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Reject slow locked-capital bundles

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Theodore Song
2026-08-22 08:04:26 -04:00
parent 933290290b
commit d9e1e29a8d
3 changed files with 25 additions and 7 deletions
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scripts/test-autonomous-runtime.mjs
+2
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@@ -75,10 +75,12 @@ assert.match(index, /function bundleExecutableLeg\(book,units,feeSchedule\)/);
assert.match(index, /function maximizeBundleExecution\(candidate,books,minimumUnits\)/);
assert.match(index, /const BUNDLE_MAX_VERIFIED_NOTIONAL=400;/);
assert.match(index, /const BUNDLE_EVENT_CAP_PCT=0\.12;/);
assert.match(index, /const BUNDLE_MIN_DAILY_RETURN=0\.0002;/);
assert.match(index, /function compareBundleOpportunities\(a,b\)/);
assert.match(index, /function bundleEventExposure\(portfolio,eventKey\)/);
assert.match(index, /prioritizesReturnPerLockedDay:/);
assert.match(index, /capsUnderlyingEventExposure:/);
assert.match(index, /blocksLowReturnPerLockedDay:/);
assert.match(index, /sizesToLargestVerifiedProfitableFill:/);
assert.match(index, /stopsSizingAtShallowestBundleLeg:/);
assert.match(index, /!s\.depth_verified\|\|!s\.fees_verified\|\|s\.verification_status!=="executable"/);