@insiderfinance/totalfinance 0.1.0

package/modules/strategy/dist/scanner.js

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+/**
+ * Strategy scanner / optimizer (spec §12, product review §1). Enumerate the classic defined-risk
+ * option structures over a strike grid, score each with the existing closed-form probability/payoff
+ * metrics (probability of profit, expected value, max profit/loss, return-on-risk, a bid/ask liquidity
+ * score), filter, and rank by a chosen objective. Pure and clock-free: it prices any missing leg
+ * premiums off an explicit `volatility`/`smile` via Black–Scholes and takes an injected valuation date.
+ *
+ * The scanner reuses the same `Position` engine a hand-built strategy uses, so a ranked candidate's
+ * metrics are identical to constructing that structure directly — this is a search over structures,
+ * not a second pricing path.
+ */
+import { ensureFiniteWhenPresent, CONVENTIONS_VERSION, ErrorCode, InputError, ensureFinite, ensureKnownKeys, ensurePositive, optionExpiryToMs, resolveValuationAsOf, yearFraction, requireArgumentArray, requireArgumentObject, } from '../../core/dist/index.js';
+import { blackScholesPrice } from '../../options/dist/black-scholes.js';
+import { bearCallSpread, bearPutSpread, bullCallSpread, bullPutSpread, ironCondor, } from './builders.js';
+import { legs } from './legs.js';
+import { Position, rewardToRisk } from './position.js';
+const ALL_STRUCTURES = [
+    'bullCallSpread',
+    'bearCallSpread',
+    'bullPutSpread',
+    'bearPutSpread',
+    'ironCondor',
+    'ironButterfly',
+    'longCallButterfly',
+    'longPutButterfly',
+    'straddle',
+    'strangle',
+];
+/**
+ * Every ranking objective a scan accepts, as DATA — the single source the type, the runtime guard and
+ * the error message are all derived from.
+ *
+ * RV11 — these were three copies: a hand-written union here, a hand-written array in `optimizer.ts`,
+ * and a third hand-written list inside the error string. The string copy drifted and kept teaching
+ * `pop|ev` after both were renamed, because plain prose is invisible to a rename of the quoted
+ * literals. One tuple, and `.join(', ')` for the message, is what makes that impossible rather than
+ * merely fixed.
+ *
+ * `'return'` became `'returnOnRisk'` in the same pass: it ranked by `returnOnRisk` and the candidate
+ * output already called that number `returnOnRisk`, so one quantity carried two public names.
+ */
+export const SCAN_OBJECTIVES = [
+    'probabilityOfProfit',
+    'expectedValue',
+    'returnOnRisk',
+    'expectedValuePerRisk',
+];
+/** {@link ScanOptions} keys (Law 12 — mirrors the interface above; keep in sync). */
+const SCAN_OPTIONS_KEYS = [
+    'spot',
+    'asOf',
+    'expiry',
+    'riskFreeRate',
+    'dividendYield',
+    'chain',
+    'volatility',
+    'smile',
+    'structures',
+    'maxWidth',
+    'minProbabilityOfProfit',
+    'maxRisk',
+    'rankBy',
+    'top',
+];
+/**
+ * Enumerate, score, and rank option structures over a strike grid. `candidates` carries the top-N
+ * by the chosen objective, each with the full payoff/probability metrics.
+ */
+export function scanStrategies(options) {
+    requireArgumentObject('scanStrategies', 'options', options);
+    const functionName = 'scanStrategies';
+    // Law 12: a misspelled knob (`rankby`) must teach, never silently rank by the default.
+    ensureKnownKeys(functionName, 'options', options, SCAN_OPTIONS_KEYS);
+    // When-present ladders before any coalesce (the 350c2796 ruling): a null rankBy silently
+    // ranked by the default objective, and a null structures scanned everything.
