Quant Companion MCP

/** * Strategy Module Exports * * Decision layer, risk management, and backtesting framework. */ // Types export type { VolRegime, DisagreementLevel, StrategyAnalytics, StrategyContext, StrategyDecision, StrategyFn, RiskLimits, RiskState, RiskAdjustedDecision, TradeRecord, StrategyBacktestConfig, PriceBar, StrategyBacktestResult, StrategyBacktestMetrics, BacktestSummary, } from "./types"; export { DEFAULT_RISK_LIMITS } from "./types"; // Risk management export { createRiskState, updateRiskState, calculateDrawdown, calculateDailyLoss, calculateNotional, maxSharesByNotional, applyRiskManagement, validateRiskLimits, createRiskLimits, } from "./risk"; // Backtest execution export { runBacktest, printBacktestSummary, ohlcvToPriceBars, calculateSMA, calculateRSI, calculateHistoricalVol, } from "./backtest"; // Strategies export type { SMACrossoverConfig, VolRegimeConfig, RSIMeanReversionConfig, TrendVolFilterConfig, DualMomentumConfig, StrategyType, } from "./strategies"; export { createAlwaysLongStrategy, createSMACrossoverStrategy, createVolRegimeStrategy, createRSIMeanReversionStrategy, createTrendVolFilterStrategy, createDualMomentumStrategy, createStrategy, } from "./strategies";