@insiderfinance/totalfinance 0.1.0

package/modules/strategy/dist/optimizer.js

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+/**
+ * Strategy optimizer (spec §12, roadmap Tier 3) — invert the profit calculator: given a **thesis**
+ * (where the trader thinks the underlying lands, by when, and how sure), search structures × strikes ×
+ * **expiries** and rank by expected P&L **under that thesis**, not the market's risk-neutral
+ * distribution.
+ *
+ * A thin generalization of `scanStrategies`: for each expiry it reuses the scanner to enumerate + filter
+ * + risk-metric the candidates (with materializable legs), then re-scores each candidate's expected P&L
+ * and probability-of-profit by integrating `Position.pnlAtExpiry` against the trader's thesis density.
+ * No second pricing path. See `docs/specs/strategy-optimizer.md`.
+ */
+import { ensureFiniteWhenPresent, CONVENTIONS_VERSION, ErrorCode, InputError, ensureFinite, ensureKnownKeys, ensurePositive, optionExpiryToMs, requireArgumentArray, requireArgumentObject, resolveValuationAsOf, warning, yearFraction, WarningCode, } from '../../core/dist/index.js';
+import { kellyBet, optionsMargin, } from '../../risk/dist/sizing.js';
+import { Position } from './position.js';
+import { SCAN_OBJECTIVES, scanStrategies, } from './scanner.js';
+import { customPriceGrid, lognormalPriceGrid, priceGridDistribution, scoreOutcomes, } from './thesis-distribution.js';
+const THESIS_OBJECTIVES = [
+    'thesisExpectedValuePerRisk',
+    'thesisExpectedValuePerCapital',
+    'thesisExpectedValue',
+    'thesisProbabilityOfProfit',
+];
+// RV11 — imported, not re-declared. Two hand-kept copies of the same vocabulary is how the error
+// message drifted away from the values it was describing.
+/** {@link OptimizeStrategyOptions} keys (Law 12 — mirrors the interface above; keep in sync). */
+const OPTIMIZE_STRATEGY_OPTIONS_KEYS = [
+    'spot',
+    'asOf',
+    'riskFreeRate',
+    'dividendYield',
+    'expiries',
+    'thesis',
+    'volatility',
+    'smile',
+    'structures',
+    'maxWidth',
+    'minProbabilityOfProfit',
+    'maxRisk',
+    'minThesisProbabilityOfProfit',
+    'objective',
+    'top',
+    'gridPoints',
+    'sizing',
+];
+/**
+ * {@link OptimizerSizingOptions} keys (Law 12) — EXACTLY `kellyBet`'s knobs plus `enabled`.
+ *
+ * The horizon knob was dead in both spellings: this list allowed `horizon` (a name `kellyBet` has
+ * never had, so it was accepted and then dropped), while the real field `horizonPeriods` was
+ * REJECTED as unknown. Either way no growth projection was ever produced. The list now mirrors
+ * `KellyBetInput` exactly.
+ */
+const OPTIMIZER_SIZING_OPTIONS_KEYS = [
+    'enabled',
+    'fraction',
+    'drawdownLimit',
+    'maxFraction',
+    'horizonPeriods',
+];
+/** {@link OptimizerThesis} keys (Law 12). */
+const OPTIMIZER_THESIS_KEYS = ['targetPrice', 'volatility', 'drift', 'pdf', 'pdfRange'];
+/** {@link OptimizerExpiry} keys (Law 12). */
+const OPTIMIZER_EXPIRY_KEYS = ['expiry', 'chain', 'volatility', 'smile'];
+/**
+ * Expected P&L and probability-of-profit of a position under the thesis distribution — via the shared
+ * {@link priceGridDistribution} probability-mass path (Wave 6 §2B), so the same quadrature the what-if
+ * cube uses backs the optimizer. The lognormal thesis resolves a log-uniform grid over ±6σ and assigns
+ * each price its exact CDF bin mass; a custom `pdf` uses normalized trapezoidal quadrature over its
+ * explicit `pdfRange`, so its (possibly multi-modal) mass is never truncated by a σ-derived window.
+ */
+function thesisMetrics(input) {
+    const { position, thesis, spot, timeToExpiryYears: t, gridPoints: n } = input;
+    let law;
+    let prices;
+    if (thesis.pdf) {
+        // Custom density over its explicit support (validated in optimizeStrategy).
