@reefclaw/connect 0.1.11 → 0.1.12

package/assets/plugin/portfolio/wave9-admission.js

@@ -1,262 +0,0 @@
-// ⚠️ GENERATED FILE — DO NOT EDIT.
-// Canonical source of truth: shared/src/portfolio/wave9-admission.ts
-// Regenerate: node scripts/sync-shared-code.mjs  (enforced by shared-code-sync.test.ts)
-//
-// This copy exists because this package builds with tsc and deploys as a
-// self-contained tree that strips workspace deps, so it cannot import
-// @reefclaw/shared runtime code across the deploy boundary.
-import { WAVE9_LONG_STRATEGY, WAVE9_STRATEGY_PRIORITY, WAVE9_SYMBOL_PRIORITY, } from './wave9-policy.js';
-export const WAVE9_ADMISSION_POLICY = Object.freeze({
-    riskPct: 0.5,
-    maxPositions: 4,
-    maxOpenRiskPct: 2,
-    maxGrossExposureMultiple: 1.5,
-    maxPositionUsd: 10_000,
-    feeBps: 5,
-    slippageBps: 10,
-    capEnforcement: 'admission_only_no_forced_deleveraging',
-    riskMeasure: 'fixed_initial_stop_risk_usd',
-});
-function finitePositive(value) {
-    return Number.isFinite(value) && value > 0;
-}
-function nearlyEqual(left, right) {
-    return Math.abs(left - right) <= 1e-9 * Math.max(1, Math.abs(left), Math.abs(right));
-}
-function validatePolicy(policy) {
-    for (const [label, value] of Object.entries({
-        riskPct: policy.riskPct,
-        maxOpenRiskPct: policy.maxOpenRiskPct,
-        maxGrossExposureMultiple: policy.maxGrossExposureMultiple,
-        maxPositionUsd: policy.maxPositionUsd,
-    })) {
-        if (!finitePositive(value))
-            throw new Error(`${label} must be positive and finite`);
-    }
-    if (!Number.isInteger(policy.maxPositions) || policy.maxPositions <= 0) {
-        throw new Error('maxPositions must be a positive integer');
-    }
-    for (const [label, value] of Object.entries({
-        feeBps: policy.feeBps,
-        slippageBps: policy.slippageBps,
-    })) {
-        if (!Number.isFinite(value) || value < 0) {
-            throw new Error(`${label} must be finite and non-negative`);
-        }
-    }
-    if (policy.capEnforcement !== 'admission_only_no_forced_deleveraging'
-        || policy.riskMeasure !== 'fixed_initial_stop_risk_usd') {
-        throw new Error('unsupported Wave 9 admission policy semantics');
-    }
-}
-function rank(value, values, label) {
-    const result = values.indexOf(value);
-    if (result < 0)
-        throw new Error(`${label} is not in the frozen Wave 9 priority`);
-    return result;
-}
-function validateCandidateIdentity(id, eventTime, symbol, strategy, direction) {
-    const eventMs = Date.parse(eventTime);
-    if (!Number.isFinite(eventMs) || new Date(eventMs).toISOString() !== eventTime) {
-        throw new Error('candidate eventTime must be a canonical ISO timestamp');
-    }
-    const expectedId = `${eventTime}|${symbol}|${strategy}|${direction}`;
-    if (id !== expectedId) {
-        throw new Error(`candidate ID does not match its frozen identity: ${id}`);
-    }
-}
-function copyPosition(position) {
-    return { ...position };
-}
-function ledgerFor(positions, policy) {
-    const exitCostRate = (policy.feeBps + policy.slippageBps) / 10_000;
-    return positions.map((position) => ({
-        ...copyPosition(position),
-        estimatedExitCostUsd: position.markPrice * position.quantity * exitCostRate,
-    }));
-}
-function summarize(cashEquityUsd, ledger) {
-    let unrealized = 0;
-    let funding = 0;
-    let exitCosts = 0;
-    let gross = 0;
-    let risk = 0;
-    for (const row of ledger) {
-        unrealized += row.direction === 'LONG'
-            ? (row.markPrice - row.entryPrice) * row.quantity
-            : (row.entryPrice - row.markPrice) * row.quantity;
-        funding += row.accruedFundingUsd;
-        exitCosts += row.estimatedExitCostUsd;
-        gross += Math.abs(row.markPrice * row.quantity);
-        risk += row.dollarRiskUsd;
-    }
-    return { equity: cashEquityUsd + unrealized - funding - exitCosts, gross, risk };
-}
-/**
- * Apply a same-event candidate batch in the exact frozen priority. The caller
- * must release stops and completed-daily reversals before invoking this
- * function, just as the chronological research engine does.
