Files
cTrader/docs/export-runner-quirks.md
T
Brummel cc3f0cbd46 Add MS_SimpleExport bot + hardened Linux export-runner
MS_SimpleExport is a market-data exporter (M1/Tick -> zipped binary), driven
headless via the official cTrader-console Docker image. This adds the bot and a
hardened bash driver that runs the scrape on a Linux host, spawning one ephemeral
console container per backtest window.

- src/MS_SimpleExport: the cBot; csproj aligned to the repo's Linux template
  (AlgoPublish=false, cTrader.Automate 1.*-*).
- scripts/export-runner.sh: hardened port of the Unraid driver -- retry-then-abort
  on transient failure, gap-aware resume, current-month end-date clamp, 3-way run
  classification with a per-run timeout, and ZIP validation before rename.
- scripts/export.env.example: deployment config template (real values live in the
  gitignored runtime/export.env).
- docs/export-runner-quirks.md: the multi-lens audit findings and hardening decisions.
- .gitignore: ignore runtime/ (secrets, the placed .algo, the symbol list).
2026-06-24 13:31:41 +02:00

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export-runner.sh — quirk audit & hardening decisions

scripts/export-runner.sh is the Linux-host port of the original Unraid data-export driver. Before going live it was put through a multi-lens adversarial audit (5 review lenses over the script and the MS_SimpleExport cBot, each finding independently verified). 49 findings survived verification, deduplicating to ~18 distinct quirks.

This document records what was fixed, what was a deliberate behaviour choice, and what is intentionally left alone — so the rationale is not lost.

Behaviour decisions (the load-bearing ones)

Topic Decision Why
Transient failure Retry ×3, then hard-abort the whole run A login stall / crash / timeout must never be silently treated as "empty month". Aborting loudly means a gap is noticed, not buried.
Resume Gap-aware: walk every month from the symbol's first data month to now; scrape only missing months + the trailing edge (latest existing + current). Fixes the silent middle-gap (old ls|sort|tail-1 resume never backfilled) and stops overwriting known-good middle files.
Empty month Don't write empty files. A clean No historical data is classified empty → skip. For continuously-active instruments a true in-range empty month effectively never occurs; the empty path is purely defensive and must not trip the hard-abort.
Current month Clamp the end date to yesterday cTrader rejects a backtest whose end date is in the future (proven), so the whole current month was being dropped. Clamping captures the partial month now; next month's edge re-scrape completes it.

Classification — the core of the hardening

run_one reads the console log stream (with a per-run timeout) and classifies the outcome, instead of trusting a single stdout sentinel:

  • DATA_FOUND / EXPORT_SUCCESSsuccess (rc 0)
  • No historical data for the specified periodclean-empty (rc 3, skipped)
  • anything else — timeout, ERROR:, a result block with no verdict, a dead stream → transient failure (rc 2, retried then aborted)

A produced ZIP is validated (testzip + non-empty entry) before the mv, so a truncated artifact from a cut-off run is caught instead of being promoted to a final file.

Quirks fixed (no behaviour choice needed)

Quirk Fix
No per-run timeout → a hung console blocks the whole export forever timeout around the log drain; a hang is a transient failure
--rm + docker logs -f race could lose markers on a fast-exiting container dropped --rm; container kept until logs drained, then removed; trap reaps any in-flight container on Ctrl-C (no orphans)
*ERROR* matched as an unanchored substring matched against the bot's ERROR: form / the explicit verdict markers
Resume parser cut -f2/-f3 corrupts year/month for symbols containing _ parsed with a bash regex anchored on the symbol
Resume sort|tail is lexical month walk is purely numeric (year*12 + month-1 index)
Empty / corrupt ZIP promoted to a final file validate_export (PK + CRC + non-empty entry) gates the mv
Monthly start-probe only tested days 0110 discovery probes the full month; yearly probe uses December (catches same-year-later starts)
Completion banner always printed "success" banner reports saved / empty counts

Intentionally NOT changed — frozen by the existing corpus

The binary record layout (M1Record = 48 B: raw double OHLC, float spread, int volume; TickRecord = 24 B) is frozen by the ~4380 existing .m1/.tick files the bot already produced. Any layout change makes new files incompatible with the corpus, so the following audit findings are WONTFIX unless the whole dataset is re-exported:

  • TickVolume stored as int (would need long) — harmless in practice: an M1 bar's tick count never approaches int range.
  • Spread as raw float price units, and no Digits field — a downstream reader must know the contract out-of-band. (Also: Symbol.Spread is usually 0 in M1 bar replay, so that column is largely meaningless for M1 mode — a data-source limitation, not fixable without tick data.)
  • ZIP entry named after Symbol.Name while the file is named after the requested symbol — cosmetic: the file is renamed by the driver and the reader opens the single entry by position, not name.

If the format is ever migrated, that is a separate project that also re-exports the corpus.

Verification

The hardened script was validated end-to-end against a scratch directory (the real NFS data dir untouched):

  • Gap-fill / edge / clamp / trusted-middle: seeded 2026_03 + 2026_05 (gap at 04); the run filled 04, re-scraped the 05 edge, captured the current month 06 clamped to yesterday, and left the trusted middle 03 byte-identical.
  • Clean-empty safety: run_one on an empty future window returns rc 3 (skip), never the rc 2 that would abort the run.