@backtest-kit/cli 16.6.0 → 17.0.0

package/build/index.cjs

@@ -899,10 +899,6 @@ const getArgs = functoolsKit.singleshot(() => {
                 type: "boolean",
                 default: false,
             },
-            split: {
-                type: "string",
-                default: "",
-            },
             commit: {
                 type: "string",
                 default: "",
@@ -3702,7 +3698,7 @@ const main$k = async () => {
     if (MODES.some((mode) => values[mode])) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.6.0"}\n`);
+    process.stdout.write(`@backtest-kit/cli ${"17.0.0"}\n`);
     process.stdout.write("\n");
     process.stdout.write(`Run with --help to see available commands.\n`);
     process.stdout.write("\n");
@@ -4926,6 +4922,18 @@ const main$6 = async () => {
 main$6();
 
 const SIMULATOR_NAME$1 = "cli_simulator";
+const CONFIG_KEYS$1 = ["gridAxes", "reportOrder"];
+const validateConfig$1 = (config) => {
+    if (typeof config !== "object" || config === null || Array.isArray(config)) {
+        return "config must be a JSON object";
+    }
+    for (const key of Object.keys(config)) {
+        if (!CONFIG_KEYS$1.includes(key)) {
+            return `unknown key "${key}" (expected: ${CONFIG_KEYS$1.join(", ")})`;
+        }
+    }
+    return null;
+};
 const IDEA_DIRECTIONS$1 = ["LONG", "SHORT", "NEUTRAL"];
 const validateIdea$1 = (idea, line) => {
     if (typeof idea !== "object" || idea === null) {
@@ -4949,7 +4957,9 @@ const validateIdea$1 = (idea, line) => {
     return null;
 };
 const toMarkdown$1 = (result) => {
-    const profitable = result.reports.filter(({ totalPnlPercent }) => totalPnlPercent > 0).length;
+    const buckets = Object.entries(result.reports).filter(([, bucket]) => bucket.reports.length > 0);
+    const allReports = buckets.flatMap(([, bucket]) => bucket.reports);
+    const profitable = allReports.filter(({ totalPnlPercent }) => totalPnlPercent > 0).length;
     const lines = [];
     lines.push(`# Simulator Report — ${result.symbol}`);
     lines.push("");
@@ -4957,33 +4967,34 @@ const toMarkdown$1 = (result) => {
     lines.push(`| --- | --- |`);
     lines.push(`| Ideas (total / directional) | ${result.ideasTotal} / ${result.ideasDirectional} |`);
     lines.push(`| Profiles (truncated) | ${result.profileCount} (${result.truncatedCount}) |`);
-    lines.push(`| Authors allowed / banned | ${result.allowedAuthors.length} / ${result.bannedAuthors.length} |`);
-    lines.push(`| Profitable corridor | ${profitable} / ${result.reports.length} grid points |`);
+    lines.push(`| Profitable corridor | ${profitable} / ${allReports.length} grid points |`);
     lines.push(`| Hold minutes avg / p95 / p99 | ${result.avgHoldMinutes.toFixed(0)} / ${result.p95HoldMinutes} / ${result.p99HoldMinutes} |`);
-    lines.push("");
-    lines.push(`## Ranking winners`);
-    lines.push("");
-    lines.push(`| Criterion | Stop% | Hold | Track | HitRate | Trades | PNL% | WinRate | Sharpe | Sortino |`);
-    lines.push(`| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |`);
-    for (const best of result.best) {
-        if (!best.report) {
-            lines.push(`| ${best.criterion} | — | — | — | — | — | — | — | — | — |`);
-            continue;
+    // каждая метрика — самодостаточная корзина: свои победители и
+    // свои словари банов, между собой не склеиваются
+    for (const [metric, bucket] of buckets) {
+        lines.push("");
+        lines.push(`## Metric: ${metric}`);
+        lines.push("");
+        lines.push(`| Criterion | Stop% | Hold | Track | HitRate | Trades | PNL% | WinRate | Sharpe | Sortino |`);
