@tradejs/cli 3.1.29-beta.265 → 3.1.29-beta.268

package/dist/cli.js

@@ -16947,18 +16947,43 @@ var init_chartSnapshot = __esm({
 });
 
 // src/lib/runtimeParity.ts
-var toFiniteNumberOrNull2, toGroupKey, toRuntimeDuplicateKey, getBacktestParityComparisonTimestamp, sortTradeParityEntries, buildPriceDeltaPct, toExitType, resolveBacktestExitType, extractBacktestEntryParityEntries, extractRuntimeParityEntries, findRuntimeDuplicateGroups, dedupeRuntimeParityEntries, compareTradeParityEntries, summarizeMatchedParity;
+var resolveTradeParityTimestampOffset, buildTradeParityTimestampOffset, toFiniteNumberOrNull2, toGroupKey, toRuntimeDuplicateKey, getBacktestParityComparisonTimestamp, sortTradeParityEntries, buildPriceDeltaPct, toExitType, resolveBacktestExitType, extractBacktestEntryParityEntries, extractRuntimeParityEntries, findRuntimeDuplicateGroups, dedupeRuntimeParityEntries, compareTradeParityEntries, summarizeMatchedParity;
 var init_runtimeParity = __esm({
   "src/lib/runtimeParity.ts"() {
     "use strict";
+    resolveTradeParityTimestampOffset = (strategy, offset) => typeof offset === "function" ? offset(strategy) : offset;
+    buildTradeParityTimestampOffset = (strategies) => {
+      const intervals = /* @__PURE__ */ new Map();
+      for (const { strategyName, interval: interval4 } of strategies) {
+        const minutes = Number(interval4);
+        if (!Number.isFinite(minutes) || minutes <= 0) {
+          throw new Error(`Invalid embedded replay interval for ${strategyName}`);
+        }
+        intervals.set(strategyName, minutes * 60 * 1e3);
+      }
+      return (strategy) => {
+        const offsetMs = intervals.get(strategy);
+        if (offsetMs == null) {
+          throw new Error(`Missing embedded replay interval for ${strategy}`);
+        }
+        return offsetMs;
+      };
+    };
     toFiniteNumberOrNull2 = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
     toGroupKey = (entry) => `${entry.strategy}::${entry.symbol}::${entry.direction}`;
     toRuntimeDuplicateKey = (entry) => `${toGroupKey(entry)}::${entry.timestamp}`;
     getBacktestParityComparisonTimestamp = (entry, timestampOffsetMs = 0) => {
-      if (timestampOffsetMs > 0 && entry.signalTimestamp != null && entry.timestamp >= entry.signalTimestamp + timestampOffsetMs) {
+      const offsetMs = resolveTradeParityTimestampOffset(
+        entry.strategy,
+        timestampOffsetMs
+      );
+      if (!Number.isFinite(offsetMs) || offsetMs < 0) {
+        throw new Error(`Invalid backtest timestamp offset for ${entry.strategy}`);
+      }
+      if (offsetMs > 0 && entry.signalTimestamp != null && entry.timestamp >= entry.signalTimestamp + offsetMs) {
         return entry.timestamp;
       }
-      return (entry.signalTimestamp ?? entry.timestamp) + timestampOffsetMs;
+      return (entry.signalTimestamp ?? entry.timestamp) + offsetMs;
     };
     sortTradeParityEntries = (left, right) => left.timestamp - right.timestamp || left.strategy.localeCompare(right.strategy) || left.symbol.localeCompare(right.symbol) || left.direction.localeCompare(right.direction) || left.id.localeCompare(right.id);
     buildPriceDeltaPct = (leftPrice, rightPrice) => {
@@ -18014,9 +18039,13 @@ var init_runtimeParityDetails = __esm({
       totalFee: entry.totalFee ?? null
     });
     toBacktestParityDetail = (entry, timestampOffsetMs = 0) => {
+      const offsetMs = resolveTradeParityTimestampOffset(
+        entry.strategy,
+        timestampOffsetMs
+      );
       const comparisonTimestamp = getBacktestParityComparisonTimestamp(
         entry,
-        timestampOffsetMs
+        offsetMs
       );
       return {
         source: "backtest",
@@ -18026,7 +18055,7 @@ var init_runtimeParityDetails = __esm({
         qty: entry.qty ?? null,
         timestamp: entry.timestamp,
         signalTimestamp: entry.signalTimestamp ?? null,
-        comparisonTimestamp: timestampOffsetMs === 0 ? null : comparisonTimestamp,
+        comparisonTimestamp: offsetMs === 0 ? null : comparisonTimestamp,
         price: entry.price,
         exitType: entry.exitType ?? null,
         exitTimestamp: entry.exitTimestamp ?? null,
@@ -18485,25 +18514,29 @@ var init_runtimeParityDetails = __esm({
       let runtimeOnlyArtifactsIncluded = 0;
       let backtestOnlyArtifactsIncluded = 0;
       const runtimeOnlyDiagnostics = runtimeOnly.map((entry, index) => {
+        const entryOffsetMs = resolveTradeParityTimestampOffset(
+          getEntryStrategy(entry) ?? "",
+          backtestTimestampOffsetMs
+        );
         const includeArtifacts = index < artifactLimit;
         const nearestCandidate = nearestByEntry.get(entry);
         const nearestReplaySignal = findNearestSignal({
           entry,
           signals: replaySignals,
           toleranceMs,
