feat: client-side validation, cycling detection, quantity prompt fix

- validate_strategy(): hard error if quantity is not a parseable decimal
  (catches "ATR_SIZED" etc. before sending to swym API); soft warning if
  a sell rule has no entry_price stop-loss or no bars_since_entry time exit
- Hard validation errors skip the backtest and feed errors back to the LLM
  via IterationRecord.validation_notes included in summary()
- json_contains_kind(): recursive helper to search strategy JSON tree
- diagnose_history(): add cycling detection — triggers is_converged when
  any avg_sharpe value appears 3+ times in history (not just last 3 streak),
  catching the alternating RSI<30 / RSI<25 pattern seen in the latest run
- prompts: clarify that quantity must parse as a float; list invalid
  placeholder strings ("ATR_SIZED", "FULL_BALANCE", "dynamic", etc.)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/agent.rs

@@ -16,6 +16,8 @@ struct IterationRecord {
     iteration: u32,
     strategy: Value,
     results: Vec<BacktestResult>,
+    /// Client-side validation issues found before submitting to swym.
+    validation_notes: Vec<String>,
 }
 
 impl IterationRecord {
@@ -42,18 +44,81 @@ impl IterationRecord {
             "  strategy: {}",
             serde_json::to_string(&self.strategy).unwrap_or_default()
         ));
+        for note in &self.validation_notes {
+            lines.push(format!("  ⚠ VALIDATION: {note}"));
+        }
         for r in &self.results {
             lines.push(r.summary_line());
         }
+        if self.results.is_empty() && !self.validation_notes.is_empty() {
+            lines.push("  backtest skipped due to validation errors".to_string());
+        } else {
             lines.push(format!(
                 "  avg_sharpe={:.3} best_sharpe={:.3}",
                 self.avg_sharpe(),
                 self.best_sharpe()
             ));
+        }
         lines.join("\n")
     }
 }
 
+/// Validate a strategy JSON before submitting to swym.
+///
+/// Returns `(hard_errors, warnings)`.
+/// Hard errors block submission; warnings are noted but allow the backtest to proceed.
+fn validate_strategy(strategy: &Value) -> (Vec<String>, Vec<String>) {
+    let mut hard = Vec::new();
+    let mut warn = Vec::new();
+
+    let empty = vec![];
+    let rules = strategy["rules"].as_array().unwrap_or(&empty);
+
+    for (i, rule) in rules.iter().enumerate() {
+        // Quantity must be a parseable decimal number string
+        if let Some(qty) = rule["then"]["quantity"].as_str() {
+            if qty.parse::<f64>().is_err() {
+                hard.push(format!(
+                    "rule[{i}] quantity {:?} is not a valid decimal number — \
+                     use a plain string like \"0.001\", never a placeholder like {:?}",
+                    qty, qty
+                ));
+            }
+        }
+
+        // Exit rules must have a stop-loss and a time exit
+        let side = rule["then"]["side"].as_str().unwrap_or("");
+        if side == "sell" {
+            if !json_contains_kind(&rule["when"], "entry_price") {
+                warn.push(format!(
+                    "rule[{i}] (sell) has no stop-loss — add an entry_price-based compare condition"
+                ));
+            }
+            if !json_contains_kind(&rule["when"], "bars_since_entry") {
+                warn.push(format!(
+                    "rule[{i}] (sell) has no time exit — add a bars_since_entry >= N compare condition"
+                ));
+            }
+        }
+    }
+
+    (hard, warn)
+}
+
+/// Recursively search a JSON value for any object with the given `"kind"` string.
+fn json_contains_kind(v: &Value, kind: &str) -> bool {
+    match v {
+        Value::Object(map) => {
+            if map.get("kind").and_then(|k| k.as_str()) == Some(kind) {
+                return true;
+            }
+            map.values().any(|child| json_contains_kind(child, kind))
+        }
+        Value::Array(arr) => arr.iter().any(|child| json_contains_kind(child, kind)),
+        _ => false,
+    }
+}
+
 pub async fn run(cli: &Cli) -> Result<()> {
     // Parse instruments
     let instruments: Vec<Instrument> = cli
@@ -231,10 +296,39 @@ pub async fn run(cli: &Cli) -> Result<()> {
         );
         debug!("strategy JSON:\n{}", serde_json::to_string_pretty(&strategy).unwrap_or_default());
 
+        // Client-side validation
+        let (hard_errors, soft_warnings) = validate_strategy(&strategy);
+        if !hard_errors.is_empty() {
+            warn!("strategy validation failed:");
+            for e in &hard_errors {
+                warn!("  - {e}");
+            }
+        }
+        if !soft_warnings.is_empty() {
+            for w in &soft_warnings {
+                warn!("  ⚠ {w}");
+            }
+        }
+        let mut validation_notes = hard_errors.clone();
+        validation_notes.extend(soft_warnings);
+
         // Save the strategy JSON
         let strat_path = cli.output_dir.join(format!("strategy_{iteration:03}.json"));
         std::fs::write(&strat_path, serde_json::to_string_pretty(&strategy)?)?;
 
