@tradejs/node 3.1.26-beta.244 → 3.1.27-beta.245

package/dist/backtest.js

@@ -4927,6 +4927,68 @@ var buildAiHookContext = ({
   };
 };
 
+// src/strategy/runtimeDecisionTelemetry.ts
+var finitePositive = (value) => {
+  const parsed = Number(value);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var round = (value) => Number(value.toFixed(12));
+var assessRuntimeEntryRisk = ({
+  qty,
+  entryPrice,
+  stopLossPrice,
+  maxLossValue
+}) => {
+  const normalizedQty = finitePositive(qty);
+  const normalizedEntryPrice = finitePositive(entryPrice);
+  const normalizedStopLossPrice = finitePositive(stopLossPrice);
+  const normalizedMaxLossValue = finitePositive(maxLossValue);
+  const plannedLossValue = normalizedQty != null && normalizedEntryPrice != null && normalizedStopLossPrice != null ? round(
+    Math.abs(normalizedEntryPrice - normalizedStopLossPrice) * normalizedQty
+  ) : null;
+  if (plannedLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "ORDER_PLAN_RISK_INPUTS_UNAVAILABLE",
+      plannedLossValue: null,
+      maxLossValue: normalizedMaxLossValue,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  if (normalizedMaxLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "MAX_LOSS_VALUE_UNAVAILABLE",
+      plannedLossValue,
+      maxLossValue: null,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  const limitUtilization = round(plannedLossValue / normalizedMaxLossValue);
+  const withinLimit = plannedLossValue <= normalizedMaxLossValue * (1 + 1e-9);
+  return {
+    stage: "order_plan",
+    status: withinLimit ? "approved" : "rejected",
+    reason: withinLimit ? "PLANNED_LOSS_WITHIN_MAX_LOSS_VALUE" : "PLANNED_LOSS_EXCEEDS_MAX_LOSS_VALUE",
+    plannedLossValue,
+    maxLossValue: normalizedMaxLossValue,
+    limitUtilization,
+    enforced: false
+  };
+};
+var buildRuntimeAdmissionDecision = ({
+  status,
+  reason
+}) => ({
+  stage: "runtime_admission",
+  status,
+  reason
+});
+
 // src/strategy/runtimeHooks.ts
 var normalizeConfigHookList = (value) => {
   if (Array.isArray(value)) {
@@ -6050,6 +6112,12 @@ var createStrategyRuntime = ({
         if (decisionHookCtx.policyProfileId) {
           signal.policyProfileId = decisionHookCtx.policyProfileId;
         }
+        signal.riskDecision = assessRuntimeEntryRisk({
+          qty: decision.orderPlan.qty,
+          entryPrice: decision.entryContext.prices.currentPrice,
+          stopLossPrice: decision.orderPlan.stopLossPrice,
+          maxLossValue: runtimeLineage?.maxLossValue ?? config.MAX_LOSS_VALUE
+        });
       }
       const entry = buildHookEntry({
         decision,
@@ -6159,13 +6227,16 @@ var createStrategyRuntime = ({
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
           signal.strategyRevision = strategyRevision;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (!shouldMakeOrder) {
         if (signal) {
-          signal.orderStatus = "skipped";
-          signal.orderSkipReason = getEntrySkipReason({
+          const skipReason = getEntrySkipReason({
             makeOrdersEnabled,
             env,
             ml,
@@ -6173,6 +6244,12 @@ var createStrategyRuntime = ({
             quality,
             minAiQuality
           });
+          signal.orderStatus = "skipped";
+          signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "not_applicable",
+            reason: `ENTRY_POLICY_REJECTED:${skipReason}`
+          });
         }
         return signal ?? decision.code;
       }
@@ -6195,10 +6272,20 @@ var createStrategyRuntime = ({
         if (signal) {
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (backtestEntryDelayBars > 0) {
+        if (signal) {
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "approved",
+            reason: "ENTRY_ADMITTED"
+          });
+        }
         pendingBacktestEntry = {
           delayBars: backtestEntryDelayBars,
           delayBarsRemaining: backtestEntryDelayBars,
@@ -6212,6 +6299,12 @@ var createStrategyRuntime = ({
         };
         return `BACKTEST_ENTRY_DELAY_QUEUED:${backtestEntryDelayBars}`;
       }
+      if (signal) {
+        signal.allocatorDecision = buildRuntimeAdmissionDecision({
+          status: "approved",
+          reason: "ENTRY_ADMITTED"
+        });
+      }
       return executeEntryDecision({
         connector,
         symbol,

