@insiderfinance/totalfinance 0.1.0

package/modules/strategy/dist/index.d.ts

@@ -0,0 +1,102 @@
+/**
+ * `@insiderfinance/totalfinance/strategy` — the browser-first options profit calculator (spec §12).
+ *
+ * Build a position from legs, then compute expiration payoff, breakevens, max profit/loss,
+ * mark-to-market P&L, and per-leg/aggregate Greeks. Does NOT depend on `@insiderfinance/totalfinance/volatility`.
+ *
+ *   const position = strategy([
+ *     legs.call({ strike: 100, premium: 4.25, quantity: 1 }),
+ *     legs.call({ strike: 110, premium: 1.4, quantity: -1 }),
+ *   ]);
+ *   position.payoff({ prices: { from: 70, to: 140, steps: 141 } });
+ */
+import { Position } from './position.js';
+import type { LegInput, PositionConfig } from './types.js';
+import * as manifest from './manifest.js';
+export { Position, strategyOf } from './position.js';
+export { legs } from './legs.js';
+export type { OptionLegInput, StockLegInput } from './legs.js';
+export type { VerticalInput, StraddleInput, StrangleInput, IronCondorInput } from './builders.js';
+export type { Role } from './validate.js';
+export { strategyFromChain } from './from-chain.js';
+export type { FromChainType, FromChainOptions, ChainFill, FromChainResult } from './from-chain.js';
+export type { OptionQuote } from '../../core/dist/index.js';
+export { longCall, shortCall, longPut, shortPut, cashSecuredPut, bullCallSpread, bearCallSpread, bullPutSpread, bearPutSpread, straddle, strangle, shortStraddle, shortStrangle, strip, strap, guts, shortGuts, longCombo, shortCombo, longSyntheticFuture, shortSyntheticFuture, syntheticPut, bullCallLadder, bearCallLadder, bullPutLadder, bearPutLadder, callBrokenWing, putBrokenWing, inverseCallBrokenWing, inversePutBrokenWing, jadeLizard, reverseJadeLizard, callRatioSpread, putRatioSpread, callRatioBackspread, putRatioBackspread, longCallButterfly, longPutButterfly, shortCallButterfly, shortPutButterfly, longCallCondor, longPutCondor, shortCallCondor, shortPutCondor, ironCondor, inverseIronCondor, ironButterfly, inverseIronButterfly, coveredCall, protectivePut, collar, coveredShortStraddle, coveredShortStrangle, calendarCallSpread, calendarPutSpread, diagonalCallSpread, diagonalPutSpread, doubleDiagonal, listStrategies, buildStrategy, } from './manifest.js';
+export type { StrategyDescriptor, BuildStrategyInput } from './manifest.js';
+export { classifyStrategy, strategySignature } from './classify.js';
+export type { ClassifiableLeg, StrategyMatch } from './classify.js';
+export type { StrikeLeg, UnitInput, SingleLegInput, LadderInput, JadeLizardInput, ReverseJadeLizardInput, TwoStrikeInput, SyntheticInput, SyntheticPutInput, RatioInput, CondorInput, IronButterflyInput, ShortStraddleInput, ShortStrangleInput, StockOptionInput, CollarInput, } from './strategies.js';
+export type { CalendarInput, DiagonalInput, DoubleDiagonalSide, DoubleDiagonalInput, } from './calendars.js';
+export type { Leg, LegInput, LegKind, OptionLeg, StockLeg, MarketSource, VolatilitySource, PremiumSource, PremiumVolatilitySource, PremiumMarket, PositionConfig, PositionAssumptions, PriceRange, PayoffMetrics, PayoffResult, MarkToMarketInput, MarkToMarketResult, LegValuation, ChartInclude, WhatIfCell, OptimalExitPoint, WhatIfCubeOptions, WhatIfCubeValue, WhatIfCubeResult, WhatIfGbmProbabilityModel, WhatIfProbabilityModel, WhatIfProbabilityOptions, WhatIfCubeProbability, WhatIfCubeBreakEven, } from './types.js';
+export type { ProbabilityInput, ProbabilityMeasure, ProbabilityMetrics, ProbabilityMonteCarloInput, ProbabilityMonteCarloMetrics, ProbabilityModel, TouchProbability, ScenarioRow, ScenarioTableResult, } from './probability.js';
