gloomberb 0.18.4 → 0.19.0

package/src/plugins/builtin/iv-history/screen-pane.tsx

@@ -8,14 +8,14 @@ import { Box, Text, useUiCapabilities } from "../../../ui";
 import { wrapTextLines } from "../../../utils/text-wrap";
 import { useAutoRefresh } from "../../../react/auto-refresh";
 import { compareSortValues, nextHeaderSort, type SortDirection } from "../../../utils/sort-values";
-import { loadIvScreen, loadScreenVolatilities } from "./client";
-import { formatPoints, formatRank, formatSpot, formatVol, readingLabel, sharedDates, shortDate, VCA_DEFINITIONS, verdictLabel } from "./format";
-import { projectRichCheap, type RichCheapRow, richCheapDates, screenPaneNotices, type VcaPreset } from "./model";
+import { loadIvScreen, loadScreenVolatilities, type ScreenHv } from "./client";
+import { formatPoints, formatRank, formatSpot, formatVol, readingLabel, sharedDates, shortDate, vcaDefinitions, verdictLabel } from "./format";
+import { projectRichCheap, readingSource, type RichCheapRow, richCheapDates, screenPaneNotices, type VcaPreset } from "./model";
 import { vcaUniverse } from "./universe";
 import { MovedTickerState } from "../../../components/layout/pane/ticker-fate-gate";
 import type { MovedTickerChange } from "../../../tickers/ticker-changes";
 
-type SortId = keyof RichCheapRow;
+type SortId = Exclude<keyof RichCheapRow, "stale">;
 const HV_WINDOW = 20;
 /** Pane borders and the footer's own padding. */
 const FOOTER_MARGIN = 6;
@@ -31,9 +31,10 @@ const COLUMNS: DataTableColumn[] = [
   { id: "iv1y", label: "IV1Y", width: 7, align: "right" },
   { id: "iv1yPercentile", label: "IVP1Y", width: 6, align: "right" },
   { id: "termSlope", label: "30-90", width: 7, align: "right" },
-  { id: "skew", label: "25D skew", width: 9, align: "right" },
-  { id: "skewDate", label: "Skew as of", width: 11, align: "right" },
+  { id: "riskReversal", label: "25D RR", width: 9, align: "right" },
+  { id: "skewDate", label: "RR as of", width: 11, align: "right" },
   { id: "hv", label: `HV${HV_WINDOW}`, width: 7, align: "right" },
+  { id: "hvDate", label: "HV as of", width: 9, align: "right" },
   { id: "ivHv", label: "IV/HV", width: 6, align: "right" },
 ];
 
