@adaptic/utils 0.1.49 → 0.1.50
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 +58226 -229
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +58193 -229
- package/dist/index.mjs.map +1 -1
- package/dist/types/alpaca/client.d.ts +105 -0
- package/dist/types/alpaca/client.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/data.d.ts +281 -0
- package/dist/types/alpaca/crypto/data.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/index.d.ts +75 -0
- package/dist/types/alpaca/crypto/index.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/orders.d.ts +221 -0
- package/dist/types/alpaca/crypto/orders.d.ts.map +1 -0
- package/dist/types/alpaca/index.d.ts +204 -0
- package/dist/types/alpaca/index.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/bars.d.ts +142 -0
- package/dist/types/alpaca/market-data/bars.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/index.d.ts +13 -0
- package/dist/types/alpaca/market-data/index.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/news.d.ts +87 -0
- package/dist/types/alpaca/market-data/news.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/quotes.d.ts +85 -0
- package/dist/types/alpaca/market-data/quotes.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/trades.d.ts +98 -0
- package/dist/types/alpaca/market-data/trades.d.ts.map +1 -0
- package/dist/types/alpaca/options/contracts.d.ts +279 -0
- package/dist/types/alpaca/options/contracts.d.ts.map +1 -0
- package/dist/types/alpaca/options/data.d.ts +126 -0
- package/dist/types/alpaca/options/data.d.ts.map +1 -0
- package/dist/types/alpaca/options/index.d.ts +17 -0
- package/dist/types/alpaca/options/index.d.ts.map +1 -0
- package/dist/types/alpaca/options/orders.d.ts +366 -0
- package/dist/types/alpaca/options/orders.d.ts.map +1 -0
- package/dist/types/alpaca/options/strategies.d.ts +224 -0
- package/dist/types/alpaca/options/strategies.d.ts.map +1 -0
- package/dist/types/alpaca/streams/base-stream.d.ts +143 -0
- package/dist/types/alpaca/streams/base-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/crypto-stream.d.ts +173 -0
- package/dist/types/alpaca/streams/crypto-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/index.d.ts +54 -0
- package/dist/types/alpaca/streams/index.d.ts.map +1 -0
- package/dist/types/alpaca/streams/option-stream.d.ts +167 -0
- package/dist/types/alpaca/streams/option-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/stock-stream.d.ts +176 -0
- package/dist/types/alpaca/streams/stock-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/stream-manager.d.ts +277 -0
- package/dist/types/alpaca/streams/stream-manager.d.ts.map +1 -0
- package/dist/types/alpaca/streams/trading-stream.d.ts +186 -0
- package/dist/types/alpaca/streams/trading-stream.d.ts.map +1 -0
- package/dist/types/alpaca/trading/account.d.ts +198 -0
- package/dist/types/alpaca/trading/account.d.ts.map +1 -0
- package/dist/types/alpaca/trading/bracket-orders.d.ts +162 -0
- package/dist/types/alpaca/trading/bracket-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/clock.d.ts +99 -0
- package/dist/types/alpaca/trading/clock.d.ts.map +1 -0
- package/dist/types/alpaca/trading/index.d.ts +15 -0
- package/dist/types/alpaca/trading/index.d.ts.map +1 -0
- package/dist/types/alpaca/trading/oco-orders.d.ts +203 -0
- package/dist/types/alpaca/trading/oco-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/order-utils.d.ts +404 -0
- package/dist/types/alpaca/trading/order-utils.d.ts.map +1 -0
- package/dist/types/alpaca/trading/orders.d.ts +199 -0
- package/dist/types/alpaca/trading/orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/oto-orders.d.ts +282 -0
- package/dist/types/alpaca/trading/oto-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/positions.d.ts +389 -0
- package/dist/types/alpaca/trading/positions.d.ts.map +1 -0
- package/dist/types/alpaca/trading/smart-orders.d.ts +301 -0
- package/dist/types/alpaca/trading/smart-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/trailing-stops.d.ts +247 -0
- package/dist/types/alpaca/trading/trailing-stops.d.ts.map +1 -0
- package/dist/types/config/api-endpoints.d.ts +94 -0
- package/dist/types/config/api-endpoints.d.ts.map +1 -0
- package/dist/types/errors/index.d.ts +130 -0
- package/dist/types/errors/index.d.ts.map +1 -0
- package/dist/types/examples/rate-limiter-example.d.ts +7 -0
- package/dist/types/examples/rate-limiter-example.d.ts.map +1 -0
- package/dist/types/http-timeout.d.ts +37 -0
- package/dist/types/http-timeout.d.ts.map +1 -0
- package/dist/types/index.d.ts +9 -0
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/logger.d.ts +68 -0
- package/dist/types/logger.d.ts.map +1 -0
- package/dist/types/massive.d.ts +167 -0
- package/dist/types/massive.d.ts.map +1 -0
- package/dist/types/rate-limiter.d.ts +173 -0
- package/dist/types/rate-limiter.d.ts.map +1 -0
- package/dist/types/risk-free-rate.d.ts +153 -0
- package/dist/types/risk-free-rate.d.ts.map +1 -0
- package/dist/types/schemas/alpaca-schemas.d.ts +779 -0
- package/dist/types/schemas/alpaca-schemas.d.ts.map +1 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts +255 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts.map +1 -0
- package/dist/types/schemas/index.d.ts +21 -0
- package/dist/types/schemas/index.d.ts.map +1 -0
- package/dist/types/schemas/massive-schemas.d.ts +561 -0
- package/dist/types/schemas/massive-schemas.d.ts.map +1 -0
- package/dist/types/schemas/validate-response.d.ts +88 -0
- package/dist/types/schemas/validate-response.d.ts.map +1 -0
- package/dist/types/trading-policy/defaults/default-trading-policy.d.ts +29 -0
- package/dist/types/trading-policy/defaults/default-trading-policy.d.ts.map +1 -0
- package/dist/types/trading-policy/enums.d.ts +85 -0
- package/dist/types/trading-policy/enums.d.ts.map +1 -0
- package/dist/types/trading-policy/index.d.ts +13 -2
- package/dist/types/trading-policy/index.d.ts.map +1 -1
- package/dist/types/trading-policy/schemas/asset-universe-prefs.schema.d.ts +182 -0
