alphaspec 0.1.0__tar.gz → 0.2.1__tar.gz

{alphaspec-0.1.0 → alphaspec-0.2.1}/.github/workflows/pages.yml

@@ -1,5 +1,5 @@
 name: pages
-# Serves the schemas at their $id URLs: https://openalpha-dev.github.io/alphaspec/schema/0.1/<kind>.schema.json
+# Serves the schemas at their $id URLs: https://openalpha-dev.github.io/alphaspec/schema/<version>/<kind>.schema.json
 # One-time setup: repository Settings → Pages → Source: GitHub Actions.
 on:
   push:

{alphaspec-0.1.0 → alphaspec-0.2.1}/CHANGELOG.md

@@ -1,5 +1,36 @@
 # Changelog
 
+## 0.2.1 — 2026-10-11
+
+Semantics clarified to match what a runtime can apply the same way in backtests and live trading:
+
+- `exits.minHoldDays` counts **trading days** (entry day = 0; weekends and holidays excluded) and holds back
+  `dsl.exit` as well as the other exits. 0.2.0 said calendar days and left `dsl.exit` free.
+- `sizing.scaleIn` add-ons are filled per `execution.fillTiming` (next open under `NEXT_OPEN`), and never on a bar
+  that also closes the position. 0.2.0 said "at the close of the triggering bar".
+- Reference runtime: backtests and live trading now apply both rules identically; live pyramiding honours
+  `maxTotalPct`; live minimum holding is counted from the start of the current position, not the first time the
+  symbol was ever held.
+
+## 0.2.0 — 2026-10-11
+
+- Contract 0.2 (`schema/0.2/`): trade settings in three optional artifact blocks.
+  - `exits`: stop loss, take profit, trailing stop with activation, ATR stop / take profit, minimum holding days
+    (see 0.2.1), no-new-high exit.
+  - `sizing`: `FIXED_PCT` or `ATR_RISK` per entry, `maxHoldings`, pyramiding `scaleIn`.
+  - `execution`: fill timing (`NEXT_OPEN` / `BAR_CLOSE`).
+  Semantics in SPEC §4a.
+- Versions are additive: the validator accepts 0.1 and 0.2 and checks each document against the schemas of the
+  version it declares. `CONTRACT_VERSION` is now `"0.2"`; `SUPPORTED_VERSIONS` lists both.
+- New lint rules AS016 (trailing-stop activation without a trailing stop), AS017 (entry size above the per-symbol
+  cap) and AS018 (pyramiding cap leaves no room for an add-on). AS013 no longer fires when an `exits` block closes
+  positions.
+- Example `06-trend-with-trade-settings`.
+- RUNTIME_API documents the reference runtime's default sizing when a document has no `sizing` block.
+- Reference runtime: portfolio backtests (used by `evaluate`) now honour holding caps, ATR risk sizing and
+  pyramiding, and size fixed-fraction entries on equity rather than remaining cash. Before this release those
+  settings were silently ignored there, which is why they were not in 0.1.
+
 ## 0.1.0 — 2026-10-09
 
 - Contract 0.1 drafts: `artifact`, `score`, `gate-result`, `evidence`, shared `common` definitions.

{alphaspec-0.1.0 → alphaspec-0.2.1}/PKG-INFO

@@ -1,11 +1,11 @@
 Metadata-Version: 2.5
 Name: alphaspec
-Version: 0.1.0
+Version: 0.2.1
 Summary: The auditable contract between alpha and execution: JSON schemas, a validator and lint rules for declarative trading strategies.
 Project-URL: Homepage, https://github.com/openalpha-dev/alphaspec
 Project-URL: Documentation, https://github.com/openalpha-dev/alphaspec#readme
 Project-URL: Changelog, https://github.com/openalpha-dev/alphaspec/blob/main/CHANGELOG.md
-Project-URL: Schemas, https://openalpha-dev.github.io/alphaspec/schema/0.1/
+Project-URL: Schemas, https://openalpha-dev.github.io/alphaspec/schema/0.2/
 Author: OpenAlpha contributors
 License-Expression: Apache-2.0
 License-File: LICENSE
@@ -80,15 +80,15 @@ Two ways in, written by you or your agent:
 
