@insiderfinance/totalfinance 0.1.0

package/modules/risk/dist/portfolio.js

@@ -0,0 +1,547 @@
+import { ensureFiniteWhenPresent } from './options-internal.js';
+/**
+ * `@insiderfinance/totalfinance/risk/portfolio` — portfolio-level risk approximations (spec §15.3): concentration,
+ * liquidity, margin, and Greeks aggregation. Pure functions over weights / positions / Greeks; no
+ * market data or option pricing pulled in.
+ */
+import { CONVENTIONS_VERSION, ensureFinite, ensureKnownKeys, ensureNonNegative, ensurePositive, ErrorCode, InputError, WarningCode, requireArgumentArray, requireArgumentObject, seriesFacade, warning, } from '../../core/dist/index.js';
+/** Law 2 report grammar (D5): every portfolio answer carries its conventions and a warnings channel. */
+function portfolioReport(assumptions, warnings = []) {
+    return {
+        assumptions: { conventionsVersion: CONVENTIONS_VERSION, ...assumptions },
+        diagnostics: { warnings },
+    };
+}
+/** The documented `concentration` option keys. */
+const CONCENTRATION_OPTIONS_KEYS = ['topK'];
+/**
+ * Concentration of a (possibly long/short) weight vector, measured on gross-normalized shares
+ * `s_i = |w_i| / Σ|w|`: the HHI and its reciprocal effective-N, the largest and top-k shares, and the
+ * Gini coefficient.
+ */
+export function concentration(weights, options = {}) {
+    // `null` slips past the `= {}` default and would die on the first option read — reject it typed.
+    requireArgumentObject('concentration', 'options', options);
+    // Law 12: a misspelled knob (`topk: 2` running at the top-5 default) must throw, never no-op.
+    ensureKnownKeys('concentration', 'options', options, CONCENTRATION_OPTIONS_KEYS);
+    requireArgumentArray('concentration', 'weights', weights);
+    const n = weights.length;
+    if (n === 0) {
+        // Every sibling rejects empty input; a NaN-struct would silently poison a dashboard (design law #4).
+        throw new InputError('concentration: weights must be non-empty.', {
+            code: ErrorCode.InputOutOfRange,
+            context: { length: 0 },
+        });
+    }
+    let gross = 0;
+    for (let i = 0; i < n; i++) {
+        ensureFinite(weights[i], `weights[${i}]`, 'concentration');
+        gross += Math.abs(weights[i]);
+    }
+    ensureFiniteWhenPresent(options.topK, 'topK', 'concentration');
+    const k = Math.max(1, Math.min(options.topK ?? 5, n));
+    if (gross === 0) {
+        // A zero-gross book has nothing to concentrate: effectiveN is undefined — null + a warning
+        // (Law 7: warnings never license a NaN), mirroring the optionsMargin `maxLoss: null` pattern.
+        return {
+            hhi: 0,
+            effectiveCount: null,
+            topWeight: 0,
+            topKShare: 0,
+            gini: 0,
+            ...portfolioReport({ topK: k, positions: n }, [
+                warning(WarningCode.RiskZeroGrossExposure, 'concentration: every weight is 0, so gross exposure is zero and the effective position count is undefined — effectiveCount is null.', 'info', { positions: n }),
+            ]),
+        };
+    }
+    const shares = Array.from({ length: n }, (_, i) => Math.abs(weights[i]) / gross).sort((a, b) => b - a);
+    let hhi = 0;
+    for (const s of shares)
+        hhi += s * s;
+    let topKShare = 0;
+    for (let i = 0; i < k; i++)
+        topKShare += shares[i];
+    // Gini via mean absolute difference of the shares (Σ s = 1 ⇒ denominator simplifies to n).
