@insiderfinance/totalfinance 0.1.0

package/modules/backtest/dist/environment/limits.js.map

@@ -0,0 +1 @@
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package/modules/backtest/dist/environment/reward.d.ts

@@ -0,0 +1,5 @@
+import type { RewardBreakdown, RewardComposition, RewardFrame } from './types.js';
+export declare const REWARD_COMPONENT_NAMES: readonly ["pnl", "drawdown", "turnover", "cost", "concentration", "leverage", "riskViolation", "benchmark"];
+export type RewardComponentName = (typeof REWARD_COMPONENT_NAMES)[number];
+export declare function rewardBreakdown(composition: RewardComposition | undefined, frame: RewardFrame): RewardBreakdown;
+//# sourceMappingURL=reward.d.ts.map

package/modules/backtest/dist/environment/reward.d.ts.map

@@ -0,0 +1 @@
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package/modules/backtest/dist/environment/reward.js

@@ -0,0 +1,80 @@
+/**
+ * The reward as a declared composition (Stage 7B.1 slice 2, Decision 7): every component's raw value
+ * is reported with its weight and contribution — weight 0 when the composition omits it — so a
+ * consumer always sees the financial outcome regardless of what the policy is paid for. A reward
+ * never touches the accounting: it is computed from the step frame the engine already produced.
+ */
+import { ErrorCode, InputError } from '../../../core/dist/index.js';
+const FN = 'createTradingEnvironment';
+export const REWARD_COMPONENT_NAMES = Object.freeze([
+    'pnl',
+    'drawdown',
+    'turnover',
+    'cost',
+    'concentration',
+    'leverage',
+    'riskViolation',
+    'benchmark',
+]);
+function component(value, weight) {
+    return { value, weight, contribution: weight * value };
+}
+export function rewardBreakdown(composition, frame) {
+    const c = composition ?? {};
+    const before = frame.netAssetValueBefore;
+    const after = frame.netAssetValueAfter;
+    const perBefore = (amount) => (before > 0 ? amount / before : 0);
+    const perAfter = (amount) => (after > 0 ? amount / after : 0);
+    const values = {
+        pnl: frame.stepReturn,
+        drawdown: Math.max(0, frame.drawdownAfter - frame.drawdownBefore),
+        turnover: perBefore(frame.tradedNotional),
+        cost: perBefore(frame.costs),
+        concentration: frame.largestPositionWeight,
+        leverage: perAfter(frame.grossExposure),
+        riskViolation: frame.violations,
+        benchmark: frame.benchmarkReturn === null ? 0 : frame.stepReturn - frame.benchmarkReturn,
+    };
+    const weights = {
+        pnl: c.pnl ?? 0,
+        drawdown: c.drawdown ?? 0,
+        turnover: c.turnover ?? 0,
+        cost: c.cost ?? 0,
+        concentration: c.concentration ?? 0,
+        leverage: c.leverage ?? 0,
+        riskViolation: c.riskViolation ?? 0,
+        benchmark: c.benchmark?.weight ?? 0,
+    };
+    const components = {};
+    let total = 0;
+    for (const name of REWARD_COMPONENT_NAMES) {
+        const row = component(values[name], weights[name]);
+        components[name] = row;
+        total += row.contribution;
+    }
+    if (c.goal !== undefined) {
+        const terms = c.goal(frame);
+        if (terms === null || typeof terms !== 'object' || Array.isArray(terms)) {
+            throw new InputError(`${FN}: reward.goal must return a record of named finite terms at step ${frame.step}; received ${terms === null ? 'null' : Array.isArray(terms) ? 'an array' : typeof terms}.`, { code: ErrorCode.InputWrongType, context: { function: FN, field: 'reward.goal' } });
+        }
+        for (const [name, value] of Object.entries(terms)) {
+            if (typeof value !== 'number' || !Number.isFinite(value)) {
+                throw new InputError(`${FN}: reward.goal term '${name}' must be a finite number at step ${frame.step}; received ${String(value)}.`, {
+                    code: ErrorCode.InputNotFinite,
+                    context: { function: FN, field: `reward.goal.${name}` },
+                });
+            }
+            if (name in components) {
+                throw new InputError(`${FN}: reward.goal term '${name}' shadows the built-in component of that name — choose another name.`, {
+                    code: ErrorCode.InputUnknownField,
+                    context: { function: FN, field: `reward.goal.${name}` },
+                });
+            }
+            const row = component(value, 1);
+            components[name] = row;
+            total += row.contribution;
+        }
+    }
+    return { total, components };
+}
+//# sourceMappingURL=reward.js.map

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package/modules/backtest/dist/environment/types.d.ts

@@ -0,0 +1,540 @@
+/**
+ * `@insiderfinance/totalfinance/backtest/environment` — the trading-agent environment's grammar (Stage 7B.1, AT4).
