feat: share verified signal books across backtest and trading clients

Cargo.toml

@@ -1,6 +1,7 @@
 [workspace]
 members = [
     "crates/fidc-core",
+    "crates/fidc-signal-client",
 ]
 resolver = "2"
 

crates/fidc-core/src/platform_expr_strategy.rs

@@ -10100,7 +10100,7 @@ impl PlatformExprStrategy {
             buy_denials: Default::default(),
             rebalance: false,
             target_weights: BTreeMap::new(),
-            exit_symbols: BTreeSet::new(),
+            exit_symbols: if self.config.signal_book.is_some() { exit_symbols } else { BTreeSet::new() },
             order_intents,
             notes: Vec::new(),
             diagnostics,
@@ -12437,6 +12437,9 @@ impl Strategy for PlatformExprStrategy {
 
 impl PlatformExprStrategy {
     fn attach_buy_denials(&self, ctx: &StrategyContext<'_>, decision: &mut StrategyDecision) -> Result<(), BacktestError> {
+        if self.config.signal_book.is_none() && self.config.buy_filter_expr.trim().is_empty() {
+            return Ok(());
+        }
         let symbols = decision.potential_buy_symbols(ctx.open_orders);
         if symbols.is_empty() {
             return Ok(());
@@ -12498,6 +12501,9 @@ impl PlatformExprStrategy {
     }
 
     fn compute_day_decision(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, BacktestError> {
+        if self.config.signal_book.is_some() && self.config.explicit_action_schedule.is_some() {
+            return Ok(StrategyDecision::default());
+        }
         if self.config.rotation_enabled
             && self
                 .config

crates/fidc-core/src/platform_strategy_spec.rs

@@ -19,6 +19,8 @@ use crate::{
 pub struct StrategyRuntimeSpec {
     #[serde(default)]
     pub signal_book: Option<crate::signal_contract::SignalBook>,
+    #[serde(default)]
+    pub signal_book_ref: Option<crate::signal_contract::SignalBookReference>,
     #[serde(default, alias = "strategy_id")]
     pub strategy_id: Option<String>,
     #[serde(default)]
@@ -2601,8 +2603,13 @@ pub fn platform_expr_config_from_spec(
     }
     cfg.strict_value_budget = true;
 
-    if let Some(raw) = &spec.signal_book {
+    let signal_book = match (&spec.signal_book,&spec.signal_book_ref) {
-        let book = raw.clone().validate()?;
+        (Some(_),Some(_)) => return Err("inline_and_registered_signal_book_are_mutually_exclusive".into()),
+        (Some(raw),None) => Some(std::sync::Arc::new(raw.clone().validate()?)),
+        (None,Some(reference)) => crate::signal_contract::cached_signal_book(reference)?,
+        (None,None) => None,
+    };
+    if let Some(book) = signal_book {
         if cfg.explicit_actions.len() != 1 || !matches!(cfg.explicit_actions[0], PlatformTradeAction::ConsumeSignal) {
             return Err("signal_book_requires_one_consume_signal_action".into());
         }
@@ -2612,7 +2619,12 @@ pub fn platform_expr_config_from_spec(
         cfg.rotation_enabled = false;
         cfg.signal_rebalance_dates = book.decision_dates();
         cfg.initial_subscriptions.extend(book.symbols());
-        cfg.signal_book = Some(std::sync::Arc::new(book));
+        cfg.signal_book = Some(book);
+    } else if spec.signal_book_ref.is_some() {
+        if cfg.explicit_actions.len()!=1 || !matches!(cfg.explicit_actions[0],PlatformTradeAction::ConsumeSignal) {
+            return Err("signal_book_requires_one_consume_signal_action".into());
+        }
+        cfg.rotation_enabled=false;
     } else if cfg.explicit_actions.iter().any(|action| matches!(action, PlatformTradeAction::ConsumeSignal)) {
         return Err("consume_signal_requires_verified_signal_book".into());
     }

crates/fidc-core/src/signal_contract.rs

@@ -2,6 +2,7 @@
 //! prices are intentionally absent; the existing broker owns those decisions.
 
