Interface ISizingParamsKelly

Kelly Criterion sizing parameters for ClientSizing constructor.

interface ISizingParamsKelly {
    callbacks?: Partial<ISizingCallbacks>;
    kellyMultiplier?: number;
    logger: ILogger;
    maxPositionPercentage?: number;
    maxPositionSize?: number;
    method: "kelly-criterion";
    minPositionSize?: number;
    note?: string;
    sizingName: string;
}

Hierarchy (View Summary)

Properties

callbacks? kellyMultiplier? logger maxPositionPercentage? maxPositionSize? method minPositionSize? note? sizingName

Properties

Optionalcallbacks

callbacks?: Partial<ISizingCallbacks>

Optional lifecycle callbacks

OptionalkellyMultiplier

kellyMultiplier?: number

Kelly Criterion multiplier (0-1, default 0.25 for quarter Kelly)

logger

logger: ILogger

Logger service for debug output

OptionalmaxPositionPercentage

maxPositionPercentage?: number

Maximum position size as % of account (0-100)

OptionalmaxPositionSize

maxPositionSize?: number

Maximum position size (absolute value)

method

method: "kelly-criterion"

OptionalminPositionSize

minPositionSize?: number

Minimum position size (absolute value)

Optionalnote

note?: string

Optional developer note for documentation

sizingName

sizingName: string

Unique identifier for this sizing configuration

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