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

package/dist/lib/runtimeParity.js

@@ -20,23 +20,50 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 // src/lib/runtimeParity.ts
 var runtimeParity_exports = {};
 __export(runtimeParity_exports, {
+  buildTradeParityTimestampOffset: () => buildTradeParityTimestampOffset,
   compareTradeParityEntries: () => compareTradeParityEntries,
   dedupeRuntimeParityEntries: () => dedupeRuntimeParityEntries,
   extractBacktestEntryParityEntries: () => extractBacktestEntryParityEntries,
   extractRuntimeParityEntries: () => extractRuntimeParityEntries,
   findRuntimeDuplicateGroups: () => findRuntimeDuplicateGroups,
   getBacktestParityComparisonTimestamp: () => getBacktestParityComparisonTimestamp,
+  resolveTradeParityTimestampOffset: () => resolveTradeParityTimestampOffset,
   summarizeMatchedParity: () => summarizeMatchedParity
 });
 module.exports = __toCommonJS(runtimeParity_exports);
+var resolveTradeParityTimestampOffset = (strategy, offset) => typeof offset === "function" ? offset(strategy) : offset;
+var buildTradeParityTimestampOffset = (strategies) => {
+  const intervals = /* @__PURE__ */ new Map();
+  for (const { strategyName, interval } of strategies) {
+    const minutes = Number(interval);
+    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 ${strategy}`);
+    }
+    return offsetMs;
+  };
+};
 var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
 var toGroupKey = (entry) => `${entry.strategy}::${entry.symbol}::${entry.direction}`;
 var toRuntimeDuplicateKey = (entry) => `${toGroupKey(entry)}::${entry.timestamp}`;
 var 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;
 };
 var 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);
 var buildPriceDeltaPct = (leftPrice, rightPrice) => {
@@ -301,11 +328,13 @@ var summarizeMatchedParity = (matched) => {
 };
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
+  buildTradeParityTimestampOffset,
   compareTradeParityEntries,
   dedupeRuntimeParityEntries,
   extractBacktestEntryParityEntries,
   extractRuntimeParityEntries,
   findRuntimeDuplicateGroups,
   getBacktestParityComparisonTimestamp,
+  resolveTradeParityTimestampOffset,
   summarizeMatchedParity
 });

package/dist/lib/runtimeParityDetails.js

@@ -30,11 +30,19 @@ module.exports = __toCommonJS(runtimeParityDetails_exports);
 var import_trade = require("@tradejs/core/trade");
 
 // src/lib/runtimeParity.ts
+var resolveTradeParityTimestampOffset = (strategy, offset) => typeof offset === "function" ? offset(strategy) : offset;
 var 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;
 };
 
 // src/lib/runtimeParityDetails.ts
@@ -78,9 +86,13 @@ var buildCostDetail = (entry) => ({
   totalFee: entry.totalFee ?? null
 });
 var toBacktestParityDetail = (entry, timestampOffsetMs = 0) => {
+  const offsetMs = resolveTradeParityTimestampOffset(
+    entry.strategy,
+    timestampOffsetMs
+  );
   const comparisonTimestamp = getBacktestParityComparisonTimestamp(
     entry,
-    timestampOffsetMs
+    offsetMs
   );
   return {
     source: "backtest",
@@ -90,7 +102,7 @@ var toBacktestParityDetail = (entry, timestampOffsetMs = 0) => {
     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,
@@ -549,25 +561,29 @@ var buildReplayMismatchDrilldown = ({
   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",

