- Archive completed subtasks (02+01_risk_command, 03+02_order_lifecycle) - Add paper_order_lifecycle test data and expected output - Update paper trading proto and regenerate code (Dart, Go) - Fix order lifecycle handling in CLI operator, API socket, worker socket - Update parser maps across CLI, API, and worker services - Update backtest and paper trading tests
290 lines
7.8 KiB
Go
290 lines
7.8 KiB
Go
package operator
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import (
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"encoding/json"
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"fmt"
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"io"
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)
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// OutputFormat selects how runner events are rendered to stdout.
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type OutputFormat string
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const (
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// OutputText emits grep-friendly key=value lines (the default).
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OutputText OutputFormat = "text"
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// OutputJSONL emits one JSON object per line.
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OutputJSONL OutputFormat = "jsonl"
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)
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// noCount marks a step event that has no market result count (for example a
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// hello handshake or a transport failure).
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const noCount = -1
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// StepEvent is one machine-readable record describing a single executed step.
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type StepEvent struct {
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Scenario string
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Step string
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Action string
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Status string
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Count int
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ErrorCode string
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ErrorMessage string
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// Backtest-specific output fields
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RunID string
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RunStatus string
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StartingCash string
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EndingEquity string
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TotalReturn string
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TradeCount int
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// Import-specific output fields
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Provider string
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InstrumentCount int
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BarCount int
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// Paper-trading-specific output fields. They are only rendered when
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// AccountID is set, so non-paper steps never emit them.
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AccountID string
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Cash string
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PositionCount int
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FillCount int
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Risk string
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// Paper risk summary. Risk is "clear" when no order was rejected and
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// "blocked" otherwise. RiskRejectedCount and RiskReason are only rendered for
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// a blocked run so a clear run keeps stable, minimal output.
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RiskRejectedCount int
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RiskReason string
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// Paper loop equity summary. EquityPointCount is the length of the paper
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// equity curve and LatestEquity is the equity amount of its last point.
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// They are omitted for an empty curve so loop smoke evidence stays stable.
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EquityPointCount int
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LatestEquity string
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// Paper order lifecycle output fields. They render for submit/cancel/fill
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// steps, keyed on OrderID, independently of the paper-state account block.
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// OrderFillPrice/OrderFillCount carry the fill summary of a filled order.
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OrderID string
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OrderStatus string
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OrderReason string
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OrderFillPrice string
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OrderFillCount int
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}
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// RunSummary is the final record describing a whole scenario run.
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type RunSummary struct {
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Scenario string
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Status string
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Steps int
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Passed int
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ExitCode int
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}
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// Writer renders runner events to an io.Writer in the selected format. stdout
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// carries these machine-readable lines; scripts grep them for status keys.
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type Writer struct {
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w io.Writer
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format OutputFormat
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}
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// NewWriter returns a Writer for the given format, defaulting to text.
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func NewWriter(w io.Writer, format OutputFormat) *Writer {
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if format == "" {
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format = OutputText
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}
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return &Writer{w: w, format: format}
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}
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// WriteStep renders one executed step.
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func (o *Writer) WriteStep(ev StepEvent) {
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if o.format == OutputJSONL {
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fields := map[string]any{
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"type": "step",
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"scenario": ev.Scenario,
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"step": ev.Step,
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"action": ev.Action,
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"status": ev.Status,
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}
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if ev.Count >= 0 {
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fields["count"] = ev.Count
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}
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if ev.ErrorCode != "" {
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fields["error_code"] = ev.ErrorCode
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}
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if ev.ErrorMessage != "" {
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fields["error_message"] = ev.ErrorMessage
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}
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if ev.RunID != "" {
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fields["run_id"] = ev.RunID
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}
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if ev.RunStatus != "" {
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fields["run_status"] = ev.RunStatus
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}
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if ev.StartingCash != "" {
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fields["starting_cash"] = ev.StartingCash
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}
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if ev.EndingEquity != "" {
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fields["ending_equity"] = ev.EndingEquity
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}
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if ev.TotalReturn != "" {
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fields["total_return"] = ev.TotalReturn
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}
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if ev.TradeCount > 0 {
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fields["trade_count"] = ev.TradeCount
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}
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if ev.Provider != "" {
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fields["provider"] = ev.Provider
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}
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if ev.InstrumentCount >= 0 {
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fields["instrument_count"] = ev.InstrumentCount
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}
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if ev.BarCount >= 0 {
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fields["bar_count"] = ev.BarCount
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}
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if ev.AccountID != "" {
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fields["account_id"] = ev.AccountID
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if ev.Cash != "" {
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fields["cash"] = ev.Cash
