investing 0.1.308 → 0.1.310
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +167 -123
- package/THIRD_PARTY_NOTICES.md +144 -0
- package/dist/{archiver-web.es-B69gABHP.js → archiver-web.es-C5dgnXMM.js} +1 -1
- package/dist/{archiver-web.es-fg4bLLZa.cjs → archiver-web.es-DLoy_R54.cjs} +1 -1
- package/dist/db/index.d.ts +189 -0
- package/dist/db/index.d.ts.map +1 -1
- package/dist/db/schema.d.ts +200 -0
- package/dist/db/schema.d.ts.map +1 -1
- package/dist/index-6F5HGB0V.js +15 -0
- package/dist/index-kfghRBr2.cjs +13 -0
- package/dist/index.d.ts +2 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +1 -1
- package/dist/index.mjs +1 -1
- package/dist/leaders/zulu.d.ts +35 -5
- package/dist/leaders/zulu.d.ts.map +1 -1
- package/dist/live-data/dukascopy-client.d.ts +19 -2
- package/dist/live-data/dukascopy-client.d.ts.map +1 -1
- package/dist/llm/debate-generator.d.ts +7 -0
- package/dist/llm/debate-generator.d.ts.map +1 -1
- package/dist/prediction/analysis/polymarket-wallet-trust.d.ts +60 -0
- package/dist/prediction/analysis/polymarket-wallet-trust.d.ts.map +1 -0
- package/dist/prediction/analysis/position-reconstruction.d.ts +130 -0
- package/dist/prediction/analysis/position-reconstruction.d.ts.map +1 -0
- package/dist/prediction/analysis/position-settlement.d.ts +99 -0
- package/dist/prediction/analysis/position-settlement.d.ts.map +1 -0
- package/dist/prediction/analysis/r-multiple.d.ts +159 -0
- package/dist/prediction/analysis/r-multiple.d.ts.map +1 -0
- package/dist/prediction/analysis/trust-score.d.ts +158 -0
- package/dist/prediction/analysis/trust-score.d.ts.map +1 -0
- package/dist/prediction/api/analytics.d.ts.map +1 -1
- package/dist/prediction/api/leaderboard.d.ts +29 -11
- package/dist/prediction/api/leaderboard.d.ts.map +1 -1
- package/dist/prediction/api/markets.d.ts.map +1 -1
- package/dist/prediction/api/prices.d.ts.map +1 -1
- package/dist/prediction/db/markets.d.ts +13 -0
- package/dist/prediction/db/markets.d.ts.map +1 -1
- package/dist/prediction/db/trade-history.d.ts +35 -0
- package/dist/prediction/db/trade-history.d.ts.map +1 -1
- package/dist/prediction/index.d.ts +7 -0
- package/dist/prediction/index.d.ts.map +1 -1
- package/dist/prediction/sync/incremental-markets.d.ts.map +1 -1
- package/dist/prediction/sync/leaderboard.d.ts +1 -1
- package/dist/prediction/sync/leaderboard.d.ts.map +1 -1
- package/dist/prediction/sync/markets.d.ts +2 -2
- package/dist/prediction/sync/markets.d.ts.map +1 -1
- package/dist/prediction/sync/orchestration.d.ts +1 -1
- package/dist/prediction/sync/refill-limits.d.ts +9 -0
- package/dist/prediction/sync/refill-limits.d.ts.map +1 -0
- package/dist/prediction/sync/refill.d.ts +34 -0
- package/dist/prediction/sync/refill.d.ts.map +1 -0
- package/dist/prediction/sync/trade-history.d.ts.map +1 -1
- package/dist/prediction/utils/token-ids.d.ts +17 -0
- package/dist/prediction/utils/token-ids.d.ts.map +1 -0
- package/dist/prediction-markets/adapters/trading-agents.d.ts +21 -0
- package/dist/prediction-markets/adapters/trading-agents.d.ts.map +1 -0
- package/dist/prediction-markets/agents/bookmaker-agent.d.ts.map +1 -0
- package/dist/prediction-markets/agents/event-analysis-agent.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/agents/index.d.ts +5 -1
- package/dist/prediction-markets/agents/index.d.ts.map +1 -0
- package/dist/prediction-markets/agents/kalshi-momentum-agent.d.ts +7 -0
- package/dist/prediction-markets/agents/kalshi-momentum-agent.d.ts.map +1 -0
- package/dist/prediction-markets/agents/mapper-agent.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/agents/polyfactual-research.d.ts +1 -1
- package/dist/prediction-markets/agents/polyfactual-research.d.ts.map +1 -0
- package/dist/prediction-markets/agents/polymarket-position-tracker.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/agents/polymarket-put-order.d.ts +1 -1
- package/dist/prediction-markets/agents/polymarket-put-order.d.ts.map +1 -0
- package/dist/prediction-markets/agents/polymarket-updown-15-limit-order-bot.d.ts.map +1 -0
- package/dist/prediction-markets/agents/x402-seller.d.ts.map +1 -0
- package/dist/prediction-markets/ai/callBlockRun.d.ts.map +1 -0
- package/dist/prediction-markets/ai/callGrok.d.ts.map +1 -0
- package/dist/prediction-markets/ai/callOpenAI.d.ts.map +1 -0
- package/dist/prediction-markets/ai/http.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/ai/index.d.ts +1 -1
- package/dist/prediction-markets/ai/index.d.ts.map +1 -0
- package/dist/prediction-markets/ai/prompts/analyzeEventMarkets.d.ts.map +1 -0
- package/dist/prediction-markets/ai/prompts/arbitrageAnalysis.d.ts.map +1 -0
- package/dist/prediction-markets/ai/prompts/bookmakerAnalysis.d.ts.map +1 -0
- package/dist/prediction-markets/ai/prompts/searchQueryGenerator.d.ts.map +1 -0
- package/dist/prediction-markets/ai/types.d.ts.map +1 -0
- package/dist/prediction-markets/arbitrage.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/clients/polyfactual.d.ts +1 -1
- package/dist/prediction-markets/clients/polyfactual.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/clients/polymarket.d.ts +1 -1
- package/dist/prediction-markets/clients/polymarket.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/clients/x402.d.ts +1 -1
- package/dist/prediction-markets/clients/x402.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/data/kalshi.d.ts +1 -1
- package/dist/prediction-markets/data/kalshi.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/data/polymarket.d.ts +1 -1
- package/dist/prediction-markets/data/polymarket.d.ts.map +1 -0
- package/dist/prediction-markets/events.d.ts.map +1 -0
- package/dist/prediction-markets/execution/paper.d.ts +19 -0
- package/dist/prediction-markets/execution/paper.d.ts.map +1 -0
- package/dist/prediction-markets/index.cjs +1 -0
- package/dist/{predictos → prediction-markets}/index.d.ts +8 -5
- package/dist/prediction-markets/index.d.ts.map +1 -0
- package/dist/prediction-markets/index.mjs +1 -0
- package/dist/prediction-markets/kalshi-momentum.LICENSE +21 -0
- package/dist/prediction-markets/strategies/btc15m-fusion.d.ts +27 -0
- package/dist/prediction-markets/strategies/btc15m-fusion.d.ts.map +1 -0
- package/dist/prediction-markets/strategies/copy-trade-sizing.d.ts +27 -0
- package/dist/prediction-markets/strategies/copy-trade-sizing.d.ts.map +1 -0
- package/dist/prediction-markets/strategies/gabagool.d.ts +26 -0
- package/dist/prediction-markets/strategies/gabagool.d.ts.map +1 -0
- package/dist/prediction-markets/strategies/kalshi-momentum.d.ts +13 -0
- package/dist/prediction-markets/strategies/kalshi-momentum.d.ts.map +1 -0
- package/dist/{predictos → prediction-markets}/types.d.ts +121 -6
- package/dist/prediction-markets/types.d.ts.map +1 -0
- package/dist/prediction-markets/validation.d.ts +5 -0
- package/dist/prediction-markets/validation.d.ts.map +1 -0
- package/dist/scripted-llm-B-UTs08L.js +1 -0
- package/dist/scripted-llm-CmDVkhyH.cjs +1 -0
- package/dist/stocks/index.d.ts +2 -1
- package/dist/stocks/index.d.ts.map +1 -1
- package/dist/stocks/quote-cache-service.d.ts +11 -2
- package/dist/stocks/quote-cache-service.d.ts.map +1 -1
- package/dist/stocks/strategies/bb-rsi-breakout.d.ts +63 -0
- package/dist/stocks/strategies/bb-rsi-breakout.d.ts.map +1 -0
- package/dist/stocks/strategies/ema-crossover.d.ts +51 -0
- package/dist/stocks/strategies/ema-crossover.d.ts.map +1 -0
- package/dist/stocks/unified-quote-service.d.ts +15 -6
- package/dist/stocks/unified-quote-service.d.ts.map +1 -1
- package/dist/stocks/yahoo-finance-wrapper.d.ts +75 -6