+        const { from, to } = thesis.pdfRange;
+        law = { kind: 'custom', density: thesis.pdf, from, to, yearsForward: t };
+        prices = customPriceGrid({ from, to, gridPoints: n });
+    }
+    else {
+        const sigma = thesis.volatility * Math.sqrt(t);
+        const muLog = Math.log(thesis.targetPrice ?? spot * Math.exp((thesis.drift ?? 0) * t));
+        law = { kind: 'lognormal', muLog, sigma };
+        prices = lognormalPriceGrid(law, n);
+    }
+    const distribution = priceGridDistribution({ prices, law });
+    const { ev, pop, nodes } = scoreOutcomes(distribution, (S) => position.pnlAtExpiry(S));
+    return { ev, pop, nodes };
+}
+/**
+ * Whether a candidate's expiration loss is unbounded *under the thesis support* — the admissibility
+ * test for Kelly (Wave 6 §2C). Determined from the payoff's asymptotic slope, NOT sampled grid nodes:
+ * `optionsMargin` reports `maxLoss: null` exactly when the net-call slope makes the up-tail unbounded
+ * as `S → ∞`. A lognormal thesis has support `(0, ∞)`, so that up-tail is reachable ⇒ unbounded. A
+ * custom density's finite `[from, to]` support caps the realized loss ⇒ bounded, even for a net-short
+ * call. (The down side is always bounded — `S ≥ 0`.)
+ */
+export function isUnboundedDownsideUnderSupport(capital, thesis) {
+    if (capital.maxLoss !== null)
+        return false; // a finite worst case ⇒ bounded ⇒ admissible
+    return thesis.pdf === undefined; // unbounded up-tail is only reachable under unbounded (lognormal) support
+}
+/**
+ * The Kelly verdict for one candidate (Wave 6 §2C). Refuses an unbounded-downside-under-support or
+ * zero-capital position with a structured `not-admissible`; otherwise sizes on DIMENSIONLESS returns
+ * (`payoff = node.pnl / capital.requirement` — absolute dollars are never passed to `kellyBet`) and
+ * returns the full {@link KellySizing}, every requested cap preserved.
+ */
+export function resolveCandidateKelly(input) {
+    const { nodes, capital, thesis, sizing } = input;
+    if (!(capital.requirement > 0))
+        return { status: 'not-admissible', reason: 'zero-capital' };
+    if (isUnboundedDownsideUnderSupport(capital, thesis)) {
+        return { status: 'not-admissible', reason: 'unbounded-downside' };
+    }
+    const outcomes = nodes.map((nd) => ({
+        probability: nd.probability,
+        payoff: nd.pnl / capital.requirement,
+    }));
+    // Forward every kellyBet knob except `enabled` (the opt-in flag) and `edge` (built above).
+    const kellyInput = {
+        edge: { outcomes },
+        ...(sizing.fraction !== undefined ? { fraction: sizing.fraction } : {}),
+        ...(sizing.drawdownLimit !== undefined ? { drawdownLimit: sizing.drawdownLimit } : {}),
+        ...(sizing.maxFraction !== undefined ? { maxFraction: sizing.maxFraction } : {}),
+        // Forwarded under kellyBet's OWN field name — the old `horizon:` spelling is not a KellyBetInput
+        // key, so even a caller who got past the allowlist never reached the growth projection.
+        ...(sizing.horizonPeriods !== undefined ? { horizonPeriods: sizing.horizonPeriods } : {}),
+    };
+    return { status: 'sized', sizing: kellyBet(kellyInput) };
+}
+/**
+ * The Reg-T buying-power requirement for a candidate's option legs — the honest capital denominator.
+ * A candidate with no option legs (there are none among the scanner's structures) has no margin
+ * surface and reports a zero requirement. Uses the position multiplier the optimizer marks with (100).