package/dist/backtest.mjs

@@ -5,7 +5,7 @@ import {
 import {
   buildMlPayload,
   enrichSignalWithMarketContextStages
-} from "./chunk-6DGLTGLW.mjs";
+} from "./chunk-XHNJ757K.mjs";
 import {
   buildAiPayload,
   getStrategyCreator

package/dist/{chunk-6DGLTGLW.mjs → chunk-XHNJ757K.mjs}

@@ -3272,6 +3272,68 @@ var buildAiHookContext = ({
   };
 };
 
+// src/strategy/runtimeDecisionTelemetry.ts
+var finitePositive = (value) => {
+  const parsed = Number(value);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var round = (value) => Number(value.toFixed(12));
+var assessRuntimeEntryRisk = ({
+  qty,
+  entryPrice,
+  stopLossPrice,
+  maxLossValue
+}) => {
+  const normalizedQty = finitePositive(qty);
+  const normalizedEntryPrice = finitePositive(entryPrice);
+  const normalizedStopLossPrice = finitePositive(stopLossPrice);
+  const normalizedMaxLossValue = finitePositive(maxLossValue);
+  const plannedLossValue = normalizedQty != null && normalizedEntryPrice != null && normalizedStopLossPrice != null ? round(
+    Math.abs(normalizedEntryPrice - normalizedStopLossPrice) * normalizedQty
+  ) : null;
+  if (plannedLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "ORDER_PLAN_RISK_INPUTS_UNAVAILABLE",
+      plannedLossValue: null,
+      maxLossValue: normalizedMaxLossValue,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  if (normalizedMaxLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "MAX_LOSS_VALUE_UNAVAILABLE",
+      plannedLossValue,
+      maxLossValue: null,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  const limitUtilization = round(plannedLossValue / normalizedMaxLossValue);
+  const withinLimit = plannedLossValue <= normalizedMaxLossValue * (1 + 1e-9);
+  return {
+    stage: "order_plan",
+    status: withinLimit ? "approved" : "rejected",
+    reason: withinLimit ? "PLANNED_LOSS_WITHIN_MAX_LOSS_VALUE" : "PLANNED_LOSS_EXCEEDS_MAX_LOSS_VALUE",
+    plannedLossValue,
+    maxLossValue: normalizedMaxLossValue,
+    limitUtilization,
+    enforced: false
+  };
+};
+var buildRuntimeAdmissionDecision = ({
+  status,
+  reason
+}) => ({
+  stage: "runtime_admission",
+  status,
+  reason
+});
+
 // src/strategy/runtimeHooks.ts
 var normalizeConfigHookList = (value) => {
   if (Array.isArray(value)) {
@@ -4397,6 +4459,12 @@ var createStrategyRuntime = ({
         if (decisionHookCtx.policyProfileId) {
           signal.policyProfileId = decisionHookCtx.policyProfileId;
         }
+        signal.riskDecision = assessRuntimeEntryRisk({
+          qty: decision.orderPlan.qty,
+          entryPrice: decision.entryContext.prices.currentPrice,
+          stopLossPrice: decision.orderPlan.stopLossPrice,
+          maxLossValue: runtimeLineage?.maxLossValue ?? config.MAX_LOSS_VALUE
+        });
       }
       const entry = buildHookEntry({
         decision,
@@ -4506,13 +4574,16 @@ var createStrategyRuntime = ({
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
           signal.strategyRevision = strategyRevision;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (!shouldMakeOrder) {
         if (signal) {
-          signal.orderStatus = "skipped";
-          signal.orderSkipReason = getEntrySkipReason({
+          const skipReason = getEntrySkipReason({
             makeOrdersEnabled,
             env,
             ml,
@@ -4520,6 +4591,12 @@ var createStrategyRuntime = ({
             quality,
             minAiQuality
           });
+          signal.orderStatus = "skipped";
+          signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "not_applicable",
+            reason: `ENTRY_POLICY_REJECTED:${skipReason}`
+          });
         }
         return signal ?? decision.code;
       }
@@ -4542,10 +4619,20 @@ var createStrategyRuntime = ({
         if (signal) {
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (backtestEntryDelayBars > 0) {
+        if (signal) {
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "approved",
+            reason: "ENTRY_ADMITTED"
+          });
+        }
         pendingBacktestEntry = {
           delayBars: backtestEntryDelayBars,
           delayBarsRemaining: backtestEntryDelayBars,
@@ -4559,6 +4646,12 @@ var createStrategyRuntime = ({
         };
         return `BACKTEST_ENTRY_DELAY_QUEUED:${backtestEntryDelayBars}`;
       }
+      if (signal) {
+        signal.allocatorDecision = buildRuntimeAdmissionDecision({
+          status: "approved",
+          reason: "ENTRY_ADMITTED"
+        });
+      }
       return executeEntryDecision({
         connector,
         symbol,