 | Level | Document | For | You send |
 |---|---|---|---|
-| **L1 · Score** | [`score`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/score.schema.json) | ML teams, factor researchers | `(asOf, market, symbol, score)` or target weights |
-| **L2 · Artifact** | [`artifact`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/artifact.schema.json) | rule-based strategies, AI agents | a rule tree with parameters, universe and risk overrides |
+| **L1 · Score** | [`score`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/score.schema.json) | ML teams, factor researchers | `(asOf, market, symbol, score)` or target weights |
+| **L2 · Artifact** | [`artifact`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/artifact.schema.json) | rule-based strategies, AI agents | a rule tree with parameters, universe and risk overrides |
 
 Two ways back, written by the runtime and never by the submitter:
 
 | Document | What it answers |
 |---|---|
-| [`gate-result`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/gate-result.schema.json) | Did it pass, judged on figures the runtime **recomputed itself**, check by check |
-| [`evidence`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/evidence.schema.json) | What happened in a real market: rejections, slippage, fills, deviation from target, every number with its caliber |
+| [`gate-result`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/gate-result.schema.json) | Did it pass, judged on figures the runtime **recomputed itself**, check by check |
+| [`evidence`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/evidence.schema.json) | What happened in a real market: rejections, slippage, fills, deviation from target, every number with its caliber |
 
 The way back is the point. Research tools see prices, news and filings; none of that says whether
 an order was rejected, how much slippage it paid, or how far the portfolio drifted from its target.
@@ -110,7 +110,7 @@ A short artifact:
 
 ```json
 {
-  "contractVersion": "0.1",
+  "contractVersion": "0.2",
   "kind": "artifact",
   "title": "RSI rebound above the 60-day average",
   "market": "cn_stock",
@@ -127,6 +127,8 @@ A short artifact:
       "right": { "type": "GT",       "left": { "ind": "close" }, "right": { "ind": "ma60" } } },
     "exit":  { "type": "GTE", "left": { "ind": "rsi" }, "right": { "const": 70 } }
   },
+  "exits":  { "stopLossPct": 8, "noNewHighDays": 20 },
+  "sizing": { "positionMode": "FIXED_PCT", "targetPctPerOrder": 20 },
   "universe": { "mode": "SYMBOLS", "symbols": ["600519.SH", "000333.SZ"] },
   "producer": { "kind": "AI_AGENT", "name": "my-agent@0.1", "searchTrials": 3 }
 }
@@ -314,8 +316,10 @@ docs/                semantics, lint rules, markets, runtime API
 ## Versioning
 
 Every document carries `contractVersion`, so a runtime can refuse what it does not understand.
-Breaking changes bump the contract version. Schemas are published at their `$id` URLs, e.g.
-`https://openalpha-dev.github.io/alphaspec/schema/0.1/artifact.schema.json`.
+Versions are additive and each keeps its own schema directory: a document is validated
+against the version it declares. 0.2 adds trade settings (`exits`, `sizing`, `execution`);
+see [docs/ROADMAP.md](https://github.com/openalpha-dev/alphaspec/blob/main/docs/ROADMAP.md). Schemas are published at their `$id` URLs, e.g.
+`https://openalpha-dev.github.io/alphaspec/schema/0.2/artifact.schema.json`.
 
 ## License
 

{alphaspec-0.1.0 → alphaspec-0.2.1}/README.md

@@ -53,15 +53,15 @@ Two ways in, written by you or your agent:
 
 | Level | Document | For | You send |
 |---|---|---|---|
-| **L1 · Score** | [`score`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/score.schema.json) | ML teams, factor researchers | `(asOf, market, symbol, score)` or target weights |
-| **L2 · Artifact** | [`artifact`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/artifact.schema.json) | rule-based strategies, AI agents | a rule tree with parameters, universe and risk overrides |
+| **L1 · Score** | [`score`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/score.schema.json) | ML teams, factor researchers | `(asOf, market, symbol, score)` or target weights |
+| **L2 · Artifact** | [`artifact`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/artifact.schema.json) | rule-based strategies, AI agents | a rule tree with parameters, universe and risk overrides |
 
 Two ways back, written by the runtime and never by the submitter:
 
 | Document | What it answers |
 |---|---|
-| [`gate-result`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/gate-result.schema.json) | Did it pass, judged on figures the runtime **recomputed itself**, check by check |
-| [`evidence`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/evidence.schema.json) | What happened in a real market: rejections, slippage, fills, deviation from target, every number with its caliber |
+| [`gate-result`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/gate-result.schema.json) | Did it pass, judged on figures the runtime **recomputed itself**, check by check |
+| [`evidence`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/evidence.schema.json) | What happened in a real market: rejections, slippage, fills, deviation from target, every number with its caliber |
 
 The way back is the point. Research tools see prices, news and filings; none of that says whether
 an order was rejected, how much slippage it paid, or how far the portfolio drifted from its target.
@@ -83,7 +83,7 @@ A short artifact:
 