@@ -49,7 +50,7 @@ export function IvScreenPane({ paneId, width, height, focused }: PaneProps) {
   const universe = useMemo(() => vcaUniverse(scope, symbolsText, collectionId, [...tickers.values()]), [scope, symbolsText, collectionId, tickers]);
   const key = universe.instruments.map((instrument) => instrument.symbol).join(",");
   const controller = useRef<AbortController | null>(null);
-  const [hv, setHv] = useState<Map<string, number | null>>(new Map());
+  const [hv, setHv] = useState<Map<string, ScreenHv | null>>(new Map());
   // Symbols whose company moved: their rows have no HV and the footer says where each company went.
   const [moved, setMoved] = useState<Array<{ symbol: string; change: MovedTickerChange }>>([]);
   const loader = useCallback(async () => {
@@ -83,17 +84,21 @@ export function IvScreenPane({ paneId, width, height, focused }: PaneProps) {
   }, [resource.data, hv, sort]);
   const dates = useMemo(() => richCheapDates(rows), [rows]);
   // A date every row shares moves to the footer; a column no row fills, or whose dates agree, is left out.
+  const hasSkew = useMemo(() => rows.some((row) => row.riskReversal != null), [rows]);
+  // A close solved from quote midpoints names itself, which a date alone has no room for.
+  const dateWidth = useMemo(() => rows.some((row) => !row.stale && readingSource(row.method, row.basis) === "close mid") ? 15 : 11, [rows]);
   const columns = useMemo(() => COLUMNS.filter((column) => {
     switch (column.id) {
       case "date": return !dates.reading;
       case "rankDate": return dates.rankApart;
       case "iv1y": return rows.some((row) => row.iv1y != null);
       case "iv1yPercentile": return rows.some((row) => row.iv1yPercentile != null);
-      case "skew": return rows.some((row) => row.skew != null);
+      case "riskReversal": return hasSkew;
       case "skewDate": return dates.skewApart;
+      case "hvDate": return dates.hvApart;
       default: return true;
     }
-  }), [rows, dates]);
+  }).map((column) => column.id === "date" ? { ...column, width: dateWidth } : column), [rows, dates, hasSkew, dateWidth]);
   const [selected, setSelected] = useState<string | null>(null);
   const coverageNotices = useMemo(() => screenPaneNotices(rows), [rows]);
   // One symbol to screen whose company moved has nothing to show but where it went, as a ticker's panes say.
@@ -117,10 +122,10 @@ export function IvScreenPane({ paneId, width, height, focused }: PaneProps) {
   const cell = (row: RichCheapRow, id: string): { text: string; color?: string } => {
     switch (id) {
       case "symbol": return { text: row.symbol, color: colors.textBright };
-      case "iv30": return { text: formatVol(row.iv30), color: colors.warning };
+      case "iv30": return { text: formatVol(row.iv30), color: row.stale ? colors.textDim : colors.warning };
       case "spot": return { text: formatSpot(row.spot), color: colors.textDim };
-      case "date": return { text: row.date ? readingLabel(row.date, row.method, true)
-        : row.status === "queued" || row.status === "backfilling" ? row.status : "--", color: colors.textDim };
+      case "date": return { text: row.date ? readingLabel(row.date, row.method, true, { basis: row.basis, stale: row.stale })
+        : row.status === "queued" || row.status === "backfilling" ? row.status : "--", color: row.stale ? colors.warning : colors.textDim };
       case "rankDate": return { text: row.rankDate ? `${shortDate(row.rankDate)} close` : "--", color: colors.textDim };
       case "rank": return { text: formatRank(row.rank) };
       case "percentile": return { text: formatRank(row.percentile) };
@@ -128,16 +133,18 @@ export function IvScreenPane({ paneId, width, height, focused }: PaneProps) {
       case "iv1y": return { text: formatVol(row.iv1y) };
       case "iv1yPercentile": return { text: formatRank(row.iv1yPercentile) };
       case "termSlope": return { text: formatPoints(row.termSlope), color: row.termSlope != null && row.termSlope > 0 ? colors.negative : colors.text };
-      case "skew": return { text: formatPoints(row.skew) };
+      case "riskReversal": return { text: formatPoints(row.riskReversal) };
       case "skewDate": return { text: row.skewDate ? readingLabel(row.skewDate, "quote-mid", true) : "--", color: colors.textDim };
       case "hv": return { text: hv.has(row.symbol) ? formatVol(row.hv) : "...", color: colors.positive };
+      case "hvDate": return { text: row.hvDate ? shortDate(row.hvDate) : "--", color: colors.textDim };
       case "ivHv": return { text: row.ivHv == null ? "--" : row.ivHv.toFixed(2) };
       default: return { text: "" };
     }
   };
   const custom = scope === "custom";
   // The skew's sign and VIX beside IV30 are units of the figures above them, so they stay under the table.
-  const definitions = useMemo(() => VCA_DEFINITIONS.flatMap((line) => wrapTextLines(line, Math.max(1, width - 2))), [width]);
+  const definitionLines = useMemo(() => vcaDefinitions({ skew: hasSkew }), [hasSkew]);
+  const definitions = useMemo(() => definitionLines.flatMap((line) => wrapTextLines(line, Math.max(1, width - 2))), [definitionLines, width]);
   return <Box width={width} height={height} flexDirection="column" overflow="hidden">
     <QueryBar width={width} filters={[
       { id: "universe", label: "Universe", value: VCA_SCOPE_OPTIONS.some((option) => option.value === scope) ? scope : "etfs",
@@ -159,7 +166,7 @@ export function IvScreenPane({ paneId, width, height, focused }: PaneProps) {
       {nativePaneChrome ? (
         // The desktop and the web wrap each definition at the pane's width, under a table that fills the rest.
         <Box flexDirection="column" paddingX={1} flexShrink={0}>
-          {VCA_DEFINITIONS.map((line) => <Prose key={line} text={line} width={Math.max(1, width - 2)} color={colors.textDim} figures={false} />)}
+          {definitionLines.map((line) => <Prose key={line} text={line} width={Math.max(1, width - 2)} color={colors.textDim} figures={false} />)}
         </Box>
       ) : (
         <Box flexDirection="column" paddingX={1} height={definitions.length} flexShrink={0}>

