@tradejs/cli 3.1.26 → 3.1.27-beta.245

package/dist/lib/runtimeParityDetails.js

@@ -208,6 +208,50 @@ var findNearestEvaluation = ({
     timestampDiffMs: bestDiff
   } : null;
 };
+var findNearestRuntimeEvaluationOutcome = ({
+  entry,
+  lineageScopes,
+  toleranceMs
+}) => {
+  const strategy = getEntryStrategy(entry);
+  const timestamp = entry.signalTimestamp ?? entry.timestamp;
+  if (!strategy) return null;
+  let nearest = null;
+  for (const scope of lineageScopes) {
+    if (scope.strategy !== strategy || scope.symbol !== entry.symbol) {
+      continue;
+    }
+    for (const run of scope.evaluationRuns ?? []) {
+      if (run.stepMs <= 0 || timestamp < run.firstTimestamp - toleranceMs || timestamp > run.lastTimestamp + toleranceMs) {
+        continue;
+      }
+      const step = Math.round((timestamp - run.firstTimestamp) / run.stepMs);
+      const candidateTimestamp = run.firstTimestamp + step * run.stepMs;
+      const timestampDiffMs = Math.abs(candidateTimestamp - timestamp);
+      if (candidateTimestamp < run.firstTimestamp || candidateTimestamp > run.lastTimestamp || timestampDiffMs > toleranceMs || nearest && timestampDiffMs >= nearest.timestampDiffMs) {
+        continue;
+      }
+      nearest = {
+        status: run.status,
+        reason: run.reason,
+        timestamp: candidateTimestamp,
+        timestampDiffMs,
+        source: "lineage_scope_compact"
+      };
+    }
+  }
+  return nearest;
+};
+var hasRuntimeLineageCoverage = ({
+  entry,
+  lineageScopes
+}) => {
+  const strategy = getEntryStrategy(entry);
+  const timestamp = entry.signalTimestamp ?? entry.timestamp;
+  return lineageScopes.some(
+    (scope) => scope.strategy === strategy && scope.symbol === entry.symbol && timestamp >= scope.firstTimestamp && timestamp <= scope.lastTimestamp
+  );
+};
 var classifySignalDiagnostic = (signal) => {
   if (signal.orderStatus === "failed") {
     return {
@@ -452,6 +496,7 @@ var buildReplayMismatchDrilldown = ({
   runtimeSignalEvaluations = [],
   replaySignals = [],
   replaySignalEvaluations = [],
+  runtimeLineageScopes = [],
   toleranceMs,
   backtestTimestampOffsetMs,
   limit
@@ -519,9 +564,26 @@ var buildReplayMismatchDrilldown = ({
       toleranceMs,
       timestampOffsetMs: 0
     });
-    const classification = nearestRuntimeSignal ? classifySignalDiagnostic(nearestRuntimeSignal.signal) : nearestRuntimeEvaluation ? classifyEvaluationDiagnostic(nearestRuntimeEvaluation.evaluation) : nearestCandidate?.nearest ? {
+    const nearestRuntimeEvaluationOutcome = findNearestRuntimeEvaluationOutcome(
+      {
+        entry,
+        lineageScopes: runtimeLineageScopes,
+        toleranceMs
+      }
+    );
+    const runtimeLineageCoversEntry = hasRuntimeLineageCoverage({
+      entry,
+      lineageScopes: runtimeLineageScopes
+    });
+    const classification = nearestRuntimeSignal ? classifySignalDiagnostic(nearestRuntimeSignal.signal) : nearestRuntimeEvaluation ? classifyEvaluationDiagnostic(nearestRuntimeEvaluation.evaluation) : nearestRuntimeEvaluationOutcome ? {
+      classification: "core_skipped",
+      reason: nearestRuntimeEvaluationOutcome.reason
+    } : nearestCandidate?.nearest ? {
       classification: "timing_or_price_drift",
       reason: nearestCandidate.reason
+    } : runtimeLineageCoversEntry ? {
+      classification: "runtime_evaluation_detail_unavailable",
+      reason: "runtime_scope_covers_timestamp_but_skip_detail_was_not_stored"
     } : {
       classification: "no_runtime_evaluation",
       reason: "no_runtime_signal_or_evaluation"
@@ -545,7 +607,8 @@ var buildReplayMismatchDrilldown = ({
         ...includeArtifacts ? {
           runtimeEvaluationArtifact: nearestRuntimeEvaluation.evaluation
         } : {}
-      } : {}
+      } : {},
+      ...nearestRuntimeEvaluationOutcome ? { runtimeEvaluationOutcome: nearestRuntimeEvaluationOutcome } : {}
     };
   });
   for (const diagnostic of runtimeOnlyDiagnostics) {
@@ -592,7 +655,8 @@ var buildReplayRuntimeComparisonDetails = ({
   runtimeSignals,
   runtimeSignalEvaluations,
   replaySignals,
-  replaySignalEvaluations
+  replaySignalEvaluations,
+  runtimeLineageScopes
 }) => {
   const runtimeDetails = runtimeEntries.map(toRuntimeParityDetail);
   const backtestDetails = backtestEntries.map(
@@ -651,6 +715,7 @@ var buildReplayRuntimeComparisonDetails = ({
       runtimeSignalEvaluations,
       replaySignals,
       replaySignalEvaluations,
+      runtimeLineageScopes,
       toleranceMs,
       backtestTimestampOffsetMs,
       limit
@@ -671,7 +736,8 @@ var buildReplayExchangeComparisonDetails = ({
   runtimeSignals,
   runtimeSignalEvaluations,
   replaySignals,
-  replaySignalEvaluations
+  replaySignalEvaluations,
+  runtimeLineageScopes
 }) => {
   const toExchangeDetail = (entry) => toExchangeParityDetail({
     entry,
@@ -758,6 +824,7 @@ var buildReplayExchangeComparisonDetails = ({
       runtimeSignalEvaluations,
       replaySignals,
       replaySignalEvaluations,
+      runtimeLineageScopes,
       toleranceMs,
       backtestTimestampOffsetMs,
       limit