+    let rollingMeanAbsoluteDeviation = 0;
+    for (let i = 0; i < n; i++)
+        for (let j = 0; j < n; j++)
+            rollingMeanAbsoluteDeviation += Math.abs(shares[i] - shares[j]);
+    const gini = rollingMeanAbsoluteDeviation / (2 * n);
+    return {
+        hhi,
+        effectiveCount: 1 / hhi,
+        topWeight: shares[0],
+        topKShare,
+        gini,
+        // The applied top-k window (dx §2.4): the `topK: 5` default is disclosed, never hidden.
+        ...portfolioReport({ topK: k, positions: n }),
+    };
+}
+/** The documented `liquidity` option keys. */
+const LIQUIDITY_OPTIONS_KEYS = ['participation'];
+/**
+ * Liquidity approximation: days to liquidate each position when trading at most `participation` of its
+ * average daily volume (default 20%), plus the slowest name's horizonPeriods for the whole book.
+ */
+export function liquidity(positions, options = {}) {
+    // `null` slips past the `= {}` default and would die on the first option read — reject it typed.
+    requireArgumentObject('liquidity', 'options', options);
+    // Law 12: a misspelled knob (`particpation` running at the 20% default) must throw, never no-op.
+    ensureKnownKeys('liquidity', 'options', options, LIQUIDITY_OPTIONS_KEYS);
+    requireArgumentArray('liquidity', 'positions', positions);
+    ensureFiniteWhenPresent(options.participation, 'participation', 'liquidity');
+    const participation = options.participation ?? 0.2;
+    if (!(participation > 0 && participation <= 1)) {
+        throw new InputError(`liquidity: participation must be in (0, 1], got ${participation}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { participation },
+        });
+    }
+    let worst = 0;
+    const perAsset = positions.map((p, i) => {
+        if (!(p.averageDailyVolume > 0)) {
+            throw new InputError(`liquidity: positions[${i}].averageDailyVolume must be > 0, got ${p.averageDailyVolume}.`, {
+                code: ErrorCode.InputOutOfRange,
+                context: { index: i, averageDailyVolume: p.averageDailyVolume },
+            });
+        }
+        const averageDailyVolumeMultiple = Math.abs(p.size) / p.averageDailyVolume;
+        const daysToLiquidate = averageDailyVolumeMultiple / participation;
+        if (daysToLiquidate > worst)
+            worst = daysToLiquidate;
+        return { daysToLiquidate, averageDailyVolumeMultiple };
+    });
+    return {
+        perAsset,
+        portfolioDaysToLiquidate: worst,
+        // The applied participation cap (dx §2.4): the 20% default is disclosed, never hidden.
+        ...portfolioReport({ participation, positions: positions.length }),
+    };
+}
+/** The documented {@link MarketImpactInput} keys. */
+const MARKET_IMPACT_INPUT_KEYS = ['size', 'averageDailyVolume', 'volatility'];
+/** The documented `marketImpact` option keys. */
+const MARKET_IMPACT_OPTIONS_KEYS = ['coefficient'];
+/**
+ * Square-root market-impact cost (fraction of price): `coefficient · σ · √(|size| / averageDailyVolume)` — the
+ * standard concave impact law. `σ` is the asset's per-period vol; `coefficient` defaults to 1.
+ * Returns the standard `Computed` envelope: `value` is the impact cost, and the applied
+ * `coefficient` default is echoed in `assumptions` (dx §2.4, never silently applied).
+ */
+function marketImpactResult(input, options = {}) {
+    requireArgumentObject('marketImpact', 'input', input);
+    // Law 12: a misspelled field (`avd` leaving averageDailyVolume undefined) must throw, never no-op.
+    ensureKnownKeys('marketImpact', 'input', input, MARKET_IMPACT_INPUT_KEYS);
+    requireArgumentObject('marketImpact', 'options', options);
+    ensureKnownKeys('marketImpact', 'options', options, MARKET_IMPACT_OPTIONS_KEYS);
+    const { size, averageDailyVolume, volatility } = input;
+    if (!(averageDailyVolume > 0)) {
+        throw new InputError(`marketImpact: averageDailyVolume must be > 0, got ${averageDailyVolume}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { averageDailyVolume },
+        });
+    }
+    // Without these, a NaN size or a negative vol/coefficient yields a NaN or negative "cost".