package/src/plugins/builtin/iv-history/universe.ts

@@ -1,3 +1,4 @@
+import { fxVolatilityNote } from "../../../market-data/options-alternatives";
 import type { InstrumentRef } from "../../../market-data/request-types";
 import type { TickerRecord } from "../../../types/ticker";
 import { canonicalExchange } from "../../../utils/exchanges";
@@ -33,7 +34,10 @@ export function vcaUniverse(scope: string, symbolsText: string, collectionId: st
     instruments = VCA_PRESETS[preset].map((symbol) => ({ symbol, exchange: "" }));
   }
   const valid = [...new Map(instruments.filter((instrument) => SYMBOL.test(instrument.symbol)).map((instrument) => [instrument.symbol, instrument])).values()];
-  const error = !valid.length ? scope === "collection" ? "Link a watchlist or portfolio with US-listed symbols in pane settings." : "Add symbols in pane settings."
+  // An FX pair or currency future typed in a list is left out with what stands in for it, not as a symbol that does not parse.
+  const fx = scope === "custom" ? instruments.flatMap((instrument) => fxVolatilityNote(instrument.symbol, instrument.exchange) ?? []) : [];
+  const error = !valid.length ? fx[0] ?? (scope === "collection" ? "Link a watchlist or portfolio with US-listed symbols in pane settings." : "Add symbols in pane settings.")
+    : fx.length ? fx[0]!
     : valid.length > VCA_LIMIT ? `Only the first ${VCA_LIMIT} symbols are screened.`
       : skipped ? `${skipped} non-US listing${skipped === 1 ? "" : "s"} left out: stored implied volatility covers US option underlyings.` : null;
   return { label, instruments: valid.slice(0, VCA_LIMIT), error };

package/src/plugins/builtin/jobs/client.ts

@@ -1,4 +1,5 @@
 import { apiClient } from "../../../api-client";
+import { createTtlCache } from "../../../data/ttl-cache";
 import { ApiRequestError } from "../../../api-client/errors";
 import type {
   CloudJobsMoversPayload,
@@ -25,43 +26,38 @@ export type JobsCompanyState =
   | { kind: "denied"; status: 401 | 402 | 403; message: string };
 
 const SUMMARY_TTL_MS = 5 * 60_000;
-const summaryCache = new Map<string, { at: number; state: JobsCompanyState }>();
-
-function cachedJobs(ticker: string): JobsCompanyState | null {
-  const entry = summaryCache.get(ticker.toUpperCase());
-  if (!entry || Date.now() - entry.at > SUMMARY_TTL_MS) return null;
-  return entry.state;
-}
+/**
+ * `pending` is never kept, so the pane's poll reads it afresh each time, and
+ * `denied` is not either: the account can change under the pane.
+ */
+const summaries = createTtlCache<JobsCompanyState>({
+  ttlMs: SUMMARY_TTL_MS,
+  keep: (state) => state.kind === "ready" || state.kind === "uncovered",
+});
 
-export async function fetchJobs(
-  ticker: string,
-  options: { name?: string | null; force?: boolean; client?: JobsCloudClient } = {},
-): Promise<JobsCompanyState> {
-  const key = ticker.toUpperCase();
-  if (!options.force) {
-    const cached = cachedJobs(key);
-    // A pending answer is never served from cache: the point is to poll.
-    if (cached && cached.kind !== "pending") return cached;
-  }
-  const client = options.client ?? apiClient;
-  let state: JobsCompanyState;
+async function loadJobs(key: string, name: string | null | undefined, client: JobsCloudClient): Promise<JobsCompanyState> {
   try {
-    const response: CloudJobsResponse = await client.getCloudJobs(key, options.name);
-    state = response.status === "pending"
+    const response: CloudJobsResponse = await client.getCloudJobs(key, name);
+    return response.status === "pending"
       ? { kind: "pending", ticker: key, message: response.message }
       : { kind: "ready", summary: response };
   } catch (error) {
     if (error instanceof ApiRequestError && error.status === 404) {
-      state = { kind: "uncovered", ticker: key, message: error.message };
-    } else if (error instanceof ApiRequestError && (error.status === 401 || error.status === 402 || error.status === 403)) {
-      // Not cached: the account can change under the pane.
+      return { kind: "uncovered", ticker: key, message: error.message };
+    }
+    if (error instanceof ApiRequestError && (error.status === 401 || error.status === 402 || error.status === 403)) {
       return { kind: "denied", status: error.status, message: error.message };
-    } else {
-      throw error;
     }
+    throw error;
   }
-  summaryCache.set(key, { at: Date.now(), state });
-  return state;
+}
+
+export function fetchJobs(
+  ticker: string,
+  options: { name?: string | null; force?: boolean; client?: JobsCloudClient } = {},
+): Promise<JobsCompanyState> {
+  const key = ticker.toUpperCase();
+  return summaries.load(key, () => loadJobs(key, options.name, options.client ?? apiClient), { force: options.force });
 }
 
 export function fetchJobsPostings(
@@ -81,5 +77,5 @@ export function fetchJobsMovers(
 }
 
 export function resetJobsCache(): void {
-  summaryCache.clear();
+  summaries.clear();
 }