+    for (const field of ['dividendYield', 'minProbabilityOfProfit', 'top']) {
+        ensureFiniteWhenPresent(options[field], field, functionName);
+    }
+    if (options.rankBy !== undefined &&
+        !SCAN_OBJECTIVES.includes(options.rankBy)) {
+        throw new InputError(`${functionName}: rankBy must be one of ${SCAN_OBJECTIVES.join(' | ')} when provided. Received ${options.rankBy === null ? 'null' : JSON.stringify(options.rankBy)}.`, { code: ErrorCode.InputInvalidEnum, context: { field: 'rankBy', received: options.rankBy } });
+    }
+    if (options.structures !== undefined && !Array.isArray(options.structures)) {
+        throw new InputError(`${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 ${options.smile === null ? 'null' : typeof options.smile}.`, { code: ErrorCode.InputWrongType, context: { field: 'smile' } });
+    }
+    // Container guards first (the first-touch law): a missing/non-array `chain` or a null/primitive
+    // row would otherwise crash below with a raw TypeError (`.length`, iteration, `.strike` in the
+    // sort comparator) instead of teaching the ScanQuoteRow shape.
+    requireArgumentArray(functionName, 'chain', options.chain);
+    for (let i = 0; i < options.chain.length; i++) {
+        const row = options.chain[i];
+        if (row === null ||
+            typeof row !== 'object' ||
+            typeof row.strike !== 'number') {
+            throw new InputError(`${functionName}: chain[${i}] must be a ScanQuoteRow object with a numeric strike ` +
+                `({ strike, call?, put?, callBid?, callAsk?, putBid?, putAsk? }), got ${JSON.stringify(row)}.`, { code: ErrorCode.InputWrongType, context: { index: i, received: row } });
+        }
+    }
+    ensurePositive(options.spot, 'spot', functionName, ErrorCode.InputNegativeSpot);
+    // Resolve once via core's shared valuation-instant door (epoch ms or a zoned datetime; a bare
+    // date is refused with the fix), then require the resolved instant to be finite.
+    const asOfMs = resolveValuationAsOf(options.asOf, functionName);
+    ensureFinite(asOfMs, 'asOf', functionName);
+    ensureFinite(options.riskFreeRate, 'riskFreeRate', functionName);
+    const q = options.dividendYield ?? 0;
+    ensureFinite(q, 'dividendYield', functionName);
+    if (options.chain.length < 2) {
+        throw new InputError(`${functionName}: chain needs at least 2 strikes.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { strikes: options.chain.length },
+        });
+    }
+    const t = yearFraction(asOfMs, optionExpiryToMs(options.expiry), 'ACT/365F');
+    ensurePositive(t, 'timeToExpiryYears', functionName);
+    if (options.volatility !== undefined)
+        ensurePositive(options.volatility, 'volatility', functionName, ErrorCode.InputNegativeVolatility);
+    const top = options.top ?? 25;
+    // Safe integer (2026-08-23 review, P0): `top` only ranks and slices the candidates the chain
+    // itself generated — no loop 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 ${top}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { top },
+        });
+    }
+    const rankBy = options.rankBy ?? 'expectedValuePerRisk';
+    if (!SCAN_OBJECTIVES.includes(rankBy)) {
+        throw new InputError(`${functionName}: rankBy must be one of ${SCAN_OBJECTIVES.join(', ')}; got "${rankBy}".`, {
+            code: ErrorCode.InputInvalidEnum,
+            context: { rankBy },
+        });
+    }
+    // Filter knobs: an out-of-range/NaN threshold would silently drop or keep the wrong candidates.
+    if (options.minProbabilityOfProfit !== undefined &&
+        !(options.minProbabilityOfProfit >= 0 && options.minProbabilityOfProfit <= 1)) {
+        throw new InputError(`${functionName}: minProbabilityOfProfit must be within [0, 1], got ${options.minProbabilityOfProfit}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { minProbabilityOfProfit: options.minProbabilityOfProfit },
+        });
+    }
+    if (options.maxRisk !== undefined &&
+        !(Number.isFinite(options.maxRisk) && options.maxRisk >= 0)) {
+        throw new InputError(`${functionName}: maxRisk must be finite and ≥ 0, got ${options.maxRisk}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { maxRisk: options.maxRisk },
+        });
+    }
+    if (options.maxWidth !== undefined && !(options.maxWidth > 0)) {
+        throw new InputError(`${functionName}: maxWidth must be > 0 when supplied, got ${options.maxWidth}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { maxWidth: options.maxWidth },
+        });
+    }
+    const S = options.spot;
+    const r = options.riskFreeRate;
+    // Per-strike implied volatility, used to price any missing premiums. (Scoring uses a single
+    // volatility, at-spot `volatilityAt(S)` — see the `smile` doc; not a per-strike probability measure.)
