "both" | "entry" | "exit";
+    ptpNoExceptionEntry: boolean;
+}, {
+    maxMarginUtilPct?: number | undefined;
+    maxIssuerConcentrationPct?: number | undefined;
+    maxThemeConcentrationPct?: number | undefined;
+    maxAssetClassConcentrationPct?: number | undefined;
+    maxCountryConcentrationPct?: number | undefined;
+    maxCurrencyExposurePct?: number | undefined;
+    maxCorrelatedExposurePct?: number | undefined;
+    betaTarget?: number | null | undefined;
+    maxBeta?: number | undefined;
+    maxRiskPerTradePct?: number | undefined;
+    maxLossPerDayPct?: number | undefined;
+    maxLossPerWeekPct?: number | undefined;
+    maxLossPerMonthPct?: number | undefined;
+    maxDrawdownFromPeakPct?: number | undefined;
+    maxSimultaneousSignalsPerStrategy?: number | undefined;
+    maxAggregateHeatPct?: number | undefined;
+    overnightExposureCapPct?: number | undefined;
+    weekendExposureCapPct?: number | undefined;
+    eventRiskExposureCapPct?: number | undefined;
+    gapRiskSensitivity?: "low" | "medium" | "high" | undefined;
+    perTradeAllocationPct?: number | undefined;
+    perTradeCryptoAllocationPct?: number | undefined;
+    dtbpCheck?: "both" | "entry" | "exit" | undefined;
+    pdtCheck?: "both" | "entry" | "exit" | undefined;
+    ptpNoExceptionEntry?: boolean | undefined;
+}>>;
+/** Inferred TypeScript type for risk budget preferences. */
+export type RiskBudgetPrefs = z.infer<typeof RiskBudgetPrefsSchema>;
+//# sourceMappingURL=risk-budget-prefs.schema.d.ts.map

package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts

@@ -0,0 +1,274 @@
+import { z } from "zod";
+/**
+ * Signal consumption preferences schema (section 7.4).
+ * Controls how incoming trade signals are filtered, throttled,
+ * prioritized, and handled when conflicts arise.
+ *
+ * The raw ZodObject variant (`SignalConsumptionPrefsObjectSchema`) is exported
+ * for use with `deepPartial()`, which requires a ZodObject (not ZodDefault).
+ */
+export declare const SignalConsumptionPrefsObjectSchema: z.ZodObject<{
+    enabledStrategies: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
+    disabledStrategies: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
+    minConfidenceByDefault: z.ZodDefault<z.ZodNumber>;
+    minConfidenceByAssetClass: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
+    minConfidenceByStrategy: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
+    minExpectedRewardRiskRatio: z.ZodDefault<z.ZodNumber>;
+    minExpectedEdgePct: z.ZodDefault<z.ZodNumber>;
+    maxSignalAgeSeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterEntrySeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterExitSeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterStopOutSeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterFailedTradeSeconds: z.ZodDefault<z.ZodNumber>;
+    duplicateSignalSuppressionWindowSeconds: z.ZodDefault<z.ZodNumber>;
+    reversalHandlingPolicy: z.ZodDefault<z.ZodEnum<["ignore_reversal", "close_only", "flatten_then_reverse", "allow_full_reversal"]>>;
+    conflictHandlingOpenOrders: z.ZodDefault<z.ZodEnum<["cancel_conflicting", "replace_existing", "keep_existing_skip", "escalate"]>>;
+    conflictHandlingOpposingPosition: z.ZodDefault<z.ZodEnum<["reduce", "close", "flatten_then_reverse", "hold"]>>;
+    minConvictionDeltaToModify: z.ZodDefault<z.ZodNumber>;
+    strategyPriorityRules: z.ZodDefault<z.ZodArray<z.ZodObject<{
+        strategy: z.ZodString;
+        priority: z.ZodNumber;
+    }, "strip", z.ZodTypeAny, {
+        strategy: string;
+        priority: number;
+    }, {
+        strategy: string;
+        priority: number;
+    }>, "many">>;
+    noTradeWindows: z.ZodDefault<z.ZodArray<z.ZodObject<{
+        name: z.ZodString;
+        startTime: z.ZodString;
+        endTime: z.ZodString;
+        daysOfWeek: z.ZodDefault<z.ZodArray<z.ZodNumber, "many">>;
+        enabled: z.ZodDefault<z.ZodBoolean>;
+    }, "strip", z.ZodTypeAny, {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek: number[];
+        enabled: boolean;
+    }, {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek?: number[] | undefined;
+        enabled?: boolean | undefined;
+    }>, "many">>;
+    earningsBlackoutEnabled: z.ZodDefault<z.ZodBoolean>;
+    earningsBlackoutHoursBefore: z.ZodDefault<z.ZodNumber>;
+    earningsBlackoutHoursAfter: z.ZodDefault<z.ZodNumber>;
+    /**
+     * Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange.