+        lines.push(`| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |`);
+        for (const best of bucket.best) {
+            if (!best.report) {
+                lines.push(`| ${best.criterion} | — | — | — | — | — | — | — | — | — |`);
+                continue;
+            }
+            const { point } = best.report;
+            lines.push(`| ${best.criterion} | ${point.hardStopPercent} | ${point.holdMinutes / 60}h | ${point.minAuthorTrack} | ${point.minAuthorHitRate} | ` +
+                `${best.report.trades} | ${best.report.totalPnlPercent.toFixed(2)}% | ${(best.report.winRate * 100).toFixed(0)}% | ${best.report.sharpe.toFixed(2)} | ${best.report.sortino.toFixed(2)} |`);
+        }
+        const sharpeBest = bucket.best.find(({ criterion }) => criterion === "sharpe");
+        lines.push("");
+        lines.push(`### Allowed authors (sharpe winner rule)`);
+        lines.push("");
+        lines.push(`| Author | Ideas | Hits | HitRate |`);
+        lines.push(`| --- | --- | --- | --- |`);
+        for (const stat of (sharpeBest?.authorStats ?? []).filter(({ banned }) => !banned)) {
+            lines.push(`| ${stat.author} | ${stat.ideas} | ${stat.hits} | ${(stat.hitRate * 100).toFixed(0)}% |`);
         }
-        const { point } = best.report;
-        lines.push(`| ${best.criterion} | ${point.hardStopPercent} | ${point.holdMinutes / 60}h | ${point.minAuthorTrack} | ${point.minAuthorHitRate} | ` +
-            `${best.report.trades} | ${best.report.totalPnlPercent.toFixed(2)}% | ${(best.report.winRate * 100).toFixed(0)}% | ${best.report.sharpe.toFixed(2)} | ${best.report.sortino.toFixed(2)} |`);
-    }
-    lines.push("");
-    lines.push(`## Allowed authors (whitelist of the sharpe winner rule)`);
-    lines.push("");
-    lines.push(`| Author | Ideas | Hits | HitRate |`);
-    lines.push(`| --- | --- | --- | --- |`);
-    // артефакт авторов живёт по-победительно в best[] — ран-левел
-    // authorStats в ISimulatorResult больше нет
-    const sharpeBest = result.best.find(({ criterion }) => criterion === "sharpe");
-    for (const stat of (sharpeBest?.authorStats ?? []).filter(({ banned }) => !banned)) {
-        lines.push(`| ${stat.author} | ${stat.ideas} | ${stat.hits} | ${(stat.hitRate * 100).toFixed(0)}% |`);
     }
     return lines.join("\n");
 };
@@ -5000,6 +5011,33 @@ const main$5 = async () => {
         console.error("Error: positional path to an ideas .jsonl file is required");
         process.exit(1);
     }
+    // конфиг — позиционный JSON; без него подтягивается пустой объект
+    // и схема живёт на дефолтах движка (оси, порядок отчёта)
+    const [configPath = null] = positionals.filter((value) => value.endsWith(".json") && !value.endsWith(".jsonl"));
+    let config = {};
+    if (configPath) {
+        let content;
+        try {
+            content = await fs$1.readFile(path.resolve(configPath), "utf-8");
+        }
+        catch (error) {
+            console.error(`Error: cannot read config file: ${configPath}`);
+            process.exit(1);
+        }
+        try {
+            config = JSON.parse(content);
+        }
+        catch {
+            console.error(`Error: invalid JSON in config file: ${configPath}`);
+            process.exit(1);
+        }
+        const problem = validateConfig$1(config);
+        if (problem) {
+            console.error(`Error: simulator config does not match the structure — ${problem}`);
+            console.error(`Expected shape: { "gridAxes"?: ISimulatorGridAxes, "reportOrder"?: "sharpe"|"sortino"|"pnl"|"recovery" }`);