+ */
+function candidateCapital(legs, spot) {
+    const optionLegs = legs
+        .filter((l) => l.kind !== 'stock')
+        .map((l) => ({ type: l.kind, quantity: l.quantity, strike: l.strike, premium: l.premium }));
+    if (optionLegs.length === 0) {
+        return {
+            requirement: 0,
+            method: 'long-premium',
+            maxLoss: 0,
+            assumptions: { conventionsVersion: CONVENTIONS_VERSION },
+            diagnostics: { warnings: [] },
+        };
+    }
+    const m = optionsMargin(optionLegs, { spot, multiplier: 100 });
+    return {
+        requirement: m.buyingPowerReduction,
+        method: m.method,
+        maxLoss: m.maxLoss,
+        assumptions: m.assumptions,
+        diagnostics: m.diagnostics,
+    };
+}
+/** Sort key that puts finite scores in order and an undefined (`null`) or NaN score at the bottom. */
+function rankKey(score) {
+    return score !== null && Number.isFinite(score) ? score : -Infinity;
+}
+/**
+ * Search structures × strikes × expiries for the best trade under a thesis. Reuses `scanStrategies` per
+ * expiry, re-scores each candidate under the thesis density, and ranks across all expiries. See the spec.
+ */
+export function optimizeStrategy(options) {
+    const functionName = 'optimizeStrategy';
+    requireArgumentObject(functionName, 'options', options);
+    // Law 12: a misspelled knob (`minThesispop`) must teach, never silently drop the filter.
+    ensureKnownKeys(functionName, 'options', options, OPTIMIZE_STRATEGY_OPTIONS_KEYS);
+    for (const field of [
+        'dividendYield',
+        'gridPoints',
+        'minProbabilityOfProfit',
+        'minThesisProbabilityOfProfit',
+        'top',
+    ]) {
+        ensureFiniteWhenPresent(options[field], field, functionName);
+    }
+    if (options.objective !== undefined &&
+        !THESIS_OBJECTIVES.includes(options.objective)) {
+        throw new InputError(`${functionName}: objective must be one of ${THESIS_OBJECTIVES.join(' | ')} when provided. Received ${options.objective === null ? 'null' : JSON.stringify(options.objective)}.`, {
+            code: ErrorCode.InputInvalidEnum,
+            context: { field: 'objective', received: options.objective },
+        });
+    }
+    if (options.structures !== undefined && !Array.isArray(options.structures)) {
+        throw new InputError(`${functionName}: structures must be an array of structure names when provided. Received ${options.structures === null ? 'null' : typeof options.structures}.`, { code: ErrorCode.InputWrongType, context: { field: 'structures' } });
+    }
+    if (options.smile !== undefined &&
+        (options.smile === null ||
+            (typeof options.smile !== 'object' && typeof options.smile !== 'function'))) {
+        throw new InputError(`${functionName}: smile must be a volatility smile (per-strike function or object) when provided. Received ${options.smile === null ? 'null' : typeof options.smile}.`, { code: ErrorCode.InputWrongType, context: { field: 'smile' } });
+    }
+    ensurePositive(options.spot, 'spot', functionName, ErrorCode.InputNegativeSpot);
+    // Resolve through the shared valuation-instant door first (the same one the scanner this
+    // function delegates to uses), then require the resolved instant to be finite.
+    const asOfMs = resolveValuationAsOf(options.asOf, functionName);
+    ensureFinite(asOfMs, 'asOf', functionName);
+    ensureFinite(options.riskFreeRate, 'riskFreeRate', functionName);
+    requireArgumentArray(functionName, 'expiries', options.expiries);
+    if (options.expiries.length === 0) {
+        throw new InputError(`${functionName}: expiries must have at least one entry.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { expiries: 0 },
+        });
+    }
+    requireArgumentObject(functionName, 'thesis', options.thesis);
+    ensureKnownKeys(functionName, 'thesis', options.thesis, OPTIMIZER_THESIS_KEYS);
+    for (const field of ['targetPrice', 'drift']) {
+        ensureFiniteWhenPresent(options.thesis[field], `thesis.${field}`, functionName);
+    }
+    if (options.thesis.pdf !== undefined && typeof options.thesis.pdf !== 'function') {
+        throw new InputError(`${functionName}: thesis.pdf must be a probability-density function when provided. Received ${options.thesis.pdf === null ? 'null' : typeof options.thesis.pdf}.`, { code: ErrorCode.InputWrongType, context: { field: 'thesis.pdf' } });
+    }
+    if (options.thesis.pdfRange !== undefined &&
+        (options.thesis.pdfRange === null ||
+            typeof options.thesis.pdfRange !== 'object' ||
+            Array.isArray(options.thesis.pdfRange))) {
+        throw new InputError(`${functionName}: thesis.pdfRange must be a { from, to } object when provided. Received ${options.thesis.pdfRange === null ? 'null' : Array.isArray(options.thesis.pdfRange) ? 'an array' : typeof options.thesis.pdfRange}.`, { code: ErrorCode.InputWrongType, context: { field: 'thesis.pdfRange' } });
+    }
+    ensurePositive(options.thesis.volatility, 'thesis.volatility', functionName, ErrorCode.InputNegativeVolatility);
+    if (options.thesis.targetPrice !== undefined) {
+        ensurePositive(options.thesis.targetPrice, 'thesis.targetPrice', functionName);
+    }
+    if (options.thesis.pdf !== undefined) {
+        // A custom density's support is unknown, so it MUST supply an explicit integration range —
+        // otherwise its mass outside a σ-derived window would be silently truncated (wrong-sign EV).
