Use flat result_summary fields from swym patch 8fb410311

BacktestResult::from_response now reads total_positions, winning_positions,
losing_positions, win_rate, profit_factor, net_pnl, total_pnl, sharpe_ratio,
and total_fees directly from the top-level result_summary object instead of
deriving them from backtest_metadata + balance delta.

Removes the quote/initial_balance parameters that were only needed for the
workaround. Restores the full summary_line format with all metrics.

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

src/agent.rs

@@ -265,6 +265,12 @@ pub async fn run(cli: &Cli) -> Result<()> {
             content: response_text.clone(),
         });
 
+        // Log R1 reasoning chain at debug level so it can be inspected when
+        // the model makes repeated DSL mistakes (run with RUST_LOG=debug).
+        if let Some(thinking) = claude::extract_think_content(&response_text) {
+            debug!("R1 thinking ({} chars):\n{}", thinking.len(), thinking);
+        }
+
         // Extract strategy JSON
         let strategy = match claude::extract_json(&response_text) {
             Ok(s) => s,
@@ -319,7 +325,7 @@ pub async fn run(cli: &Cli) -> Result<()> {
         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.
+        // Hard client-side validation errors: skip without hitting the API.
         if !hard_errors.is_empty() {
             let record = IterationRecord {
                 iteration,
@@ -332,6 +338,40 @@ pub async fn run(cli: &Cli) -> Result<()> {
             continue;
         }
 
+        // Server-side validation: call /strategies/validate to get ALL DSL errors
+        // at once before submitting a backtest. This avoids burning a full backtest
+        // round-trip on a structurally invalid strategy and gives the model a
+        // complete list of errors to fix in one shot.
+        match swym.validate_strategy(&strategy).await {
+            Ok(api_errors) if !api_errors.is_empty() => {
+                for e in &api_errors {
+                    warn!("  DSL error at {}: {}", e.path.as_deref().unwrap_or("(top-level)"), e.message);
+                }
+                let error_notes: Vec<String> = api_errors
+                    .iter()
+                    .map(|e| format!("DSL error at {}: {}", e.path.as_deref().unwrap_or("(top-level)"), e.message))
+                    .collect();
+                validation_notes.extend(error_notes);
+                let record = IterationRecord {
+                    iteration,
+                    strategy: strategy.clone(),
+                    results: vec![],
+                    validation_notes,
+                };
+                info!("{}", record.summary());
+                history.push(record);
+                continue;
+            }
+            Ok(_) => {
+                // Valid — proceed to backtest
+            }
+            Err(e) => {
+                // Network/parse failure from the validate endpoint — log and proceed
+                // anyway so a transient API issue doesn't stall the run.
+                warn!("  strategy validation request failed (proceeding): {e:#}");
+            }
+        }
+
         // Run backtests against all instruments (in-sample)
         let mut results: Vec<BacktestResult> = Vec::new();
 
@@ -530,13 +570,7 @@ async fn run_single_backtest(
         .await
         .context("poll")?;
 
-    Ok(BacktestResult::from_response(
+    Ok(BacktestResult::from_response(&final_resp, &inst.symbol))
-        &final_resp,
-        &inst.symbol,
-        &inst.exchange,
-        &inst.base(),
-        &inst.quote(),
-    ))
 }
 
 fn save_validated_strategy(
@@ -665,6 +699,48 @@ pub fn diagnose_history(history: &[IterationRecord]) -> (String, bool) {
         }
     }
 