+    const volatilityAt = (strike) => {
+        const v = options.smile ? options.smile(strike) : options.volatility;
+        if (v === undefined || !Number.isFinite(v) || v <= 0) {
+            throw new InputError(`${functionName}: no finite positive volatility for strike ${strike}; supply row premiums, a volatility, or a smile.`, { code: ErrorCode.InputNegativeVolatility, context: { strike, volatility: v } });
+        }
+        return v;
+    };
+    const relSpread = (bid, ask) => {
+        if (bid === undefined || ask === undefined)
+            return null;
+        const mid = (bid + ask) / 2;
+        if (!(mid > 0) || ask < bid)
+            return null;
+        return (ask - bid) / mid;
+    };
+    const rows = [...options.chain]
+        .sort((a, b) => a.strike - b.strike)
+        .map((row) => {
+        ensurePositive(row.strike, 'strike', functionName);
+        const call = row.call ??
+            blackScholesPrice({
+                type: 'call',
+                spot: S,
+                strike: row.strike,
+                timeToExpiryYears: t,
+                riskFreeRate: r,
+                dividendYield: q,
+                volatility: volatilityAt(row.strike),
+            });
+        const put = row.put ??
+            blackScholesPrice({
+                type: 'put',
+                spot: S,
+                strike: row.strike,
+                timeToExpiryYears: t,
+                riskFreeRate: r,
+                dividendYield: q,
+                volatility: volatilityAt(row.strike),
+            });
+        if (!(call >= 0) || !(put >= 0)) {
+            throw new InputError(`${functionName}: negative premium at strike ${row.strike}.`, {
+                code: ErrorCode.InputOutOfRange,
+                context: { strike: row.strike, call, put },
+            });
+        }
+        return {
+            strike: row.strike,
+            call,
+            put,
+            callRelSpread: relSpread(row.callBid, row.callAsk),
+            putRelSpread: relSpread(row.putBid, row.putAsk),
+        };
+    });
+    const width = options.maxWidth ?? Infinity;
+    // Reject an unknown structure name (e.g. a config/UI typo) rather than silently returning nothing.
+    if (options.structures) {
+        for (const s of options.structures) {
+            if (!ALL_STRUCTURES.includes(s)) {
+                throw new InputError(`${functionName}: unknown structure "${s}"; expected one of ${ALL_STRUCTURES.join(', ')}.`, { code: ErrorCode.InputInvalidEnum, context: { structure: s } });
+            }
+        }
+    }
+    const wanted = new Set(options.structures ?? ALL_STRUCTURES);
+    const atmVolatility = volatilityAt(S);
+    const out = [];
+    const consider = (structure, position, ks, legLiquidity) => {
+        const m = position.metrics();
+        const prob = position.probability({
+            spot: S,
+            asOf: asOfMs,
+            expiry: options.expiry,
+            volatility: atmVolatility,
+            riskFreeRate: r,
+            ...(options.dividendYield !== undefined ? { dividendYield: q } : {}),
+        });
+        // An unbounded loss is no risk figure at all: it is filtered by `maxRisk` (nothing is under a
+        // cap it cannot be measured against) and scores zero EV-per-risk, as documented.
+        const risk = m.maxLoss === null ? null : Math.abs(m.maxLoss);
+        const returnOnRisk = rewardToRisk(m).ratio;
+        const expectedValuePerRisk = risk !== null && risk > 0 ? prob.expectedValue / risk : 0;
+        // Liquidity = 1 − mean relative spread across the legs, clamped to [0, 1]; null if any leg unpriced.