- package/dist/types/trading-policy/schemas/asset-universe-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/audit-notification-prefs.schema.d.ts +112 -0
- package/dist/types/trading-policy/schemas/audit-notification-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/autonomy-prefs.schema.d.ts +369 -0
- package/dist/types/trading-policy/schemas/autonomy-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts +1703 -0
- package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/execution-prefs.schema.d.ts +122 -0
- package/dist/types/trading-policy/schemas/execution-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/index.d.ts +13 -0
- package/dist/types/trading-policy/schemas/index.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/model-prefs.schema.d.ts +249 -0
- package/dist/types/trading-policy/schemas/model-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/overlay-response-prefs.schema.d.ts +217 -0
- package/dist/types/trading-policy/schemas/overlay-response-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts +3031 -0
- package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/portfolio-construction-prefs.schema.d.ts +258 -0
- package/dist/types/trading-policy/schemas/portfolio-construction-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/position-management-prefs.schema.d.ts +218 -0
- package/dist/types/trading-policy/schemas/position-management-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts +188 -0
- package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts +274 -0
- package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts.map +1 -0
- package/dist/types/types/alpaca-types.d.ts +108 -17
- package/dist/types/types/alpaca-types.d.ts.map +1 -1
- package/dist/types/utils/paginator.d.ts +154 -0
- package/dist/types/utils/paginator.d.ts.map +1 -0
- package/dist/types/utils/retry.d.ts +83 -0
- package/dist/types/utils/retry.d.ts.map +1 -0
- package/package.json +5 -1
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{"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;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;gCA8CjB,CAAC;AAEjB,8DAA8D;AAC9D,MAAM,MAAM,cAAc,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,oBAAoB,CAAC,CAAC"}
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import { z } from "zod";
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/**
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* Portfolio construction preferences schema (section 7.7).
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* Governs asset allocation targets, rebalancing triggers, weighting methods,
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* cash management, portfolio-level stops, and forced deleveraging rules.
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*
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* The raw ZodObject variant (`PortfolioConstructionPrefsObjectSchema`) is exported
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* for use with `deepPartial()`, which requires a ZodObject (not ZodDefault).
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*/
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export declare const PortfolioConstructionPrefsObjectSchema: z.ZodObject<{
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targetAllocationByAssetClass: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
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tacticalAllocationBands: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodObject<{
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target: z.ZodNumber;
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minPct: z.ZodNumber;
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maxPct: z.ZodNumber;
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}, "strip", z.ZodTypeAny, {
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target: number;
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minPct: number;
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maxPct: number;
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}, {
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target: number;
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minPct: number;
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maxPct: number;
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}>>>;
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driftThresholdPct: z.ZodDefault<z.ZodNumber>;
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rebalanceTrigger: z.ZodDefault<z.ZodEnum<["threshold", "calendar", "both"]>>;
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rebalanceFrequencyDays: z.ZodDefault<z.ZodNumber>;
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autonomousRebalancing: z.ZodDefault<z.ZodBoolean>;
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rebalanceDuringRiskOff: z.ZodDefault<z.ZodBoolean>;
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maxTurnoverPerRebalancePct: z.ZodDefault<z.ZodNumber>;
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preferredWeighting: z.ZodDefault<z.ZodEnum<["equal_weight", "risk_based", "conviction_weighted", "target_allocation"]>>;
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strategySleeveBudgets: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodObject<{
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maxAllocationPct: z.ZodNumber;
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currentAllocationPct: z.ZodDefault<z.ZodNumber>;
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}, "strip", z.ZodTypeAny, {
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maxAllocationPct: number;
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currentAllocationPct: number;
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}, {
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maxAllocationPct: number;
