ClientSizing

Implements ISizing

Client implementation for position sizing calculation.

Features:

• Multiple sizing methods (fixed %, Kelly, ATR)
• Min/max position constraints
• Max position percentage limit
• Callback support for validation and logging

Used by strategy execution to determine optimal position sizes.

Constructor

constructor(params: ISizingParams);
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Properties

params

params: ISizingParams
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Methods

calculate

calculate(params: ISizingCalculateParams): Promise<number>;
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Calculates position size based on configured method and constraints.