엔진 CI: Pine 스크립트 312개 중 311개 우수

name: Backtest parity

on:
  push:
    branches: [main, "feat/**"]
  pull_request:

jobs:
  backtest:
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v7

      # Pin the image version so results only change when you change it.
      - name: Transpile strategy to C++
        run: |
          docker run --rm --network=none \
            -e PINEFORGE_TRANSPILE_ONLY=1 \
            -v "$PWD/strategy.pine":/in/strategy.pine:ro \
            ghcr.io/pineforge-4pass/pineforge-release:1.10.0 > strategy.cpp

      - name: Run backtest
        run: |
          docker run --rm --network=none \
            -v "$PWD/strategy.cpp":/in/strategy.cpp:ro \
            -v "$PWD/data/ohlcv.csv":/in/ohlcv.csv:ro \
            ghcr.io/pineforge-4pass/pineforge-release:1.10.0 \
            > report.json

      - name: Assert parity
        run: |
          # Every trade keeps its side and its entry and exit bars,
          # and net P&L moves by at most THRESHOLD.
          BARS='[.trades[] | [.side, .entry_bar_index, .exit_bar_index]]'
          ACTUAL=$(jq '.summary.net_pnl' report.json)
          BASELINE=$(jq '.summary.net_pnl' baseline/report.json)
          DELTA=$(echo "$ACTUAL $BASELINE" | awk '{d=$1-$2; print (d<0)?-d:d}')
          THRESHOLD="0.01"
          if [ "$(jq -c "$BARS" report.json)" != "$(jq -c "$BARS" baseline/report.json)" ]; then
            echo "Parity drift: a trade changed side, entry bar or exit bar"
          elif awk "BEGIN{exit !($DELTA > $THRESHOLD)}"; then
            echo "Parity drift: net_pnl delta $DELTA exceeds threshold $THRESHOLD"
          else
            echo "Parity OK - same sides and bars, net_pnl delta $DELTA (threshold $THRESHOLD)"
            exit 0
          fi
          # One trade per line, so diff's line numbers are trade numbers.
          TRADE='.trades[] | {side, entry_bar_index, exit_bar_index, entry_price, exit_price, qty, pnl}'
          diff <(jq -c "$TRADE" baseline/report.json) <(jq -c "$TRADE" report.json)
          exit 1

{
  "engine": "pineforge",
  ...
  "summary": {
    "total_trades": 3483,
    "wins": 1288,
    "losses": 2194,
    "win_rate_pct": 36.9796,
    "net_pnl": 2518.39,
    "max_drawdown": -1382.76,
    ...
  },
  "trades": [
    {
      "n": 1,
      "side": "long",
      "entry_time": 1729402200000,
      "exit_time": 1729422000000,
      "entry_price": 2640.96,
      "exit_price": 2645.15,
      "qty": 1.0,
      "pnl": 4.19,
      "entry_bar_index": 34,
      "exit_bar_index": 56,
      ...
    }
  ],
  "metrics": { "all": { "profit_factor": 1.06, ... }, "equity": { "sharpe_tv": ..., ... } },
  "equity_curve": [ ... ],
  "fingerprint": { "digest": "sha256:...", ... }
}