package/dist/registry.js

@@ -4965,6 +4965,68 @@ var buildAiHookContext = ({
   };
 };
 
+// src/strategy/runtimeDecisionTelemetry.ts
+var finitePositive = (value) => {
+  const parsed = Number(value);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var round = (value) => Number(value.toFixed(12));
+var assessRuntimeEntryRisk = ({
+  qty,
+  entryPrice,
+  stopLossPrice,
+  maxLossValue
+}) => {
+  const normalizedQty = finitePositive(qty);
+  const normalizedEntryPrice = finitePositive(entryPrice);
+  const normalizedStopLossPrice = finitePositive(stopLossPrice);
+  const normalizedMaxLossValue = finitePositive(maxLossValue);
+  const plannedLossValue = normalizedQty != null && normalizedEntryPrice != null && normalizedStopLossPrice != null ? round(
+    Math.abs(normalizedEntryPrice - normalizedStopLossPrice) * normalizedQty
+  ) : null;
+  if (plannedLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "ORDER_PLAN_RISK_INPUTS_UNAVAILABLE",
+      plannedLossValue: null,
+      maxLossValue: normalizedMaxLossValue,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  if (normalizedMaxLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "MAX_LOSS_VALUE_UNAVAILABLE",
+      plannedLossValue,
+      maxLossValue: null,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  const limitUtilization = round(plannedLossValue / normalizedMaxLossValue);
+  const withinLimit = plannedLossValue <= normalizedMaxLossValue * (1 + 1e-9);
+  return {
+    stage: "order_plan",
+    status: withinLimit ? "approved" : "rejected",
+    reason: withinLimit ? "PLANNED_LOSS_WITHIN_MAX_LOSS_VALUE" : "PLANNED_LOSS_EXCEEDS_MAX_LOSS_VALUE",
+    plannedLossValue,
+    maxLossValue: normalizedMaxLossValue,
+    limitUtilization,
+    enforced: false
+  };
+};
+var buildRuntimeAdmissionDecision = ({
+  status,
+  reason
+}) => ({
+  stage: "runtime_admission",
+  status,
+  reason
+});
+
 // src/strategy/runtimeHooks.ts
 var normalizeConfigHookList = (value) => {
   if (Array.isArray(value)) {
@@ -6088,6 +6150,12 @@ var createStrategyRuntime = ({
         if (decisionHookCtx.policyProfileId) {
           signal.policyProfileId = decisionHookCtx.policyProfileId;
         }
+        signal.riskDecision = assessRuntimeEntryRisk({
+          qty: decision.orderPlan.qty,
+          entryPrice: decision.entryContext.prices.currentPrice,
+          stopLossPrice: decision.orderPlan.stopLossPrice,
+          maxLossValue: runtimeLineage?.maxLossValue ?? config.MAX_LOSS_VALUE
+        });
       }
       const entry = buildHookEntry({
         decision,
@@ -6197,13 +6265,16 @@ var createStrategyRuntime = ({
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
           signal.strategyRevision = strategyRevision;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (!shouldMakeOrder) {
         if (signal) {
-          signal.orderStatus = "skipped";
-          signal.orderSkipReason = getEntrySkipReason({
+          const skipReason = getEntrySkipReason({
             makeOrdersEnabled,
             env,
             ml,
@@ -6211,6 +6282,12 @@ var createStrategyRuntime = ({
             quality,
             minAiQuality
           });
+          signal.orderStatus = "skipped";
+          signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "not_applicable",
+            reason: `ENTRY_POLICY_REJECTED:${skipReason}`
+          });
         }
         return signal ?? decision.code;
       }
@@ -6233,10 +6310,20 @@ var createStrategyRuntime = ({
         if (signal) {
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (backtestEntryDelayBars > 0) {
+        if (signal) {
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "approved",
+            reason: "ENTRY_ADMITTED"
+          });
+        }
         pendingBacktestEntry = {
           delayBars: backtestEntryDelayBars,
           delayBarsRemaining: backtestEntryDelayBars,
@@ -6250,6 +6337,12 @@ var createStrategyRuntime = ({
         };
         return `BACKTEST_ENTRY_DELAY_QUEUED:${backtestEntryDelayBars}`;
       }
+      if (signal) {
+        signal.allocatorDecision = buildRuntimeAdmissionDecision({
+          status: "approved",
+          reason: "ENTRY_ADMITTED"
+        });
+      }
       return executeEntryDecision({
         connector,
         symbol,

