FAkka.Mathnet.Symbolic.Backtest.Core 10.1.302-win2

coldfar-symbolics

coldfar-symbolics 的目標是實作一套 可 lambda compile 的完備圖靈機策略語言與回測工具套件。

目前面貌： 一套以F#/.NET 10實作、API與package皆屬experimental、具可執行Formula/StrategyModule/Series/FSSTL structured-query/Backtest first slices的開發中SDK；目前release candidate為10.1.302-win2，公開可用性必須以NuGet V3 metadata與乾淨consumer restore為準，即使可取得仍是experimental preview而非GA。

本 repo 目前仍承接 Math.NET Symbolics fork、Excel formula DSL、技術分析原型與回測實驗等歷史內容；現行產品化主線已收斂為：

1. Excel 語法相容的 Formula AST。

2. Evaluate / Compile parity：正式語言功能不能只 runtime evaluate，也要能 compile。

3. IF / LET / LAMBDA 的正式語義：lazy branch、lexical scope、first-class function、bounded recursion。

4. .NET method invocation lowering：一般函數以 Expression.Call(MethodInfo, args) 編譯。

5. Legacy operator migration：runtime dispatch bridge 只保留相容證據；產品 compile 目標是 direct MethodInfo、typed kernel 或 Proc IR，RuntimeEvaluate* call count 必須歸零。

6. Strategy/backtesting extension：策略描述與編譯留在 SymbolicNet6；事件執行、訂單、成交、倉位與績效放在獨立 Backtest Engine。

7. Canonical data source：SOURCE 建立 IO-free descriptor，由 host preload 成具 fingerprint 的 MarketFrame/MarketSeries，再以typed availability與single/multi-source aliases綁入compiled plan。

8. Result publication gate：external Turtle result需以typed lineage回鏈profile、resolution、attestation、replay與deterministic result digest；ReadyForPublication不是資料來源或獲利背書。

9. Result transport document：ready process envelope可編為16 MiB上限的strict deterministic JSON，完整傳輸order/fill/trigger/statistics result與lineage identity；decoder不補造省略的Host evidence。

10. Result artifact composition：deterministic manifest把document、publication、result、run/profile/resolution與payload綁為單一identity；actor-neutral async port支援put-if-absent與revalidated lookup，bounded memory adapter只作reference implementation。

11. Artifact reference wire：strict 64 KiB四欄document只攜artifact fingerprint、run與publication routing hints；consumer載入後仍以stored manifest重新驗證，不在message傳完整result。

12. Raw-byte ingress：resolveAsync 先strict decode reference bytes，通過後才呼叫artifact store；Akka consumer可使用built-in ByteArraySerializer，Host不引入Actor/Immutable package。

Current Docs

Canonical planning and engineering documents are under doc/:

• doc/SA.md - system analysis
• doc/SD.md - system design
• doc/WBS.md - work breakdown
• doc/Test.md - test matrix
• doc/PLANNING.md - larger cleanup/productization plan
• doc/RFC/ - RFC records
• doc/DevLog.md - append-only development log
• doc/LanguageDeveloperSDK.md - language/compiler/extension developer guide
• doc/User_Manual.md - formula、indicator、strategy 與 data source 使用手冊
• doc/MNSymLang_in_Action.md - 面向策略作者的18章漸進式教材與完整案例
• doc/ReleasePlan.md - local readiness、NuGet.org publication與post-publish gate
• doc_new/api/ - build-generated language API manifest/OpenAPI projection
• BacktestEngine/doc/ - separate backtest Requirement/SA/SD/WBS/Test chain
• BacktestEngine/SymbolicNet6.Backtest.Core/ - template validation and deterministic event-ordering first slice
• SymbolicNet6.Test/ - 唯一 Expecto test executable，含 language、legacy regression、strategy 與 backtest acceptance tests

Legacy upstream Math.NET docs and old agent/tool notes have been archived under doc/20260709/.

Package Quickstart

Current release-candidate line is 10.1.302-win2 and targets net10.0 / .NET 10. Availability contract：只有official NuGet V3 metadata列出exact version且乾淨consumer restore成功，才可視為公開可取得；在此之前下列命令只適用於已包含current four-package line的Local/private feed。即使公開可取得，本release line仍是experimental preview，不是GA承諾。

先按使用情境選top-level package；不要把四包全部列為 top-level dependency：

以下四條是package identity參考，不代表同一consumer應全部執行：

dotnet add package FAkka.Mathnet.Symbolic --version 10.1.302-win2
dotnet add package FAkka.Mathnet.Symbolic.Tensor.TorchSharp --version 10.1.302-win2
dotnet add package FAkka.Mathnet.Symbolic.Backtest.Core --version 10.1.302-win2
dotnet add package FAkka.Mathnet.Symbolic.Backtest.Host --version 10.1.302-win2

Formula compile path：

open MathNet.Symbolics

let artifact = ProductCompiler.compileTypedLambdaArtifactOrThrow "LAMBDA(x,x+1)"
match artifact.Invoke.Invoke [| Value.Approximation(Approximation.Real 41.0) |] with
| Value.Approximation(Approximation.Real 42.0) -> printfn "formula=42"
| value -> failwithf "Unexpected result: %A" value