+     * Tighter intraday move filter (15bps vs 50bps) — scalping captures
+     * sub-percent moves that the swing-trading default would have ignored.
+     */
+    minPercentageChange: z.ZodDefault<z.ZodNumber>;
+    /**
+     * Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold.
+     * Higher floor (100k vs 50k) — scalping requires consistent liquidity to
+     * keep slippage within the tightened maxSlippageTolerancePct (0.3%).
+     */
+    volumeThreshold: z.ZodDefault<z.ZodNumber>;
+}, "strip", z.ZodTypeAny, {
+    minPercentageChange: number;
+    volumeThreshold: number;
+    enabledStrategies: string[];
+    disabledStrategies: string[];
+    minConfidenceByDefault: number;
+    minConfidenceByAssetClass: Record<string, number>;
+    minConfidenceByStrategy: Record<string, number>;
+    minExpectedRewardRiskRatio: number;
+    minExpectedEdgePct: number;
+    maxSignalAgeSeconds: number;
+    cooldownAfterEntrySeconds: number;
+    cooldownAfterExitSeconds: number;
+    cooldownAfterStopOutSeconds: number;
+    cooldownAfterFailedTradeSeconds: number;
+    duplicateSignalSuppressionWindowSeconds: number;
+    reversalHandlingPolicy: "ignore_reversal" | "close_only" | "flatten_then_reverse" | "allow_full_reversal";
+    conflictHandlingOpenOrders: "cancel_conflicting" | "replace_existing" | "keep_existing_skip" | "escalate";
+    conflictHandlingOpposingPosition: "close" | "reduce" | "flatten_then_reverse" | "hold";
+    minConvictionDeltaToModify: number;
+    strategyPriorityRules: {
+        strategy: string;
+        priority: number;
+    }[];
+    noTradeWindows: {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek: number[];
+        enabled: boolean;
+    }[];
+    earningsBlackoutEnabled: boolean;
+    earningsBlackoutHoursBefore: number;
+    earningsBlackoutHoursAfter: number;
+}, {
+    minPercentageChange?: number | undefined;
+    volumeThreshold?: number | undefined;
+    enabledStrategies?: string[] | undefined;
+    disabledStrategies?: string[] | undefined;
+    minConfidenceByDefault?: number | undefined;
+    minConfidenceByAssetClass?: Record<string, number> | undefined;
+    minConfidenceByStrategy?: Record<string, number> | undefined;
+    minExpectedRewardRiskRatio?: number | undefined;
+    minExpectedEdgePct?: number | undefined;
+    maxSignalAgeSeconds?: number | undefined;
+    cooldownAfterEntrySeconds?: number | undefined;
+    cooldownAfterExitSeconds?: number | undefined;
+    cooldownAfterStopOutSeconds?: number | undefined;
+    cooldownAfterFailedTradeSeconds?: number | undefined;
+    duplicateSignalSuppressionWindowSeconds?: number | undefined;
+    reversalHandlingPolicy?: "ignore_reversal" | "close_only" | "flatten_then_reverse" | "allow_full_reversal" | undefined;
+    conflictHandlingOpenOrders?: "cancel_conflicting" | "replace_existing" | "keep_existing_skip" | "escalate" | undefined;
+    conflictHandlingOpposingPosition?: "close" | "reduce" | "flatten_then_reverse" | "hold" | undefined;
+    minConvictionDeltaToModify?: number | undefined;
+    strategyPriorityRules?: {
+        strategy: string;
+        priority: number;
+    }[] | undefined;