-          timestampOffsetMs: backtestTimestampOffsetMs
+          timestampOffsetMs: entryOffsetMs
         });
         const nearestReplayEvaluation = findNearestEvaluation({
           entry,
           evaluations: replaySignalEvaluations,
           toleranceMs,
-          timestampOffsetMs: backtestTimestampOffsetMs
+          timestampOffsetMs: entryOffsetMs
         });
         const nearestReplayEvaluationOutcome = findNearestReplayEvaluationOutcome({
           entry,
           lineageScopes: replayLineageScopes,
           toleranceMs,
-          timestampOffsetMs: backtestTimestampOffsetMs
+          timestampOffsetMs: entryOffsetMs
         });
         const classification = nearestReplaySignal ? classifySignalDiagnostic(nearestReplaySignal.signal) : nearestReplayEvaluation ? classifyEvaluationDiagnostic(nearestReplayEvaluation.evaluation) : nearestReplayEvaluationOutcome ? {
           classification: "core_skipped",
@@ -19386,6 +19419,7 @@ var init_runtimeComparison = __esm({
     init_cliConfig2();
     init_runtimeEvidenceSource();
     init_support();
+    init_runtimeEvidenceDeployment();
     init_runtimeComparisonCalculations();
     init_runtimeComparisonReporting();
     init_runtimeComparisonCalculations();
@@ -19775,6 +19809,9 @@ var init_runtimeComparison = __esm({
         expectedUserName: replayUserName,
         expectedWindow: window
       }) : null;
+      const replayTimestampOffset = runtimeEvidence2 ? buildTradeParityTimestampOffset(
+        (0, runtimeEvidenceDeployment_exports.activeRuntimeEvidenceStrategies)(runtimeEvidence2.deployment)
+      ) : getReplayEntryTimestampCompareOffsetMs();
       const [
         rawRuntimeTrades,
         runtimeSignals,
@@ -19884,7 +19921,7 @@ var init_runtimeComparison = __esm({
         runtimeEntries: runtimeDedupe.entries,
         backtestEntries: comparableBacktestEntries,
         toleranceMs: REPLAY_RUNTIME_COMPARE_TOLERANCE_MS,
-        backtestTimestampOffsetMs: getReplayEntryTimestampCompareOffsetMs()
+        backtestTimestampOffsetMs: replayTimestampOffset
       });
       const details = buildReplayRuntimeComparisonDetails({
         matched: comparison.matched,
@@ -19893,7 +19930,7 @@ var init_runtimeComparison = __esm({
         runtimeEntries: runtimeDedupe.entries,
         backtestEntries: comparableBacktestEntries,
         toleranceMs: REPLAY_RUNTIME_COMPARE_TOLERANCE_MS,
-        backtestTimestampOffsetMs: getReplayEntryTimestampCompareOffsetMs(),
+        backtestTimestampOffsetMs: replayTimestampOffset,
         runtimeSignals: comparable.runtimeSignals,
         runtimeSignalEvaluations: comparable.runtimeSignalEvaluations,
         replaySignals,
@@ -28295,7 +28332,12 @@ var init_artifacts = __esm({
           "controlPnl",
           "candidatePnl",
           "pnlDelta",
-          "exitReasonChanged"
+          "controlExitReason",
+          "candidateExitReason",
+          "exitReasonChanged",
+          "controlExitCode",
+          "candidateExitCode",
+          "exitCodeChanged"
         ].map(csv).join(",") + "\n"
       );
       for (const comparison of params.comparisons) {
@@ -28313,7 +28355,12 @@ var init_artifacts = __esm({
               pair.control.netProfit,
               pair.candidate.netProfit,
               pair.pnlDelta,
-              pair.exitReasonChanged
+              pair.control.exitReason,
+              pair.candidate.exitReason,
+              pair.exitReasonChanged,
+              pair.control.exitCode,
+              pair.candidate.exitCode,
+              pair.exitCodeChanged
             ].map(csv).join(",") + "\n"
           );
         }
@@ -28958,6 +29005,7 @@ var init_comparison = __esm({
             candidate: candidateTrade,
             pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
             exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+            exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
             entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
             exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
           });
@@ -29175,6 +29223,7 @@ var init_dataset2 = __esm({
           "totalSlippageCost"
         ),
         exitReason: result.exitReason,
+        ...result.exitCode ? { exitCode: result.exitCode } : {},
         regime: resolveCoreResearchRegime(row)
       };
     };
@@ -29218,7 +29267,7 @@ var init_dataset2 = __esm({
         }
         const primary = primaryRows[0];
         if (cycle.some(
-          (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+          (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
         )) {
           throw new Error(
             `Position cycle ${identity} contains inconsistent final exits`
@@ -29407,7 +29456,7 @@ var init_report = __esm({