+    ensureFinite(size, 'size', 'marketImpact');
+    ensureNonNegative(volatility, 'volatility', 'marketImpact');
+    const coefficient = options.coefficient ?? 1;
+    ensureNonNegative(coefficient, 'coefficient', 'marketImpact');
+    return {
+        value: coefficient * volatility * Math.sqrt(Math.abs(size) / averageDailyVolume),
+        assumptions: { conventionsVersion: CONVENTIONS_VERSION, coefficient },
+        diagnostics: { warnings: [] },
+    };
+}
+/** Plain impact cost; use `marketImpact.explain(...)` for the coefficient and diagnostics. */
+export const marketImpact = seriesFacade('marketImpact', (input, options = {}) => marketImpactResult(input, options).value, marketImpactResult);
+/** The documented `margin` option keys. */
+const MARGIN_OPTIONS_KEYS = ['equity', 'initialRate', 'maintenanceRate'];
+/**
+ * Margin approximation from signed position notionals and account equity: gross/net/long/short
+ * exposure, Reg-T-style initial (default 50%) and maintenance (default 25%) requirements, gross
+ * leverage, and a maintenance-met flag.
+ */
+export function margin(positionNotionals, options) {
+    requireArgumentObject('margin', 'options', options);
+    // Law 12: a misspelled knob (`initalRate` running at the 50% default) must throw, never no-op.
+    ensureKnownKeys('margin', 'options', options, MARGIN_OPTIONS_KEYS);
+    requireArgumentArray('margin', 'positionNotionals', positionNotionals);
+    ensureFinite(options.equity, 'equity', 'margin');
+    if (!(options.equity > 0)) {
+        throw new InputError(`margin: equity must be > 0, got ${options.equity}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { equity: options.equity },
+        });
+    }
+    ensureFiniteWhenPresent(options.initialRate, 'initialRate', 'margin');
+    const initialRate = options.initialRate ?? 0.5;
+    ensureFiniteWhenPresent(options.maintenanceRate, 'maintenanceRate', 'margin');
+    const maintenanceRate = options.maintenanceRate ?? 0.25;
+    // A negative/NaN rate would flow straight into initial/maintenance margin and meetsMaintenance.
+    ensureNonNegative(initialRate, 'initialRate', 'margin');
+    ensureNonNegative(maintenanceRate, 'maintenanceRate', 'margin');
+    let gross = 0;
+    let net = 0;
+    let long = 0;
+    let short = 0;
+    for (let i = 0; i < positionNotionals.length; i++) {
+        const v = positionNotionals[i];
+        ensureFinite(v, `positionNotionals[${i}]`, 'margin');
+        gross += Math.abs(v);
+        net += v;
+        if (v > 0)
+            long += v;
+        else
+            short -= v;
+    }
+    const maintenanceMargin = maintenanceRate * gross;
+    return {
+        grossExposure: gross,
+        netExposure: net,
+        longExposure: long,
+        shortExposure: short,
+        initialMargin: initialRate * gross,
+        maintenanceMargin,
+        leverage: gross / options.equity,
+        meetsMaintenance: options.equity >= maintenanceMargin,
+        // The applied rates (dx §2.4): the 50%/25% Reg-T defaults are disclosed, never hidden.
+        ...portfolioReport({
+            equity: options.equity,
+            initialRate,
+            maintenanceRate,
+            positions: positionNotionals.length,
+        }),
+    };
+}
+/**
+ * Resolve and validate the naked-margin knobs. A negative multiplier or rate would flip the sign of
+ * the requirement (negative margin / max loss) — reject rather than emit a nonsensical figure.
