Tradeify247: each person sizes a little apart from everyone else

Every machine sized a like account in a like state to the same position as
every other person's, so two people's positions could match to the unit.
Each person now draws a size factor in [0.85, 1.15] per trade date, seeded
by the master's uuid for them; all of one person's accounts share it.

The factor moves the hold a DXtrade leg is sized for (hold / factor², since
size goes as 1/√hold), so the instrument pick, the dashboard's next leg and
the Firms page's reach test all see the hold the size was made for.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-19 20:00:33 -05:00
co-authored by Claude Opus 5.5
parent ed56e306d1
commit 6dd2528fe2
8 changed files with 126 additions and 15 deletions
+38
View File
@@ -1440,6 +1440,44 @@ export function botStopsActive(cfg: { firstDayStop: boolean; minDayStop: boolean
/** The hold a leg is sized for when the firm doesn't set one. */
export const DEFAULT_TARGET_HOLD_HOURS = 12;
/** How far one person's DXtrade sizes move off the plan, each way. */
export const PERSON_SIZE_SPREAD = 0.15;
/**
* One person's size factor for a trade date, in [1 − spread, 1 + spread].
* Seeded (FNV-1a) by the person, so all of one person's accounts size alike
* while another person's land elsewhere, and drawn afresh each trade date.
* FNV alone barely moves its top bits when only the key's last character
* changes (the next day's date), so the hash is mixed (murmur3's finalizer)
* before it is scaled.
*/
export function personSizeFactor(personKey: string, tradeDate: string): number {
const key = `size|${personKey}|${tradeDate}`;
let hash = 0x811c9dc5;
for (let i = 0; i < key.length; i++) {
hash ^= key.charCodeAt(i);
hash = Math.imul(hash, 0x01000193) >>> 0;
}
hash ^= hash >>> 16;
hash = Math.imul(hash, 0x85ebca6b);
hash ^= hash >>> 13;
hash = Math.imul(hash, 0xc2b2ae35);
hash = (hash ^ (hash >>> 16)) >>> 0;
return 1 - PERSON_SIZE_SPREAD + (hash / 0x100000000) * 2 * PERSON_SIZE_SPREAD;
}
/**
* The hold a person's DXtrade leg is sized for: the firm's target, moved so
* the size comes out personSizeFactor times the plan. Size goes as 1/√hold
* (sizeNotional), so hold / factor² does it, and every rule that ranks or
* checks against the hold sees the same number the size was made for.
*/
export function personHoldHours(targetHoldHours: number, personKey: string, tradeDate: string): number {
const hold = targetHoldHours > 0 ? targetHoldHours : DEFAULT_TARGET_HOLD_HOURS;
const factor = personSizeFactor(personKey, tradeDate);
return hold / (factor * factor);
}
/** Share of the broker's margin headroom a new position may use: the rest
* absorbs the price moving between sizing and the fill, and the entry fee. */
export const MARGIN_HEADROOM = 0.97;