Pre-Trade Rebalance Risk Gate
warden.plan_rebalancePlan portfolio rebalancing by validating drawdown circuit breakers, feature drift guards, turnover buffer, and bid-ask spread gates; sequences sells before buys without routing trades.
Instructions
Checks the portfolio drawdown circuit breaker, feature drift guard, 3% turnover drift buffer, and bid-ask spread gate. Sequences sell reductions before buy additions with marketable limit collars; never routes trades.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| equity | Yes | Current account equity in base currency. | |
| quotes | No | Optional quote snapshot {symbol: {bid, ask} or {mid, spread_bps}}. | |
| feature_psi | No | Optional Population Stability Index of input features (>0.25 halts risk additions). | |
| max_spread_bps | No | Maximum allowed bid-ask spread in bps before rejecting execution. | |
| target_weights | Yes | Target portfolio weights {symbol: weight_fraction}. | |
| drift_threshold | No | Minimum weight drift fraction required to trigger a rebalance step. | |
| high_water_mark | Yes | Portfolio historical high-water mark equity. | |
| limit_collar_bps | No | Marketable limit price collar around midprice in bps. | |
| cash_proxy_symbol | No | Defensive cash sweep ticker. | SGOV |
| current_positions | No | Optional current position notionals {symbol: notional}. | |
| max_drawdown_limit | No | Maximum drawdown from high-water mark before circuit-breaker liquidation. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| how | No | ||
| tool | No | ||
| error | No | ||
| access | No | ||
| safety | No | ||
| verdict | No | ||
| provenance | No | ||
| drawdown_pct | No | ||
| house_floors | No | ||
| sequenced_plan | No | ||
| psi_drift_tripped | No | ||
| request_access_at | No | ||
| spread_violations | No | ||
| circuit_breaker_tripped | No | ||
| effective_target_weights | No | ||
| skipped_within_drift_band | No |