+        const spreadVals = legLiquidity.filter((x) => x !== null);
+        const liquidity = spreadVals.length === legLiquidity.length
+            ? Math.max(0, 1 - spreadVals.reduce((s, x) => s + x, 0) / spreadVals.length)
+            : null;
+        if (options.minProbabilityOfProfit !== undefined &&
+            prob.probabilityOfProfit < options.minProbabilityOfProfit)
+            return;
+        if (options.maxRisk !== undefined && (risk === null || risk > options.maxRisk))
+            return;
+        const scoreOf = () => {
+            switch (rankBy) {
+                case 'probabilityOfProfit':
+                    return prob.probabilityOfProfit;
+                case 'expectedValue':
+                    return prob.expectedValue;
+                case 'returnOnRisk':
+                    return returnOnRisk;
+                default:
+                    return expectedValuePerRisk;
+            }
+        };
+        out.push({
+            structure,
+            strikes: ks,
+            netDebit: m.netDebit,
+            maxProfit: m.maxProfit,
+            maxLoss: m.maxLoss,
+            bounded: m.bounded,
+            breakevens: m.breakevens,
+            probabilityOfProfit: prob.probabilityOfProfit,
+            expectedValue: prob.expectedValue,
+            returnOnRisk,
+            expectedValuePerRisk,
+            liquidity,
+            score: scoreOf(),
+            legs: [...position.legs],
+        });
+    };
+    // ---- vertical spreads: every ascending (lo, hi) pair within maxWidth ----
+    for (let i = 0; i < rows.length; i++) {
+        for (let j = i + 1; j < rows.length; j++) {
+            const lo = rows[i];
+            const hi = rows[j];
+            if (hi.strike - lo.strike > width)
+                break;
+            const ks = [lo.strike, hi.strike];
+            if (wanted.has('bullCallSpread')) {
+                consider('bullCallSpread', bullCallSpread({
+                    long: { strike: lo.strike, premium: lo.call },
+                    short: { strike: hi.strike, premium: hi.call },
+                }), ks, [lo.callRelSpread, hi.callRelSpread]);
+            }
+            if (wanted.has('bearCallSpread')) {
+                consider('bearCallSpread', bearCallSpread({
+                    long: { strike: hi.strike, premium: hi.call },
+                    short: { strike: lo.strike, premium: lo.call },
+                }), ks, [lo.callRelSpread, hi.callRelSpread]);
+            }
+            if (wanted.has('bullPutSpread')) {
+                consider('bullPutSpread', bullPutSpread({
+                    long: { strike: lo.strike, premium: lo.put },
+                    short: { strike: hi.strike, premium: hi.put },
+                }), ks, [lo.putRelSpread, hi.putRelSpread]);
+            }
+            if (wanted.has('bearPutSpread')) {
+                consider('bearPutSpread', bearPutSpread({
+                    long: { strike: hi.strike, premium: hi.put },
+                    short: { strike: lo.strike, premium: lo.put },
+                }), ks, [lo.putRelSpread, hi.putRelSpread]);
+            }
+        }
+    }
+    // ---- iron condors: short put < short call straddling spot, one-strike wings within maxWidth ----
+    if (wanted.has('ironCondor')) {
+        for (let ps = 0; ps < rows.length; ps++) {
+            const putShort = rows[ps];
+            if (putShort.strike >= S)
+                break; // short put below spot
+            const putLong = rows[ps - 1];
+            if (!putLong || putShort.strike - putLong.strike > width)
+                continue;
+            for (let cs = ps + 1; cs < rows.length; cs++) {
+                const callShort = rows[cs];
+                if (callShort.strike <= S)
+                    continue; // short call above spot
+                const callLong = rows[cs + 1];
+                if (!callLong || callLong.strike - callShort.strike > width)
+                    continue;
+                consider('ironCondor', ironCondor({
+                    putLong: { strike: putLong.strike, premium: putLong.put },
+                    putShort: { strike: putShort.strike, premium: putShort.put },
+                    callShort: { strike: callShort.strike, premium: callShort.call },
+                    callLong: { strike: callLong.strike, premium: callLong.call },