- package/dist/stocks/yahoo-finance-wrapper.d.ts.map +1 -1
- package/dist/strategy-signals/data/fixture-data-provider.d.ts +8 -0
- package/dist/strategy-signals/data/fixture-data-provider.d.ts.map +1 -0
- package/dist/strategy-signals/data/openbb-mapping.d.ts +7 -0
- package/dist/strategy-signals/data/openbb-mapping.d.ts.map +1 -0
- package/dist/strategy-signals/demo.d.ts +446 -0
- package/dist/strategy-signals/demo.d.ts.map +1 -0
- package/dist/strategy-signals/execution.d.ts +18 -0
- package/dist/strategy-signals/execution.d.ts.map +1 -0
- package/dist/strategy-signals/fixtures/openbb-data/bars.d.ts +10 -0
- package/dist/strategy-signals/fixtures/openbb-data/bars.d.ts.map +1 -0
- package/dist/strategy-signals/index.d.ts +36 -0
- package/dist/strategy-signals/index.d.ts.map +1 -0
- package/dist/strategy-signals/indicators/spread-aware-momentum.d.ts +31 -0
- package/dist/strategy-signals/indicators/spread-aware-momentum.d.ts.map +1 -0
- package/dist/strategy-signals/proposal.d.ts +10 -0
- package/dist/strategy-signals/proposal.d.ts.map +1 -0
- package/dist/strategy-signals/report.d.ts +6 -0
- package/dist/strategy-signals/report.d.ts.map +1 -0
- package/dist/strategy-signals/risk-gate.d.ts +3 -0
- package/dist/strategy-signals/risk-gate.d.ts.map +1 -0
- package/dist/strategy-signals/sources/btc15m-fusion.d.ts +16 -0
- package/dist/strategy-signals/sources/btc15m-fusion.d.ts.map +1 -0
- package/dist/strategy-signals/sources/copy-trade-sizing.d.ts +15 -0
- package/dist/strategy-signals/sources/copy-trade-sizing.d.ts.map +1 -0
- package/dist/strategy-signals/sources/gabagool.d.ts +12 -0
- package/dist/strategy-signals/sources/gabagool.d.ts.map +1 -0
- package/dist/strategy-signals/sources/hedge-fund-technicals.d.ts +42 -0
- package/dist/strategy-signals/sources/hedge-fund-technicals.d.ts.map +1 -0
- package/dist/strategy-signals/sources/kalshi-momentum.d.ts +10 -0
- package/dist/strategy-signals/sources/kalshi-momentum.d.ts.map +1 -0
- package/dist/strategy-signals/sources/kalshi-vibe-guards.d.ts +15 -0
- package/dist/strategy-signals/sources/kalshi-vibe-guards.d.ts.map +1 -0
- package/dist/strategy-signals/sources/kalshi-vibe.d.ts +11 -0
- package/dist/strategy-signals/sources/kalshi-vibe.d.ts.map +1 -0
- package/dist/strategy-signals/sources/red-flags.d.ts +13 -0
- package/dist/strategy-signals/sources/red-flags.d.ts.map +1 -0
- package/dist/strategy-signals/sources/spread-aware-momentum.d.ts +11 -0
- package/dist/strategy-signals/sources/spread-aware-momentum.d.ts.map +1 -0
- package/dist/strategy-signals/survival-posture.d.ts +13 -0
- package/dist/strategy-signals/survival-posture.d.ts.map +1 -0
- package/dist/strategy-signals/types.d.ts +138 -0
- package/dist/strategy-signals/types.d.ts.map +1 -0
- package/dist/strategy-signals/validate.d.ts +15 -0
- package/dist/strategy-signals/validate.d.ts.map +1 -0
- package/dist/strategy-signals/venues/kalshi-venue-mapping.d.ts +3 -0
- package/dist/strategy-signals/venues/kalshi-venue-mapping.d.ts.map +1 -0
- package/dist/strategy-signals/venues/mock-equity-broker.d.ts +16 -0
- package/dist/strategy-signals/venues/mock-equity-broker.d.ts.map +1 -0
- package/dist/strategy-signals/venues/mock-venue.d.ts +14 -0
- package/dist/strategy-signals/venues/mock-venue.d.ts.map +1 -0
- package/dist/strategy-signals/venues/pmxt-venue-mapping.d.ts +7 -0
- package/dist/strategy-signals/venues/pmxt-venue-mapping.d.ts.map +1 -0
- package/dist/trading-agents/agents/debate-facilitator.d.ts +3 -3
- package/dist/trading-agents/agents/debate-facilitator.d.ts.map +1 -1
- package/dist/trading-agents/agents/fund-manager.d.ts +4 -2
- package/dist/trading-agents/agents/fund-manager.d.ts.map +1 -1
- package/dist/trading-agents/agents/improved-researchers.d.ts +3 -3
- package/dist/trading-agents/agents/improved-researchers.d.ts.map +1 -1
- package/dist/trading-agents/agents/market-analyst.d.ts +2 -2
- package/dist/trading-agents/agents/market-analyst.d.ts.map +1 -1
- package/dist/trading-agents/agents/news-analyst.d.ts +2 -2
- package/dist/trading-agents/agents/news-analyst.d.ts.map +1 -1
- package/dist/trading-agents/agents/researchers.d.ts +4 -4
- package/dist/trading-agents/agents/researchers.d.ts.map +1 -1
- package/dist/trading-agents/agents/risk-judge.d.ts +13 -0
- package/dist/trading-agents/agents/risk-judge.d.ts.map +1 -0
- package/dist/trading-agents/agents/risk-team.d.ts +4 -4
- package/dist/trading-agents/agents/risk-team.d.ts.map +1 -1
- package/dist/trading-agents/agents/trader.d.ts +2 -2
- package/dist/trading-agents/agents/trader.d.ts.map +1 -1
- package/dist/trading-agents/graph/trading-graph.d.ts +28 -2
- package/dist/trading-agents/graph/trading-graph.d.ts.map +1 -1
- package/dist/trading-agents/index.cjs +1 -0
- package/dist/trading-agents/index.d.ts +4 -0
- package/dist/trading-agents/index.d.ts.map +1 -1
- package/dist/trading-agents/index.mjs +1 -0
- package/dist/trading-agents/types/index.d.ts +27 -4
- package/dist/trading-agents/types/index.d.ts.map +1 -1
- package/dist/trading-agents/utils/llm-client.d.ts +4 -1
- package/dist/trading-agents/utils/llm-client.d.ts.map +1 -1
- package/dist/trading-agents/utils/parse-final-line.d.ts +7 -0
- package/dist/trading-agents/utils/parse-final-line.d.ts.map +1 -0
- package/dist/trading-agents/utils/scripted-llm.d.ts +17 -0
- package/dist/trading-agents/utils/scripted-llm.d.ts.map +1 -0
- package/dist/trading-agents/utils/strategy-prompt.d.ts +6 -0
- package/dist/trading-agents/utils/strategy-prompt.d.ts.map +1 -0
- package/dist/trading-agents-Bh9OORHe.js +1 -0
- package/dist/trading-agents-C8M7tbB0.cjs +1 -0
- package/dist/validate-C1MS8RhG.js +1 -0
- package/dist/validate-DBxPUXqH.cjs +1 -0
- package/package.json +21 -50
- package/dist/bookmakerAnalysis-Bfo1zUVm.js +0 -1
- package/dist/bookmakerAnalysis-CHn1W8uX.cjs +0 -1
- package/dist/callGrok-D0D7zBHK.js +0 -1
- package/dist/callGrok-DWO719mN.cjs +0 -1
- package/dist/events-BJOyGWeU.cjs +0 -1
- package/dist/events-OvBb8rgy.js +0 -1
- package/dist/index-D7fsk2gy.js +0 -15
- package/dist/index-_V1Ql5Es.cjs +0 -13
- package/dist/polymarket-updown-15-limit-order-bot-DCC8HE9Z.cjs +0 -1
- package/dist/polymarket-updown-15-limit-order-bot-Dv5oGAF4.js +0 -1
- package/dist/predictos/agents/bookmaker-agent.d.ts.map +0 -1
- package/dist/predictos/agents/event-analysis-agent.d.ts.map +0 -1
- package/dist/predictos/agents/index.d.ts.map +0 -1
- package/dist/predictos/agents/index.js +0 -1
- package/dist/predictos/agents/index.mjs +0 -1
- package/dist/predictos/agents/mapper-agent.d.ts.map +0 -1
- package/dist/predictos/agents/polyfactual-research.d.ts.map +0 -1
- package/dist/predictos/agents/polymarket-position-tracker.d.ts.map +0 -1
- package/dist/predictos/agents/polymarket-put-order.d.ts.map +0 -1
- package/dist/predictos/agents/polymarket-updown-15-limit-order-bot.d.ts.map +0 -1
- package/dist/predictos/agents/x402-seller.d.ts.map +0 -1
- package/dist/predictos/ai/callBlockRun.d.ts.map +0 -1
- package/dist/predictos/ai/callGrok.d.ts.map +0 -1
- package/dist/predictos/ai/callOpenAI.d.ts.map +0 -1
- package/dist/predictos/ai/http.d.ts.map +0 -1
- package/dist/predictos/ai/index.d.ts.map +0 -1
- package/dist/predictos/ai/index.js +0 -1
- package/dist/predictos/ai/index.mjs +0 -1
- package/dist/predictos/ai/prompts/analyzeEventMarkets.d.ts.map +0 -1
- package/dist/predictos/ai/prompts/arbitrageAnalysis.d.ts.map +0 -1
- package/dist/predictos/ai/prompts/bookmakerAnalysis.d.ts.map +0 -1
- package/dist/predictos/ai/prompts/searchQueryGenerator.d.ts.map +0 -1
