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Module sizing

Module sizing 

Source
Expand description

Compatibility re-exports for position-sizing domain types moved to qs-core.

Structs§

SizingResult
Auditable output from legacy or catalog-backed sizing.

Enums§

InstrumentSizingError
Catalog-backed sizing failures.
LotCapStatus
Indicates whether the symbol maximum reduced the computed lot steps.
SizingError
Stable structured failures from compute_size.
SizingPolicy
Policy for computing the position size of one resolved entry signal.

Functions§

compute_instrument_native_loss_per_lot
Compute native stop loss for one catalog-backed standard lot.
compute_instrument_size
Compute one account position size from catalog-backed quantity and economics contracts.
compute_instrument_size_for_spec
Compute catalog-backed sizing using one price for sizing and final notional.
compute_instrument_size_for_spec_with_prices
Compute catalog-backed sizing with separate sizing and execution prices.
compute_native_loss_per_lot
Compute the positive native P&L currency loss for one standard lot at a protective stop.
compute_size
Compute one in-place account position size.