Module sizing 

In-place account position sizing for backtests.

Sizing consumes the authoritative entry and protective stop after signal resolution. Currency conversion and target allocation are performed by callers.

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 with complete price, quantity, economics, and notional validation.

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.