- */
-export function applyWave9AdmissionBatch(inputState, rawCandidates, policy = WAVE9_ADMISSION_POLICY) {
-    validatePolicy(policy);
-    if (!Number.isFinite(inputState.cashEquityUsd)) {
-        throw new Error('cashEquityUsd must be finite');
-    }
-    const positions = inputState.positions.map(copyPosition);
-    const ids = new Set();
-    for (const position of positions) {
-        if (ids.has(position.candidateId))
-            throw new Error('open candidate IDs must be unique');
-        ids.add(position.candidateId);
-        rank(position.symbol, WAVE9_SYMBOL_PRIORITY, 'open-position symbol');
-        rank(position.strategy, WAVE9_STRATEGY_PRIORITY, 'open-position strategy');
-        const identity = position.candidateId.split('|');
-        if (identity.length !== 4) {
-            throw new Error(`open-position candidate ID is malformed: ${position.candidateId}`);
-        }
-        validateCandidateIdentity(position.candidateId, identity[0], position.symbol, position.strategy, position.direction);
-        if (!finitePositive(position.entryPrice)
-            || !finitePositive(position.quantity)
-            || !finitePositive(position.markPrice)
-            || !finitePositive(position.initialStop)
-            || !Number.isFinite(position.dollarRiskUsd)
-            || position.dollarRiskUsd < 0
-            || !Number.isFinite(position.accruedFundingUsd)) {
-            throw new Error(`invalid open position ${position.candidateId}`);
-        }
-        const expectedDirection = position.strategy === WAVE9_LONG_STRATEGY ? 'LONG' : 'SHORT';
-        const geometryValid = position.direction === expectedDirection
-            && (position.direction === 'LONG'
-                ? position.initialStop < position.entryPrice
-                : position.initialStop > position.entryPrice);
-        if (!geometryValid) {
-            throw new Error(`invalid open-position geometry ${position.candidateId}`);
-        }
-        const expectedRisk = Math.abs(position.entryPrice - position.initialStop)
-            * position.quantity;
-        if (!nearlyEqual(position.dollarRiskUsd, expectedRisk)) {
-            throw new Error(`open-position risk mismatch ${position.candidateId}`);
-        }
-    }
-    if (new Set(positions.map((position) => position.symbol)).size !== positions.length) {
-        throw new Error('Wave 9 allows at most one open position per symbol');
-    }
-    const candidates = rawCandidates.map((candidate) => ({ ...candidate }));
-    const candidateIds = new Set();
-    let batchEventTime;
-    for (const candidate of candidates) {
-        if (candidateIds.has(candidate.id))
-            throw new Error('candidate IDs must be unique');
-        candidateIds.add(candidate.id);
-        validateCandidateIdentity(candidate.id, candidate.eventTime, candidate.symbol, candidate.strategy, candidate.direction);
-        if (batchEventTime === undefined)
-            batchEventTime = candidate.eventTime;
-        if (candidate.eventTime !== batchEventTime) {
-            throw new Error('a Wave 9 admission batch must contain exactly one eventTime');
-        }
-        rank(candidate.symbol, WAVE9_SYMBOL_PRIORITY, 'candidate symbol');
-        rank(candidate.strategy, WAVE9_STRATEGY_PRIORITY, 'candidate strategy');
-    }
-    candidates.sort((left, right) => rank(left.symbol, WAVE9_SYMBOL_PRIORITY, 'candidate symbol')
-        - rank(right.symbol, WAVE9_SYMBOL_PRIORITY, 'candidate symbol')
-        || rank(left.strategy, WAVE9_STRATEGY_PRIORITY, 'candidate strategy')
-            - rank(right.strategy, WAVE9_STRATEGY_PRIORITY, 'candidate strategy')
-        || left.id.localeCompare(right.id));
-    let cashEquityUsd = inputState.cashEquityUsd;
-    const decisions = [];
-    const feeRate = policy.feeBps / 10_000;
-    const slippageRate = policy.slippageBps / 10_000;
-    for (const candidate of candidates) {
-        const decision = {
-            ...candidate,
-            accepted: false,
-            reason: 'invalidSizing',
-        };
-        const expectedDirection = candidate.strategy === WAVE9_LONG_STRATEGY ? 'LONG' : 'SHORT';
-        if (candidate.direction !== expectedDirection
-            || !finitePositive(candidate.referencePrice)
-            || !finitePositive(candidate.stopPrice)) {
-            decision.reason = 'invalidGeometry';
-            decisions.push(decision);
-            continue;
-        }
-        const entryPrice = candidate.direction === 'LONG'
-            ? candidate.referencePrice * (1 + slippageRate)
-            : candidate.referencePrice * (1 - slippageRate);
-        decision.entryPrice = entryPrice;