+export { SCAN_OBJECTIVES, scanStrategies } from './scanner.js';
+export type { ScanStructure, ScanQuoteRow, ScanObjective, ScanOptions, ScanCandidate, } from './scanner.js';
+export { optimizeStrategy } from './optimizer.js';
+export type { OptimizerThesis, OptimizerExpiry, OptimizerObjective, OptimizerSizingOptions, OptimizeStrategyOptions, OptimizedStrategy, OptimizedStrategyCapital, OptimizedStrategyKelly, OptimizeStrategyResult, } from './optimizer.js';
+export { payoffSvg } from './svg.js';
+export type { PayoffSvgOptions } from './svg.js';
+export { explainPosition } from './explain.js';
+export type { ExplainPositionOptions, PositionExplanation, DirectionalBias, MoveBias, VolatilityBias, TimeBias, } from './explain.js';
+export declare const strategy: ((positionLegs: readonly LegInput[], config?: PositionConfig) => Position) & {
+    listStrategies(): manifest.StrategyDescriptor[];
+    buildStrategy(request: manifest.BuildStrategyInput): Position;
+    longCall: (input: import("./strategies.js").SingleLegInput, config?: PositionConfig) => Position;
+    shortCall: (input: import("./strategies.js").SingleLegInput, config?: PositionConfig) => Position;
+    longPut: (input: import("./strategies.js").SingleLegInput, config?: PositionConfig) => Position;
+    shortPut: (input: import("./strategies.js").SingleLegInput, config?: PositionConfig) => Position;
+    cashSecuredPut: (input: import("./strategies.js").SingleLegInput, config?: PositionConfig) => Position;
+    bullCallSpread: (input: import("./builders.js").VerticalInput, config?: PositionConfig) => Position;
+    bearCallSpread: (input: import("./builders.js").VerticalInput, config?: PositionConfig) => Position;
+    bullPutSpread: (input: import("./builders.js").VerticalInput, config?: PositionConfig) => Position;
+    bearPutSpread: (input: import("./builders.js").VerticalInput, config?: PositionConfig) => Position;
+    straddle: (input: import("./builders.js").StraddleInput, config?: PositionConfig) => Position;
+    strangle: (input: import("./builders.js").StrangleInput, config?: PositionConfig) => Position;
+    shortStraddle: (input: import("./strategies.js").ShortStraddleInput, config?: PositionConfig) => Position;
+    shortStrangle: (input: import("./strategies.js").ShortStrangleInput, config?: PositionConfig) => Position;
+    strip: (input: import("./strategies.js").SyntheticInput, config?: PositionConfig) => Position;
+    strap: (input: import("./strategies.js").SyntheticInput, config?: PositionConfig) => Position;
+    guts: (input: import("./strategies.js").TwoStrikeInput, config?: PositionConfig) => Position;
+    shortGuts: (input: import("./strategies.js").TwoStrikeInput, config?: PositionConfig) => Position;
+    longCombo: (input: import("./strategies.js").TwoStrikeInput, config?: PositionConfig) => Position;
+    shortCombo: (input: import("./strategies.js").TwoStrikeInput, config?: PositionConfig) => Position;
+    longSyntheticFuture: (input: import("./strategies.js").SyntheticInput, config?: PositionConfig) => Position;
+    shortSyntheticFuture: (input: import("./strategies.js").SyntheticInput, config?: PositionConfig) => Position;
+    syntheticPut: (input: import("./strategies.js").SyntheticPutInput, config?: PositionConfig) => Position;