+    noTradeWindows?: {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek?: number[] | undefined;
+        enabled?: boolean | undefined;
+    }[] | undefined;
+    earningsBlackoutEnabled?: boolean | undefined;
+    earningsBlackoutHoursBefore?: number | undefined;
+    earningsBlackoutHoursAfter?: number | undefined;
+}>;
+export declare const SignalConsumptionPrefsSchema: z.ZodDefault<z.ZodObject<{
+    enabledStrategies: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
+    disabledStrategies: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
+    minConfidenceByDefault: z.ZodDefault<z.ZodNumber>;
+    minConfidenceByAssetClass: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
+    minConfidenceByStrategy: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
+    minExpectedRewardRiskRatio: z.ZodDefault<z.ZodNumber>;
+    minExpectedEdgePct: z.ZodDefault<z.ZodNumber>;
+    maxSignalAgeSeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterEntrySeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterExitSeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterStopOutSeconds: z.ZodDefault<z.ZodNumber>;
+    cooldownAfterFailedTradeSeconds: z.ZodDefault<z.ZodNumber>;
+    duplicateSignalSuppressionWindowSeconds: z.ZodDefault<z.ZodNumber>;
+    reversalHandlingPolicy: z.ZodDefault<z.ZodEnum<["ignore_reversal", "close_only", "flatten_then_reverse", "allow_full_reversal"]>>;
+    conflictHandlingOpenOrders: z.ZodDefault<z.ZodEnum<["cancel_conflicting", "replace_existing", "keep_existing_skip", "escalate"]>>;
+    conflictHandlingOpposingPosition: z.ZodDefault<z.ZodEnum<["reduce", "close", "flatten_then_reverse", "hold"]>>;
+    minConvictionDeltaToModify: z.ZodDefault<z.ZodNumber>;
+    strategyPriorityRules: z.ZodDefault<z.ZodArray<z.ZodObject<{
+        strategy: z.ZodString;
+        priority: z.ZodNumber;
+    }, "strip", z.ZodTypeAny, {
+        strategy: string;
+        priority: number;
+    }, {
+        strategy: string;
+        priority: number;
+    }>, "many">>;
+    noTradeWindows: z.ZodDefault<z.ZodArray<z.ZodObject<{
+        name: z.ZodString;
+        startTime: z.ZodString;
+        endTime: z.ZodString;
+        daysOfWeek: z.ZodDefault<z.ZodArray<z.ZodNumber, "many">>;
+        enabled: z.ZodDefault<z.ZodBoolean>;
+    }, "strip", z.ZodTypeAny, {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek: number[];
+        enabled: boolean;
+    }, {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek?: number[] | undefined;
+        enabled?: boolean | undefined;
+    }>, "many">>;
+    earningsBlackoutEnabled: z.ZodDefault<z.ZodBoolean>;
+    earningsBlackoutHoursBefore: z.ZodDefault<z.ZodNumber>;
+    earningsBlackoutHoursAfter: z.ZodDefault<z.ZodNumber>;
+    /**
+     * Minimum price movement % to qualify as a tradeable signal. Replaces legacy AlpacaAccount.minPercentageChange.
+     * Tighter intraday move filter (15bps vs 50bps) — scalping captures
+     * sub-percent moves that the swing-trading default would have ignored.
+     */
+    minPercentageChange: z.ZodDefault<z.ZodNumber>;
+    /**
+     * Minimum average daily volume to qualify a symbol for trading. Replaces legacy AlpacaAccount.volumeThreshold.
