alt/apps/cli/internal/operator/output.go
toki 5deef2f5ed fix: backtest multi-timeframe freshness readiness support
- Add multi-timeframe freshness readiness scenario and test data
- Update operator output, runner, and scenario logic
- Archive old plan/code-review documents
2026-06-20 20:00:55 +09:00

563 lines
17 KiB
Go

package operator
import (
"encoding/json"
"fmt"
"io"
"strings"
)
// OutputFormat selects how runner events are rendered to stdout.
type OutputFormat string
const (
// OutputText emits grep-friendly key=value lines (the default).
OutputText OutputFormat = "text"
// OutputJSONL emits one JSON object per line.
OutputJSONL OutputFormat = "jsonl"
)
// noCount marks a step event that has no market result count (for example a
// hello handshake or a transport failure).
const noCount = -1
// StepEvent is one machine-readable record describing a single executed step.
type StepEvent struct {
Scenario string
Step string
Action string
Status string
Count int
ErrorCode string
ErrorMessage string
// Batch/matrix-specific output fields.
MatrixRunID string
StrategyID string
Timeframe string
PeriodID string
// Backtest-specific output fields.
RunID string
RunStatus string
StartingCash string
EndingEquity string
TotalReturn string
TradeCount int
// Import-specific output fields
Provider string
InstrumentCount int
BarCount int
// Monthly aggregation output fields. They render for aggregate_monthly_bars
// steps and prove SDD S04: deterministic monthly OHLCV with provenance. The
// counts default to noCount so an error step omits them; AggregationRuleID is
// the rule id reported in the response provenance.
SourceDailyBarCount int
MonthlyBarCount int
ProvenanceCount int
AggregationRuleID string
// Freshness-specific output fields
Universe string
FreshnessStatus string
LatestYYYYMMDD string
LatestBucket string
MissingCount int
MissingSymbols []string
// Gap-specific output fields
GapStatus string
GapCount int
GapYYYYMMDD []string
GapBuckets []string
DuplicateCount int
DuplicateYYYYMMDD []string
DuplicateBuckets []string
ProviderDelayDays int
// Paper-trading-specific output fields. They are only rendered when
// AccountID is set, so non-paper steps never emit them.
AccountID string
Cash string
PositionCount int
FillCount int
Risk string
// Paper risk summary. Risk is "clear" when no order was rejected and
// "blocked" otherwise. RiskRejectedCount and RiskReason are only rendered for
// a blocked run so a clear run keeps stable, minimal output.
RiskRejectedCount int
RiskReason string
// Paper loop equity summary. EquityPointCount is the length of the paper
// equity curve and LatestEquity is the equity amount of its last point.
// They are omitted for an empty curve so loop smoke evidence stays stable.
EquityPointCount int
LatestEquity string
// Paper order lifecycle output fields. They render for submit/cancel/fill
// steps, keyed on OrderID, independently of the paper-state account block.
// OrderFillPrice/OrderFillCount carry the fill summary of a filled order.
OrderID string
OrderStatus string
OrderReason string
OrderFillPrice string
OrderFillCount int
// Live order lifecycle output fields. They render for submit/cancel/get live
// order steps, keyed on LiveOrderID. BrokerOrderID and BrokerStatus are the
// raw IDs and status strings the broker returned.
LiveOrderID string
LiveOrderStatus string
BrokerOrderID string
BrokerStatus string
OperatorConfirmed bool
// Live kill switch output fields. They render for get/set_live_kill_switch steps.
KillSwitchHalted bool
KillSwitchReason string
// Live risk policy output fields. They render for get_live_risk_policy steps.
MaxDailyOrders int
MaxOpenOrders int
AllowShortSelling bool
// Live risk decision output fields. They render for submit_live_order steps
// when a LiveRiskDecision is present in the response (i.e. risk-blocked submit).
HasRiskDecision bool
RiskDecisionAllow bool
RiskDecisionReason string
// Live account snapshot output fields. They render for sync_live_account and
// get_live_account_snapshot steps.
LiveAccountID string
LiveBroker string
CashCount int
LivePositionCount int
SyncedAtUnixMs int64
LiveStale bool
// Audit query output fields. They render for list_live_audit_events steps.
