investing 0.1.310 → 0.1.311

package/dist/strategy-signals/sources/gabagool.d.ts

@@ -1,12 +0,0 @@
-import { GabagoolConfig } from '../../prediction-markets/strategies/gabagool';
-import { StrategySource } from '../types';
-export interface GabagoolInput {
-    venue: string;
-    marketId: string;
-    asOf: string;
-    yesAskCents: number;
-    noAskCents: number;
-    config?: Partial<GabagoolConfig>;
-}
-export declare const gabagoolSource: StrategySource<GabagoolInput>;
-//# sourceMappingURL=gabagool.d.ts.map

package/dist/strategy-signals/sources/gabagool.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/sources/hedge-fund-technicals.d.ts

@@ -1,42 +0,0 @@
-import { StockData } from '../../trading-agents/types';
-import { StrategySource } from '../types';
-/** Independent numerical implementation of the observed technical-analysis contract.
- * Windows, unbiased sample moments and EMA adjustment are pinned against Python references.
- * No vendored code is imported. Upstream's missing notice prevents a translated implementation.
- */
-export interface TechnicalsInput {
-    symbol: string;
-    bars: StockData[];
-    missingVolume?: number;
-    quantity?: number;
-}
-export interface TechnicalGroup {
-    signal: 'bullish' | 'bearish' | 'neutral';
-    confidence: number;
-    metrics: Record<string, number>;
-}
-export type TechnicalGroups = Record<'trend' | 'mean_reversion' | 'momentum' | 'volatility' | 'stat_arb', TechnicalGroup>;
-export declare function technicalRsi(close: number[], period?: number): number[];
-export declare function technicalEma(close: number[], period: number): number[];
-export declare function technicalBollinger(close: number[], period?: number): {
-    upper: number[];
-    lower: number[];
-};
-export declare function technicalAtr(bars: StockData[], period?: number): number[];
-export declare function technicalAdx(bars: StockData[], period?: number): number[];
-/** Upstream subtracts pandas Series slices with the original index. Aligned overlap has
- * zero difference, unlike array subtraction. Empty overlaps also fall back to epsilon
- * through Python's max(epsilon, NaN). Don't silently replace it with another estimator.
- */
-export declare function technicalHurst(close: number[], maxLag?: number): number;
-export declare function combineTechnicalSignals(groups: TechnicalGroups): {
-    signal: TechnicalGroup['signal'];
-    confidence: number;
-    score: number;
-};
-export declare function analyzeTechnicals(bars: StockData[]): {
-    groups: TechnicalGroups;
-    combined: ReturnType<typeof combineTechnicalSignals>;
-};
-export declare const hedgeFundTechnicalsSource: StrategySource<TechnicalsInput>;
-//# sourceMappingURL=hedge-fund-technicals.d.ts.map

package/dist/strategy-signals/sources/hedge-fund-technicals.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/sources/kalshi-momentum.d.ts

@@ -1,10 +0,0 @@
-import { KalshiMarketTick, KalshiMomentumConfig } from '../../prediction-markets/types';
-import { StrategySource } from '../types';
-export interface MomentumInput {
-    ticks: KalshiMarketTick[];
-    config?: Partial<KalshiMomentumConfig>;
-    venue?: string;
-    marketId?: string;
-}
-export declare const kalshiMomentumSource: StrategySource<MomentumInput>;
-//# sourceMappingURL=kalshi-momentum.d.ts.map

package/dist/strategy-signals/sources/kalshi-momentum.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/sources/kalshi-vibe-guards.d.ts

@@ -1,15 +0,0 @@
-import { Outcome, SourceGuard } from '../types';
-export declare const VIBE_LIMITS: {
-    readonly minEdgePoints: 5;
-    readonly minProbability: 0.6;
-    readonly maxEdgePoints: 22;
-    readonly maxProbability: 0.9;
-    readonly minEntryCents: 26;
-    readonly bankrollFraction: 0.05;
-};
-export declare function vibeBuyFailure(probabilityYes: number, outcome: Outcome, priceCents: number): string | undefined;
-/** Full Kelly stake / premium, capped to 5% cash when that funds one contract.
- * Upstream retains a one-contract retry when positive Kelly floors to zero. */
-export declare function vibeKellyQuantity(cashCents: number, probabilityYes: number, outcome: Outcome, priceCents: number): number;
-export declare const kalshiVibeGuard: SourceGuard;
-//# sourceMappingURL=kalshi-vibe-guards.d.ts.map

package/dist/strategy-signals/sources/kalshi-vibe-guards.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/sources/kalshi-vibe.d.ts