+ * An environment is `portfolioBacktest`'s loop driven from outside: the same accounting, execution
+ * policy, lifecycle, marks, and margin, with the orders decided by a policy or an agent on the
+ * previous instant's observation.
+ */
+import type { Diagnostics, EpochMs, QuantWarning } from '../../../core/dist/index.js';
+import type { ErrorCode } from '../../../core/dist/index.js';
+import type { NormalizedFill, PolicyLimits, PortfolioEventEnvelope } from '../../../portfolio/dist/index.js';
+import type { OrderType, TimeInForce, OrderSide } from '../execution/types.js';
+import type { InstrumentSpecification, LatestObservations, LiquidationRow, PortfolioBacktestResult, PortfolioStepperRequest, SessionPosition } from '../portfolio/types.js';
+/** What an environment simulates: the stepper's request plus the episode bound, the limits, the reward, the features. */
+export interface TradingEnvironmentDefinition extends PortfolioStepperRequest {
+    /** The most steps an episode takes before `truncated` (default: the instant count; ceiling 100,000). */
+    maximumSteps?: number;
+    limits?: EnvironmentLimits;
+    reward?: RewardComposition;
+    features?: FeatureRecipes;
+}
+/** FC7's `PolicyLimits` verbatim plus three environment-only members (Decision 5). */
+export interface EnvironmentLimits extends PolicyLimits {
+    /** Default false: a sell that leaves an option position net short (and, for a call, uncovered) is disallowed. */
+    allowUndefinedRiskOptions?: boolean;
+    /** Base currency, per instrument: the largest absolute position value an order may project. */
+    maximumPositionNotional?: number;
+    /** What a post-trade breach does: end the episode (default) or record it and continue. */
+    onBreach?: 'terminate' | 'reject-and-continue';
+}
+/** The declared reward composition — weights on the components below; absent components are reported with weight 0. */
+export interface RewardComposition {
+    /** On the step's net return, Δ NAV ÷ NAV before the step. */
+    pnl?: number;
+    /** On the INCREASE in drawdown from the episode's running peak (a recovery pays 0). */
+    drawdown?: number;
+    /** On traded notional ÷ NAV before the step. */
+    turnover?: number;
+    /** On commissions, fees, and slippage ÷ NAV before the step. */
+    cost?: number;
+    /** On the largest absolute position weight after the step. */
+    concentration?: number;
+    /** On gross exposure ÷ NAV after the step. */
+    leverage?: number;
+    /** On the count of limit breaches and disallowed orders in the step. */
+    riskViolation?: number;
+    /** On the step return minus the named instrument's bar return over the step. */
+    benchmark?: {
+        weight: number;
+        instrumentId: string;
+    };
+    /** Extra named terms (weight 1 each); a callback, so the definition is not replayable. */
+    goal?: (frame: RewardFrame) => Record<string, number>;
+}
+/** What one step did, as the reward reads it — from the engine's frame, never from the ledger. */
+export interface RewardFrame {
+    step: number;
+    asOf: EpochMs;
+    netAssetValueBefore: number;
+    netAssetValueAfter: number;
+    /** Δ NAV ÷ NAV before the step (0 when the NAV before was not positive). */
+    stepReturn: number;
+    /** 1 − NAV ÷ running peak, before and after the step. */
+    drawdownBefore: number;
+    drawdownAfter: number;
+    /** Σ |quantity × price × multiplier| of the step's fills, base currency. */
+    tradedNotional: number;
+    /** Σ commission + fees + slippage adjustment of the step's fills, base currency. */
+    costs: number;
+    grossExposure: number;
+    largestPositionWeight: number;
+    /** Limit breaches plus disallowed orders in the step. */
+    violations: number;
+    /** The benchmark instrument's bar-close return over the step, or null without two closes. */
+    benchmarkReturn: number | null;
+    fills: readonly NormalizedFill[];
+    positions: readonly SessionPosition[];
+}
+export interface RewardComponent {
+    value: number;
+    weight: number;
+    contribution: number;
+}
+/** Every component separately, plus the weighted total. */
+export interface RewardBreakdown {
+    total: number;
+    components: Readonly<Record<string, RewardComponent>>;
+}
+/** Feature recipes evaluated over the bar closes at or before the instant only. */
+export interface FeatureRecipes {
+    /** Close-to-close returns over each lookback in bars. */
+    lookbackReturns?: readonly number[];
+    /**
+     * Standard deviation of log returns over each lookback in bars, scaled by √annualization —
+     * the bars per year (252 daily, 52 weekly, 12 monthly) or `1` for the per-bar σ. Required: the
+     * environment never assumes the bar frequency.
