Fix position accounting and add verified demo

.gitattributes

@@ -6,3 +6,6 @@
 CMakeLists.txt -filter -diff -merge
 cpp/CMakeLists.txt -filter -diff -merge
 python_ml/requirements.txt -filter -diff -merge
+
+# Demo receipts are small, reviewable provenance artifacts rather than datasets.
+docs/demo/*.csv -filter -diff -merge text

.github/workflows/ci.yml

@@ -11,10 +11,23 @@ jobs:
     steps:
       - uses: actions/checkout@v4
         with:
+          fetch-depth: 0
           lfs: false
       - uses: actions/setup-python@v5
         with:
           python-version: "3.12"
       - run: python -m pip install -r python_ml/requirements.txt
       - run: make all test PYTHON=python
+      - run: make accounting-test PYTHON=python
       - run: python scripts/backtester-e2e.py
+      - name: Install ffmpeg on Ubuntu
+        if: runner.os == 'Linux'
+        run: sudo apt-get update && sudo apt-get install -y ffmpeg
+      - name: Install ffmpeg on macOS
+        if: runner.os == 'macOS'
+        run: brew install ffmpeg
+      - run: python scripts/verify-accounting-demo.py
+      - name: Verify tests leave checkout clean
+        run: |
+          git diff --exit-code
+          test -z "$(git status --porcelain)"

.gitignore

@@ -4,3 +4,7 @@ build/
 trading_system # Your specific executable name
 .DS_Store # macOS specific file
 .vscode/
+
+# Python runtime caches are generated locally and are never source artifacts.
+__pycache__/
+*.py[cod]

CMakeLists.txt

@@ -74,6 +74,11 @@ add_executable(trading_system
     # Add other source groups here if needed (e.g., ${INDICATOR_SOURCES})
 )
 
+add_executable(accounting_tests tests/accounting_test.cpp)
+target_include_directories(accounting_tests PRIVATE src)
+enable_testing()
+add_test(NAME accounting_transitions COMMAND accounting_tests)
+
 # --- Include Directories ---
 # Tell the 'trading_system' target where to find header files during compilation.
 target_include_directories(trading_system PRIVATE
@@ -123,4 +128,4 @@ endif()
 # option(ENABLE_DEBUG_SYMBOLS_IN_RELEASE "Enable debug symbols in release builds" OFF)
 # if(ENABLE_DEBUG_SYMBOLS_IN_RELEASE AND CMAKE_BUILD_TYPE STREQUAL "Release")
 #   target_compile_options(trading_system PRIVATE -g) # Add debug symbols flag (-g for GCC/Clang)
-# endif()
+# endif()

Makefile

@@ -1,14 +1,16 @@
 CXX ?= c++
 CXXFLAGS ?= -std=c++17 -O2 -Wall -Wextra
 PYTHON ?= python3
-.PHONY: all test backtester
+.PHONY: all test accounting-test backtester
 all: build/ml_bridge_test
 build:
 	mkdir -p build
 build/ml_bridge_test: ml_bridge.cpp ml_bridge.h | build
 	$(CXX) $(CXXFLAGS) ml_bridge.cpp -o $@
 test:
 	$(PYTHON) scripts/bridge-e2e.py
+accounting-test:
+	$(PYTHON) scripts/accounting-e2e.py
 backtester:
 	cmake -S . -B build/backtester
 	cmake --build build/backtester

README.md

@@ -1,5 +1,18 @@
 ## Reproducible native validation
 
+![Signed-delta accounting replay](docs/demo/accounting-workflow.gif)
+
+The demo above is generated from an actual native C++ replay: it opens and adds
+to a long position, partially and fully closes it, opens a short, then crosses
+through flat into a new long. The receipt, source manifest, MP4, GIF, and verifier
+live in [`docs/demo`](docs/demo). Reproduce the accounting gates with
+`make accounting-test`, the 68-configuration executable smoke with
+`python3 scripts/backtester-e2e.py`, and the published-media proof with
+`python3 scripts/verify-accounting-demo.py`.
+
+This is deterministic simulated accounting over fixture fills. It does not place
+live orders or establish profitability, execution quality, or latency.
+
 `make all test` builds the portable C++ bridge and executes a real persisted
 BayesianRidge model through the Python predictor. The gate trains a bounded
 synthetic fixture, checks concurrent C++ requests against direct model predictions,