 ```json
 {
-  "contractVersion": "0.1",
+  "contractVersion": "0.2",
   "kind": "artifact",
   "title": "RSI rebound above the 60-day average",
   "market": "cn_stock",
@@ -100,6 +100,8 @@ A short artifact:
       "right": { "type": "GT",       "left": { "ind": "close" }, "right": { "ind": "ma60" } } },
     "exit":  { "type": "GTE", "left": { "ind": "rsi" }, "right": { "const": 70 } }
   },
+  "exits":  { "stopLossPct": 8, "noNewHighDays": 20 },
+  "sizing": { "positionMode": "FIXED_PCT", "targetPctPerOrder": 20 },
   "universe": { "mode": "SYMBOLS", "symbols": ["600519.SH", "000333.SZ"] },
   "producer": { "kind": "AI_AGENT", "name": "my-agent@0.1", "searchTrials": 3 }
 }
@@ -287,8 +289,10 @@ docs/                semantics, lint rules, markets, runtime API
 ## Versioning
 
 Every document carries `contractVersion`, so a runtime can refuse what it does not understand.
-Breaking changes bump the contract version. Schemas are published at their `$id` URLs, e.g.
-`https://openalpha-dev.github.io/alphaspec/schema/0.1/artifact.schema.json`.
+Versions are additive and each keeps its own schema directory: a document is validated
+against the version it declares. 0.2 adds trade settings (`exits`, `sizing`, `execution`);
+see [docs/ROADMAP.md](https://github.com/openalpha-dev/alphaspec/blob/main/docs/ROADMAP.md). Schemas are published at their `$id` URLs, e.g.
+`https://openalpha-dev.github.io/alphaspec/schema/0.2/artifact.schema.json`.
 
 ## License
 

{alphaspec-0.1.0 → alphaspec-0.2.1}/README.zh-CN.md

@@ -48,15 +48,15 @@ AlphaSpec 守的是那道边界：**跨进执行层的东西，必须是一份
 
 | 档位 | 文档 | 适合谁 | 提交什么 |
 |---|---|---|---|
-| **L1 · Score** | [`score`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/score.schema.json) | 机构 ML 团队、因子研究员 | `(asOf, market, symbol, score)`，或者直接给目标权重 |
-| **L2 · Artifact** | [`artifact`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/artifact.schema.json) | 规则策略、AI agent | 一棵完整的规则树，加上参数、标的范围和风控设置 |
+| **L1 · Score** | [`score`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/score.schema.json) | 机构 ML 团队、因子研究员 | `(asOf, market, symbol, score)`，或者直接给目标权重 |
+| **L2 · Artifact** | [`artifact`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/artifact.schema.json) | 规则策略、AI agent | 一棵完整的规则树，加上参数、标的范围和风控设置 |
 
 两种回执，只由执行系统生成，提交方不能自己填：
 
 | 文档 | 回答什么问题 |
 |---|---|
-| [`gate-result`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/gate-result.schema.json) | 门禁过没过。绩效由执行系统**自己重算**，逐项列出判据 |
-| [`evidence`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.1/evidence.schema.json) | 在真实市场里发生了什么：拒单、滑点、成交、与目标持仓的偏差，每个数字都注明口径 |
+| [`gate-result`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/gate-result.schema.json) | 门禁过没过。绩效由执行系统**自己重算**，逐项列出判据 |
+| [`evidence`](https://github.com/openalpha-dev/alphaspec/blob/main/schema/0.2/evidence.schema.json) | 在真实市场里发生了什么：拒单、滑点、成交、与目标持仓的偏差，每个数字都注明口径 |
 