package/dist/registry.mjs

@@ -1,4 +1,4 @@
-import "./chunk-6DGLTGLW.mjs";
+import "./chunk-XHNJ757K.mjs";
 import {
   ensureIndicatorPluginsLoaded,
   ensureStrategyPluginsLoaded,

package/dist/runtimeDashboard.js

@@ -5934,6 +5934,68 @@ var buildAiHookContext = ({
   };
 };
 
+// src/strategy/runtimeDecisionTelemetry.ts
+var finitePositive = (value) => {
+  const parsed = Number(value);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var round = (value) => Number(value.toFixed(12));
+var assessRuntimeEntryRisk = ({
+  qty,
+  entryPrice,
+  stopLossPrice,
+  maxLossValue
+}) => {
+  const normalizedQty = finitePositive(qty);
+  const normalizedEntryPrice = finitePositive(entryPrice);
+  const normalizedStopLossPrice = finitePositive(stopLossPrice);
+  const normalizedMaxLossValue = finitePositive(maxLossValue);
+  const plannedLossValue = normalizedQty != null && normalizedEntryPrice != null && normalizedStopLossPrice != null ? round(
+    Math.abs(normalizedEntryPrice - normalizedStopLossPrice) * normalizedQty
+  ) : null;
+  if (plannedLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "ORDER_PLAN_RISK_INPUTS_UNAVAILABLE",
+      plannedLossValue: null,
+      maxLossValue: normalizedMaxLossValue,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  if (normalizedMaxLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "MAX_LOSS_VALUE_UNAVAILABLE",
+      plannedLossValue,
+      maxLossValue: null,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  const limitUtilization = round(plannedLossValue / normalizedMaxLossValue);
+  const withinLimit = plannedLossValue <= normalizedMaxLossValue * (1 + 1e-9);
+  return {
+    stage: "order_plan",
+    status: withinLimit ? "approved" : "rejected",
+    reason: withinLimit ? "PLANNED_LOSS_WITHIN_MAX_LOSS_VALUE" : "PLANNED_LOSS_EXCEEDS_MAX_LOSS_VALUE",
+    plannedLossValue,
+    maxLossValue: normalizedMaxLossValue,
+    limitUtilization,
+    enforced: false
+  };
+};
+var buildRuntimeAdmissionDecision = ({
+  status,
+  reason
+}) => ({
+  stage: "runtime_admission",
+  status,
+  reason
+});
+
 // src/strategy/runtimeHooks.ts
 var normalizeConfigHookList = (value) => {
   if (Array.isArray(value)) {
@@ -7057,6 +7119,12 @@ var createStrategyRuntime = ({
         if (decisionHookCtx.policyProfileId) {
           signal.policyProfileId = decisionHookCtx.policyProfileId;
         }
+        signal.riskDecision = assessRuntimeEntryRisk({
+          qty: decision.orderPlan.qty,
+          entryPrice: decision.entryContext.prices.currentPrice,
+          stopLossPrice: decision.orderPlan.stopLossPrice,
+          maxLossValue: runtimeLineage?.maxLossValue ?? config.MAX_LOSS_VALUE
+        });
       }
       const entry = buildHookEntry({
         decision,
@@ -7166,13 +7234,16 @@ var createStrategyRuntime = ({
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
           signal.strategyRevision = strategyRevision;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (!shouldMakeOrder) {
         if (signal) {
-          signal.orderStatus = "skipped";
-          signal.orderSkipReason = getEntrySkipReason({
+          const skipReason = getEntrySkipReason({
             makeOrdersEnabled,
             env,
             ml,
@@ -7180,6 +7251,12 @@ var createStrategyRuntime = ({
             quality,
             minAiQuality
           });
+          signal.orderStatus = "skipped";
+          signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "not_applicable",
+            reason: `ENTRY_POLICY_REJECTED:${skipReason}`
+          });
         }
         return signal ?? decision.code;
       }
@@ -7202,10 +7279,20 @@ var createStrategyRuntime = ({
         if (signal) {
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (backtestEntryDelayBars > 0) {
+        if (signal) {
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "approved",
+            reason: "ENTRY_ADMITTED"
+          });
+        }
         pendingBacktestEntry = {
           delayBars: backtestEntryDelayBars,
           delayBarsRemaining: backtestEntryDelayBars,
@@ -7219,6 +7306,12 @@ var createStrategyRuntime = ({
         };
         return `BACKTEST_ENTRY_DELAY_QUEUED:${backtestEntryDelayBars}`;
       }
+      if (signal) {
+        signal.allocatorDecision = buildRuntimeAdmissionDecision({
+          status: "approved",
+          reason: "ENTRY_ADMITTED"
+        });
+      }
       return executeEntryDecision({
         connector,
         symbol,