docs/demo/accounting-receipt.csv

@@ -0,0 +1,7 @@
+label,direction,fill_quantity,fill_price,position,average_price,realized_pnl,cash,commission
+open_long,BUY,10.000000,100.000000,10.000000,100.000000,0.000000,98999.000000,1.000000
+increase_long,BUY,5.000000,120.000000,15.000000,106.666667,0.000000,98398.000000,2.000000
+partial_close,SELL,4.000000,130.000000,11.000000,106.666667,93.333333,98917.000000,3.000000
+full_close,SELL,11.000000,90.000000,0.000000,0.000000,-90.000000,99906.000000,4.000000
+open_short,SELL,5.000000,100.000000,-5.000000,100.000000,-90.000000,100405.000000,5.000000
+reverse_long,BUY,8.000000,90.000000,3.000000,90.000000,-40.000000,99684.000000,6.000000

docs/demo/capture.json

@@ -0,0 +1,66 @@
+{
+  "source_commit": "d4b0acc6cde5475f532c76a7f310e9f2a357d7cb",
+  "source_tree": "f73563a87d30a16632156985ad8730073632c59f",
+  "runtime_inputs": [
+    {
+      "path": "examples/accounting_demo.cpp",
+      "git_blob": "b5ec93312652d071559ba7ede61d40372acd7c96",
+      "sha256": "1c7c4ff6e5140d515758ab31d154af1f7ab16047a309198fd4afcd3049bced32"
+    },
+    {
+      "path": "src/core/Portfolio.h",
+      "git_blob": "dd68a3b4e23920c0abe29f8040a5af349d720c4a",
+      "sha256": "6e8f0b75382190624b800232bb13ebe1c2d49bec5021fe835091201562adc466"
+    },
+    {
+      "path": "src/core/Event.h",
+      "git_blob": "f734bd7c9056a012effcac89c648f023d8e2a06f",
+      "sha256": "a624bcda8cf268cff969601eda85ca4feff879d291934c95f9302dd057430f14"
+    },
+    {
+      "path": "src/core/Utils.h",
+      "git_blob": "6c5605fc01a0274b248135ff804af66562381d65",
+      "sha256": "ca70ca0c0aac6d85526aeaef385703bd14c815bf3aa470ab061d57a6ba3b30fb"
+    },
+    {
+      "path": "src/data/PriceBar.h",
+      "git_blob": "8dc7c79449ca176fbad25bdd740db647c87977d3",
+      "sha256": "8d72e50638c950ca26080356a63907b647f396c3196b6620a88cbed260a7946a"
+    }
+  ],
+  "scope": "deterministic simulated fills; no brokerage, exchange, live market, profit, or latency claim",
+  "recording": {
+    "frames": 72,
+    "fps": 6,
+    "duration_seconds": 12.0,
+    "width": 1280,
+    "height": 720
+  },
+  "observations": {
+    "transitions": 6,
+    "partial_close_position": 11.0,
+    "partial_close_basis": 106.666667,
+    "partial_close_realized_pnl": 93.333333,
+    "final_position": 3.0,
+    "final_average_price": 90.0,
+    "final_realized_pnl": -40.0
+  },
+  "artifacts": {
+    "accounting-receipt.csv": {
+      "bytes": 628,
+      "sha256": "379b52c7e5781a50a37585ea58448978eb24b0f70fe843ca110e2e852b0fe87d"
+    },
+    "accounting-poster.png": {
+      "bytes": 48383,
+      "sha256": "774e0022d66fed56fa73d1dc00b03b706e86d8a8511fa9c1aea97e437a2681cc"
+    },
+    "accounting-workflow.mp4": {
+      "bytes": 84103,
+      "sha256": "cda6a3044aec91f8c636fab57c579262b1e54a9a278d9dcf46b57fc68ed0a7f4"
+    },
+    "accounting-workflow.gif": {
+      "bytes": 121109,
+      "sha256": "06d606fa11fb74064dc40cf9d4bbe106fb0eda3053b85a80f018eae4a90f3995"
+    }
+  }
+}