+    // --- Repeated API error detection ---
+    // If the same DSL error variant has appeared in 2+ consecutive iterations,
+    // call it out explicitly so the model knows exactly what to fix.
+    {
+        let recent_errors: Vec<String> = history
+            .iter()
+            .rev()
+            .take(4)
+            .flat_map(|rec| rec.results.iter())
+            .filter_map(|r| r.error_message.as_deref())
+            .filter(|e| e.contains("unknown variant"))
+            .map(|e| {
+                // Extract the variant name: "unknown variant `foo`, expected ..."
+                e.split('`')
+                    .nth(1)
+                    .unwrap_or(e)
+                    .to_string()
+            })
+            .collect();
+
+        if recent_errors.len() >= 2 {
+            // Find the most frequent bad variant
+            let mut counts: std::collections::HashMap<&str, usize> = std::collections::HashMap::new();
+            for v in &recent_errors {
+                *counts.entry(v.as_str()).or_default() += 1;
+            }
+            if let Some((bad_variant, count)) = counts.into_iter().max_by_key(|(_, c)| *c) {
+                if count >= 2 {
+                    notes.push(format!(
+                        "⚠ DSL ERROR (repeated {count}×): the swym API rejected \
+                         `{bad_variant}` as an unknown variant. \
+                         Check the 'Critical: expression kinds' section — \
+                         `{bad_variant}` may be a FuncName (use inside \
+                         {{\"kind\":\"func\",\"name\":\"{bad_variant}\",...}}) \
+                         or it may not be supported at all. \
+                         Use ONLY the documented kinds and func names."
+                    ));
+                }
+            }
+        }
+    }
+
     // --- Zero-trade check ---
     let zero_trade_iters = history
         .iter()

src/claude.rs

@@ -213,6 +213,14 @@ fn lmstudio_context_length(json: &Value, model_id: &str) -> Option<u32> {
     None
 }
 
+/// Return the content of the first `<think>` block, if any.
+/// Used for debug logging of R1 reasoning chains.
+pub fn extract_think_content(text: &str) -> Option<String> {
+    let start = text.find("<think>")? + "<think>".len();
+    let end = text[start..].find("</think>").map(|i| start + i)?;
+    Some(text[start..end].trim().to_string())
+}
+
 /// Extract a JSON object from a model response text.
 /// Handles markdown code fences and R1-style `<think>...</think>` blocks.
 pub fn extract_json(text: &str) -> Result<Value> {

