fix: unify backtest execution and add forward validation candidates

Share point-in-time signals and a cash-funded order ledger across backtests and trading. Correct eligibility, missing-price fills, quality factors, regime inputs, warmup windows, and cash-injection accounting. Add reproducible registered-strategy comparisons and paired forward candidates with a 20% resize band.

Validation: 125 Python tests, 23 web tests, TypeScript/Vite build, 87 strategy causality checks, and real-data target/order/equity parity for 10 strategies.

precompute_backtest.py

@@ -27,7 +27,7 @@ from datetime import datetime
 
 import pandas as pd
 
-from backtest_runner import run_market
+from backtest_runner import run_market, ENGINE_VERSION
 from bridge import (
     STRATEGY_META,
     _build_strategy_result,
@@ -102,6 +102,7 @@ def build_scenario_for_market(
         try:
             result = _build_strategy_result(
                 run["name"], equity, run["trades"], injection_schedule, capital,
+                execution_plan=run.get("_plan"), fee_params=run.get("_fees"),
             )
             strategy_results.append(result)
         except Exception as e:
@@ -124,13 +125,18 @@ def build_scenario_for_market(
     return {
         "meta": {
             "market": raw["market"],
-            "years": years,
+            "years": raw.get("actual_years", years),
+            "requestedYears": years,
             "initialCapital": capital,
             "startDate": raw["start_date"],
             "endDate": raw["end_date"],
             "txCost": raw["tx_cost"],
             "fixedFee": raw["fixed_fee"],
             "injectionSchedule": injection_schedule,
+            "engineVersion": raw.get("engine_version"),
+            "warnings": raw.get("warnings", []),
+            "coverage": raw.get("coverage"),
+            "errors": raw.get("errors", []),
         },
         "strategies": strategy_results,
         "benchmark": {
@@ -150,6 +156,7 @@ def main():
         "--years", type=int, default=10,
         help="Backtest period in years (default: 10)",
     )
+    parser.add_argument("--offline", action="store_true", help="Use the frozen local data snapshot")
     args = parser.parse_args()
 
     output_dir = args.output or os.path.join(
@@ -182,7 +189,7 @@ def main():
         "us", us_strategies,
         years=args.years, capital=us_capital,
         tx_cost=0.001, fixed_fee=2.0,
-        fee_base=1.88, fee_per_share=0.009,
+        fee_base=1.88, fee_per_share=0.009, refresh=not args.offline,
     )
 
     log("=" * 60)
@@ -191,7 +198,7 @@ def main():
     cn_raw = run_market(
         "cn", cn_strategies,
         years=args.years, capital=cn_capital,
-        tx_cost=0.001, fixed_fee=5.0,
+        tx_cost=0.001, fixed_fee=5.0, refresh=not args.offline,
     )
 
     # Materialize every scenario × market by applying its injection schedule.
@@ -218,13 +225,14 @@ def main():
 
     output = {
         "computedAt": datetime.now().isoformat(),
-        "config": {"years": args.years, "initialCapital": MARKET_CAPITAL},
+        "config": {"years": args.years, "initialCapital": MARKET_CAPITAL, "engineVersion": ENGINE_VERSION},
         "scenarios": scenarios_out,
     }
 
     output_path = os.path.join(output_dir, "backtest_results.json")
-    with open(output_path, "w") as f:
+    with open(output_path + ".tmp", "w") as f:
         json.dump(_sanitize_for_json(output), f, default=str)
+    os.replace(output_path + ".tmp", output_path)
 
     file_size = os.path.getsize(output_path) / (1024 * 1024)
     log("=" * 60)