The swym API response structure differs from what the code previously
assumed. Fix all field extraction to match the real shape:
- total_positions: backtest_metadata.position_count (not top-level)
- sharpe_ratio, win_rate, profit_factor: instruments.{key}.{field}.value
wrapped decimal strings (not plain floats); treat Decimal::MAX sentinel
(~7.9e28) as None
- net_pnl: instruments.{key}.pnl (plain decimal string)
- instrument key derived as "{exchange_no_underscores}-{base}_{quote}"
Also fix coverage-based backtest_from clamping: after the coverage
check, compute the effective backtest start as the max first_open across
all instruments × common intervals, so strategies never fail with
"requested range outside available data". Log per-interval date ranges
for each instrument at startup.
Additionally:
- Compact format_audit_summary to handle {"rules":[...],"total_bars":N}
structure with per-condition true_count/evaluated breakdown
- Drop avg_bars from summary_line (field absent from API)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
The model was generating Expr objects for quantity (e.g. ATR-based sizing),
causing consistent QuantitySpec deserialization failures. Replace the
"prefer dynamic sizing" hint with an explicit rule: quantity must always
be a fixed decimal string like "0.001".
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Shows correct usage of rsi/bollinger/ema_trend condition shortcuts, entry_price
and bars_since_entry ExprKind values, and func/cross_over/bin_op expressions.
Also calls out common model mistakes (rsi as ExprKind, bars_since_entry as
FuncName, expr_field) and adds a note that spot strategies are long-only.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Log full strategy JSON at debug level, show full anyhow cause chain on
submit failures, surface condition_audit_summary for 0-trade results in
both logs and the summary fed back to the AI each iteration.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