 use std::collections::{BTreeMap, BTreeSet};
+use std::sync::{Arc, Mutex, OnceLock, Weak};
 
 use chrono::{DateTime, FixedOffset, NaiveDate, NaiveDateTime, NaiveTime, Utc};
 use serde::{Deserialize, Serialize};
@@ -11,6 +12,67 @@ use crate::portfolio::PortfolioState;
 
 pub const SIGNAL_BOOK_SCHEMA: &str = "fidc.signal-book/v1";
 
+#[derive(Debug, Clone, PartialEq, Eq, Deserialize, Serialize)]
+#[serde(rename_all = "camelCase", deny_unknown_fields)]
+pub struct SignalBookReference {
+    pub book_id: String,
+    pub version_sha256: String,
+    pub artifact_sha256: String,
+}
+
+impl SignalBookReference {
+    pub fn validate(&self) -> Result<(), String> {
+        if !valid_sha(&self.version_sha256) || !valid_sha(&self.artifact_sha256)
+            || self.book_id != format!("signal_book_{}",self.version_sha256)
+        { return Err("signal_book_reference_invalid".into()); }
+        Ok(())
+    }
+}
+
+#[derive(Default)]
+struct SignalCache {
+    entries: BTreeMap<String,Weak<ValidatedSignalBook>>,
+    retained: std::collections::VecDeque<(String,Arc<ValidatedSignalBook>,usize)>,
+}
+
+fn signal_cache() -> &'static Mutex<SignalCache> {
+    static CACHE: OnceLock<Mutex<SignalCache>> = OnceLock::new();
+    CACHE.get_or_init(||Mutex::new(SignalCache::default()))
+}
+
+pub fn cached_signal_book(reference: &SignalBookReference) -> Result<Option<Arc<ValidatedSignalBook>>,String> {
+    reference.validate()?;
+    let cache=signal_cache().lock().map_err(|_|"signal_cache_lock_failed")?;
+    let book=cache.entries.get(&reference.artifact_sha256).and_then(Weak::upgrade);
+    if book.as_ref().is_some_and(|book|book.version_sha256()!=reference.version_sha256) {
+        return Err("signal_book_cached_version_mismatch".into());
+    }
+    Ok(book)
+}
+
+pub fn register_signal_book(reference: &SignalBookReference, body: &[u8]) -> Result<Arc<ValidatedSignalBook>,String> {
+    use sha2::{Digest,Sha256};
+    reference.validate()?;
+    if body.len()>64*1024*1024 || format!("{:x}",Sha256::digest(body))!=reference.artifact_sha256 {
+        return Err("signal_book_artifact_hash_or_size_invalid".into());
+    }
+    let raw:SignalBook=serde_json::from_slice(body).map_err(|error|format!("signal_book_decode_failed: {error}"))?;
+    if raw.version_sha256!=reference.version_sha256 { return Err("signal_book_version_mismatch".into()); }
+    let book=Arc::new(raw.validate()?);
+    let mut cache=signal_cache().lock().map_err(|_|"signal_cache_lock_failed")?;
+    cache.entries.retain(|_,value|value.strong_count()>0);
+    if let Some(existing)=cache.entries.get(&reference.artifact_sha256).and_then(Weak::upgrade) { return Ok(existing); }
+    cache.entries.insert(reference.artifact_sha256.clone(),Arc::downgrade(&book));
+    let estimated=body.len().saturating_mul(4);
+    if estimated<=128*1024*1024 {
+        cache.retained.push_back((reference.artifact_sha256.clone(),book.clone(),estimated));
+        while cache.retained.len()>4 || cache.retained.iter().map(|entry|entry.2).sum::<usize>()>128*1024*1024 {
+            cache.retained.pop_front();
+        }
+    }
+    Ok(book)
+}
+
 #[derive(Debug, Clone, Copy, PartialEq, Eq, Deserialize, Serialize)]
 #[serde(rename_all = "snake_case")]
 pub enum SignalProvenance {
@@ -48,6 +110,7 @@ impl SignalAction {
 #[derive(Debug, Clone, Deserialize, Serialize)]
 #[serde(rename_all = "camelCase", deny_unknown_fields)]
 pub struct SignalSnapshot {
+    pub signal_at: DateTime<Utc>,
     pub decision_at: DateTime<Utc>,
     pub input_as_of: DateTime<Utc>,
     pub input_available_at: DateTime<Utc>,
@@ -64,7 +127,8 @@ pub struct SignalBook {
     pub schema: String,
     pub version_sha256: String,
     pub generator_sha256: String,
-    pub knowledge_cutoff: DateTime<Utc>,
+    pub model_sha256: Option<String>,
+    pub knowledge_cutoff: Option<DateTime<Utc>>,
     pub provenance: SignalProvenance,
     pub frequency: SignalFrequency,
     pub expected_decisions: Vec<DateTime<Utc>>,
@@ -92,6 +156,9 @@ impl SignalBook {
         {
             return Err("signal_book_identity_invalid".into());
         }
+        if self.model_sha256.as_ref().is_some_and(|value| !valid_sha(value))
+            || self.model_sha256.is_some() != self.knowledge_cutoff.is_some()
+        { return Err("signal_model_training_identity_incomplete".into()); }
         if self.expected_decisions.is_empty() || self.expected_decisions.len() > 100_000
             || self.expected_decisions.len() != self.snapshots.len()
         {
@@ -105,11 +172,11 @@ impl SignalBook {
                 return Err("signal_book_decisions_duplicate_or_unordered".into());
             }
             previous = Some(*expected);
-            if self.knowledge_cutoff >= *expected || snapshot.input_as_of > *expected
+            if self.knowledge_cutoff.is_some_and(|cutoff| cutoff > snapshot.signal_at) || snapshot.signal_at > *expected
-                || snapshot.input_available_at > *expected || snapshot.input_as_of > snapshot.input_available_at
+                || snapshot.input_available_at > snapshot.signal_at || snapshot.input_as_of > snapshot.input_available_at
                 || snapshot.published_at < snapshot.generated_at || !valid_sha(&snapshot.input_sha256)
                 || snapshot.generated_at < snapshot.input_available_at
-                || snapshot.generated_at < self.knowledge_cutoff
+                || self.knowledge_cutoff.is_some_and(|cutoff| snapshot.generated_at < cutoff)
             {
                 return Err("signal_book_future_or_invalid_input".into());
             }
@@ -179,7 +246,9 @@ impl ValidatedSignalBook {
 