+                }), [putLong.strike, putShort.strike, callShort.strike, callLong.strike], [
+                    putLong.putRelSpread,
+                    putShort.putRelSpread,
+                    callShort.callRelSpread,
+                    callLong.callRelSpread,
+                ]);
+            }
+        }
+    }
+    // ---- iron butterfly: short straddle at a center strike, long wings ±w within maxWidth ----
+    if (wanted.has('ironButterfly')) {
+        for (let c = 0; c < rows.length; c++) {
+            const center = rows[c];
+            for (let w = 1; c - w >= 0 && c + w < rows.length; w++) {
+                const lo = rows[c - w];
+                const hi = rows[c + w];
+                if (center.strike - lo.strike > width || hi.strike - center.strike > width)
+                    break;
+                const position = new Position([
+                    legs.put({ strike: lo.strike, premium: lo.put, quantity: 1 }),
+                    legs.put({ strike: center.strike, premium: center.put, quantity: -1 }),
+                    legs.call({ strike: center.strike, premium: center.call, quantity: -1 }),
+                    legs.call({ strike: hi.strike, premium: hi.call, quantity: 1 }),
+                ]);
+                consider('ironButterfly', position, [lo.strike, center.strike, hi.strike], [lo.putRelSpread, center.putRelSpread, center.callRelSpread, hi.callRelSpread]);
+            }
+        }
+    }
+    // ---- long call/put butterflies: equally-spaced k1<k2<k3, long wings / short 2× body ----
+    for (let c = 0; c < rows.length; c++) {
+        for (let w = 1; c - w >= 0 && c + w < rows.length; w++) {
+            const lo = rows[c - w];
+            const mid = rows[c];
+            const hi = rows[c + w];
+            // Require (near-)equal spacing so the body is centered — the textbook butterfly.
+            if (Math.abs(mid.strike - lo.strike - (hi.strike - mid.strike)) > 1e-9)
+                continue;
+            if (mid.strike - lo.strike > width)
+                break;
+            const ks = [lo.strike, mid.strike, hi.strike];
+            if (wanted.has('longCallButterfly')) {
+                consider('longCallButterfly', new Position([
+                    legs.call({ strike: lo.strike, premium: lo.call, quantity: 1 }),
+                    legs.call({ strike: mid.strike, premium: mid.call, quantity: -2 }),
+                    legs.call({ strike: hi.strike, premium: hi.call, quantity: 1 }),
+                ]), ks, [lo.callRelSpread, mid.callRelSpread, hi.callRelSpread]);
+            }
+            if (wanted.has('longPutButterfly')) {
+                consider('longPutButterfly', new Position([
+                    legs.put({ strike: lo.strike, premium: lo.put, quantity: 1 }),
+                    legs.put({ strike: mid.strike, premium: mid.put, quantity: -2 }),
+                    legs.put({ strike: hi.strike, premium: hi.put, quantity: 1 }),
+                ]), ks, [lo.putRelSpread, mid.putRelSpread, hi.putRelSpread]);
+            }
+        }
+    }
+    // ---- long straddle (one strike) and long strangle (put strike < call strike) ----
+    if (wanted.has('straddle')) {
+        for (const row of rows) {
+            consider('straddle', new Position([
+                legs.call({ strike: row.strike, premium: row.call, quantity: 1 }),
+                legs.put({ strike: row.strike, premium: row.put, quantity: 1 }),
+            ]), [row.strike], [row.callRelSpread, row.putRelSpread]);
+        }
+    }
+    if (wanted.has('strangle')) {
+        for (let i = 0; i < rows.length; i++) {
+            for (let j = i + 1; j < rows.length; j++) {
+                const putK = rows[i];
+                const callK = rows[j];
+                if (callK.strike - putK.strike > width)
+                    break;
+                consider('strangle', new Position([
+                    legs.put({ strike: putK.strike, premium: putK.put, quantity: 1 }),
+                    legs.call({ strike: callK.strike, premium: callK.call, quantity: 1 }),
+                ]), [putK.strike, callK.strike], [putK.putRelSpread, callK.callRelSpread]);
+            }
+        }
+    }
+    // Rank by the objective (descending); an undefined (`null`) or NaN score sinks to the bottom —
+    // a ratio that does not exist is never "the best".