+ */
+function resolveNakedMarginOptions(options, functionName) {
+    ensureFiniteWhenPresent(options.multiplier, 'multiplier', functionName);
+    const mult = options.multiplier ?? 100;
+    ensureFiniteWhenPresent(options.equityRate, 'equityRate', functionName);
+    const eq = options.equityRate ?? 0.2;
+    ensureFiniteWhenPresent(options.floorRate, 'floorRate', functionName);
+    const fl = options.floorRate ?? 0.1;
+    ensurePositive(mult, 'multiplier', functionName);
+    ensureNonNegative(eq, 'equityRate', functionName);
+    ensureNonNegative(fl, 'floorRate', functionName);
+    return { mult, eq, fl };
+}
+/** The documented {@link NakedMarginInput} keys. */
+const NAKED_MARGIN_INPUT_KEYS = ['spot', 'strike', 'premium'];
+/** Shared boundary guard + knob resolution for the two naked-margin facades. */
+function resolveNakedMargin(input, options, functionName) {
+    requireArgumentObject(functionName, 'input', input);
+    // Law 12: a misspelled field (`premum` treated as premium 0) must throw, never no-op.
+    ensureKnownKeys(functionName, 'input', input, NAKED_MARGIN_INPUT_KEYS);
+    requireArgumentObject(functionName, 'options', options);
+    ensureKnownKeys(functionName, 'options', options, NAKED_MARGIN_OPTIONS_KEYS);
+    ensurePositive(input.spot, 'spot', functionName);
+    ensurePositive(input.strike, 'strike', functionName);
+    ensureNonNegative(input.premium, 'premium', functionName);
+    return resolveNakedMarginOptions(options, functionName);
+}
+/** Wrap a per-contract requirement in the naked-margin envelope. */
+function nakedMarginEnvelope(value, knobs) {
+    return {
+        value,
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            multiplier: knobs.mult,
+            equityRate: knobs.eq,
+            floorRate: knobs.fl,
+        },
+        diagnostics: { warnings: [] },
+    };
+}
+/** Bare per-contract naked-call requirement given resolved knobs (shared with `optionsMargin`). */
+function nakedCallMarginKernel(input, knobs) {
+    const otm = Math.max(input.strike - input.spot, 0);
+    return ((input.premium + Math.max(knobs.eq * input.spot - otm, knobs.fl * input.spot)) * knobs.mult);
+}
+/** Bare per-contract naked-put requirement given resolved knobs (shared with `optionsMargin`). */
+function nakedPutMarginKernel(input, knobs) {
+    const otm = Math.max(input.spot - input.strike, 0);
+    return ((input.premium + Math.max(knobs.eq * input.spot - otm, knobs.fl * input.strike)) * knobs.mult);
+}
+/**
+ * Reg-T initial margin for one naked short **call**, in account currency per contract:
+ * `premium + max(equityRate·U − OTM, floorRate·U)`, `OTM = max(strike − U, 0)`, all × multiplier.
+ * Returns the standard `Computed` envelope (`value` = the requirement).
+ */
+function nakedCallMarginResult(input, options = {}) {
+    const knobs = resolveNakedMargin(input, options, 'nakedCallMargin');
+    return nakedMarginEnvelope(nakedCallMarginKernel(input, knobs), knobs);
+}
+/** Plain per-contract requirement; use `.explain()` for the applied Reg-T knobs. */
+export const nakedCallMargin = seriesFacade('nakedCallMargin', (input, options = {}) => nakedCallMarginResult(input, options).value, nakedCallMarginResult);
+/**
+ * Reg-T initial margin for one naked short **put**, in account currency per contract:
+ * `premium + max(equityRate·U − OTM, floorRate·strike)`, `OTM = max(U − strike, 0)`, all × multiplier.
+ * (The floor is on the strike/aggregate exercise value, per the CBOE manual.) Returns the standard
+ * `Computed` envelope (`value` = the requirement).
