Build auditable portfolio performance snapshots for RiskGate

[carndog]

Outcome

Produce deterministic, auditable portfolio-performance snapshots that allow RiskGate to evaluate progress against the applicable objective period without treating deposits, stale valuations or pending exposure as trading profit.

Acceptance criteria

• Build a snapshot for an explicit portfolio, execution environment and NodaTime Instant
• Resolve and record the exact PerformanceObjectiveSchedule revision and objective period used
• Capture opening valuation, current valuation, base currency and valuation timestamp
• Account explicitly for external deposits and withdrawals
• Define treatment of realised profit, unrealised profit, fees and trading costs
• Include current positions, open orders and reserved pending exposure
• Record valuation source, currency-conversion inputs and freshness
• Reject or mark the snapshot unusable when required inputs are missing, inconsistent or stale
• Produce a stable snapshot ID and deterministic input hash
• Keep the snapshot immutable once used by a risk decision
• Separate the three configuration timelines from chronological valuation and execution observations
• Support historical mode using revisions effective at simulated time
• Support explicit comparison mode using independently pinned immutable configuration revisions
• Make identical inputs, revisions and code produce identical progress calculations
• Use only synthetic portfolio values and objectives in public tests
• Add unit and scenario tests for cash flows, fees, stale data, pending exposure and period boundaries

Dependencies

• PerformanceObjectiveSchedule Domain and XML contract: Define revision-controlled PerformanceObjectiveSchedule semantics and XML #51
• Versioned message and audit semantics: Define versioned message contracts, envelope and rule-revision semantics #14

Out of scope

• Broker order submission
• Live account credentials
• Backtest reporting
• Choosing strategy direction or generating signals