package/dist/runtimeDashboard.mjs

@@ -9,7 +9,7 @@ import {
 import {
   getConnectorCreatorByProvider
 } from "./chunk-QVKUROR2.mjs";
-import "./chunk-6DGLTGLW.mjs";
+import "./chunk-XHNJ757K.mjs";
 import "./chunk-IKRSNRP6.mjs";
 import "./chunk-LZDXRXIU.mjs";
 import "./chunk-Y6FXYEAI.mjs";

package/dist/runtimeStrategies.js

@@ -4935,6 +4935,68 @@ var buildAiHookContext = ({
   };
 };
 
+// src/strategy/runtimeDecisionTelemetry.ts
+var finitePositive = (value) => {
+  const parsed = Number(value);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var round = (value) => Number(value.toFixed(12));
+var assessRuntimeEntryRisk = ({
+  qty,
+  entryPrice,
+  stopLossPrice,
+  maxLossValue
+}) => {
+  const normalizedQty = finitePositive(qty);
+  const normalizedEntryPrice = finitePositive(entryPrice);
+  const normalizedStopLossPrice = finitePositive(stopLossPrice);
+  const normalizedMaxLossValue = finitePositive(maxLossValue);
+  const plannedLossValue = normalizedQty != null && normalizedEntryPrice != null && normalizedStopLossPrice != null ? round(
+    Math.abs(normalizedEntryPrice - normalizedStopLossPrice) * normalizedQty
+  ) : null;
+  if (plannedLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "ORDER_PLAN_RISK_INPUTS_UNAVAILABLE",
+      plannedLossValue: null,
+      maxLossValue: normalizedMaxLossValue,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  if (normalizedMaxLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "MAX_LOSS_VALUE_UNAVAILABLE",
+      plannedLossValue,
+      maxLossValue: null,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  const limitUtilization = round(plannedLossValue / normalizedMaxLossValue);
+  const withinLimit = plannedLossValue <= normalizedMaxLossValue * (1 + 1e-9);
+  return {
+    stage: "order_plan",
+    status: withinLimit ? "approved" : "rejected",
+    reason: withinLimit ? "PLANNED_LOSS_WITHIN_MAX_LOSS_VALUE" : "PLANNED_LOSS_EXCEEDS_MAX_LOSS_VALUE",
+    plannedLossValue,
+    maxLossValue: normalizedMaxLossValue,
+    limitUtilization,
+    enforced: false
+  };
+};
+var buildRuntimeAdmissionDecision = ({
+  status,
+  reason
+}) => ({
+  stage: "runtime_admission",
+  status,
+  reason
+});
+
 // src/strategy/runtimeHooks.ts
 var normalizeConfigHookList = (value) => {
   if (Array.isArray(value)) {
@@ -6058,6 +6120,12 @@ var createStrategyRuntime = ({
         if (decisionHookCtx.policyProfileId) {
           signal.policyProfileId = decisionHookCtx.policyProfileId;
         }
+        signal.riskDecision = assessRuntimeEntryRisk({
+          qty: decision.orderPlan.qty,
+          entryPrice: decision.entryContext.prices.currentPrice,
+          stopLossPrice: decision.orderPlan.stopLossPrice,
+          maxLossValue: runtimeLineage?.maxLossValue ?? config.MAX_LOSS_VALUE
+        });
       }
       const entry = buildHookEntry({
         decision,
@@ -6167,13 +6235,16 @@ var createStrategyRuntime = ({
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
           signal.strategyRevision = strategyRevision;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (!shouldMakeOrder) {
         if (signal) {
-          signal.orderStatus = "skipped";
-          signal.orderSkipReason = getEntrySkipReason({
+          const skipReason = getEntrySkipReason({
             makeOrdersEnabled,
             env,
             ml,
@@ -6181,6 +6252,12 @@ var createStrategyRuntime = ({
             quality,
             minAiQuality
           });
+          signal.orderStatus = "skipped";
+          signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "not_applicable",
+            reason: `ENTRY_POLICY_REJECTED:${skipReason}`
+          });
         }
         return signal ?? decision.code;
       }
@@ -6203,10 +6280,20 @@ var createStrategyRuntime = ({
         if (signal) {
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (backtestEntryDelayBars > 0) {
+        if (signal) {
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "approved",
+            reason: "ENTRY_ADMITTED"
+          });
+        }
         pendingBacktestEntry = {
           delayBars: backtestEntryDelayBars,
           delayBarsRemaining: backtestEntryDelayBars,
@@ -6220,6 +6307,12 @@ var createStrategyRuntime = ({
         };
         return `BACKTEST_ENTRY_DELAY_QUEUED:${backtestEntryDelayBars}`;
       }
+      if (signal) {
+        signal.allocatorDecision = buildRuntimeAdmissionDecision({
+          status: "approved",
+          reason: "ENTRY_ADMITTED"
+        });
+      }
       return executeEntryDecision({
         connector,
         symbol,