+     * Higher floor (100k vs 50k) — scalping requires consistent liquidity to
+     * keep slippage within the tightened maxSlippageTolerancePct (0.3%).
+     */
+    volumeThreshold: z.ZodDefault<z.ZodNumber>;
+}, "strip", z.ZodTypeAny, {
+    minPercentageChange: number;
+    volumeThreshold: number;
+    enabledStrategies: string[];
+    disabledStrategies: string[];
+    minConfidenceByDefault: number;
+    minConfidenceByAssetClass: Record<string, number>;
+    minConfidenceByStrategy: Record<string, number>;
+    minExpectedRewardRiskRatio: number;
+    minExpectedEdgePct: number;
+    maxSignalAgeSeconds: number;
+    cooldownAfterEntrySeconds: number;
+    cooldownAfterExitSeconds: number;
+    cooldownAfterStopOutSeconds: number;
+    cooldownAfterFailedTradeSeconds: number;
+    duplicateSignalSuppressionWindowSeconds: number;
+    reversalHandlingPolicy: "ignore_reversal" | "close_only" | "flatten_then_reverse" | "allow_full_reversal";
+    conflictHandlingOpenOrders: "cancel_conflicting" | "replace_existing" | "keep_existing_skip" | "escalate";
+    conflictHandlingOpposingPosition: "close" | "reduce" | "flatten_then_reverse" | "hold";
+    minConvictionDeltaToModify: number;
+    strategyPriorityRules: {
+        strategy: string;
+        priority: number;
+    }[];
+    noTradeWindows: {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek: number[];
+        enabled: boolean;
+    }[];
+    earningsBlackoutEnabled: boolean;
+    earningsBlackoutHoursBefore: number;
+    earningsBlackoutHoursAfter: number;
+}, {
+    minPercentageChange?: number | undefined;
+    volumeThreshold?: number | undefined;
+    enabledStrategies?: string[] | undefined;
+    disabledStrategies?: string[] | undefined;
+    minConfidenceByDefault?: number | undefined;
+    minConfidenceByAssetClass?: Record<string, number> | undefined;
+    minConfidenceByStrategy?: Record<string, number> | undefined;
+    minExpectedRewardRiskRatio?: number | undefined;
+    minExpectedEdgePct?: number | undefined;
+    maxSignalAgeSeconds?: number | undefined;
+    cooldownAfterEntrySeconds?: number | undefined;
+    cooldownAfterExitSeconds?: number | undefined;
+    cooldownAfterStopOutSeconds?: number | undefined;
+    cooldownAfterFailedTradeSeconds?: number | undefined;
+    duplicateSignalSuppressionWindowSeconds?: number | undefined;
+    reversalHandlingPolicy?: "ignore_reversal" | "close_only" | "flatten_then_reverse" | "allow_full_reversal" | undefined;
+    conflictHandlingOpenOrders?: "cancel_conflicting" | "replace_existing" | "keep_existing_skip" | "escalate" | undefined;
+    conflictHandlingOpposingPosition?: "close" | "reduce" | "flatten_then_reverse" | "hold" | undefined;
+    minConvictionDeltaToModify?: number | undefined;
+    strategyPriorityRules?: {
+        strategy: string;
+        priority: number;
+    }[] | undefined;
+    noTradeWindows?: {
+        name: string;
+        startTime: string;
+        endTime: string;
+        daysOfWeek?: number[] | undefined;
+        enabled?: boolean | undefined;
+    }[] | undefined;
+    earningsBlackoutEnabled?: boolean | undefined;
+    earningsBlackoutHoursBefore?: number | undefined;
+    earningsBlackoutHoursAfter?: number | undefined;
+}>>;
+/** Inferred TypeScript type for signal consumption preferences. */
+export type SignalConsumptionPrefs = z.infer<typeof SignalConsumptionPrefsSchema>;
+//# sourceMappingURL=signal-consumption-prefs.schema.d.ts.map

package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts.map

@@ -0,0 +1 @@
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