+            process.exit(1);
+        }
+    }
     let ideas = [];
     {
         let content;
@@ -5071,31 +5109,13 @@ const main$5 = async () => {
         });
     }
     const symbol = values.symbol || "BTCUSDT";
-    // Проба осуществимости, НЕ поиск заработка (подбор параметров — у
-    // --tune): собирающая прибыль механика выключена, остаётся вопрос
-    // "есть ли прибыльный коридор" по стопу x холду x правилу бана —
-    // 48 точек, быстрый вердикт
+    // оси и порядок отчёта приходят позиционным конфигом потребителя;
+    // пустой конфиг — дефолтная сетка движка из connection-сервиса
     BacktestKit.addSimulatorSchema({
         simulatorName: SIMULATOR_NAME$1,
         exchangeName,
-        gridAxes: {
-            // грубая шкала катастрофы: коридор должен быть широким, не точкой
-            hardStopPercent: [2, 3, 5, 7],
-            // инертен: проба не собирает прибыль, выход — по времени или стопу
-            trailingTakePercent: [100],
-            holdMinutes: [24 * 60, 2 * 24 * 60, 3 * 24 * 60],
-            // одного проверенного автора достаточно — консенсус не перебираем
-            minIdeasAligned: [1],
-            // правило бана — единственная перебираемая "умность" пробы
-            minAuthorTrack: [3, 5],
-            minAuthorHitRate: [0.5, 0.6],
-            minAuthorWilson: [0],
-            minWeightAligned: [0],
-            profitLockPercent: [0],
-            authorMetric: ["close"],
-            banCriteria: ["sharpe", "pnl"],
-        },
-        reportOrder: "sharpe",
+        ...(config.gridAxes ? { gridAxes: config.gridAxes } : {}),
+        ...(config.reportOrder ? { reportOrder: config.reportOrder } : {}),
         callbacks: {
             onProgress: (symbol, stage, processed, total) => {
                 if (values.verbose) {
@@ -5147,9 +5167,8 @@ const main$5 = async () => {
                 if (values.verbose) {
                     console.log("onDone", {
                         symbol,
-                        reports: result.reports.length,
-                        allowedAuthors: result.allowedAuthors.length,
-                        bannedAuthors: result.bannedAuthors.length,
+                        reports: Object.values(result.reports).flatMap((bucket) => bucket.reports).length,
+                        bans: Object.values(result.reports).flatMap((bucket) => bucket.bans).length,
                     });
                 }
             },
@@ -5182,8 +5201,15 @@ const main$5 = async () => {
 main$5();
 
 const SIMULATOR_NAME = "cli_tune";
-/** Доля времени фида, уходящая в обучение; хвост — один OOS-выстрел. */
-const DEFAULT_TRAIN_SPLIT = 0.7;
+const CONFIG_KEYS = ["point", "authorStats", "gridAxes", "reportOrder"];
+const POINT_NUMBER_FIELDS = [
+    "hardStopPercent",
+    "trailingTakePercent",
+    "holdMinutes",
+    "minAuthorTrack",
+    "minAuthorHitRate",
+    "profitLockPercent",
+];
 const IDEA_DIRECTIONS = ["LONG", "SHORT", "NEUTRAL"];
 const validateIdea = (idea, line) => {
     if (typeof idea !== "object" || idea === null) {
@@ -5206,33 +5232,65 @@ const validateIdea = (idea, line) => {
     }
     return null;
 };
-const pointLabel = (point) => `H=${point.hardStopPercent} TT=${point.trailingTakePercent} hold=${point.holdMinutes / 60}h N=${point.minIdeasAligned} ` +
-    `track=${point.minAuthorTrack} rate=${point.minAuthorHitRate} wilson=${point.minAuthorWilson} W=${point.minWeightAligned} ` +
+const validateConfig = (config) => {
+    if (typeof config !== "object" || config === null || Array.isArray(config)) {
+        return "config must be a JSON object";