package/dist/lib/runtimeScorecard.js

@@ -426,6 +426,20 @@ var countBy = (items, getter) => {
     Object.entries(counts).sort(([left], [right]) => left.localeCompare(right))
   );
 };
+var resolveGateDecision = (evaluation) => {
+  const analysis = asRecord(evaluation.aiAnalysis);
+  const explicit = finiteString(analysis?.gateDecision);
+  if (explicit === "approved" || explicit === "rejected") {
+    return { decision: explicit, source: "gate_decision" };
+  }
+  if (typeof analysis?.approved === "boolean") {
+    return {
+      decision: analysis.approved ? "approved" : "rejected",
+      source: "legacy_approved_fallback"
+    };
+  }
+  return null;
+};
 var buildDistributions = ({
   evaluations,
   signals
@@ -606,18 +620,15 @@ var buildRuntimeScorecard = ({
   const signalEvaluations = rows.evaluations.filter(
     (evaluation) => evaluation.status === "signal"
   );
-  const gateDecisions = signalEvaluations.map((evaluation) => ({
-    evaluation,
-    decision: finiteString(asRecord(evaluation.aiAnalysis)?.gateDecision)
-  })).filter(
-    ({ decision }) => decision === "approved" || decision === "rejected"
+  const gateDecisions = signalEvaluations.map(resolveGateDecision).filter(
+    (decision) => Boolean(decision)
   );
   const llmEligibleEvaluations = llmComparatorPolicy === "disabled" ? [] : llmComparatorPolicy === "ai_approved_only" ? signalEvaluations.filter(
-    (evaluation) => finiteString(asRecord(evaluation.aiAnalysis)?.gateDecision) === "approved"
+    (evaluation) => resolveGateDecision(evaluation)?.decision === "approved"
   ) : signalEvaluations;
   const gateComparisons = llmEligibleEvaluations.map((evaluation) => {
     const analysis = asRecord(evaluation.aiAnalysis);
-    const gateDecision = finiteString(analysis?.gateDecision);
+    const gateDecision = resolveGateDecision(evaluation)?.decision ?? null;
     const llmDecision = finiteString(analysis?.llmDecision);
     if (gateDecision !== "approved" && gateDecision !== "rejected" || llmDecision !== "approved" && llmDecision !== "rejected") {
       return null;
@@ -652,6 +663,27 @@ var buildRuntimeScorecard = ({
   };
   const actualSlippageBps = averageSampleMetric("signalToFillAdverseBps");
   const residualVsModelBps = averageSampleMetric("residualVsCurrentModelBps");
+  const signalToArrivalAdverseBps = averageSampleMetric(
+    "signalToArrivalAdverseBps"
+  );
+  const arrivalToFillAdverseBps = averageSampleMetric(
+    "arrivalToFillAdverseBps"
+  );
+  const averageSignalCloseToSubmitMs = averageSampleMetric(
+    "signalCloseToSubmitMs"
+  );
+  const averageSubmitToFillMs = averageSampleMetric("submitToFillMs");
+  const fullTelemetryTrades = calibrationSamples.filter(
+    (sample) => finiteString(sample.telemetryQuality) === "full"
+  ).length;
+  const arrivalQuoteTrades = calibrationSamples.filter(
+    (sample) => finiteNumber(sample.arrivalMid) != null
+  ).length;
+  const arrivalQuoteCoverage = calibrationSamples.length ? round(arrivalQuoteTrades / calibrationSamples.length) : null;
+  const hasTelemetryQuality = calibrationSamples.some(
+    (sample) => finiteString(sample.telemetryQuality) != null
+  );
+  const maximumSignalCloseToSubmitMs = thresholds.maximumSignalCloseToSubmitMs ?? 3e4;
   const prospective = getProspectiveSummary(prospectiveEvidenceArtifact);
   const historyTrades = dedupeTrades([
     ...scopedHistoryArtifacts,
@@ -708,7 +740,28 @@ var buildRuntimeScorecard = ({
     reactions.push({
       code: "SLIPPAGE_DRIFT",
       severity: "warning",
-      message: `Execution residual ${round(residualVsModelBps, 2)} bps exceeds ${thresholds.maximumSlippageResidualBps} bps.`
+      message: `Signal-close-to-fill residual ${round(residualVsModelBps, 2)} bps exceeds ${thresholds.maximumSlippageResidualBps} bps.`
+    });
+  }
+  if (averageSignalCloseToSubmitMs != null && averageSignalCloseToSubmitMs > maximumSignalCloseToSubmitMs) {
+    reactions.push({
+      code: "PRE_SUBMIT_LATENCY",
+      severity: "warning",