- package/dist/predictos/ai/types.d.ts.map +0 -1
- package/dist/predictos/arbitrage.d.ts.map +0 -1
- package/dist/predictos/arbitrage.js +0 -1
- package/dist/predictos/arbitrage.mjs +0 -1
- package/dist/predictos/clients/polyfactual.d.ts.map +0 -1
- package/dist/predictos/clients/polymarket.d.ts.map +0 -1
- package/dist/predictos/clients/x402.d.ts.map +0 -1
- package/dist/predictos/data/kalshi.d.ts.map +0 -1
- package/dist/predictos/data/kalshi.js +0 -1
- package/dist/predictos/data/kalshi.mjs +0 -1
- package/dist/predictos/data/polymarket.d.ts.map +0 -1
- package/dist/predictos/data/polymarket.js +0 -1
- package/dist/predictos/data/polymarket.mjs +0 -1
- package/dist/predictos/events.d.ts.map +0 -1
- package/dist/predictos/index.d.ts.map +0 -1
- package/dist/predictos/index.js +0 -1
- package/dist/predictos/index.mjs +0 -1
- package/dist/predictos/types.d.ts.map +0 -1
- package/dist/searchQueryGenerator-DIIs9xw5.js +0 -1
- package/dist/searchQueryGenerator-rCVblXJS.cjs +0 -1
- /package/dist/{predictos → prediction-markets}/agents/bookmaker-agent.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/agents/event-analysis-agent.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/agents/mapper-agent.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/agents/polymarket-position-tracker.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/agents/polymarket-updown-15-limit-order-bot.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/agents/x402-seller.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/callBlockRun.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/callGrok.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/callOpenAI.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/http.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/prompts/analyzeEventMarkets.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/prompts/arbitrageAnalysis.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/prompts/bookmakerAnalysis.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/prompts/searchQueryGenerator.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/ai/types.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/arbitrage.d.ts +0 -0
- /package/dist/{predictos → prediction-markets}/events.d.ts +0 -0
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import { ScriptedLLMClient } from '../trading-agents/utils/scripted-llm';
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import { MockVenue } from './venues/mock-venue';
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import { AccountSnapshot, NormalizedSignal, RiskPosture, StrategySource, VenueMarket } from './types';
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export declare function demoLLM(action: string, judge?: string, quantity?: number): ScriptedLLMClient;
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export declare function runEventDemo(signals: NormalizedSignal[], source: StrategySource<any>, venue: MockVenue, market: VenueMarket, evaluationTime: string, action?: "BUY" | "SELL" | "HOLD", posture?: RiskPosture, judge?: string): Promise<{
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signals: NormalizedSignal[];
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report: string | undefined;
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proposal: import('./types').TradeProposal | undefined;
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trader: string;
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riskDebate: import('..').RiskDebateState;
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judge: import('./types').JudgeDecision | undefined;
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verdict: import('./types').RiskVerdict | undefined;
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fundManager: import('./types').FundManagerApproval | undefined;
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approval: import('./types').ExecutionApproval | undefined;
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fill: import('..').PaperExecutionResult | undefined;
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executionRejection: string | undefined;
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reportOnly: string | undefined;
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before: AccountSnapshot;
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after: AccountSnapshot;
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signal: import('..').TradeSignal;
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prompts: {
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rule: string;
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}[];
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}>;
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export declare function syntheticMarket(marketId: string, yes: number, venue?: string): VenueMarket;
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export declare function runMomentumDemo(): Promise<{
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proposal: import('./types').TradeProposal | undefined;
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trader: string;
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riskDebate: import('..').RiskDebateState;
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judge: import('./types').JudgeDecision | undefined;
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verdict: import('./types').RiskVerdict | undefined;
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fundManager: import('./types').FundManagerApproval | undefined;
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approval: import('./types').ExecutionApproval | undefined;
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fill: import('..').PaperExecutionResult | undefined;
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executionRejection: string | undefined;
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reportOnly: string | undefined;
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before: AccountSnapshot;
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signal: import('..').TradeSignal;
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prompts: {
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prompt: string;
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}[];
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}[]>;
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export declare function runGabagoolDemo(): Promise<{
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first: {
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signals: NormalizedSignal[];
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report: string | undefined;
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proposal: import('./types').TradeProposal | undefined;
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trader: string;
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riskDebate: import('..').RiskDebateState;
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judge: import('./types').JudgeDecision | undefined;
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verdict: import('./types').RiskVerdict | undefined;
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fundManager: import('./types').FundManagerApproval | undefined;
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approval: import('./types').ExecutionApproval | undefined;
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fill: import('..').PaperExecutionResult | undefined;
