Structs§
Functions§
- candidate_
fails_ thesis_ gates - True when live analytics already breach an enabled thesis exit gate (entry veto). Ignores profit_giveback (needs peak history) and min_hold.
- debit_
to_ close_ from_ group - Debit to close per spread share from Schwab leg
net_market_value(portfolio fallback). - evaluate_
all_ exits - Primary + thesis deterioration exits (evaluated every tick when chain data is live). Profit target / DTE always apply; mark stop may require thin OTM cushion; thesis respects min_hold.
- evaluate_
exit_ from_ mark_ with_ analytics - Mechanical exits with optional live analytics (OTM cushion can suppress stop).
- evaluate_
position_ monitor - Evaluate mechanical exit rules and build an LLM-ready monitor snapshot (single chain fetch).
- evaluate_
thesis_ exit - exit_
rules_ summary - exit_
signal_ json_ for_ account - find_
tracked_ position - infer_
entry_ credit_ from_ legs - infer_
max_ loss_ from_ group - load_
live_ position_ groups - Live Schwab option groups keyed by stable position id.
- mark_
from_ net_ market_ value - monitor_
snapshot_ json - option_
group_ from_ tracked - Build a minimal position group from sim tracked state (vertical spreads only).
- reconcile_
open_ positions - spread_
exit_ thresholds - Per-share debit thresholds for a credit spread (target = lower debit, stop = higher debit).
- stable_
position_ key - stop_
loss_ armed - Credit-multiple stop is armed unless OTM cushion says we are still safely far from the short. Missing OTM data keeps the stop armed (fail-safe).