@@ -1,11 +0,0 @@
-import { StrategySource, VenueMarket } from '../types';
-export interface KalshiVibeInput {
-    market: VenueMarket;
-    forecast: {
-        direction: 'YES' | 'NO' | 'SKIP';
-        probabilityYes: number;
-        asOf: string;
-    };
-}
-export declare const kalshiVibeSource: StrategySource<unknown>;
-//# sourceMappingURL=kalshi-vibe.d.ts.map

package/dist/strategy-signals/sources/kalshi-vibe.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/sources/red-flags.d.ts

@@ -1,13 +0,0 @@
-import { StrategySource } from '../types';
-export interface RedFlagsInput {
-    symbol: string;
-    sector?: 'general' | 'technology' | 'banking' | 'utilities' | 'shipping';
-    /** Percentage units, e.g. 500 means 500%, with dollar income and cash flow. */
-    debtToEquityPercent?: number;
-    netIncome?: number;
-    freeCashFlow?: number;
-    interestCoverage?: number;
-}
-/** Independent advisory scorer. No copied parser/code; no veto or SourceGuard. */
-export declare const redFlagsSource: StrategySource<RedFlagsInput>;
-//# sourceMappingURL=red-flags.d.ts.map

package/dist/strategy-signals/sources/red-flags.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/sources/spread-aware-momentum.d.ts

@@ -1,11 +0,0 @@
-import { KalshiMomentumConfig } from '../../prediction-markets/types';
-import { QuotedMomentumTick, SpreadMomentumConfig } from '../indicators/spread-aware-momentum';
-import { StrategySource } from '../types';
-export interface SpreadAwareMomentumInput {
-    ticks: QuotedMomentumTick[];
-    config?: Partial<KalshiMomentumConfig>;
-    marketId: string;
-}
-/** Keep the existing bot's candidate and exit rules; qualify entries using quotes. */
-export declare function createSpreadAwareMomentumSource(overrides?: Partial<SpreadMomentumConfig>): StrategySource<SpreadAwareMomentumInput>;
-//# sourceMappingURL=spread-aware-momentum.d.ts.map

package/dist/strategy-signals/sources/spread-aware-momentum.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/survival-posture.d.ts

@@ -1,13 +0,0 @@
-import { RiskPosture } from './types';
-export type SurvivalMode = 'GROWTH' | 'SURVIVAL' | 'RECOVERY' | 'DEFENSIVE' | 'CRITICAL';
-export interface SurvivalState {
-    mode: SurvivalMode;
-    pending: SurvivalMode | null;
-    pendingCount: number;
-}
-/** Independent state-machine implementation; upstream ISC notice is incomplete. */
-export declare function initialSurvivalState(): SurvivalState;
-export declare function updateSurvivalState(previous: SurvivalState, currentEquity: number, initialEquity: number, hysteresis?: number): SurvivalState;
-/** Approved demo sizing policy, NOT a numeric rule defined by upstream. SELLs bypass entry posture in the common gate. */
-export declare function toSurvivalPosture(state: SurvivalState | SurvivalMode): RiskPosture;
-//# sourceMappingURL=survival-posture.d.ts.map

package/dist/strategy-signals/survival-posture.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/types.d.ts