+    bullCallLadder: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    bearCallLadder: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    bullPutLadder: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    bearPutLadder: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    callBrokenWing: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    putBrokenWing: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    inverseCallBrokenWing: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    inversePutBrokenWing: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    jadeLizard: (input: import("./strategies.js").JadeLizardInput, config?: PositionConfig) => Position;
+    reverseJadeLizard: (input: import("./strategies.js").ReverseJadeLizardInput, config?: PositionConfig) => Position;
+    callRatioSpread: (input: import("./strategies.js").RatioInput, config?: PositionConfig) => Position;
+    putRatioSpread: (input: import("./strategies.js").RatioInput, config?: PositionConfig) => Position;
+    callRatioBackspread: (input: import("./strategies.js").RatioInput, config?: PositionConfig) => Position;
+    putRatioBackspread: (input: import("./strategies.js").RatioInput, config?: PositionConfig) => Position;
+    longCallButterfly: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    longPutButterfly: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    shortCallButterfly: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    shortPutButterfly: (input: import("./strategies.js").LadderInput, config?: PositionConfig) => Position;
+    longCallCondor: (input: import("./strategies.js").CondorInput, config?: PositionConfig) => Position;
+    longPutCondor: (input: import("./strategies.js").CondorInput, config?: PositionConfig) => Position;
+    shortCallCondor: (input: import("./strategies.js").CondorInput, config?: PositionConfig) => Position;
+    shortPutCondor: (input: import("./strategies.js").CondorInput, config?: PositionConfig) => Position;
+    ironCondor: (input: import("./builders.js").IronCondorInput, config?: PositionConfig) => Position;
+    inverseIronCondor: (input: import("./builders.js").IronCondorInput, config?: PositionConfig) => Position;
+    ironButterfly: (input: import("./strategies.js").IronButterflyInput, config?: PositionConfig) => Position;
+    inverseIronButterfly: (input: import("./strategies.js").IronButterflyInput, config?: PositionConfig) => Position;
+    coveredCall: (input: import("./strategies.js").StockOptionInput & import("./strategies.js").StrikeLeg, config?: PositionConfig) => Position;
+    protectivePut: (input: import("./strategies.js").StockOptionInput & import("./strategies.js").StrikeLeg, config?: PositionConfig) => Position;
+    collar: (input: import("./strategies.js").CollarInput, config?: PositionConfig) => Position;
+    coveredShortStraddle: (input: import("./strategies.js").StockOptionInput & import("./strategies.js").ShortStraddleInput, config?: PositionConfig) => Position;
+    coveredShortStrangle: (input: import("./strategies.js").StockOptionInput & import("./strategies.js").ShortStrangleInput, config?: PositionConfig) => Position;
+    calendarCallSpread: (input: import("./calendars.js").CalendarInput, config?: PositionConfig) => Position;
+    calendarPutSpread: (input: import("./calendars.js").CalendarInput, config?: PositionConfig) => Position;
+    diagonalCallSpread: (input: import("./calendars.js").DiagonalInput, config?: PositionConfig) => Position;
+    diagonalPutSpread: (input: import("./calendars.js").DiagonalInput, config?: PositionConfig) => Position;
+    doubleDiagonal: (input: import("./calendars.js").DoubleDiagonalInput, config?: PositionConfig) => Position;
+};
+//# sourceMappingURL=index.d.ts.map