AuditEventCount int
}
// RunSummary is the final record describing a whole scenario run.
type RunSummary struct {
Scenario string
Status string
Steps int
Passed int
ExitCode int
}
// Writer renders runner events to an io.Writer in the selected format. stdout
// carries these machine-readable lines; scripts grep them for status keys.
type Writer struct {
w io.Writer
format OutputFormat
}
// NewWriter returns a Writer for the given format, defaulting to text.
func NewWriter(w io.Writer, format OutputFormat) *Writer {
if format == "" {
format = OutputText
}
return &Writer{w: w, format: format}
}
// WriteStep renders one executed step.
func (o *Writer) WriteStep(ev StepEvent) {
if o.format == OutputJSONL {
fields := map[string]any{
"type": "step",
"scenario": ev.Scenario,
"step": ev.Step,
"action": ev.Action,
"status": ev.Status,
}
if ev.Count >= 0 {
fields["count"] = ev.Count
}
if ev.ErrorCode != "" {
fields["error_code"] = ev.ErrorCode
}
if ev.ErrorMessage != "" {
fields["error_message"] = ev.ErrorMessage
}
if ev.MatrixRunID != "" {
fields["matrix_run_id"] = ev.MatrixRunID
fields["strategy_id"] = ev.StrategyID
fields["timeframe"] = ev.Timeframe
fields["period_id"] = ev.PeriodID
}
if ev.RunID != "" {
fields["run_id"] = ev.RunID
}
if ev.RunStatus != "" {
fields["run_status"] = ev.RunStatus
}
if ev.StartingCash != "" {
fields["starting_cash"] = ev.StartingCash
}
if ev.EndingEquity != "" {
fields["ending_equity"] = ev.EndingEquity
}
if ev.TotalReturn != "" {
fields["total_return"] = ev.TotalReturn
}
if ev.StartingCash != "" || ev.TradeCount > 0 {
fields["trade_count"] = ev.TradeCount
}
if ev.Provider != "" {
fields["provider"] = ev.Provider
}
if ev.InstrumentCount >= 0 {
fields["instrument_count"] = ev.InstrumentCount
}
if ev.BarCount >= 0 {
fields["bar_count"] = ev.BarCount
}
if ev.Action == string(ActionAggregateMonthlyBars) {
if ev.SourceDailyBarCount >= 0 {
fields["source_daily_bar_count"] = ev.SourceDailyBarCount
}
if ev.MonthlyBarCount >= 0 {
fields["monthly_bar_count"] = ev.MonthlyBarCount
}
if ev.ProvenanceCount >= 0 {
fields["provenance_count"] = ev.ProvenanceCount
}
if ev.AggregationRuleID != "" {
fields["aggregation_rule_id"] = ev.AggregationRuleID
}
}
if ev.Universe != "" {
fields["universe"] = ev.Universe
fields["timeframe"] = ev.Timeframe
}
if ev.FreshnessStatus != "" {
fields["freshness_status"] = ev.FreshnessStatus
}
if ev.LatestYYYYMMDD != "" {
fields["latest_yyyymmdd"] = ev.LatestYYYYMMDD
}
if ev.LatestBucket != "" {
fields["latest_bucket"] = ev.LatestBucket
}
if ev.MissingCount >= 0 {
fields["missing_count"] = ev.MissingCount
}
if len(ev.MissingSymbols) > 0 {
fields["missing_symbols"] = ev.MissingSymbols
}
if ev.GapStatus != "" {
fields["gap_status"] = ev.GapStatus
if ev.GapCount >= 0 {
fields["gap_count"] = ev.GapCount
}
if len(ev.GapYYYYMMDD) > 0 {
fields["gap_yyyymmdd"] = ev.GapYYYYMMDD
}
if len(ev.GapBuckets) > 0 {
fields["gap_buckets"] = ev.GapBuckets
}
if ev.DuplicateCount >= 0 {
fields["duplicate_count"] = ev.DuplicateCount
}