+        const randomNumberGenerator = options.thesis.pdfRange;
+        if (randomNumberGenerator === undefined ||
+            typeof randomNumberGenerator !== 'object' ||
+            typeof randomNumberGenerator.from !== 'number' ||
+            typeof randomNumberGenerator.to !== 'number' ||
+            // Must be FINITE: an Infinite `to` passes `to > from` but makes `dS = ∞` → all-NaN samples → a
+            // silent thesisEv = 0 (the very failure this range guard exists to prevent).
+            !Number.isFinite(randomNumberGenerator.from) ||
+            !Number.isFinite(randomNumberGenerator.to) ||
+            !(randomNumberGenerator.from > 0) ||
+            !(randomNumberGenerator.to > randomNumberGenerator.from)) {
+            throw new InputError(`${functionName}: a custom thesis.pdf requires thesis.pdfRange { from, to } with 0 < from < to (finite) covering its support.`, { code: ErrorCode.InputMissingField, context: { field: 'thesis.pdfRange' } });
+        }
+    }
+    const objective = options.objective ?? 'thesisExpectedValuePerRisk';
+    if (!THESIS_OBJECTIVES.includes(objective) &&
+        !SCAN_OBJECTIVES.includes(objective)) {
+        throw new InputError(`${functionName}: objective must be one of ${[...THESIS_OBJECTIVES, ...SCAN_OBJECTIVES].join(', ')}; got "${objective}".`, { code: ErrorCode.InputInvalidEnum, context: { objective } });
+    }
+    const top = options.top ?? 25;
+    // Safe integer (2026-08-23 review, P0): `top` only ranks and slices — no loop or allocation runs
+    // off it — but above 2^53 it is no longer an exact count.
+    if (!Number.isSafeInteger(top) || top < 1) {
+        throw new InputError(`${functionName}: top must be a positive integer, got ${top}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { top },
+        });
+    }
+    const gridPoints = options.gridPoints ?? 801;
+    // Safe integer AND a work cap (2026-08-23 review, P0 "unbounded work"): `Number.isInteger(1e308)`
+    // is `true`, so the old check admitted a quadrature grid the thesis-EV integral evaluates for
+    // EVERY scanned candidate (hundreds per expiry) — 100,000 points × hundreds of candidates is
+    // already seconds, and the trapezoid EV integral has long converged at the 801-point default.
+    if (!Number.isSafeInteger(gridPoints) || gridPoints < 11 || gridPoints > 100_000) {
+        throw new InputError(`${functionName}: gridPoints must be an integer in [11, 100,000] — every scanned candidate evaluates its payoff and the thesis density at each grid point, and the EV quadrature is long converged at the 801-point default. Received ${gridPoints}.\n  e.g. { gridPoints: 801 }`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { gridPoints, max: 100_000 },
+        });
+    }
+    if (options.minThesisProbabilityOfProfit !== undefined &&
+        !(options.minThesisProbabilityOfProfit >= 0 && options.minThesisProbabilityOfProfit <= 1)) {
+        throw new InputError(`${functionName}: minThesisProbabilityOfProfit must be within [0, 1], got ${options.minThesisProbabilityOfProfit}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { minThesisProbabilityOfProfit: options.minThesisProbabilityOfProfit },
+        });
+    }
+    const sizing = options.sizing;
+    if (sizing !== undefined) {
+        requireArgumentObject(functionName, 'sizing', sizing);
+        ensureKnownKeys(functionName, 'sizing', sizing, OPTIMIZER_SIZING_OPTIONS_KEYS);
+        // `enabled: true` is a deliberate opt-in; a falsy value would silently do Kelly work or none.