src/dsl-schema.json

@@ -66,11 +66,48 @@
       "properties": {
         "side": { "type": "string", "enum": ["buy", "sell"] },
         "quantity": {
-          "$ref": "#/definitions/DecimalString",
+          "description": "Per-order size in base asset units. Fixed decimal string (e.g. \"0.001\"), a declarative SizingMethod object, or a dynamic Expr object. When a method or Expr returns None the order is skipped; negative values are clamped to zero.",
-          "description": "Per-order size in base asset units, e.g. \"0.001\" for BTC."
+          "oneOf": [
+            { "$ref": "#/definitions/DecimalString" },
+            { "$ref": "#/definitions/SizingFixedSum" },
+            { "$ref": "#/definitions/SizingPercentOfBalance" },
+            { "$ref": "#/definitions/SizingFixedUnits" },
+            { "$ref": "#/definitions/Expr" }
+          ]
         }
       }
     },
+    "SizingFixedSum": {
+      "description": "Buy `amount` worth of quote currency at the current price. qty = amount / current_price.",
+      "type": "object",
+      "required": ["method", "amount"],
+      "additionalProperties": false,
+      "properties": {
+        "method": { "const": "fixed_sum" },
+        "amount": { "$ref": "#/definitions/DecimalString", "description": "Quote-currency amount, e.g. \"500\" means buy $500 worth." }
+      }
+    },
+    "SizingPercentOfBalance": {
+      "description": "Buy percent% of the named asset's free balance worth of base asset. qty = balance(asset) * percent/100 / current_price.",
+      "type": "object",
+      "required": ["method", "percent", "asset"],
+      "additionalProperties": false,
+      "properties": {
+        "method": { "const": "percent_of_balance" },
+        "percent": { "$ref": "#/definitions/DecimalString", "description": "Percentage, e.g. \"2\" means 2% of the free balance." },
+        "asset": { "type": "string", "description": "Asset name to look up, e.g. \"usdc\". Matched case-insensitively." }
+      }
+    },
+    "SizingFixedUnits": {
+      "description": "Buy exactly `units` of base asset. Semantic alias for a fixed decimal quantity.",
+      "type": "object",
+      "required": ["method", "units"],
+      "additionalProperties": false,
+      "properties": {
+        "method": { "const": "fixed_units" },
+        "units": { "$ref": "#/definitions/DecimalString", "description": "Base asset quantity, e.g. \"0.01\" means 0.01 BTC." }
+      }
+    },
     "Rule": {
       "type": "object",
       "required": ["when", "then"],
@@ -280,7 +317,12 @@
         { "$ref": "#/definitions/ExprBinOp" },
         { "$ref": "#/definitions/ExprApplyFunc" },
         { "$ref": "#/definitions/ExprUnaryOp" },
-        { "$ref": "#/definitions/ExprBarsSince" }
+        { "$ref": "#/definitions/ExprBarsSince" },
+        { "$ref": "#/definitions/ExprEntryPrice" },
+        { "$ref": "#/definitions/ExprPositionQuantity" },
+        { "$ref": "#/definitions/ExprUnrealisedPnl" },
+        { "$ref": "#/definitions/ExprBarsSinceEntry" },
+        { "$ref": "#/definitions/ExprBalance" }
       ]
     },
     "ExprLiteral": {
@@ -417,6 +459,55 @@
           "description": "Maximum bars to look back."
         }
       }
+    },
+    "ExprEntryPrice": {
+      "description": "Volume-weighted average entry price of the current open position. Returns None when flat.",
+      "type": "object",
+      "required": ["kind"],
+      "additionalProperties": false,
+      "properties": {
+        "kind": { "const": "entry_price" }
+      }
+    },
+    "ExprPositionQuantity": {
+      "description": "Absolute quantity of the current open position in base asset units. Returns None when flat.",
+      "type": "object",
+      "required": ["kind"],
+      "additionalProperties": false,
+      "properties": {
+        "kind": { "const": "position_quantity" }
+      }
+    },
+    "ExprUnrealisedPnl": {
+      "description": "Estimated unrealised PnL of the current open position in quote asset. Returns None when flat.",
+      "type": "object",
+      "required": ["kind"],
+      "additionalProperties": false,
+      "properties": {
+        "kind": { "const": "unrealised_pnl" }
+      }
+    },
+    "ExprBarsSinceEntry": {
+      "description": "Number of complete primary-interval bars elapsed since the current position was opened. Computed as floor((now - time_enter) / primary_interval_secs). Returns None when flat.",
+      "type": "object",
+      "required": ["kind"],
+      "additionalProperties": false,
+      "properties": {
+        "kind": { "const": "bars_since_entry" }
+      }
+    },
+    "ExprBalance": {
+      "description": "Free balance of the named asset (matched case-insensitively). Returns None when the asset is not found or balance data is unavailable.",
+      "type": "object",
+      "required": ["kind", "asset"],
+      "additionalProperties": false,
+      "properties": {
+        "kind": { "const": "balance" },
+        "asset": {
+          "type": "string",
+          "description": "Internal asset name, e.g. \"usdt\", \"btc\". Case-insensitive."
+        }
+      }
     }
   }
 }

src/prompts.rs

@@ -52,6 +52,10 @@ sma, ema, wma, rsi, std_dev, sum, highest, lowest, atr, supertrend, adx,
 bollinger_upper, bollinger_lower — applied to any candle field (open/high/low/close/volume)
 with configurable period and optional offset.
 