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executionRejection: string | undefined;
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reportOnly: string | undefined;
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before: AccountSnapshot;
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after: AccountSnapshot;
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signal: import('..').TradeSignal;
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prompts: {
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rule: string;
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prompt: string;
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}[];
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};
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wait: {
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signals: NormalizedSignal[];
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report: string | undefined;
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proposal: import('./types').TradeProposal | undefined;
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trader: string;
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riskDebate: import('..').RiskDebateState;
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judge: import('./types').JudgeDecision | undefined;
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verdict: import('./types').RiskVerdict | undefined;
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fundManager: import('./types').FundManagerApproval | undefined;
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approval: import('./types').ExecutionApproval | undefined;
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fill: import('..').PaperExecutionResult | undefined;
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executionRejection: string | undefined;
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reportOnly: string | undefined;
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before: AccountSnapshot;
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after: AccountSnapshot;
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signal: import('..').TradeSignal;
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prompts: {
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rule: string;
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prompt: string;
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}[];
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};
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rejected: {
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signals: NormalizedSignal[];
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report: string | undefined;
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proposal: import('./types').TradeProposal | undefined;
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trader: string;
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riskDebate: import('..').RiskDebateState;
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judge: import('./types').JudgeDecision | undefined;
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verdict: import('./types').RiskVerdict | undefined;
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fundManager: import('./types').FundManagerApproval | undefined;
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approval: import('./types').ExecutionApproval | undefined;
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fill: import('..').PaperExecutionResult | undefined;
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executionRejection: string | undefined;
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reportOnly: string | undefined;
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before: AccountSnapshot;
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after: AccountSnapshot;
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signal: import('..').TradeSignal;
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prompts: {
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rule: string;
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prompt: string;
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}[];
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};
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completion: {
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signals: NormalizedSignal[];
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report: string | undefined;
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proposal: import('./types').TradeProposal | undefined;
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trader: string;
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riskDebate: import('..').RiskDebateState;
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judge: import('./types').JudgeDecision | undefined;
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verdict: import('./types').RiskVerdict | undefined;
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fundManager: import('./types').FundManagerApproval | undefined;
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approval: import('./types').ExecutionApproval | undefined;
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fill: import('..').PaperExecutionResult | undefined;
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executionRejection: string | undefined;
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reportOnly: string | undefined;
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before: AccountSnapshot;
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after: AccountSnapshot;
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signal: import('..').TradeSignal;
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prompts: {
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rule: string;
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prompt: string;
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}[];
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};
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satisfied: {
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signals: NormalizedSignal[];
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report: string | undefined;
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proposal: import('./types').TradeProposal | undefined;
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trader: string;
|
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riskDebate: import('..').RiskDebateState;
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judge: import('./types').JudgeDecision | undefined;
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|
+
verdict: import('./types').RiskVerdict | undefined;
|
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|
+
fundManager: import('./types').FundManagerApproval | undefined;
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|
+
approval: import('./types').ExecutionApproval | undefined;
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|
+
fill: import('..').PaperExecutionResult | undefined;
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|
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executionRejection: string | undefined;
|
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+
reportOnly: string | undefined;
|
|
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|
+
before: AccountSnapshot;
|
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|