if len(ev.DuplicateYYYYMMDD) > 0 {
fields["duplicate_yyyymmdd"] = ev.DuplicateYYYYMMDD
}
if len(ev.DuplicateBuckets) > 0 {
fields["duplicate_buckets"] = ev.DuplicateBuckets
}
if ev.ProviderDelayDays >= 0 {
fields["provider_delay_days"] = ev.ProviderDelayDays
}
}
if ev.AccountID != "" {
fields["account_id"] = ev.AccountID
if ev.Cash != "" {
fields["cash"] = ev.Cash
}
fields["position_count"] = ev.PositionCount
fields["fill_count"] = ev.FillCount
if ev.Risk != "" {
fields["risk"] = ev.Risk
}
if ev.RiskRejectedCount > 0 {
fields["risk_rejected_count"] = ev.RiskRejectedCount
}
if ev.RiskReason != "" {
fields["risk_reason"] = ev.RiskReason
}
if ev.EquityPointCount > 0 {
fields["equity_point_count"] = ev.EquityPointCount
}
if ev.LatestEquity != "" {
fields["latest_equity"] = ev.LatestEquity
}
}
if ev.OrderID != "" {
fields["order_id"] = ev.OrderID
if ev.OrderStatus != "" {
fields["order_status"] = ev.OrderStatus
}
if ev.OrderReason != "" {
fields["order_reason"] = ev.OrderReason
}
if ev.Action == string(ActionFillPaperOrder) {
fields["fill_count"] = ev.OrderFillCount
}
if ev.OrderFillPrice != "" {
fields["fill_price"] = ev.OrderFillPrice
}
}
if ev.LiveOrderID != "" {
fields["live_order_id"] = ev.LiveOrderID
if ev.LiveOrderStatus != "" {
fields["live_order_status"] = ev.LiveOrderStatus
}
if ev.BrokerOrderID != "" {
fields["broker_order_id"] = ev.BrokerOrderID
}
if ev.BrokerStatus != "" {
fields["broker_status"] = ev.BrokerStatus
}
if ev.OperatorConfirmed {
fields["operator_confirmed"] = ev.OperatorConfirmed
}
}
if ev.Action == string(ActionGetLiveKillSwitch) || ev.Action == string(ActionSetLiveKillSwitch) {
fields["kill_switch_halted"] = ev.KillSwitchHalted
if ev.KillSwitchReason != "" {
fields["kill_switch_reason"] = ev.KillSwitchReason
}
}
if ev.Action == string(ActionGetLiveRiskPolicy) {
fields["max_daily_orders"] = ev.MaxDailyOrders
fields["max_open_orders"] = ev.MaxOpenOrders
fields["allow_short_selling"] = ev.AllowShortSelling
}
if ev.HasRiskDecision {
fields["risk_decision_allowed"] = ev.RiskDecisionAllow
if ev.RiskDecisionReason != "" {
fields["risk_decision_reason"] = ev.RiskDecisionReason
}
}
if ev.LiveAccountID != "" {
fields["live_account_id"] = ev.LiveAccountID
fields["live_broker"] = ev.LiveBroker
fields["cash_count"] = ev.CashCount
fields["live_position_count"] = ev.LivePositionCount
fields["synced_at_unix_ms"] = ev.SyncedAtUnixMs
fields["live_stale"] = ev.LiveStale
}
if ev.Action == string(ActionListLiveAuditEvents) {
fields["audit_event_count"] = ev.AuditEventCount
}
o.writeJSON(fields)
return
}
line := fmt.Sprintf("scenario=%s step=%s action=%s status=%s", ev.Scenario, ev.Step, ev.Action, ev.Status)
if ev.Count >= 0 {
line += fmt.Sprintf(" count=%d", ev.Count)
}
if ev.ErrorCode != "" {
line += fmt.Sprintf(" error.code=%s", ev.ErrorCode)
}
if ev.ErrorMessage != "" {
line += fmt.Sprintf(" error.message=%q", ev.ErrorMessage)
}
if ev.MatrixRunID != "" {
line += fmt.Sprintf(" matrix_run_id=%s strategy_id=%s timeframe=%s period_id=%s",