+These are FuncNames used INSIDE `{{"kind":"func","name":"...","period":N}}` expressions.
+`atr`, `adx`, and `supertrend` use OHLC internally and ignore the `field` parameter.
+To use ADX as a trend-strength filter: `{{"kind":"compare","left":{{"kind":"func","name":"adx","period":14}},"op":">","right":{{"kind":"literal","value":"25"}}}}`
+
 ### Composed indicators (apply_func)
 Apply rolling functions to arbitrary expressions: EMA of EMA, Hull MA (WMA of expression),
 VWAP (sum of close*volume / sum of volume), standard deviation of returns, etc.
@@ -70,11 +74,49 @@ 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 that parses as a floating-point number,
+Action quantity accepts four forms — pick the simplest one for your intent:
-e.g. `"quantity": "0.001"`.
+
-NEVER use an expression object for quantity — only plain decimal strings are accepted.
+**1. Declarative sizing methods (preferred — instrument-agnostic, readable):**
-NEVER use placeholder strings like `"ATR_SIZED"`, `"FULL_BALANCE"`, `"percent_of_balance"`,
+
-`"dynamic"`, or any non-numeric string — these will be rejected immediately.
+Spend a fixed quote amount (e.g. $500 worth of base at current price):
+```json
+{{"method":"fixed_sum","amount":"500"}}
+```
+
+Spend a percentage of free quote balance (e.g. 5% of USDC):
+```json
+{{"method":"percent_of_balance","percent":"5","asset":"usdc"}}
+```
+
+Buy a fixed number of base units (semantic alias for a decimal string):
+```json
+{{"method":"fixed_units","units":"0.01"}}
+```
+
+**2. Plain decimal string** — use only when you have a specific reason:
+`"0.01"` (0.01 BTC, 3.0 ETH, 50.0 SOL — instrument-specific, not portable)
+
+**3. Expr** — for dynamic sizing not covered by the methods above, e.g. ATR-based:
+```json
+{{"kind":"bin_op","op":"div",
+  "left":{{"kind":"literal","value":"200"}},
+  "right":{{"kind":"func","name":"atr","period":14}}}}
+```
+
+**4. Exit rules** — use `position_quantity` to close the exact open size:
+```json
+{{"kind":"position_quantity"}}
+```
+Alternatively, `"9999"` works for exits: sell quantities are automatically capped to the open
+position size, so a large fixed number is equivalent to `position_quantity`.
+
+CRITICAL mistakes to never make:
+- `{{"method":"position_quantity"}}` is WRONG — `position_quantity` is an Expr, not a SizingMethod.
+  CORRECT: `{{"kind":"position_quantity"}}`. The `"method"` field belongs ONLY to the three
+  declarative sizing objects (`fixed_sum`, `percent_of_balance`, `fixed_units`).
+- `{{"method":"fixed_sum","amount":"100","multiplier":"2.0"}}` is WRONG — `fixed_sum` has no
+  `multiplier` field. Only `amount` is accepted alongside `method`.
+- NEVER add extra fields to SizingMethod objects — they use `additionalProperties: false`.
 
