Files
QuantEngineByItz/schemas/generated/sell_lot_pareto_selector_v1.schema.json

47 lines
926 B
JSON

{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/SELL_LOT_PARETO_SELECTOR_V1",
"title": "SELL_LOT_PARETO_SELECTOR_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "SELL_LOT_PARETO_SELECTOR_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"avoided_tail_loss_krw",
"cash_repair_benefit_krw",
"concentration_reduction_benefit_krw",
"tax_loss_benefit_krw",
"tax_fee_slippage_krw",
"reentry_cost_krw",
"missed_upside_penalty_krw"
],
"x_formula_outputs": []
}