package/src/plugins/builtin/kelly-sizer/model.ts

@@ -282,7 +282,7 @@ export function calculateKellySizing({
   price?: number | null;
 }): KellySizingResult {
   const warnings: string[] = [];
-  if (!finite(bankroll) || bankroll <= 0 || !finite(currentValue)) {
+  if (!finite(currentValue)) {
     return {
       mode,
       bankroll: 0,
@@ -301,7 +301,7 @@ export function calculateKellySizing({
       riskFraction: 0,
       expectedReturn: 0,
       expectedLogGrowth: 0,
-      warnings: [!finite(currentValue) ? "Current holding value unavailable; check FX rates." : "No positive bankroll available."],
+      warnings: ["Current holding value unavailable; check FX rates."],
       clipReasons: [],
       recommendationLabel: "Unavailable",
     };
@@ -342,20 +342,24 @@ export function calculateKellySizing({
 
   const safeCurrentValue = finite(currentValue) ? Math.max(0, currentValue) : 0;
   const safePrice = price != null && finite(price) && price > 0 ? price : null;
-  const targetValue = clippedFraction * bankroll;
-  const addTrimValue = targetValue - safeCurrentValue;
-  const estimatedUnits = safePrice ? addTrimValue / safePrice : null;
+  // Sizes are shares of the bankroll; only the money amounts need one.
+  const hasBankroll = finite(bankroll) && bankroll > 0;
+  const targetValue = hasBankroll ? clippedFraction * bankroll : null;
+  const addTrimValue = targetValue == null ? null : targetValue - safeCurrentValue;
+  const estimatedUnits = safePrice && addTrimValue != null ? addTrimValue / safePrice : null;
   const riskFraction = clippedFraction * downsideLossFraction;
-  const riskValue = riskFraction * bankroll;
+  const riskValue = hasBankroll ? riskFraction * bankroll : null;
+  // Nothing held is 0% of any bankroll; a holding with no bankroll has no share.
+  const currentFraction = hasBankroll ? safeCurrentValue / bankroll : safeCurrentValue > 0 ? null : 0;
 
   if (fullKellyFraction === 0 && solve.expectedReturn <= 0) warnings.push("No positive Kelly edge.");
   if (downsideLossFraction <= 0) warnings.push("No downside assumption; risk caps cannot bind.");
 
   return {
     mode,
-    bankroll,
+    bankroll: hasBankroll ? bankroll : 0,
     currentValue: safeCurrentValue,
-    currentFraction: safeCurrentValue / bankroll,
+    currentFraction,
     price: safePrice,
     fullKellyFraction,
     fractionalKellyFraction,

package/src/plugins/builtin/kelly-sizer/pane.tsx

@@ -372,7 +372,7 @@ export function KellySizerPane({ focused, width, height }: PaneProps) {
   const sensitivity = useMemo(() => buildSensitivityGrid(sizingMode, activeDraft), [activeDraft, sizingMode]);
   const curveMaxFraction = useMemo(
     () => getKellyCurveMaxFraction(sizingMode, activeDraft, [
-      result.currentFraction,
+      result.currentFraction ?? 0,
       result.clippedFraction,
       result.fullKellyFraction,
     ]),
@@ -384,7 +384,9 @@ export function KellySizerPane({ focused, width, height }: PaneProps) {
   );
   const curveXAxisLabels = useMemo(() => buildKellyCurveXAxisLabels(curveMaxFraction), [curveMaxFraction]);
   const currentGrowth = useMemo(
-    () => calculateExpectedLogGrowthAtFraction(sizingMode, activeDraft, result.currentFraction),
+    () => result.currentFraction == null
+      ? null
+      : calculateExpectedLogGrowthAtFraction(sizingMode, activeDraft, result.currentFraction),
     [activeDraft, sizingMode, result.currentFraction],
   );
   const targetGrowth = useMemo(
@@ -393,15 +395,16 @@ export function KellySizerPane({ focused, width, height }: PaneProps) {
   );
   const curveMarkers = useMemo<StaticChartXMarker[]>(() => {
     if (!Number.isFinite(curveMaxFraction) || curveMaxFraction <= 0) return [];
-    const targetLabel = result.clipReasons[0]?.replace(/^max /, "") ?? "target";
+    // Caps apply in turn, so with both binding the last one set the target.
+    const targetLabel = result.clipReasons.at(-1)?.replace(/^max /, "") ?? "target";
     const markers: StaticChartXMarker[] = [
-      {
+      ...(result.currentFraction == null ? [] : [{
         id: "current",
         xRatio: result.currentFraction / curveMaxFraction,
         label: "current",
         color: colors.textDim,
         lineChar: "┊",
-      },
+      }]),
       {
         id: "target",
         xRatio: result.clippedFraction / curveMaxFraction,
@@ -474,9 +477,6 @@ export function KellySizerPane({ focused, width, height }: PaneProps) {
   usePaneFooter(KELLY_PANE_ID, () => ({
     info: historyStatus
       ? [{ id: "history", parts: [historyStatus] }]
-      : bankroll <= 0 && ticker
-      // Every size reads 0% until there is a bankroll; say so where status lives.
-      ? [{ id: "bankroll", parts: [{ text: "no bankroll", tone: "warning" as const }] }]
       : result.warnings.length > 0
         ? [{ id: "warning", parts: [{ text: result.warnings[0]!, tone: "warning" as const }] }]
         : result.clipReasons.length > 0
@@ -488,7 +488,7 @@ export function KellySizerPane({ focused, width, height }: PaneProps) {
       { id: "search", key: "/", label: "search", onPress: focusTickerSearch },
       ...(viewInBar ? [] : [{ id: "sensitivity", key: "s", label: showSensitivity ? "ensitivity off" : "ensitivity", onPress: toggleSensitivity }]),
     ],
-  }), [activeInputId, bankroll, editSelectedField, focusTickerSearch, historyStatus?.text, historyStatus?.tone, result.clipReasons, result.warnings, selectedField?.id, selectedField?.label, showSensitivity, ticker, toggleSensitivity, viewInBar]);
+  }), [activeInputId, editSelectedField, focusTickerSearch, historyStatus?.text, historyStatus?.tone, result.clipReasons, result.warnings, selectedField?.id, selectedField?.label, showSensitivity, ticker, toggleSensitivity, viewInBar]);
 