+
after: AccountSnapshot;
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|
+
signal: import('..').TradeSignal;
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+
prompts: {
|
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+
rule: string;
|
|
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|
+
prompt: string;
|
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|
+
}[];
|
|
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|
+
};
|
|
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|
+
reduced: {
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|
+
signals: NormalizedSignal[];
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|
+
report: string | undefined;
|
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|
+
proposal: import('./types').TradeProposal | undefined;
|
|
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|
+
trader: string;
|
|
159
|
+
riskDebate: import('..').RiskDebateState;
|
|
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|
+
judge: import('./types').JudgeDecision | undefined;
|
|
161
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
162
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
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|
+
approval: import('./types').ExecutionApproval | undefined;
|
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|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
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|
+
executionRejection: string | undefined;
|
|
166
|
+
reportOnly: string | undefined;
|
|
167
|
+
before: AccountSnapshot;
|
|
168
|
+
after: AccountSnapshot;
|
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|
+
signal: import('..').TradeSignal;
|
|
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|
+
prompts: {
|
|
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|
+
rule: string;
|
|
172
|
+
prompt: string;
|
|
173
|
+
}[];
|
|
174
|
+
};
|
|
175
|
+
}>;
|
|
176
|
+
export declare function runStockDemo(): Promise<{
|
|
177
|
+
signals: NormalizedSignal[];
|
|
178
|
+
report: string | undefined;
|
|
179
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
180
|
+
trader: string;
|
|
181
|
+
riskDebate: import('..').RiskDebateState;
|
|
182
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
183
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
184
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
185
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
186
|
+
fill: {
|
|
187
|
+
status: "FILLED" | "REJECTED";
|
|
188
|
+
order: import('./execution').EquityOrder;
|
|
189
|
+
reason?: string;
|
|
190
|
+
account: AccountSnapshot;
|
|
191
|
+
} | undefined;
|
|
192
|
+
before: AccountSnapshot;
|
|
193
|
+
after: AccountSnapshot;
|
|
194
|
+
signal: import('..').TradeSignal;
|
|
195
|
+
prompts: {
|
|
196
|
+
rule: string;
|
|
197
|
+
prompt: string;
|
|
198
|
+
}[];
|
|
199
|
+
mappedBarCount: number;
|
|
200
|
+
}[]>;
|
|
201
|
+
export declare function runAllStrategiesDemo(): Promise<{
|
|
202
|
+
mode: string;
|
|
203
|
+
policy: string;
|
|
204
|
+
momentum: {
|
|
205
|
+
signals: NormalizedSignal[];
|
|
206
|
+
report: string | undefined;
|
|
207
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
208
|
+
trader: string;
|
|
209
|
+
riskDebate: import('..').RiskDebateState;
|
|
210
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
211
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
212
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
213
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
214
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
215
|
+
executionRejection: string | undefined;
|
|
216
|
+
reportOnly: string | undefined;
|
|
217
|
+
before: AccountSnapshot;
|
|
218
|
+
after: AccountSnapshot;
|
|
219
|
+
signal: import('..').TradeSignal;
|
|
220
|
+
prompts: {
|
|
221
|
+
rule: string;
|
|
222
|
+
prompt: string;
|
|
223
|
+
}[];
|
|
224
|
+
}[];
|
|
225
|
+
eventCases: {
|
|
226
|
+
name: string;
|
|
227
|
+
trace: Awaited<ReturnType<typeof runEventDemo>>;
|
|
228
|
+
}[];
|
|
229
|
+
gabagool: {
|
|
230
|
+
first: {
|
|
231
|
+
signals: NormalizedSignal[];
|
|
232
|
+
report: string | undefined;
|
|
233
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
234
|
+
trader: string;
|
|
235
|
+
riskDebate: import('..').RiskDebateState;
|
|
236
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
237
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
238
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
239
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
240
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
241
|
+
executionRejection: string | undefined;
|
|
242
|
+
reportOnly: string | undefined;
|
|
243
|
+
before: AccountSnapshot;
|
|
244
|
+
after: AccountSnapshot;
|
|
245
|
+
signal: import('..').TradeSignal;
|
|
246
|
+
prompts: {
|
|
247
|
+
rule: string;
|
|
248
|
+
prompt: string;
|
|
249
|
+
}[];
|
|
250
|
+
};
|
|
251
|
+
wait: {
|
|
252
|
+
signals: NormalizedSignal[];
|
|
253
|
+
report: string | undefined;
|
|
254
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
255
|
+
trader: string;
|
|
256
|
+
riskDebate: import('..').RiskDebateState;
|
|
257
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
258
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
259
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
260
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
261
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
262
|
+
executionRejection: string | undefined;
|
|
263
|
+
reportOnly: string | undefined;
|
|
264
|
+
before: AccountSnapshot;
|
|
265
|
+
after: AccountSnapshot;
|
|
266
|
+
signal: import('..').TradeSignal;
|
|
267
|
+
prompts: {
|
|
268
|
+
rule: string;
|
|
269
|
+
prompt: string;
|
|
270
|
+
}[];
|
|
271
|
+
};
|
|
272
|
+
rejected: {
|
|
273
|
+
signals: NormalizedSignal[];
|
|
274
|
+
report: string | undefined;
|
|
275
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
276
|
+
trader: string;
|
|
277
|
+
riskDebate: import('..').RiskDebateState;
|
|
278
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
279
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
280
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
281
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
282
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
283
|
+
executionRejection: string | undefined;
|
|
284
|
+
reportOnly: string | undefined;
|
|
285
|
+
before: AccountSnapshot;
|
|
286
|
+
after: AccountSnapshot;
|
|
287
|
+
signal: import('..').TradeSignal;
|
|
288
|
+
prompts: {
|
|
289
|
+
rule: string;
|
|
290
|
+
prompt: string;
|
|
291
|
+
}[];
|
|
292
|
+
};
|
|
293
|
+
completion: {
|
|
294
|
+
signals: NormalizedSignal[];
|
|
295
|
+
report: string | undefined;
|
|
296
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
297
|
+
trader: string;
|
|
298
|
+
riskDebate: import('..').RiskDebateState;
|
|
299
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
300
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
301
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
302
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
303
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
304
|
+
executionRejection: string | undefined;
|
|
305
|
+
reportOnly: string | undefined;
|
|
306
|
+
before: AccountSnapshot;
|
|
307
|
+
after: AccountSnapshot;
|
|
308
|
+
signal: import('..').TradeSignal;
|
|
309
|
+
prompts: {
|
|
310
|
+
rule: string;
|
|
311
|
+
prompt: string;
|
|
312
|
+
}[];
|
|
313
|
+
};
|
|
314
|
+
satisfied: {
|
|
315
|
