@general-liquidity/sharpebench 0.21.0 → 0.22.0

package/README.md

@@ -42,7 +42,7 @@ console.log(greeks({ spot: 100, strike: 100, t_years: 1, rate: 0.05, vol: 0.2, i
 | `scoreAllocation(trajectory, policy?)` | `AllocationReport`, weight-vector validity plus L1 turnover |
 | `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. `trialsSrStd` is annualized; `periodsPerYear` (default 252) says what a period is |
+| `isMySharpeReal(returns, opts)` | One-series deflation, PSR, haircut, MinTRL, and verdict. `trialsSrStd` and `srBenchmark` are annualized; `periodsPerYear` (default 252) says what a period is and converts both |
 | `isMySharpeRealFull(field, winner, opts)` | Fieldwise Reality Check, SPA, step-down, PBO and HLZ diagnostics alongside the one-series verdict |
 | `percentileSelection(candidates, opts?)` | Point winner versus bootstrap-percentile winner and optimism gaps |
 | `decomposeUncertainty(input)` | Aleatoric, epistemic, and distributional diagnostic legs |

package/dist/index.js

@@ -133,12 +133,20 @@ function honestyConfigJson(opts) {
         }
         cfg.periods_per_year = opts.periodsPerYear;
     }
-    if (opts.confidence !== undefined)
-        cfg.confidence = opts.confidence;
-    if (opts.borderline !== undefined)
-        cfg.borderline = opts.borderline;
-    if (opts.srBenchmark !== undefined)
-        cfg.sr_benchmark = opts.srBenchmark;
+    // The same JSON hazard applies to the thresholds and the benchmark: a NaN or
+    // infinity would reach the kernel as null and silently become its default.
+    for (const [name, key, value] of [
+        ["confidence", "confidence", opts.confidence],
+        ["borderline", "borderline", opts.borderline],
+        ["srBenchmark", "sr_benchmark", opts.srBenchmark],
+    ]) {
+        if (value === undefined)
+            continue;
+        if (typeof value !== "number" || !Number.isFinite(value)) {
+            throw new RangeError(`${name} must be a finite number (omit it for the default)`);
+        }
+        cfg[key] = value;
+    }
     return JSON.stringify(cfg);
 }
 /** Map the kernel's snake_case HonestyVerdict JSON → the camelCase {@link HonestyVerdict}. */

package/dist/types.d.ts

@@ -172,7 +172,11 @@ export interface HonestyOpts {
     confidence?: number;
     /** Deflated-Sharpe threshold for Borderline. Default 0.90. */
     borderline?: number;
-    /** **Per-period** PSR / MinTRL benchmark Sharpe to beat (not converted). Default 0.0. */
+    /**
+     * **Annualized** PSR / MinTRL benchmark Sharpe to beat, divided by
+     * `sqrt(periodsPerYear)` before use, like `trialsSrStd`. Default 0.0, which is
+     * zero in every unit. Until the release after 0.21.0 it was read per period.
+     */
     srBenchmark?: number;
 }
 /** The LITE verdict. Nonfinite numeric diagnostics serialize as null, not zero. */

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@general-liquidity/sharpebench",
-  "version": "0.21.0",
+  "version": "0.22.0",
   "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": "0.21.0",
+  "version": "0.22.0",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",