+        if (sizing.enabled !== true) {
+            throw new InputError(`${functionName}: sizing.enabled must be true to request Kelly sizing (omit sizing entirely for none).`, { code: ErrorCode.InputInvalidEnum, context: { enabled: sizing.enabled } });
+        }
+        // The fraction / drawdownLimit / maxFraction / horizonPeriods knobs are validated by kellyBet.
+    }
+    const all = [];
+    const warnings = [];
+    for (let e = 0; e < options.expiries.length; e++) {
+        const ex = options.expiries[e];
+        requireArgumentObject(functionName, `expiries[${e}]`, ex);
+        ensureKnownKeys(functionName, `expiries[${e}]`, ex, OPTIMIZER_EXPIRY_KEYS);
+        const t = yearFraction(asOfMs, optionExpiryToMs(ex.expiry), 'ACT/365F');
+        ensurePositive(t, `expiries[${e}].timeToExpiryYears`, functionName);
+        const pvol = ex.volatility ?? options.volatility;
+        const psmile = ex.smile ?? options.smile;
+        // Enumerate every candidate at this expiry (top: all — we re-rank across expiries under the thesis).
+        const { candidates: scanned } = scanStrategies({
+            spot: options.spot,
+            asOf: asOfMs,
+            riskFreeRate: options.riskFreeRate,
+            ...(options.dividendYield !== undefined ? { dividendYield: options.dividendYield } : {}),
+            expiry: ex.expiry,
+            chain: ex.chain,
+            ...(pvol !== undefined ? { volatility: pvol } : {}),
+            ...(psmile !== undefined ? { smile: psmile } : {}),
+            ...(options.structures !== undefined ? { structures: options.structures } : {}),
+            ...(options.maxWidth !== undefined ? { maxWidth: options.maxWidth } : {}),
+            ...(options.minProbabilityOfProfit !== undefined
+                ? { minProbabilityOfProfit: options.minProbabilityOfProfit }
+                : {}),
+            ...(options.maxRisk !== undefined ? { maxRisk: options.maxRisk } : {}),
+            top: 1_000_000,
+        });
+        for (const c of scanned) {
+            const position = new Position(c.legs);
+            const { ev, pop, nodes } = thesisMetrics({
+                position,
+                thesis: options.thesis,
+                spot: options.spot,
+                timeToExpiryYears: t,
+                gridPoints,
+            });
+            if (options.minThesisProbabilityOfProfit !== undefined &&
+                pop < options.minThesisProbabilityOfProfit)
+                continue;
+            const risk = c.maxLoss === null ? null : Math.abs(c.maxLoss);
+            const thesisExpectedValuePerRisk = risk !== null && risk > 0 ? ev / risk : 0;
+            const capital = candidateCapital(c.legs, options.spot);
+            // A zero requirement makes the ratio undefined — report `null` (never Infinity, Law 7) and
+            // disclose it, so the capital objective ranks it last instead of at the top.
+            const thesisExpectedValuePerCapital = capital.requirement > 0 ? ev / capital.requirement : null;
+            if (thesisExpectedValuePerCapital === null) {
+                warnings.push(warning(WarningCode.StrategyOptimizerZeroCapital, `${functionName}: candidate "${c.structure}" has a zero capital requirement; thesisExpectedValuePerCapital is null and it ranks last for the capital objective.`, 'info', { structure: c.structure }));
+            }
+            // Kelly is opt-in: only compute a verdict when `sizing` was requested (2B populates no `kelly`).
+            const kelly = sizing
+                ? resolveCandidateKelly({ nodes, capital, thesis: options.thesis, sizing })
+                : undefined;
+            all.push({
+                ...c,
+                expiry: ex.expiry,
+                timeToExpiryYears: t,
+                thesisExpectedValue: ev,
+                thesisProbabilityOfProfit: pop,
+                thesisExpectedValuePerRisk,
+                capital,
+                thesisExpectedValuePerCapital,
+                ...(kelly !== undefined ? { kelly } : {}),
+            });
+        }
+    }
+    const scoreOf = (c) => {
+        switch (objective) {
+            case 'thesisExpectedValue':
+                return c.thesisExpectedValue;
+            case 'thesisProbabilityOfProfit':
+                return c.thesisProbabilityOfProfit;
+            case 'thesisExpectedValuePerRisk':
+                return c.thesisExpectedValuePerRisk;
+            case 'thesisExpectedValuePerCapital':
+                // A `null` ratio (zero capital) stays null on the candidate and ranks last (`rankKey`).