       )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml4(entry.id)}</span>`).join("")}</div>`;
     };
     comparisonCards = (comparisons) => comparisons.map(
-      (comparison) => `<article class="card"><h3>${escapeHtml4(comparison.candidateId)} vs ${escapeHtml4(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format2(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format2(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format2(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format2(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format2(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format2(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml4(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+      (comparison) => `<article class="card"><h3>${escapeHtml4(comparison.candidateId)} vs ${escapeHtml4(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format2(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format2(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format2(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format2(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format2(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format2(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml4(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
     ).join("");
     regimeRows = (variants) => {
       const keys = [
@@ -29421,7 +29470,7 @@ var init_report = __esm({
       ).join("");
     };
     traceRows = (variants) => variants.map(
-      (variant) => `<tr><td>${escapeHtml4(variant.variant.label)}</td><td>${escapeHtml4(variant.reconciliation.status)}</td><td>${escapeHtml4(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml4(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+      (variant) => `<tr><td>${escapeHtml4(variant.variant.label)}</td><td>${escapeHtml4(variant.reconciliation.status)}</td><td>${escapeHtml4(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml4(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
     ).join("");
     buildCoreResearchHtml = (params) => {
       const { spec, result, tradesByVariant } = params;
@@ -29447,7 +29496,7 @@ var init_report = __esm({
         ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml4(key)}: ${value}</span>`
       ).join(
         ""
-      )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml4(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml4(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+      )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml4(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml4(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
     };
   }
 });
@@ -29749,8 +29798,9 @@ var init_trace = __esm({
     import_promises24 = __toESM(require("fs/promises"));
     import_node_path18 = __toESM(require("path"));
     summarizeCoreResearchTrace = async (filePaths = []) => {
-      const events = {};
-      const skipCounts = {};
+      const events = /* @__PURE__ */ Object.create(null);
+      const skipCounts = /* @__PURE__ */ Object.create(null);
+      const exitCodes = /* @__PURE__ */ Object.create(null);
       for (const inputPath of filePaths) {
         const filePath = import_node_path18.default.resolve(inputPath);
         const text = await import_promises24.default.readFile(filePath, "utf8");
@@ -29770,6 +29820,9 @@ var init_trace = __esm({
               skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
             }
           }
+          if (event.event === "position_exited" && event.exitCode) {
+            exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+          }
         }
       }
       return {
@@ -29778,6 +29831,11 @@ var init_trace = __esm({
           Object.entries(skipCounts).sort(
             ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
           )
+        ),
+        exitCodes: Object.fromEntries(
+          Object.entries(exitCodes).sort(
+            ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+          )
         )
       };
     };
@@ -31772,41 +31830,52 @@ var init_runtimeFeedbackReplay = __esm({
       interval: interval4,
       startTime,
       endTime
-    }) => [
-      [
-        cliPath,
-        "replay",
-        "--user",
-        userName3,
-        "--connector",
-        connectorName,
-        "--deployment",
-        deploymentId,
-        "--timeframe",
-        interval4,
-        "--startTime",
-        String(startTime),
-        "--endTime",
-        String(endTime),
-        "--runtimeEvidence",
-        runtimeEvidencePath,
-        "--cacheOnly"
-      ],
-      [
-        cliPath,
-        "replay-runtime-evidence",
-        "--user",
-        userName3,
-        "--runtimeEvidence",
-        runtimeEvidencePath,
-        "--startTime",