+      message: `Average signal-close-to-submit latency ${round(averageSignalCloseToSubmitMs, 3)} ms exceeds ${maximumSignalCloseToSubmitMs} ms.`
+    });
+  }
+  if (hasTelemetryQuality && calibrationSamples.length > 0 && fullTelemetryTrades < calibrationSamples.length) {
+    reactions.push({
+      code: "EXECUTION_TELEMETRY_INCOMPLETE",
+      severity: "info",
+      message: `Full arrival and fill telemetry is available for ${fullTelemetryTrades}/${calibrationSamples.length} trades.`
+    });
+  }
+  if (riskDecisions.some((decision) => decision.status === "rejected")) {
+    reactions.push({
+      code: "RISK_PLAN_EXCEEDS_DECLARED_LIMIT",
+      severity: "warning",
+      message: "At least one observed order plan exceeds its declared MAX_LOSS_VALUE; telemetry is not yet enforced."
     });
   }
   if (sevenDay.closedTrades >= thresholds.minimumClosedTrades && sevenDay.expectancy != null && sevenDay.expectancy < thresholds.minimumExpectancy) {
@@ -737,7 +790,10 @@ var buildRuntimeScorecard = ({
     deployment: deploymentBinding,
     lineage: runtimeLineage,
     promotionStatus,
-    thresholds,
+    thresholds: {
+      ...thresholds,
+      maximumSignalCloseToSubmitMs
+    },
     funnel: {
       evaluations: rows.evaluations.length,
       coreCandidates: signalEvaluations.length,
@@ -749,25 +805,38 @@ var buildRuntimeScorecard = ({
         rejected: gateDecisions.filter(
           ({ decision }) => decision === "rejected"
         ).length,
-        coverage: signalEvaluations.length ? round(gateDecisions.length / signalEvaluations.length) : null
+        coverage: signalEvaluations.length ? round(gateDecisions.length / signalEvaluations.length) : null,
+        legacyApprovedFallback: gateDecisions.filter(
+          ({ source }) => source === "legacy_approved_fallback"
+        ).length
       },
       allocator: {
         available: allocatorDecisions.length > 0,
         approved: allocatorDecisions.filter(
-          (decision) => decision.decision === "approved"
+          (decision) => decision.status === "approved"
         ).length,
         rejected: allocatorDecisions.filter(
-          (decision) => decision.decision === "rejected"
+          (decision) => decision.status === "rejected"
+        ).length,
+        notApplicable: allocatorDecisions.filter(
+          (decision) => decision.status === "not_applicable"
+        ).length,
+        unavailable: allocatorDecisions.filter(
+          (decision) => decision.status === "unavailable"
         ).length
       },
       risk: {
         available: riskDecisions.length > 0,
         approved: riskDecisions.filter(
-          (decision) => decision.decision === "approved"
+          (decision) => decision.status === "approved"
         ).length,
         rejected: riskDecisions.filter(
-          (decision) => decision.decision === "rejected"
-        ).length
+          (decision) => decision.status === "rejected"
+        ).length,
+        unavailable: riskDecisions.filter(
+          (decision) => decision.status === "unavailable"
+        ).length,
+        enforced: riskDecisions.some((decision) => decision.enforced === true)
       },
       orderAttempts: orderAttempts.length,
       orderFailures: orderAttempts.filter(
@@ -829,8 +898,16 @@ var buildRuntimeScorecard = ({
     },
     execution: {
       available: actualSlippageBps != null || residualVsModelBps != null,
+      metricScope: arrivalToFillAdverseBps == null ? "signal_close_to_fill" : "signal_and_exchange_components",
+      samples: calibrationSamples.length,
+      fullTelemetryTrades,
+      arrivalQuoteCoverage,
       actualSignalToFillSlippageBps: actualSlippageBps,
-      residualVsCurrentModelBps: residualVsModelBps
+      residualVsCurrentModelBps: residualVsModelBps,
+      signalToArrivalAdverseBps,
+      arrivalToFillAdverseBps,
+      averageSignalCloseToSubmitMs,
+      averageSubmitToFillMs
     },
     prospective,
     rolling,
@@ -884,10 +961,10 @@ Window: ${new Date(scorecard.window.startTime).toISOString()} \u2014 ${new Date(
 