ev.MatrixRunID, ev.StrategyID, ev.Timeframe, ev.PeriodID)
}
if ev.RunID != "" {
line += fmt.Sprintf(" run.id=%s", ev.RunID)
}
if ev.RunStatus != "" {
line += fmt.Sprintf(" run.status=%s", ev.RunStatus)
}
if ev.StartingCash != "" {
line += fmt.Sprintf(" starting_cash=%s", ev.StartingCash)
}
if ev.EndingEquity != "" {
line += fmt.Sprintf(" ending_equity=%s", ev.EndingEquity)
}
if ev.TotalReturn != "" {
line += fmt.Sprintf(" total_return=%s", ev.TotalReturn)
}
if ev.StartingCash != "" || ev.TradeCount > 0 {
line += fmt.Sprintf(" trade_count=%d", ev.TradeCount)
}
if ev.Provider != "" {
line += fmt.Sprintf(" provider=%s", ev.Provider)
}
if ev.InstrumentCount >= 0 {
line += fmt.Sprintf(" instrument_count=%d", ev.InstrumentCount)
}
if ev.BarCount >= 0 {
line += fmt.Sprintf(" bar_count=%d", ev.BarCount)
}
if ev.Action == string(ActionAggregateMonthlyBars) {
if ev.SourceDailyBarCount >= 0 {
line += fmt.Sprintf(" source_daily_bar_count=%d", ev.SourceDailyBarCount)
}
if ev.MonthlyBarCount >= 0 {
line += fmt.Sprintf(" monthly_bar_count=%d", ev.MonthlyBarCount)
}
if ev.ProvenanceCount >= 0 {
line += fmt.Sprintf(" provenance_count=%d", ev.ProvenanceCount)
}
if ev.AggregationRuleID != "" {
line += fmt.Sprintf(" aggregation_rule_id=%s", ev.AggregationRuleID)
}
}
if ev.Universe != "" {
line += fmt.Sprintf(" universe=%s timeframe=%s", ev.Universe, ev.Timeframe)
}
if ev.FreshnessStatus != "" {
line += fmt.Sprintf(" freshness_status=%s", ev.FreshnessStatus)
}
if ev.LatestYYYYMMDD != "" {
line += fmt.Sprintf(" latest_yyyymmdd=%s", ev.LatestYYYYMMDD)
}
if ev.LatestBucket != "" {
line += fmt.Sprintf(" latest_bucket=%s", ev.LatestBucket)
}
if ev.MissingCount >= 0 {
line += fmt.Sprintf(" missing_count=%d", ev.MissingCount)
}
if len(ev.MissingSymbols) > 0 {
line += fmt.Sprintf(" missing_symbols=%s", strings.Join(ev.MissingSymbols, ","))
}
if ev.GapStatus != "" {
line += fmt.Sprintf(" gap_status=%s", ev.GapStatus)
if ev.GapCount >= 0 {
line += fmt.Sprintf(" gap_count=%d", ev.GapCount)
}
if len(ev.GapYYYYMMDD) > 0 {
line += fmt.Sprintf(" gap_yyyymmdd=%s", strings.Join(ev.GapYYYYMMDD, ","))
}
if len(ev.GapBuckets) > 0 {
line += fmt.Sprintf(" gap_buckets=%s", strings.Join(ev.GapBuckets, ","))
}
if ev.DuplicateCount >= 0 {
line += fmt.Sprintf(" duplicate_count=%d", ev.DuplicateCount)
}
if len(ev.DuplicateYYYYMMDD) > 0 {
line += fmt.Sprintf(" duplicate_yyyymmdd=%s", strings.Join(ev.DuplicateYYYYMMDD, ","))
}
if len(ev.DuplicateBuckets) > 0 {
line += fmt.Sprintf(" duplicate_buckets=%s", strings.Join(ev.DuplicateBuckets, ","))
}
if ev.ProviderDelayDays >= 0 {
line += fmt.Sprintf(" provider_delay_days=%d", ev.ProviderDelayDays)
}
}
if ev.AccountID != "" {
line += fmt.Sprintf(" account_id=%s", ev.AccountID)
if ev.Cash != "" {
line += fmt.Sprintf(" cash=%s", ev.Cash)
}
line += fmt.Sprintf(" position_count=%d fill_count=%d", ev.PositionCount, ev.FillCount)
if ev.Risk != "" {
line += fmt.Sprintf(" risk=%s", ev.Risk)
}
if ev.RiskRejectedCount > 0 {
line += fmt.Sprintf(" risk_rejected_count=%d", ev.RiskRejectedCount)
