81 lines
1.6 KiB
JSON
81 lines
1.6 KiB
JSON
{
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"$schema": "https://json-schema.org/draft/2020-12/schema",
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"$id": "https://boat.local/quant60/schemas/target.schema.json",
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"title": "Quant60 target-position record",
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"description": "A portfolio decision produced from signals. It is not proof of an order or fill.",
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"type": "object",
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"additionalProperties": false,
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"required": [
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"schema_version",
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"run_id",
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"decision_id",
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"as_of",
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"symbol",
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"target_weight",
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"target_quantity",
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"config_hash"
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],
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"properties": {
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"schema_version": {
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"const": "1.0"
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},
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"run_id": {
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"type": "string",
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"minLength": 1
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},
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"decision_id": {
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"type": "string",
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"minLength": 1
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},
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"as_of": {
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"type": "string",
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"format": "date-time"
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},
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"symbol": {
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"$ref": "#/$defs/canonical_symbol"
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},
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"target_weight": {
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"type": "number",
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"minimum": 0,
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"maximum": 1
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},
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"target_quantity": {
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"type": "integer",
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"minimum": 0
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},
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"lot_size": {
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"type": "integer",
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"minimum": 1,
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"default": 100
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},
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"signal_id": {
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"type": [
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"string",
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"null"
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]
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},
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"constraint_state": {
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"type": "string",
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"enum": [
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"FEASIBLE",
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"REPAIRED",
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"RISK_REDUCTION_ONLY",
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"NO_TRADE"
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]
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},
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"config_hash": {
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"type": "string",
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"minLength": 1
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},
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"metadata": {
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"type": "object"
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}
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},
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"$defs": {
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"canonical_symbol": {
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"type": "string",
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"pattern": "^[0-9]{6}\\.(XSHG|XSHE|XBSE)$"
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}
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}
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}
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