+ */
+function nakedPutMarginResult(input, options = {}) {
+    const knobs = resolveNakedMargin(input, options, 'nakedPutMargin');
+    return nakedMarginEnvelope(nakedPutMarginKernel(input, knobs), knobs);
+}
+/** Plain per-contract requirement; use `.explain()` for the applied Reg-T knobs. */
+export const nakedPutMargin = seriesFacade('nakedPutMargin', (input, options = {}) => nakedPutMarginResult(input, options).value, nakedPutMarginResult);
+/** The documented {@link NakedMarginOptions} keys. */
+const NAKED_MARGIN_OPTIONS_KEYS = ['multiplier', 'equityRate', 'floorRate'];
+/** The documented {@link OptionsMarginOptions} keys — the naked knobs plus `spot`. */
+const OPTIONS_MARGIN_OPTIONS_KEYS = [
+    ...NAKED_MARGIN_OPTIONS_KEYS,
+    'spot',
+    'putMarginBasis',
+];
+/** The valid {@link PutMarginBasis} values (Law 12: an unknown basis throws, never defaults). */
+const PUT_MARGIN_BASES = ['reg-t-naked', 'cash-secured'];
+/**
+ * Initial margin / buying-power for a single-underlying, single-expiry multi-leg option position
+ * (spec §15.3, product review §6). The expiration payoff is piecewise-linear, so the requirement is:
+ *
+ *  - **long only** (all legs bought): the net debit paid (fully-paid, no additional margin);
+ *  - **covered defined risk** (every short leg is offset — verticals, condors, butterflies): the
+ *    max loss;
+ *  - **uncovered short puts** (more short put contracts than long ones): the Reg-T naked-put
+ *    requirement on the uncovered contracts + the max loss of the rest. A short put's loss is
+ *    *bounded* (the underlying stops at 0), but bounded is not the same as covered: charging the
+ *    whole `(strike − premium)` exercise value margins a margin account as if it were
+ *    cash-secured, ~4× the Reg-T requirement one function away (`nakedPutMargin`). Opt into the
+ *    cash-secured basis for a cash/IRA account with `putMarginBasis: 'cash-secured'`;
+ *  - **undefined risk** (a net-short call leaves the upside unbounded): the Reg-T naked requirement
+ *    summed over the short legs — a conservative strategy-based approximation (a portfolio-margin
+ *    engine would net offsets more finely).
+ *
+ * Coverage is counted contract-for-contract per option type, pairing the highest strikes first, so
+ * a 1×1 spread is covered and the extra short in a 2×1 ratio is not. `maxLoss` is unaffected by the
+ * margin basis — it stays the position's true worst case at expiration.
+ *
+ * Pure and clock-free; premiums, strikes, and the underlier are explicit inputs.
+ */
+export function optionsMargin(legs, options) {
+    requireArgumentObject('optionsMargin', 'options', options);
+    // Law 12: a misspelled knob (`equtyRate` running at the 20% default) must throw, never no-op.
+    ensureKnownKeys('optionsMargin', 'options', options, OPTIONS_MARGIN_OPTIONS_KEYS);
+    requireArgumentArray('optionsMargin', 'legs', legs);
+    const functionName = 'optionsMargin';
+    ensurePositive(options.spot, 'spot', functionName);
+    // Pre-coalesce: null must reach the enum guard, never silently become the default basis.
+    const putMarginBasis = options.putMarginBasis === null
+        ? null
+        : (options.putMarginBasis ?? 'reg-t-naked');
+    if (!PUT_MARGIN_BASES.includes(putMarginBasis)) {
+        throw new InputError(`${functionName}: putMarginBasis must be one of ${PUT_MARGIN_BASES.join(', ')}; got "${String(putMarginBasis)}".`, { code: ErrorCode.InputInvalidEnum, context: { putMarginBasis } });
+    }
+    if (legs.length === 0) {
+        throw new InputError(`${functionName}: at least one option leg is required.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { legs: 0 },
+        });
+    }
+    // Validate the multiplier / Reg-T rate knobs (the naked branch forwards them to nakedCall/PutMargin).