+     */
+    realizedVolatility?: {
+        lookbacks: readonly number[];
+        annualization: number;
+    };
+    /** 1 − close ÷ running peak close, per instrument. */
+    drawdown?: boolean;
+}
+/** The evaluated features, keyed by lookback then instrument; null where the prefix is too short. */
+export interface EnvironmentFeatures {
+    lookbackReturns: Readonly<Record<string, Readonly<Record<string, number | null>>>>;
+    realizedVolatility: Readonly<Record<string, Readonly<Record<string, number | null>>>>;
+    drawdown: Readonly<Record<string, number | null>>;
+}
+export interface InstrumentFreshness {
+    /** The latest observation of the kind the execution policy fills on (the chain quote for an option). */
+    latestTimestampMs: EpochMs | null;
+    ageMs: number | null;
+    /** Older than the execution policy's `staleQuotes.maximumAgeMs`. */
+    stale: boolean;
+    /** Every observation kind present at the instant. */
+    kinds: string[];
+}
+export type MaskReason = 'no-observation' | 'halted' | 'stale-quote' | 'position-limit' | 'notional-limit' | 'leverage-limit' | 'undefined-risk' | 'insufficient-buying-power' | 'episode-over';
+/** Whether a buy or a sell of the instrument is allowed at the observation, and why not (Decision 6). */
+export interface ActionMaskEntry {
+    instrumentId: string;
+    buy: boolean;
+    sell: boolean;
+    reasons: {
+        buy: MaskReason[];
+        sell: MaskReason[];
+    };
+}
+export type ActionMask = Readonly<Record<string, ActionMaskEntry>>;
+export interface LimitUtilization {
+    /** The limit's name in `EnvironmentLimits`. */
+    limit: string;
+    subject: string;
+    value: number | null;
+    bound: number;
+    /** value ÷ bound for an upper bound; bound ÷ value for a floor; null when the value is unknown. */
+    fraction: number | null;
+}
+/** A breach the FC7 monitor raised at the instant (`monitorPortfolio`, state raised or active). */
+export interface LimitBreach {
+    family: string;
+    subject: string;
+    value: number | null;
+    threshold: number | null;
+    message: string;
+}
+export interface EnvironmentLimitsView {
+    utilization: LimitUtilization[];
+    breaches: LimitBreach[];
+}
+/** One order an action submits — the execution grammar without the fields the environment stamps. */
+export interface EnvironmentOrder {
+    /** Assigned `${runId}:a${n}` when absent; a repeated id is an idempotent retry, never a second order. */
+    orderId?: string;
+    instrumentId: string;
+    side: OrderSide;
+    quantity: number;
+    type: OrderType;
+    limitPrice?: number;
+    stopPrice?: number;
+    /** Default: the execution policy's. `day` expires with the session; `gtc` stays open until cancelled. */
+    timeInForce?: TimeInForce;
+}
+/** Hold, or submit orders and cancel open ones. `rationale` is recorded, never read. */
+export type EnvironmentAction = {
+    kind: 'hold';
+    rationale?: string;
+} | {
+    kind: 'orders';
+    orders: readonly EnvironmentOrder[];
+    cancel?: readonly string[];
+    rationale?: string;
+};
+/** Why an order is still open: submitted this step, or the market reason it did not fill. */
+export type OpenOrderReason = 'submitted' | 'partial' | 'not-triggered' | 'no-observation' | 'stale-quote' | 'halted' | 'locked-crossed' | 'insufficient-depth';
+/** An order accepted and not yet resolved — it meets the market at the next instant. */
+export interface OpenOrder {
+    orderId: string;
+    instrumentId: string;
+    side: OrderSide;
+    /** The quantity still to fill. */
+    quantity: number;
+    type: OrderType;
+    limitPrice?: number;
+    stopPrice?: number;
+    timeInForce: TimeInForce;
+    submittedStep: number;
+    submittedTimestampMs: EpochMs;
+    reason: OpenOrderReason;
+    /** How many instants the order has met the market. */
+    attempts: number;
+}
+/** The environment's own rejection codes — registered in `ErrorCode`, never thrown (the engine's `backtest.*` codes pass through unchanged). */