+        // Hard validation errors: skip the expensive backtest and give immediate feedback.
+        if !hard_errors.is_empty() {
+            let record = IterationRecord {
+                iteration,
+                strategy: strategy.clone(),
+                results: vec![],
+                validation_notes,
+            };
+            info!("{}", record.summary());
+            history.push(record);
+            continue;
+        }
+
         // Run backtests against all instruments (in-sample)
         let mut results: Vec<BacktestResult> = Vec::new();
 
@@ -289,6 +383,7 @@ pub async fn run(cli: &Cli) -> Result<()> {
             iteration,
             strategy: strategy.clone(),
             results,
+            validation_notes,
         };
 
         info!("{}", record.summary());
@@ -499,21 +594,50 @@ pub fn diagnose_history(history: &[IterationRecord]) -> (String, bool) {
         .into_iter()
         .collect();
 
-    // --- Convergence detection ---
-    // If the last 3 iterations all have avg_sharpe within 0.03 of each other,
-    // the model is stuck in a local optimum and needs a hard reset.
+    // --- Convergence / cycling detection ---
     if history.len() >= 3 {
+        // Collect finite avg_sharpe values from all iterations with actual results.
+        let all_sharpes: Vec<f64> = history
+            .iter()
+            .filter(|rec| !rec.results.is_empty())
+            .map(|rec| rec.avg_sharpe())
+            .filter(|s| s.is_finite())
+            .collect();
+
+        // Check 1: Any avg_sharpe value appears 3+ times across full history (cycling).
+        let cycling_sharpe = all_sharpes.iter().find(|&&s| {
+            all_sharpes.iter().filter(|&&s2| (s2 - s).abs() < 0.005).count() >= 3
+        }).copied();
+
+        // Check 2: Last 3 iterations within 0.03 avg_sharpe spread (local convergence).
         let recent = &history[history.len().saturating_sub(3)..];
         let recent_sharpes: Vec<f64> = recent
             .iter()
-            .map(|r| r.avg_sharpe())
+            .filter(|rec| !rec.results.is_empty())
+            .map(|rec| rec.avg_sharpe())
             .filter(|s| s.is_finite())
             .collect();
-        if recent_sharpes.len() == 3 {
+        let (last3_spread, last3_converged) = if recent_sharpes.len() >= 3 {
             let max_s = recent_sharpes.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
             let min_s = recent_sharpes.iter().cloned().fold(f64::INFINITY, f64::min);
-            if max_s - min_s < 0.03 {
+            (max_s - min_s, max_s - min_s < 0.03)
+        } else {
+            (0.0, false)
+        };
+
+        if cycling_sharpe.is_some() || last3_converged {
             is_converged = true;
+            let reason = if let Some(s) = cycling_sharpe {
+                format!(
+                    "CYCLING DETECTED: avg_sharpe {s:.3} has appeared 3+ times in history — \
+                     the model is oscillating between the same two approaches"
+                )
+            } else {
+                format!(
+                    "last 3 iterations produced nearly identical results \
+                     (avg Sharpe spread {last3_spread:.3})"
+                )
+            };
             let untried: Vec<&str> = ["1h", "4h", "15m", "1d"]
                 .iter()
                 .copied()
@@ -529,17 +653,14 @@ pub fn diagnose_history(history: &[IterationRecord]) -> (String, bool) {
                 )
             };
             notes.push(format!(
-                    "⚠ CONVERGENCE DETECTED: The last 3 iterations produced nearly identical \
-                     results (avg Sharpe spread {:.3}). Showing the best strategy is \
+                "⚠ CONVERGENCE DETECTED: {reason}. Showing the best strategy is \
                  suppressed to prevent anchoring.{interval_hint} \
                  You MUST try a fundamentally different approach — different indicator \
                  family, different candle interval, or radically simplified conditions. \
                  Do NOT refine the previous strategy.",
-                    max_s - min_s,
             ));
         }
     }
-    }
 
     // --- Zero-trade check ---
     let zero_trade_iters = history

src/prompts.rs

@@ -51,8 +51,11 @@ bars_since_entry — complete bars elapsed since position was opened
 balance — free balance of a named asset (e.g. "usdt", "usdc")
 
 ### Quantity
-Action quantity MUST be a fixed decimal string, e.g. `"quantity": "0.001"`.
+Action quantity MUST be a fixed decimal string that parses as a floating-point number,
+e.g. `"quantity": "0.001"`.
 NEVER use an expression object for quantity — only plain decimal strings are accepted.
+NEVER use placeholder strings like `"ATR_SIZED"`, `"FULL_BALANCE"`, `"percent_of_balance"`,
+`"dynamic"`, or any non-numeric string — these will be rejected immediately.
 
 ### Multi-timeframe
 Any expression can reference a different timeframe via "timeframe" field.
@@ -314,6 +317,7 @@ Common mistakes to NEVER make:
 - Always gate buy rules with position state "flat" and sell rules with "long"
 - Never add a short-entry (sell when flat) rule — spot markets are long-only
 - Never use an expression object for `quantity` — it must always be a plain decimal string like `"0.001"`
+- Never use a placeholder string for `quantity` — `"ATR_SIZED"`, `"FULL_BALANCE"`, `"dynamic"`, etc. are all invalid and will be rejected. Use `"0.001"` or similar.
 "##
     )
 }