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metrics: typed report_result_invalid for overflow; annualised metrics under one day are null with a reason (rev 3.1, CR-202) - #453
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…s; short-span annualised metrics are a defined absence with a named reason (CR-202) Squash of cx/metrics-overflow-v3 on engine main da9403f. Its single parent is engine main, as the GitHub squash writes it. What changes - A report metric whose computed value overflows (buy_hold_return, every other report metric) fails the run with the typed failure report_result_invalid, reason nonfinite, instead of writing null. - Revision 3.1 (docs/design/selected-window-wire-v1.3-revision-3.1.md, docs/pages/report-schema.md): cagr, calmar, sharpe_bar and sortino_bar are annualised from the measured span. Under one day (0 < span_ms < 86 400 000, span from the equity-curve point times, UTC epoch milliseconds, script-bar open clock) each is a defined absence: null on the public report with the reason span_too_short_to_annualize at diagnostics.annualization.<field>, outside the 135 digest leaves. At or above one day an overflow stays the typed failure. The policy list is docker/report_annualization.def, read by the kernel, and a copy in docker/run_json.py held equal by a test. - C host (src/native_c_host.cpp): a report failure after a completed run is recorded and returns E_STATE, a report failure after an earlier latched failure returns E_RUN_FAILED with that failure; in both the caller's report struct is defined (zeroed local report freed on a throw) instead of half written. - The native runner keeps its own report format: undefined metrics stay the string "NaN" (runner/README.md); only an infinite value is the typed failure there. - Disclosed behaviour: an infinite first-open or last-close price and a non-finite selected anchor are now report_result_invalid (feed admission makes the first unreachable). - kNeutralReportDigest in tests/test_native_anchored_legs.cpp is 8139101939074791901 (was 17583267501122239024): the lab harvest of the neutral 15 one-minute bar run, whose cagr, sharpe_bar and sortino_bar become absent on its 14-minute span. Source: lab job rj-20261020t003449-511ce1 (label cr202-v4b-harvest-22b20449), release step log line 2527 "neutral report digest 8139101939074791901, pinned 17583267501122239024"; fixture authority for exactly that printed value was given by CORE-TOP on 2026-10-20 08:20. That test was the only failure of that release run (99% tests passed, 1 tests failed out of 962). Documentation sentences reworded or replaced by this change, each named for scripts/check_doc_reverts.py (the sentence's introducing commit, then its first words): - 1bd075c (Trading metrics + equity curve in backtest report, #31): "See the per-field doxygen in `<pineforge/pineforge.h>` for the exact rule on every field." in docs/pages/report-schema.md, now "in `<pineforge/pineforge.h>` for the existing field domains; the rule below is authoritative for the sub-day case". - 1b08c61 (EN-133, #384): "net_pnl, avg_trade, best_trade, worst_trade and max_drawdown, must be finite or the run fails with report_result_invalid, field naming the corresponding trades.<leaf> or summary.<leaf> and reason equal to nonfinite." in docs/pages/report-schema.md, extended with win_rate_pct and the equity-curve equity and open_profit leaves. - 5691220 (ADR-0001 rewritten against HEAD): "compute_equity_stats answers its all-NaN value with no error" in docs/adr/0001-kernel-adapter-boundary.md, now "answers its defined empty-curve metrics with no error". - 375795a (shard the ownership manifest-controls test, CR-196): "(9, 9, 9 and 8 for shards 1 to 4 of 4: 8, 8, 8 and 7 cases plus the guard)" and "The separate cheap test_shards_partition_every_case_exactly_once guard runs in every shard" in tests/ownership/README.md, now "(10, 10, 10 and 10 for shards 1 to 4 of 4: 9 cases plus the guard in each)" and "Each shard also runs the cheap test_shards_partition_every_case_exactly_once guard". - file:line citation digits only, wording kept: ADR-0001 (the "inclusive bar metrics" bullet, the "Reporting." bullet, the strategy_configure_native_v1 row, the magnifier_sub_bars_total row), native-feature-parity rows RP2, RP4, S1b and "A zoned chart-day memo", native-refactor-progress (the quiet-bar cost check and the every_gate_is_taken_both_ways citation), native-engine ("MUST mirror" citation of compute_equity_stats). Documentation sentences the history of this branch introduced and later reworded or removed (none of them is deleted by this squash against main): - c9ba507 introduced "Report arithmetic that produces a nonfinite value, including overflow, fails with `report_result_invalid` and reason `nonfinite`." in docs/pages/report-schema.md. - c9ba507 introduced "The engine checks computed values before they can become a metric absence." in docs/pages/report-schema.md. - eba8561 (revision 3.1) introduced "The constant policy list is in `docker/report_annualization.def`, shared by the native metric walk and public report writer." in docs/design/selected-window-wire-v1.3-revision-3.1.md. Co-Authored-By: Claude Sonnet 5.5 <noreply@anthropic.com>
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Superseded by #456 (CR-202 v6: owner ruling W-73, sub-day annualised metrics are proportional, never null). |
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Metrics overflow: revision 3.1 (CR-202, for the 1.6.2 final)
Supersedes #451. It carries the gating read's fixes, as ONE squash commit
3a359828don mainda9403fce.Under revision 3 there is no catch-all null for an overflowing report metric. The owner-approved clarification REVISION 3.1 (L6 ruling 10-20) adds one defined exception:
cagr,calmar,sharpe_bar,sortino_bar(exactly these four;docker/report_annualization.def): when the measured span is under one day they arenull, at pathmetrics.equity.<field>only. The reason is atdiagnostics.annualization.<field>. The run completes. The exact table is indocs/design/selected-window-wire-v1.3-revision-3.1.mdanddocs/pages/report-schema.md.report_result_invalidfault.pineforge-native-report/v1) is unchanged; it writes"NaN"as documented. Revision 3 governs the public report only.ReportC, so*outis never half-written. A new test covers this.Neutral digest re-pin (
tests/test_native_anchored_legs.cpp, kNeutralReportDigest →8139101939074791901). The value is harvested from lab jobrj-20261020t003449-511ce1(release log line "neutral report digest 8139101939074791901, pinned 17583267501122239024"), under CORE-TOP's fixture authority. The cause is cagr on a 14-minute span (15 one-minute bars) becoming null by the rule.The commit message names every deleted doc sentence (doc-reverts).
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