Findings: BR-006.
Ensure portfolio and position risk exits carry their initiating rule, reason, and exit category
before any immediate or deferred fill can be recorded.
Primary surfaces: portfolio risk manager, Broker liquidation helpers, order options, fill and trade
metadata, result schemas.
Acceptance:
- Immediate same-bar and deferred next-bar end-to-end tests retain the risk cause on order, fill,
trade, result, and persisted artifact.
- Signal exits remain distinguishable from each supported forced-liquidation cause.
- Repeated liquidation evaluation is deterministic and does not duplicate orders or records.
Dependencies: Issue 1.
Plan reference: /home/stefan/ml4t/libraries/ml4t-backtest-dev/.workspace/work/backtest-stable-release/milestone-1/plan.md - Issue 4 in milestone 0.1.0-m1 - Financial correctness and auditability.
Findings: BR-006.
Ensure portfolio and position risk exits carry their initiating rule, reason, and exit category
before any immediate or deferred fill can be recorded.
Primary surfaces: portfolio risk manager, Broker liquidation helpers, order options, fill and trade
metadata, result schemas.
Acceptance:
trade, result, and persisted artifact.
Dependencies: Issue 1.
Plan reference:
/home/stefan/ml4t/libraries/ml4t-backtest-dev/.workspace/work/backtest-stable-release/milestone-1/plan.md- Issue 4 in milestone0.1.0-m1 - Financial correctness and auditability.