Commit Graph

2 Commits

Author SHA1 Message Date
Brummel cd6874b43f Add per-symbol price-metadata sidecars (<symbol>.meta.json)
The price files carry no facts for interpreting the bars (pip size, digit count,
contract size, quote currency); those are known only to the broker via cTrader's
Symbol object. Produce a JSON sidecar per symbol next to the price files so a
downstream reader does not have to hardcode (and drift on) its own per-symbol table.

Scope is the price-interpretation geometry only — digits, pipSize, tickSize,
lotSize, baseAsset, quoteAsset — facts intrinsic to the price series and stable
across its whole history. Costs, swaps, volume limits, trading status and the
deposit-currency pip/tick values are intentionally left out: the cBot only ever
sees the current contract, so those are a point-in-time snapshot of today's trading
conditions and would misrepresent a multi-year series (the deposit-currency values
are account-dependent too).

- cBot: a MetaOnly mode (--MetaOnly --MetaFile) serializes the geometry to a flat
  JSON. Numbers use InvariantCulture; a non-finite value becomes null; keys mirror
  the cTrader property names.
- runner: write_meta runs once per symbol (mode-independent), validates the JSON,
  and atomically promotes the sidecar. Best-effort — a metadata failure is logged
  and never aborts the export, and a pre-existing sidecar is kept on failure. A
  freshness guard (META_MAX_AGE_DAYS, default 7) keeps scheduled runs short;
  EXPORT_META=0 disables it.
- The file is a raw serialization of what cTrader delivers; a reader derives its
  own shape (contract_size, per-lot pip value) from the raw fields. See
  docs/symbol-metadata.md.
- Add a source-level regression test for the freshness guard.

Verified end-to-end against the live broker for all 30 configured symbols (FX,
indices, metals, crypto, commodities, equities); the price corpus was untouched.
2026-06-25 13:32:45 +02:00
Brummel ddd8274fad export-runner: fix new-symbol discovery aborting with a year-0000 backtest
discover_start's stdout is its result channel (read via command
substitution in process_symbol), but the probes inside it stream the
cBot's "[BOT] …" progress on stdout too. That noise leaked into the
captured value, so start_idx parsed to 0 and the resume walk began at
year 0 -> an unparseable "--start=01/01/0" backtest that retried out and
hard-aborted the whole run. Only a brand-new symbol (no files on disk yet)
hits this path, so it stayed invisible until AUDUSD was added.

Redirect every probe call in discover_start to stderr (1>&2) so its
stdout carries only the "YEAR MONTH" result, and document the contract.
Add scripts/test-export-runner.sh: source-level tests that stub probe_run
to emit the same stdout noise and assert a clean result (RED without the
redirect). Make SYMBOL_FILE overridable for scoped runs/tests.
2026-06-25 09:02:10 +02:00