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currentAllocationPct?: number | undefined;
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}>>>;
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cashTargetPct: z.ZodDefault<z.ZodNumber>;
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defensiveCashEscalationEnabled: z.ZodDefault<z.ZodBoolean>;
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defensiveCashEscalationRules: z.ZodDefault<z.ZodArray<z.ZodObject<{
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triggerCondition: z.ZodString;
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targetCashPct: z.ZodNumber;
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}, "strip", z.ZodTypeAny, {
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triggerCondition: string;
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targetCashPct: number;
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}, {
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triggerCondition: string;
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targetCashPct: number;
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}>, "many">>;
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hedgeOverlayEnabled: z.ZodDefault<z.ZodBoolean>;
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autonomousPortfolioTrailingStop: z.ZodDefault<z.ZodBoolean>;
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portfolioTrailingStopPct: z.ZodDefault<z.ZodNumber>;
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portfolioCircuitBreakerEnabled: z.ZodDefault<z.ZodBoolean>;
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portfolioCircuitBreakerDrawdownPct: z.ZodDefault<z.ZodNumber>;
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equityCurveStopEnabled: z.ZodDefault<z.ZodBoolean>;
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equityCurveStopLookbackDays: z.ZodDefault<z.ZodNumber>;
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forcedDeleveragingEnabled: z.ZodDefault<z.ZodBoolean>;
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forcedDeleveragingTriggerDrawdownPct: z.ZodDefault<z.ZodNumber>;
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forcedDeleveragingTargetExposurePct: z.ZodDefault<z.ZodNumber>;
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}, "strip", z.ZodTypeAny, {
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targetAllocationByAssetClass: Record<string, number>;
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tacticalAllocationBands: Record<string, {
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target: number;
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minPct: number;
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maxPct: number;
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}>;
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driftThresholdPct: number;
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rebalanceTrigger: "both" | "threshold" | "calendar";
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rebalanceFrequencyDays: number;
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autonomousRebalancing: boolean;
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rebalanceDuringRiskOff: boolean;
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maxTurnoverPerRebalancePct: number;
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preferredWeighting: "equal_weight" | "risk_based" | "conviction_weighted" | "target_allocation";
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strategySleeveBudgets: Record<string, {
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maxAllocationPct: number;
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currentAllocationPct: number;
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}>;
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cashTargetPct: number;
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defensiveCashEscalationEnabled: boolean;
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defensiveCashEscalationRules: {
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triggerCondition: string;
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targetCashPct: number;
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}[];
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hedgeOverlayEnabled: boolean;
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autonomousPortfolioTrailingStop: boolean;
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portfolioTrailingStopPct: number;
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portfolioCircuitBreakerEnabled: boolean;
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portfolioCircuitBreakerDrawdownPct: number;
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equityCurveStopEnabled: boolean;
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equityCurveStopLookbackDays: number;
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forcedDeleveragingEnabled: boolean;
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forcedDeleveragingTriggerDrawdownPct: number;
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forcedDeleveragingTargetExposurePct: number;
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}, {
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targetAllocationByAssetClass?: Record<string, number> | undefined;
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tacticalAllocationBands?: Record<string, {
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target: number;
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minPct: number;
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maxPct: number;
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}> | undefined;
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driftThresholdPct?: number | undefined;
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rebalanceTrigger?: "both" | "threshold" | "calendar" | undefined;