package/dist/runtimeStrategies.mjs

@@ -9,7 +9,7 @@ import {
   resolveRuntimeComposition,
   verifyRuntimeDeclaration
 } from "./chunk-NQO2MFP6.mjs";
-import "./chunk-6DGLTGLW.mjs";
+import "./chunk-XHNJ757K.mjs";
 import "./chunk-IKRSNRP6.mjs";
 import "./chunk-LZDXRXIU.mjs";
 import "./chunk-Y6FXYEAI.mjs";

package/dist/strategies.js

@@ -5051,6 +5051,68 @@ var buildAiHookContext = ({
   };
 };
 
+// src/strategy/runtimeDecisionTelemetry.ts
+var finitePositive = (value) => {
+  const parsed = Number(value);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var round = (value) => Number(value.toFixed(12));
+var assessRuntimeEntryRisk = ({
+  qty,
+  entryPrice,
+  stopLossPrice,
+  maxLossValue
+}) => {
+  const normalizedQty = finitePositive(qty);
+  const normalizedEntryPrice = finitePositive(entryPrice);
+  const normalizedStopLossPrice = finitePositive(stopLossPrice);
+  const normalizedMaxLossValue = finitePositive(maxLossValue);
+  const plannedLossValue = normalizedQty != null && normalizedEntryPrice != null && normalizedStopLossPrice != null ? round(
+    Math.abs(normalizedEntryPrice - normalizedStopLossPrice) * normalizedQty
+  ) : null;
+  if (plannedLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "ORDER_PLAN_RISK_INPUTS_UNAVAILABLE",
+      plannedLossValue: null,
+      maxLossValue: normalizedMaxLossValue,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  if (normalizedMaxLossValue == null) {
+    return {
+      stage: "order_plan",
+      status: "unavailable",
+      reason: "MAX_LOSS_VALUE_UNAVAILABLE",
+      plannedLossValue,
+      maxLossValue: null,
+      limitUtilization: null,
+      enforced: false
+    };
+  }
+  const limitUtilization = round(plannedLossValue / normalizedMaxLossValue);
+  const withinLimit = plannedLossValue <= normalizedMaxLossValue * (1 + 1e-9);
+  return {
+    stage: "order_plan",
+    status: withinLimit ? "approved" : "rejected",
+    reason: withinLimit ? "PLANNED_LOSS_WITHIN_MAX_LOSS_VALUE" : "PLANNED_LOSS_EXCEEDS_MAX_LOSS_VALUE",
+    plannedLossValue,
+    maxLossValue: normalizedMaxLossValue,
+    limitUtilization,
+    enforced: false
+  };
+};
+var buildRuntimeAdmissionDecision = ({
+  status,
+  reason
+}) => ({
+  stage: "runtime_admission",
+  status,
+  reason
+});
+
 // src/strategy/runtimeHooks.ts
 var normalizeConfigHookList = (value) => {
   if (Array.isArray(value)) {
@@ -6174,6 +6236,12 @@ var createStrategyRuntime = ({
         if (decisionHookCtx.policyProfileId) {
           signal.policyProfileId = decisionHookCtx.policyProfileId;
         }
+        signal.riskDecision = assessRuntimeEntryRisk({
+          qty: decision.orderPlan.qty,
+          entryPrice: decision.entryContext.prices.currentPrice,
+          stopLossPrice: decision.orderPlan.stopLossPrice,
+          maxLossValue: runtimeLineage?.maxLossValue ?? config.MAX_LOSS_VALUE
+        });
       }
       const entry = buildHookEntry({
         decision,
@@ -6283,13 +6351,16 @@ var createStrategyRuntime = ({
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
           signal.strategyRevision = strategyRevision;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (!shouldMakeOrder) {