+    }
+    for (const key of Object.keys(config)) {
+        if (!CONFIG_KEYS.includes(key)) {
+            return `unknown key "${key}" (expected: ${CONFIG_KEYS.join(", ")})`;
+        }
+    }
+    if (typeof config.point !== "object" || config.point === null) {
+        return `"point" is required — the frozen grid point of a training run`;
+    }
+    for (const field of POINT_NUMBER_FIELDS) {
+        if (typeof config.point[field] !== "number") {
+            return `"point.${field}" must be a number, got ${typeof config.point[field]}`;
+        }
+    }
+    if (typeof config.point.authorMetric !== "string") {
+        return `"point.authorMetric" must be a string, got ${typeof config.point.authorMetric}`;
+    }
+    if (!Array.isArray(config.authorStats) || !config.authorStats.length) {
+        return `"authorStats" is required — the frozen raw track record (non-empty array)`;
+    }
+    for (let i = 0; i < config.authorStats.length; i++) {
+        const stat = config.authorStats[i];
+        if (typeof stat !== "object" ||
+            stat === null ||
+            typeof stat.author !== "string" ||
+            typeof stat.ideas !== "number" ||
+            typeof stat.hits !== "number") {
+            return `"authorStats[${i}]" must be { author: string, ideas: number, hits: number }`;
+        }
+    }
+    return null;
+};
+/** Одноточечные оси, зеркалящие замороженную точку — сетка инертна. */
+const axesFromPoint = (point) => ({
+    hardStopPercent: [point.hardStopPercent],
+    trailingTakePercent: [point.trailingTakePercent],
+    holdMinutes: [point.holdMinutes],
+    minAuthorTrack: [point.minAuthorTrack],
+    minAuthorHitRate: [point.minAuthorHitRate],
+    profitLockPercent: [point.profitLockPercent],
+    authorMetric: [point.authorMetric],
+});
+const pointLabel = (point) => `H=${point.hardStopPercent} TT=${point.trailingTakePercent} hold=${point.holdMinutes / 60}h ` +
+    `track=${point.minAuthorTrack} rate=${point.minAuthorHitRate} ` +
     `lock=${point.profitLockPercent} metric=${point.authorMetric}`;
 const fmtRatio = (value) => Number.isFinite(value) ? value.toFixed(2) : "inf";
-const toMarkdown = (train, test, trainSplit) => {
+const toMarkdown = (test) => {
     const lines = [];
-    lines.push(`# Tune Report — ${train.symbol}`);
-    lines.push("");
-    lines.push(`Walk-forward: train on the first ${Math.round(trainSplit * 100)}% of the feed time range, ONE out-of-sample shot of the frozen sharpe winner on the tail.`);
-    lines.push("");
-    lines.push(`## Train (${train.ideasDirectional} directional ideas, ${train.reports.length} grid points)`);
-    lines.push("");
-    lines.push(`| Criterion | Point | Trades | PNL% | WinRate | DD% | Sharpe | Sortino |`);
-    lines.push(`| --- | --- | --- | --- | --- | --- | --- | --- |`);
-    for (const best of train.best) {
-        if (!best.report) {
-            lines.push(`| ${best.criterion} | — | — | — | — | — | — | — |`);
-            continue;
-        }
-        lines.push(`| ${best.criterion} | ${pointLabel(best.report.point)} | ${best.report.trades} | ${best.report.totalPnlPercent.toFixed(2)}% | ` +
-            `${(best.report.winRate * 100).toFixed(0)}% | ${best.report.maxSeriesDrawdownPercent.toFixed(2)} | ${fmtRatio(best.report.sharpe)} | ${fmtRatio(best.report.sortino)} |`);
-    }
+    lines.push(`# Tune Report — ${test.symbol}`);
     lines.push("");
-    lines.push(`## Out-of-sample (frozen sharpe winner, ${test.ideasDirectional} tail ideas)`);
