@insiderfinance/totalfinance 0.1.0

package/modules/portfolio/dist/policy-grammar.d.ts

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+/**
+ * The investment-policy grammar behind `@insiderfinance/totalfinance/portfolio/policy` (FC7 slice 4, Stage 4.4): model
+ * portfolios with versioned strategic/tactical/glide-path targets and hierarchical sleeves, the
+ * user-supplied `InvestmentPolicy`, and the ONE target-resolution law that `allocatePortfolio`,
+ * `proposePortfolioRebalance`, and `monitorPortfolio` share. This module is INTERNAL: `policy.ts`
+ * is the public subpath and re-exports only the reviewed surface.
+ *
+ * Decisions this module executes (agent-native doc, "Portfolio management workflows" →
+ * "Investment policy"; tracker §FC7 "Portfolio-side management"):
+ *
+ * - A policy is a USER-SUPPLIED artifact, never advice: every goal is explicit and **missing goals
+ *   do not become secret defaults** — a group target with no way to split it, a universe the
+ *   targets do not cover, or a risk budget without a covariance is reported as `unresolved`, never
+ *   quietly filled in.
+ * - Targets are declared on GROUPS (`instrumentId`, `sleeveId`, `assetClass`, `currency`, `tag`,
+ *   `underlying`, `strategy`) — the same identity vocabulary the P&L and timeline groupings use —
+ *   and `{ assetClass: 'cash' }` is THE cash target (the accepted example's spelling).
+ * - A model portfolio is an immutable, content-addressed artifact (`kind: 'totalfinance.model-portfolio'`)
+ *   whose targets resolve at an explicit `asOf`: tactical sets effective at that instant win over
+ *   the glide path, which wins over the strategic set. Nothing is interpolated unless the model says
+ *   `interpolation: 'linear'`.
+ */
+import { type EpochMs } from '../../core/dist/index.js';
+import type { InstrumentClassification } from './pnl.js';
+/**
+ * The group a target applies to — EXACTLY ONE key. `instrumentId` and `sleeveId` resolve through
+ * the model; the classification keys resolve through the caller's `instrumentClassification`
+ * (`currency` through each position's trading currency). `{ assetClass: 'cash' }` targets cash.
+ */
+export interface TargetGroup {
+    instrumentId?: string;
+    sleeveId?: string;
+    assetClass?: string;
+    currency?: string;
+    tag?: string;
+    underlying?: string;
+    strategy?: string;
+}
+export type TargetGroupKey = keyof TargetGroup;
+/** One allocation goal. Exactly one of `weight` (share of NAV) or `riskBudget` (share of risk). */
+export interface AllocationTarget {
+    group: TargetGroup;
+    /** Target weight as a decimal fraction of net asset value (negative = short target). */
+    weight?: number;
+    /**
+     * Target share of total portfolio risk (decimal). Carried on the artifact; this build's
+     * portfolio-side calls act on WEIGHTS and report a risk-budget target as unresolved — turning a
+     * risk budget into weights needs a covariance, which lives on the risk side (`@insiderfinance/totalfinance/risk`).
+     */
+    riskBudget?: number;
+    /** Absolute drift band for this target (decimal of NAV); overrides the policy's `driftBand`. */
+    driftBand?: number;
+}
+/** A dated, complete set of targets. */
+export interface TargetSet {
+    /** When the set becomes effective (`'YYYY-MM-DD'`, zoned ISO datetime, or epoch ms). */
+    effectiveFrom: EpochMs | string;
+    /** Optional end of effectiveness (exclusive) — for tactical overrides. */
+    effectiveTo?: EpochMs | string;
+    targets: AllocationTarget[];
+    note?: string;
+}
+/** A sleeve member: an instrument and its weight WITHIN the sleeve (members sum to 1). */
+export interface SleeveMember {
+    instrumentId: string;
+    weight: number;
+}
+/**
+ * A hierarchical sleeve. A LEAF declares `members`; a CHILD declares `parentSleeveId` and its
+ * `weightWithinParent` (siblings sum to 1). A parent's own target weight flows down the tree.