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rebalanceFrequencyDays?: number | undefined;
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autonomousRebalancing?: boolean | undefined;
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rebalanceDuringRiskOff?: boolean | undefined;
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maxTurnoverPerRebalancePct?: number | undefined;
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preferredWeighting?: "equal_weight" | "risk_based" | "conviction_weighted" | "target_allocation" | undefined;
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strategySleeveBudgets?: Record<string, {
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maxAllocationPct: number;
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currentAllocationPct?: number | undefined;
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}> | undefined;
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cashTargetPct?: number | undefined;
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defensiveCashEscalationEnabled?: boolean | undefined;
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defensiveCashEscalationRules?: {
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triggerCondition: string;
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targetCashPct: number;
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}[] | undefined;
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hedgeOverlayEnabled?: boolean | undefined;
|
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123
|
+
autonomousPortfolioTrailingStop?: boolean | undefined;
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124
|
+
portfolioTrailingStopPct?: number | undefined;
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125
|
+
portfolioCircuitBreakerEnabled?: boolean | undefined;
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126
|
+
portfolioCircuitBreakerDrawdownPct?: number | undefined;
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127
|
+
equityCurveStopEnabled?: boolean | undefined;
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128
|
+
equityCurveStopLookbackDays?: number | undefined;
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129
|
+
forcedDeleveragingEnabled?: boolean | undefined;
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130
|
+
forcedDeleveragingTriggerDrawdownPct?: number | undefined;
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+
forcedDeleveragingTargetExposurePct?: number | undefined;
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+
}>;
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+
export declare const PortfolioConstructionPrefsSchema: z.ZodDefault<z.ZodObject<{
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+
targetAllocationByAssetClass: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
|
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135
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+
tacticalAllocationBands: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodObject<{
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136
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+
target: z.ZodNumber;
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137
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+
minPct: z.ZodNumber;
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138
|
+
maxPct: z.ZodNumber;
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139
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+
}, "strip", z.ZodTypeAny, {
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140
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+
target: number;
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141
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+
minPct: number;
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142
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+
maxPct: number;
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+
}, {
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+
target: number;
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145
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+
minPct: number;
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146
|
+
maxPct: number;
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147
|
+
}>>>;
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148
|
+
driftThresholdPct: z.ZodDefault<z.ZodNumber>;
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149
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+
rebalanceTrigger: z.ZodDefault<z.ZodEnum<["threshold", "calendar", "both"]>>;
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+
rebalanceFrequencyDays: z.ZodDefault<z.ZodNumber>;
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+
autonomousRebalancing: z.ZodDefault<z.ZodBoolean>;
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+
rebalanceDuringRiskOff: z.ZodDefault<z.ZodBoolean>;
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+
maxTurnoverPerRebalancePct: z.ZodDefault<z.ZodNumber>;
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|
+
preferredWeighting: z.ZodDefault<z.ZodEnum<["equal_weight", "risk_based", "conviction_weighted", "target_allocation"]>>;
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+
strategySleeveBudgets: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodObject<{
|
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|
+
maxAllocationPct: z.ZodNumber;
|
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157
|
+
currentAllocationPct: z.ZodDefault<z.ZodNumber>;
|
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158
|
+
}, "strip", z.ZodTypeAny, {
|
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|
+
maxAllocationPct: number;
|
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160
|
+
currentAllocationPct: number;
|
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161
|
+
}, {
|
|
162
|
+
maxAllocationPct: number;