docs/demo/source-manifest.json

@@ -0,0 +1,31 @@
+{
+  "source_commit": "d4b0acc6cde5475f532c76a7f310e9f2a357d7cb",
+  "source_tree": "f73563a87d30a16632156985ad8730073632c59f",
+  "runtime_inputs": [
+    {
+      "path": "examples/accounting_demo.cpp",
+      "git_blob": "b5ec93312652d071559ba7ede61d40372acd7c96",
+      "sha256": "1c7c4ff6e5140d515758ab31d154af1f7ab16047a309198fd4afcd3049bced32"
+    },
+    {
+      "path": "src/core/Portfolio.h",
+      "git_blob": "dd68a3b4e23920c0abe29f8040a5af349d720c4a",
+      "sha256": "6e8f0b75382190624b800232bb13ebe1c2d49bec5021fe835091201562adc466"
+    },
+    {
+      "path": "src/core/Event.h",
+      "git_blob": "f734bd7c9056a012effcac89c648f023d8e2a06f",
+      "sha256": "a624bcda8cf268cff969601eda85ca4feff879d291934c95f9302dd057430f14"
+    },
+    {
+      "path": "src/core/Utils.h",
+      "git_blob": "6c5605fc01a0274b248135ff804af66562381d65",
+      "sha256": "ca70ca0c0aac6d85526aeaef385703bd14c815bf3aa470ab061d57a6ba3b30fb"
+    },
+    {
+      "path": "src/data/PriceBar.h",
+      "git_blob": "8dc7c79449ca176fbad25bdd740db647c87977d3",
+      "sha256": "8d72e50638c950ca26080356a63907b647f396c3196b6620a88cbed260a7946a"
+    }
+  ]
+}

examples/accounting_demo.cpp

@@ -0,0 +1,35 @@
+#include "core/Portfolio.h"
+
+#include <iomanip>
+#include <iostream>
+#include <string>
+
+namespace {
+
+void apply_and_report(Portfolio& portfolio, const std::string& label,
+                      OrderDirection direction, double quantity, double price,
+                      double commission = 1.0) {
+    portfolio.handle_fill_event(FillEvent({}, "BTC", direction, quantity, price, commission));
+    const auto& position = portfolio.get_positions().at("BTC");
+    const auto results = portfolio.get_results_summary();
+    std::cout << "RECEIPT," << label << ','
+              << (direction == OrderDirection::BUY ? "BUY" : "SELL") << ','
+              << quantity << ',' << price << ',' << position.quantity << ','
+              << position.average_price << ',' << results.realized_pnl << ','
+              << portfolio.get_current_cash() << ',' << results.total_commission << '\n';
+}
+
+} // namespace
+
+int main() {
+    std::cout << std::fixed << std::setprecision(6);
+    std::cout << "label,direction,fill_quantity,fill_price,position,average_price,realized_pnl,cash,commission\n";
+
+    Portfolio portfolio(100000.0);
+    apply_and_report(portfolio, "open_long", OrderDirection::BUY, 10.0, 100.0);
+    apply_and_report(portfolio, "increase_long", OrderDirection::BUY, 5.0, 120.0);
+    apply_and_report(portfolio, "partial_close", OrderDirection::SELL, 4.0, 130.0);
+    apply_and_report(portfolio, "full_close", OrderDirection::SELL, 11.0, 90.0);
+    apply_and_report(portfolio, "open_short", OrderDirection::SELL, 5.0, 100.0);
+    apply_and_report(portfolio, "reverse_long", OrderDirection::BUY, 8.0, 90.0);
+}

python_ml/requirements.txt

@@ -2,3 +2,4 @@ numpy>=1.26,<3
 pandas>=2.2,<3
 scikit-learn>=1.4,<2
 joblib>=1.3,<2
+Pillow>=11,<13