}
if ev.RiskReason != "" {
line += fmt.Sprintf(" risk_reason=%q", ev.RiskReason)
}
if ev.EquityPointCount > 0 {
line += fmt.Sprintf(" equity_point_count=%d", ev.EquityPointCount)
}
if ev.LatestEquity != "" {
line += fmt.Sprintf(" latest_equity=%s", ev.LatestEquity)
}
}
if ev.OrderID != "" {
line += fmt.Sprintf(" order_id=%s", ev.OrderID)
if ev.OrderStatus != "" {
line += fmt.Sprintf(" order_status=%s", ev.OrderStatus)
}
if ev.OrderReason != "" {
line += fmt.Sprintf(" order_reason=%q", ev.OrderReason)
}
if ev.Action == string(ActionFillPaperOrder) {
line += fmt.Sprintf(" fill_count=%d", ev.OrderFillCount)
}
if ev.OrderFillPrice != "" {
line += fmt.Sprintf(" fill_price=%s", ev.OrderFillPrice)
}
}
if ev.LiveOrderID != "" {
line += fmt.Sprintf(" live_order_id=%s", ev.LiveOrderID)
if ev.LiveOrderStatus != "" {
line += fmt.Sprintf(" live_order_status=%s", ev.LiveOrderStatus)
}
if ev.BrokerOrderID != "" {
line += fmt.Sprintf(" broker_order_id=%s", ev.BrokerOrderID)
}
if ev.BrokerStatus != "" {
line += fmt.Sprintf(" broker_status=%s", ev.BrokerStatus)
}
if ev.OperatorConfirmed {
line += " operator_confirmed=true"
}
}
if ev.Action == string(ActionGetLiveKillSwitch) || ev.Action == string(ActionSetLiveKillSwitch) {
line += fmt.Sprintf(" kill_switch_halted=%v", ev.KillSwitchHalted)
if ev.KillSwitchReason != "" {
line += fmt.Sprintf(" kill_switch_reason=%q", ev.KillSwitchReason)
}
}
if ev.Action == string(ActionGetLiveRiskPolicy) {
line += fmt.Sprintf(" max_daily_orders=%d max_open_orders=%d allow_short_selling=%v", ev.MaxDailyOrders, ev.MaxOpenOrders, ev.AllowShortSelling)
}
if ev.HasRiskDecision {
line += fmt.Sprintf(" risk_decision_allowed=%v", ev.RiskDecisionAllow)
if ev.RiskDecisionReason != "" {
line += fmt.Sprintf(" risk_decision_reason=%q", ev.RiskDecisionReason)
}
}
if ev.LiveAccountID != "" {
line += fmt.Sprintf(" live_account_id=%s live_broker=%s cash_count=%d live_position_count=%d synced_at_unix_ms=%d live_stale=%v",
ev.LiveAccountID, ev.LiveBroker, ev.CashCount, ev.LivePositionCount, ev.SyncedAtUnixMs, ev.LiveStale)
}
if ev.Action == string(ActionListLiveAuditEvents) {
line += fmt.Sprintf(" audit_event_count=%d", ev.AuditEventCount)
}
fmt.Fprintln(o.w, line)
}
// WriteSummary renders the final run summary.
func (o *Writer) WriteSummary(s RunSummary) {
if o.format == OutputJSONL {
o.writeJSON(map[string]any{
"type": "summary",
"scenario": s.Scenario,
"status": s.Status,
"steps": s.Steps,
"passed": s.Passed,
"exit_code": s.ExitCode,
})
return
}
fmt.Fprintf(o.w, "scenario=%s status=%s steps=%d passed=%d exit_code=%d\n", s.Scenario, s.Status, s.Steps, s.Passed, s.ExitCode)
}
func (o *Writer) writeJSON(fields map[string]any) {
data, err := json.Marshal(fields)
if err != nil {
// Marshalling a map of strings/ints cannot realistically fail; fall back
// to a minimal line so a step result is never silently dropped.
fmt.Fprintf(o.w, "{\"type\":\"error\",\"error_message\":%q}\n", err.Error())
return
}
fmt.Fprintln(o.w, string(data))
}