@@ -1,138 +0,0 @@
-import { StockData, TradeSignal } from '../trading-agents/types';
-import { PaperPosition, PaperPortfolioState, PaperExecutionResult, PredictionMarketTradeIntent } from '../prediction-markets/types';
-export type Outcome = 'YES' | 'NO';
-export type Instrument = {
-    type: 'equity';
-    symbol: string;
-} | {
-    type: 'event';
-    venue: string;
-    marketId: string;
-    outcome?: Outcome;
-};
-export interface NormalizedSignal extends Pick<TradeSignal, 'action' | 'confidence' | 'reasoning'> {
-    sourceId: string;
-    upstream: string;
-    kind: 'signal' | 'recommendation' | 'order' | 'portfolio';
-    instrument: Instrument;
-    asOf: string;
-    /** Always P(YES), only when supplied by a genuine forecast. */
-    probability?: number;
-    order?: PredictionMarketTradeIntent;
-    targets?: Array<Pick<PaperPosition, 'ticker' | 'outcome' | 'quantity'> & {
-        priceCents: number;
-    }>;
-    sizing?: {
-        quantity?: number;
-        limitPriceCents?: number;
-    };
-    evidence?: Record<string, number | string>;
-}
-export interface TradeProposal {
-    proposalId: string;
-    sourceId: string;
-    instrument: Instrument;
-    action: 'BUY' | 'SELL';
-    outcome?: Outcome;
-    /** Undefined only for a directional stock decision, priced at preflight. */
-    limitPriceCents?: number;
-    quantity: number;
-    asOf: string;
-}
-export type AccountSnapshot = {
-    kind: 'event';
-    venue: string;
-    portfolio: PaperPortfolioState;
-} | {
-    kind: 'equity';
-    cashCents: number;
-    shares: Record<string, {
-        quantity: number;
-        averagePriceCents: number;
-    }>;
-};
-export interface SourceContext {
-    account?: AccountSnapshot;
-    evaluationTime: string;
-}
-export interface ProposalContext extends SourceContext {
-    instrument: Instrument;
-    event?: VenueMarket;
-}
-export type SourceGuard = (proposal: TradeProposal, context: SourceContext, signal: NormalizedSignal) => {
-    maxQuantity?: number;
-    deny?: string;
-};
-export interface StrategySource<I = unknown> {
-    id: string;
-    upstream: string;
-    maxSignalAgeMs?: number;
-    guards?: SourceGuard[];
-    run(input: I, context: SourceContext): NormalizedSignal[];
-}
-export interface RiskLimits {
-    maxPositionPerMarket: number;
-    maxOpenPositions?: number;
-}
-export interface RiskPosture {
-    label: string;
-    sizeMultiplier: number;
-    allowNewEntries: boolean;
-}
-export interface RiskVerdict {
-    allowed: boolean;
-    maxQuantity: number;
-    reasons: string[];
-    limits: RiskLimits;
-}
-export type JudgeDecision = {
-    kind: 'PROCEED';
-} | {
-    kind: 'BLOCK';
-} | {
-    kind: 'REDUCE';
-    maxQuantity: number;
-};
-export interface FundManagerApproval {
-    decision: 'APPROVE' | 'REJECT' | 'MODIFY';
-    proposalId: string;
-    quantity?: number;
-}
-export interface ExecutionApproval {
-    proposal: TradeProposal;
-    finalQuantity: number;
-    verdict: RiskVerdict;
-    judge: JudgeDecision;
-    fundManager: FundManagerApproval;
-    reasons: string[];
-}
-export interface VenueMarket {
-    venue: string;
-    marketId: string;
-    title: string;
-    question?: string;
-    status: 'open' | 'closed';
-    closesAt?: string;
-    outcomes: Array<{
-        outcomeId: string;
-        label: string;
-        side: Outcome;
-        bidCents: number | null;
-        askCents: number | null;
-        tickSizeCents?: number;
-    }>;
-}
-export interface VenueAdapter {
-    venue: string;
-    getMarket(id: string): Promise<VenueMarket>;
-    placeOrder(intent: PredictionMarketTradeIntent): Promise<PaperExecutionResult>;
-}
-export interface MarketDataProvider {
-    getDailyBars(symbol: string, from: string, to: string): Promise<StockData[]>;
-}
-export interface RejectedSignal {
-    input: unknown;
-    reasons: string[];
-}
-export declare function toTradeSignal(signal: NormalizedSignal): TradeSignal;
-//# sourceMappingURL=types.d.ts.map

package/dist/strategy-signals/types.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/validate.d.ts

@@ -1,15 +0,0 @@
-import { Instrument, NormalizedSignal, RejectedSignal, StrategySource } from './types';
-export declare const isRecord: (x: unknown) => x is Record<string, unknown>;
-export declare const isQuantity: (x: unknown) => x is number;
-export declare const isUtcTime: (x: unknown) => x is string;
-export declare function validateInstrument(x: unknown): string[];
-export declare function matchesInstrument(a: Instrument, b: Instrument): boolean;
-export declare function validateSignal(x: unknown, expected?: Instrument): string[];
-export declare function validateLimits(x: unknown): string[];
-export declare function validatePosture(x: unknown): string[];
-export declare function validateAccount(x: unknown): string[];
-export declare function partitionValidSignals(xs: unknown, expected: Instrument, evaluationTime: string, source?: Pick<StrategySource, 'id' | 'maxSignalAgeMs'>): {
-    valid: NormalizedSignal[];
-    rejected: RejectedSignal[];
-};
-//# sourceMappingURL=validate.d.ts.map

package/dist/strategy-signals/validate.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/venues/kalshi-venue-mapping.d.ts