+
signals: NormalizedSignal[];
|
|
316
|
+
report: string | undefined;
|
|
317
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
318
|
+
trader: string;
|
|
319
|
+
riskDebate: import('..').RiskDebateState;
|
|
320
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
321
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
322
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
323
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
324
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
325
|
+
executionRejection: string | undefined;
|
|
326
|
+
reportOnly: string | undefined;
|
|
327
|
+
before: AccountSnapshot;
|
|
328
|
+
after: AccountSnapshot;
|
|
329
|
+
signal: import('..').TradeSignal;
|
|
330
|
+
prompts: {
|
|
331
|
+
rule: string;
|
|
332
|
+
prompt: string;
|
|
333
|
+
}[];
|
|
334
|
+
};
|
|
335
|
+
reduced: {
|
|
336
|
+
signals: NormalizedSignal[];
|
|
337
|
+
report: string | undefined;
|
|
338
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
339
|
+
trader: string;
|
|
340
|
+
riskDebate: import('..').RiskDebateState;
|
|
341
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
342
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
343
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
344
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
345
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
346
|
+
executionRejection: string | undefined;
|
|
347
|
+
reportOnly: string | undefined;
|
|
348
|
+
before: AccountSnapshot;
|
|
349
|
+
after: AccountSnapshot;
|
|
350
|
+
signal: import('..').TradeSignal;
|
|
351
|
+
prompts: {
|
|
352
|
+
rule: string;
|
|
353
|
+
prompt: string;
|
|
354
|
+
}[];
|
|
355
|
+
};
|
|
356
|
+
};
|
|
357
|
+
stocks: {
|
|
358
|
+
signals: NormalizedSignal[];
|
|
359
|
+
report: string | undefined;
|
|
360
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
361
|
+
trader: string;
|
|
362
|
+
riskDebate: import('..').RiskDebateState;
|
|
363
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
364
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
365
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
366
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
367
|
+
fill: {
|
|
368
|
+
status: "FILLED" | "REJECTED";
|
|
369
|
+
order: import('./execution').EquityOrder;
|
|
370
|
+
reason?: string;
|
|
371
|
+
account: AccountSnapshot;
|
|
372
|
+
} | undefined;
|
|
373
|
+
before: AccountSnapshot;
|
|
374
|
+
after: AccountSnapshot;
|
|
375
|
+
signal: import('..').TradeSignal;
|
|
376
|
+
prompts: {
|
|
377
|
+
rule: string;
|
|
378
|
+
prompt: string;
|
|
379
|
+
}[];
|
|
380
|
+
mappedBarCount: number;
|
|
381
|
+
}[];
|
|
382
|
+
defensive: {
|
|
383
|
+
signals: NormalizedSignal[];
|
|
384
|
+
report: string | undefined;
|
|
385
|
+
proposal: import('./types').TradeProposal | undefined;
|
|
386
|
+
trader: string;
|
|
387
|
+
riskDebate: import('..').RiskDebateState;
|
|
388
|
+
judge: import('./types').JudgeDecision | undefined;
|
|
389
|
+
verdict: import('./types').RiskVerdict | undefined;
|
|
390
|
+
fundManager: import('./types').FundManagerApproval | undefined;
|
|
391
|
+
approval: import('./types').ExecutionApproval | undefined;
|
|
392
|
+
fill: import('..').PaperExecutionResult | undefined;
|
|
393
|
+
executionRejection: string | undefined;
|
|
394
|
+
reportOnly: string | undefined;
|
|
395
|
+
before: AccountSnapshot;
|
|
396
|
+
after: AccountSnapshot;
|
|
397
|
+
signal: import('..').TradeSignal;
|
|
398
|
+
prompts: {
|
|
399
|
+
rule: string;
|
|
400
|
+
prompt: string;
|
|
401
|
+
}[];
|
|
402
|
+
};
|
|
403
|
+
}>;
|
|
404
|
+
/** The fields of one demo run that the readable summary needs. */
|
|
405
|
+
interface SummaryTrace {
|
|
406
|
+
signals: NormalizedSignal[];
|
|
407
|
+
report?: string;
|
|
408
|
+
proposal?: {
|
|
409
|
+
sourceId: string;
|
|
410
|
+
action: string;
|
|
411
|
+
outcome?: string;
|
|
412
|
+
limitPriceCents?: number;
|
|
413
|
+
quantity: number;
|
|
414
|
+
};
|
|
415
|
+
trader?: string;
|
|
416
|
+
judge?: {
|
|
417
|
+
kind: string;
|
|
418
|
+
maxQuantity?: number;
|
|
419
|
+
};
|
|
420
|
+
verdict?: {
|
|
421
|
+
allowed: boolean;
|
|
422
|
+
maxQuantity: number;
|
|
423
|
+
};
|
|
424
|
+
fundManager?: {
|
|
425
|
+
decision: string;
|
|
426
|
+
quantity?: number;
|
|
427
|
+
};
|
|
428
|
+
approval?: {
|
|
429
|
+
finalQuantity: number;
|
|
430
|
+
};
|
|
431
|
+
fill?: unknown;
|
|
432
|
+
executionRejection?: string;
|
|
433
|
+
reportOnly?: string;
|
|
434
|
+
before: AccountSnapshot;
|
|
435
|
+
after: AccountSnapshot;
|
|
436
|
+
prompts: Array<{
|
|
437
|
+
rule: string;
|
|
438
|
+
prompt: string;
|
|
439
|
+
}>;
|
|
440
|
+
}
|
|
441
|
+
/** One block per run: the six stages the task's demo flow names, in order. */
|
|
442
|
+
export declare function summarizeRun(name: string, trace: SummaryTrace): string[];
|
|
443
|
+
/** Readable chain for every demo run, printed before the full JSON trace. */
|
|
444
|
+
export declare function formatDemoSummary(result: Awaited<ReturnType<typeof runAllStrategiesDemo>>): string;
|
|
445
|
+
export {};
|
|
446
|
+
//# sourceMappingURL=demo.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
import { PredictionMarketTradeIntent } from '../prediction-markets/types';
|
|
2
|
+
import { AccountSnapshot, ExecutionApproval } from './types';
|
|
3
|
+
export declare function toExecutableCents(value: number): number;
|
|
4
|
+
export declare function validateApproval(approval: ExecutionApproval): void;
|
|
5
|
+
export declare function toPredictionMarketIntent(approval: ExecutionApproval): PredictionMarketTradeIntent;
|
|
6
|
+
export interface EquityOrder {
|
|
7
|
+
symbol: string;
|
|
8
|
+
qty: number;
|
|
9
|
+
side: 'buy' | 'sell';
|
|
10
|
+
type: 'market';
|
|
11
|
+
time_in_force: 'day';
|
|
12
|
+
}
|
|
13
|
+
export interface EquityOrderClient {
|
|
14
|
+
createOrder(order: EquityOrder): Promise<unknown>;
|
|
15
|
+
}
|
|
16
|
+
export declare function equityPriceCents(lastClose: number): number;
|
|
17
|
+
export declare function toEquityOrder(approval: ExecutionApproval, lastClose: number, account?: AccountSnapshot): EquityOrder;
|
|
18
|
+
//# sourceMappingURL=execution.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"execution.d.ts","sourceRoot":"","sources":["../../src/strategy-signals/execution.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,2BAA2B,EAAE,MAAM,6BAA6B,CAAA;AAC9E,OAAO,KAAK,EAAE,eAAe,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAGjE,wBAAgB,iBAAiB,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAMvD;AACD,wBAAgB,gBAAgB,CAAC,QAAQ,EAAE,iBAAiB,GAAG,IAAI,CAkBlE;AACD,wBAAgB,wBAAwB,CAAC,QAAQ,EAAE,iBAAiB,GAAG,2BAA2B,CAcjG;AACD,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,MAAM,CAAA;IACd,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,IAAI,EAAE,QAAQ,CAAA;IACd,aAAa,EAAE,KAAK,CAAA;CACrB;AACD,MAAM,WAAW,iBAAiB;IAChC,WAAW,CAAC,KAAK,EAAE,WAAW,GAAG,OAAO,CAAC,OAAO,CAAC,CAAA;CAClD;AACD,wBAAgB,gBAAgB,CAAC,SAAS,EAAE,MAAM,GAAG,MAAM,CAU1D;AACD,wBAAgB,aAAa,CAC3B,QAAQ,EAAE,iBAAiB,EAC3B,SAAS,EAAE,MAAM,EACjB,OAAO,CAAC,EAAE,eAAe,GACxB,WAAW,CA2Bb"}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
/** Credential-free, reviewed synthetic prices. Dollar OHLC and raw nullable volume shape. */
|
|
2
|
+
export declare function openBBTrendRows(direction: 'up' | 'down'): {
|
|
3
|
+
date: string;
|
|
4
|
+
open: number;
|
|
5
|
+
high: number;
|
|
6
|
+
low: number;
|
|
7
|
+
close: number;
|
|
8
|
+
volume: number;
|
|
9
|
+
}[];
|
|
10
|
+