-        if ((candidate.direction === 'LONG' && candidate.stopPrice >= entryPrice)
-            || (candidate.direction === 'SHORT' && candidate.stopPrice <= entryPrice)) {
-            decision.reason = 'invalidGeometry';
-            decisions.push(decision);
-            continue;
-        }
-        if (positions.some((position) => position.symbol === candidate.symbol)) {
-            decision.reason = 'symbolAlreadyOpen';
-            decisions.push(decision);
-            continue;
-        }
-        if (positions.length >= policy.maxPositions) {
-            decision.reason = 'maxPositions';
-            decisions.push(decision);
-            continue;
-        }
-        const current = summarize(cashEquityUsd, ledgerFor(positions, policy));
-        const riskPerUnit = Math.abs(entryPrice - candidate.stopPrice);
-        const riskBudget = current.equity * policy.riskPct / 100;
-        const quantity = Math.min(riskBudget / riskPerUnit, policy.maxPositionUsd / entryPrice);
-        const notionalUsd = quantity * entryPrice;
-        const riskUsd = quantity * riskPerUnit;
-        Object.assign(decision, { quantity, notionalUsd, riskUsd });
-        if (!finitePositive(quantity) || current.equity <= 0) {
-            decision.reason = 'invalidSizing';
-            decisions.push(decision);
-            continue;
-        }
-        const position = {
-            candidateId: candidate.id,
-            symbol: candidate.symbol,
-            strategy: candidate.strategy,
-            direction: candidate.direction,
-            entryPrice,
-            quantity,
-            markPrice: candidate.referencePrice,
-            initialStop: candidate.stopPrice,
-            dollarRiskUsd: riskUsd,
-            accruedFundingUsd: 0,
-        };
-        const projectedPositions = [...positions, position];
-        const projectedCash = cashEquityUsd - notionalUsd * feeRate;
-        const projectedLedger = ledgerFor(projectedPositions, policy);
-        const projected = summarize(projectedCash, projectedLedger);
-        Object.assign(decision, {
-            projectedCashEquityUsd: projectedCash,
-            projectedLiquidationEquityUsd: projected.equity,
-            projectedGrossExposureUsd: projected.gross,
-            projectedOpenRiskUsd: projected.risk,
-            projectedOpenPositions: projectedPositions.length,
-            projectedPositionLedger: projectedLedger,
-        });
-        if (projected.equity <= 0) {
-            decision.reason = 'invalidSizing';
-        }
-        else if (projected.gross
-            > projected.equity * policy.maxGrossExposureMultiple + 1e-9) {
-            decision.reason = 'maxGrossExposure';
-        }
-        else if (projected.risk
-            > projected.equity * policy.maxOpenRiskPct / 100 + 1e-9) {
-            decision.reason = 'maxOpenRisk';
-        }
-        else {
-            decision.accepted = true;
-            decision.reason = 'accepted';
-            cashEquityUsd = projectedCash;
-            positions.push(position);
-        }
-        decisions.push(decision);
-    }
-    return {
-        decisions,
-        state: { cashEquityUsd, positions: positions.map(copyPosition) },
-    };
-}

package/assets/plugin/portfolio/wave9-policy.d.ts

@@ -1,36 +0,0 @@
-import type { Direction, OhlcvBar } from '../signals/types.js';
-export declare const DAY_MS: number;
-export declare const WAVE9_LOOKBACK_DAYS = 28;
-export declare const WAVE9_ATR_PERIOD = 14;
-export declare const WAVE9_ATR_MULTIPLE = 3;
-export declare const WAVE9_CONTEXT_BARS = 250;
-export declare const WAVE9_LONG_STRATEGY = "tsmom_28d_long_flat_reversal_1d";
-export declare const WAVE9_SHORT_STRATEGY = "tsmom_28d_short_flat_reversal_1d";
-export type Wave9StrategyName = typeof WAVE9_LONG_STRATEGY | typeof WAVE9_SHORT_STRATEGY;
-export declare const WAVE9_SYMBOL_PRIORITY: readonly ["BTCUSDT", "ETHUSDT", "SOLUSDT", "BNBUSDT", "XRPUSDT", "DOGEUSDT", "ADAUSDT", "LINKUSDT"];
-export declare const WAVE9_STRATEGY_PRIORITY: readonly ["tsmom_28d_long_flat_reversal_1d", "tsmom_28d_short_flat_reversal_1d"];
-export interface Wave9EntrySignal {
-    strategy: Wave9StrategyName;
-    direction: Direction;
-    stopPrice: number;
-}
-export interface Wave9DailyDecision {
-    eventTime: string;
-    completedDailyOpen: string;
-    currentReturn: number;
-    previousReturn: number;
-    atr14: number;
-    referencePrice: number;
-    entries: Wave9EntrySignal[];
-    exitLong: boolean;
-    exitShort: boolean;
-    sourceBarCount: number;
-}
-/**
- * Return the exact completed-daily context visible at a UTC daily boundary.