     pub fn snapshot_for(&self, ctx: &StrategyContext<'_>) -> Result<&SignalSnapshot, String> {
         let snapshot = self.snapshot_at(ctx.execution_date, ctx.current_time(), ctx.is_lagged_execution())?;
-        if ctx.is_lagged_execution() && shanghai(snapshot.input_as_of) > ctx.decision_date.and_hms_opt(15,0,0).expect("completed decision session") {
+        let logical_clock=ctx.current_datetime().filter(|at|at.date()==ctx.decision_date)
+            .unwrap_or(ctx.decision_date.and_hms_opt(15,0,0).expect("completed decision session"));
+        if shanghai(snapshot.signal_at)>logical_clock || (ctx.is_lagged_execution() && shanghai(snapshot.input_as_of).date()>ctx.decision_date) {
             return Err("next_open_signal_contains_execution_session_inputs".into());
         }
         Ok(snapshot)
@@ -262,9 +331,11 @@ mod tests {
         let source: DateTime<Utc> = "2025-01-06T15:00:00+08:00".parse().unwrap();
         SignalBook {
             schema: SIGNAL_BOOK_SCHEMA.into(), version_sha256: "a".repeat(64), generator_sha256: "b".repeat(64),
-            knowledge_cutoff: "2024-12-31T15:00:00+08:00".parse().unwrap(),
+            model_sha256: Some("d".repeat(64)),
+            knowledge_cutoff: Some("2024-12-31T15:00:00+08:00".parse().unwrap()),
             provenance: SignalProvenance::Reconstructed, frequency: SignalFrequency::Daily,
             expected_decisions: vec![decision], snapshots: vec![SignalSnapshot {
+                signal_at: source,
                 decision_at: decision, input_as_of: source, input_available_at: source,
                 generated_at: decision + Duration::days(10), published_at: decision + Duration::days(10),
                 input_sha256: "c".repeat(64), complete_targets: true,
@@ -293,7 +364,7 @@ mod tests {
             match field {
                 0 => value.snapshots[0].input_as_of = future,
                 1 => value.snapshots[0].input_available_at = future,
-                _ => value.knowledge_cutoff = future,
+                _ => value.knowledge_cutoff = Some(future),
             }
             assert!(value.validate().unwrap_err().contains("future"));
         }