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}
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fields["position_count"] = ev.PositionCount
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fields["fill_count"] = ev.FillCount
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if ev.Risk != "" {
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fields["risk"] = ev.Risk
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}
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if ev.RiskRejectedCount > 0 {
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fields["risk_rejected_count"] = ev.RiskRejectedCount
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}
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if ev.RiskReason != "" {
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fields["risk_reason"] = ev.RiskReason
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}
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if ev.EquityPointCount > 0 {
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fields["equity_point_count"] = ev.EquityPointCount
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}
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if ev.LatestEquity != "" {
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fields["latest_equity"] = ev.LatestEquity
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}
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}
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if ev.OrderID != "" {
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fields["order_id"] = ev.OrderID
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if ev.OrderStatus != "" {
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fields["order_status"] = ev.OrderStatus
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}
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if ev.OrderReason != "" {
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fields["order_reason"] = ev.OrderReason
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}
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if ev.Action == string(ActionFillPaperOrder) {
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fields["fill_count"] = ev.OrderFillCount
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}
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if ev.OrderFillPrice != "" {
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fields["fill_price"] = ev.OrderFillPrice
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}
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}
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o.writeJSON(fields)
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return
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}
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line := fmt.Sprintf("scenario=%s step=%s action=%s status=%s", ev.Scenario, ev.Step, ev.Action, ev.Status)
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if ev.Count >= 0 {
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line += fmt.Sprintf(" count=%d", ev.Count)
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}
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if ev.ErrorCode != "" {
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line += fmt.Sprintf(" error.code=%s", ev.ErrorCode)
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}
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if ev.ErrorMessage != "" {
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line += fmt.Sprintf(" error.message=%q", ev.ErrorMessage)
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}
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if ev.RunID != "" {
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line += fmt.Sprintf(" run.id=%s", ev.RunID)
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}
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if ev.RunStatus != "" {
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line += fmt.Sprintf(" run.status=%s", ev.RunStatus)
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}
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if ev.StartingCash != "" {
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line += fmt.Sprintf(" starting_cash=%s", ev.StartingCash)
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}
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if ev.EndingEquity != "" {
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line += fmt.Sprintf(" ending_equity=%s", ev.EndingEquity)
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}
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if ev.TotalReturn != "" {
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line += fmt.Sprintf(" total_return=%s", ev.TotalReturn)
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}
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if ev.TradeCount > 0 {
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line += fmt.Sprintf(" trade_count=%d", ev.TradeCount)
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}
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if ev.Provider != "" {
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line += fmt.Sprintf(" provider=%s", ev.Provider)
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}
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if ev.InstrumentCount >= 0 {
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line += fmt.Sprintf(" instrument_count=%d", ev.InstrumentCount)
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}
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if ev.BarCount >= 0 {
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line += fmt.Sprintf(" bar_count=%d", ev.BarCount)
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}
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if ev.AccountID != "" {
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line += fmt.Sprintf(" account_id=%s", ev.AccountID)
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if ev.Cash != "" {
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line += fmt.Sprintf(" cash=%s", ev.Cash)
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}
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line += fmt.Sprintf(" position_count=%d fill_count=%d", ev.PositionCount, ev.FillCount)
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if ev.Risk != "" {
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line += fmt.Sprintf(" risk=%s", ev.Risk)
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}
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if ev.RiskRejectedCount > 0 {
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line += fmt.Sprintf(" risk_rejected_count=%d", ev.RiskRejectedCount)
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}
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if ev.RiskReason != "" {
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line += fmt.Sprintf(" risk_reason=%q", ev.RiskReason)
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}
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if ev.EquityPointCount > 0 {
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line += fmt.Sprintf(" equity_point_count=%d", ev.EquityPointCount)
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}
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if ev.LatestEquity != "" {
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line += fmt.Sprintf(" latest_equity=%s", ev.LatestEquity)
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}
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}
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if ev.OrderID != "" {
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line += fmt.Sprintf(" order_id=%s", ev.OrderID)
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if ev.OrderStatus != "" {
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line += fmt.Sprintf(" order_status=%s", ev.OrderStatus)
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}
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if ev.OrderReason != "" {
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line += fmt.Sprintf(" order_reason=%q", ev.OrderReason)
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}
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if ev.Action == string(ActionFillPaperOrder) {
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line += fmt.Sprintf(" fill_count=%d", ev.OrderFillCount)
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}
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if ev.OrderFillPrice != "" {
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line += fmt.Sprintf(" fill_price=%s", ev.OrderFillPrice)
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}
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}
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fmt.Fprintln(o.w, line)
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}
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// WriteSummary renders the final run summary.
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func (o *Writer) WriteSummary(s RunSummary) {
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if o.format == OutputJSONL {
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o.writeJSON(map[string]any{
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"type": "summary",
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"scenario": s.Scenario,
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"status": s.Status,
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"steps": s.Steps,
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"passed": s.Passed,
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"exit_code": s.ExitCode,
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})
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return
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}
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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)
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}
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func (o *Writer) writeJSON(fields map[string]any) {
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data, err := json.Marshal(fields)
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if err != nil {
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// Marshalling a map of strings/ints cannot realistically fail; fall back
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// to a minimal line so a step result is never silently dropped.
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fmt.Fprintf(o.w, "{\"type\":\"error\",\"error_message\":%q}\n", err.Error())
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return
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}
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fmt.Fprintln(o.w, string(data))
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}
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