|
|
163
|
+
currentAllocationPct?: number | undefined;
|
|
164
|
+
}>>>;
|
|
165
|
+
cashTargetPct: z.ZodDefault<z.ZodNumber>;
|
|
166
|
+
defensiveCashEscalationEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
167
|
+
defensiveCashEscalationRules: z.ZodDefault<z.ZodArray<z.ZodObject<{
|
|
168
|
+
triggerCondition: z.ZodString;
|
|
169
|
+
targetCashPct: z.ZodNumber;
|
|
170
|
+
}, "strip", z.ZodTypeAny, {
|
|
171
|
+
triggerCondition: string;
|
|
172
|
+
targetCashPct: number;
|
|
173
|
+
}, {
|
|
174
|
+
triggerCondition: string;
|
|
175
|
+
targetCashPct: number;
|
|
176
|
+
}>, "many">>;
|
|
177
|
+
hedgeOverlayEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
178
|
+
autonomousPortfolioTrailingStop: z.ZodDefault<z.ZodBoolean>;
|
|
179
|
+
portfolioTrailingStopPct: z.ZodDefault<z.ZodNumber>;
|
|
180
|
+
portfolioCircuitBreakerEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
181
|
+
portfolioCircuitBreakerDrawdownPct: z.ZodDefault<z.ZodNumber>;
|
|
182
|
+
equityCurveStopEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
183
|
+
equityCurveStopLookbackDays: z.ZodDefault<z.ZodNumber>;
|
|
184
|
+
forcedDeleveragingEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
185
|
+
forcedDeleveragingTriggerDrawdownPct: z.ZodDefault<z.ZodNumber>;
|
|
186
|
+
forcedDeleveragingTargetExposurePct: z.ZodDefault<z.ZodNumber>;
|
|
187
|
+
}, "strip", z.ZodTypeAny, {
|
|
188
|
+
targetAllocationByAssetClass: Record<string, number>;
|
|
189
|
+
tacticalAllocationBands: Record<string, {
|
|
190
|
+
target: number;
|
|
191
|
+
minPct: number;
|
|
192
|
+
maxPct: number;
|
|
193
|
+
}>;
|
|
194
|
+
driftThresholdPct: number;
|
|
195
|
+
rebalanceTrigger: "both" | "threshold" | "calendar";
|
|
196
|
+
rebalanceFrequencyDays: number;
|
|
197
|
+
autonomousRebalancing: boolean;
|
|
198
|
+
rebalanceDuringRiskOff: boolean;
|
|
199
|
+
maxTurnoverPerRebalancePct: number;
|
|
200
|
+
preferredWeighting: "equal_weight" | "risk_based" | "conviction_weighted" | "target_allocation";
|
|
201
|
+
strategySleeveBudgets: Record<string, {
|
|
202
|
+
maxAllocationPct: number;
|
|
203
|
+
currentAllocationPct: number;
|
|
204
|
+
}>;
|
|
205
|
+
cashTargetPct: number;
|
|
206
|
+
defensiveCashEscalationEnabled: boolean;
|
|
207
|
+
defensiveCashEscalationRules: {
|
|
208
|
+
triggerCondition: string;
|
|
209
|
+
targetCashPct: number;
|
|
210
|
+
}[];
|
|
211
|
+
hedgeOverlayEnabled: boolean;
|
|
212
|
+
autonomousPortfolioTrailingStop: boolean;
|
|
213
|
+
portfolioTrailingStopPct: number;
|
|
214
|
+
portfolioCircuitBreakerEnabled: boolean;
|
|
215
|
+
portfolioCircuitBreakerDrawdownPct: number;
|
|
216
|
+
equityCurveStopEnabled: boolean;
|
|
217
|
+
equityCurveStopLookbackDays: number;
|
|
218
|
+
forcedDeleveragingEnabled: boolean;
|
|
219
|
+
forcedDeleveragingTriggerDrawdownPct: number;
|
|
220
|
+
forcedDeleveragingTargetExposurePct: number;
|
|
221
|
+
}, {
|
|
222
|
+
targetAllocationByAssetClass?: Record<string, number> | undefined;
|
|
223
|
+
tacticalAllocationBands?: Record<string, {
|
|
224
|
+
target: number;
|
|
225
|
+
minPct: number;
|
|
226
|
+
maxPct: number;
|
|
227
|
+
}> | undefined;
|
|
228
|
+
driftThresholdPct?: number | undefined;
|
|
229
|
+
rebalanceTrigger?: "both" | "threshold" | "calendar" | undefined;
|
|
230
|
+
rebalanceFrequencyDays?: number | undefined;
|
|
231
|
+
autonomousRebalancing?: boolean | undefined;
|
|
232
|
+
rebalanceDuringRiskOff?: boolean | undefined;
|
|
233
|
+
maxTurnoverPerRebalancePct?: number | undefined;
|
|
234
|
+
preferredWeighting?: "equal_weight" | "risk_based" | "conviction_weighted" | "target_allocation" | undefined;
|
|
235
|
+
strategySleeveBudgets?: Record<string, {
|
|
236
|
+
maxAllocationPct: number;
|
|
237
|
+
currentAllocationPct?: number | undefined;
|
|
238
|
+
}> | undefined;
|
|
239
|
+
cashTargetPct?: number | undefined;
|
|
240
|
+
defensiveCashEscalationEnabled?: boolean | undefined;
|
|
241
|
+
defensiveCashEscalationRules?: {
|
|
242
|
+
triggerCondition: string;
|
|
243
|
+
targetCashPct: number;
|
|
244
|
+
}[] | undefined;
|
|
245
|
+
hedgeOverlayEnabled?: boolean | undefined;
|
|
246
|
+
autonomousPortfolioTrailingStop?: boolean | undefined;
|
|
247
|
+
portfolioTrailingStopPct?: number | undefined;
|
|
248
|
+
portfolioCircuitBreakerEnabled?: boolean | undefined;
|
|
249
|
+
portfolioCircuitBreakerDrawdownPct?: number | undefined;
|
|
250
|
+
equityCurveStopEnabled?: boolean | undefined;
|
|
251
|
+
equityCurveStopLookbackDays?: number | undefined;
|
|
252
|
+
forcedDeleveragingEnabled?: boolean | undefined;
|
|
253
|
+
forcedDeleveragingTriggerDrawdownPct?: number | undefined;
|
|
254
|
+
forcedDeleveragingTargetExposurePct?: number | undefined;
|
|
255
|
+
}>>;
|
|
256
|
+
/** Inferred TypeScript type for portfolio construction preferences. */
|
|
257
|
+
export type PortfolioConstructionPrefs = z.infer<typeof PortfolioConstructionPrefsSchema>;
|
|
258
|
+
//# sourceMappingURL=portfolio-construction-prefs.schema.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"portfolio-construction-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/portfolio-construction-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAqBxB;;;;;;;GAOG;AACH,eAAO,MAAM,sCAAsC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAmCjD,CAAC;AAEH,eAAO,MAAM,gCAAgC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GACO,CAAC;AAErD,uEAAuE;AACvE,MAAM,MAAM,0BAA0B,GAAG,CAAC,CAAC,KAAK,CAC9C,OAAO,gCAAgC,CACxC,CAAC"}
|
|
@@ -0,0 +1,218 @@
|
|
|
1
|
+
import { z } from "zod";
|
|
2
|
+
/**
|
|
3
|
+
* Position management preferences schema (section 7.6).
|
|
4
|
+
* Governs stop-loss methods, take-profit targets, scaling behavior,
|
|
5
|
+
* holding period limits, and automatic position closure rules.
|
|
6
|
+
*
|
|
7
|
+
* The raw ZodObject variant (`PositionManagementPrefsObjectSchema`) is exported
|
|
8
|
+
* for use with `deepPartial()`, which requires a ZodObject (not ZodDefault).