 - Evaluations: ${scorecard.funnel.evaluations}
 - Core candidates: ${scorecard.funnel.coreCandidates}
-- Gate approvals/rejects: ${scorecard.funnel.gate.approved}/${scorecard.funnel.gate.rejected}
+- Gate approvals/rejects: ${scorecard.funnel.gate.approved}/${scorecard.funnel.gate.rejected} (legacy fallback: ${scorecard.funnel.gate.legacyApprovedFallback})
 - AI / LLM disagreement: ${scorecard.gateComparison.disagreements}/${scorecard.gateComparison.compared}
-- Allocator approvals/rejects: ${scorecard.funnel.allocator.available ? `${scorecard.funnel.allocator.approved}/${scorecard.funnel.allocator.rejected}` : "unavailable"}
-- Risk approvals/rejects: ${scorecard.funnel.risk.available ? `${scorecard.funnel.risk.approved}/${scorecard.funnel.risk.rejected}` : "unavailable"}
+- Runtime admission approved/rejected/not-applicable: ${scorecard.funnel.allocator.available ? `${scorecard.funnel.allocator.approved}/${scorecard.funnel.allocator.rejected}/${scorecard.funnel.allocator.notApplicable}` : "unavailable"}
+- Risk assessment within/exceeds/unavailable: ${scorecard.funnel.risk.available ? `${scorecard.funnel.risk.approved}/${scorecard.funnel.risk.rejected}/${scorecard.funnel.risk.unavailable}` : "unavailable"} (enforced: ${scorecard.funnel.risk.enforced})
 - Order attempts/failures: ${scorecard.funnel.orderAttempts}/${scorecard.funnel.orderFailures}
 - Fills: ${scorecard.funnel.fills}
 - Closed trades: ${scorecard.funnel.closedTrades}
@@ -896,8 +973,14 @@ Window: ${new Date(scorecard.window.startTime).toISOString()} \u2014 ${new Date(
 
