Feat/31 execution correctness intrabar

README.md

@@ -124,6 +124,23 @@ tape. Normal `.backtest(...)` remains defensive and backward-compatible.
 Cython/C++ remains deferred because the larger benchmark still points to
 facade/report overhead rather than pure Numba kernels.
 
+Latest Phase 31 intrabar execution benchmark:
+
+| Route | Workload | Runtime | Throughput | Ratio | Parity |
+|---|---:|---:|---:|---:|---|
+| `close_target_v2_pure_kernel` | 25,000 bars | 0.0115s | 2,171,235 bars/s | baseline | baseline |
+| `intrabar_bracket_v1_minimal` | 25,000 bars, 2,000 fills | 0.0118s | 2,113,511 bars/s | 1.03x close-target | oracle-checked |
+| `intrabar_bracket_v1_audit` | 25,000 bars, fill ledger | 0.0527s | 474,245 bars/s | 4.46x minimal | pass |
+| `intrabar_reference_python` | 25,000 bars | 0.2759s | 90,626 bars/s | 23.32x slower than minimal | truth model |
+| `fill_replay_v1_kernel` | 25,000 bars, 2,000 fills | 0.0111s | 2,259,396 bars/s | 0.94x minimal | accounting |
+| `native_event_explicit_orders_facade` | 25,000 bars, 2,000 market orders | 0.0761s | 328,311 bars/s | 6.44x minimal | speed reference |
+
+Phase 31 adds execution-contract certification for close-target, fast intrabar
+SL/TP/trailing, and explicit fill replay paths. The fast intrabar kernel is
+about 23.3x faster than the readable Python oracle on the committed benchmark
+while preserving the oracle semantics through targeted parity tests and audit
+second-pass checks.
+
 Ecosystem positioning:
 
 | Tool | Core strength | Runtime model | QuantBT role beside it |

__init__.py

@@ -47,7 +47,7 @@
 
 from .backtester import BacktestEngine
 from .portfolio  import MultiSymbolPortfolio
-from .endpoint import EndpointConfig, QuantBTEndpoint, QuantBTPreparedContext, format_metrics_report
+from .endpoint import EndpointConfig, PreparedIntrabarRunner, QuantBTEndpoint, QuantBTPreparedContext, format_metrics_report
 from .walkforward import (
     DuplicatePruner,
     EarlyStoppingCallback,
@@ -90,6 +90,48 @@
 from .adapters.nautilus import NautilusBacktestEngine
 from .core.types import BacktestResult
 from .core.results import BacktestResultV2, OptionBacktestResult
+from .core.execution_contract import (
+    EXECUTION_CONTRACT_REGISTRY,
+    AmbiguityPolicy,
+    ExecutionContract,
+    FillPhase,
+    FundingPhase,
+    IntrabarSameBarPolicy,
+    LiquidationPriority,
+    MarketFillPolicy,
+    SignalPhase,
+    StopGapPolicy,
+    TakeProfitGapPolicy,
+    TrailingUpdatePhase,
+    get_execution_contract,
+)
+from .core.market_tape import MarketValidationCertificate, PreparedMarketTape, prepare_market_tape
+from .core.intrabar_reference import (
+    IntrabarEventFlag,
+    IntrabarFill,
+    IntrabarFillReason,
+    IntrabarIntentTape,
+    IntrabarLevelMode,
+    IntrabarReferenceResult,
+    IntrabarSizingMode,
+    run_intrabar_reference,
+)
+from .core.intrabar_kernel import (
+    FillReplayTape,
+    NativeFillReplayResult,
+    NativeIntrabarKernelResult,
+    run_fill_replay_kernel,
+    run_intrabar_kernel,
+)
+from .core.certification import (
+    AlphaExecutionClassification,
+    CertificationLevel,
+    alpha_report_markdown,
+    build_alpha_certification_report,
+    certify_result_metadata,
+    classify_alpha_source,
+    scan_alpha_directory,
+)
 from .core.orders import (
     BasketIntent,
     Fill,
@@ -515,6 +557,8 @@
     "BacktestResultV2",
     "BracketOrderSpec",
     "AccountConfig",
+    "AlphaExecutionClassification",
+    "AmbiguityPolicy",
     "ArbExecutionPolicy",
     "ArbitrageLeg",
     "ArbitragePlan",
@@ -527,29 +571,48 @@
     "BasketLegSpec",
     "BasketSpec",
     "CalendarSpreadSpec",
+    "CertificationLevel",
     "CarryModel",
     "CarryModelKind",
     "ContractType",
     "CostModel",
     "CostModelKind",
     "CrossExchangeArbSpec",
     "DcaGridSpec",
+    "EXECUTION_CONTRACT_REGISTRY",
     "ExecutionConfig",
+    "ExecutionContract",
     "FeeModel",
     "Fill",
+    "FillReplayTape",
     "FillPricePolicy",
+    "FillPhase",
+    "FundingPhase",
     "FundingArbitrageSpec",
     "FrozenBasketPlan",
     "HedgePolicy",
     "HedgePolicyKind",
     "IndexBasketArbSpec",
     "InstrumentSpec",
+    "IntrabarEventFlag",
+    "IntrabarFill",
+    "IntrabarFillReason",
+    "IntrabarIntentTape",
+    "IntrabarLevelMode",
+    "IntrabarReferenceResult",
+    "IntrabarSizingMode",
+    "IntrabarSameBarPolicy",
     "LifecycleModel",
     "LifecycleModelKind",
     "LiquiditySide",
+    "LiquidationPriority",
     "MarginMode",
     "MarginModel",
     "MarginModelKind",
+    "MarketFillPolicy",
+    "MarketValidationCertificate",
+    "NativeFillReplayResult",
+    "NativeIntrabarKernelResult",
     "OmsMode",
     "OrderAction",
     "OrderActivationPolicy",
@@ -561,32 +624,48 @@
     "OptionsVolArbSpec",
     "PackageExecutionKind",
     "PackageRejection",
+    "PreparedMarketTape",
+    "PreparedIntrabarRunner",
     "SameBarPolicy",
     "SignalModel",
     "SignalModelKind",
     "SignalSpec",
+    "SignalPhase",
     "SizingPolicy",
     "SizingPolicyKind",
     "SpotPerpCashCarrySpec",
     "SpreadFormula",
     "SpreadFormulaKind",
     "StatArbPairSpec",
+    "StopGapPolicy",
     "StructuredOrderPlan",
+    "TakeProfitGapPolicy",
     "TimeInForce",
     "Trade",
+    "TrailingUpdatePhase",
     "TriangularArbSpec",
+    "alpha_report_markdown",
     "build_arbitrage_order_plan",
+    "build_alpha_certification_report",
     "build_bracket_order_plan",
     "build_quantity_constraints",
     "build_dca_grid_order_plan",
     "build_frozen_basket_orders",
+    "certify_result_metadata",
+    "classify_alpha_source",
+    "get_execution_contract",
     "order_intents_to_lifecycle_commands",
+    "prepare_market_tape",
     "normalize_portfolio_mode",
     "normalize_portfolio_sizing_mode",
     "normalize_rebalance_policy",
     "portfolio_capability_matrix",
     "quantize_signed_quantity",
     "round_down_to_step",
+    "run_fill_replay_kernel",
+    "run_intrabar_kernel",
+    "run_intrabar_reference",
+    "scan_alpha_directory",
     "SUPPORTED_DEPTH_MODELS",
     "l2_replay_available",
     "simulate_nautilus_order_package_depth",