Initial quant trader service baseline

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2026-06-23 22:09:06 +08:00
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P0 replay fixtures
==================
These JSONL files are deterministic acceptance fixtures for the P0 replay loop.
They are not a profitability backtest corpus. Each line is one replay clock tick
with the schema consumed by JsonlReplayMarketEventReader:
- eventTime
- contextFeatures
- setupFeatures
- triggerFeatures
- executionFeatures
- dataQuality
Scenario notes:
- trend-up-breakout-happy.jsonl: accepted continuation setup; should produce one action and one sample.
- trend-down-no-setup.jsonl: bearish regime without a valid long continuation setup; should complete with no action.
- sideways-range-no-setup.jsonl: range regime without a setup; should complete with no action.
- false-breakout-trigger-wait.jsonl: setup exists but trigger score is too weak; should complete with no action.
- missing-features-data-quality.jsonl: data-quality blocker; should complete with a blocked sample.
- incomplete-entry-plan-hard-fail.jsonl: setupPass is true but required prices are missing; should fail the replay run.