Explain Sizing
warden.explain_sizingExplains position sizing by mirroring risk-engine rules: ATR-based sizing, notional caps, overnight-gap halving, weekend headroom. Reports house floors and deviations for supplied overrides.
Instructions
Step-by-step mirror of the live C# risk engine sizing: ATR sizing, position-notional cap, overnight-gap halving, weekend gross headroom. Reports the house floors and any deviation when per-fund overrides are supplied.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| close | Yes | Current close/reference price. | |
| atr_14 | Yes | 14-bar average true range of the instrument. | |
| equity | Yes | Account equity (base currency). | |
| overnight_gap | No | Expected overnight gap (price units); gaps above 1.2x ATR halve size. | |
| gross_exposure | No | Current portfolio gross exposure in currency. | |
| floor_overrides | No | Optional per-fund overrides; deviation from house floors is reported. | |
| weekend_approaching | No | True when the position would be held into the weekend (gross headroom applies). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| how | No | ||
| qty | No | ||
| tool | No | ||
| error | No | ||
| steps | No | ||
| access | No | ||
| safety | No | ||
| reasons | No | ||
| verdict | No | ||
| notional | No | ||
| provenance | No | ||
| trail_stop | No | ||
| house_floors | No | ||
| request_access_at | No | ||
| overrides_deviation | No |