-        String(startTime),
-        "--endTime",
-        String(endTime),
-        "--out",
-        replayEvidencePath
-      ]
-    ];
+    }) => {
+      const intervals = interval4.split(",").map((value) => value.trim());
+      if (!intervals.length || intervals.some(
+        (value) => !value || !Number.isFinite(Number(value)) || Number(value) <= 0
+      )) {
+        throw new Error(`Invalid runtime feedback replay intervals: ${interval4}`);
+      }
+      const replayTimeframe = intervals.sort(
+        (left, right) => Number(left) - Number(right)
+      )[0];
+      return [
+        [
+          cliPath,
+          "replay",
+          "--user",
+          userName3,
+          "--connector",
+          connectorName,
+          "--deployment",
+          deploymentId,
+          "--timeframe",
+          replayTimeframe,
+          "--startTime",
+          String(startTime),
+          "--endTime",
+          String(endTime),
+          "--runtimeEvidence",
+          runtimeEvidencePath,
+          "--cacheOnly"
+        ],
+        [
+          cliPath,
+          "replay-runtime-evidence",
+          "--user",
+          userName3,
+          "--runtimeEvidence",
+          runtimeEvidencePath,
+          "--startTime",
+          String(startTime),
+          "--endTime",
+          String(endTime),
+          "--out",
+          replayEvidencePath
+        ]
+      ];
+    };
     runLoggedCommand = async ({
       executable,
       command,
@@ -31893,10 +31962,8 @@ $ ${[executable, ...command].join(" ")}
       const intervals = new Set(
         activeStrategies.map(({ interval: interval4 }) => String(interval4))
       );
-      if (intervals.size !== 1) {
-        throw new Error(
-          `Runtime feedback replay requires one interval, received ${[...intervals].join(",")}`
-        );
+      if (!intervals.size) {
+        throw new Error("Runtime feedback replay requires an active interval");
       }
       await import_promises28.default.mkdir(outDir, { recursive: true });
       const existing = await import_promises28.default.readdir(outDir);
@@ -31917,7 +31984,7 @@ $ ${[executable, ...command].join(" ")}
         userName: runtimeEvidenceBundle.manifest.userName,
         connectorName: deployment.connectorName,
         deploymentId: deployment.id,
-        interval: [...intervals][0],
+        interval: [...intervals].join(","),
         startTime: runtimeEvidenceBundle.manifest.window.startTime,
         endTime: runtimeEvidenceBundle.manifest.window.endTime
       });

package/dist/lib/coreResearch.js

@@ -691,7 +691,12 @@ var writeCoreResearchMatches = async (params) => {
       "controlPnl",
       "candidatePnl",
       "pnlDelta",
-      "exitReasonChanged"
+      "controlExitReason",
+      "candidateExitReason",
+      "exitReasonChanged",
+      "controlExitCode",
+      "candidateExitCode",
+      "exitCodeChanged"
     ].map(csv).join(",") + "\n"
   );
   for (const comparison of params.comparisons) {
@@ -709,7 +714,12 @@ var writeCoreResearchMatches = async (params) => {
           pair.control.netProfit,
           pair.candidate.netProfit,
           pair.pnlDelta,
-          pair.exitReasonChanged
+          pair.control.exitReason,
+          pair.candidate.exitReason,
+          pair.exitReasonChanged,
+          pair.control.exitCode,
+          pair.candidate.exitCode,
+          pair.exitCodeChanged
         ].map(csv).join(",") + "\n"
       );
     }
@@ -1326,6 +1336,7 @@ var compareCoreResearchVariants = (params) => {
         candidate: candidateTrade,
         pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
         exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+        exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
         entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
         exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
       });
@@ -1537,6 +1548,7 @@ var normalizeCompletedTrade = (params) => {
       "totalSlippageCost"
     ),
     exitReason: result.exitReason,
+    ...result.exitCode ? { exitCode: result.exitCode } : {},
     regime: resolveCoreResearchRegime(row)
   };
 };
@@ -1580,7 +1592,7 @@ var aggregatePositionCycles = (trades) => {
     }
     const primary = primaryRows[0];
     if (cycle.some(
-      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
     )) {
       throw new Error(
         `Position cycle ${identity} contains inconsistent final exits`
@@ -1762,7 +1774,7 @@ var buildCurveSvg = (tradesByVariant, cohort, curve) => {
   )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml(entry.id)}</span>`).join("")}</div>`;
 };
 var comparisonCards = (comparisons) => comparisons.map(
-  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
 ).join("");