@@ -1,3 +0,0 @@
-import { VenueMarket } from '../types';
-export declare function fromKalshiMarket(raw: unknown): VenueMarket;
-//# sourceMappingURL=kalshi-venue-mapping.d.ts.map

package/dist/strategy-signals/venues/kalshi-venue-mapping.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"kalshi-venue-mapping.d.ts","sourceRoot":"","sources":["../../../src/strategy-signals/venues/kalshi-venue-mapping.ts"],"names":[],"mappings":"AAAA;oEACoE;AACpE,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,UAAU,CAAA;AAG3C,wBAAgB,gBAAgB,CAAC,GAAG,EAAE,OAAO,GAAG,WAAW,CA6E1D"}

package/dist/strategy-signals/venues/mock-equity-broker.d.ts

@@ -1,16 +0,0 @@
-import { AccountSnapshot } from '../types';
-import { EquityOrder, EquityOrderClient } from '../execution';
-export declare class MockEquityBroker implements EquityOrderClient {
-    private closes;
-    private account;
-    constructor(closes: Record<string, number>, cashCents?: number);
-    setClose(symbol: string, close: number): void;
-    snapshot(): AccountSnapshot;
-    createOrder(order: EquityOrder): Promise<{
-        status: 'FILLED' | 'REJECTED';
-        order: EquityOrder;
-        reason?: string;
-        account: AccountSnapshot;
-    }>;
-}
-//# sourceMappingURL=mock-equity-broker.d.ts.map

package/dist/strategy-signals/venues/mock-equity-broker.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/venues/mock-venue.d.ts

@@ -1,14 +0,0 @@
-import { PaperExecutionResult, PredictionMarketTradeIntent } from '../../prediction-markets/types';
-import { AccountSnapshot, ExecutionApproval, VenueAdapter, VenueMarket } from '../types';
-export declare class MockVenue implements VenueAdapter {
-    readonly venue: string;
-    private executor;
-    private markets;
-    constructor(venue: string, markets: VenueMarket[], initialCashCents?: number, maxPositionPerMarket?: number);
-    setMarket(market: VenueMarket): void;
-    getMarket(id: string): Promise<VenueMarket>;
-    execute(approval: ExecutionApproval): Promise<PaperExecutionResult>;
-    placeOrder(intent: PredictionMarketTradeIntent): Promise<PaperExecutionResult>;
-    snapshot(): AccountSnapshot;
-}
-//# sourceMappingURL=mock-venue.d.ts.map

package/dist/strategy-signals/venues/mock-venue.d.ts.map

@@ -1 +0,0 @@
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package/dist/strategy-signals/venues/pmxt-venue-mapping.d.ts

@@ -1,7 +0,0 @@
-import { VenueMarket } from '../types';
-export interface PmxtMappingOptions {
-    venue?: string;
-    /** Demo only: use point prices as synthetic bid=ask quotes. */ priceAsQuote?: boolean;
-}
-export declare function fromPmxtMarket(raw: unknown, options?: PmxtMappingOptions): VenueMarket;
-//# sourceMappingURL=pmxt-venue-mapping.d.ts.map

package/dist/strategy-signals/venues/pmxt-venue-mapping.d.ts.map

@@ -1 +0,0 @@
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package/dist/trading-agents/agents/risk-judge.d.ts

@@ -1,13 +0,0 @@
-import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
-import { JudgeDecision } from '../../strategy-signals/types';
-export declare function parseJudgeDecision(text: string): {
-    decision: JudgeDecision;
-    reason?: string;
-};
-export declare class RiskJudge {
-    private llm;
-    constructor(llm: LLMClient);
-    makeDecision(state: AgentState): Promise<Partial<AgentState>>;
-}
-//# sourceMappingURL=risk-judge.d.ts.map

package/dist/trading-agents/agents/risk-judge.d.ts.map

@@ -1 +0,0 @@
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package/dist/trading-agents/index.cjs

