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0.1.0-m1 - Financial correctness and auditability - #65

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stefan-jansen wants to merge 15 commits into
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feat/0-1-0-m1-financial-correctness-and-auditability
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0.1.0-m1 - Financial correctness and auditability#65
stefan-jansen wants to merge 15 commits into
mainfrom
feat/0-1-0-m1-financial-correctness-and-auditability

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@stefan-jansen

@stefan-jansen stefan-jansen commented Aug 1, 2026

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Milestone 1

Behavioral notes

  • Realized trade metrics include partial reductions; holding-period and excursion metrics use fully closed position lifecycles.
  • Result artifacts use manifest schema 2 with portable non-finite metrics and strict component consistency checks.
  • Next-bar pre-risk entries expose accepted marketable fills without changing ordinary EXIT_FIRST ordering or entry-bar risk timing.

Verification

  • uv run pytest tests/ -q - 1,614 passed, 14 skipped
  • uv run ruff check --no-fix src/ tests/
  • uv run ruff format --check src/ tests/
  • uv run ty check
  • pre-commit run --all-files
  • uv run mkdocs build --strict
  • uv build

Validate configured and custom execution costs before any fill or financial state mutation, including flip commissions and final execution prices.

Closes #41.
Record partial exits as realized trades, allocate entry commission between exited and residual quantities, and enforce commission conservation with precision-derived tolerances.

Closes #42.
Expose structured rejected-order records, aggregate counts, DataFrame conversion, and additive Parquet round trips while retaining original requested quantities.

Closes #43.
Attach liquidation metadata before order submission and carry the category and detailed cause through fills, trades, DataFrames, and Parquet artifacts.

Closes #44.
Add versioned manifests, strict failure modes, explicit beta recovery, and structured diagnostics for persisted results.\n\nCloses #45.
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