package/modules/strategy/dist/index.d.ts.map

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package/modules/strategy/dist/index.js

@@ -0,0 +1,41 @@
+/**
+ * `@insiderfinance/totalfinance/strategy` — the browser-first options profit calculator (spec §12).
+ *
+ * Build a position from legs, then compute expiration payoff, breakevens, max profit/loss,
+ * mark-to-market P&L, and per-leg/aggregate Greeks. Does NOT depend on `@insiderfinance/totalfinance/volatility`.
+ *
+ *   const position = strategy([
+ *     legs.call({ strike: 100, premium: 4.25, quantity: 1 }),
+ *     legs.call({ strike: 110, premium: 1.4, quantity: -1 }),
+ *   ]);
+ *   position.payoff({ prices: { from: 70, to: 140, steps: 141 } });
+ */
+import { Position } from './position.js';
+import * as manifest from './manifest.js';
+export { Position, strategyOf } from './position.js';
+export { legs } from './legs.js';
+export { strategyFromChain } from './from-chain.js';
+// The full named-strategy set (app OPC parity) is exported via the MANIFEST (dx §4.5): every
+// builder is wrapped once there, so its positions carry `constructedAs` and every builder is
+// registered for `listStrategies()` / `classifyStrategy()` — a builder that bypassed the manifest
+// would fail the round-trip law in CI. The raw registry (`strategyRegistry`) stays internal:
+// the public dynamic surface is `listStrategies()` + `buildStrategy(name, input)`.
+export { longCall, shortCall, longPut, shortPut, cashSecuredPut, bullCallSpread, bearCallSpread, bullPutSpread, bearPutSpread, straddle, strangle, shortStraddle, shortStrangle, strip, strap, guts, shortGuts, longCombo, shortCombo, longSyntheticFuture, shortSyntheticFuture, syntheticPut, bullCallLadder, bearCallLadder, bullPutLadder, bearPutLadder, callBrokenWing, putBrokenWing, inverseCallBrokenWing, inversePutBrokenWing, jadeLizard, reverseJadeLizard, callRatioSpread, putRatioSpread, callRatioBackspread, putRatioBackspread, longCallButterfly, longPutButterfly, shortCallButterfly, shortPutButterfly, longCallCondor, longPutCondor, shortCallCondor, shortPutCondor, ironCondor, inverseIronCondor, ironButterfly, inverseIronButterfly, coveredCall, protectivePut, collar, coveredShortStraddle, coveredShortStrangle, calendarCallSpread, calendarPutSpread, diagonalCallSpread, diagonalPutSpread, doubleDiagonal, listStrategies, buildStrategy, } from './manifest.js';
+export { classifyStrategy, strategySignature } from './classify.js';
+export { SCAN_OBJECTIVES, scanStrategies } from './scanner.js';
+// Strategy optimizer (Tier 3): invert the calculator — rank structures × strikes × expiries by
+// expected P&L under the trader's thesis, not the market's risk-neutral distribution.
+export { optimizeStrategy } from './optimizer.js';
+// Zero-dependency payoff SVG rendering: turn any Position into a self-contained <svg> diagram.
+export { payoffSvg } from './svg.js';
+// Agent-native "explain this position" — classify + metrics + probability + greeks → prose.
+export { explainPosition } from './explain.js';
+/**
+ * Build a position from legs, with the full named-strategy set attached (app OPC parity): verticals,
+ * ladders, ratio spreads/backspreads, broken wings, jade lizards, guts, strips/straps, condors,
+ * butterflies, iron variants, straddles/strangles, synthetics/combos, covered/collar/protective
+ * stock combos, and the multi-expiry calendars/diagonals/double-diagonal.
+ */
+const { strategyRegistry: _internalRegistry, ...publicManifest } = manifest;
+export const strategy = Object.assign((positionLegs, config) => new Position(positionLegs, config), publicManifest);
+//# sourceMappingURL=index.js.map

package/modules/strategy/dist/index.js.map

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package/modules/strategy/dist/legs.d.ts

@@ -0,0 +1,47 @@
+import type { LegInput, StockLeg } from './types.js';
+/** The option variant of a leg input — what `legs.call` / `legs.put` build. */
+type OptionLegRow = Extract<LegInput, {
+    kind: 'call' | 'put';
+}>;
+export interface OptionLegInput {
+    /** Positive strike price per share. */
+    strike: number;
+    /** Signed contracts: positive = long, negative = short. Required, finite and nonzero. */
+    quantity: number;
+    /**
+     * Entry premium per share. Omit it (or pass `undefined`) and supply `{ premiums: 'model', market }`
+     * on the position config to have it priced from the market. Accepts `undefined` explicitly so
+     * builders can forward an optional slot premium without a conditional spread.
+     */
+    premium?: number | undefined;
+    /** Per-leg expiry: a YYYY-MM-DD label (16:00 ET) or zoned ISO datetime. */
+    expiry?: string;
+    /** Positive per-leg implied volatility, as an annualized decimal (0.20 = 20%). */
+    impliedVolatility?: number;
+}
+export interface StockLegInput {
+    /** Entry price per share. */
+    price: number;
+    /** Signed shares: positive = long, negative = short. Not scaled by the option multiplier. */
+    quantity: number;
+}
+/** Plain leg records for custom strategies. No direction or size is inferred. */
+export declare const legs: {
+    /**
+     * Build a call leg. Signed quantity is in contracts; premium is per share.
+     * @example legs.call({ strike: 100, premium: 6, quantity: 2 })
+     */
+    readonly call: (input: OptionLegInput) => OptionLegRow;
+    /**
+     * Build a put leg. Signed quantity is in contracts; premium is per share.
+     * @example legs.put({ strike: 90, premium: 3, quantity: -1 })
+     */
+    readonly put: (input: OptionLegInput) => OptionLegRow;
+    /**
+     * Build a stock leg. Signed quantity is in shares; price is the entry price per share.
+     * @example legs.stock({ price: 100, quantity: -50 })
+     */
+    readonly stock: (input: StockLegInput) => StockLeg;
+};
+export {};
+//# sourceMappingURL=legs.d.ts.map

package/modules/strategy/dist/legs.d.ts.map

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package/modules/strategy/dist/legs.js

