more fixes

libs/utils/test/calculations/position-sizing.test.ts

@@ -340,6 +340,38 @@ describe('Position Sizing Calculations', () => {
     });
   });
 
+  describe('sharpeOptimizedPositionSize', () => {
+    it('should calculate position size based on Sharpe optimization', () => {
+      const result = sharpeOptimizedPositionSize(100000, 0.15, 0.20, 0.02, 3);
+      
+      // Kelly formula for continuous returns: f = (μ - r) / σ²
+      // Expected return: 0.15, Risk-free: 0.02, Volatility: 0.20
+      // f = (0.15 - 0.02) / (0.20)² = 0.13 / 0.04 = 3.25
+      // But capped at maxLeverage=3, so should be 3.0
+      // Final position: 100000 * 3 = 300000
+      expect(result).toBe(300000);
+    });
+    
+    it('should return 0 for invalid inputs', () => {
+      // Invalid volatility
+      expect(sharpeOptimizedPositionSize(100000, 0.15, 0, 0.02)).toBe(0);
+      
+      // Invalid account size
+      expect(sharpeOptimizedPositionSize(0, 0.15, 0.20, 0.02)).toBe(0);
+      
+      // Expected return less than risk-free rate
+      expect(sharpeOptimizedPositionSize(100000, 0.01, 0.20, 0.02)).toBe(0);
+    });
+    
+    it('should respect maximum leverage', () => {
+      const result = sharpeOptimizedPositionSize(100000, 0.30, 0.20, 0.02, 2);
+      
+      // Kelly fraction would be (0.30 - 0.02) / (0.20)² = 7, but capped at 2
+      // Position: 100000 * 2 = 200000
+      expect(result).toBe(200000);
+    });
+  });
+
   describe('validatePositionSize', () => {
     it('should validate position size against limits', () => {
       const result = validatePositionSize(500, 100, 100000, 10, 2);