+    lines.push(`ONE out-of-sample shot of a FROZEN training artifact: nothing is trained here — the point and the raw author track record come from the input config verbatim, bans are re-derived from the frozen numbers under the point's rule, unseen authors are banned by default.`);
     lines.push("");
     lines.push(`Frozen point: ${pointLabel(test.point)}`);
     lines.push("");
+    lines.push(`## Out-of-sample (${test.ideasDirectional} directional ideas)`);
+    lines.push("");
     lines.push(`| Metric | Value |`);
     lines.push(`| --- | --- |`);
     lines.push(`| Trades (skipped busy) | ${test.report.trades} (${test.report.skippedBusy}) |`);
@@ -5252,9 +5310,7 @@ const toMarkdown = (train, test, trainSplit) => {
         lines.push(`| ${trade.direction} | ${trade.exitReason} | ${trade.pnlPercent.toFixed(2)} | ${trade.holdMinutesActual}m | ${new Date(trade.entryTimestamp).toISOString()} |`);
     }
     lines.push("");
-    lines.push(`## Frozen author track record (train range, sharpe winner rule)`);
-    lines.push("");
-    lines.push(`Freeze these raw numbers for production \`Simulator.test\` — banned flags and vote weights are re-derived from them under the frozen point's rule; an author absent from the list is banned by default.`);
+    lines.push(`## Frozen author track record (re-derived bans under the point's rule)`);
     lines.push("");
     lines.push(`| Author | Ideas | Hits | Banned |`);
     lines.push(`| --- | --- | --- | --- |`);
@@ -5276,6 +5332,35 @@ const main$4 = async () => {
         console.error("Error: positional path to an ideas .jsonl file is required");
         process.exit(1);
     }
+    // конфиг — позиционный JSON; без него подтягивается пустой объект
+    // (и валидация честно скажет, что замороженной точки нет)
+    const [configPath = null] = positionals.filter((value) => value.endsWith(".json") && !value.endsWith(".jsonl"));
+    let config = {};
+    if (configPath) {
+        let content;
+        try {
+            content = await fs$1.readFile(path.resolve(configPath), "utf-8");
+        }
+        catch (error) {
+            console.error(`Error: cannot read config file: ${configPath}`);
+            process.exit(1);
+        }
+        try {
+            config = JSON.parse(content);
+        }
+        catch {
+            console.error(`Error: invalid JSON in config file: ${configPath}`);
+            process.exit(1);
+        }
+    }
+    {
+        const problem = validateConfig(config);
+        if (problem) {
+            console.error(`Error: tune config does not match the structure — ${problem}`);
+            console.error(`Expected shape: { "point": ISimulatorGridPoint, "authorStats": [{ "author", "ideas", "hits" }], "gridAxes"?, "reportOrder"? }`);
+            process.exit(1);
+        }
+    }
     let ideas = [];
     {
         let content;
@@ -5309,13 +5394,6 @@ const main$4 = async () => {
             ideas.push(idea);
         }
     }
-    const trainSplit = values.split
-        ? parseFloat(values.split)
-        : DEFAULT_TRAIN_SPLIT;
-    if (!Number.isFinite(trainSplit) || trainSplit <= 0 || trainSplit >= 1) {
-        console.error(`Error: --split must be a fraction between 0 and 1, got ${values.split}`);
-        process.exit(1);
-    }
     {
         const cwd = process.cwd();
         dotenv.config({ path: path.join(cwd, '.env'), override: true, quiet: true });
@@ -5354,28 +5432,13 @@ const main$4 = async () => {
         });
     }
     const symbol = values.symbol || "BTCUSDT";
-    // Подбор параметров: полная сетка с собирающей прибыль механикой —
-    // замок, трейлинг, взвешенный консенсус, Вильсон, обе метрики бана.
