{
  "name": "decision_program_h4_only",
  "n_backtests": 1,
  "comment": "Uploads a custom Strategy bytecode program (single Leaf at horizon N_HORIZONS-1) that bypasses the hardcoded WeightedByRealizedSharpe default. Should produce equivalent end-state when only the last horizon is weighted.",
  "warm_start_isv_kelly": [
    [
      { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
      { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
      { "pnl_ema_win": 2.0, "pnl_ema_loss": 0.5, "win_rate_ema": 0.8, "n_trades_seen": 50, "realised_return_var": 0.25, "recent_sharpe": 1.0 }
    ]
  ],
  "upload_h4_leaf_program": true,
  "events": [
    {
      "type": "snapshot",
      "bid_px": [5499.75, 5499.50, 5499.25, 5499.00, 5498.75, 5498.50, 5498.25, 5498.00, 5497.75, 5497.50],
      "bid_sz": [100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0],
      "ask_px": [5500.00, 5500.25, 5500.50, 5500.75, 5501.00, 5501.25, 5501.50, 5501.75, 5502.00, 5502.25],
      "ask_sz": [100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0]
    },
    {
      "type": "decision",
      "alpha_probs": [0.5, 0.5, 0.9],
      "target_annual_vol_units": 50.0,
      "annualisation_factor": 1.0,
      "max_lots": 5,
      "ts_ns": 1000000000
    }
  ],
  "expected_pos": [
    {
      "position_lots": 3,
      "vwap_entry": 5500.00,
      "vwap_tol": 0.01,
      "realized_pnl_tol": 0.001
    }
  ]
}