- * The function is intentionally fail-closed: unordered, duplicated, gapped,
- * non-UTC, or stale candles are rejected rather than silently repaired.
- */
-export declare function completedDailyContext(rawBars: readonly OhlcvBar[], eventTime: Date): OhlcvBar[];
-/** Evaluate the exact Wave 9 entry-transition and signal-reversal semantics. */
-export declare function evaluateWave9Daily(rawBars: readonly OhlcvBar[], eventTime: Date): Wave9DailyDecision;

package/assets/plugin/portfolio/wave9-policy.js

@@ -1,183 +0,0 @@
-// ⚠️ GENERATED FILE — DO NOT EDIT.
-// Canonical source of truth: shared/src/portfolio/wave9-policy.ts
-// Regenerate: node scripts/sync-shared-code.mjs  (enforced by shared-code-sync.test.ts)
-//
-// This copy exists because this package builds with tsc and deploys as a
-// self-contained tree that strips workspace deps, so it cannot import
-// @reefclaw/shared runtime code across the deploy boundary.
-// Canonical frozen Wave 9 daily signal policy used by the default-off runtime parity
-// observer. This deliberately calls the same generated condition registry and
-// ATR implementation as the intelligence backtest instead of reimplementing
-// momentum semantics in the plugin.
-import { computeATR } from '../shared/indicators.js';
-import { evaluateConditions } from '../signals/conditions/registry.js';
-export const DAY_MS = 24 * 60 * 60 * 1_000;
-export const WAVE9_LOOKBACK_DAYS = 28;
-export const WAVE9_ATR_PERIOD = 14;
-export const WAVE9_ATR_MULTIPLE = 3;
-export const WAVE9_CONTEXT_BARS = 250;
-export const WAVE9_LONG_STRATEGY = 'tsmom_28d_long_flat_reversal_1d';
-export const WAVE9_SHORT_STRATEGY = 'tsmom_28d_short_flat_reversal_1d';
-export const WAVE9_SYMBOL_PRIORITY = [
-    'BTCUSDT',
-    'ETHUSDT',
-    'SOLUSDT',
-    'BNBUSDT',
-    'XRPUSDT',
-    'DOGEUSDT',
-    'ADAUSDT',
-    'LINKUSDT',
-];
-export const WAVE9_STRATEGY_PRIORITY = [
-    WAVE9_LONG_STRATEGY,
-    WAVE9_SHORT_STRATEGY,
-];
-function requireFinitePositive(value, label) {
-    if (!Number.isFinite(value) || value <= 0) {
-        throw new Error(`${label} must be a positive finite number`);
-    }
-}
-/**
- * Return the exact completed-daily context visible at a UTC daily boundary.
- * The function is intentionally fail-closed: unordered, duplicated, gapped,
- * non-UTC, or stale candles are rejected rather than silently repaired.
