quant-trader-service/src/test/resources/replay-fixtures/README.md

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.