//# sourceMappingURL=bars.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"bars.d.ts","sourceRoot":"","sources":["../../../../src/strategy-signals/fixtures/openbb-data/bars.ts"],"names":[],"mappings":"AAAA,6FAA6F;AAC7F,wBAAgB,eAAe,CAAC,SAAS,EAAE,IAAI,GAAG,MAAM;;;;;;;IAKvD"}
|
|
@@ -0,0 +1,36 @@
|
|
|
1
|
+
export type { Outcome, Instrument, NormalizedSignal, TradeProposal, AccountSnapshot, SourceContext, ProposalContext, SourceGuard, StrategySource, RiskLimits, RiskPosture, RiskVerdict, JudgeDecision, FundManagerApproval, ExecutionApproval, VenueMarket, VenueAdapter, MarketDataProvider, RejectedSignal } from './types';
|
|
2
|
+
export { toTradeSignal } from './types';
|
|
3
|
+
export { validateSignal, validateLimits, validatePosture, validateAccount, partitionValidSignals } from './validate';
|
|
4
|
+
export { toStructuredReport, formatStructuredReport, renderStrategySignalsReport } from './report';
|
|
5
|
+
export { selectProposal, proposalId } from './proposal';
|
|
6
|
+
export { applyRiskGate } from './risk-gate';
|
|
7
|
+
export { toExecutableCents, toPredictionMarketIntent, toEquityOrder } from './execution';
|
|
8
|
+
export type { EquityOrder, EquityOrderClient } from './execution';
|
|
9
|
+
export { MockVenue } from './venues/mock-venue';
|
|
10
|
+
export { MockEquityBroker } from './venues/mock-equity-broker';
|
|
11
|
+
export { FixtureDataProvider } from './data/fixture-data-provider';
|
|
12
|
+
export { kalshiMomentumSource } from './sources/kalshi-momentum';
|
|
13
|
+
export { createSpreadAwareMomentumSource } from './sources/spread-aware-momentum';
|
|
14
|
+
export type { SpreadAwareMomentumInput } from './sources/spread-aware-momentum';
|
|
15
|
+
export { readSpreadMomentum, DEFAULT_SPREAD_MOMENTUM_CONFIG } from './indicators/spread-aware-momentum';
|
|
16
|
+
export type { QuotedMomentumTick, SpreadMomentumConfig, SpreadMomentumReading } from './indicators/spread-aware-momentum';
|
|
17
|
+
export { kalshiVibeSource } from './sources/kalshi-vibe';
|
|
18
|
+
export type { KalshiVibeInput } from './sources/kalshi-vibe';
|
|
19
|
+
export { kalshiVibeGuard, vibeBuyFailure, vibeKellyQuantity, VIBE_LIMITS } from './sources/kalshi-vibe-guards';
|
|
20
|
+
export { fromKalshiMarket } from './venues/kalshi-venue-mapping';
|
|
21
|
+
export { fromPmxtMarket } from './venues/pmxt-venue-mapping';
|
|
22
|
+
export type { PmxtMappingOptions } from './venues/pmxt-venue-mapping';
|
|
23
|
+
export { hedgeFundTechnicalsSource, technicalRsi, technicalEma, technicalBollinger, technicalAtr, technicalAdx, technicalHurst, combineTechnicalSignals, analyzeTechnicals } from './sources/hedge-fund-technicals';
|
|
24
|
+
export type { TechnicalsInput, TechnicalGroup, TechnicalGroups } from './sources/hedge-fund-technicals';
|
|
25
|
+
export { redFlagsSource } from './sources/red-flags';
|
|
26
|
+
export type { RedFlagsInput } from './sources/red-flags';
|
|
27
|
+
export { initialSurvivalState, updateSurvivalState, toSurvivalPosture } from './survival-posture';
|
|
28
|
+
export type { SurvivalMode, SurvivalState } from './survival-posture';
|
|
29
|
+
export { fromOpenBBBars } from './data/openbb-mapping';
|
|
30
|
+
export { gabagoolSource } from './sources/gabagool';
|
|
31
|
+
export type { GabagoolInput } from './sources/gabagool';
|
|
32
|
+
export { btc15mFusionSource, btc15mGuard } from './sources/btc15m-fusion';
|
|
33
|
+
export type { BtcFusionInput } from './sources/btc15m-fusion';
|
|
34
|
+
export { copyTradeSizingSource } from './sources/copy-trade-sizing';
|
|
35
|
+
export type { CopyTradeSizingInput } from './sources/copy-trade-sizing';
|
|
36
|
+
//# sourceMappingURL=index.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/strategy-signals/index.ts"],"names":[],"mappings":"AAAA,YAAY,EACV,OAAO,EACP,UAAU,EACV,gBAAgB,EAChB,aAAa,EACb,eAAe,EACf,aAAa,EACb,eAAe,EACf,WAAW,EACX,cAAc,EACd,UAAU,EACV,WAAW,EACX,WAAW,EACX,aAAa,EACb,mBAAmB,EACnB,iBAAiB,EACjB,WAAW,EACX,YAAY,EACZ,kBAAkB,EAClB,cAAc,EACf,MAAM,SAAS,CAAA;AAChB,OAAO,EAAE,aAAa,EAAE,MAAM,SAAS,CAAA;AACvC,OAAO,EACL,cAAc,EACd,cAAc,EACd,eAAe,EACf,eAAe,EACf,qBAAqB,EACtB,MAAM,YAAY,CAAA;AACnB,OAAO,EAAE,kBAAkB,EAAE,sBAAsB,EAAE,2BAA2B,EAAE,MAAM,UAAU,CAAA;AAClG,OAAO,EAAE,cAAc,EAAE,UAAU,EAAE,MAAM,YAAY,CAAA;AACvD,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAA;AAC3C,OAAO,EAAE,iBAAiB,EAAE,wBAAwB,EAAE,aAAa,EAAE,MAAM,aAAa,CAAA;AACxF,YAAY,EAAE,WAAW,EAAE,iBAAiB,EAAE,MAAM,aAAa,CAAA;AACjE,OAAO,EAAE,SAAS,EAAE,MAAM,qBAAqB,CAAA;AAC/C,OAAO,EAAE,gBAAgB,EAAE,MAAM,6BAA6B,CAAA;AAC9D,OAAO,EAAE,mBAAmB,EAAE,MAAM,8BAA8B,CAAA;AAClE,OAAO,EAAE,oBAAoB,EAAE,MAAM,2BAA2B,CAAA;AAChE,OAAO,EAAE,+BAA+B,EAAE,MAAM,iCAAiC,CAAA;AACjF,YAAY,EAAE,wBAAwB,EAAE,MAAM,iCAAiC,CAAA;AAC/E,OAAO,EAAE,kBAAkB,EAAE,8BAA8B,EAAE,MAAM,oCAAoC,CAAA;AACvG,YAAY,EAAE,kBAAkB,EAAE,oBAAoB,EAAE,qBAAqB,EAAE,MAAM,oCAAoC,CAAA;AACzH,OAAO,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAA;AACxD,YAAY,EAAE,eAAe,EAAE,MAAM,uBAAuB,CAAA;AAC5D,OAAO,EACL,eAAe,EACf,cAAc,EACd,iBAAiB,EACjB,WAAW,EACZ,MAAM,8BAA8B,CAAA;AACrC,OAAO,EAAE,gBAAgB,EAAE,MAAM,+BAA+B,CAAA;AAChE,OAAO,EAAE,cAAc,EAAE,MAAM,6BAA6B,CAAA;AAC5D,YAAY,EAAE,kBAAkB,EAAE,MAAM,6BAA6B,CAAA;AACrE,OAAO,EACL,yBAAyB,EACzB,YAAY,EACZ,YAAY,EACZ,kBAAkB,EAClB,YAAY,EACZ,YAAY,EACZ,cAAc,EACd,uBAAuB,EACvB,iBAAiB,EAClB,MAAM,iCAAiC,CAAA;AACxC,YAAY,EACV,eAAe,EACf,cAAc,EACd,eAAe,EAChB,MAAM,iCAAiC,CAAA;AACxC,OAAO,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AACpD,YAAY,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAA;AACxD,OAAO,EAAE,oBAAoB,EAAE,mBAAmB,EAAE,iBAAiB,EAAE,MAAM,oBAAoB,CAAA;AACjG,YAAY,EAAE,YAAY,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AACrE,OAAO,EAAE,cAAc,EAAE,MAAM,uBAAuB,CAAA;AACtD,OAAO,EAAE,cAAc,EAAE,MAAM,oBAAoB,CAAA;AACnD,YAAY,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AACvD,OAAO,EAAE,kBAAkB,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACzE,YAAY,EAAE,cAAc,EAAE,MAAM,yBAAyB,CAAA;AAC7D,OAAO,EAAE,qBAAqB,EAAE,MAAM,6BAA6B,CAAA;AACnE,YAAY,EAAE,oBAAoB,EAAE,MAAM,6BAA6B,CAAA"}
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
import { KalshiMarketTick } from '../../prediction-markets/types';
|
|
2
|
+
import { Outcome } from '../types';
|
|
3
|
+
export interface QuotedMomentumTick extends KalshiMarketTick {
|
|
4
|
+
yesBidCents: number | null;
|
|
5
|
+
yesAskCents: number | null;
|
|
6
|
+
noBidCents: number | null;
|
|
7
|
+
noAskCents: number | null;
|
|
8
|
+
}
|
|
9
|
+
export interface SpreadMomentumConfig {
|
|
10
|
+
window: number;
|
|
11
|
+
minScore: number;
|
|
12
|
+
costAllowanceCents: number;
|
|
13
|
+
maxQuoteAgeMs: number;
|
|
14
|
+
maxGapMs: number;
|
|
15
|
+
}
|
|
16
|
+
export declare const DEFAULT_SPREAD_MOMENTUM_CONFIG: Readonly<SpreadMomentumConfig>;
|
|
17
|
+
export interface SpreadMomentumReading {
|
|
18
|
+
ready: boolean;
|
|
19
|
+
reason: string;
|
|
20
|
+
moveCents: number;
|
|
21
|
+
efficiency: number;
|
|
22
|
+
noiseCents: number;
|
|
23
|
+
spreadCents: number;
|
|
24
|
+
costCents: number;
|
|
25
|
+
score: number;
|
|
26
|
+
}
|
|
27
|
+
export declare function spreadMomentumConfig(overrides?: Partial<SpreadMomentumConfig>): Readonly<SpreadMomentumConfig>;
|
|
28
|
+
export declare function validateQuotedTick(tick: QuotedMomentumTick): void;
|
|
29
|
+
/** A historical movement score, not P(YES) or an estimate of future profit. */
|
|
30
|
+
export declare function readSpreadMomentum(ticks: QuotedMomentumTick[], outcome: Outcome, evaluationTime: string, overrides?: Partial<SpreadMomentumConfig>): SpreadMomentumReading;
|
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31
|
+
