Harden research and live trading risk loop

.gitignore

@@ -56,6 +56,7 @@ models/
 *.jsonl
 *.json
 *.csv
+!rust_hft/data/backtest/*.manifest.json
 !rust_hft/prediction-markets/**/*.json
 !rust_hft/prediction-markets/**/*.jsonl
 !rust_hft/prediction-markets/**/*.csv

deploy/Dockerfile.hft

@@ -60,7 +60,7 @@ ENV HFT_TARGET=${TARGET}
 
 # 健康檢查
 HEALTHCHECK --interval=30s --timeout=10s --start-period=5s --retries=3 \
-    CMD if [ "$HFT_TARGET" = "live" ]; then curl --fail --silent http://localhost:9090/readiness; else exit 0; fi
+    CMD if [ "$HFT_TARGET" = "live" ]; then curl --fail --silent http://localhost:9090/health; else exit 0; fi
 
 # 默認暴露端口
 EXPOSE 9090 9092

rust_hft/Cargo.toml

@@ -27,6 +27,7 @@ members = [
     "data-pipelines/adapters-common",
     "data-pipelines/adapters/adapter-bitget",
     "data-pipelines/adapters/adapter-binance",
+    "data-pipelines/adapters/adapter-binance-prediction",
     "data-pipelines/adapters/adapter-backpack",
     "data-pipelines/adapters/adapter-mock",
     "data-pipelines/adapters/adapter-replay",

rust_hft/alpha-harness/app/src/loop_control.rs

@@ -787,6 +787,10 @@ mod tests {
                 metrics: BTreeMap::from([
                     ("gross_pnl_coverage_complete".to_string(), 1.0),
                     ("mark_coverage_complete".to_string(), 1.0),
+                    ("authoritative_account_snapshot_coverage".to_string(), 1.0),
+                    ("venue_reconciliation_complete".to_string(), 1.0),
+                    ("venue_reconciliation_healthy".to_string(), 1.0),
+                    ("venue_reconciliation_age_us".to_string(), 1_000.0),
                 ]),
                 reason: None,
                 observed_at: now + Duration::seconds(1),
@@ -1130,7 +1134,12 @@ mod tests {
                 account_id: Some(account_id.clone()),
                 venue: Some(venue.clone()),
                 symbol: None,
-                metrics: BTreeMap::new(),
+                metrics: BTreeMap::from([
+                    ("authoritative_account_snapshot_coverage".to_string(), 1.0),
+                    ("venue_reconciliation_complete".to_string(), 1.0),
+                    ("venue_reconciliation_healthy".to_string(), 1.0),
+                    ("venue_reconciliation_age_us".to_string(), 1_000.0),
+                ]),
                 reason: None,
                 observed_at: now,
             },
@@ -1862,7 +1871,12 @@ mod tests {
                 account_id: Some("account-1".to_string()),
                 venue: Some("binance".to_string()),
                 symbol: None,
-                metrics: BTreeMap::new(),
+                metrics: BTreeMap::from([
+                    ("authoritative_account_snapshot_coverage".to_string(), 1.0),
+                    ("venue_reconciliation_complete".to_string(), 1.0),
+                    ("venue_reconciliation_healthy".to_string(), 1.0),
+                    ("venue_reconciliation_age_us".to_string(), 1_000.0),
+                ]),
                 reason: None,
                 observed_at: now,
             },

rust_hft/alpha-harness/domain/src/lib.rs

@@ -1357,6 +1357,7 @@ pub fn runtime_stage_is_healthy(
         }
         if event.outcome == AttributionOutcome::Healthy
             && event.kind == AttributionKind::PortfolioSnapshot
+            && portfolio_snapshot_has_authoritative_truth(event)
         {
             if let Some(strategy_id) = event.strategy_id.as_ref() {
                 health
@@ -1387,6 +1388,27 @@ pub fn runtime_stage_is_healthy(
     })
 }
 
+const MAX_RUNTIME_RECONCILIATION_AGE_US: f64 = 30_000_000.0;
+
+fn portfolio_snapshot_has_authoritative_truth(event: &RuntimeAttributionEvent) -> bool {
+    let metric_is_one = |name: &str| {
+        event
+            .metrics
+            .get(name)
+            .is_some_and(|value| value.is_finite() && *value >= 1.0)
+    };
+    let age_is_fresh = event
+        .metrics
+        .get("venue_reconciliation_age_us")
+        .is_some_and(|value| {
+            value.is_finite() && *value >= 0.0 && *value <= MAX_RUNTIME_RECONCILIATION_AGE_US
+        });
+    metric_is_one("authoritative_account_snapshot_coverage")
+        && metric_is_one("venue_reconciliation_complete")
+        && metric_is_one("venue_reconciliation_healthy")
+        && age_is_fresh
+}
+
 #[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
 pub struct LearningDirective {
     pub directive_id: String,
@@ -2614,6 +2636,24 @@ mod tests {
             AttributionOutcome::Healthy,
             Some("strategy-1"),
         ));
+        assert!(!runtime_stage_is_healthy(
+            &events,
+            "candidate-1",
+            AttributionMode::Shadow
+        ));
+        let snapshot = events.last_mut().unwrap();
+        snapshot
+            .metrics
+            .insert("authoritative_account_snapshot_coverage".to_string(), 1.0);
+        snapshot
+            .metrics
+            .insert("venue_reconciliation_complete".to_string(), 1.0);
+        snapshot
+            .metrics
+            .insert("venue_reconciliation_healthy".to_string(), 1.0);
+        snapshot
+            .metrics
+            .insert("venue_reconciliation_age_us".to_string(), 1_000.0);
         assert!(runtime_stage_is_healthy(
             &events,
             "candidate-1",

rust_hft/apps/backtest/Cargo.toml

@@ -15,6 +15,8 @@ ordered-float = "3.9"
 serde = { workspace = true, features = ["derive"] }
 serde_json = { workspace = true }
 serde_yaml = "0.9"
+sha2 = { workspace = true }
+hex = { workspace = true }
+hft-collector = { path = "../../tools/collector", default-features = false }
 tracing = { workspace = true }
 tracing-subscriber = { workspace = true }
-