 - Parity: ${scorecard.parity.ratio == null ? "n/a" : `${round(scorecard.parity.ratio * 100, 2)}%`}
 - Runtime/replay mismatches: ${scorecard.parity.backtestOnly + scorecard.parity.runtimeOnly}
-- Actual signal-to-fill slippage: ${scorecard.execution.actualSignalToFillSlippageBps ?? "n/a"} bps
+- Execution metric scope: ${scorecard.execution.metricScope}
+- Telemetry samples/full/arrival coverage: ${scorecard.execution.samples}/${scorecard.execution.fullTelemetryTrades}/${scorecard.execution.arrivalQuoteCoverage == null ? "n/a" : `${round(scorecard.execution.arrivalQuoteCoverage * 100, 2)}%`}
+- Signal-close-to-fill adverse move: ${scorecard.execution.actualSignalToFillSlippageBps ?? "n/a"} bps
+- Signal-to-arrival adverse move: ${scorecard.execution.signalToArrivalAdverseBps ?? "n/a"} bps
+- Arrival-to-fill exchange slippage: ${scorecard.execution.arrivalToFillAdverseBps ?? "n/a"} bps
 - Residual vs current model: ${scorecard.execution.residualVsCurrentModelBps ?? "n/a"} bps
+- Average signal-close-to-submit: ${scorecard.execution.averageSignalCloseToSubmitMs ?? "n/a"} ms
+- Average submit-to-fill: ${scorecard.execution.averageSubmitToFillMs ?? "n/a"} ms
 
 ## Rolling performance
 

package/dist/lib/runtimeSignalsLoader.js

@@ -32,6 +32,7 @@ var import_redis = require("@tradejs/infra/redis");
 
 // src/lib/runtimeSignalsStorage.ts
 var import_constants = require("@tradejs/core/constants");
+var import_data = require("@tradejs/core/data");
 var import_time = require("@tradejs/core/time");
 var isRuntimeSignalBucketRef = (value) => {
   if (!value || typeof value !== "object") {

package/dist/lib/runtimeSignalsStorage.js

@@ -23,6 +23,7 @@ __export(runtimeSignalsStorage_exports, {
   DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS: () => DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS,
   RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS: () => RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS,
   RUNTIME_SIGNAL_RETENTION_DAYS_ENV: () => RUNTIME_SIGNAL_RETENTION_DAYS_ENV,
+  appendRuntimeSignalEvaluationRun: () => appendRuntimeSignalEvaluationRun,
   buildRuntimeSignalStatsIncrements: () => buildRuntimeSignalStatsIncrements,
   getRuntimeSignalRetentionTtlSeconds: () => getRuntimeSignalRetentionTtlSeconds,
   getRuntimeStorageDayKey: () => import_time.getRuntimeStorageDayKey,
@@ -37,7 +38,38 @@ __export(runtimeSignalsStorage_exports, {
 });
 module.exports = __toCommonJS(runtimeSignalsStorage_exports);
 var import_constants = require("@tradejs/core/constants");
+var import_data = require("@tradejs/core/data");
 var import_time = require("@tradejs/core/time");
+var appendRuntimeSignalEvaluationRun = (runs = [], evaluation) => {
+  if (evaluation.status !== "skip") {
+    return [...runs];
+  }
+  const stepMs = (0, import_data.intervalToMs)(evaluation.interval);
+  const reason = evaluation.reason?.trim() || "NO_SIGNAL";
+  const existing = runs.find(
+    (run) => run.status === "skip" && run.reason === reason && run.stepMs === stepMs && evaluation.timestamp >= run.firstTimestamp && evaluation.timestamp <= run.lastTimestamp && (evaluation.timestamp - run.firstTimestamp) % stepMs === 0
+  );
+  if (existing) {
+    return [...runs];
+  }
+  const last = runs.at(-1);
+  if (last?.status === "skip" && last.reason === reason && last.stepMs === stepMs && evaluation.timestamp === last.lastTimestamp + stepMs) {
+    return [
+      ...runs.slice(0, -1),
+      { ...last, lastTimestamp: evaluation.timestamp }
+    ];
+  }
+  return [
+    ...runs,
+    {
+      status: "skip",
+      reason,
+      firstTimestamp: evaluation.timestamp,
+      lastTimestamp: evaluation.timestamp,
+      stepMs
+    }
+  ];
+};
 var SECONDS_PER_DAY = 86400;
 var RUNTIME_SIGNAL_RETENTION_DAYS_ENV = "RUNTIME_SIGNAL_RETENTION_DAYS";
 var DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS = import_constants.TTL_3D;
@@ -175,6 +207,7 @@ var parseRuntimeSignalStatsBucket = (value) => {
   DEFAULT_RUNTIME_SIGNAL_RETENTION_TTL_SECONDS,
   RUNTIME_LINEAGE_SCOPE_RETENTION_TTL_SECONDS,
   RUNTIME_SIGNAL_RETENTION_DAYS_ENV,
+  appendRuntimeSignalEvaluationRun,
   buildRuntimeSignalStatsIncrements,
   getRuntimeSignalRetentionTtlSeconds,
   getRuntimeStorageDayKey,