@@ -0,0 +1,87 @@
+/** Instrument-first leg constructors. Direction is the sign of the required position quantity. */
+import { ensureFiniteWhenPresent, ensureKnownKeys, ensurePositive, requireFiniteFields, ErrorCode, InputError, isQuantError, optionExpiryToMs, requireArgumentObject, } from '../../core/dist/index.js';
+/** Finiteness and requiredness are checked before this guard. Fractional exposure is analytical. */
+function nonzeroQuantity(quantity, functionName) {
+    if (quantity === 0) {
+        throw new InputError(`${functionName}: quantity must be non-zero; positive is long and negative is short. Remove an inactive leg instead.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { function: functionName, field: 'quantity', quantity },
+        });
+    }
+}
+function optionLeg(kind, input) {
+    const name = `legs.${kind}`;
+    requireArgumentObject(name, 'input', input);
+    ensureKnownKeys(name, 'input', input, [
+        'strike',
+        'quantity',
+        'premium',
+        'expiry',
+        'impliedVolatility',
+    ]);
+    requireFiniteFields(name, input, ['strike', 'quantity'], {
+        exampleCall: `${name}({ strike: 105, premium: 2.5, quantity: -1 })`,
+    });
+    ensurePositive(input.strike, 'strike', name, ErrorCode.InputNegativeStrike);
+    nonzeroQuantity(input.quantity, name);
+    ensureFiniteWhenPresent(input.premium, 'premium', name);
+    ensureFiniteWhenPresent(input.impliedVolatility, 'impliedVolatility', name);
+    if (input.impliedVolatility !== undefined)
+        ensurePositive(input.impliedVolatility, 'impliedVolatility', name, ErrorCode.InputNegativeVolatility);
+    if (input.expiry !== undefined) {
+        if (typeof input.expiry !== 'string' || input.expiry.length === 0) {
+            throw new InputError(`${name}: expiry must be a YYYY-MM-DD date or zoned ISO datetime when provided.`, {
+                code: ErrorCode.InputWrongType,
+                context: { function: name, field: 'expiry', received: input.expiry },
+            });
+        }
+        try {
+            optionExpiryToMs(input.expiry);
+        }
+        catch (cause) {
+            throw new InputError(`${name}: expiry must be a real YYYY-MM-DD date or zoned ISO datetime.`, {
+                code: isQuantError(cause) ? cause.code : ErrorCode.InputOutOfRange,
+                context: { function: name, field: 'expiry', received: input.expiry },
+                cause,
+            });
+        }
+    }
+    return {
+        kind,
+        strike: input.strike,
+        quantity: input.quantity,
+        ...(input.premium !== undefined ? { premium: input.premium } : {}),
+        ...(input.expiry !== undefined ? { expiry: input.expiry } : {}),
+        ...(input.impliedVolatility !== undefined
+            ? { impliedVolatility: input.impliedVolatility }
+            : {}),
+    };
+}
+/** Plain leg records for custom strategies. No direction or size is inferred. */
+export const legs = {
+    /**
+     * Build a call leg. Signed quantity is in contracts; premium is per share.
+     * @example legs.call({ strike: 100, premium: 6, quantity: 2 })
+     */
+    call: (input) => optionLeg('call', input),
+    /**
+     * Build a put leg. Signed quantity is in contracts; premium is per share.
+     * @example legs.put({ strike: 90, premium: 3, quantity: -1 })
+     */
+    put: (input) => optionLeg('put', input),
+    /**
+     * Build a stock leg. Signed quantity is in shares; price is the entry price per share.
+     * @example legs.stock({ price: 100, quantity: -50 })
+     */
+    stock: (input) => {
+        const name = 'legs.stock';
+        requireArgumentObject(name, 'input', input);
+        ensureKnownKeys(name, 'input', input, ['price', 'quantity']);
+        requireFiniteFields(name, input, ['price', 'quantity'], {
+            exampleCall: 'legs.stock({ price: 100, quantity: 100 })',
+        });
+        nonzeroQuantity(input.quantity, name);
+        return { kind: 'stock', price: input.price, quantity: input.quantity };
+    },
+};
+//# sourceMappingURL=legs.js.map

package/modules/strategy/dist/legs.js.map

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package/modules/strategy/dist/manifest.d.ts