 回执才是重点。研究端看得到行情、新闻和研报，却看不到一笔委托有没有被拒、付了多少滑点、
 组合离目标持仓偏了多远——这些只有执行系统知道，而且只有当它用研究端读得懂的格式说出来，才算数。
@@ -77,7 +77,7 @@ flowchart LR
 
 ```json
 {
-  "contractVersion": "0.1",
+  "contractVersion": "0.2",
   "kind": "artifact",
   "title": "RSI 超卖反弹 + 站上 60 日线",
   "market": "cn_stock",
@@ -94,6 +94,8 @@ flowchart LR
       "right": { "type": "GT",       "left": { "ind": "close" }, "right": { "ind": "ma60" } } },
     "exit":  { "type": "GTE", "left": { "ind": "rsi" }, "right": { "const": 70 } }
   },
+  "exits":  { "stopLossPct": 8, "noNewHighDays": 20 },
+  "sizing": { "positionMode": "FIXED_PCT", "targetPctPerOrder": 20 },
   "universe": { "mode": "SYMBOLS", "symbols": ["600519.SH", "000333.SZ"] },
   "producer": { "kind": "AI_AGENT", "name": "my-agent@0.1", "searchTrials": 3 }
 }
@@ -260,9 +262,11 @@ docs/                字段语义、检查规则、市场、运行时接口
 
 ## 版本
 
-每份文档都带 `contractVersion`，执行系统可以拒绝它不认识的版本；不兼容的改动会提升契约版本号。
+每份文档都带 `contractVersion`，执行系统可以拒绝它不认识的版本。版本只做加法、各有一份 schema 目录，
+文档按自己声明的版本校验。0.2 加入交易设置（`exits` 止盈止损、`sizing` 仓位、`execution` 成交时点），
+路线图见 [docs/ROADMAP.md](https://github.com/openalpha-dev/alphaspec/blob/main/docs/ROADMAP.md)。
 Schema 发布在各自的 `$id` 地址，例如
-`https://openalpha-dev.github.io/alphaspec/schema/0.1/artifact.schema.json`。
+`https://openalpha-dev.github.io/alphaspec/schema/0.2/artifact.schema.json`。
 
 ## 许可证
 

{alphaspec-0.1.0 → alphaspec-0.2.1}/conformance/README.md

@@ -3,8 +3,9 @@
 Each file is `{ "description", "document", "expect": { "valid", "errors", "warnings" } }`.
 `errors` and `warnings` are the exact sets of rule codes (`SCHEMA` for any schema failure).
 
-A runtime that claims AlphaSpec 0.1 support must, for every case, accept or reject the
-document as `expect.valid` says and report the same error codes. Matching warnings is
+Each case's document declares its `contractVersion`. A runtime that claims support for a
+contract version must, for every case of that version, accept or reject the document as
+`expect.valid` says and report the same error codes. Matching warnings is
 recommended.
 
 Add a case for every new rule; the test suite fails if a rule has none.

alphaspec-0.2.1/conformance/cases/as013-exits-replace-exit-rule.json

@@ -0,0 +1,58 @@
+{
+  "description": "No dsl.exit, but an exits block closes positions: AS013 does not fire.",
+  "document": {
+    "contractVersion": "0.2",
+    "kind": "artifact",
+    "title": "EMA 20/60 crossover",
+    "note": "The smallest useful artifact: two indicators, one entry, one exit, a fixed symbol list.",
+    "market": "us_equity",
+    "timeframe": "1d",
+    "dsl": {
+      "version": 1,
+      "indicators": {
+        "fast": {
+          "type": "EMA",
+          "period": 20
+        },
+        "slow": {
+          "type": "EMA",
+          "period": 60
+        }
+      },
+      "entry": {
+        "type": "CROSS_UP",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      }
+    },
+    "universe": {
+      "mode": "SYMBOLS",
+      "symbols": [
+        "AAPL",
+        "MSFT",
+        "NVDA"
+      ]
+    },
+    "riskProfile": {
+      "maxSymbolExposurePct": 20,
+      "maxTotalExposurePct": 60
+    },
+    "producer": {
+      "kind": "HUMAN",
+      "name": "example"
+    },
+    "exits": {
+      "stopLossPct": 5,
+      "trailingStopPct": 8
+    }
+  },
+  "expect": {
+    "valid": true,
+    "errors": [],
+    "warnings": []
+  }
+}

alphaspec-0.2.1/conformance/cases/as016-arm-without-trailing.json

@@ -0,0 +1,69 @@
+{
+  "description": "trailingArmProfitPct without trailingStopPct does nothing.",