//# sourceMappingURL=spread-aware-momentum.d.ts.map
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@@ -0,0 +1 @@
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|
1
|
+
{"version":3,"file":"spread-aware-momentum.d.ts","sourceRoot":"","sources":["../../../src/strategy-signals/indicators/spread-aware-momentum.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,gCAAgC,CAAA;AACtE,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,UAAU,CAAA;AAGvC,MAAM,WAAW,kBAAmB,SAAQ,gBAAgB;IAC1D,WAAW,EAAE,MAAM,GAAG,IAAI,CAAA;IAC1B,WAAW,EAAE,MAAM,GAAG,IAAI,CAAA;IAC1B,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;CAC1B;AAED,MAAM,WAAW,oBAAoB;IACnC,MAAM,EAAE,MAAM,CAAA;IACd,QAAQ,EAAE,MAAM,CAAA;IAChB,kBAAkB,EAAE,MAAM,CAAA;IAC1B,aAAa,EAAE,MAAM,CAAA;IACrB,QAAQ,EAAE,MAAM,CAAA;CACjB;AAED,eAAO,MAAM,8BAA8B,EAAE,QAAQ,CAAC,oBAAoB,CAMzE,CAAA;AAED,MAAM,WAAW,qBAAqB;IACpC,KAAK,EAAE,OAAO,CAAA;IACd,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;IACjB,KAAK,EAAE,MAAM,CAAA;CACd;AAED,wBAAgB,oBAAoB,CAClC,SAAS,GAAE,OAAO,CAAC,oBAAoB,CAAM,GAC5C,QAAQ,CAAC,oBAAoB,CAAC,CAUhC;AAED,wBAAgB,kBAAkB,CAAC,IAAI,EAAE,kBAAkB,GAAG,IAAI,CASjE;AAED,+EAA+E;AAC/E,wBAAgB,kBAAkB,CAChC,KAAK,EAAE,kBAAkB,EAAE,EAC3B,OAAO,EAAE,OAAO,EAChB,cAAc,EAAE,MAAM,EACtB,SAAS,GAAE,OAAO,CAAC,oBAAoB,CAAM,GAC5C,qBAAqB,CA4CvB"}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
import { Instrument, NormalizedSignal, Outcome, ProposalContext, TradeProposal } from './types';
|
|
2
|
+
export declare function proposalId(sourceId: string, instrument: Instrument, outcome: Outcome | undefined, action: string, asOf: string): string;
|
|
3
|
+
export declare function heldQuantity(context: ProposalContext, outcome?: Outcome): number;
|
|
4
|
+
export declare function selectProposal(decision: string, valid: NormalizedSignal[], context: ProposalContext): {
|
|
5
|
+
proposal: TradeProposal;
|
|
6
|
+
signal?: NormalizedSignal;
|
|
7
|
+
} | {
|
|
8
|
+
reportOnly: string;
|
|
9
|
+
};
|
|
10
|
+
//# sourceMappingURL=proposal.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"proposal.d.ts","sourceRoot":"","sources":["../../src/strategy-signals/proposal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,UAAU,EAAE,gBAAgB,EAAE,OAAO,EAAE,eAAe,EAAE,aAAa,EAAE,MAAM,SAAS,CAAA;AAGpG,wBAAgB,UAAU,CACxB,QAAQ,EAAE,MAAM,EAChB,UAAU,EAAE,UAAU,EACtB,OAAO,EAAE,OAAO,GAAG,SAAS,EAC5B,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,GACX,MAAM,CAER;AACD,wBAAgB,YAAY,CAAC,OAAO,EAAE,eAAe,EAAE,OAAO,CAAC,EAAE,OAAO,GAAG,MAAM,CAOhF;AACD,wBAAgB,cAAc,CAC5B,QAAQ,EAAE,MAAM,EAChB,KAAK,EAAE,gBAAgB,EAAE,EACzB,OAAO,EAAE,eAAe,GACvB;IAAE,QAAQ,EAAE,aAAa,CAAC;IAAC,MAAM,CAAC,EAAE,gBAAgB,CAAA;CAAE,GAAG;IAAE,UAAU,EAAE,MAAM,CAAA;CAAE,CAgHjF"}
|
|
@@ -0,0 +1,6 @@
|
|
|
1
|
+
import { StructuredReport } from '../trading-agents/types';
|
|
2
|
+
import { NormalizedSignal, RejectedSignal } from './types';
|
|
3
|
+
export declare function toStructuredReport(valid: NormalizedSignal[], rejected?: RejectedSignal[]): StructuredReport;
|
|
4
|
+
export declare function formatStructuredReport(report: StructuredReport): string;
|
|
5
|
+
export declare function renderStrategySignalsReport(valid: NormalizedSignal[], rejected?: RejectedSignal[]): string;
|
|
6
|
+
//# sourceMappingURL=report.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"report.d.ts","sourceRoot":"","sources":["../../src/strategy-signals/report.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,yBAAyB,CAAA;AAC/D,OAAO,KAAK,EAAE,gBAAgB,EAAE,cAAc,EAAE,MAAM,SAAS,CAAA;AAE/D,wBAAgB,kBAAkB,CAChC,KAAK,EAAE,gBAAgB,EAAE,EACzB,QAAQ,GAAE,cAAc,EAAO,GAC9B,gBAAgB,CA2BlB;AACD,wBAAgB,sBAAsB,CAAC,MAAM,EAAE,gBAAgB,GAAG,MAAM,CAEvE;AACD,wBAAgB,2BAA2B,CACzC,KAAK,EAAE,gBAAgB,EAAE,EACzB,QAAQ,GAAE,cAAc,EAAO,GAC9B,MAAM,CAIR"}
|
|
@@ -0,0 +1,3 @@
|
|
|
1
|
+
import { NormalizedSignal, ProposalContext, RiskLimits, RiskPosture, RiskVerdict, StrategySource, TradeProposal } from './types';
|
|
2
|
+
export declare function applyRiskGate(proposal: TradeProposal, context: ProposalContext, limits: RiskLimits, posture: RiskPosture, source?: Pick<StrategySource<any>, 'id' | 'guards'>, signal?: NormalizedSignal): RiskVerdict;
|
|
3
|
+
//# sourceMappingURL=risk-gate.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"risk-gate.d.ts","sourceRoot":"","sources":["../../src/strategy-signals/risk-gate.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,gBAAgB,EAChB,eAAe,EACf,UAAU,EACV,WAAW,EACX,WAAW,EACX,cAAc,EACd,aAAa,EACd,MAAM,SAAS,CAAA;AAWhB,wBAAgB,aAAa,CAC3B,QAAQ,EAAE,aAAa,EACvB,OAAO,EAAE,eAAe,EACxB,MAAM,EAAE,UAAU,EAClB,OAAO,EAAE,WAAW,EACpB,MAAM,CAAC,EAAE,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,EAAE,IAAI,GAAG,QAAQ,CAAC,EACnD,MAAM,CAAC,EAAE,gBAAgB,GACxB,WAAW,CAuFb"}
|
|
@@ -0,0 +1,16 @@
|
|
|
1
|
+
import { BtcFusionConfig, BtcProcessorSignal } from '../../prediction-markets/strategies/btc15m-fusion';
|
|
2
|
+
import { SourceGuard, StrategySource } from '../types';
|
|
3
|
+
export interface BtcFusionInput {
|
|
4
|
+
venue: string;
|
|
5
|
+
marketId: string;
|
|
6
|
+
asOf: string;
|
|
7
|
+
signals: BtcProcessorSignal[];
|
|
8
|
+
yesAskCents: number;
|
|
9
|
+
noAskCents: number;
|
|
10
|
+
quantity?: number;
|
|
11
|
+
config?: Partial<BtcFusionConfig>;
|
|
12
|
+
}
|
|
13
|
+
/** Entry-only source limits. Drawdown and daily loss are not ported: snapshots lack the required historical state. */
|
|
14
|
+
export declare const btc15mGuard: SourceGuard;
|
|
15
|
+
export declare const btc15mFusionSource: StrategySource<BtcFusionInput>;
|
|
16
|
+
//# sourceMappingURL=btc15m-fusion.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"btc15m-fusion.d.ts","sourceRoot":"","sources":["../../../src/strategy-signals/sources/btc15m-fusion.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EACV,eAAe,EACf,kBAAkB,EACnB,MAAM,mDAAmD,CAAA;AAC1D,OAAO,KAAK,EAAE,WAAW,EAAE,cAAc,EAAE,MAAM,UAAU,CAAA;AAG3D,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,kBAAkB,EAAE,CAAA;IAC7B,WAAW,EAAE,MAAM,CAAA;IACnB,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,MAAM,CAAC,EAAE,OAAO,CAAC,eAAe,CAAC,CAAA;CAClC;AACD,sHAAsH;AACtH,eAAO,MAAM,WAAW,EAAE,WAuBzB,CAAA;AACD,eAAO,MAAM,kBAAkB,EAAE,cAAc,CAAC,cAAc,CA+E7D,CAAA"}
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
import { CopyTradeSizingConfig } from '../../prediction-markets/strategies/copy-trade-sizing';
|
|
2
|
+
import { StrategySource } from '../types';
|
|
3
|
+
export interface CopyTradeSizingInput {
|
|
4
|
+
venue: string;
|
|
5
|
+
marketId: string;
|
|
6
|
+
outcome: 'YES' | 'NO';
|
|
7
|
+
side: 'BUY' | 'SELL';
|
|
8
|
+
asOf: string;
|
|
9
|
+
notionalUsd: number;
|
|
10
|
+
shares: number;
|
|
11
|
+
priceCents: number;
|
|
12
|
+
config?: Partial<CopyTradeSizingConfig>;
|
|
13
|
+
}
|
|
14
|
+
export declare const copyTradeSizingSource: StrategySource<CopyTradeSizingInput>;
|
|
15
|
+
//# sourceMappingURL=copy-trade-sizing.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"copy-trade-sizing.d.ts","sourceRoot":"","sources":["../../../src/strategy-signals/sources/copy-trade-sizing.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,qBAAqB,EAAE,MAAM,uDAAuD,CAAA;AAClG,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,UAAU,CAAA;AAG9C,MAAM,WAAW,oBAAoB;IACnC,KAAK,EAAE,MAAM,CAAA;IACb,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,KAAK,GAAG,IAAI,CAAA;IACrB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,IAAI,EAAE,MAAM,CAAA;IACZ,WAAW,EAAE,MAAM,CAAA;IACnB,MAAM,EAAE,MAAM,CAAA;IACd,UAAU,EAAE,MAAM,CAAA;IAClB,MAAM,CAAC,EAAE,OAAO,CAAC,qBAAqB,CAAC,CAAA;CACxC;AACD,eAAO,MAAM,qBAAqB,EAAE,cAAc,CAAC,oBAAoB,CAuDtE,CAAA"}
|