@@ -0,0 +1,116 @@
+/**
+ * The strategy manifest (dx §4.5 / §5.2) — the single registry of every named builder.
+ *
+ * Each entry wraps its raw builder so the returned Position carries `constructedAs` (provenance:
+ * how it was built — a fact that can never go stale because Positions are immutable). The entry's
+ * `example` is a canonical, buildable input used three ways: `listStrategies()` (agents self-serve
+ * each builder's input shape), the classifier's derived structural signatures (`classify.ts`), and
+ * the round-trip law in CI (every builder's output must classify back to its own name).
+ *
+ * Identity after edits is NOT this file's job — a tweaked leg list may be no named strategy at
+ * all. Use `classifyStrategy(legs)` for "what is this now?"; `constructedAs` only answers "how did
+ * it start?".
+ */
+import * as b from './builders.js';
+import * as cal from './calendars.js';
+import { type Position } from './position.js';
+import * as s from './strategies.js';
+import { type PositionConfig } from './types.js';
+/** A manifest entry, as served by {@link listStrategies}. */
+export interface StrategyDescriptor {
+    name: string;
+    description: string;
+    /** True for calendars/diagonals — structures whose legs span multiple expiries. */
+    multiExpiry: boolean;
+    /**
+     * A canonical, buildable input for this builder (premiums omitted — build with
+     * `{ premiums: 'model', market }`). Doubles as executable documentation of the input shape.
+     */
+    example: Record<string, unknown>;
+}
+interface RegistryEntry extends StrategyDescriptor {
+    builder: (input: never, config?: PositionConfig) => Position;
+}
+export declare const longCall: (input: s.SingleLegInput, config?: PositionConfig) => Position;
+export declare const shortCall: (input: s.SingleLegInput, config?: PositionConfig) => Position;
+export declare const longPut: (input: s.SingleLegInput, config?: PositionConfig) => Position;
+export declare const shortPut: (input: s.SingleLegInput, config?: PositionConfig) => Position;
+export declare const cashSecuredPut: (input: s.SingleLegInput, config?: PositionConfig) => Position;
+export declare const bullCallSpread: (input: b.VerticalInput, config?: PositionConfig) => Position;
+export declare const bearCallSpread: (input: b.VerticalInput, config?: PositionConfig) => Position;
+export declare const bullPutSpread: (input: b.VerticalInput, config?: PositionConfig) => Position;
+export declare const bearPutSpread: (input: b.VerticalInput, config?: PositionConfig) => Position;
+export declare const straddle: (input: b.StraddleInput, config?: PositionConfig) => Position;
+export declare const strangle: (input: b.StrangleInput, config?: PositionConfig) => Position;
+export declare const shortStraddle: (input: s.ShortStraddleInput, config?: PositionConfig) => Position;
+export declare const shortStrangle: (input: s.ShortStrangleInput, config?: PositionConfig) => Position;
+export declare const strip: (input: s.SyntheticInput, config?: PositionConfig) => Position;
+export declare const strap: (input: s.SyntheticInput, config?: PositionConfig) => Position;
+export declare const guts: (input: s.TwoStrikeInput, config?: PositionConfig) => Position;
+export declare const shortGuts: (input: s.TwoStrikeInput, config?: PositionConfig) => Position;
+export declare const longCombo: (input: s.TwoStrikeInput, config?: PositionConfig) => Position;
+export declare const shortCombo: (input: s.TwoStrikeInput, config?: PositionConfig) => Position;
+export declare const longSyntheticFuture: (input: s.SyntheticInput, config?: PositionConfig) => Position;
+export declare const shortSyntheticFuture: (input: s.SyntheticInput, config?: PositionConfig) => Position;
+export declare const syntheticPut: (input: s.SyntheticPutInput, config?: PositionConfig) => Position;
+export declare const bullCallLadder: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const bearCallLadder: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const bullPutLadder: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const bearPutLadder: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const callBrokenWing: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const putBrokenWing: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const inverseCallBrokenWing: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const inversePutBrokenWing: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const jadeLizard: (input: s.JadeLizardInput, config?: PositionConfig) => Position;