+  "document": {
+    "contractVersion": "0.2",
+    "kind": "artifact",
+    "title": "EMA 20/60 crossover",
+    "note": "The smallest useful artifact: two indicators, one entry, one exit, a fixed symbol list.",
+    "market": "us_equity",
+    "timeframe": "1d",
+    "dsl": {
+      "version": 1,
+      "indicators": {
+        "fast": {
+          "type": "EMA",
+          "period": 20
+        },
+        "slow": {
+          "type": "EMA",
+          "period": 60
+        }
+      },
+      "entry": {
+        "type": "CROSS_UP",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      },
+      "exit": {
+        "type": "CROSS_DOWN",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      }
+    },
+    "universe": {
+      "mode": "SYMBOLS",
+      "symbols": [
+        "AAPL",
+        "MSFT",
+        "NVDA"
+      ]
+    },
+    "riskProfile": {
+      "maxSymbolExposurePct": 20,
+      "maxTotalExposurePct": 60
+    },
+    "producer": {
+      "kind": "HUMAN",
+      "name": "example"
+    },
+    "exits": {
+      "stopLossPct": 8,
+      "trailingArmProfitPct": 5
+    }
+  },
+  "expect": {
+    "valid": true,
+    "errors": [],
+    "warnings": [
+      "AS016"
+    ]
+  }
+}

alphaspec-0.2.1/conformance/cases/as017-entry-above-symbol-cap.json

@@ -0,0 +1,68 @@
+{
+  "description": "20% per entry against a 20% cap is fine; 30% is cut to 20% on every entry.",
+  "document": {
+    "contractVersion": "0.2",
+    "kind": "artifact",
+    "title": "EMA 20/60 crossover",
+    "note": "The smallest useful artifact: two indicators, one entry, one exit, a fixed symbol list.",
+    "market": "us_equity",
+    "timeframe": "1d",
+    "dsl": {
+      "version": 1,
+      "indicators": {
+        "fast": {
+          "type": "EMA",
+          "period": 20
+        },
+        "slow": {
+          "type": "EMA",
+          "period": 60
+        }
+      },
+      "entry": {
+        "type": "CROSS_UP",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      },
+      "exit": {
+        "type": "CROSS_DOWN",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      }
+    },
+    "universe": {
+      "mode": "SYMBOLS",
+      "symbols": [
+        "AAPL",
+        "MSFT",
+        "NVDA"
+      ]
+    },
+    "riskProfile": {
+      "maxSymbolExposurePct": 20,
+      "maxTotalExposurePct": 60
+    },
+    "producer": {
+      "kind": "HUMAN",
+      "name": "example"
+    },
+    "sizing": {
+      "targetPctPerOrder": 30
+    }
+  },
+  "expect": {
+    "valid": true,
+    "errors": [],
+    "warnings": [
+      "AS017"
+    ]
+  }
+}

alphaspec-0.2.1/conformance/cases/as017-not-for-atr-risk.json

@@ -0,0 +1,67 @@
+{
+  "description": "Under ATR_RISK, targetPctPerOrder is a risk budget, not a position size, so it is not compared with the per-symbol cap.",
+  "document": {
+    "contractVersion": "0.2",
+    "kind": "artifact",
+    "title": "EMA 20/60 crossover",
+    "note": "The smallest useful artifact: two indicators, one entry, one exit, a fixed symbol list.",
+    "market": "us_equity",
+    "timeframe": "1d",
+    "dsl": {
+      "version": 1,
+      "indicators": {
+        "fast": {
+          "type": "EMA",
+          "period": 20
+        },
+        "slow": {
+          "type": "EMA",
+          "period": 60
+        }
+      },
+      "entry": {
+        "type": "CROSS_UP",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      },
+      "exit": {
+        "type": "CROSS_DOWN",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      }