+    const rankOf = (score) => score !== null && Number.isFinite(score) ? score : -Infinity;
+    out.sort((a, b) => rankOf(b.score) - rankOf(a.score));
+    return {
+        candidates: out.slice(0, top),
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            dayCount: 'ACT/365F',
+            rankBy,
+            structures: [...wanted],
+            timeToExpiryYears: t,
+            scoringVolatility: atmVolatility,
+        },
+        diagnostics: {
+            engine: 'strategy-scanner',
+            method: 'closed-form enumeration',
+            converged: true,
+            warnings: [],
+        },
+    };
+}
+//# sourceMappingURL=scanner.js.map

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

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

@@ -0,0 +1,187 @@
+/**
+ * Named single-expiry option strategies (spec §12, product parity with the app's option profit
+ * calculator). Each builder composes explicit legs into a {@link Position}; premiums/strikes are
+ * inputs (data-agnostic and pure — no chain selection). Leg compositions mirror the InsiderFinance
+ * OPC so the two stay 1:1. Multi-expiry structures (calendars/diagonals/double diagonals) live in
+ * `./calendars.ts`.
+ *
+ * Every slot guard names its BUILDER (`strategy.bullCallLadder: lower must be …`), never the bare
+ * `strategy` namespace — with 50+ builders, the error must say which one was called.
+ */
+import { type IronCondorInput } from './builders.js';
+import { Position } from './position.js';
+import type { PositionConfig } from './types.js';
+import { type Role } from './validate.js';
+/**
+ * A strike + optional entry premium for one option leg. Omit `premium` and build the position with
+ * `{ premiums: 'model', market }` to have it priced from the market (§3.4) — the profit-calculator
+ * user with strikes but no fills still gets breakevens / max P&L / PoP. Everywhere a builder takes
+ * a {@link Role} slot, a bare strike number is shorthand for `{ strike }` (R3).
+ */
+export interface StrikeLeg {
+    strike: number;
+    premium?: number;
+}
+/** Unit count + position-level expiry (R4) shared by every builder. */
+export interface UnitInput {
+    /** Number of structures (default 1). Every leg scales by this. */
+    quantity?: number;
+    /** Expiry applied to every leg of this structure (`YYYY-MM-DD` → 16:00 ET, or a datetime). */
+    expiry?: string;
+}
+export interface SingleLegInput extends StrikeLeg, UnitInput {
+}
+export declare const longCall: (i: SingleLegInput, c?: PositionConfig) => Position;
+export declare const shortCall: (i: SingleLegInput, c?: PositionConfig) => Position;
+export declare const longPut: (i: SingleLegInput, c?: PositionConfig) => Position;
+export declare const shortPut: (i: SingleLegInput, c?: PositionConfig) => Position;
+/** Cash-secured put — identical payoff to a short put; the "secured" is a margin/BP distinction. */
+export declare const cashSecuredPut: (i: SingleLegInput, c?: PositionConfig) => Position;
+/** Three ascending same-type strikes: `lower < middle < upper`. */
+export interface LadderInput extends UnitInput {
+    lower: Role;
+    middle: Role;
+    upper: Role;
+}
+/** Bull call ladder: long lower call, short middle + short upper calls (extends a bull call spread). */
+export declare const bullCallLadder: (i: LadderInput, c?: PositionConfig) => Position;
+/** Bear call ladder: short lower call, long middle + long upper calls. */
+export declare const bearCallLadder: (i: LadderInput, c?: PositionConfig) => Position;
+/** Bull put ladder: short upper put, long middle + long lower puts. */
+export declare const bullPutLadder: (i: LadderInput, c?: PositionConfig) => Position;
+/** Bear put ladder: long upper put, short middle + short lower puts. */
+export declare const bearPutLadder: (i: LadderInput, c?: PositionConfig) => Position;
+/** Broken-wing butterfly: long/short/long with asymmetric wing widths (a directional butterfly). */
+export declare const callBrokenWing: (i: LadderInput, c?: PositionConfig) => Position;
+export declare const putBrokenWing: (i: LadderInput, c?: PositionConfig) => Position;
+/** Inverse broken-wing butterfly: short/long/short. */
+export declare const inverseCallBrokenWing: (i: LadderInput, c?: PositionConfig) => Position;