package/dist/scripts/coreResearch.js

@@ -682,7 +682,12 @@ var writeCoreResearchMatches = async (params) => {
       "controlPnl",
       "candidatePnl",
       "pnlDelta",
-      "exitReasonChanged"
+      "controlExitReason",
+      "candidateExitReason",
+      "exitReasonChanged",
+      "controlExitCode",
+      "candidateExitCode",
+      "exitCodeChanged"
     ].map(csv).join(",") + "\n"
   );
   for (const comparison of params.comparisons) {
@@ -700,7 +705,12 @@ 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"
       );
     }
@@ -1317,6 +1327,7 @@ 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
       });
@@ -1528,6 +1539,7 @@ var normalizeCompletedTrade = (params) => {
       "totalSlippageCost"
     ),
     exitReason: result.exitReason,
+    ...result.exitCode ? { exitCode: result.exitCode } : {},
     regime: resolveCoreResearchRegime(row)
   };
 };
@@ -1571,7 +1583,7 @@ 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 ${identity} contains inconsistent final exits`
@@ -1753,7 +1765,7 @@ var buildCurveSvg = (tradesByVariant, cohort, curve) => {
   )}</svg><div class="legend">${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} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
 ).join("");
 var regimeRows = (variants) => {
   const keys = [
@@ -1767,7 +1779,7 @@ var regimeRows = (variants) => {
   ).join("");
 };
 var traceRows = (variants) => variants.map(
-  (variant) => `<tr><td>${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;
@@ -1793,7 +1805,7 @@ 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
@@ -2099,8 +2111,9 @@ 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");
@@ -2120,6 +2133,9 @@ 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 {
@@ -2128,6 +2144,11 @@ 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/scripts/replay.js

@@ -6056,14 +6056,39 @@ var buildReplayChartSnapshot = (params) => {
 var import_chalk10 = __toESM(require("chalk"));
 
 // src/lib/runtimeParity.ts
+var resolveTradeParityTimestampOffset = (strategy, offset) => typeof offset === "function" ? offset(strategy) : offset;
+var buildTradeParityTimestampOffset = (strategies) => {
+  const intervals = /* @__PURE__ */ new Map();
+  for (const { strategyName, interval } of strategies) {
+    const minutes = Number(interval);
+    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 ${strategy}`);
+    }
+    return offsetMs;
+  };
+};
 var toFiniteNumberOrNull2 = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
 var toGroupKey = (entry) => `${entry.strategy}::${entry.symbol}::${entry.direction}`;
 var toRuntimeDuplicateKey = (entry) => `${toGroupKey(entry)}::${entry.timestamp}`;
 var 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;
 };
 var 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);
 var buildPriceDeltaPct = (leftPrice, rightPrice) => {
@@ -6869,9 +6894,13 @@ var buildCostDetail = (entry) => ({
   totalFee: entry.totalFee ?? null
 });
 var toBacktestParityDetail = (entry, timestampOffsetMs = 0) => {
+  const offsetMs = resolveTradeParityTimestampOffset(
+    entry.strategy,
+    timestampOffsetMs
+  );
   const comparisonTimestamp = getBacktestParityComparisonTimestamp(
     entry,
-    timestampOffsetMs
+    offsetMs
   );
   return {
     source: "backtest",
@@ -6881,7 +6910,7 @@ var toBacktestParityDetail = (entry, timestampOffsetMs = 0) => {
     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,
@@ -7340,25 +7369,29 @@ var buildReplayMismatchDrilldown = ({
   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",
@@ -8593,6 +8626,9 @@ var saveAndPrintReplayRuntimeComparison = async ({
     expectedUserName: replayUserName,
     expectedWindow: window
   }) : null;
+  const replayTimestampOffset = runtimeEvidence ? buildTradeParityTimestampOffset(
+    (0, runtimeEvidenceDeployment_exports.activeRuntimeEvidenceStrategies)(runtimeEvidence.deployment)
+  ) : getReplayEntryTimestampCompareOffsetMs();
   const [
     rawRuntimeTrades,
     runtimeSignals,
@@ -8702,7 +8738,7 @@ var saveAndPrintReplayRuntimeComparison = async ({
     runtimeEntries: runtimeDedupe.entries,
     backtestEntries: comparableBacktestEntries,
     toleranceMs: REPLAY_RUNTIME_COMPARE_TOLERANCE_MS,
-    backtestTimestampOffsetMs: getReplayEntryTimestampCompareOffsetMs()
+    backtestTimestampOffsetMs: replayTimestampOffset
   });
   const details = buildReplayRuntimeComparisonDetails({
     matched: comparison.matched,
@@ -8711,7 +8747,7 @@ var saveAndPrintReplayRuntimeComparison = async ({
     runtimeEntries: runtimeDedupe.entries,
     backtestEntries: comparableBacktestEntries,
     toleranceMs: REPLAY_RUNTIME_COMPARE_TOLERANCE_MS,
-    backtestTimestampOffsetMs: getReplayEntryTimestampCompareOffsetMs(),
+    backtestTimestampOffsetMs: replayTimestampOffset,
     runtimeSignals: comparable.runtimeSignals,
     runtimeSignalEvaluations: comparable.runtimeSignalEvaluations,
     replaySignals,

package/dist/scripts/replayRunner.js

@@ -6059,14 +6059,39 @@ var buildReplayChartSnapshot = (params) => {
 var import_chalk10 = __toESM(require("chalk"));
 
