@barfinex/types/dist/calibration/conviction-calibration.interface.d.ts

Core TypeScript type definitions and shared interfaces for the Barfinex ecosystem. Provides strongly-typed contracts for modules, services, and plugins.

export declare const CONVICTION_CALIBRATION_SCHEMA_VERSION: "1.0.0";
export declare const CONVICTION_CALIBRATION_FEATURES_VERSION: "v1";
export declare const CONVICTION_CALIBRATION_FEATURE_KEYS: readonly ["atrPct", "rangePct", "returnPct", "logReturn", "zScore", "spreadPct", "orderBookImbalance", "deltaRatio", "riskBudgetMaxPositionUsd", "riskBudgetMaxSpreadPct", "llmConfidence", "llmRiskBoost", "regimeTypeNumeric", "regimeConfidence", "marketPhaseNumeric", "phaseConfidence", "migrationFastStrength", "migrationIntradayStrength", "migrationDayStrength", "acceptanceScoreFast", "acceptanceScoreIntraday", "acceptanceScoreDay", "balanceRetentionFast", "balanceRetentionIntraday", "balanceRetentionDay", "pocMigrationFastBps", "pocMigrationIntradayBps", "pocMigrationDayBps", "pressureFast", "pressureIntraday", "pressureDay", "opportunityScore"];
export type ConvictionCalibrationFeatureKey = (typeof CONVICTION_CALIBRATION_FEATURE_KEYS)[number];
export type ConvictionCalibrationRecommendation = 'ALLOW' | 'DAMPEN' | 'BLOCK';
export interface CalibrationModelMetadata {
    name: string;
    version: string;
    trainedAt: string;
    featuresVersion: string;
    schemaVersion: string;
}
export interface ConvictionCalibrationInput {
    schemaVersion: typeof CONVICTION_CALIBRATION_SCHEMA_VERSION;
    symbol: string;
    timeframe: string;
    regime: {
        direction: 'bullish' | 'bearish' | 'neutral' | 'unknown';
        regimeBucket: string;
        volatilityBucket: 'low' | 'normal' | 'high' | 'unknown';
        trendBucket?: string;
    };
    features: Partial<Record<ConvictionCalibrationFeatureKey, number>>;
    llmDecision: {
        intent?: 'ENTER' | 'HOLD' | 'EXIT' | 'STAND_DOWN';
        direction?: 'LONG' | 'SHORT';
        confidence?: number;
        riskBoost?: number;
    };
    riskGate: {
        budgetPct?: number;
        maxPositionUsd?: number;
        maxSpreadPct?: number;
        factorKey?: string;
    };
    context: {
        aiMode: 'strategic' | 'lightweight' | 'disabled';
        scope: 'decision';
    };
}
export interface ConvictionCalibrationOutput {
    calibratedWinProb: number;
    calibratedConfidence: number;
    capitalMultiplier: number;
    riskAdjustment: number;
    decisionRecommendation?: ConvictionCalibrationRecommendation;
    reasons: string[];
    model: CalibrationModelMetadata;
    inference: {
        latencyMs: number;
        usedFallback?: boolean;
        fallbackReason?: string;
    };
}
export interface CalibrationDecisionMeta {
    winProb: number;
    calibratedConfidence: number;
    capitalMultiplier: number;
    recommendation: ConvictionCalibrationRecommendation;
    modelName: string;
    modelVersion: string;
    featuresVersion: string;
    usedFallback?: boolean;
    fallbackReason?: string;
}
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