Backtest result query compile path：

open MathNet.Symbolics
open MathNet.Symbolics.Backtest

let expression = ProductLanguage.Parser.parseExpressionOrThrow "COUNT(ORDERS(RESULT))"
let query = BacktestResultScalarQueryCompiler.compileExpressionOrThrow expression
printfn "%s" query.Lambda.Body.ToString()

Actor-neutral Host lifecycle begins with BacktestRunGateway.create policy; it does not create an ActorSystem or load strategy/data implicitly. Core與Tensor extension只引用官方managed TorchSharp 0.107.0；native libtorch provider、device與deployment由Host/deployment明示選擇。TensorSeriesBackend.create()只建立compile/API descriptor contract，不代表 native tensor runtime 已可執行。

Formal Turtle profile APIs include TurtleProductProfileAdmission、TurtleCapitalAdjustment、TurtleUnitExposure、TurtleSessionExecution、TurtlePhysicalContractSeries、TurtleExternalEvidenceResolver.resolve、TurtleHostExecutionAttestation.attest and TurtleStrategyModulePhysicalRoll.apply。它們分別驗證metadata evidence、20/10 capital、4/6/10/12 exposure、completed sessions、physical contract/roll evidence、explicit external resolution、deterministic Host attestation與StrategyModule atomic physical-roll ownership。Resolved evidence仍不具performance資格；只有matching run-owned typed attestation才可提升PerformanceEligible，production Turtle result不能由local fixture冒充。

The package verifier uses four independent package-only F# consumers, exact top-level versions, isolated caches, and restore/build/run watchdogs. It does not publish packages, write nuget.config, or treat ProjectReference builds as install evidence.

dotnet fsi misc/verifyCommunityPackageReadiness.fsx

完整public release gate見doc/ReleasePlan.md。本機4/4 package consumer通過只代表package graph可用，不代表NuGet.org已公開、已簽章或已完成外部clean install。

Source Demo Quickstart

不需市場資料即可先執行語言/compile walkthrough：

dotnet run --project SymbolicNet6.Demo/SymbolicNet6.Demo.fsproj -- --command language

需要 YM 資料的feature/backtest workflows再傳入--data與明確--timestamp-offset；Demo不會替使用者下載、猜測session calendar或把固定offset冒充exchange timezone。完整command清單見SymbolicNet6.Demo/README.md。

Build

Current minimum smoke:

dotnet --version
dotnet build SymbolicNet6.slnx -v minimal
dotnet fsi --exec check.fsx -- --repo . --log-dir log --op-log-dir log --notes-dir notes --sa doc_new/SA.md --sd doc_new/SD.md --wbs doc_new/WBS.md --test doc_new/Test.md --devlog doc_new/DevLog.md --policy doc/Policy.md --action doc/Action.md --km MCP.KM.md --planning doc/PLANNING.md --rfc-dir doc_new/RFC --staging-content doc_new/StagingContent.md

SymbolicNet6.slnx是canonical solution entry，包含repo內全部九個active F#/C# projects；SymbolicNet6.sln保留舊Visual Studio與工具相容，兩者project set相同。The solution targets .NET 10. Immutable Formula/Series target composition、direct MethodInfo compile、typed top-level LAMBDA artifacts、extension-driven Array/Streaming plans、compiled pure ProcKernel、canonical MarketSeries/template binding、logical Series/rank/as-of/order contracts、decimal Power、Series-valued lexical LET、bounded Host、portfolio與typed replay/store已有可執行first slices。Current work與blockers以doc_new/WBS.md及doc_new/Test.md為準。

YM Series Feature Demo

以下命令把YM CSV載入canonical MarketFrame，將SMA(CLOSE,2)以Host-owned Series plan綁入declarative StrategyModule，並在下一根bar完成market order撮合：

dotnet run --project SymbolicNet6.Demo/SymbolicNet6.Demo.fsproj -- --command feature --data G:\coldfar_data\symbolics\raw-ta\YM.txt --timestamp-offset -05:00

輸出包含rows、signal timestamp、feature/module state、module/financial event counts、orders、fills及plan fingerprint。Warmup/missing的SkipTransition/RejectCommand、replay/checkpoint/restart contract見doc/User_Manual.md與RFC-SYMBOLIC-0014。

Repo root script policy: check.fsx is the only current root-level .fsx entry point. Legacy root scripts are staged under misc/staging/legacy-root-fsx/; new demos should live under SymbolicNet6/scripts/, experiments/, tests, or an explicit staging folder.

Data Policy

Large raw data, generated reports, notebooks and legacy tool archives are kept outside Git under:

G:\coldfar_data\symbolics\

Repo-side metadata is kept in misc/DataManifest.md. SharFTrade.Exp.bin/ is explicitly not cleaned in the current batch and needs a separate decision.

Agent Rules

See AGENTS.md. The project requires traceable work logs, UTF-8-safe editing, build/check validation, and closeout op_logs for cleanup/productization work.