|
|
9
|
+
*/
|
|
10
|
+
export declare const PositionManagementPrefsObjectSchema: z.ZodObject<{
|
|
11
|
+
defaultStopLossMethod: z.ZodDefault<z.ZodEnum<["fixed_percent", "atr_based", "structure_based", "trailing_stop"]>>;
|
|
12
|
+
defaultStopLossPct: z.ZodDefault<z.ZodNumber>;
|
|
13
|
+
atrStopMultiplier: z.ZodDefault<z.ZodNumber>;
|
|
14
|
+
defaultTakeProfitMethod: z.ZodDefault<z.ZodEnum<["fixed_percent", "atr_based", "risk_reward_ratio", "none"]>>;
|
|
15
|
+
defaultTakeProfitPct: z.ZodDefault<z.ZodNumber>;
|
|
16
|
+
defaultRiskRewardRatio: z.ZodDefault<z.ZodNumber>;
|
|
17
|
+
breakEvenStopEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
18
|
+
breakEvenTriggerPct: z.ZodDefault<z.ZodNumber>;
|
|
19
|
+
scaleInEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
20
|
+
scaleInMaxAdds: z.ZodDefault<z.ZodNumber>;
|
|
21
|
+
scaleOutEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
22
|
+
scaleOutTrimPct: z.ZodDefault<z.ZodNumber>;
|
|
23
|
+
scaleOutTriggerPct: z.ZodDefault<z.ZodNumber>;
|
|
24
|
+
maxHoldingPeriodMinutes: z.ZodDefault<z.ZodNumber>;
|
|
25
|
+
maxHoldingPeriodByAssetClass: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
|
|
26
|
+
dayTradeOnly: z.ZodDefault<z.ZodBoolean>;
|
|
27
|
+
autoCloseBeforeEarnings: z.ZodDefault<z.ZodBoolean>;
|
|
28
|
+
autoCloseBeforeClose: z.ZodDefault<z.ZodBoolean>;
|
|
29
|
+
autoCloseBeforeCloseMinutes: z.ZodDefault<z.ZodNumber>;
|
|
30
|
+
autoCloseBeforeWeekend: z.ZodDefault<z.ZodBoolean>;
|
|
31
|
+
addToWinnersAllowed: z.ZodDefault<z.ZodBoolean>;
|
|
32
|
+
addToLosersAllowed: z.ZodDefault<z.ZodBoolean>;
|
|
33
|
+
stopWideningAllowed: z.ZodDefault<z.ZodBoolean>;
|
|
34
|
+
trailingStopTighteningEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
35
|
+
trailingStopTighteningRules: z.ZodDefault<z.ZodArray<z.ZodObject<{
|
|
36
|
+
profitThresholdPct: z.ZodNumber;
|
|
37
|
+
newTrailPct: z.ZodNumber;
|
|
38
|
+
}, "strip", z.ZodTypeAny, {
|
|
39
|
+
profitThresholdPct: number;
|
|
40
|
+
newTrailPct: number;
|
|
41
|
+
}, {
|
|
42
|
+
profitThresholdPct: number;
|
|
43
|
+
newTrailPct: number;
|
|
44
|
+
}>, "many">>;
|
|
45
|
+
portfolioStopOverridesPositionStops: z.ZodDefault<z.ZodBoolean>;
|
|
46
|
+
doNotReenterAfterStopOutMinutes: z.ZodDefault<z.ZodNumber>;
|
|
47
|
+
doNotReenterAfterForcedCloseMinutes: z.ZodDefault<z.ZodNumber>;
|
|
48
|
+
}, "strip", z.ZodTypeAny, {
|
|
49
|
+
defaultStopLossMethod: "trailing_stop" | "fixed_percent" | "atr_based" | "structure_based";
|
|
50
|
+
defaultStopLossPct: number;
|
|
51
|
+
atrStopMultiplier: number;
|
|
52
|
+
defaultTakeProfitMethod: "none" | "fixed_percent" | "atr_based" | "risk_reward_ratio";
|
|
53
|
+
defaultTakeProfitPct: number;
|
|
54
|
+
defaultRiskRewardRatio: number;
|
|
55
|
+
breakEvenStopEnabled: boolean;
|
|
56
|
+
breakEvenTriggerPct: number;
|
|
57
|
+
scaleInEnabled: boolean;
|
|
58
|
+
scaleInMaxAdds: number;
|
|
59
|
+
scaleOutEnabled: boolean;
|
|
60
|
+
scaleOutTrimPct: number;
|
|
61
|
+
scaleOutTriggerPct: number;
|
|
62
|
+
maxHoldingPeriodMinutes: number;
|
|
63
|
+
maxHoldingPeriodByAssetClass: Record<string, number>;
|
|
64
|
+
dayTradeOnly: boolean;
|
|
65
|
+
autoCloseBeforeEarnings: boolean;
|
|
66
|
+
autoCloseBeforeClose: boolean;
|
|
67
|
+
autoCloseBeforeCloseMinutes: number;
|
|
68
|
+
autoCloseBeforeWeekend: boolean;
|
|
69
|
+
addToWinnersAllowed: boolean;
|
|
70
|
+
addToLosersAllowed: boolean;
|
|
71
|
+
stopWideningAllowed: boolean;
|
|
72
|
+
trailingStopTighteningEnabled: boolean;
|
|
73
|
+
trailingStopTighteningRules: {
|
|
74
|
+
profitThresholdPct: number;
|
|
75
|
+
newTrailPct: number;
|
|
76
|
+
}[];
|
|
77
|
+
portfolioStopOverridesPositionStops: boolean;
|
|
78
|
+
doNotReenterAfterStopOutMinutes: number;
|
|
79
|
+
doNotReenterAfterForcedCloseMinutes: number;
|
|
80
|
+
}, {
|
|
81
|
+