+export type EnvironmentRejectionCode = typeof ErrorCode.EnvironmentDuplicateOrder | typeof ErrorCode.EnvironmentLimitBreach | typeof ErrorCode.EnvironmentActionDisallowed | typeof ErrorCode.EnvironmentUnknownInstrument | typeof ErrorCode.EnvironmentOrderInvalid | typeof ErrorCode.EnvironmentActionInvalid | typeof ErrorCode.EnvironmentEpisodeOver;
+/** A typed rejection: never thrown, always a row with the step it happened at. */
+export interface EnvironmentRejection {
+    step: number;
+    orderId: string | null;
+    instrumentId: string | null;
+    /** An `environment.*` code, or the engine's own (`backtest.unfilled.<reason>`, `backtest.data_missing`, …). */
+    code: string;
+    detail: string;
+    source: 'environment' | 'engine';
+}
+/** The outcome of one action — what the previous step did, as the next observation reports it. */
+export interface EnvironmentStepOutcome {
+    step: number;
+    action: EnvironmentAction;
+    fills: NormalizedFill[];
+    rejections: EnvironmentRejection[];
+    liquidations: LiquidationRow[];
+    events: PortfolioEventEnvelope[];
+    warnings: QuantWarning[];
+    reward: RewardBreakdown;
+}
+export interface EnvironmentProvenance {
+    runId: string;
+    /** The portfolio engine run this episode drives — the prefix of its event, fill, and source ids. */
+    engineRunId: string;
+    definitionHash: string;
+    seed: number | null;
+    executionPolicy: string;
+    conventionsVersion: string;
+    adapters: Array<{
+        instrumentId: string;
+        kind: string;
+        version: string;
+    }>;
+}
+export interface EnvironmentPortfolioView {
+    netAssetValue: number;
+    cash: readonly {
+        currency: string;
+        amount: number;
+    }[];
+    positions: readonly SessionPosition[];
+    /** Σ |position market value| in the base currency (positions without a mark are excluded). */
+    grossExposure: number;
+    /** Σ signed position market value in the base currency. */
+    netExposure: number;
+    /** NAV × the margin policy's buying-power multiplier − gross exposure. */
+    buyingPower: number;
+    openOrders: readonly OpenOrder[];
+}
+/** Only what was published at or before `asOf` — the no-leak law (Decision 4). */
+export interface EnvironmentObservation {
+    asOf: EpochMs;
+    /** The instant's ordinal among the decision instants. */
+    index: number;
+    /** Steps since `reset`. */
+    sequence: number;
+    market: Readonly<Record<string, LatestObservations>>;
+    instruments: Readonly<Record<string, InstrumentSpecification>>;
+    portfolio: EnvironmentPortfolioView;
+    limits: EnvironmentLimitsView;
+    features: EnvironmentFeatures;
+    freshness: Readonly<Record<string, InstrumentFreshness>>;
+    actionMask: ActionMask;
+    previous: EnvironmentStepOutcome | null;
+    provenance: EnvironmentProvenance;
+}
+export interface EnvironmentIdentity {
+    runId: string;
+    step: number;
+    /** Chains the previous trace hash with this step's canonical action; identical policies leave identical traces. */
+    traceHash: string;
+}
+export interface EpisodeInformation {
+    runId: string;
+    engineRunId: string;
+    definitionHash: string;
+    seed: number | null;
+    instantCount: number;
+    maximumSteps: number;
+    window: {
+        fromTimestampMs: EpochMs | null;
+        toTimestampMs: EpochMs | null;
+    };
+}
+export interface EnvironmentResetOptions {
+    /** Overrides the definition's seed for this episode; part of the run identity. */
+    seed?: number;
+}
+export interface EnvironmentResetResult {
+    observation: EnvironmentObservation;
+    episode: EpisodeInformation;
+    identity: EnvironmentIdentity;
+    /** An episode can be over at reset: a single instant, insolvency, or a limit breached at the start. */
+    terminated: boolean;
+    truncated: boolean;
+    reason: EnvironmentStepResult['reason'];
+}
+export interface EnvironmentStepResult {
+    observation: EnvironmentObservation;
+    fills: NormalizedFill[];
+    rejections: EnvironmentRejection[];
+    liquidations: LiquidationRow[];
+    events: PortfolioEventEnvelope[];
+    warnings: QuantWarning[];
+    reward: RewardBreakdown;