+ */
+export interface ModelSleeve {
+    sleeveId: string;
+    parentSleeveId?: string;
+    weightWithinParent?: number;
+    members?: SleeveMember[];
+    note?: string;
+}
+export interface BenchmarkConstituent {
+    instrumentId: string;
+    weight: number;
+}
+/** Benchmark identity — a name and, when known, its dated membership. */
+export interface BenchmarkIdentity {
+    benchmarkId: string;
+    /** The instant the membership below is stated at. */
+    asOf?: EpochMs | string;
+    /** Constituent weights (sum to 1) — the identity a tracking comparison is made against. */
+    constituents?: BenchmarkConstituent[];
+}
+export interface LiabilityEntry {
+    date: EpochMs | string;
+    /** Positive amount due on `date`, in `currency`. */
+    amount: number;
+    currency: string;
+}
+/** A schedule of dated liabilities / planned withdrawals the portfolio must fund. */
+export interface LiabilitySchedule {
+    entries: LiabilityEntry[];
+    note?: string;
+}
+/** One glide-path point: a dated target set that runs until the next point (no `effectiveTo`). */
+export type GlidePathPoint = Omit<TargetSet, 'effectiveTo'>;
+/** Dated strategic target sets along a horizon; `interpolation` is REQUIRED (never guessed). */
+export interface GlidePath {
+    interpolation: 'step' | 'linear';
+    points: GlidePathPoint[];
+}
+/** The definition {@link createModelPortfolio} freezes. */
+export interface ModelPortfolioDefinition {
+    modelId: string;
+    /** Safe integer ≥ 1 — a changed model is a new version, never an edit in place. */
+    version: number;
+    baseCurrency: string;
+    strategic: TargetSet;
+    /** Dated complete overrides; the latest set effective at `asOf` wins. */
+    tactical?: TargetSet[];
+    glidePath?: GlidePath;
+    sleeves?: ModelSleeve[];
+    benchmark?: BenchmarkIdentity;
+    liabilities?: LiabilitySchedule;
+    horizonEndDate?: EpochMs | string;
+    note?: string;
+}
+export declare const MODEL_PORTFOLIO_KIND = "totalfinance.model-portfolio";
+export declare const MODEL_PORTFOLIO_SCHEMA_VERSION = 1;
+/** The immutable, content-addressed model artifact. */
+export interface ModelPortfolio extends ModelPortfolioDefinition {
+    kind: typeof MODEL_PORTFOLIO_KIND;
+    schemaVersion: number;
+    /** `sha256:` over the canonical definition (kind and schemaVersion included). */
+    contentHash: string;
+}
+export type WithinGroupAllocation = 'proportional-to-current' | 'equal';
+export type ContributionHandling = 'invest-to-targets' | 'hold-as-cash';
+export type WithdrawalHandling = 'raise-from-overweights' | 'pro-rata';
+export type IncomeReinvestment = 'reinvest' | 'hold-as-cash';
+export interface GroupWeightLimit {
+    group: TargetGroup;
+    /** Maximum absolute weight of the group (decimal of NAV). */
+    maximumWeight: number;
+}
+/** Hard limits a proposal must satisfy and a monitor evaluates. Every limit is explicit. */
+export interface PolicyLimits {
+    /** Maximum absolute weight of any single instrument (decimal of NAV). */
+    maximumPositionWeight?: number;
+    maximumGroupWeights?: GroupWeightLimit[];
+    /** Maximum gross exposure ÷ NAV (1 = unlevered). */
+    maximumGrossLeverage?: number;
+    /** Maximum peak-to-trough drawdown of NAV (decimal). */
+    maximumDrawdown?: number;
+    /** Maximum one-evaluation NAV loss (decimal of the prior NAV). */
+    maximumDailyLoss?: number;
+    /** Maximum days to liquidate any position at the supplied participation rate. */
+    maximumDaysToLiquidate?: number;
+    /** Minimum settled cash in base currency (a margin/buying-power floor; may be negative). */
+    minimumSettledCash?: number;
+}
+/**
+ * The user-supplied investment policy (agent-native "Investment policy"). Targets come inline or
+ * from a model artifact — never both. Everything else is optional and explicit.
+ */
+export interface InvestmentPolicy {
+    targets?: AllocationTarget[];
+    model?: ModelPortfolio;
+    /**
+     * How a GROUP target (assetClass/currency/tag/underlying/strategy) is split across its member
+     * instruments. REQUIRED whenever such a target resolves to more than one instrument.
+     */
+    withinGroupAllocation?: WithinGroupAllocation;
+    /** Default absolute drift band (decimal of NAV) — a target outside its band triggers trades/alerts. */
+    driftBand?: number;
+    reviewCadenceDays?: number;
+    /** Maximum turnover per proposal: `Σ|trade notional| ÷ NAV` (buys and sells both counted). */
+    maximumTurnover?: number;
+    /** Maximum estimated transaction cost per proposal, in base currency. */
+    maximumEstimatedTransactionCost?: number;
+    /** Cash reserve in base currency that a proposal may never spend below. */
+    minimumCash?: number;
+    /** Cash reserve as a decimal of NAV (alternative spelling; both may be set — the larger binds). */
+    minimumCashWeight?: number;
+    limits?: PolicyLimits;
+    allowedInstruments?: string[];
+    restrictedInstruments?: string[];
+    allowedAccounts?: string[];
+    benchmark?: BenchmarkIdentity;
+    /** Prose statement of the performance objective. String-typed by design. */
+    performanceObjective?: string;
+    contributionHandling?: ContributionHandling;
+    withdrawalHandling?: WithdrawalHandling;
+    incomeReinvestment?: IncomeReinvestment;
+    /**
+     * Identity of an external tax-aware lot-selection objective. This build reports lots under the
+     * ledger's own relief policy and echoes this identity; it never applies an objective it does not
+     * implement.