+                return c.thesisExpectedValuePerCapital;
+            case 'probabilityOfProfit':
+                return c.probabilityOfProfit;
+            case 'expectedValue':
+                return c.expectedValue;
+            case 'returnOnRisk':
+                return c.returnOnRisk;
+            case 'expectedValuePerRisk':
+                return c.expectedValuePerRisk;
+            default:
+                return c.thesisExpectedValuePerRisk;
+        }
+    };
+    for (const c of all)
+        c.score = scoreOf(c);
+    all.sort((a, b) => rankKey(b.score) - rankKey(a.score));
+    const usesTarget = options.thesis.targetPrice !== undefined;
+    return {
+        candidates: all.slice(0, top),
+        thesis: {
+            median: usesTarget ? 'target' : 'drift',
+            volatility: options.thesis.volatility,
+            // Echo the field that actually drives the median: targetPrice when set, else the drift (0 default).
+            ...(options.thesis.targetPrice !== undefined
+                ? { targetPrice: options.thesis.targetPrice }
+                : { drift: options.thesis.drift ?? 0 }),
+        },
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            objective,
+            expiries: options.expiries.length,
+            gridPoints,
+        },
+        diagnostics: {
+            engine: 'strategy-optimizer',
+            method: 'thesis-scored scan',
+            converged: true,
+            warnings,
+        },
+    };
+}
+//# sourceMappingURL=optimizer.js.map

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

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

@@ -0,0 +1,181 @@
+/**
+ * `Position` — the options profit calculator core (spec §12.2–§12.5).
+ *
+ * Expiration payoff, breakevens, and max profit/loss are computed exactly from the piecewise-linear
+ * payoff (kinks at strikes, asymptotic slopes for unbounded ends). Mark-to-market and Greeks route
+ * through the BSM kernel in `@insiderfinance/totalfinance/options` — no duplicate pricing math.
+ */
+import { type QuantWarning } from '../../core/dist/index.js';
+import type { ChartInclude, Leg, LegInput, MarkToMarketInput, MarkToMarketResult, PayoffMetrics, PayoffResult, PositionAssumptions, PositionConfig, PremiumMarket, PremiumSource, PremiumVolatilitySource, PriceRange, WhatIfCubeOptions, WhatIfCubeResult } from './types.js';
+import { type ProbabilityInput, type ProbabilityMonteCarloInput, type ProbabilityMonteCarloMetrics, type ProbabilityMetrics, type ScenarioTableResult } from './probability.js';
+/**
+ * INTERNAL provenance channel (dx §4.5): named builders stamp `constructedAs` THROUGH the
+ * constructor — positions are frozen at construction (dx §4.4), so a post-hoc `defineProperty`
+ * would throw. The symbol is deliberately NOT exported from the package index: provenance can
+ * only be stamped by this package's own builders, so `constructedAs` is never generally writable.
+ */
+export declare const CONSTRUCTED_AS: unique symbol;
+/** INTERNAL — attach builder provenance to a config so the constructor stamps `constructedAs`. */
+export declare function withProvenance(name: string, config: PositionConfig | undefined): PositionConfig;
+/**
+ * The reward-to-risk ratio of an expiration payoff, `|maxProfit / maxLoss|`, or `null` with the
+ * warning that says why it is undefined: an unbounded profit, an unbounded loss, or a zero maximum
+ * loss (B3). One definition serves `probability().riskReward`, `explainPosition`'s `rewardToRisk`
+ * and the scanner's `returnOnRisk`, so the three reads of one position can never disagree —
+ * and `Infinity` never crosses the surface to read as "the best possible trade".