+    const { mult, eq, fl } = resolveNakedMarginOptions(options, functionName);
+    for (let i = 0; i < legs.length; i++) {
+        const l = legs[i];
+        if (l.type !== 'call' && l.type !== 'put') {
+            throw new InputError(`${functionName}: legs[${i}].type must be 'call' or 'put', got "${l.type}".`, {
+                code: ErrorCode.InputInvalidEnum,
+                context: { index: i, type: l.type },
+            });
+        }
+        ensureFinite(l.quantity, `legs[${i}].quantity`, functionName);
+        ensurePositive(l.strike, `legs[${i}].strike`, functionName);
+        ensureNonNegative(l.premium, `legs[${i}].premium`, functionName);
+    }
+    const intrinsic = (type, k, x) => type === 'call' ? Math.max(x - k, 0) : Math.max(k - x, 0);
+    const netDebitPerShare = legs.reduce((s, l) => s + l.quantity * l.premium, 0);
+    const pnlPerShare = (x) => legs.reduce((s, l) => s + l.quantity * intrinsic(l.type, l.strike, x), 0) - netDebitPerShare;
+    // The only unbounded direction is up (x → ∞) when the net call quantity is short; the downside is
+    // bounded at x = 0. So the worst finite P&L is at a vertex in {0, strikes}.
+    const callSlope = legs.filter((l) => l.type === 'call').reduce((s, l) => s + l.quantity, 0);
+    const unboundedUp = callSlope < 0;
+    const vertices = [0, ...legs.map((l) => l.strike)];
+    const worstFinite = Math.min(...vertices.map(pnlPerShare));
+    // Only meaningful when the loss is bounded; the unbounded case reports `maxLoss: null` (Law 7 —
+    // `Infinity` is not JSON-safe, and a warning never licenses a non-finite).
+    const boundedMaxLossPerShare = Math.max(0, -Math.min(0, worstFinite));
+    const definedRisk = !unboundedUp;
+    const allLong = legs.every((l) => l.quantity > 0);
+    const netDebit = netDebitPerShare * mult;
+    const knobs = { mult, eq, fl };
+    /** Per-contract requirement for one short put leg under the selected basis. */
+    const shortPutRequirement = (leg) => putMarginBasis === 'cash-secured'
+        ? Math.max(0, leg.strike - leg.premium) * mult // the full exercise value a cash account posts
+        : nakedPutMarginKernel({ spot: options.spot, strike: leg.strike, premium: leg.premium }, knobs);
+    // Uncovered short puts: pair short put contracts against long put contracts, highest strike
+    // first, and keep whatever is left over. This is what separates a bull put SPREAD (covered, max
+    // loss) from a naked short put (Reg-T), and it is counted per contract so a 2×1 ratio charges the
+    // one genuinely naked contract.
+    const shortPuts = legs
+        .filter((l) => l.type === 'put' && l.quantity < 0)
+        .sort((a, b) => b.strike - a.strike);
+    let longPutCover = legs
+        .filter((l) => l.type === 'put' && l.quantity > 0)
+        .reduce((s, l) => s + l.quantity, 0);
+    const uncoveredShortPuts = [];
+    for (const leg of shortPuts) {
+        const contracts = Math.abs(leg.quantity);
+        const covered = Math.min(longPutCover, contracts);
+        longPutCover -= covered;
+        if (contracts - covered > 0)
+            uncoveredShortPuts.push({ leg, contracts: contracts - covered });
+    }
+    let initialMargin;
+    let method;
+    if (definedRisk && (uncoveredShortPuts.length === 0 || putMarginBasis === 'cash-secured')) {
+        // Fully covered (or explicitly cash-secured): the capped expiration loss IS the requirement.