+     */
+    lotSelectionObjective?: string;
+}
+export type ResolvedTargetSource = 'inline' | 'strategic' | 'tactical' | 'glide-path';
+/** The targets effective at one instant, with where they came from. */
+export interface ResolvedTargets {
+    targets: AllocationTarget[];
+    source: ResolvedTargetSource;
+    /** The effective-from instant of the winning set (`null` for inline targets). */
+    effectiveFrom: EpochMs | null;
+    /** Present when a linear glide path interpolated between two points. */
+    interpolation?: {
+        from: EpochMs;
+        to: EpochMs;
+        fraction: number;
+    };
+}
+/** One instrument's resolved target after group expansion. */
+export interface InstrumentTarget {
+    instrumentId: string;
+    targetWeight: number;
+    driftBand: number | null;
+    /** The target group keys (`'assetClass:equity'`) that produced this weight. */
+    sourceGroups: string[];
+    /** True when the instrument was covered by no target and the targets sum to 1 (implied zero). */
+    implied: boolean;
+}
+/** One group target after membership resolution. */
+export interface GroupTarget {
+    key: string;
+    group: TargetGroup;
+    targetWeight: number;
+    driftBand: number | null;
+    members: string[];
+}
+export interface UnresolvedTarget {
+    key: string;
+    group: TargetGroup;
+    reason: string;
+}
+/** The expansion of group targets to instrument targets — what allocation and rebalancing act on. */
+export interface ExpandedTargets {
+    instrumentTargets: InstrumentTarget[];
+    groupTargets: GroupTarget[];
+    /** The cash target (`{ assetClass: 'cash' }`), implied zero when the targets sum to 1 without one. */
+    cashTarget: {
+        targetWeight: number;
+        driftBand: number | null;
+        implied: boolean;
+    } | null;
+    /** Σ of the resolved group weights including cash (before implied zeros). */
+    declaredWeightTotal: number;
+    unresolved: UnresolvedTarget[];
+    warnings: string[];
+}
+export interface ExpandTargetsInput {
+    targets: AllocationTarget[];
+    /** Every instrument the expansion may assign a target to (holdings ∪ allowed ∪ sleeve members). */
+    universe: string[];
+    instrumentClassification: Record<string, InstrumentClassification>;
+    /** Trading currency per instrument — resolves `currency` targets. */
+    instrumentCurrency: Record<string, string>;
+    /** Current weights per instrument (decimal of NAV) — for `'proportional-to-current'`. */
+    currentWeights: Record<string, number>;
+    sleeves: ModelSleeve[];
+    withinGroupAllocation: WithinGroupAllocation | undefined;
+    defaultDriftBand: number | undefined;
+}
+/** Weight sums are compared at this tolerance (float arithmetic on declared decimals). */
+export declare const WEIGHT_TOLERANCE = 1e-9;
+/** The cash target's spelling — the accepted example's `{ assetClass: 'cash' }`. */
+export declare const CASH_ASSET_CLASS = "cash";
+/** The single key of a validated target group, as `'<dimension>:<value>'`. */
+export declare function targetGroupKey(group: TargetGroup): string;
+/** Whether a group is the cash target. */
+export declare function isCashTargetGroup(group: TargetGroup): boolean;
+/** Validate one target group: an object with exactly ONE dimension key holding an identity string. */
+export declare function requireTargetGroup(functionName: string, path: string, value: unknown): TargetGroup;
+/** Validate one allocation target. */
+export declare function requireAllocationTarget(functionName: string, path: string, value: unknown): AllocationTarget;
+/** Validate a target list: each target valid, no duplicate groups, per-dimension sums ≤ 1. */
+export declare function requireAllocationTargets(functionName: string, path: string, value: unknown): AllocationTarget[];
+/** Validate a {@link ModelPortfolioDefinition} (closed keys, dated sets, sleeve structure). */
+export declare function requireModelPortfolioDefinition(functionName: string, path: string, value: unknown): ModelPortfolioDefinition;
+/**
+ * Freeze a {@link ModelPortfolioDefinition} into an immutable, content-addressed
+ * {@link ModelPortfolio} artifact. The definition is fully validated first; the hash covers
+ * everything (a changed target is a different model).