 ### Multi-timeframe
 Any expression can reference a different timeframe via "timeframe" field.
@@ -146,11 +188,28 @@ Common mistakes to NEVER make:
 - `"kind": "bars_since_entry"` is a valid standalone Expr (no extra fields needed).
   Do NOT put `"bars_since_entry"` as a `"name"` inside `{{"kind":"func",...}}` — that is WRONG.
 - `"kind": "expr_field"` does NOT exist. Use `{{"kind":"field","field":"close"}}`.
+- Every Expr object MUST have a `"kind"` field. `{{"field":"close"}}` is WRONG — missing `"kind"`.
+  CORRECT: `{{"kind":"field","field":"close"}}`. The `"kind"` is never optional.
 - `rsi`, `adx`, `supertrend` are NOT valid inside `apply_func`. Use only `apply_func`
   with `ApplyFuncName` values: `highest`, `lowest`, `sma`, `ema`, `wma`, `std_dev`, `sum`,
   `bollinger_upper`, `bollinger_lower`.
 - `volume` is a candle FIELD, not a func name. Access it as `{{"kind":"field","field":"volume"}}`.
-  To compute EMA of volume: `{{"kind":"apply_func","name":"ema","period":20,"expr":{{"kind":"field","field":"volume"}}}}`.
+  To compute EMA of volume: `{{"kind":"apply_func","name":"ema","period":20,"input":{{"kind":"field","field":"volume"}}}}`.
+- `bollinger_upper` and `bollinger_lower` are FUNC NAMES, not Expr kinds. To compare close to the upper band:
+  `{{"kind":"compare","left":{{"kind":"field","field":"close"}},"op":">","right":{{"kind":"func","name":"bollinger_upper","period":20}}}}`
+  NEVER write `{{"kind":"bollinger_upper",...}}` — `bollinger_upper` is not an Expr kind.
+  NEVER set `"field":"bollinger_upper"` on a func Expr — `bollinger_upper`/`bollinger_lower` have no `field`
+  parameter; they compute from close internally. Just `{{"kind":"func","name":"bollinger_upper","period":20}}`.
+- The `{{"kind":"bollinger",...}}` Condition (shorthand) only accepts `"band": "above_upper"` or
+  `"band": "below_lower"`. There is NO `above_lower` or `below_upper` — those are invalid and will be
+  rejected. Use `above_upper` (price above the upper band) or `below_lower` (price below the lower band).
+- `adx` is a FUNC NAME, not a Condition kind. To filter for strong trends (ADX > 25):
+  `{{"kind":"compare","left":{{"kind":"func","name":"adx","period":14}},"op":">","right":{{"kind":"literal","value":"25"}}}}`
+  NEVER write `{{"kind":"adx",...}}` — `adx` is not a Condition kind, it is a FuncName used inside `{{"kind":"func",...}}`.
+- `roc` (rate of change), `hma` (Hull MA), `ma` (generic), `vwap`, `macd`, `cci`, `stoch` are NOT supported.
+  Use `sma`, `ema`, `wma`, `rsi`, `atr`, `adx`, `supertrend`, `std_dev`, `sum`, `highest`, `lowest`,
+  `bollinger_upper`, `bollinger_lower` only. There is no generic `ma` — use `sma` or `ema` explicitly.
+  Hull MA can be approximated as: WMA(2*WMA(n/2) - WMA(n)) using `apply_func`.
 