package/dist/scripts/replay.js

@@ -37,7 +37,7 @@ module.exports = __toCommonJS(replay_exports);
 // src/scripts/replayRunner.ts
 var import_chalk13 = __toESM(require("chalk"));
 var import_constants6 = require("@tradejs/core/constants");
-var import_data2 = require("@tradejs/core/data");
+var import_data3 = require("@tradejs/core/data");
 var import_time7 = require("@tradejs/core/time");
 var import_redis6 = require("@tradejs/infra/redis");
 
@@ -6440,6 +6440,7 @@ var import_redis4 = require("@tradejs/infra/redis");
 
 // src/lib/runtimeSignalsStorage.ts
 var import_constants4 = require("@tradejs/core/constants");
+var import_data = require("@tradejs/core/data");
 var import_time4 = require("@tradejs/core/time");
 var isRuntimeSignalBucketRef = (value) => {
   if (!value || typeof value !== "object") {
@@ -6988,6 +6989,50 @@ var findNearestEvaluation = ({
     timestampDiffMs: bestDiff
   } : null;
 };
+var findNearestRuntimeEvaluationOutcome = ({
+  entry,
+  lineageScopes,
+  toleranceMs
+}) => {
+  const strategy = getEntryStrategy(entry);
+  const timestamp = entry.signalTimestamp ?? entry.timestamp;
+  if (!strategy) return null;
+  let nearest = null;
+  for (const scope of lineageScopes) {
+    if (scope.strategy !== strategy || scope.symbol !== entry.symbol) {
+      continue;
+    }
+    for (const run of scope.evaluationRuns ?? []) {
+      if (run.stepMs <= 0 || timestamp < run.firstTimestamp - toleranceMs || timestamp > run.lastTimestamp + toleranceMs) {
+        continue;
+      }
+      const step = Math.round((timestamp - run.firstTimestamp) / run.stepMs);
+      const candidateTimestamp = run.firstTimestamp + step * run.stepMs;
+      const timestampDiffMs = Math.abs(candidateTimestamp - timestamp);
+      if (candidateTimestamp < run.firstTimestamp || candidateTimestamp > run.lastTimestamp || timestampDiffMs > toleranceMs || nearest && timestampDiffMs >= nearest.timestampDiffMs) {
+        continue;
+      }
+      nearest = {
+        status: run.status,
+        reason: run.reason,
+        timestamp: candidateTimestamp,
+        timestampDiffMs,
+        source: "lineage_scope_compact"
+      };
+    }
+  }
+  return nearest;
+};
+var hasRuntimeLineageCoverage = ({
+  entry,
+  lineageScopes
+}) => {
+  const strategy = getEntryStrategy(entry);
+  const timestamp = entry.signalTimestamp ?? entry.timestamp;
+  return lineageScopes.some(
+    (scope) => scope.strategy === strategy && scope.symbol === entry.symbol && timestamp >= scope.firstTimestamp && timestamp <= scope.lastTimestamp
+  );
+};
 var classifySignalDiagnostic = (signal) => {
   if (signal.orderStatus === "failed") {
     return {
@@ -7232,6 +7277,7 @@ var buildReplayMismatchDrilldown = ({
   runtimeSignalEvaluations = [],
   replaySignals = [],
   replaySignalEvaluations = [],
+  runtimeLineageScopes = [],
   toleranceMs,
   backtestTimestampOffsetMs,
   limit
@@ -7299,9 +7345,26 @@ var buildReplayMismatchDrilldown = ({
       toleranceMs,
       timestampOffsetMs: 0
     });
