@backtest-kit/cli 16.6.0 → 17.7.0

package/README.md

@@ -104,8 +104,7 @@ Every invocation is **one mode** (a primary flag) + a positional strategy/entry
 | **Candle Dump** | `--dump` | Fetch & save raw OHLCV candles to a file |
 | **PnL Debug** | `--pnldebug` | Simulate per-minute PnL for a given entry price & direction |
 | **Broker Debug** | `--brokerdebug` | Fire a single broker commit against the live adapter |
-| **Simulator** | `--simulator` | Feasibility probe over a crowd-ideas feed: is there a profitable corridor at all |
-| **Tune** | `--tune` | Walk-forward parameter search over a crowd-ideas feed: train on the head, one frozen shot on the tail |
+| **Sweep** | `--sweep` | Grid sweep over a crowd-ideas feed: profit-before-stop corridor + raw author tracks, axes from a positional JSON config |
 | **Flush** | `--flush` | Delete report/log/markdown/agent folders from a strategy dump dir |
 | **Init** | `--init` | Scaffold a new project |
 | **Docker** | `--docker` | Scaffold a self-contained Docker workspace |
@@ -273,7 +272,7 @@ Utilities that don't run a strategy. They share one convention, explained once h
 > **The `<mode>.module` convention.** By default the CLI auto-registers CCXT Binance. To use a different exchange (custom API keys, rate limits, a non-spot market), drop a `modules/<mode>.module.ts` that calls `addExchangeSchema` from `backtest-kit`. The CLI loads it automatically before running, trying `.ts`/`.mjs`/`.cjs`; it's searched **next to the target file first, then in the project root**. `.env` is loaded root-first then the target-file dir (override), so API keys stay out of code.
 
 <details>
-<summary>The shared <code>&lt;mode&gt;.module.ts</code> shape (pine / editor / dump / pnldebug / brokerdebug / simulator / tune)</summary>
+<summary>The shared <code>&lt;mode&gt;.module.ts</code> shape (pine / editor / dump / pnldebug / brokerdebug / sweep)</summary>
 
 ```typescript
 // modules/pine.module.ts  (same shape for editor/dump/pnldebug.module; brokerdebug registers a Broker instead)
@@ -451,62 +450,32 @@ The CLI loads `./modules/brokerdebug.module`, fetches the last candle for `--sym
 
 </details>
 
-### 🎛️ Simulator (`--simulator`)
+### 🎛️ Sweep (`--sweep`)
 
-A **feasibility probe** over a feed of crowd trading ideas: does the feed contain a profitable corridor at all, or is there nothing to search? The probe deliberately does NOT try to earn — the profit-harvesting machinery is off (no profit lock, inert trailing take, no weighted consensus), and a fast **48-point grid** of hard stop × hold × ban rule is evaluated from one candle pass per idea. The parameter search itself is `--tune`'s job. Prints a Markdown report with the corridor share, four ranking winners as evidence, and the whitelist of the sharpe winner's ban rule.
+A **grid sweep** over a feed of crowd trading ideas: the grid axes come from a positional JSON config of the consumer — from a small feasibility probe to a full parameter search. Without a config the engine defaults apply. Authors are graded by ONE binary outcome — **profit-before-stop**: walking each point's own hold window candle by candle, an idea is a HIT when a fixation (the profit lock if lock > 0, OR the trailing arm level) fires BEFORE the hard stop, a MISS when the hard stop fires first, the window times out, or the candles run out. Prints a Markdown report with the corridor share, the ranking winners, and the **raw author tracks** (ideas/hits/hitRate per grading rule) — the engine grades every author but bans none; who to trust is userspace.
 