 ## Working examples
 
@@ -171,7 +230,7 @@ Common mistakes to NEVER make:
           {{"kind": "ema_trend", "period": 50, "direction": "above"}}
         ]
       }},
-      "then": {{"side": "buy", "quantity": "0.001"}}
+      "then": {{"side": "buy", "quantity": "0.01"}}
     }},
     {{
       "comment": "Sell: EMA9 crosses below EMA21, OR 2% stop-loss, OR 72-bar time exit",
@@ -199,7 +258,7 @@ Common mistakes to NEVER make:
           }}
         ]
       }},
-      "then": {{"side": "sell", "quantity": "0.001"}}
+      "then": {{"side": "sell", "quantity": {{"kind": "position_quantity"}}}}
     }}
   ]
 }}
@@ -222,7 +281,7 @@ Common mistakes to NEVER make:
           {{"kind": "bollinger", "period": 20, "band": "below_lower"}}
         ]
       }},
-      "then": {{"side": "buy", "quantity": "0.001"}}
+      "then": {{"side": "buy", "quantity": "0.01"}}
     }},
     {{
       "comment": "Sell: RSI recovers above 55, OR 3% stop-loss, OR 48-bar time exit",
@@ -250,7 +309,7 @@ Common mistakes to NEVER make:
           }}
         ]
       }},
-      "then": {{"side": "sell", "quantity": "0.001"}}
+      "then": {{"side": "sell", "quantity": {{"kind": "position_quantity"}}}}
     }}
   ]
 }}
@@ -277,7 +336,7 @@ Common mistakes to NEVER make:
           }}
         ]
       }},
-      "then": {{"side": "buy", "quantity": "0.001"}}
+      "then": {{"side": "buy", "quantity": "0.01"}}
     }},
     {{
       "comment": "Sell: 2-ATR stop-loss below entry price, OR 48-bar time exit",
@@ -312,12 +371,102 @@ Common mistakes to NEVER make:
           }}
         ]
       }},
-      "then": {{"side": "sell", "quantity": "0.001"}}
+      "then": {{"side": "sell", "quantity": {{"kind": "position_quantity"}}}}
     }}
   ]
 }}
 ```
 
+### Example 4 — MACD crossover (composed from primitives)
+
+MACD has no native support, but can be composed from `func` and `apply_func`.
+The MACD line is `EMA(12) - EMA(26)`; the signal line is `EMA(9)` of the MACD line.
+
+```json
+{{
+  "type": "rule_based",
+  "candle_interval": "4h",
+  "rules": [
+    {{
+      "comment": "Buy: MACD line crosses above signal line",
+      "when": {{
+        "kind": "all_of",
+        "conditions": [
+          {{"kind": "position", "state": "flat"}},
+          {{
+            "kind": "cross_over",
+            "left": {{
+              "kind": "bin_op", "op": "sub",
+              "left":  {{"kind": "func", "name": "ema", "period": 12}},
+              "right": {{"kind": "func", "name": "ema", "period": 26}}
+            }},
+            "right": {{
+              "kind": "apply_func", "name": "ema", "period": 9,
+              "input": {{
+                "kind": "bin_op", "op": "sub",
+                "left":  {{"kind": "func", "name": "ema", "period": 12}},
+                "right": {{"kind": "func", "name": "ema", "period": 26}}
+              }}
+            }}
+          }}
+        ]
+      }},
+      "then": {{"side": "buy", "quantity": "0.01"}}
+    }},
+    {{
+      "comment": "Sell: MACD crosses below signal, OR 2% stop-loss, OR 72-bar time exit",
+      "when": {{
+        "kind": "all_of",
+        "conditions": [
+          {{"kind": "position", "state": "long"}},
+          {{
+            "kind": "any_of",
+            "conditions": [
+              {{
+                "kind": "cross_under",
+                "left": {{
+                  "kind": "bin_op", "op": "sub",
+                  "left":  {{"kind": "func", "name": "ema", "period": 12}},
+                  "right": {{"kind": "func", "name": "ema", "period": 26}}
+                }},
+                "right": {{
+                  "kind": "apply_func", "name": "ema", "period": 9,
+                  "input": {{
+                    "kind": "bin_op", "op": "sub",
+                    "left":  {{"kind": "func", "name": "ema", "period": 12}},
+                    "right": {{"kind": "func", "name": "ema", "period": 26}}
+                  }}
+                }}
+              }},
+              {{
+                "kind": "compare",
+                "left": {{"kind": "field", "field": "close"}},
+                "op": "<",
+                "right": {{"kind": "bin_op", "op": "mul",
+                           "left": {{"kind": "entry_price"}},
