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Initial quant trader service baseline

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2026-06-23 22:09:06 +08:00
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src/test/resources/replay-fixtures/trend-up-breakout-happy.jsonl
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{"eventTime":"2026-01-01T00:00:00Z","contextFeatures":{"contextPass":true,"trendRegime":"UP","marketStructure":"breakout_retest","timeframeAlignment":"1h_4h_up"},"setupFeatures":{"setupPass":true,"setupName":"breakout_retest_continuation","entryPrice":"65000","invalidPrice":"64800","stopPrice":"64920","targetPrice":"65350","executionQualityScore":"0.92","volumeImpulse":"1.48","retestHold":true},"triggerFeatures":{"triggerScore":"0.95","triggerName":"micro_continuation","breakoutFollowThrough":true},"executionFeatures":{"lastPrice":"65010","spreadBps":"0.8","bookImbalance":"0.57"},"dataQuality":{"missing_features":[]}}