 var regimeRows = (variants) => {
   const keys = [
@@ -1776,7 +1788,7 @@ var regimeRows = (variants) => {
   ).join("");
 };
 var traceRows = (variants) => variants.map(
-  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
 ).join("");
 var buildCoreResearchHtml = (params) => {
   const { spec, result, tradesByVariant } = params;
@@ -1802,7 +1814,7 @@ var buildCoreResearchHtml = (params) => {
     ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml(key)}: ${value}</span>`
   ).join(
     ""
-  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
 };
 
 // src/lib/backtest/checkpoint.ts
@@ -2108,8 +2120,9 @@ var applyCoreResearchRobustnessGuardrails = (params) => {
 var import_promises3 = __toESM(require("fs/promises"));
 var import_node_path4 = __toESM(require("path"));
 var summarizeCoreResearchTrace = async (filePaths = []) => {
-  const events = {};
-  const skipCounts = {};
+  const events = /* @__PURE__ */ Object.create(null);
+  const skipCounts = /* @__PURE__ */ Object.create(null);
+  const exitCodes = /* @__PURE__ */ Object.create(null);
   for (const inputPath of filePaths) {
     const filePath = import_node_path4.default.resolve(inputPath);
     const text = await import_promises3.default.readFile(filePath, "utf8");
@@ -2129,6 +2142,9 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
           skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
         }
       }
+      if (event.event === "position_exited" && event.exitCode) {
+        exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+      }
     }
   }
   return {
@@ -2137,6 +2153,11 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
       Object.entries(skipCounts).sort(
         ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
       )
+    ),
+    exitCodes: Object.fromEntries(
+      Object.entries(exitCodes).sort(
+        ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+      )
     )
   };
 };

package/dist/lib/runtimeFeedbackReplay.js

@@ -133,41 +133,52 @@ var buildRuntimeFeedbackReplayCommands = ({
   interval,
   startTime,
   endTime
-}) => [
-  [
-    cliPath,
-    "replay",
-    "--user",
-    userName,
-    "--connector",
-    connectorName,
-    "--deployment",
-    deploymentId,
-    "--timeframe",
-    interval,
-    "--startTime",
-    String(startTime),
-    "--endTime",
-    String(endTime),
-    "--runtimeEvidence",
-    runtimeEvidencePath,
-    "--cacheOnly"
-  ],
-  [
-    cliPath,
-    "replay-runtime-evidence",
-    "--user",
-    userName,
-    "--runtimeEvidence",
-    runtimeEvidencePath,
-    "--startTime",
-    String(startTime),
-    "--endTime",
-    String(endTime),
-    "--out",
-    replayEvidencePath
-  ]
-];
+}) => {
+  const intervals = interval.split(",").map((value) => value.trim());
+  if (!intervals.length || intervals.some(
+    (value) => !value || !Number.isFinite(Number(value)) || Number(value) <= 0
+  )) {
+    throw new Error(`Invalid runtime feedback replay intervals: ${interval}`);
+  }
+  const replayTimeframe = intervals.sort(
+    (left, right) => Number(left) - Number(right)
+  )[0];
+  return [
+    [
+      cliPath,
+      "replay",
+      "--user",
+      userName,
+      "--connector",
+      connectorName,
+      "--deployment",
+      deploymentId,
+      "--timeframe",
+      replayTimeframe,
+      "--startTime",
+      String(startTime),
+      "--endTime",
+      String(endTime),
+      "--runtimeEvidence",
+      runtimeEvidencePath,
+      "--cacheOnly"
+    ],
+    [
+      cliPath,
+      "replay-runtime-evidence",
+      "--user",
+      userName,
+      "--runtimeEvidence",
+      runtimeEvidencePath,
+      "--startTime",
+      String(startTime),
+      "--endTime",
+      String(endTime),
+      "--out",
+      replayEvidencePath
+    ]
+  ];
+};
 var runLoggedCommand = async ({
   executable,
   command,
@@ -254,10 +265,8 @@ var runRuntimeFeedbackReplay = async ({
   const intervals = new Set(
     activeStrategies.map(({ interval }) => String(interval))
   );
-  if (intervals.size !== 1) {
-    throw new Error(
-      `Runtime feedback replay requires one interval, received ${[...intervals].join(",")}`
-    );
+  if (!intervals.size) {
+    throw new Error("Runtime feedback replay requires an active interval");
   }
   await import_promises.default.mkdir(outDir, { recursive: true });
   const existing = await import_promises.default.readdir(outDir);
@@ -278,7 +287,7 @@ var runRuntimeFeedbackReplay = async ({
     userName: runtimeEvidenceBundle.manifest.userName,
     connectorName: deployment.connectorName,
     deploymentId: deployment.id,
-    interval: [...intervals][0],
+    interval: [...intervals].join(","),
     startTime: runtimeEvidenceBundle.manifest.window.startTime,
     endTime: runtimeEvidenceBundle.manifest.window.endTime
   });