- */
-export function completedDailyContext(rawBars, eventTime) {
-    const eventMs = eventTime.getTime();
-    if (!Number.isFinite(eventMs) || eventMs % DAY_MS !== 0) {
-        throw new Error('Wave 9 evaluation time must be a finite UTC daily boundary');
-    }
-    let previous = Number.NEGATIVE_INFINITY;
-    for (const [index, bar] of rawBars.entries()) {
-        const time = bar.time.getTime();
-        if (!Number.isFinite(time) || time % DAY_MS !== 0) {
-            throw new Error(`daily bar ${index} is not aligned to UTC midnight`);
-        }
-        if (time <= previous) {
-            throw new Error('daily bars must be strictly chronological and unique');
-        }
-        previous = time;
-        requireFinitePositive(bar.open, `daily bar ${index} open`);
-        requireFinitePositive(bar.high, `daily bar ${index} high`);
-        requireFinitePositive(bar.low, `daily bar ${index} low`);
-        requireFinitePositive(bar.close, `daily bar ${index} close`);
-        if (!Number.isFinite(bar.volume) || bar.volume < 0) {
-            throw new Error(`daily bar ${index} volume must be finite and non-negative`);
-        }
-        if (bar.high < Math.max(bar.open, bar.close) || bar.low > Math.min(bar.open, bar.close)) {
-            throw new Error(`daily bar ${index} has invalid OHLC geometry`);
-        }
-    }
-    const completed = rawBars
-        .filter((bar) => bar.time.getTime() + DAY_MS <= eventMs)
-        .slice(-WAVE9_CONTEXT_BARS);
-    if (completed.length <= WAVE9_LOOKBACK_DAYS + 1) {
-        throw new Error(`Wave 9 requires at least ${WAVE9_LOOKBACK_DAYS + 2} completed daily bars`);
-    }
-    const expectedLastOpen = eventMs - DAY_MS;
-    const lastOpen = completed[completed.length - 1].time.getTime();
-    if (lastOpen !== expectedLastOpen) {
-        throw new Error(`latest completed daily bar must open at ${new Date(expectedLastOpen).toISOString()}`);
-    }
-    for (let index = 1; index < completed.length; index++) {
-        const prior = completed[index - 1].time.getTime();
-        const current = completed[index].time.getTime();
-        if (current - prior !== DAY_MS) {
-            throw new Error(`daily history has a gap between ${completed[index - 1].time.toISOString()} and ${completed[index].time.toISOString()}`);
-        }
-    }
-    return completed.map((bar) => ({ ...bar, time: new Date(bar.time) }));
-}
-function makeContext(bars, atr14) {
-    const latest = bars[bars.length - 1];
-    return {
-        symbol: 'WAVE9',
-        timestamp: new Date(latest.time.getTime() + DAY_MS),
-        ohlcv1h: bars,
-        ohlcv5m: [],
-        ohlcv4h: [],
-        ohlcv1d: bars,
-        currentPrice: latest.close,
-        atr14,
-        obImbalance: 0.5,
-        fundingRates: [],
-        fundingMean: 0,
-        fundingStd: 0.0001,
-        oiValues: [],
-        liqNearEntry: 0,
-        tradeFlow: [],
-        regime: 'UNKNOWN',
-        regimeConfidence: 0,
-    };
-}
-function conditionMet(context, type, params, direction) {
-    const result = evaluateConditions([{ type, params }], context, direction);
-    if (result.conditions.length !== 1 || result.conditions[0].name !== type) {
-        throw new Error(`canonical condition registry did not evaluate ${type}`);
-    }
-    return result.conditions[0].met;
-}
-/** Evaluate the exact Wave 9 entry-transition and signal-reversal semantics. */
-export function evaluateWave9Daily(rawBars, eventTime) {
-    const bars = completedDailyContext(rawBars, eventTime);
-    const highs = bars.map((bar) => bar.high);
-    const lows = bars.map((bar) => bar.low);
-    const closes = bars.map((bar) => bar.close);
-    const atr14 = computeATR(highs, lows, closes, WAVE9_ATR_PERIOD);
-    requireFinitePositive(atr14, 'Wave 9 daily ATR(14)');
-    const context = makeContext(bars, atr14);
-    const currentClose = closes[closes.length - 1];
-    const currentPrior = closes[closes.length - 1 - WAVE9_LOOKBACK_DAYS];
-    const previousClose = closes[closes.length - 2];
-    const previousPrior = closes[closes.length - 2 - WAVE9_LOOKBACK_DAYS];
-    const currentReturn = (currentClose - currentPrior) / currentPrior;