-    // Честность обеспечивается сплитом: обучение видит только голову,
-    // хвост тратится на один выстрел замороженного sharpe-победителя
+    // сетка для test() инертна (оценивается ровно замороженная точка):
+    // без явных осей в конфиге они одноточечно зеркалят точку
     BacktestKit.addSimulatorSchema({
         simulatorName: SIMULATOR_NAME,
         exchangeName,
-        gridAxes: {
-            // стопы < 2% сидят внутри медианного шейкаута и не выигрывают
-            hardStopPercent: [2, 2.5, 3, 4, 5, 7],
-            trailingTakePercent: [1, 1.5, 2, 3, 4],
-            holdMinutes: [24 * 60, 2 * 24 * 60, 3 * 24 * 60],
-            minIdeasAligned: [1, 2],
-            minAuthorTrack: [2, 3, 5],
-            minAuthorHitRate: [0.5, 0.6],
-            minAuthorWilson: [0, 0.6],
-            minWeightAligned: [0, 0.6, 1.2],
-            profitLockPercent: [0, 1.5, 2.5],
-            authorMetric: ["close", "reach"],
-            banCriteria: ["sharpe"],
-        },
-        reportOrder: "sharpe",
+        gridAxes: config.gridAxes ?? axesFromPoint(config.point),
+        ...(config.reportOrder ? { reportOrder: config.reportOrder } : {}),
         callbacks: {
             onProgress: (symbol, stage, processed, total) => {
                 if (values.verbose) {
@@ -5392,26 +5455,6 @@ const main$4 = async () => {
                     console.log("onProfiles", { symbol, profiles: profiles.length, truncatedCount });
                 }
             },
-            onAuthorsTrained: (symbol, stats, bannedIdeas) => {
-                if (values.verbose) {
-                    console.log("onAuthorsTrained", {
-                        symbol,
-                        authors: stats.length,
-                        banned: stats.filter(({ banned }) => banned).length,
-                        bannedIdeas,
-                    });
-                }
-            },
-            onRanking: (symbol, criterion, _sorted, best) => {
-                if (values.verbose) {
-                    console.log("onRanking", {
-                        symbol,
-                        criterion,
-                        point: best.report?.point ?? null,
-                        pnl: best.report ? +best.report.totalPnlPercent.toFixed(2) : null,
-                    });
-                }
-            },
             onTestDone: (symbol, result) => {
                 if (values.verbose) {
                     console.log("onTestDone", {
@@ -5423,48 +5466,33 @@ const main$4 = async () => {
             },
         },
     });
-    // обучение видит ТОЛЬКО голову ленты; хвост — один OOS-выстрел
-    const sorted = [...ideas].sort((a, b) => a.ts - b.ts);
-    const cutoff = sorted[0].ts + (sorted[sorted.length - 1].ts - sorted[0].ts) * trainSplit;
-    const trainIdeas = sorted.filter(({ ts }) => ts < cutoff);
-    const testIdeas = sorted.filter(({ ts }) => ts >= cutoff);
-    const train = await BacktestKit.Simulator.run({
-        symbol,
-        simulatorName: SIMULATOR_NAME,
-        ideas: trainIdeas,
-    });
-    const sharpeBest = train.best.find(({ criterion }) => criterion === "sharpe");
-    if (!sharpeBest?.report) {
-        console.error("Error: training produced no sharpe winner — nothing to freeze for the out-of-sample shot");
-        process.exit(1);
-    }
-    // заморозка: точка и трек-рекорд sharpe-победителя как есть — из
-    // замороженных статов test() читает только author/ideas/hits и сам
-    // перевыводит баны и веса под правило точки
+    // только out-of-sample: обучения нет, точка и трек-рекорд приходят
+    // из конфига verbatim — test() перевыводит баны под правило точки,
+    // невиданные авторы забанены по умолчанию
     const test = await BacktestKit.Simulator.test({
         symbol,
         simulatorName: SIMULATOR_NAME,
-        ideas: testIdeas,
-        point: sharpeBest.report.point,
-        authorStats: sharpeBest.authorStats,
+        ideas,
+        point: config.point,
+        authorStats: config.authorStats,
     });
     const dumpName = values.output || `tune_${symbol}_${Date.now()}`;
     const dumpDir = path.join(process.cwd(), "dump");