+ */
+export declare function rewardToRisk(metrics: PayoffMetrics): {
+    ratio: number | null;
+    warning: QuantWarning | null;
+};
+export declare class Position {
+    /**
+     * The resolved legs — a frozen snapshot (deep-copied at construction, `Object.freeze`d per leg
+     * and as an array). A Position is immutable by design: to tweak a strategy, edit your own leg
+     * list and rebuild with `strategy(editedLegs, config)` — every downstream calculation is generic
+     * over the legs, so the rebuilt position needs no named builder. Mutating this array throws
+     * instead of silently diverging from `assumptions()`/cached results.
+     */
+    readonly legs: readonly Readonly<Leg>[];
+    readonly multiplier: number;
+    /** How the entry premiums were sourced: `'user'` (supplied) or `'model'` (priced from `market`). */
+    readonly premiumSource: PremiumSource;
+    /** When modeled, which volatility priced the entries (`'leg'`, `'position'` or `'mixed'`). */
+    readonly premiumVolatilitySource?: PremiumVolatilitySource;
+    /**
+     * The market this position was built with, if any — a frozen copy (R5), so mutating the caller's
+     * market object later never silently retargets the position. `probability()`, `value()`,
+     * `scenarioTable()`, and `chartData()` default to it; per-call fields merge over it.
+     */
+    readonly market?: Readonly<PremiumMarket>;
+    /** Keep an explicit default horizon for stock-only probability; never infer it from stock dates. */
+    private readonly defaultExpiry;
+    /**
+     * PROVENANCE, not identity (dx §4.5): the named builder that constructed this position, absent
+     * for raw `strategy(legs)`. Because positions are immutable this can never go stale — but a
+     * rebuilt-after-tweak position has no name. For "what is this NOW?" use `classifyStrategy`.
+     */
+    readonly constructedAs?: string;
+    constructor(legs: readonly LegInput[], config?: PositionConfig);
+    /**
+     * Position-construction assumptions (design law #3): whether the entry premiums were supplied by
+     * the caller (`'user'`) or model-priced from a market (`'model'`), plus the contract multiplier.
+     */
+    assumptions(): PositionAssumptions;
+    /**
+     * Merge call-site market overrides over the remembered construction market (R5). Only DEFINED
+     * call fields override (an explicit `undefined` never erases a remembered value), the position's
+     * single option expiry backfills `expiry`, and `required` fields still missing after the merge throw
+     * one teaching error listing them all. Returns the merged fields plus the echoed `marketSource`.
+     */
+    private resolveMarket;
+    /**
+     * Single-expiration analytics (`payoff`/`metrics`/`probability`) assume all OPTIONS expire together.
+     * A calendar/diagonal spans multiple expiries, so a single terminal payoff is meaningless — refuse
+     * it and point the caller at the time-aware `value()` / `scenarioTable()` instead (design law #4:
+     * never answer a different question than the one asked). More than one option-expiry bucket also
+     * rejects mixed dated/undated options. Stock has no expiry and is valued at the terminal spot.
+     */
+    private assertSingleExpiry;
+    /** Expiration P&L at an underlying price. */
+    pnlAtExpiry(underlyingPrice: number): number;
+    /** Slope of the expiration payoff at an underlying price (used for asymptotic analysis). */
+    private slopeAt;
+    /** Net cash to enter (positive = debit, negative = credit). */
+    netDebit(): number;
+    /**
+     * Net debit/credit, max profit/loss, and breakevens. The expiration payoff is piecewise-linear, so
+     * these are computed ANALYTICALLY from the kink set (every option strike plus every stock entry
+     * price) and the tail slopes — never by sampling a coarse grid, which missed breakevens beyond the
+     * last strike (e.g. a lone long stock, or a deep-ITM option) and ignored stock entry prices.
+     */
+    metrics(): PayoffMetrics;
+    /**
+     * Strike-derived default price window for the chart/scenario methods when a caller omits `prices` —
+     * the same auto-range a payoff diagram draws: strikes (stock legs use their entry price), finite
+     * breakevens (single-expiry only), and any known spot. Keeps a bare `payoff()` / `chartData()` /
+     * `scenarioTable()` useful instead of forcing a hand-picked grid.
+     */
+    private defaultPriceRange;
+    /**
+     * Expiration payoff metrics plus a chart-ready grid of points (spec §12.2). `prices` is an explicit
+     * grid array or a `{ from, to, steps }` range; omit it to frame the strike-derived default window
+     * (the same one a payoff diagram draws).