+        initialMargin = boundedMaxLossPerShare * mult;
+        method = allLong ? 'long-premium' : 'defined-risk-max-loss';
+    }
+    else if (definedRisk) {
+        // Bounded but uncovered: Reg-T on the naked put contracts + the capped loss of the remainder.
+        method = 'reg-t-naked-put';
+        const uncoveredMargin = uncoveredShortPuts.reduce((sum, u) => sum + u.contracts * shortPutRequirement(u.leg), 0);
+        // The residual position is the book minus exactly those uncovered short contracts; its own
+        // worst case is still a real (capped) loss the account can take on top of the naked charge.
+        const residual = legs.map((l) => {
+            const uncovered = uncoveredShortPuts.find((u) => u.leg === l);
+            return uncovered === undefined ? l : { ...l, quantity: l.quantity + uncovered.contracts };
+        });
+        const residualLegs = residual.filter((l) => l.quantity !== 0);
+        let residualMaxLossPerShare = 0;
+        if (residualLegs.length > 0) {
+            const residualDebit = residualLegs.reduce((s, l) => s + l.quantity * l.premium, 0);
+            const residualPnl = (x) => residualLegs.reduce((s, l) => s + l.quantity * intrinsic(l.type, l.strike, x), 0) -
+                residualDebit;
+            const residualWorst = Math.min(...[0, ...residualLegs.map((l) => l.strike)].map(residualPnl));
+            residualMaxLossPerShare = Math.max(0, -Math.min(0, residualWorst));
+        }
+        initialMargin = uncoveredMargin + residualMaxLossPerShare * mult;
+    }
+    else {
+        // Sum the Reg-T naked requirement over the short legs (uncovered).
+        method = 'reg-t-naked';
+        initialMargin = legs
+            .filter((l) => l.quantity < 0)
+            .reduce((sum, l) => {
+            const per = l.type === 'call'
+                ? nakedCallMarginKernel({ spot: options.spot, strike: l.strike, premium: l.premium }, knobs)
+                : shortPutRequirement(l);
+            return sum + Math.abs(l.quantity) * per;
+        }, 0);
+    }
+    // For a long-only position the "requirement" is simply the debit already paid.
+    const buyingPowerReduction = method === 'long-premium' ? Math.max(0, netDebit) : initialMargin;
+    const warnings = [];
+    if (method === 'reg-t-naked-put') {
+        warnings.push({
+            code: WarningCode.ModelLimitation,
+            message: `The position is short ${uncoveredShortPuts.reduce((s, u) => s + u.contracts, 0)} uncovered put contract(s): the requirement is the Reg-T naked-put charge on them (a MARGIN account's basis), not the ` +
+                `(strike − premium) exercise value. For a cash or IRA account pass putMarginBasis: 'cash-secured'; maxLoss is unchanged either way.`,
+            severity: 'info',
+            context: { putMarginBasis, uncoveredContracts: uncoveredShortPuts.length },
+        });
+    }
+    if (unboundedUp) {
+        warnings.push({
+            code: WarningCode.RiskUnboundedLoss,
+            message: 'The position is net-short calls, so the expiration loss is unbounded above — maxLoss is null (no finite worst case; definedRisk is false) and the Reg-T naked requirement is reported instead.',
+            severity: 'info',
+            context: { callSlope, method },
+        });
+    }
+    return {
+        initialMargin,
+        buyingPowerReduction,
+        maxLoss: unboundedUp ? null : boundedMaxLossPerShare * mult,
+        netDebit,
+        definedRisk,
+        method,
+        // The applied knobs (dx §2.4): the 100/20%/10% multiplier + Reg-T rate defaults and the
+        // uncovered-short-put basis are disclosed, never hidden.