-    const classification = nearestRuntimeSignal ? classifySignalDiagnostic(nearestRuntimeSignal.signal) : nearestRuntimeEvaluation ? classifyEvaluationDiagnostic(nearestRuntimeEvaluation.evaluation) : nearestCandidate?.nearest ? {
+    const nearestRuntimeEvaluationOutcome = findNearestRuntimeEvaluationOutcome(
+      {
+        entry,
+        lineageScopes: runtimeLineageScopes,
+        toleranceMs
+      }
+    );
+    const runtimeLineageCoversEntry = hasRuntimeLineageCoverage({
+      entry,
+      lineageScopes: runtimeLineageScopes
+    });
+    const classification = nearestRuntimeSignal ? classifySignalDiagnostic(nearestRuntimeSignal.signal) : nearestRuntimeEvaluation ? classifyEvaluationDiagnostic(nearestRuntimeEvaluation.evaluation) : nearestRuntimeEvaluationOutcome ? {
+      classification: "core_skipped",
+      reason: nearestRuntimeEvaluationOutcome.reason
+    } : nearestCandidate?.nearest ? {
       classification: "timing_or_price_drift",
       reason: nearestCandidate.reason
+    } : runtimeLineageCoversEntry ? {
+      classification: "runtime_evaluation_detail_unavailable",
+      reason: "runtime_scope_covers_timestamp_but_skip_detail_was_not_stored"
     } : {
       classification: "no_runtime_evaluation",
       reason: "no_runtime_signal_or_evaluation"
@@ -7325,7 +7388,8 @@ var buildReplayMismatchDrilldown = ({
         ...includeArtifacts ? {
           runtimeEvaluationArtifact: nearestRuntimeEvaluation.evaluation
         } : {}
-      } : {}
+      } : {},
+      ...nearestRuntimeEvaluationOutcome ? { runtimeEvaluationOutcome: nearestRuntimeEvaluationOutcome } : {}
     };
   });
   for (const diagnostic of runtimeOnlyDiagnostics) {
@@ -7372,7 +7436,8 @@ var buildReplayRuntimeComparisonDetails = ({
   runtimeSignals,
   runtimeSignalEvaluations,
   replaySignals,
-  replaySignalEvaluations
+  replaySignalEvaluations,
+  runtimeLineageScopes
 }) => {
   const runtimeDetails = runtimeEntries.map(toRuntimeParityDetail);
   const backtestDetails = backtestEntries.map(
@@ -7431,6 +7496,7 @@ var buildReplayRuntimeComparisonDetails = ({
       runtimeSignalEvaluations,
       replaySignals,
       replaySignalEvaluations,
+      runtimeLineageScopes,
       toleranceMs,
       backtestTimestampOffsetMs,
       limit
@@ -7451,7 +7517,8 @@ var buildReplayExchangeComparisonDetails = ({
   runtimeSignals,
   runtimeSignalEvaluations,
   replaySignals,
-  replaySignalEvaluations
+  replaySignalEvaluations,
+  runtimeLineageScopes
 }) => {
   const toExchangeDetail = (entry) => toExchangeParityDetail({
     entry,
@@ -7538,6 +7605,7 @@ var buildReplayExchangeComparisonDetails = ({
       runtimeSignalEvaluations,
       replaySignals,
       replaySignalEvaluations,
+      runtimeLineageScopes,
       toleranceMs,
       backtestTimestampOffsetMs,
       limit
@@ -7673,6 +7741,7 @@ var filterReplayComparisonByLineage = ({
     runtimeTrades: comparableRuntimeTrades,
     runtimeSignals: comparableRuntimeSignals,
     runtimeSignalEvaluations: comparableRuntimeEvaluations,