@@ -1 +0,0 @@
-"use strict";Object.defineProperty(exports,Symbol.toStringTag,{value:"Module"});const e=require("../scripted-llm-CmDVkhyH.cjs");exports.BearResearcher=e.BearResearcher,exports.BullResearcher=e.BullResearcher,exports.FinancialSituationMemory=e.FinancialSituationMemory,exports.FundManager=e.FundManager,exports.InvestmentJudge=e.InvestmentJudge,exports.MarketAnalyst=e.MarketAnalyst,exports.NeutralAnalyst=e.NeutralAnalyst,exports.RiskJudge=e.RiskJudge,exports.RiskyAnalyst=e.RiskyAnalyst,exports.SafeAnalyst=e.SafeAnalyst,exports.ScriptedLLMClient=e.ScriptedLLMClient,exports.Trader=e.Trader,exports.TradingAgentsGraph=e.TradingAgentsGraph,exports.UnifiedLLMClient=e.UnifiedLLMClient,exports.createLLM=e.createLLM,exports.getFundamentals=e.getFundamentals,exports.getIndicators=e.getIndicators,exports.getNews=e.getNews,exports.getStockData=e.getStockData,exports.parseFundManagerApproval=e.parseFundManagerApproval,exports.parseJudgeDecision=e.parseJudgeDecision;

package/dist/trading-agents/index.mjs

@@ -1 +0,0 @@
-import{B as a,a as s,F as e,b as t,I as r,M as n,N as i,R as l,c as d,S as g,d as c,T as o,e as p,U as u,f as M,g as m,h as y,i as A,j as L,p as k,k as F}from"../scripted-llm-B-UTs08L.js";export{a as BearResearcher,s as BullResearcher,e as FinancialSituationMemory,t as FundManager,r as InvestmentJudge,n as MarketAnalyst,i as NeutralAnalyst,l as RiskJudge,d as RiskyAnalyst,g as SafeAnalyst,c as ScriptedLLMClient,o as Trader,p as TradingAgentsGraph,u as UnifiedLLMClient,M as createLLM,m as getFundamentals,y as getIndicators,A as getNews,L as getStockData,k as parseFundManagerApproval,F as parseJudgeDecision};

package/dist/trading-agents/utils/parse-final-line.d.ts

@@ -1,7 +0,0 @@
-/** Choose the closing marker first; a malformed ending never revives an old vote. */
-export declare function parseFinalLine(text: string, marker: string, allowed: readonly string[] | ((value: string) => boolean)): {
-    value: string | null;
-    reason?: string;
-};
-export declare const wholeNumberToken: (value: string) => boolean;
-//# sourceMappingURL=parse-final-line.d.ts.map

package/dist/trading-agents/utils/parse-final-line.d.ts.map

@@ -1 +0,0 @@
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package/dist/trading-agents/utils/scripted-llm.d.ts

@@ -1,17 +0,0 @@
-import { Message } from '../types';
-import { LLMClient, LLMResponse } from './llm-client';
-export interface ScriptedRule {
-    name: string;
-    match: string | RegExp;
-    response: string | ((prompt: string) => string);
-}
-export declare class ScriptedLLMClient implements LLMClient {
-    private rules;
-    readonly calls: Array<{
-        rule: string;
-        prompt: string;
-    }>;
-    constructor(rules: ScriptedRule[]);
-    invoke(input: string | Message[]): Promise<LLMResponse>;
-}
-//# sourceMappingURL=scripted-llm.d.ts.map

package/dist/trading-agents/utils/scripted-llm.d.ts.map

@@ -1 +0,0 @@
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package/dist/trading-agents/utils/strategy-prompt.d.ts

@@ -1,6 +0,0 @@
-import { AgentState } from '../types';
-export type PromptRole = 'a Bull Analyst' | 'a Bear Analyst' | 'an Investment Judge' | 'a trading agent' | 'a Risk-Seeking Analyst' | 'a Risk-Conservative Analyst' | 'a Neutral Risk Analyst' | 'a Risk Judge' | 'the **Fund Manager**';
-/** No additions for legacy callers; event variants avoid stock-specific instructions. */
-export declare function strategyPrompt(legacy: string, state: AgentState, role: PromptRole): string;
-export declare const EVENT_STANCE_TEXT: Readonly<Record<PromptRole, string>>;
-//# sourceMappingURL=strategy-prompt.d.ts.map

package/dist/trading-agents/utils/strategy-prompt.d.ts.map

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