 ```bash
-npx @backtest-kit/cli --simulator --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
-# → verdict summary to stdout; add --json / --markdown to save into ./dump/
+npx @backtest-kit/cli --sweep --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
+# → engine-default grid; add a config to shape the sweep:
+npx @backtest-kit/cli --sweep --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl ./assets/probe.config.json
 ```
 
 <details>
-<summary>Simulator flags, input format & behavior</summary>
+<summary>Sweep flags, input format & behavior</summary>
 
 | Flag | Type | Description |
 |------|------|-------------|
-| `--simulator` | boolean | Enable the feasibility probe |
+| `--sweep` | boolean | Enable the grid sweep |
 | `--symbol` | string | Trading pair to simulate (default `"BTCUSDT"`) |
 | `--exchange` | string | Exchange (default: first registered, falls back to CCXT Binance) |
-| `--output` | string | Output base name (default `simulator_{SYMBOL}_{TIMESTAMP}`) |
-| `--json` | boolean | Save the full `ISimulatorResult` to `./dump/<output>.json` |
+| `--output` | string | Output base name (default `sweep_{SYMBOL}_{TIMESTAMP}`) |
+| `--json` | boolean | Save the full `ISweepResult` to `./dump/<output>.json` |
 | `--markdown` | boolean | Save the summary report to `./dump/<output>.md` |
-| `--verbose` | boolean | Log every simulator lifecycle callback to the console |
+| `--verbose` | boolean | Log every sweep lifecycle callback to the console |
 
-**Positional (required):** path to an ideas `.jsonl` file — one idea per line, exact shape `{ "id": number, "ts": number, "symbol": string, "direction": "LONG"|"SHORT"|"NEUTRAL", "author": string }`. The file is validated **before any work starts** — the first line that does not match the structure aborts the run with an error naming the line and the field. Ideas of other symbols are filtered out by the engine, so one shared feed serves any `--symbol`.
+**Positionals:** path to an ideas `.jsonl` file (required) — one idea per line, exact shape `{ "id": number, "ts": number, "symbol": string, "direction": "LONG"|"SHORT"|"NEUTRAL", "author": string }` — and an **optional config `.json`** with the shape `{ "gridAxes"?: ISweepGridAxes, "reportOrder"?: "sharpe"|"sortino"|"pnl"|"recovery" }`. Both files are validated **before any work starts** — a structure mismatch (including an unknown config key) aborts the run with an error naming the field. No config → an empty object → the engine defaults. Ideas of other symbols are filtered out by the engine, so one shared feed serves any `--symbol`.
 
-Under the hood: 5-day candle horizon per idea (lazy chunked fetch through the exchange, persist cache first), flood dedupe (one idea per author per direction per 8h), default-ban author filter (track/hit-rate thresholds swept — unproven author = banned), production slot semantics, time-based Sharpe/Sortino over daily equity buckets. A position is entered on a proven author's idea and exits by time or catastrophe stop, nothing else — if even this primitive corridor is unprofitable on its own training range, the feed carries no extractable signal. With `--verbose` every lifecycle callback (`onIdeas`, `onProfiles`, `onAuthorsTrained`, `onGridPoint`, `onRanking`, `onDone`) is logged to the console as it fires, so long runs show progress. Exchange via `simulator.module` (see convention above).
-
-</details>
-
-### 🔧 Tune (`--tune`)
-
-The **parameter search** counterpart of the `--simulator` probe: a walk-forward sweep of 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, default 70%), 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.
-
-```bash
-npx @backtest-kit/cli --tune --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
-# → train winners + one out-of-sample shot; add --json / --markdown to save into ./dump/
-```
-
-<details>
-<summary>Tune flags, input format & behavior</summary>
-
-| Flag | Type | Description |
-|------|------|-------------|
-| `--tune` | boolean | Enable the walk-forward parameter search |
-| `--symbol` | string | Trading pair to tune (default `"BTCUSDT"`) |
-| `--exchange` | string | Exchange (default: first registered, falls back to CCXT Binance) |
-| `--split` | string | Train share of the feed time range, 0..1 (default `0.7`) |
-| `--output` | string | Output base name (default `tune_{SYMBOL}_{TIMESTAMP}`) |
-| `--json` | boolean | Save `{ trainSplit, train, test }` to `./dump/<output>.json` |
-| `--markdown` | boolean | Save the walk-forward report to `./dump/<output>.md` |
-| `--verbose` | boolean | Log simulator lifecycle callbacks to the console |
-
-**Positional (required):** path to an ideas `.jsonl` file — same shape and validation as `--simulator`.
-
-The report carries the train winners of all four ranking criteria (full point labels including lock, Wilson bound and the author-hit metric), the out-of-sample result of the frozen sharpe winner with its trade list, and the **frozen author track record** — the raw `author/ideas/hits` numbers to hardcode for production `Simulator.test`: banned flags and vote weights are re-derived from them under the frozen point's rule, and an author absent from the list is banned by default. Exchange via `tune.module` (see convention above).
-
-A train-on-train winner is a ceiling, never a promise: the out-of-sample section is the honest number, and the final arbiter for any point picked here is a real engine backtest (`Backtest.run`).
+Under the hood: one candle pass per idea to the grid's longest hold (lazy chunked fetch through the exchange, persist cache first), flood dedupe (one idea per author per direction per 8h), EVERY author traded (the engine grades every author on the raw per-author track **inside each point's own hold window** and bans none — userspace filters on the continuous `hitRate`), production slot semantics (one open position per author), time-based Sharpe/Sortino over daily equity buckets. The result is a single report bucket — `result.reports.reports` (grid point reports, sorted by `reportOrder`), `result.reports.best` (the four ranking winners), and `result.reports.tracks` (author tracks). Each track line is self-contained (`{holdMinutes, profitLockPercent, hardStopPercent, trailingTakePercent, author, ideas, hits, hitRate}`) for grep/jq without a join. With `--verbose` every lifecycle callback (`onIdeas`, `onProfiles`, `onAuthorsTrained`, `onGridPoint`, `onRanking`, `onDone`) is logged to the console as it fires, so long runs show progress. Exchange via `sweep.module` (see convention above).
 
 </details>