         if (signal) {
-          signal.orderStatus = "skipped";
-          signal.orderSkipReason = getEntrySkipReason({
+          const skipReason = getEntrySkipReason({
             makeOrdersEnabled,
             env,
             ml,
@@ -6297,6 +6368,12 @@ var createStrategyRuntime = ({
             quality,
             minAiQuality
           });
+          signal.orderStatus = "skipped";
+          signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "not_applicable",
+            reason: `ENTRY_POLICY_REJECTED:${skipReason}`
+          });
         }
         return signal ?? decision.code;
       }
@@ -6319,10 +6396,20 @@ var createStrategyRuntime = ({
         if (signal) {
           signal.orderStatus = "skipped";
           signal.orderSkipReason = skipReason;
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "rejected",
+            reason: skipReason
+          });
         }
         return signal ?? skipReason;
       }
       if (backtestEntryDelayBars > 0) {
+        if (signal) {
+          signal.allocatorDecision = buildRuntimeAdmissionDecision({
+            status: "approved",
+            reason: "ENTRY_ADMITTED"
+          });
+        }
         pendingBacktestEntry = {
           delayBars: backtestEntryDelayBars,
           delayBarsRemaining: backtestEntryDelayBars,
@@ -6336,6 +6423,12 @@ var createStrategyRuntime = ({
         };
         return `BACKTEST_ENTRY_DELAY_QUEUED:${backtestEntryDelayBars}`;
       }
+      if (signal) {
+        signal.allocatorDecision = buildRuntimeAdmissionDecision({
+          status: "approved",
+          reason: "ENTRY_ADMITTED"
+        });
+      }
       return executeEntryDecision({
         connector,
         symbol,

package/dist/strategies.mjs

@@ -22,7 +22,7 @@ import {
   resolveHyperliquidPerpFromSignalSymbol,
   resolveStrategyConfig,
   validateEntryProtectionAtArrival
-} from "./chunk-6DGLTGLW.mjs";
+} from "./chunk-XHNJ757K.mjs";
 import {
   DEFAULT_AI_MODEL,
   MAX_AI_SERIES_POINTS,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/node",
-  "version": "3.1.26-beta.244",
+  "version": "3.1.27-beta.245",
   "description": "Node-only runtime for the TradeJS TypeScript framework: strategies, backtests, Pine strategy loading, and plugin registries.",
   "keywords": [
     "tradejs",
@@ -89,9 +89,9 @@
   "dependencies": {
     "@langchain/core": "^1.2.3",
     "@langchain/openai": "^1.5.5",
-    "@tradejs/core": "^3.1.26-beta.244",
-    "@tradejs/infra": "^3.1.26-beta.244",
-    "@tradejs/types": "^3.1.26-beta.244",
+    "@tradejs/core": "^3.1.27-beta.245",
+    "@tradejs/infra": "^3.1.27-beta.245",
+    "@tradejs/types": "^3.1.27-beta.245",
     "@types/node": "^24",
     "chalk": "4.1.2",
     "ioredis": "5.11.1",
@@ -104,7 +104,7 @@
     "typescript": "^5.9"
   },
   "devDependencies": {
-    "@tradejs/indicators": "^3.1.26-beta.244",
+    "@tradejs/indicators": "^3.1.27-beta.245",
     "@tradejs/strategy-adaptive-momentum-ribbon": "3.0.2",
     "@tradejs/strategy-hyperliquid-consensus": "3.0.2",
     "@tradejs/strategy-kit": "3.0.4",