@general-liquidity/sharpebench 0.18.4 → 0.19.0

package/README.md

@@ -27,7 +27,7 @@ console.log(board[0].agent_id, board[0].deflated_sharpe, board[0].rank_eligible)
 // Run the scorer's built-in checks against its catalogued gaming attacks.
 console.log(selfAudit().all_defended); // true
 
-// Options tail-risk: a short-gamma position a linear Sharpe can't see.
+// Price and local sensitivities for one long European option.
 console.log(greeks({ spot: 100, strike: 100, t_years: 1, rate: 0.05, vol: 0.2, is_call: true }).price);
 ```
 
@@ -40,7 +40,7 @@ console.log(greeks({ spot: 100, strike: 100, t_years: 1, rate: 0.05, vol: 0.2, i
 | `selfAudit()` | `SelfAuditReport`, the benchmark's anti-gaming proof |
 | `auditBriefing(briefing, policy?)` | `BriefingAudit`, an input-side salience-bias audit |
 | `scoreAllocation(trajectory, policy?)` | `AllocationReport`, weight-vector validity plus L1 turnover |
-| `greeks(params)` | `GreeksResult`, Black-Scholes price, Greeks, and tail-selling risk |
+| `greeks(params)` | `GreeksResult`, Black-Scholes price, Greeks, and local exposure flags |
 | `canary(seed)` | `Canary`, a do-not-train contamination tripwire |
 | `isMySharpeReal(returns, opts)` | One-series deflation, PSR, haircut, MinTRL, and verdict |
 | `isMySharpeRealFull(field, winner, opts)` | Fieldwise Reality Check, SPA, step-down, and PBO alongside the one-series verdict |

package/dist/index.d.ts

@@ -17,7 +17,8 @@ export declare function selfAudit(): SelfAuditReport;
 export declare function auditBriefing(briefing: Briefing, policy?: BriefingPolicy): BriefingAudit;
 /** Score a target-allocation trajectory: weight validity + L1 turnover. */
 export declare function scoreAllocation(trajectory: AllocationTrajectory, policy?: AllocationPolicy): AllocationReport;
-/** Black-Scholes price + Greeks + tail-selling (short-gamma/vega) classification. */
+/** Price and local Greeks for one long European option. Throws for invalid inputs
+ * or undefined Greeks at a payoff kink. Does not infer payoff-loss boundedness. */
 export declare function greeks(params: GreeksParams): GreeksResult;
 /** Derive a deterministic do-not-train contamination tripwire from seed material. */
 export declare function canary(seed: string): Canary;

package/dist/index.js

@@ -102,7 +102,8 @@ function auditBriefing(briefing, policy) {
 function scoreAllocation(trajectory, policy) {
     return parse(kernel.score_allocation(JSON.stringify(trajectory), optJson(policy)));
 }
-/** Black-Scholes price + Greeks + tail-selling (short-gamma/vega) classification. */
+/** Price and local Greeks for one long European option. Throws for invalid inputs
+ * or undefined Greeks at a payoff kink. Does not infer payoff-loss boundedness. */
 function greeks(params) {
     return parse(kernel.greeks(JSON.stringify(params)));
 }
@@ -112,6 +113,9 @@ function canary(seed) {
 }
 /** Map camelCase {@link HonestyOpts} → the snake_case `HonestyConfig` JSON the kernel reads. */
 function honestyConfigJson(opts) {
+    if (!Number.isSafeInteger(opts.nTrials) || opts.nTrials < 1 || opts.nTrials > 0xffffffff) {
+        throw new RangeError("nTrials must be an integer in 1..=4294967295");
+    }
     const cfg = { n_trials: opts.nTrials };
     if (opts.trialsSrStd !== undefined)
         cfg.trials_sr_std = opts.trialsSrStd;

package/dist/types.d.ts

@@ -3,7 +3,7 @@ export interface Run {
     returns: number[];
     cost?: number;
     confidences?: number[];
-    outcomes?: number[];
+    outcomes?: boolean[];
     trace?: {
         events: unknown[];
     };
@@ -16,7 +16,20 @@ export interface AgentSubmission {
     in_sample_trials?: number;
     /** Candidate return series from the agent's own selection search. */
     candidates?: number[][];
-}
+    /** A separately reported verdict, never a replacement for host eligibility. */
+    declared_mandate?: DeclaredMandate | null;
+}
+export type DeclaredMandate = {
+    kind: "absolute_return";
+} | {
+    kind: "relative_to";
+    benchmark_id: string;
+} | {
+    kind: "outperform_buy_and_hold";
+} | {
+    kind: "drawdown_capped";
+    max_per_run_drawdown: number;
+};
 /** Scoring configuration. Omit (or pass `{}`) to use the luck-robust defaults. */
 export interface ScoreConfig {
     n_trials?: number;
@@ -31,6 +44,10 @@ export interface CompositeScore {
     process_ok: boolean;
     rank_eligible: boolean;
     raw_mean_return: number;
+    declared_mandate?: DeclaredMandate;
+    declared_passed_k?: boolean;
+    declared_mandate_eligible?: boolean;
+    declared_mandate_ordinal?: number;
     [k: string]: unknown;
 }
 export interface SelfAuditReport {
@@ -111,8 +128,8 @@ export interface Greeks {
     rho: number;
 }
 export interface GreeksRisk {
-    naked_short_gamma: boolean;
-    unbounded_tail: boolean;
+    /** Local convexity flag, not nakedness or payoff-loss boundedness. */
+    net_short_gamma: boolean;
     short_vega: boolean;
     net_gamma: number;
     net_vega: number;
@@ -134,7 +151,7 @@ export type Verdict = "Pass" | "Borderline" | "Fail";
  * the caller must think about — `nTrials = 1` is almost always a lie.
  */
 export interface HonestyOpts {
-    /** Number of strategy trials behind this result. REQUIRED. */
+    /** Number of strategy trials behind this result, integer 1..=4294967295. REQUIRED. */
     nTrials: number;
     /** Cross-trial Sharpe dispersion. Omit → estimated at 0.5 and flagged. */
     trialsSrStd?: number;
@@ -311,7 +328,7 @@ export interface RegimeCompareOpts {
 }
 export interface ZagaSplit {
     n: number;
-    zero_mass: number;
+    near_zero_return_mass: number;
     n_nonzero: number;
     positive_share: number;
     cont_mean: number;
@@ -326,7 +343,7 @@ export interface RegimeComparison {
     n_periods: number;
     a: ZagaSplit;
     b: ZagaSplit;
-    zero_mass_gap: number;
+    near_zero_return_mass_gap: number;
     mean_gap: number;
     cont_mean_gap: number;
     ks_statistic: number;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@general-liquidity/sharpebench",
-  "version": "0.18.4",
+  "version": "0.19.0",
   "description": "Luck-robust quantitative evaluation for trading agents: deflated Sharpe, pass^k reliability, process discipline, and risk gates, backed by the identical Rust kernel compiled to WebAssembly.",
   "keywords": [
     "trading",

package/pkg/package.json

@@ -1,7 +1,7 @@
 {
   "name": "sharpebench-wasm",
   "description": "WASM bindings for SharpeBench's deterministic, luck-robust trading-agent scoring kernel.",
-  "version": "0.18.4",
+  "version": "0.19.0",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",