     if (values.json) {
         const filePath = path.resolve(dumpDir, `${dumpName}.json`);
         await fs$1.mkdir(dumpDir, { recursive: true });
-        await fs$1.writeFile(filePath, JSON.stringify({ trainSplit, train, test }, null, 2), "utf-8");
+        await fs$1.writeFile(filePath, JSON.stringify(test, null, 2), "utf-8");
         console.log(`Saved: ${filePath}`);
         process.exit(0);
     }
     if (values.markdown) {
         const filePath = path.resolve(dumpDir, `${dumpName}.md`);
         await fs$1.mkdir(dumpDir, { recursive: true });
-        await fs$1.writeFile(filePath, toMarkdown(train, test, trainSplit), "utf-8");
+        await fs$1.writeFile(filePath, toMarkdown(test), "utf-8");
         console.log(`Saved: ${filePath}`);
         process.exit(0);
     }
-    console.log(toMarkdown(train, test, trainSplit));
+    console.log(toMarkdown(test));
     process.exit(0);
 };
 main$4();
@@ -5665,8 +5693,8 @@ Modes:
   --dump                Fetch and save raw OHLCV candles
   --pnldebug            Simulate PnL per minute for a given entry price and direction
   --brokerdebug         Fire a single broker commit against the live broker adapter
-  --simulator <ideas.jsonl>  Feasibility probe over crowd ideas: is there a profitable corridor at all
-  --tune      <ideas.jsonl>  Walk-forward parameter search: train on the head, one frozen shot on the tail
+  --simulator <ideas.jsonl> [config.json]  Feasibility probe over crowd ideas: is there a profitable corridor at all
+  --tune      <ideas.jsonl> <config.json>   ONE out-of-sample shot of a frozen training artifact (point + author track)
   --flush  <entry...>   Delete report/log/markdown/agent folders from strategy dump dir
   --init                Scaffold a new project in the current directory
   --docker              Scaffold a Docker workspace for running strategies in a container
@@ -5796,19 +5824,22 @@ Simulator flags (--simulator):
   --markdown               Save summary report to ./dump/<output>.md
   --verbose                Log every simulator lifecycle callback to the console
 
-  Positional: path to an ideas .jsonl file — one idea per line with the exact shape
+  Positionals: path to an ideas .jsonl file — one idea per line with the exact shape
   { "id": number, "ts": number, "symbol": string, "direction": "LONG"|"SHORT"|"NEUTRAL",
-  "author": string }. The file is validated BEFORE any work; a line that does not
-  match the structure aborts the run with an error.
-
-  A FEASIBILITY PROBE, not a parameter search (that is --tune): the profit-harvesting
-  machinery is off (no profit lock, inert trailing, no weighted consensus), and a
-  fast 48-point grid of hard stop x hold x ban rule answers one question — does the
-  feed contain a profitable corridor at all. One 5-day candle pass per idea, flood
-  dedupe (one idea per author per direction per 8h), default-ban author filter,
-  time-based Sharpe/Sortino, four ranking winners. The report carries the corridor
-  share and the whitelist of the sharpe winner's ban rule as evidence.
-  Ideas of other symbols are filtered out — one shared feed serves any --symbol.
+  "author": string } — and an OPTIONAL config .json with the shape
+  { "gridAxes"?: ISimulatorGridAxes, "reportOrder"?: "sharpe"|"sortino"|"pnl"|"recovery" }.
+  Both files are validated BEFORE any work; a mismatch aborts the run with an error.
+  No config -> an empty object is used and the engine defaults apply (the full
+  default grid axes and reportOrder "sharpe" of the connection service).
+
+  A FEASIBILITY PROBE, not an out-of-sample shot (that is --tune): the grid from
+  the config (or the engine default) answers one question — does the feed contain
+  a profitable corridor at all. One candle pass per idea to the grid's longest
+  hold, flood dedupe (one idea per author per direction per 8h), default-ban
+  author filter graded inside each point's own hold window, time-based
+  Sharpe/Sortino, per-metric buckets with their own ranking winners and ban
+  dictionaries. Ideas of other symbols are filtered out — one shared feed serves
+  any --symbol.
