2511 Pipeline If V1 190b7f52

Pipeline Interface v1

This reference summarizes the edge-finder-candidate/v1 contract used by trade-strategy-pipeline Phase I.

Required Artifact Layout

• strategies/<candidate_id>/strategy.yaml (required)
• strategies/<candidate_id>/metadata.json (recommended for provenance)
• Folder name <candidate_id> must match strategy.yaml field id.

strategy.yaml Required Top-Level Keys

• id
• name
• universe
• signals
• risk
• cost_model
• validation
• promotion_gates

Phase I Constraints

• validation.method must be full_sample.
• validation.oos_ratio must be omitted or null.
• risk.risk_per_trade must satisfy 0 < value <= 0.10.
• risk.max_positions must be >= 1.
• risk.max_sector_exposure must satisfy 0 < value <= 1.0.
• signals.entry.conditions must be non-empty.
• signals.exit.stop_loss must be non-empty.
• signals.exit must include trailing_stop or take_profit.

Supported Entry Families (v1)

• pivot_breakout with vcp_detection block
• gap_up_continuation with gap_up_detection block

If both detection blocks exist, implementation may merge both as logical OR.

Execution Handshake

Run:

uv run python -m pipeline.runner.cli \
  --strategy <candidate_id> \
  --data-dir data \
  --output-dir reports/<candidate_id>

Dry-run first:

uv run python -m pipeline.runner.cli --strategy <candidate_id> --dry-run

Minimum machine-readable outputs:

• run_status from CLI exit code
• gate_status from Promotion gate: PASSED|FAILED
• report_path from Report: ...