crates/fidc-signal-client/Cargo.toml

@@ -0,0 +1,10 @@
+[package]
+name = "fidc-signal-client"
+version.workspace = true
+edition.workspace = true
+license.workspace = true
+
+[dependencies]
+fidc-core = { path = "../fidc-core" }
+reqwest.workspace = true
+serde_json.workspace = true

crates/fidc-signal-client/src/lib.rs

@@ -0,0 +1,43 @@
+//! Shared signal transport for FIDC backtest and trading services.
+
+use std::sync::Arc;
+use fidc_core::signal_contract::{SignalBookReference,ValidatedSignalBook,cached_signal_book,register_signal_book};
+use reqwest::Client;
+use serde_json::{Value,json};
+
+#[derive(Clone,Copy)]
+pub enum Purpose { Backtest, Online }
+
+pub async fn load(client:&Client, source_url:&str, token:&str, reference:&SignalBookReference, purpose:Purpose)
+    -> Result<Arc<ValidatedSignalBook>,String>
+{
+    reference.validate()?;
+    if token.len()<32 {return Err("signal_service_auth_not_configured".into());}
+    let purpose_name=match purpose {Purpose::Backtest=>"backtest",Purpose::Online=>"online"};
+    let payload=json!({"reference":reference,"purpose":purpose_name});
+    let root=format!("{}/api/strategy-signals/internal",source_url.trim_end_matches('/'));
+    // Registration/purpose validation always precedes a process-cache hit.
+    let response=client.post(format!("{root}/validate"))
+        .header("X-FIDC-Lifecycle-Token",token).json(&payload).send().await
+        .map_err(|_|"signal_validation_service_unavailable")?;
+    if !response.status().is_success() {return Err(format!("signal_validation_rejected_http_{}",response.status()));}
+    let validation:Value=response.json().await.map_err(|_|"signal_validation_response_invalid")?;
+    if validation.get("ok")!=Some(&Value::Bool(true)) || validation.get("reference")!=Some(&json!(reference)) {
+        return Err("signal_validation_identity_mismatch".into());
+    }
+    let book=if let Some(book)=cached_signal_book(reference)? {book} else {
+        let mut response=client.post(format!("{root}/book"))
+            .header("X-FIDC-Lifecycle-Token",token).json(&payload).send().await
+            .map_err(|_|"signal_book_service_unavailable")?;
+        if !response.status().is_success() {return Err(format!("signal_book_rejected_http_{}",response.status()));}
+        if response.content_length().is_some_and(|bytes|bytes>64*1024*1024) {return Err("signal_book_transport_size_exceeded".into());}
+        let mut bytes=Vec::new();
+        while let Some(chunk)=response.chunk().await.map_err(|_|"signal_book_transport_incomplete")? {
+            if bytes.len().saturating_add(chunk.len())>64*1024*1024 {return Err("signal_book_transport_size_exceeded".into());}
+            bytes.extend_from_slice(&chunk);
+        }
+        register_signal_book(reference,&bytes)?
+    };
+    if matches!(purpose,Purpose::Online) {book.require_observed()?;}
+    Ok(book)
+}