+export declare const inversePutBrokenWing: (i: LadderInput, c?: PositionConfig) => Position;
+/** Jade lizard: short put + short call + long higher call (a short put with a short call spread). */
+export interface JadeLizardInput extends UnitInput {
+    put: Role;
+    shortCall: Role;
+    longCall: Role;
+}
+export declare const jadeLizard: (i: JadeLizardInput, c?: PositionConfig) => Position;
+/** Reverse jade lizard: short call + short put + long lower put (a short call with a short put spread). */
+export interface ReverseJadeLizardInput extends UnitInput {
+    call: Role;
+    shortPut: Role;
+    longPut: Role;
+}
+export declare const reverseJadeLizard: (i: ReverseJadeLizardInput, c?: PositionConfig) => Position;
+/** Two ascending strikes `lower < upper`. */
+export interface TwoStrikeInput extends UnitInput {
+    lower: Role;
+    upper: Role;
+}
+/** Long combo: long upper call + short lower put (a synthetic long at different strikes). */
+export declare const longCombo: (i: TwoStrikeInput, c?: PositionConfig) => Position;
+/** Short combo: short upper call + long lower put (a synthetic short at different strikes). */
+export declare const shortCombo: (i: TwoStrikeInput, c?: PositionConfig) => Position;
+/** Long guts: long ITM call (lower strike) + long ITM put (upper strike). */
+export declare const guts: (i: TwoStrikeInput, c?: PositionConfig) => Position;
+/** Short guts: short ITM call (lower) + short ITM put (upper). */
+export declare const shortGuts: (i: TwoStrikeInput, c?: PositionConfig) => Position;
+/** A single strike with a call and a put premium (synthetics / same-strike structures). */
+export interface SyntheticInput extends UnitInput {
+    strike: number;
+    callPremium?: number;
+    putPremium?: number;
+}
+/** Long synthetic future (synthetic long stock): long call + short put at the same strike. */
+export declare const longSyntheticFuture: (i: SyntheticInput, c?: PositionConfig) => Position;
+/** Short synthetic future (synthetic short stock): short call + long put at the same strike. */
+export declare const shortSyntheticFuture: (i: SyntheticInput, c?: PositionConfig) => Position;
+/** Synthetic put (synthetic long put): short stock + long call. */
+export interface SyntheticPutInput extends SingleLegInput {
+    /** Entry price of the short stock leg. */
+    stockPrice: number;
+}
+export declare const syntheticPut: (i: SyntheticPutInput, c?: PositionConfig) => Position;
+/** Long one option and short `ratio` of a further option (default 1×2). */
+export interface RatioInput extends UnitInput {
+    long: Role;
+    short: Role;
+    /** Number of short legs per long (default 2). */
+    ratio?: number;
+}
+export declare const callRatioSpread: (i: RatioInput, c?: PositionConfig) => Position;
+export declare const putRatioSpread: (i: RatioInput, c?: PositionConfig) => Position;
+/** Short one near option and long `ratio` of a further option (default 1×2) — a backspread. */
+export declare const callRatioBackspread: (i: RatioInput, c?: PositionConfig) => Position;
+export declare const putRatioBackspread: (i: RatioInput, c?: PositionConfig) => Position;
+export declare const longCallButterfly: (i: LadderInput, c?: PositionConfig) => Position;
+export declare const longPutButterfly: (i: LadderInput, c?: PositionConfig) => Position;
+export declare const shortCallButterfly: (i: LadderInput, c?: PositionConfig) => Position;
+export declare const shortPutButterfly: (i: LadderInput, c?: PositionConfig) => Position;
+/** Four ascending same-type strikes `k1 < k2 < k3 < k4`. */
+export interface CondorInput extends UnitInput {
+    k1: Role;
+    k2: Role;
+    k3: Role;
+    k4: Role;
+}
+export declare const longCallCondor: (i: CondorInput, c?: PositionConfig) => Position;
+export declare const longPutCondor: (i: CondorInput, c?: PositionConfig) => Position;
+export declare const shortCallCondor: (i: CondorInput, c?: PositionConfig) => Position;
+export declare const shortPutCondor: (i: CondorInput, c?: PositionConfig) => Position;
+/** Iron butterfly: short ATM call + short ATM put + long OTM wings (a short straddle + long strangle). */
+export interface IronButterflyInput extends UnitInput {
+    /**
+     * ATM body (shared-strike rule): the strike sold twice, with per-type premiums. A bare strike
+     * number is shorthand for `{ strike }` (R3).