scripts/accounting-e2e.py

@@ -0,0 +1,49 @@
+#!/usr/bin/env python3
+"""Compile and run direct accounting tests with strict warnings and UBSan."""
+
+import os
+from pathlib import Path
+import subprocess
+import tempfile
+
+ROOT = Path(__file__).resolve().parent.parent
+
+
+def compile_and_run(compiler: str, output: Path, extra_flags: list[str]) -> None:
+    subprocess.run(
+        [
+            compiler,
+            "-std=c++17",
+            "-O1",
+            "-g",
+            "-Wall",
+            "-Wextra",
+            "-Wpedantic",
+            "-Werror",
+            *extra_flags,
+            "-I",
+            str(ROOT / "src"),
+            str(ROOT / "tests/accounting_test.cpp"),
+            "-o",
+            str(output),
+        ],
+        check=True,
+    )
+    subprocess.run([str(output)], check=True, timeout=30)
+
+
+def main() -> None:
+    compiler = os.environ.get("CXX", "c++")
+    with tempfile.TemporaryDirectory(prefix="financial-accounting-e2e-") as directory:
+        work = Path(directory)
+        compile_and_run(compiler, work / "accounting-tests", [])
+        compile_and_run(
+            compiler,
+            work / "accounting-tests-ubsan",
+            ["-fsanitize=undefined", "-fno-sanitize-recover=undefined"],
+        )
+    print("PASS: strict and UBSan accounting transition executables")
+
+
+if __name__ == "__main__":
+    main()

scripts/backtester-e2e.py

@@ -11,11 +11,31 @@
 
 
 def main():
-    cmake = os.environ.get("CMAKE", "cmake")
+    compiler = os.environ.get("CXX", "c++")
     with tempfile.TemporaryDirectory(prefix="financial-backtester-e2e-") as directory:
         root = Path(directory)
-        subprocess.run([cmake, "-S", str(ROOT), "-B", str(root / "build")], check=True)
-        subprocess.run([cmake, "--build", str(root / "build"), "-j2"], check=True)
+        build = root / "build"
+        build.mkdir()
+        subprocess.run(
+            [
+                compiler,
+                "-std=c++17",
+                "-O2",
+                "-Wall",
+                "-Wextra",
+                "-Wpedantic",
+                "-Wno-unused-parameter",
+                "-I",
+                str(ROOT / "src"),
+                "-I",
+                str(ROOT / "external/csv2/include"),
+                str(ROOT / "src/main.cpp"),
+                str(ROOT / "src/data/DataManager.cpp"),
+                "-o",
+                str(build / "trading_system"),
+            ],
+            check=True,
+        )
         datasets = {
             "stocks_april": ["quant_seconds_data_MSFT", "quant_seconds_data_NVDA", "quant_seconds_data_google"],
             "2024_only": ["btc_2024_data", "eth_2024_data", "sol_2024_data", "ada_2024_data"],
@@ -38,9 +58,9 @@ def main():
         assert "No strategy results" not in result.stdout
         assert "ERROR:" not in result.stdout + result.stderr
         completed = result.stdout.count("===== Finished Strategy:")
-        assert completed > 0
+        assert completed == 68, completed
         assert "Comprehensive Run Invocation Complete" in result.stdout
-        print(f"PASS: real backtester completed {completed} strategy/dataset configurations on 11 persisted 64-row OHLCV files")
+        print(f"PASS: real backtester completed exactly {completed} strategy/dataset configurations on 11 persisted 64-row OHLCV files")
 
 
 if __name__ == "__main__":

scripts/bridge-e2e.py

@@ -31,7 +31,11 @@ def main():
         subprocess.run([os.environ.get("CXX", "c++"), "-std=c++17", "-O2", "-Wall", "-Wextra", str(ROOT / "tests/bridge_driver.cpp"), "-o", str(driver)], check=True)
 
         def predict(close):
-            result = subprocess.run([str(driver), sys.executable, str(ROOT / "python_ml/ml_predictor.py"), str(asset.parent), str(close)], capture_output=True, text=True, timeout=60, check=True)
+            result = subprocess.run([str(driver), sys.executable, str(ROOT / "python_ml/ml_predictor.py"), str(asset.parent), str(close)], capture_output=True, text=True, timeout=60)
+            if result.returncode != 0:
+                raise RuntimeError(
+                    f"bridge failed for close={close}: stdout={result.stdout!r}, stderr={result.stderr!r}"
+                )
             line = next(line for line in result.stdout.splitlines() if line.startswith("BRIDGE_RESULT "))
             observed, uncertainty = map(float, line.removeprefix("BRIDGE_RESULT ").split(","))
             expected = model.predict([[close, close + 100, close - 100, close, 1000]])[0]