+    /** An economic or policy terminal state was reached. */
+    terminated: boolean;
+    /** The data boundary or the step bound was reached. */
+    truncated: boolean;
+    /** Why the episode ended, when it did. */
+    reason: 'insolvent' | 'limit-breach' | 'data-boundary' | 'maximum-steps' | null;
+    identity: EnvironmentIdentity;
+    diagnostics: {
+        acceptedCount: number;
+        rejectedCount: number;
+        cancelledCount: number;
+        /** Orders carried into the next instant because the market did not resolve them. */
+        carriedCount: number;
+        openOrderCount: number;
+        rationaleTruncated: boolean;
+    };
+}
+/** The familiar `reset` / `step` contract over the frozen simulator. */
+export interface TradingEnvironment {
+    /** The definition's identity, seed excluded. */
+    readonly definitionHash: string;
+    /** The decision instants an episode steps through. */
+    readonly instantCount: number;
+    reset(options?: EnvironmentResetOptions): EnvironmentResetResult;
+    step(action: EnvironmentAction): EnvironmentStepResult;
+    /** The engine's own result over the episode so far — the same shape `portfolioBacktest` returns; ends the episode. */
+    finish(): PortfolioBacktestResult;
+}
+/** The catalogue's episode ids (Decision 8). */
+export type EnvironmentEpisodeId = 'trending' | 'mean-reverting' | 'range-bound' | 'volatility-expansion' | 'volatility-contraction' | 'overnight-gaps' | 'limit-moves' | 'stale-data' | 'missing-data' | 'duplicated-data' | 'corrected-data' | 'out-of-order-data' | 'wide-spreads' | 'thin-liquidity' | 'option-expiration' | 'margin-pressure' | 'retry-storm' | 'corporate-actions' | 'multi-currency' | 'model-market-disagreement';
+/** One maintained scenario: a complete definition, its seed, and the expectations its suite asserts. */
+export interface EnvironmentEpisode {
+    id: EnvironmentEpisodeId;
+    title: string;
+    description: string;
+    definition: TradingEnvironmentDefinition;
+    seed: number;
+    /** Decision instants the definition yields. */
+    sessions: number;
+    expectations: readonly string[];
+}
+/** A recorded episode: the definition, the seed, and the actions in order — the artifact spine's input. */
+export interface EnvironmentEpisodeInput {
+    definition: TradingEnvironmentDefinition;
+    seed?: number;
+    actions: readonly EnvironmentAction[];
+}
+export interface EnvironmentEpisodeStep {
+    step: number;
+    asOf: EpochMs;
+    action: EnvironmentAction;
+    traceHash: string;
+    reward: RewardBreakdown;
+    netAssetValue: number;
+    fills: number;
+    rejections: number;
+    breaches: number;
+}
+export interface EnvironmentEpisodeResult {
+    runId: string;
+    engineRunId: string;
+    definitionHash: string;
+    seed: number | null;
+    traceHash: string;
+    steps: EnvironmentEpisodeStep[];
+    rewards: number[];
+    rewardTotal: number;
+    terminated: boolean;
+    truncated: boolean;
+    reason: EnvironmentStepResult['reason'];
+    /** The engine's own result over the episode — the same shape `portfolioBacktest` returns. */
+    result: PortfolioBacktestResult;
+    assumptions: {
+        conventionsVersion: string;
+        /** False with a `goal` callback or a custom adapter — the trace cannot re-issue behavior. */
+        replayable: boolean;
+        nextObservationLaw: string;
+        executionPolicy: string;
+        maximumSteps: number;
+        instantCount: number;
+    };
+    diagnostics: Diagnostics & {
+        stepCount: number;
+        fillCount: number;
+        rejectionCount: number;
+        violationCount: number;
+    };
+}
+/** A coded policy: the observation in, the action out. */
+export type TradingPolicy = (observation: EnvironmentObservation) => EnvironmentAction;
+/** A catalogue id, or a named declarative definition the bench runs like one. */
+export type AgentBenchEpisode = EnvironmentEpisodeId | {
+    id: string;
+    definition: TradingEnvironmentDefinition;
+};
+export interface AgentBenchInput {
+    policy: {
+        label: string;
+        requires: FeatureRecipes | null;