   const portfolioTabs = useMemo(
     () => config.portfolios.map((portfolio) => ({ label: portfolio.name, value: portfolio.id })),

package/src/plugins/builtin/kelly-sizer/sections.tsx

@@ -11,7 +11,7 @@ import { resolveChartPalette } from "../../../components/chart/core/palette";
 import type { StaticChartXMarker } from "../../../components/chart/static";
 import { colors, priceColor } from "../../../theme/colors";
 import { Box } from "../../../ui";
-import { displayWidth, formatCurrency, formatNumber } from "../../../utils/format";
+import { displayWidth, formatCurrency, formatNumber, MISSING_VALUE } from "../../../utils/format";
 import type { KellySizingResult, SensitivityGrid } from "./types";
 import type { KellyHistoryInputs } from "./history";
 import { formatPct, formatSignedPct } from "./view";
@@ -32,10 +32,15 @@ export function buildKellyHistoryItems(inputs: KellyHistoryInputs): StatItem[] {
   ];
 }
 
+/** What the first money figure says while there is no bankroll to size in. */
+const BANKROLL_HINT = "Set a bankroll";
+
 /**
  * The sizing result as one band under the inputs, laid out in the FieldGrid's
  * columns: the Kelly fractions, then the move in money, then risk, then log
- * growth at full Kelly, at the current size and at the target.
+ * growth at full Kelly, at the current size and at the target. Money figures
+ * read a dash until there is a bankroll; the fractions and growth never wait
+ * for one.
  */
 export function buildKellyResultItems({
   result,
@@ -47,12 +52,13 @@ export function buildKellyResultItems({
 }: {
   result: KellySizingResult;
   baseCurrency: string;
-  currentGrowth: number;
+  /** Null when the holding is not a share of any bankroll. */
+  currentGrowth: number | null;
   targetGrowth: number;
   width: number;
   columns: number;
 }): StatItem[] {
-  const addTrim = formatCurrency(result.addTrimValue, baseCurrency);
+  const addTrim = result.addTrimValue == null ? MISSING_VALUE : formatCurrency(result.addTrimValue, baseCurrency);
   const units = result.estimatedUnits == null ? null : `${formatNumber(result.estimatedUnits, 1)} units`;
   // The units ride beside the amount when the column has room for label,
   // amount and units (plus the cell inset and gaps); otherwise they take a
@@ -68,14 +74,16 @@ export function buildKellyResultItems({
       value: formatPct(result.clippedFraction, 2),
       tone: result.clipReasons.length > 0 ? "positive" : undefined,
     },
-    { id: "current", label: "Current %", value: formatPct(result.currentFraction, 1) },
-    { id: "target", label: "Target val", value: formatCurrency(result.targetValue, baseCurrency) },
+    { id: "current", label: "Current %", value: result.currentFraction == null ? MISSING_VALUE : formatPct(result.currentFraction, 1) },
+    result.targetValue == null
+      ? { id: "target", label: "Target val", value: MISSING_VALUE, detail: BANKROLL_HINT }
+      : { id: "target", label: "Target val", value: formatCurrency(result.targetValue, baseCurrency) },
     {
       id: "addTrim",
       label: "Add / trim",
       value: addTrim,
       detail: unitsInline ? units ?? undefined : undefined,
-      color: priceColor(result.addTrimValue),
+      color: result.addTrimValue == null ? undefined : priceColor(result.addTrimValue),
     },
     ...(units != null && !unitsInline
       ? [{ id: "units", label: "Units", value: formatNumber(result.estimatedUnits!, 1) }]
@@ -83,9 +91,10 @@ export function buildKellyResultItems({
     {
       id: "risk",
       label: "Risk",
-      value: formatCurrency(result.riskValue, baseCurrency),
+      value: result.riskValue == null ? MISSING_VALUE : formatCurrency(result.riskValue, baseCurrency),
       detail: formatPct(result.riskFraction, 2),
-      tone: "negative",
+      // Nothing at risk is not a loss.
+      tone: result.riskValue != null && result.riskValue > 0 ? "negative" : undefined,
     },
     { id: "worstLoss", label: "Worst loss", value: formatPct(result.downsideLossFraction, 1) },
     {
@@ -95,7 +104,7 @@ export function buildKellyResultItems({
       color: priceColor(result.expectedReturn),
     },
     { id: "fullGrowth", label: "Full growth", value: formatSignedPct(result.expectedLogGrowth) },
-    { id: "growthNow", label: "Growth now", value: formatSignedPct(currentGrowth) },
+    { id: "growthNow", label: "Growth now", value: currentGrowth == null ? MISSING_VALUE : formatSignedPct(currentGrowth) },
     { id: "growthTarget", label: "Growth tgt", value: formatSignedPct(targetGrowth) },
   ];
 }