 // src/lib/runtimeParity.ts
+var resolveTradeParityTimestampOffset = (strategy, offset) => typeof offset === "function" ? offset(strategy) : offset;
+var buildTradeParityTimestampOffset = (strategies) => {
+  const intervals = /* @__PURE__ */ new Map();
+  for (const { strategyName, interval } of strategies) {
+    const minutes = Number(interval);
+    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 ${strategy}`);
+    }
+    return offsetMs;
+  };
+};
 var toFiniteNumberOrNull2 = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
 var toGroupKey = (entry) => `${entry.strategy}::${entry.symbol}::${entry.direction}`;
 var toRuntimeDuplicateKey = (entry) => `${toGroupKey(entry)}::${entry.timestamp}`;
 var 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;
 };
 var 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);
 var buildPriceDeltaPct = (leftPrice, rightPrice) => {
@@ -6872,9 +6897,13 @@ var buildCostDetail = (entry) => ({
   totalFee: entry.totalFee ?? null
 });
 var toBacktestParityDetail = (entry, timestampOffsetMs = 0) => {
+  const offsetMs = resolveTradeParityTimestampOffset(
+    entry.strategy,
+    timestampOffsetMs
+  );
   const comparisonTimestamp = getBacktestParityComparisonTimestamp(
     entry,
-    timestampOffsetMs
+    offsetMs
   );
   return {
     source: "backtest",
@@ -6884,7 +6913,7 @@ var toBacktestParityDetail = (entry, timestampOffsetMs = 0) => {
     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,
@@ -7343,25 +7372,29 @@ var buildReplayMismatchDrilldown = ({
   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",
@@ -8596,6 +8629,9 @@ var saveAndPrintReplayRuntimeComparison = async ({
     expectedUserName: replayUserName,
     expectedWindow: window
   }) : null;
+  const replayTimestampOffset = runtimeEvidence ? buildTradeParityTimestampOffset(
+    (0, runtimeEvidenceDeployment_exports.activeRuntimeEvidenceStrategies)(runtimeEvidence.deployment)
+  ) : getReplayEntryTimestampCompareOffsetMs();
   const [
     rawRuntimeTrades,
     runtimeSignals,
@@ -8705,7 +8741,7 @@ var saveAndPrintReplayRuntimeComparison = async ({
     runtimeEntries: runtimeDedupe.entries,
     backtestEntries: comparableBacktestEntries,
     toleranceMs: REPLAY_RUNTIME_COMPARE_TOLERANCE_MS,
-    backtestTimestampOffsetMs: getReplayEntryTimestampCompareOffsetMs()
+    backtestTimestampOffsetMs: replayTimestampOffset
   });
   const details = buildReplayRuntimeComparisonDetails({
     matched: comparison.matched,
@@ -8714,7 +8750,7 @@ var saveAndPrintReplayRuntimeComparison = async ({
     runtimeEntries: runtimeDedupe.entries,
     backtestEntries: comparableBacktestEntries,
     toleranceMs: REPLAY_RUNTIME_COMPARE_TOLERANCE_MS,
-    backtestTimestampOffsetMs: getReplayEntryTimestampCompareOffsetMs(),
+    backtestTimestampOffsetMs: replayTimestampOffset,
     runtimeSignals: comparable.runtimeSignals,
     runtimeSignalEvaluations: comparable.runtimeSignalEvaluations,
     replaySignals,

package/dist/scripts/runtimeFeedbackReplay.js

@@ -137,41 +137,52 @@ 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,
@@ -258,10 +269,8 @@ 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);
@@ -282,7 +291,7 @@ 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
   });