+ *
+ * @example
+ * ```ts
+ * import { createModelPortfolio } from '@insiderfinance/totalfinance/portfolio/policy';
+ *
+ * const model = createModelPortfolio({
+ *   modelId: 'balanced',
+ *   version: 1,
+ *   baseCurrency: 'USD',
+ *   strategic: {
+ *     effectiveFrom: '2026-01-01',
+ *     targets: [
+ *       { group: { tag: 'equity' }, weight: 0.6 },
+ *       { group: { tag: 'fixed-income' }, weight: 0.3 },
+ *       { group: { assetClass: 'cash' }, weight: 0.1 },
+ *     ],
+ *   },
+ * });
+ * model.contentHash; // 'sha256:…'
+ * ```
+ */
+export declare function createModelPortfolio(definition: ModelPortfolioDefinition): ModelPortfolio;
+/** Validate a {@link ModelPortfolio} artifact, including that its hash matches its content. */
+export declare function requireModelPortfolio(functionName: string, path: string, value: unknown): ModelPortfolio;
+/** Whether a value is a structurally valid, untampered model artifact (a predicate: never throws). */
+export declare function isModelPortfolio(value: unknown): value is ModelPortfolio;
+/** Validate {@link PolicyLimits}. */
+export declare function requirePolicyLimits(functionName: string, path: string, value: unknown): PolicyLimits;
+/**
+ * Validate an {@link InvestmentPolicy}: closed keys, typed limits, targets inline XOR from a model
+ * artifact (whose hash is re-verified), identity lists without duplicates.
+ */
+export declare function requireInvestmentPolicy(functionName: string, path: string, value: unknown): InvestmentPolicy;
+/** Input for {@link resolveModelTargets}. */
+export interface ResolveModelTargetsInput {
+    model: ModelPortfolio;
+    /** The instant to resolve at (`'YYYY-MM-DD'`, zoned ISO datetime, or epoch ms). */
+    asOf: EpochMs | string;
+}
+/**
+ * The targets a model makes effective at `asOf`: the latest tactical set covering the instant,
+ * else the glide path (stepped or interpolated), else the strategic set. An instant before the
+ * strategic set is effective is a typed refusal — a model has no targets there.
+ *
+ * @example
+ * ```ts
+ * const effective = resolveModelTargets({ model, asOf: '2026-06-30' });
+ * effective.source; // 'strategic' | 'tactical' | 'glide-path'
+ * ```
+ */
+export declare function resolveModelTargets(input: ResolveModelTargetsInput): ResolvedTargets;
+/**
+ * The targets a POLICY makes effective at `asOf`: inline targets verbatim, or the model's
+ * resolution. A policy without targets is a typed refusal from the caller that needs them.
+ */
+export declare function resolvePolicyTargets(functionName: string, policy: InvestmentPolicy, asOf: EpochMs | string): ResolvedTargets;
+/** The classification group keys an instrument belongs to (`'assetClass:equity'`, `'tag:tech'`, …). */
+export declare function instrumentGroupKeys(instrumentId: string, classification: InstrumentClassification | undefined, currency: string | undefined): string[];
+/**
+ * Expand resolved group targets to per-instrument target weights under the ONE resolution law:
+ *
+ * - `instrumentId` targets bind directly; `sleeveId` targets flow down the sleeve tree;
+ * - classification/currency targets bind to the universe members that carry the group and split
+ *   by `withinGroupAllocation` (REQUIRED when a group has more than one member — never guessed);
+ * - an instrument named by two targets is a CONFLICT (both unresolved); a group with no members
+ *   is unresolved; a risk-budget target is unresolved (needs a covariance — risk side);
+ * - `{ assetClass: 'cash' }` is the cash target. When the declared weights sum to 1, every
+ *   uncovered instrument (and a missing cash target) has an IMPLIED target of 0 and is flagged
+ *   `implied`; when they sum to less than 1 the remainder is undeclared and the uncovered
+ *   instruments are unresolved — missing goals do not become secret defaults.
+ */
+export declare function expandTargets(functionName: string, input: ExpandTargetsInput): ExpandedTargets;
+/** The policy grammar's conventions, echoed by every consumer. */
+export declare const POLICY_CONVENTIONS_VERSION = "0.0.1";
+//# sourceMappingURL=policy-grammar.d.ts.map

package/modules/portfolio/dist/policy-grammar.d.ts.map

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