package/src/plugins/builtin/kelly-sizer/types.ts

@@ -69,25 +69,31 @@ export interface KellySolveResult {
   warning?: string;
 }
 
+/**
+ * The fractions, expected return and growth need no bankroll. The money fields
+ * (target, add or trim, units, risk) are null until there is one, and
+ * `currentFraction` is null for a holding that has no bankroll to be a share of.
+ */
 export interface KellySizingResult {
   mode: KellySizingMode;
   bankroll: number;
   currentValue: number;
-  currentFraction: number;
+  currentFraction: number | null;
   price: number | null;
   fullKellyFraction: number;
   fractionalKellyFraction: number;
   unclippedFraction: number;
   clippedFraction: number;
-  targetValue: number;
-  addTrimValue: number;
+  targetValue: number | null;
+  addTrimValue: number | null;
   estimatedUnits: number | null;
   downsideLossFraction: number;
-  riskValue: number;
+  riskValue: number | null;
   riskFraction: number;
   expectedReturn: number;
   expectedLogGrowth: number;
   warnings: string[];
+  /** The caps that cut the size, in the order applied; the last one set the target. */
   clipReasons: string[];
   recommendationLabel: string;
 }

package/src/plugins/builtin/macro-day/pane.tsx

@@ -8,6 +8,7 @@ import { instrumentFromTicker } from "../../../market-data/request-types";
 import { usePaneSettingValue, usePluginPaneState } from "../../../public/react";
 import { useAsyncResource } from "../../../react/async-resource";
 import { useAutoRefresh } from "../../../react/auto-refresh";
+import { shownPriceColor } from "../../../theme/colors";
 import { useThemeColors } from "../../../theme/theme-context";
 import type { PaneProps } from "../../../types/plugin";
 import { Box } from "../../../ui";
@@ -54,14 +55,16 @@ export function columnsFor(release: string, rows: readonly MacroDayEvent[]): Dat
   return marked ? [DATE, { id: "release", label: "Note", width: EARNINGS_MARK.length, align: "left" }, ...values] : [DATE, ...values];
 }
 
-const tone = (value: number | null) => value == null ? undefined : value >= 0 ? "positive" as const : "negative" as const;
+/** By the sign the two-decimal text shows: an average that rounds to 0.00% is neither up nor down. */
+export const moveTone = (value: number | null) => value == null || !/[1-9]/.test((value * 100).toFixed(2)) ? undefined
+  : value > 0 ? "positive" as const : "negative" as const;
 