+export declare const reverseJadeLizard: (input: s.ReverseJadeLizardInput, config?: PositionConfig) => Position;
+export declare const callRatioSpread: (input: s.RatioInput, config?: PositionConfig) => Position;
+export declare const putRatioSpread: (input: s.RatioInput, config?: PositionConfig) => Position;
+export declare const callRatioBackspread: (input: s.RatioInput, config?: PositionConfig) => Position;
+export declare const putRatioBackspread: (input: s.RatioInput, config?: PositionConfig) => Position;
+export declare const longCallButterfly: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const longPutButterfly: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const shortCallButterfly: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const shortPutButterfly: (input: s.LadderInput, config?: PositionConfig) => Position;
+export declare const longCallCondor: (input: s.CondorInput, config?: PositionConfig) => Position;
+export declare const longPutCondor: (input: s.CondorInput, config?: PositionConfig) => Position;
+export declare const shortCallCondor: (input: s.CondorInput, config?: PositionConfig) => Position;
+export declare const shortPutCondor: (input: s.CondorInput, config?: PositionConfig) => Position;
+export declare const ironCondor: (input: b.IronCondorInput, config?: PositionConfig) => Position;
+export declare const inverseIronCondor: (input: b.IronCondorInput, config?: PositionConfig) => Position;
+export declare const ironButterfly: (input: s.IronButterflyInput, config?: PositionConfig) => Position;
+export declare const inverseIronButterfly: (input: s.IronButterflyInput, config?: PositionConfig) => Position;
+export declare const coveredCall: (input: s.StockOptionInput & s.StrikeLeg, config?: PositionConfig) => Position;
+export declare const protectivePut: (input: s.StockOptionInput & s.StrikeLeg, config?: PositionConfig) => Position;
+export declare const collar: (input: s.CollarInput, config?: PositionConfig) => Position;
+export declare const coveredShortStraddle: (input: s.StockOptionInput & s.ShortStraddleInput, config?: PositionConfig) => Position;
+export declare const coveredShortStrangle: (input: s.StockOptionInput & s.ShortStrangleInput, config?: PositionConfig) => Position;
+export declare const calendarCallSpread: (input: cal.CalendarInput, config?: PositionConfig) => Position;
+export declare const calendarPutSpread: (input: cal.CalendarInput, config?: PositionConfig) => Position;
+export declare const diagonalCallSpread: (input: cal.DiagonalInput, config?: PositionConfig) => Position;
+export declare const diagonalPutSpread: (input: cal.DiagonalInput, config?: PositionConfig) => Position;
+export declare const doubleDiagonal: (input: cal.DoubleDiagonalInput, config?: PositionConfig) => Position;
+/** Every named builder: name, description, multi-expiry flag, and a canonical example input. */
+export declare function listStrategies(): StrategyDescriptor[];
+/**
+ * Build a named strategy chosen at runtime: `buildStrategy({ name: 'ironCondor', input })` is exactly
+ * `ironCondor(input)` with the name as data — for agents, UIs, and config-driven callers.
+ * Unknown names throw a typed `input.invalid_enum` error carrying the full catalog (with a
+ * did-you-mean hint when only the casing is off); `listStrategies()` documents every input shape.
+ */
+export interface BuildStrategyInput {
+    /** The exact strategy name returned by {@link listStrategies}. */
+    name: string;
+    /** Builder-specific strategy fields; inspect the matching descriptor's `exampleInput`. */
+    input: Record<string, unknown>;
+    /** Optional position construction and model-premium configuration. */
+    config?: PositionConfig;
+}
+export declare function buildStrategy(request: BuildStrategyInput): Position;
+/**
+ * INTERNAL — the registry with live builders, for the classifier and the round-trip law in CI.
+ * Not part of the public surface: apps and agents use `listStrategies()` (the catalog) and
+ * `buildStrategy({ name, input })` (dynamic dispatch) instead. Import path: `./manifest.js` only.
+ */
+export declare function strategyRegistry(): readonly RegistryEntry[];
+export {};
+//# sourceMappingURL=manifest.d.ts.map

package/modules/strategy/dist/manifest.d.ts.map

@@ -0,0 +1 @@
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