removedOutput schema / $defs / PivotPick
Removed value: -{
- "description": "One published model event for one symbol on one session.",
- "properties": {
- "action": {
- "$ref": "#/$defs/PivotAction"
- },
- "close": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "title": "Close"
- },
- "confidence": {
- "description": "Conviction percentile within the day's full cross-section",
- "title": "Confidence",
- "type": "number"
- },
- "date": {
- "description": "Session the pick was published for (YYYY-MM-DD)",
- "title": "Date",
- "type": "string"
- },
- "days_to_max_gain": {
- "anyOf": [
- {
- "type": "integer"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Trading days from the signal to its best point",
- "title": "Days To Max Gain"
- },
- "days_to_max_loss": {
- "anyOf": [
- {
- "type": "integer"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Trading days from the signal to its worst point",
- "title": "Days To Max Loss"
- },
- "direction": {
- "$ref": "#/$defs/PickDirection"
- },
- "event": {
- "$ref": "#/$defs/PickEvent"
- },
- "excess_return": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "signal_return with the day's common market move removed",
- "title": "Excess Return"
- },
- "forward_return": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "The stock's own return over the horizon",
- "title": "Forward Return"
- },
- "horizon": {
- "default": 10,
- "description": "Prediction horizon in trading days",
- "title": "Horizon",
- "type": "integer"
- },
- "kind": {
- "$ref": "#/$defs/PickKind"
- },
- "market": {
- "default": "us",
- "title": "Market",
- "type": "string"
- },
- "max_gain": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Best the position was ever up during the horizon, intraday highs included",
- "title": "Max Gain"
- },
- "max_loss": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Worst the position was ever down during the horizon, intraday lows included",
- "title": "Max Loss"
- },
- "p_up": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Probability the horizon return is positive",
- "title": "P Up"
- },
- "path_complete": {
- "anyOf": [
- {
- "type": "boolean"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "False while the horizon has not fully elapsed, so a partial path is not read as a final one",
- "title": "Path Complete"
- },
- "pivot_hit": {
- "anyOf": [
- {
- "type": "boolean"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Whether this reversal landed within a few bars of a real swing point. Null for trend entries, which are not turning points.",
- "title": "Pivot Hit"
- },
- "price": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Un-rebased tradeable close",
- "title": "Price"
- },
- "rank": {
- "description": "Presentation order within its side that day; it gates nothing",
- "title": "Rank",
- "type": "integer"
- },
- "rationale": {
- "anyOf": [
- {
- "type": "string"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "'; '-separated plain-language drivers",
- "title": "Rationale"
- },
- "score": {
- "description": "Signed conviction; positive is bullish",
- "title": "Score",
- "type": "number"
- },
- "signal_return": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "The same return from the position's side; negated for shorts",
- "title": "Signal Return"
- },
- "sustained_bullish": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "Share of the last 40 sessions the model called bullish (context, not a gate)",
- "title": "Sustained Bullish"
- },
- "swing_position": {
- "anyOf": [
- {
- "type": "number"
- },
- {
- "type": "null"
- }
- ],
- "default": null,
- "description": "0 = expected local low, 1 = expected local high",
- "title": "Swing Position"
- },
- "symbol": {
- "title": "Symbol",
- "type": "string"
- }
- },
- "required": [
- "date",
- "symbol",
- "event",
- "kind",
- "direction",
- "rank",
- "action",
- "score",
- "confidence"
- ],
- "title": "PivotPick",
- "type": "object"
-}