 /** The figures over the days a surprise filter keeps: the same four as one release's. */
 function surpriseFigures(model: MacroDayModel, rows: readonly MacroDayEvent[]): StatItem[] {
   const stats = macroDayStats(rows, model.normal.meanAbs);
   return [
     { id: "abs", label: "Avg |move|", value: pct(stats.meanAbs, false), detail: stats.count ? `${times(stats.multiple)} normal` : undefined },
-    { id: "mean", label: "Avg move", value: pct(stats.mean), tone: tone(stats.mean) },
+    { id: "mean", label: "Avg move", value: pct(stats.mean), tone: moveTone(stats.mean) },
     { id: "up", label: "Up", value: stats.hitRate == null ? "--" : `${Math.round(stats.hitRate * 100)}%`,
       detail: stats.count ? `${Math.round(stats.hitRate! * stats.count)} of ${stats.count}` : undefined },
     { id: "normal", label: "Normal day", value: pct(model.normal.meanAbs, false), detail: "avg |move|" },
@@ -81,7 +84,7 @@ function figures(model: MacroDayModel, release: string): StatItem[] {
   const stats = model.byKind[release as MacroEventKind];
   return [
     { id: "abs", label: "Avg |move|", value: pct(stats.meanAbs, false), detail: stats.count ? `${times(stats.multiple)} normal` : undefined },
-    { id: "mean", label: "Avg move", value: pct(stats.mean), tone: tone(stats.mean) },
+    { id: "mean", label: "Avg move", value: pct(stats.mean), tone: moveTone(stats.mean) },
     { id: "up", label: "Up", value: stats.hitRate == null ? "--" : `${Math.round(stats.hitRate * 100)}%`,
       detail: stats.count ? `${Math.round(stats.hitRate! * stats.count)} of ${stats.count}` : undefined },
     normal,
@@ -138,8 +141,7 @@ export function MacroDayPane({ width, height, focused }: PaneProps) {
       : event.figures?.surprise === "cool" ? colors.negative : undefined };
     if (column.id === "forecast") return { text: event.figures?.forecast ?? "" };
     if (column.id === "prior") return { text: event.figures?.prior ?? "" };
-    if (column.id === "move") return { text: pct(event.move), value: event.move * 100,
-      color: event.move > 0 ? colors.positive : event.move < 0 ? colors.negative : undefined };
+    if (column.id === "move") return { text: pct(event.move), value: event.move * 100, color: shownPriceColor(event.move * 100, 2, colors) };
     return { text: times(event.multiple), value: event.multiple };
   }, [colors, release]);
 

package/src/plugins/builtin/macro-day/release-table.ts

@@ -5,9 +5,9 @@ export const MACRO_RELEASE_TABLE: {
   coveredThrough: string;
   days: Record<"cpi" | "jobs" | "fomc", Record<number, readonly string[]>>;
 } = {
-  checkedAt: "2026-10-15",
+  checkedAt: "2026-10-28",
   /** The last day the lists are complete for: later sessions are left out, release day or not. */
-  coveredThrough: "2026-10-14",
+  coveredThrough: "2026-10-27",
   days: {
     // BLS Consumer Price Index, 8:30 ET.
     cpi: {

package/src/plugins/builtin/market-heatmap/data.ts

@@ -1,4 +1,5 @@
 import { apiClient } from "../../../api-client";
+import { createTtlCache } from "../../../data/ttl-cache";
 import type { MarketHeatmapResult, MarketHeatmapUniverseId } from "../../../api-client/market-discovery";
 export type { MarketHeatmapUniverseId } from "../../../api-client/market-discovery";
 
@@ -39,8 +40,7 @@ const MAX_MARKET_HEATMAP_COUNT = 500;
 export function heatmapCheckIntervalMs(board: Pick<MarketHeatmapResult, "access"> | null | undefined): number {
   return board?.access === "realtime" ? 15_000 : 60_000;
 }
-const activeFetches = new Map<string, Promise<MarketHeatmapBoard>>();
-const memoryCache = new Map<string, { expiresAt: number; result: MarketHeatmapBoard }>();
+const boards = createTtlCache<MarketHeatmapBoard>({ ttlMs: heatmapCheckIntervalMs });
 
 /**
  * One tile per symbol. A company listed on two exchanges (KHC on NASDAQ and
@@ -75,43 +75,18 @@ async function loadMarketHeatmap(universe: MarketHeatmapUniverseId, count: numbe
   };
 }
 
-export async function fetchMarketHeatmap(
+export function fetchMarketHeatmap(
   universe: MarketHeatmapUniverseId,
   options?: MarketHeatmapFetchOptions,
   sources?: MarketHeatmapSources,
 ): Promise<MarketHeatmapBoard> {
   const count = Math.max(1, Math.min(MAX_MARKET_HEATMAP_COUNT, Math.round(options?.count ?? DEFAULT_COUNT)));
-  const cacheKey = `${universe}:${count}`;
-  const useCache = options?.cache !== false && !sources?.client;
-  const now = Date.now();
-  const cached = memoryCache.get(cacheKey);
-  if (useCache && !options?.forceRefresh && cached && cached.expiresAt > now) {
-    return cached.result;
-  }
-
-  if (useCache) {
-    const active = activeFetches.get(cacheKey);
-    if (active) return active;
-  }
-
-  const fetchPromise = loadMarketHeatmap(universe, count, sources)
-    .then((result) => {
-      if (useCache) {
-        memoryCache.set(cacheKey, { result, expiresAt: Date.now() + heatmapCheckIntervalMs(result) });
-      }
-      return result;
-    })
-    .finally(() => {
-      if (activeFetches.get(cacheKey) === fetchPromise) {
-        activeFetches.delete(cacheKey);
-      }
-    });
-
-  if (useCache) activeFetches.set(cacheKey, fetchPromise);
-  return fetchPromise;
+  const load = () => loadMarketHeatmap(universe, count, sources);
+  // A board asked for uncached, or through another client, neither reads nor fills the shared cache.
+  if (options?.cache === false || sources?.client) return load();
+  return boards.load(`${universe}:${count}`, load, { force: options?.forceRefresh });
 }
 