-    const previousReturn = (previousClose - previousPrior) / previousPrior;
-    if (!Number.isFinite(currentReturn) || !Number.isFinite(previousReturn)) {
-        throw new Error('Wave 9 momentum inputs are not finite');
-    }
-    const longEntry = conditionMet(context, 'return_momentum_zero_cross', { tfHours: 24, lookback: WAVE9_LOOKBACK_DAYS, dirSign: 1 }, 'LONG');
-    const shortEntry = conditionMet(context, 'return_momentum_zero_cross', { tfHours: 24, lookback: WAVE9_LOOKBACK_DAYS, dirSign: -1 }, 'SHORT');
-    const exitLong = conditionMet(context, 'return_momentum', {
-        tfHours: 24,
-        lookback: WAVE9_LOOKBACK_DAYS,
-        minReturnPct: 0,
-        maxAbsReturnPct: 0,
-        dirSign: -1,
-        mode: 1,
-    }, 'SHORT');
-    const exitShort = conditionMet(context, 'return_momentum', {
-        tfHours: 24,
-        lookback: WAVE9_LOOKBACK_DAYS,
-        minReturnPct: 0,
-        maxAbsReturnPct: 0,
-        dirSign: 1,
-        mode: 1,
-    }, 'LONG');
-    const entries = [];
-    if (longEntry) {
-        entries.push({
-            strategy: WAVE9_LONG_STRATEGY,
-            direction: 'LONG',
-            stopPrice: currentClose - atr14 * WAVE9_ATR_MULTIPLE,
-        });
-    }
-    if (shortEntry) {
-        entries.push({
-            strategy: WAVE9_SHORT_STRATEGY,
-            direction: 'SHORT',
-            stopPrice: currentClose + atr14 * WAVE9_ATR_MULTIPLE,
-        });
-    }
-    return {
-        eventTime: eventTime.toISOString(),
-        completedDailyOpen: bars[bars.length - 1].time.toISOString(),
-        currentReturn,
-        previousReturn,
-        atr14,
-        referencePrice: currentClose,
-        entries,
-        exitLong,
-        exitShort,
-        sourceBarCount: bars.length,
-    };
-}

package/assets/plugin/risk/pre-trade-check.d.ts

@@ -1,38 +0,0 @@
-import type { DrawdownZone, PreTradeRiskLimits, PreTradeResult, ProposedOrder, PortfolioSnapshot, PreTradeOptions } from './pre-trade-types.js';
-export declare function getDefaultPreTradeLimits(): PreTradeRiskLimits;
-/** @deprecated Use getDefaultPreTradeLimits() for dynamic values */
-export declare const DEFAULT_PRE_TRADE_LIMITS: PreTradeRiskLimits;
-export declare function getDrawdownThresholds(): {
-    YELLOW: number;
-    ORANGE: number;
-    RED: number;
-};
-export declare const DRAWDOWN_ZONE_THRESHOLDS: {
-    readonly YELLOW: -0.01;
-    readonly ORANGE: -0.02;
-    readonly RED: -0.025;
-};
-/** Determine drawdown zone from drawdown ratio (e.g. -0.015 = -1.5%). */
-export declare function getDrawdownZone(drawdownRatio: number): DrawdownZone;
-/** Compute volatility factor from current ATR vs baseline. Clamped [0.5, 3.0]. */
-export declare function computeVolFactor(currentAtr: number, baselineAtr: number): number;
-/** Adjust a limit value by volatility factor. Higher vol = tighter limit. */
-export declare function adjustLimitByVol(defaultLimit: number, volFactor: number): number;
-/** Check if an order is closing an existing position (partial or full). */
-export declare function isClosingOrder(order: ProposedOrder, positions: PortfolioSnapshot['positions']): boolean;
-export declare const EQUITY_FLOOR: {
-    /** Max single-position notional as a fraction of equity.
-     *  Raised 0.25 → 0.40 on 2026-04-20 so small live accounts ($186) can fit
-     *  BTC's ~$75 min-lot. Still protects against all-in entries. Tracked for
-     *  promotion to operator-configurable trading param in the next session. */
-    readonly MAX_POSITION_PCT: 0.4;
-    /** Max per-trade risk (expected loss) as a fraction of equity. */
-    readonly MAX_PER_TRADE_LOSS_PCT: 0.02;
-    /** Presumed adverse move when an order has no explicit stopPrice. */
-    readonly NO_STOP_ASSUMED_ADVERSE: 0.05;
-};
-export declare function preTradeRiskCheck(order: ProposedOrder, portfolio: PortfolioSnapshot, limits?: PreTradeRiskLimits, options?: PreTradeOptions): PreTradeResult;
-/** Count consecutive losses from the end of a trade history array. */
-export declare function computeConsecutiveLosses(trades: Array<{
-    realizedPnl: number;
-}>): number;