+    runtimeLineageScopes: comparableRuntimeLineageScopes,
     backtestEntries: comparableBacktestEntries,
     lineage: {
       enforced: true,
@@ -8269,6 +8338,7 @@ var saveAndPrintReplayExchangeComparison = async ({
   replaySignalEvaluations,
   runtimeSignals,
   runtimeSignalEvaluations,
+  runtimeLineageScopes,
   lineage
 }) => {
   const { connector, connectorName, window } = getRuntimeCompareContext();
@@ -8320,7 +8390,8 @@ var saveAndPrintReplayExchangeComparison = async ({
       runtimeSignals,
       runtimeSignalEvaluations,
       replaySignals,
-      replaySignalEvaluations
+      replaySignalEvaluations,
+      runtimeLineageScopes
     });
     const emptyRowsByStrategy = new Map(
       buildExchangeComparisonRows({
@@ -8376,7 +8447,8 @@ var saveAndPrintReplayExchangeComparison = async ({
     runtimeSignals,
     runtimeSignalEvaluations,
     replaySignals,
-    replaySignalEvaluations
+    replaySignalEvaluations,
+    runtimeLineageScopes
   });
   const rows = buildExchangeComparisonRows({
     liveStrategySummaries,
@@ -8527,6 +8599,7 @@ var saveAndPrintReplayRuntimeComparison = async ({
       replaySignalEvaluations,
       runtimeSignals: comparable.runtimeSignals,
       runtimeSignalEvaluations: comparable.runtimeSignalEvaluations,
+      runtimeLineageScopes: comparable.runtimeLineageScopes,
       lineage: comparable.lineage
     });
   }
@@ -8550,7 +8623,8 @@ var saveAndPrintReplayRuntimeComparison = async ({
     runtimeSignals: comparable.runtimeSignals,
     runtimeSignalEvaluations: comparable.runtimeSignalEvaluations,
     replaySignals,
-    replaySignalEvaluations
+    replaySignalEvaluations,
+    runtimeLineageScopes: comparable.runtimeLineageScopes
   });
   const parityRows = summarizeTradeParityByStrategy({
     runtimeEntries: runtimeDedupe.entries,
@@ -8593,7 +8667,7 @@ var saveAndPrintReplayRuntimeComparison = async ({
 // src/lib/replay/outputReport.ts
 var import_promises2 = __toESM(require("fs/promises"));
 var import_node_path2 = __toESM(require("path"));
-var import_data = require("@tradejs/core/data");
+var import_data2 = require("@tradejs/core/data");
 var formatMsk = (timestamp) => typeof timestamp === "number" && Number.isFinite(timestamp) ? new Intl.DateTimeFormat("ru-RU", {
   timeZone: "Europe/Moscow",
   dateStyle: "short",
@@ -9000,7 +9074,7 @@ var writeReplayOutputReport = async ({
   ];
   await Promise.all([
     import_promises2.default.writeFile(markdownPath, lines.join("\n"), "utf8"),
-    import_promises2.default.writeFile(jsonPath, `${(0, import_data.toJson)(report, true)}
+    import_promises2.default.writeFile(jsonPath, `${(0, import_data2.toJson)(report, true)}
 `, "utf8")
   ]);
   return {
@@ -9208,7 +9282,7 @@ var replayBacktest = async () => {
     deploymentId: deployment.id,
     assetClasses: deployment.assetClasses,
     deployment,
-    closedIntervalMs: (0, import_data2.intervalToMs)(replayInterval)
+    closedIntervalMs: (0, import_data3.intervalToMs)(replayInterval)
   });
   if (!preparedRun || isReplayUpdateOnlyRun) {
     return;