 export function resetMarketHeatmapCache(): void {
-  activeFetches.clear();
-  memoryCache.clear();
+  boards.clear();
 }

package/src/plugins/builtin/market-movers/client.ts

@@ -24,6 +24,7 @@ import {
   type PreferredMoversOptions,
   type TrendingSymbol,
 } from "./screener";
+import { meetsMinFloat } from "./min-float";
 
 export interface MarketMoverTabResult extends MarketMoversResult {
   tab: ScreenerTabId;
@@ -100,10 +101,14 @@ export function marketMoverQuoteError(result: Pick<MarketMoverTabResult, "unavai
 export async function loadMarketMoverTab(
   tab: ScreenerTabId,
   provider: DataProvider | null,
-  options?: Pick<PreferredMoversOptions, "forceRefresh" | "metadataWaitMs"> & { basis?: MoverRankBasis },
+  options?: Pick<PreferredMoversOptions, "forceRefresh" | "metadataWaitMs"> & {
+    basis?: MoverRankBasis;
+    /** Keep the rows with a float of at least this many shares. Trending carries no float and ignores it. */
+    minFloat?: number | null;
+  },
   dependencies: MarketMoverTabDependencies = defaultDependencies,
 ): Promise<MarketMoverTabResult> {
-  const { basis, ...fetchOptions } = options ?? {};
+  const { basis, minFloat = null, ...fetchOptions } = options ?? {};
   if (tab === "trending") {
     const trending = await dependencies.fetchTrending(LIST_ROWS, fetchOptions);
     const hydrated = await hydrateTrending(trending.data, provider);
@@ -116,13 +121,15 @@ export async function loadMarketMoverTab(
   }
   const category = CATEGORY_MAP[tab];
   // The server picks the candidates on the basis the list ranks by, so after the close they are the session's movers.
-  const result = await dependencies.fetchPreferred(category, category === "most_actives" ? LIST_ROWS : MOVER_CANDIDATES, {
+  // A minimum float drops rows, so Most Active then reads as many candidates as the price lists.
+  const result = await dependencies.fetchPreferred(category, category === "most_actives" && minFloat == null ? LIST_ROWS : MOVER_CANDIDATES, {
     ...fetchOptions,
     session: basis ?? "regular",
   });
   // Each row read as `ticker` reads it, then ranked by the move its Chg% shows.
   const { quotes, rankedBy } = rankMoverQuotes(category, result.quotes.map(moverRegularSession), basis);
-  return { ...result, quotes: quotes.slice(0, LIST_ROWS), rankedBy, tab };
+  const kept = quotes.filter((quote) => meetsMinFloat(quote.floatShares, minFloat));
+  return { ...result, quotes: kept.slice(0, LIST_ROWS), rankedBy, tab };
 }
 
 /** The server refused the list for the account's plan (gaps, without Pro). */
@@ -136,12 +143,23 @@ export class SessionMoversAccessError extends Error {
 export async function loadSessionMovers(
   view: CloudSessionMoversCategory,
   side: CloudSessionMoversSide,
-  options?: { forceRefresh?: boolean },
+  options?: { forceRefresh?: boolean; minFloat?: number | null },
 ): Promise<CloudSessionMoversPayload> {
-  const response = await apiClient.getCloudMarketScreener(view, 25, options?.forceRefresh ? "refresh" : "cache-first", side);
+  const minFloat = options?.minFloat ?? null;
+  // A minimum float drops rows, so it reads the most the server lists.
+  const response = await apiClient.getCloudMarketScreener(view, minFloat == null ? LIST_ROWS : MOVER_CANDIDATES, options?.forceRefresh ? "refresh" : "cache-first", side);
   if (response.reasonCode === "PRO_REQUIRED") throw new SessionMoversAccessError();
   if ((response.status === "success" || response.status === "partial") && response.data) {
-    return response.stale ? { ...response.data, stale: true } : response.data;
+    const payload = response.stale ? { ...response.data, stale: true } : response.data;
+    return minFloat == null ? payload : { ...payload, items: withMinFloat(payload.items, minFloat) };
   }
   throw new Error("Session movers temporarily unavailable");
 }
+
+/** The rows with a float of at least `minFloat`, the first LIST_ROWS of them, ranked again from 1. */
+export function withMinFloat<T extends { rank: number; floatShares: number | null }>(items: readonly T[], minFloat: number): T[] {
+  return items
+    .filter((item) => meetsMinFloat(item.floatShares, minFloat))
+    .slice(0, LIST_ROWS)
+    .map((item, index) => ({ ...item, rank: index + 1 }));
+}