+                           "right": {{"kind": "literal", "value": "0.98"}}}}
+              }},
+              {{
+                "kind": "compare",
+                "left": {{"kind": "bars_since_entry"}},
+                "op": ">=",
+                "right": {{"kind": "literal", "value": "72"}}
+              }}
+            ]
+          }}
+        ]
+      }},
+      "then": {{"side": "sell", "quantity": {{"kind": "position_quantity"}}}}
+    }}
+  ]
+}}
+```
+
+Key pattern: `apply_func` wraps any `Expr` tree using the `"input"` field (NOT `"expr"`).
+This enables EMA-of-expression (signal line), WMA-of-expression (Hull MA), or std_dev-of-returns.
+There is NO native `macd` func name — always compose it as `bin_op(sub, func(ema,12), func(ema,26))` as shown above.
+CRITICAL: `apply_func` uses `"input"`, not `"expr"`. Writing `"expr":` will be rejected by the API.
+
 ## Anti-patterns to avoid
 
 - Don't use the same indicator for both entry and exit (circular logic)
@@ -328,8 +477,8 @@ Common mistakes to NEVER make:
 - Don't ignore fees — a strategy needs to overcome 0.1% per round trip
 - 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 an expression object for `quantity` — it must always be a plain decimal string like `"0.01"`
-- 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.
+- Never use a placeholder string for `quantity` — `"ATR_SIZED"`, `"FULL_BALANCE"`, `"dynamic"`, etc. are all invalid and will be rejected. Use `"0.01"` or similar.
 "##
     )
 }

src/swym.rs

@@ -4,6 +4,21 @@ use serde::{Deserialize, Serialize};
 use serde_json::Value;
 use uuid::Uuid;
 
+/// Response from `POST /api/v1/strategies/validate`.
+#[derive(Debug, Deserialize)]
+pub struct ValidationResponse {
+    pub valid: bool,
+    #[serde(default)]
+    pub errors: Vec<ValidationError>,
+}
+
+#[derive(Debug, Deserialize, Clone)]
+pub struct ValidationError {
+    /// Dotted JSON path to the offending field. Absent for top-level structural errors.
+    pub path: Option<String>,
+    pub message: String,
+}
+
 /// Client for the swym backtesting API.
 pub struct SwymClient {
     client: Client,
@@ -30,6 +45,8 @@ pub struct CandleCoverage {
     pub first_open: String,
     pub last_close: String,
     pub count: u64,
+    pub expected_count: Option<u64>,
+    pub coverage_pct: Option<f64>,
 }
 
 #[derive(Debug, Clone, Serialize, Deserialize)]
@@ -52,16 +69,10 @@ pub struct BacktestResult {
 }
 
 impl BacktestResult {
-    /// Parse a backtest response.
+    /// Parse a backtest response using the flat summary fields added in swym patch 8fb410311.
-    ///
-    /// `exchange`, `base`, `quote` are needed to derive the instrument key used
-    /// in the `result_summary.instruments` map (e.g. `binancespot-eth_usdc`).
     pub fn from_response(
         resp: &PaperRunResponse,
         instrument: &str,
-        exchange: &str,
-        base: &str,
-        quote: &str,
     ) -> Self {
         let summary = resp.result_summary.as_ref();
         if let Some(s) = summary {
@@ -70,28 +81,29 @@ impl BacktestResult {
             tracing::debug!("[{instrument}] result_summary: null");
         }
 
-        // The API key for per-instrument stats: "binance_spot" + "eth" + "usdc" → "binancespot-eth_usdc"
+        let total_positions = summary.and_then(|s| s["total_positions"].as_u64().map(|v| v as u32));
-        let inst_key = format!("{}-{}_{}", exchange.replace('_', ""), base, quote);
+        let winning_positions = summary.and_then(|s| s["winning_positions"].as_u64().map(|v| v as u32));
-
+        let losing_positions = summary.and_then(|s| s["losing_positions"].as_u64().map(|v| v as u32));
-        let total_positions = summary.and_then(|s| {
+        let win_rate = summary.and_then(|s| parse_number(&s["win_rate"]));
-            s["backtest_metadata"]["position_count"].as_u64().map(|v| v as u32)
+        let profit_factor = summary.and_then(|s| parse_number(&s["profit_factor"]));
-        });
+        let net_pnl = summary.and_then(|s| parse_number(&s["net_pnl"]));
-
+        let total_pnl = summary.and_then(|s| parse_number(&s["total_pnl"]));
-        let inst_stats = summary.and_then(|s| s["instruments"].get(&inst_key));