+        ...portfolioReport({
+            spot: options.spot,
+            multiplier: mult,
+            equityRate: eq,
+            floorRate: fl,
+            putMarginBasis,
+            legs: legs.length,
+        }, warnings),
+    };
+}
+/**
+ * Aggregate per-position Greeks into book-level totals, each scaled by the position's signed
+ * `quantity` (default 1) AND its contract `multiplier` (default 1) — per-share option Greeks with
+ * `quantity` in contracts need `multiplier: 100`, and the result says so. Missing Greeks count as 0,
+ * so a mixed book of options and deltas aggregates cleanly. Greeks are in the one unit system
+ * (theta per day, vega per vol point, rho per 1%). Returns the standard `Computed` envelope
+ * (`value` = the totals).
+ */
+export function aggregateGreeks(positions) {
+    requireArgumentArray('aggregateGreeks', 'positions', positions);
+    const total = { value: 0, delta: 0, gamma: 0, vega: 0, theta: 0, rho: 0 };
+    for (const p of positions) {
+        const q = (p.quantity ?? 1) * (p.multiplier ?? 1);
+        const g = p.greeks;
+        if (!g)
+            continue;
+        total.value += q * g.value;
+        total.delta += q * (g.delta ?? 0);
+        total.gamma += q * (g.gamma ?? 0);
+        total.vega += q * (g.vega ?? 0);
+        total.theta += q * (g.theta ?? 0);
+        total.rho += q * (g.rho ?? 0);
+    }
+    return {
+        value: total,
+        // The missing-greeks convention (dx §2.4): a position without greeks contributes 0, disclosed.
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            positions: positions.length,
+            missingGreeks: 'counted-as-zero',
+            contractMultiplier: 'applied',
+            greekUnits: { theta: 'perDay', vega: 'per1Percent', rho: 'per1Percent' },
+        },
+        diagnostics: { warnings: [] },
+    };
+}
+/** The documented `betaWeightedDelta` option keys. */
+const BETA_WEIGHTED_DELTA_OPTIONS_KEYS = ['indexPrice'];
+/**
+ * Beta-weight a book's delta to a reference index — the standard "what's my net delta in SPY terms"
+ * read-out. Each position's dollar delta `δ·price` is scaled by its beta and divided by the index
+ * price to express the whole book as index-equivalent shares.
+ */
+export function betaWeightedDelta(positions, options) {
+    requireArgumentObject('betaWeightedDelta', 'options', options);
+    ensureKnownKeys('betaWeightedDelta', 'options', options, BETA_WEIGHTED_DELTA_OPTIONS_KEYS);
+    requireArgumentArray('betaWeightedDelta', 'positions', positions);
+    ensureFinite(options.indexPrice, 'indexPrice', 'betaWeightedDelta');
+    if (!(options.indexPrice > 0)) {
+        throw new InputError(`betaWeightedDelta: indexPrice must be > 0, got ${options.indexPrice}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { indexPrice: options.indexPrice },
+        });
+    }
+    let dollarDelta = 0;
+    const perPosition = positions.map((p, i) => {
+        ensureFinite(p.delta, `positions[${i}].delta`, 'betaWeightedDelta');
+        ensureFinite(p.spot, `positions[${i}].spot`, 'betaWeightedDelta');
+        ensureFinite(p.beta, `positions[${i}].beta`, 'betaWeightedDelta');
+        const dd = p.delta * p.spot * p.beta;
+        dollarDelta += dd;
+        return { dollarDelta: dd, indexDelta: dd / options.indexPrice };
+    });
+    return {
+        indexDelta: dollarDelta / options.indexPrice,
+        dollarDelta,
+        perPosition,
+        // The reference the whole read-out is expressed against (dx §2.4).
+        ...portfolioReport({ indexPrice: options.indexPrice, positions: positions.length }),
+    };
+}
+//# sourceMappingURL=portfolio.js.map

package/modules/risk/dist/portfolio.js.map

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