+     */
+    body: number | {
+        strike: number;
+        callPremium?: number;
+        putPremium?: number;
+    };
+    /** Long put wing below the body. */
+    putWing: Role;
+    /** Long call wing above the body. */
+    callWing: Role;
+}
+export declare const ironButterfly: (i: IronButterflyInput, c?: PositionConfig) => Position;
+/** Inverse (reverse) iron butterfly: long ATM straddle + short OTM wings. */
+export declare const inverseIronButterfly: (i: IronButterflyInput, c?: PositionConfig) => Position;
+/** Inverse (reverse) iron condor: long inner strangle + short outer wings. Same input as `ironCondor`. */
+export declare const inverseIronCondor: (i: IronCondorInput, c?: PositionConfig) => Position;
+export interface ShortStraddleInput extends UnitInput {
+    strike: number;
+    callPremium?: number;
+    putPremium?: number;
+}
+export declare const shortStraddle: (i: ShortStraddleInput, c?: PositionConfig) => Position;
+export interface ShortStrangleInput extends UnitInput {
+    /** The sold call: a strike, or `{ strike, premium? }`. */
+    call: Role;
+    /** The sold put: a strike, or `{ strike, premium? }`. */
+    put: Role;
+}
+export declare const shortStrangle: (i: ShortStrangleInput, c?: PositionConfig) => Position;
+/** Strip: long 1 call + long 2 puts at one strike (bearish-biased volatility play). */
+export declare const strip: (i: SyntheticInput, c?: PositionConfig) => Position;
+/** Strap: long 2 calls + long 1 put at one strike (bullish-biased volatility play). */
+export declare const strap: (i: SyntheticInput, c?: PositionConfig) => Position;
+/** Shared: an underlying stock entry price plus a per-contract unit count (100 shares per contract). */
+export interface StockOptionInput extends UnitInput {
+    /** Entry price per share of the stock leg. */
+    stockPrice: number;
+}
+/** Covered call: long 100·q shares + short q calls. */
+export declare const coveredCall: (i: StockOptionInput & StrikeLeg, c?: PositionConfig) => Position;
+/** Protective put: long 100·q shares + long q puts. */
+export declare const protectivePut: (i: StockOptionInput & StrikeLeg, c?: PositionConfig) => Position;
+/** Collar: long 100·q shares + long q protective puts + short q covered calls. */
+export interface CollarInput extends StockOptionInput {
+    put: Role;
+    call: Role;
+}
+export declare const collar: (i: CollarInput, c?: PositionConfig) => Position;
+/** Covered short straddle: long 100·q shares + short q calls + short q puts at one strike. */
+export declare const coveredShortStraddle: (i: StockOptionInput & ShortStraddleInput, c?: PositionConfig) => Position;
+/** Covered short strangle: long 100·q shares + short q calls + short q puts at separate strikes. */
+export declare const coveredShortStrangle: (i: StockOptionInput & ShortStrangleInput, c?: PositionConfig) => Position;
+//# sourceMappingURL=strategies.d.ts.map