defaultStopLossMethod?: "trailing_stop" | "fixed_percent" | "atr_based" | "structure_based" | undefined;
|
|
82
|
+
defaultStopLossPct?: number | undefined;
|
|
83
|
+
atrStopMultiplier?: number | undefined;
|
|
84
|
+
defaultTakeProfitMethod?: "none" | "fixed_percent" | "atr_based" | "risk_reward_ratio" | undefined;
|
|
85
|
+
defaultTakeProfitPct?: number | undefined;
|
|
86
|
+
defaultRiskRewardRatio?: number | undefined;
|
|
87
|
+
breakEvenStopEnabled?: boolean | undefined;
|
|
88
|
+
breakEvenTriggerPct?: number | undefined;
|
|
89
|
+
scaleInEnabled?: boolean | undefined;
|
|
90
|
+
scaleInMaxAdds?: number | undefined;
|
|
91
|
+
scaleOutEnabled?: boolean | undefined;
|
|
92
|
+
scaleOutTrimPct?: number | undefined;
|
|
93
|
+
scaleOutTriggerPct?: number | undefined;
|
|
94
|
+
maxHoldingPeriodMinutes?: number | undefined;
|
|
95
|
+
maxHoldingPeriodByAssetClass?: Record<string, number> | undefined;
|
|
96
|
+
dayTradeOnly?: boolean | undefined;
|
|
97
|
+
autoCloseBeforeEarnings?: boolean | undefined;
|
|
98
|
+
autoCloseBeforeClose?: boolean | undefined;
|
|
99
|
+
autoCloseBeforeCloseMinutes?: number | undefined;
|
|
100
|
+
autoCloseBeforeWeekend?: boolean | undefined;
|
|
101
|
+
addToWinnersAllowed?: boolean | undefined;
|
|
102
|
+
addToLosersAllowed?: boolean | undefined;
|
|
103
|
+
stopWideningAllowed?: boolean | undefined;
|
|
104
|
+
trailingStopTighteningEnabled?: boolean | undefined;
|
|
105
|
+
trailingStopTighteningRules?: {
|
|
106
|
+
profitThresholdPct: number;
|
|
107
|
+
newTrailPct: number;
|
|
108
|
+
}[] | undefined;
|
|
109
|
+
portfolioStopOverridesPositionStops?: boolean | undefined;
|
|
110
|
+
doNotReenterAfterStopOutMinutes?: number | undefined;
|
|
111
|
+
doNotReenterAfterForcedCloseMinutes?: number | undefined;
|
|
112
|
+
}>;
|
|
113
|
+
export declare const PositionManagementPrefsSchema: z.ZodDefault<z.ZodObject<{
|
|
114
|
+
defaultStopLossMethod: z.ZodDefault<z.ZodEnum<["fixed_percent", "atr_based", "structure_based", "trailing_stop"]>>;
|
|
115
|
+
defaultStopLossPct: z.ZodDefault<z.ZodNumber>;
|
|
116
|
+
atrStopMultiplier: z.ZodDefault<z.ZodNumber>;
|
|
117
|
+
defaultTakeProfitMethod: z.ZodDefault<z.ZodEnum<["fixed_percent", "atr_based", "risk_reward_ratio", "none"]>>;
|
|
118
|
+
defaultTakeProfitPct: z.ZodDefault<z.ZodNumber>;
|
|
119
|
+
defaultRiskRewardRatio: z.ZodDefault<z.ZodNumber>;
|
|
120
|
+
breakEvenStopEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
121
|
+
breakEvenTriggerPct: z.ZodDefault<z.ZodNumber>;
|
|
122
|
+
scaleInEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
123
|
+
scaleInMaxAdds: z.ZodDefault<z.ZodNumber>;
|
|
124
|
+
scaleOutEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
125
|
+
scaleOutTrimPct: z.ZodDefault<z.ZodNumber>;
|
|
126
|
+
scaleOutTriggerPct: z.ZodDefault<z.ZodNumber>;
|
|
127
|
+
maxHoldingPeriodMinutes: z.ZodDefault<z.ZodNumber>;
|
|
128
|
+
maxHoldingPeriodByAssetClass: z.ZodDefault<z.ZodRecord<z.ZodString, z.ZodNumber>>;
|
|
129
|
+
dayTradeOnly: z.ZodDefault<z.ZodBoolean>;
|
|
130
|
+
autoCloseBeforeEarnings: z.ZodDefault<z.ZodBoolean>;
|
|
131
|
+
autoCloseBeforeClose: z.ZodDefault<z.ZodBoolean>;
|
|
132
|
+
autoCloseBeforeCloseMinutes: z.ZodDefault<z.ZodNumber>;
|
|
133
|
+
autoCloseBeforeWeekend: z.ZodDefault<z.ZodBoolean>;
|
|
134
|
+
addToWinnersAllowed: z.ZodDefault<z.ZodBoolean>;
|
|
135
|
+
addToLosersAllowed: z.ZodDefault<z.ZodBoolean>;
|
|
136
|
+
stopWideningAllowed: z.ZodDefault<z.ZodBoolean>;
|
|
137
|
+
trailingStopTighteningEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
138
|
+
trailingStopTighteningRules: z.ZodDefault<z.ZodArray<z.ZodObject<{
|
|
139
|
+
profitThresholdPct: z.ZodNumber;
|
|
140
|
+
newTrailPct: z.ZodNumber;
|
|
141
|
+
}, "strip", z.ZodTypeAny, {
|
|
142
|
+
profitThresholdPct: number;
|
|
143
|
+
newTrailPct: number;
|
|
144
|
+
}, {
|
|
145
|
+
profitThresholdPct: number;
|
|
146
|
+
newTrailPct: number;