+     */
+    payoff(options?: {
+        prices?: number[] | PriceRange;
+    }): PayoffResult;
+    private markToMarketAssumptions;
+    /** Mark-to-market value, P&L, per-leg and aggregate Greeks via BSM (spec §12.3). */
+    value(overrides?: Partial<MarkToMarketInput>): MarkToMarketResult;
+    /**
+     * Probability-metric assumptions (R2 envelope): applied conventions plus where the market fields
+     * came from (construction/call/merged, R5) — carried in `assumptions`, never hoisted top-level.
+     */
+    private probabilityAssumptions;
+    /**
+     * Probability & scenario metrics (spec §12.6): probability of profit, expected value, reward/risk,
+     * and the probability of touching each breakeven — under an explicit, echoed lognormal model.
+     */
+    probability(overrides?: Partial<ProbabilityInput>): ProbabilityMetrics;
+    /**
+     * Monte-Carlo probability metrics (spec §12.6): the simulated analogue of {@link probability}, for
+     * cross-validation and path-dependent reads. Terminal lognormal paths give the probability of profit
+     * and expected P&L (with a standard error); the probability of touching each breakeven is estimated
+     * with the Brownian-bridge continuous-monitoring correction. Seeded and deterministic.
+     */
+    monteCarloProbability(overrides: Partial<ProbabilityMonteCarloInput> & {
+        seed: number;
+    }): ProbabilityMonteCarloMetrics;
+    /**
+     * Scenario table (spec §12.6): mark-to-market P&L and Greeks across a grid of underlying prices,
+     * additive vol shocks, and days forward — the standard "what-if" matrix for an options ticket.
+     */
+    scenarioTable(options?: {
+        /** Market overrides; defaults from the construction market (R5). */
+        market?: Partial<Omit<MarkToMarketInput, 'spot'>>;
+        /** Spot axis: an explicit grid array or a `{ from, to, steps }` range. Omit for the default window. */
+        prices?: number[] | PriceRange;
+        /** Additive vol shocks (decimal), e.g. `[-0.05, 0, 0.05]`. Default `[0]`. */
+        volatilityShocks?: number[];
+        /** Calendar days to advance `asOf`, e.g. `[0, 1, 7]`. Default `[0]`. */
+        daysForward?: number[];
+    }): ScenarioTableResult;
+    /**
+     * A what-if **cube**: the position marked over the full spot × vol-shock × days-forward grid, plus
+     * the **optimal-exit surface** — for each (spot, vol) outcome, the day along the time axis that
+     * optimizes P&L (`max-pnl` by default, or `min-pnl`). `scenarioTable` extended a dimension: it returns
+     * a navigable cube (axes + row-major cells) with the reductions a trader wants, not a flat row list.
+     *
+     * Every cell is a `value()` mark (time-aware, per-leg-IV, shock-through-to-leg-IV), so calendars and
+     * per-leg volatilities behave identically. The optimal-exit surface is a CONDITIONAL what-if ("if the
+     * underlying is here with this vol shock, which day marks best?"), not a path-dependent stopping rule.
+     * See `docs/specs/what-if-cube.md`.
+     */
+    whatIfCube(options?: WhatIfCubeOptions): WhatIfCubeResult;
+    /**
+     * Resolve the what-if cube's probability block (Wave 6 §3): a spot distribution per day (GBM by
+     * measure, or a custom density), disclosed grid tails, and per-(vol, day) expected P&L. The spot law
+     * is anchored at the CURRENT spot; day zero is a degenerate point mass in the containing bin (no
+     * divide-by-zero). Shares {@link priceGridDistribution} with the optimizer.
+     */
+    private whatIfProbability;
+    /**
+     * Chart-ready output (spec §12.5). Current P&L / live Greeks need a market: per-call fields
+     * merge over the construction market (R5), so a model-premium position charts with no `market`.
+     */
+    chartData(options?: {
+        prices?: number[] | PriceRange;
+        include?: ChartInclude;
+        market?: Partial<Omit<MarkToMarketInput, 'spot'>>;
+    }): Array<{
+        underlyingPrice: number;
+        expirationPnl?: number;
+        currentPnl?: number;
+        delta?: number;
+        theta?: number;
+    }>;
+}
+/** Build a position from legs. */
+export declare function strategyOf(legs: readonly LegInput[], config?: PositionConfig): Position;
+//# sourceMappingURL=position.d.ts.map

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

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