Fix fingerprint provenance for effective trade start

scripts/fingerprint_self_test.py

@@ -13,6 +13,7 @@
 """
 from __future__ import annotations
 
+import ast
 import base64
 import importlib.util
 import json
@@ -146,6 +147,49 @@ def check(name: str, cond: bool) -> None:
         fp2 = m.build_fingerprint(prov)
         check(f"{label}: deterministic token", fp["token"] == fp2["token"])
 
+    # --- the effective execution gate must participate in the fingerprint
+    runtime_kwargs = {
+        "input_tf": "15",
+        "script_tf": "",
+        "bar_magnifier": False,
+        "magnifier_samples": 4,
+        "magnifier_distribution": "ENDPOINTS",
+        "chart_timezone": "UTC",
+    }
+    gate_ms = 1712345678901
+    open_runtime = rs.build_runtime_provenance(runtime_kwargs, None)
+    gated_runtime = rs.build_runtime_provenance(runtime_kwargs, gate_ms)
+    same_gate_runtime = rs.build_runtime_provenance(runtime_kwargs, str(gate_ms))
+    check("run_strategy: open execution records trade_start_ms=null",
+          "trade_start_ms" in open_runtime and open_runtime["trade_start_ms"] is None)
+    check("run_strategy: gated execution records trade_start_ms as int",
+          gated_runtime["trade_start_ms"] == gate_ms
+          and isinstance(gated_runtime["trade_start_ms"], int))
+    check("run_strategy: equivalent gate values normalize identically",
+          same_gate_runtime == gated_runtime)
+    check("run_strategy: runtime helper is pure",
+          "trade_start_ms" not in runtime_kwargs)
+
+    open_fp = rs.build_fingerprint({"runtime": open_runtime})
+    gated_fp = rs.build_fingerprint({"runtime": gated_runtime})
+    same_gate_fp = rs.build_fingerprint({"runtime": same_gate_runtime})
+    check("run_strategy: gated/open digests differ",
+          gated_fp["digest"] != open_fp["digest"])
+    check("run_strategy: same effective gate has deterministic digest",
+          gated_fp["digest"] == same_gate_fp["digest"])
+
+    source_tree = ast.parse(RUN_STRATEGY.read_text(encoding="utf-8"))
+    main_fn = next((node for node in source_tree.body
+                    if isinstance(node, ast.FunctionDef) and node.name == "main"), None)
+    main_uses_helper = main_fn is not None and any(
+        isinstance(node, ast.Call)
+        and isinstance(node.func, ast.Name)
+        and node.func.id == "build_runtime_provenance"
+        for node in ast.walk(main_fn)
+    )
+    check("run_strategy: main fingerprint path uses runtime helper",
+          main_uses_helper)
+
     # --- the two copies must agree byte-for-byte on the fixture ----------
     check("copies agree: parse_strategy_params",
           rj.parse_strategy_params(FIXTURE_CPP) == rs.parse_strategy_params(FIXTURE_CPP))

scripts/run_strategy.py

@@ -292,6 +292,19 @@ def build_fingerprint(provenance: dict) -> dict:
 # <<< fingerprint helpers
 
 
+def build_runtime_provenance(run_kwargs: dict, trade_start_ms: int | None) -> dict:
+    """Return the effective runtime settings that participate in a fingerprint."""
+    return {
+        "input_tf": run_kwargs.get("input_tf") or "",
+        "script_tf": run_kwargs.get("script_tf") or "",
+        "bar_magnifier": bool(run_kwargs.get("bar_magnifier")),
+        "magnifier_samples": int(run_kwargs.get("magnifier_samples") or 4),
+        "magnifier_distribution": run_kwargs.get("magnifier_distribution") or "ENDPOINTS",
+        "chart_timezone": run_kwargs.get("chart_timezone") or "",
+        "trade_start_ms": None if trade_start_ms is None else int(trade_start_ms),
+    }
+
+
 # --- ctypes mirror of <pineforge/pineforge.h> -------------------------
 #
 # Field order, types, and widths must match the C struct exactly. The
@@ -1325,14 +1338,7 @@ def main() -> int:
             overrides_applied = {
                 str(k): str(v) for k, v in (run_kwargs.get("strategy_overrides") or {}).items()
             }
-            runtime = {
-                "input_tf": run_kwargs.get("input_tf") or "",
-                "script_tf": run_kwargs.get("script_tf") or "",
-                "bar_magnifier": bool(run_kwargs.get("bar_magnifier")),
-                "magnifier_samples": int(run_kwargs.get("magnifier_samples") or 4),
-                "magnifier_distribution": run_kwargs.get("magnifier_distribution") or "ENDPOINTS",
-                "chart_timezone": run_kwargs.get("chart_timezone") or "",
-            }
+            runtime = build_runtime_provenance(run_kwargs, trade_start_ms)
             fp = build_fingerprint(build_provenance(
                 engine_version(strat.lib),
                 cpp_path if cpp_path.exists() else None,

tests/CMakeLists.txt

@@ -117,6 +117,12 @@ add_test(
             ${PROJECT_SOURCE_DIR}/scripts/derive_corpus_feeds_self_test.py
 )
 
+add_test(
+    NAME test_fingerprint
+    COMMAND ${Python3_EXECUTABLE}
+            ${PROJECT_SOURCE_DIR}/scripts/fingerprint_self_test.py
+)
+
 # When PINEFORGE_ENABLE_COVERAGE is ON we also instrument the test
 # binaries — header-only code (Series, na, color, log, math::pine_random)
 # is otherwise reported as 0% because it's only inlined into test TUs.