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kestrel.markets

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A typed, token-efficient language + runtime for agentic trading: agents author bounded plans, the runtime fires them at the tick. CLI + typed library + MCP server.

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/** * # session/run-identity — the run-identity layer of the config matrix (kestrel-5zl.7) * * The config matrix (5zl.8 `buildGrid` + leaderboard) is a grid of `(tape × fill_model × config)` CELLS, * each holding the replicate runs graded in that cell. This module is the **identity layer** that grid * consumes — three PURE derivations (no wall clock, no RNG — RUNTIME §0) that never write a byte back onto * the graded bus or the {@link import("../blotter").Blotter}: they are READS of a finalized record, never a * new stamp (stamping a run's own id INTO the record it is derived from would be circular): * * 1. {@link SimRunId} — `(gradedBus) → sha256(serializeBus(gradedBus))`: a DETERMINISTIC identity for one * run. Byte-identical graded bus ⇒ the same 64-hex id; a byte-different graded bus ⇒ a different id, so * it IDENTIFIES replicates (each re-run of a cell is a distinct run). It is EXACTLY the graded-bus * content hash the projector already computes as `blotter.session.bus.sha256` * (`src/blotter/project.ts`) — surfaced here as a named identity, a pure read, not a second stamp: * `SimRunId(bus) === project(bus).session.bus.sha256`. * * 2. {@link CellKey} — `(tape, fill_model, config) → the grid CELL key`: which `(tape × fill_model × * config)` cell a run belongs to. Runs sharing a CellKey are REPLICATES in one comparison cell. * Deterministic in its three inputs. The config axis is the {@link cellConfigId cell ConfigId} * (`deriveConfigId(cellCanonicalConfig(config))`, 5zl.6) — the full ConfigId folds the sampling axis * (`temperature`/`thinkingLevel`), `format`, and `label` beyond the envelope, so configs differing ONLY * in temperature are DISTINCT cells (the m9i.2 owner tweak — never pooled as replicates, which would * break the temperature×thinking sweep) — MINUS the `fillSeed` REPLICATE axis, which is STRIPPED, so a * seed ensemble is N replicates in ONE cell (ADR-0016 §3), each a distinct {@link SimRunId}, never N * distinct columns. A seed is measurement noise, not behavior. * * 3. {@link cellOf} — `(finalizedBlotter) → CellKey`, derived by a PURE read of the Blotter's session * header: the tape axis from `session.instruments`, the fill_model axis from `session.fill_model`, and * the config axis from `session.cell_config_id` when present (the driver-stamped seed-stripped cell axis) * else `session.config_id` (a seedless run — its cell axis equals its full ConfigId; m9i.2). * `cellOf(blotter)` EQUALS `CellKey(tape, fill_model, config)` for the inputs that produced the run — * that reconciliation is what lets buildGrid key any finalized Blotter into the right cell. * * ## DESIGN NOTE — the config axis is the cell ConfigId: behavior splits, the seed is a replicate * The 5zl.7 tracer keyed the config axis on the a57.14 ENVELOPE identity (the subset that survives onto the * Blotter), so temperature-only variants shared a cell — different experimental subjects pooled as * replicates. The m9i.2 owner review made keying on the ConfigId BLOCKING before any benchmark rows exist: * the driver stamps `config_id = deriveConfigId(canonical config)` (the FULL, seeded ConfigId — the run's * identity, feeding {@link SimRunId}) on the graded META alongside the envelope, and the projector carries it * to `session.config_id`. But the CELL axis is the FULL ConfigId with the `fillSeed` REPLICATE axis STRIPPED * ({@link cellConfigId}) — a seed is measurement noise, not behavior, so a seed ensemble is N replicates in * ONE cell (ADR-0016 §3), each a distinct SimRunId. The driver stamps that seed-stripped axis as * `cell_config_id` ONLY when it diverges from `config_id` (i.e. a seed was present), so a seedless run is * byte-identical to before and its cell axis is just `config_id`. {@link CellKey} and {@link cellOf} both key * on the cell ConfigId (one definition in `config.ts`, no drift). A pre-m9i.2 Blotter (declared envelope, * neither id) falls back to the envelope-identity axis — a LEGACY cell, deliberately distinct from every * ConfigId-keyed cell (an unknown sampling axis is never pooled with a known one). This was a pre-rows * semantic fix: no persisted CellKeys existed to migrate. {@link SequenceCellKey} (5zl.16.5) composes * per-session {@link cellOf} keys, so the multi-session sequence cell absorbs the same axis change with no * further definition. * * ## The tape axis * A finalized Blotter carries NO input-tape content hash — `session.bus.sha256` is the GRADED bus hash (the * SimRunId), not the tape. The only replicate-invariant, tape-identifying field on the Blotter is * `session.instruments`, so it is the tape axis (sufficient for the epic's one-tape × N-configs demo). A * precise tape-content id across same-symbol tapes is the same additive-bump decision, deferred. */ import { serializeBus } from "../bus/index.js"; import { cellConfigId, declaresEnvelope, deriveConfigId } from "./config.js"; import { sha256 } from "../crypto/sha256.js"; // ───────────────────────────────────────────────────────────────────────────── // (1) SimRunId — the graded bus's content hash, surfaced as a named per-run identity (a PURE READ) // ───────────────────────────────────────────────────────────────────────────── /** * The identity of ONE simulate run: `sha256(serializeBus(gradedBus))` — the canonical graded-bus content * hash, reusing the codebase's one bus serializer + sha convention (`src/bus/write.ts`, * `src/blotter/project.ts`). Pure and deterministic (no wall clock, no RNG): a byte-identical graded bus * yields the same 64-hex id, a byte-different one a different id. This is a READ of the record, NOT a new * stamp — it equals the receipt the projector already computes as `blotter.session.bus.sha256` * (`SimRunId(bus) === project(bus).session.bus.sha256`), so deriving it changes ZERO bus/Blotter bytes. * buildGrid (5zl.8) uses it to tell the replicates in one cell apart. */ export function SimRunId(gradedBus) { return sha256(serializeBus(gradedBus)); } /** * The codebase's ONE canonical content id — deep-sorted JSON → sha256 — reused as each cell axis's * identity. `deriveConfigId` (5zl.6, `./config.ts`) IS exactly that generic hash: it re-canonicalizes any * JSON-representable value (sorting every object's keys, dropping `undefined`) and hashes it, so an axis id * depends only on the axis DATA, never on key insertion order. That order-insensitivity is precisely what * makes {@link cellOf} a pure READ that reconciles with {@link CellKey}: two deep-equal axes hash identically. */ const axisId = deriveConfigId; /** The stable config-axis id for a run that DECLARES no envelope (a NO-LLM Backtest — {@link declaresEnvelope} * false, the driver stamps neither `session.envelope` nor `session.config_id`). Hashing a fixed sentinel — * never the value `undefined` — keeps the axis a uniform 64-hex and keeps {@link CellKey}/{@link cellOf} * reconciled for the no-envelope case. A string sentinel can never collide with a real ConfigId (the sha256 * of an OBJECT's canonical bytes) or an envelope's canonical-bytes id. */ const NO_ENVELOPE = axisId("no-envelope"); /** The config-axis id read off a finalized Blotter's session header. Precedence, most-specific first: * 1. the stamped `cell_config_id` — the full ConfigId with the `fillSeed` REPLICATE axis stripped (the * driver stamps it only when it diverges from `config_id`, i.e. a seed was present) — so seed-only * variants read back the SAME axis (replicates in one cell, ADR-0016 §3); * 2. else the stamped FULL `config_id` (a seedless authoring run — its cell axis EQUALS its full ConfigId, * so no separate stamp; also the pre-cell_config_id legacy Blotter — unchanged behavior); * 3. else the envelope-identity id — the pre-m9i.2 LEGACY fallback (a Blotter with neither id), deliberately * distinct from every ConfigId-keyed cell (an unknown sampling axis is never pooled with a known one); * 4. else the {@link NO_ENVELOPE} sentinel for a no-envelope run. */ function configAxisOfSession(cellConfigIdField, configId, envelope) { if (cellConfigIdField !== undefined && cellConfigIdField.length > 0) return cellConfigIdField; if (configId !== undefined && configId.length > 0) return configId; return envelope === undefined ? NO_ENVELOPE : axisId(envelope); } /** The config-axis id derived from a run's config descriptor: the {@link cellConfigId cell ConfigId} for an * authoring config (the m9i.2 owner tweak — folds temperature/thinkingLevel/format/label, so behavioral * variants are distinct cells — with the `fillSeed` REPLICATE axis STRIPPED, so seed-only variants share a * cell, ADR-0016 §3), or the {@link NO_ENVELOPE} sentinel for a NO-LLM Backtest config (which the driver * stamps nothing for). Mirrors the driver's `cell_config_id`/`config_id` stamp exactly so {@link CellKey} and * {@link cellOf} reconcile. */ function configAxisOfConfig(config) { return declaresEnvelope(config) ? cellConfigId(config) : NO_ENVELOPE; } /** Assemble the three-axis {@link CellKeyStruct} from raw axis values. The one place the axes are read into * ids, shared by {@link CellKey} and {@link cellOf} so they can never drift. */ function cellKeyStruct(tape, fillModel, configAxis) { return { tape: axisId(tape), fill_model: axisId(fillModel), config: configAxis }; } /** The canonical string form of a {@link CellKeyStruct}: the three axis ids in a FIXED order, so the string * is a byte-stable map key for buildGrid. */ function stringifyCellKey(k) { return JSON.stringify({ tape: k.tape, fill_model: k.fill_model, config: k.config }); } /** * The grid CELL key for a `(tape, fill_model, config)` triple (kestrel-5zl.7; config axis = the * {@link cellConfigId cell ConfigId}). Deterministic in its three inputs: same triple ⇒ same key; a * different tape, a different fill model, or a config whose cell ConfigId differs on any BEHAVIORAL field — * including the non-envelope sampling axis (`temperature`/`thinkingLevel`), `format`, and `label` — ⇒ a * different key, so temperature-only variants are DISTINCT cells, never pooled. But a config differing ONLY * in the `fillSeed` REPLICATE axis yields the SAME key — a seed ensemble is N replicates in one cell * (ADR-0016 §3), each a distinct {@link SimRunId}. The driver stamps the matching axis onto the graded META * (`cell_config_id`, or `config_id` when seedless), so a run's {@link cellOf} reconciles with the CellKey of * the inputs that produced it. Runs sharing a CellKey are REPLICATES in one comparison cell. Pure (no wall * clock, no RNG). */ export function CellKey(tape, fillModel, config) { return stringifyCellKey(cellKeyStruct(tape, fillModel, configAxisOfConfig(config))); } /** * The CELL a finalized run belongs to, derived by a PURE READ of the Blotter's session header (kestrel-5zl.7): * the tape axis from `session.instruments`, the fill_model axis from `session.fill_model`, and the config axis * from `session.config_id` (the driver-stamped FULL ConfigId — m9i.2 owner tweak; envelope-identity legacy * fallback, {@link configAxisOfSession}). Changes NO Blotter bytes. By construction `cellOf(blotter) === * CellKey(tape, fill_model, config)` for the `(tape, fill_model, config)` that produced the run (the driver * stamps `config_id` under exactly {@link configAxisOfConfig}'s condition), which is the reconciliation * buildGrid (5zl.8) relies on to key any finalized Blotter into the right cell — while each replicate keeps * a distinct {@link SimRunId}. */ export function cellOf(blotter) { const s = blotter.session; return stringifyCellKey(cellKeyStruct(s.instruments, s.fill_model, configAxisOfSession(s.cell_config_id, s.config_id, s.envelope))); } // ───────────────────────────────────────────────────────────────────────────── // (4)+(5) InstanceRunId / SequenceCellKey — the multi-session identity chain (kestrel-5zl.16.5) // ───────────────────────────────────────────────────────────────────────────── /** * The identity of a whole multi-session **Instance**: `sha256` of the ORDERED per-session * {@link SimRunId}s (a hash of ordered hashes). Pure, deterministic, and ORDER-SENSITIVE — the Instance * identity is a function of its Sessions AND their order — mirroring the {@link SimRunId} pure-read * discipline: it writes no byte back onto any bus or Blotter (it is a read of the finalised sequence). * Same tapes + same agent turns ⇒ byte-identical per-session buses ⇒ identical SimRunIds ⇒ identical * InstanceRunId. A LENGTH-1 Instance's id is `sha256` of its single SimRunId — distinct from that * SimRunId's own bytes (a one-session Instance is still an Instance), but fully determined by it. */ export function InstanceRunId(orderedSimRunIds) { // A delimiter that can never appear inside a 64-hex SimRunId, so the join is unambiguous and // order-sensitive (`[a,b] ≠ [b,a]`, `[ab] ≠ [a,b]`). return sha256(orderedSimRunIds.join("\n")); } /** * The grid CELL key for a multi-session **sequence cell** (kestrel-5zl.16.5): the tape axis extends from a * single tape to the ORDERED sequence of per-session {@link CellKey}s. Runs sharing a SequenceCellKey are * replicates of the same ordered `(tape × fill_model × config)` sequence. **The length-1 case returns the * single session's CellKey UNCHANGED** — so an existing single-session cell key is byte-identical and * existing grids are untouched (the degenerate case). A longer sequence hashes the ordered list into a * distinct, order-sensitive key. Pure (no wall clock, no RNG). */ export function SequenceCellKey(perSessionCellKeys) { if (perSessionCellKeys.length === 0) { throw new Error("run-identity: SequenceCellKey needs a non-empty sequence (fail-closed)"); } // Degenerate length-1: the sequence cell IS the single-session cell — unchanged, so existing grids don't move. if (perSessionCellKeys.length === 1) return perSessionCellKeys[0]; // A longer sequence: the ordered list of per-session cell keys, canonicalised order-sensitively. return JSON.stringify({ sequence: [...perSessionCellKeys] }); }