 
   No output flag → print the Markdown summary to stdout. With --verbose every
   simulator lifecycle callback (onProgress, onIdeas, onProfiles, onAuthorsTrained,
@@ -5819,25 +5850,27 @@ Simulator flags (--simulator):
 
 Tune flags (--tune):
 
-  --symbol      <string>   Trading pair to tune (default: BTCUSDT)
+  --symbol      <string>   Trading pair to test (default: BTCUSDT)
   --exchange    <string>   Exchange name (default: first registered)
-  --split       <string>   Train share of the feed time range, 0..1 (default: 0.7)
   --output      <string>   Output file base name (default: tune_{SYMBOL}_{TIMESTAMP})
-  --json                   Save { trainSplit, train, test } to ./dump/<output>.json
-  --markdown               Save walk-forward report to ./dump/<output>.md
+  --json                   Save the full ISimulatorTestResult to ./dump/<output>.json
+  --markdown               Save the out-of-sample report to ./dump/<output>.md
   --verbose                Log simulator lifecycle callbacks to the console
 
-  Positional: path to an ideas .jsonl file — same shape and validation as --simulator.
-
-  The PARAMETER SEARCH counterpart of the --simulator probe: the full grid with the
-  profit-harvesting machinery on — profit lock, trailing take, weighted consensus,
-  Wilson-bound ban, both author-hit metrics (close/reach). Honesty is structural:
-  training sees ONLY the head of the feed (--split of its time range), then the
-  sharpe winner is frozen — point and raw author track record — and fired exactly
-  once on the tail via Simulator.test. Nothing is trained on the tail; authors
-  unseen in training are banned by default. The report carries the train winners,
-  the out-of-sample result with the trade list, and the frozen author track record
-  to hardcode for production Simulator.test.
+  Positionals: path to an ideas .jsonl file (same shape and validation as
+  --simulator) and a config .json carrying the FROZEN training artifact:
+  { "point": ISimulatorGridPoint, "authorStats": [{ "author", "ideas", "hits" }],
+  "gridAxes"?, "reportOrder"? }. The point and authorStats are REQUIRED — without
+  them there is nothing to test and the run aborts with an error. gridAxes are
+  optional: by default they mirror the frozen point one value per axis (the grid
+  is inert for a test).
+
+  ONE OUT-OF-SAMPLE SHOT, no training: the CLI never runs the sweep — pick your
+  candidate elsewhere (a Simulator.run of your own), freeze its point and raw
+  author track record into the config, and fire it once here via Simulator.test.
+  Bans are re-derived from the frozen numbers under the point's rule; authors
+  unseen in the config are banned by default. The report carries the result with
+  the trade list and the frozen track record with re-derived ban flags.
 
   Module file ./modules/tune.module is loaded automatically if it exists
   (register your exchange there); without it CCXT Binance is used by default.
@@ -5906,9 +5939,9 @@ Examples:
   node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
   node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
   node ${ENTRY_PATH} --simulator --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
-  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_probe ./assets/tv-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_probe ./assets/tv-ideas.normalized.jsonl ./assets/probe.config.json
   node ${ENTRY_PATH} --tune --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
-  node ${ENTRY_PATH} --tune --symbol BTCUSDT --split 0.7 --markdown --output jun_2026_tune ./assets/tv-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --tune --symbol BTCUSDT --markdown --output jun_2026_tune ./assets/tv-ideas.normalized.jsonl ./assets/tune.config.json
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
   node ${ENTRY_PATH} --init --output my-trading-bot
@@ -5922,7 +5955,7 @@ const main$1 = async () => {
     if (!values.help) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.6.0"}\n\n`);
+    process.stdout.write(`@backtest-kit/cli ${"17.0.0"}\n\n`);
     process.stdout.write(HELP_TEXT);
     process.exit(0);
 };
@@ -5936,7 +5969,7 @@ const main = async () => {
     if (!values.version) {
         return;
     }
-    process.stdout.write(`@backtest-kit/cli ${"16.6.0"}\n`);
+    process.stdout.write(`@backtest-kit/cli ${"17.0.0"}\n`);
     process.exit(0);
 };
 main();