+        let sharpe_ratio = summary.and_then(|s| parse_number(&s["sharpe_ratio"]));
+        let total_fees = summary.and_then(|s| parse_number(&s["total_fees"]));
 
         Self {
             run_id: resp.id,
             instrument: instrument.to_string(),
             status: resp.status.clone(),
             total_positions,
-            winning_positions: None,
+            winning_positions,
-            losing_positions: None,
+            losing_positions,
-            win_rate: inst_stats.and_then(|s| parse_ratio_value(&s["win_rate"])),
+            win_rate,
-            profit_factor: inst_stats.and_then(|s| parse_ratio_value(&s["profit_factor"])),
+            profit_factor,
-            total_pnl: inst_stats.and_then(|s| parse_decimal_str(&s["pnl"])),
+            total_pnl,
-            net_pnl: inst_stats.and_then(|s| parse_decimal_str(&s["pnl"])),
+            net_pnl,
-            sharpe_ratio: inst_stats.and_then(|s| parse_ratio_value(&s["sharpe_ratio"])),
+            sharpe_ratio,
-            total_fees: None,
+            total_fees,
             avg_bars_in_trade: None,
             error_message: resp.error_message.clone(),
             condition_audit_summary: summary.and_then(|s| s.get("condition_audit_summary").cloned()),
@@ -129,26 +141,22 @@ impl BacktestResult {
     }
 
     /// Is this result promising enough to warrant out-of-sample validation?
+    /// Uses sharpe if available, otherwise falls back to net_pnl > 0.
     pub fn is_promising(&self, min_sharpe: f64, min_trades: u32) -> bool {
-        self.status == "complete"
+        if self.status != "complete" { return false; }
-            && self.sharpe_ratio.unwrap_or(0.0) > min_sharpe
+        if self.total_positions.unwrap_or(0) < min_trades { return false; }
-            && self.total_positions.unwrap_or(0) >= min_trades
+        if self.net_pnl.unwrap_or(0.0) <= 0.0 { return false; }
-            && self.net_pnl.unwrap_or(0.0) > 0.0
+        match self.sharpe_ratio {
+            Some(sr) => sr > min_sharpe,
+            None => true, // sharpe absent (e.g. 0 trades); net_pnl + trades is sufficient signal
+        }
     }
 }
 
-/// Parse a `{"interval": null, "value": "123.45"}` ratio wrapper.
+/// Parse a numeric JSON value — accepts either a plain JSON number or a decimal string.
-/// Returns `None` for null, missing, or sentinel values (Decimal::MAX ≈ 7.9e28).
+/// Returns `None` for null, missing, or sentinel values (>1e20 in magnitude).
-fn parse_ratio_value(v: &Value) -> Option<f64> {
+fn parse_number(v: &Value) -> Option<f64> {
-    let s = v.get("value")?.as_str()?;
+    let f = v.as_f64().or_else(|| v.as_str()?.parse().ok())?;
-    let f: f64 = s.parse().ok()?;
-    if f.abs() > 1e20 { None } else { Some(f) }
-}
-
-/// Parse a plain decimal string JSON value.
-/// Returns `None` for null, missing, or sentinel values.
-fn parse_decimal_str(v: &Value) -> Option<f64> {
-    let f: f64 = v.as_str()?.parse().ok()?;
     if f.abs() > 1e20 { None } else { Some(f) }
 }
 
@@ -254,6 +262,32 @@ impl SwymClient {
         resp.json().await.context("parse candle coverage")
     }
 
+    /// Validate a strategy against the swym DSL schema.
+    ///
+    /// Calls `POST /api/v1/strategies/validate` and returns a structured list
+    /// of all validation errors. Returns `Ok(vec![])` when the strategy is valid.
+    /// Returns `Err` only on network or parse failures, not on DSL errors.
+    pub async fn validate_strategy(&self, strategy: &Value) -> Result<Vec<ValidationError>> {
+        let url = format!("{}/strategies/validate", self.base_url);
+        let resp = self
+            .client
+            .post(&url)
+            .json(strategy)
+            .send()
+            .await
+            .context("validate strategy request")?;
+
+        if !resp.status().is_success() {
+            let status = resp.status();
+            let body = resp.text().await.unwrap_or_default();
+            anyhow::bail!("validate strategy {status}: {body}");
+        }
+
+        let parsed: ValidationResponse =
+            resp.json().await.context("parse validation response")?;
+        Ok(parsed.errors)
+    }
+
     /// Submit a backtest run.
     pub async fn submit_backtest(
         &self,