+    },
+    "universe": {
+      "mode": "SYMBOLS",
+      "symbols": [
+        "AAPL",
+        "MSFT",
+        "NVDA"
+      ]
+    },
+    "riskProfile": {
+      "maxSymbolExposurePct": 20,
+      "maxTotalExposurePct": 60
+    },
+    "producer": {
+      "kind": "HUMAN",
+      "name": "example"
+    },
+    "sizing": {
+      "positionMode": "ATR_RISK",
+      "targetPctPerOrder": 30
+    }
+  },
+  "expect": {
+    "valid": true,
+    "errors": [],
+    "warnings": []
+  }
+}

alphaspec-0.2.1/conformance/cases/as018-scale-in-no-room.json

@@ -0,0 +1,73 @@
+{
+  "description": "10% entries with a 15% pyramiding cap: the first add-on would take the symbol to 20%, so no add-on ever happens.",
+  "document": {
+    "contractVersion": "0.2",
+    "kind": "artifact",
+    "title": "EMA 20/60 crossover",
+    "note": "The smallest useful artifact: two indicators, one entry, one exit, a fixed symbol list.",
+    "market": "us_equity",
+    "timeframe": "1d",
+    "dsl": {
+      "version": 1,
+      "indicators": {
+        "fast": {
+          "type": "EMA",
+          "period": 20
+        },
+        "slow": {
+          "type": "EMA",
+          "period": 60
+        }
+      },
+      "entry": {
+        "type": "CROSS_UP",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      },
+      "exit": {
+        "type": "CROSS_DOWN",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      }
+    },
+    "universe": {
+      "mode": "SYMBOLS",
+      "symbols": [
+        "AAPL",
+        "MSFT",
+        "NVDA"
+      ]
+    },
+    "riskProfile": {
+      "maxSymbolExposurePct": 20,
+      "maxTotalExposurePct": 60
+    },
+    "producer": {
+      "kind": "HUMAN",
+      "name": "example"
+    },
+    "sizing": {
+      "targetPctPerOrder": 10,
+      "scaleIn": {
+        "maxAddOns": 3,
+        "spacingAtr": 1,
+        "maxTotalPct": 15
+      }
+    }
+  },
+  "expect": {
+    "valid": true,
+    "errors": [],
+    "warnings": [
+      "AS018"
+    ]
+  }
+}

alphaspec-0.2.1/conformance/cases/schema-exit-zero.json

@@ -0,0 +1,68 @@
+{
+  "description": "0 is not 'off': omit the field to leave an exit off. A 0 stop loss would read as 'stop immediately' to one runtime and 'disabled' to another.",
+  "document": {
+    "contractVersion": "0.2",
+    "kind": "artifact",
+    "title": "EMA 20/60 crossover",
+    "note": "The smallest useful artifact: two indicators, one entry, one exit, a fixed symbol list.",
+    "market": "us_equity",
+    "timeframe": "1d",
+    "dsl": {
+      "version": 1,
+      "indicators": {
+        "fast": {
+          "type": "EMA",
+          "period": 20
+        },
+        "slow": {
+          "type": "EMA",
+          "period": 60
+        }
+      },
+      "entry": {
+        "type": "CROSS_UP",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      },
+      "exit": {
+        "type": "CROSS_DOWN",
+        "left": {
+          "ind": "fast"
+        },
+        "right": {
+          "ind": "slow"
+        }
+      }
+    },
+    "universe": {
+      "mode": "SYMBOLS",
+      "symbols": [
+        "AAPL",
+        "MSFT",
+        "NVDA"
+      ]
+    },
+    "riskProfile": {
+      "maxSymbolExposurePct": 20,
+      "maxTotalExposurePct": 60
+    },
+    "producer": {
+      "kind": "HUMAN",
+      "name": "example"
+    },
+    "exits": {
+      "stopLossPct": 0
+    }
+  },
+  "expect": {
+    "valid": false,
+    "errors": [
+      "SCHEMA"
+    ],
+    "warnings": []
+  }
+}