|
|
147
|
+
}>, "many">>;
|
|
148
|
+
portfolioStopOverridesPositionStops: z.ZodDefault<z.ZodBoolean>;
|
|
149
|
+
doNotReenterAfterStopOutMinutes: z.ZodDefault<z.ZodNumber>;
|
|
150
|
+
doNotReenterAfterForcedCloseMinutes: z.ZodDefault<z.ZodNumber>;
|
|
151
|
+
}, "strip", z.ZodTypeAny, {
|
|
152
|
+
defaultStopLossMethod: "trailing_stop" | "fixed_percent" | "atr_based" | "structure_based";
|
|
153
|
+
defaultStopLossPct: number;
|
|
154
|
+
atrStopMultiplier: number;
|
|
155
|
+
defaultTakeProfitMethod: "none" | "fixed_percent" | "atr_based" | "risk_reward_ratio";
|
|
156
|
+
defaultTakeProfitPct: number;
|
|
157
|
+
defaultRiskRewardRatio: number;
|
|
158
|
+
breakEvenStopEnabled: boolean;
|
|
159
|
+
breakEvenTriggerPct: number;
|
|
160
|
+
scaleInEnabled: boolean;
|
|
161
|
+
scaleInMaxAdds: number;
|
|
162
|
+
scaleOutEnabled: boolean;
|
|
163
|
+
scaleOutTrimPct: number;
|
|
164
|
+
scaleOutTriggerPct: number;
|
|
165
|
+
maxHoldingPeriodMinutes: number;
|
|
166
|
+
maxHoldingPeriodByAssetClass: Record<string, number>;
|
|
167
|
+
dayTradeOnly: boolean;
|
|
168
|
+
autoCloseBeforeEarnings: boolean;
|
|
169
|
+
autoCloseBeforeClose: boolean;
|
|
170
|
+
autoCloseBeforeCloseMinutes: number;
|
|
171
|
+
autoCloseBeforeWeekend: boolean;
|
|
172
|
+
addToWinnersAllowed: boolean;
|
|
173
|
+
addToLosersAllowed: boolean;
|
|
174
|
+
stopWideningAllowed: boolean;
|
|
175
|
+
trailingStopTighteningEnabled: boolean;
|
|
176
|
+
trailingStopTighteningRules: {
|
|
177
|
+
profitThresholdPct: number;
|
|
178
|
+
newTrailPct: number;
|
|
179
|
+
}[];
|
|
180
|
+
portfolioStopOverridesPositionStops: boolean;
|
|
181
|
+
doNotReenterAfterStopOutMinutes: number;
|
|
182
|
+
doNotReenterAfterForcedCloseMinutes: number;
|
|
183
|
+
}, {
|
|
184
|
+
defaultStopLossMethod?: "trailing_stop" | "fixed_percent" | "atr_based" | "structure_based" | undefined;
|
|
185
|
+
defaultStopLossPct?: number | undefined;
|
|
186
|
+
atrStopMultiplier?: number | undefined;
|
|
187
|
+
defaultTakeProfitMethod?: "none" | "fixed_percent" | "atr_based" | "risk_reward_ratio" | undefined;
|
|
188
|
+
defaultTakeProfitPct?: number | undefined;
|
|
189
|
+
defaultRiskRewardRatio?: number | undefined;
|
|
190
|
+
breakEvenStopEnabled?: boolean | undefined;
|
|
191
|
+
breakEvenTriggerPct?: number | undefined;
|
|
192
|
+
scaleInEnabled?: boolean | undefined;
|
|
193
|
+
scaleInMaxAdds?: number | undefined;
|
|
194
|
+
scaleOutEnabled?: boolean | undefined;
|
|
195
|
+
scaleOutTrimPct?: number | undefined;
|
|
196
|
+
scaleOutTriggerPct?: number | undefined;
|
|
197
|
+
maxHoldingPeriodMinutes?: number | undefined;
|
|
198
|
+
maxHoldingPeriodByAssetClass?: Record<string, number> | undefined;
|
|
199
|
+
dayTradeOnly?: boolean | undefined;
|
|
200
|
+
autoCloseBeforeEarnings?: boolean | undefined;
|
|
201
|
+
autoCloseBeforeClose?: boolean | undefined;
|
|
202
|
+
autoCloseBeforeCloseMinutes?: number | undefined;
|
|
203
|
+
autoCloseBeforeWeekend?: boolean | undefined;
|
|
204
|
+
addToWinnersAllowed?: boolean | undefined;
|
|
205
|
+
addToLosersAllowed?: boolean | undefined;
|
|
206
|
+
stopWideningAllowed?: boolean | undefined;
|
|
207
|
+
trailingStopTighteningEnabled?: boolean | undefined;
|
|
208
|
+
trailingStopTighteningRules?: {
|
|
209
|
+
profitThresholdPct: number;
|
|
210
|
+
newTrailPct: number;
|
|
211
|
+
}[] | undefined;
|
|
212
|
+
portfolioStopOverridesPositionStops?: boolean | undefined;
|
|
213
|
+
doNotReenterAfterStopOutMinutes?: number | undefined;
|
|
214
|
+
doNotReenterAfterForcedCloseMinutes?: number | undefined;
|
|
215
|
+
}>>;
|
|
216
|
+
/** Inferred TypeScript type for position management preferences. */
|
|
217
|
+
export type PositionManagementPrefs = z.infer<typeof PositionManagementPrefsSchema>;
|
|
218
|
+
//# sourceMappingURL=position-management-prefs.schema.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|