+        decide: TradingPolicy;
+    };
+    /** Default: the whole catalogue. */
+    episodes?: readonly AgentBenchEpisode[];
+    /** Default: [42]. */
+    seeds?: readonly number[];
+    limits?: {
+        maximumRuns?: number;
+    };
+}
+/** The absolute gates and the counts, per episode. */
+export interface AgentBenchOperational {
+    lookAhead: number;
+    replayEquality: boolean;
+    duplicateOrders: number;
+    maskViolations: number;
+    limitBreaches: number;
+    externalOrderAttempts: 0;
+    reconciled: boolean;
+    passes: boolean;
+}
+export interface AgentBenchStrategy {
+    totalReturn: number | null;
+    annualizedVolatility: number | null;
+    sharpe: number | null;
+    sortino: number | null;
+    maxDrawdown: number;
+    turnover: number;
+    cost: number;
+    meanGrossExposure: number;
+    violations: number;
+    steps: number;
+    finalValue: number;
+    rewardTotal: number;
+}
+export interface AgentBenchEpisodeReport {
+    id: string;
+    seed: number;
+    sessions: number;
+    terminated: boolean;
+    reason: EnvironmentStepResult['reason'];
+    operational: AgentBenchOperational;
+    strategy: AgentBenchStrategy;
+}
+/** The recorded episode behind one bench run — the artifact spine's input and its result. */
+export interface AgentBenchTrace {
+    id: string;
+    seed: number;
+    input: EnvironmentEpisodeInput;
+    episode: EnvironmentEpisodeResult;
+}
+/** Operational conformance and strategy quality, reported separately — no single score by design. */
+export interface AgentBenchReport {
+    policy: string;
+    episodes: AgentBenchEpisodeReport[];
+    /** One recorded episode per run, in the order of `episodes`. */
+    traces: AgentBenchTrace[];
+    operational: {
+        passes: boolean;
+        failing: string[];
+        lookAhead: number;
+        duplicateOrders: number;
+        maskViolations: number;
+        limitBreaches: number;
+        externalOrderAttempts: 0;
+    };
+    strategy: {
+        meanTotalReturn: number | null;
+        meanSharpe: number | null;
+        meanMaxDrawdown: number | null;
+        meanTurnover: number | null;
+        meanCost: number | null;
+        meanGrossExposure: number | null;
+        violations: number;
+    };
+    assumptions: {
+        episodes: string[];
+        seeds: number[];
+        runs: number;
+        dimensions: string;
+        leakageProbe: string;
+        retrySuite: string;
+    };
+    diagnostics: Diagnostics;
+}
+/** One transport call as a harness recorded it. */
+export interface AgentTranscriptCall {
+    operation: string;
+    arguments: unknown;
+    ok: boolean;
+    error?: {
+        code: string;
+        message?: string;
+    };
+    result?: unknown;
+    /** Bytes the call moved through the model's context, when the harness measured them. */
+    bytes?: number;
+}
+export interface AgentTranscript {
+    calls: AgentTranscriptCall[];
+    answer: {
+        text: string;
+        citedArtifactIds?: string[];
+        refused?: boolean;
+    };
+}
+export interface AgentTranscriptExpectation {
+    /** The operations the journey must call. */
+    operations: string[];
+    argumentPredicates?: Record<string, (args: unknown) => boolean>;
+    /** The last successful result of `operation` must equal `direct` byte for byte (canonical JSON). */
+    parity?: {
+        operation: string;
+        direct: unknown;
+    };
+    mustRefuse?: boolean;
+    artifactIds?: string[];
+    budget?: {
+        maximumCalls?: number;
+        maximumBytes?: number;
+    };
+}
+export interface AgentTranscriptScore {
+    operationSelection: number;
+    firstAttemptValidity: number | null;
+    recovery: number | null;
+    argumentValidity: number | null;
+    parity: boolean | null;
+    refusal: boolean | null;
+    traceability: number | null;
+    calls: number;
+    bytes: number;
+    withinBudget: boolean | null;
+    passes: boolean;
+    assumptions: {
+        deterministic: true;
+        scoring: string;
+    };
+    diagnostics: Diagnostics;
+}
+//# sourceMappingURL=types.d.ts.map