Add standard signal snapshots#49
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| strategy_profile=strategy_runtime.profile, | ||
| execution={ | ||
| **dict(plan.get("execution", {}) or {}), | ||
| "latest_price_source": "firstrade_ohlc_with_live_quote_overlay", |
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When a Firstrade quote lookup fails or returns an unusable quote, build_market_data_port() catches that exception and evaluates the strategy with OHLC history only, but this hard-coded source still records every snapshot as firstrade_ohlc_with_live_quote_overlay. In those fallback runs the JSON result, log line, and Telegram summary all claim a live quote overlay influenced the signal even though it did not, which undermines the snapshot's audit value; the market data adapter needs to expose whether the overlay was applied instead of setting this unconditionally.
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| "latest_price_source": "firstrade_ohlc_with_live_quote_overlay", | ||
| }, | ||
| allocation=plan.get("allocation", {}), | ||
| metadata=getattr(evaluation, "metadata", None), |
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For strategies that emit standard indicators in evaluation.decision.diagnostics (for example trend_ma20, trend_rsi14, or blend_gate_volatility_delever_triggered), this call never passes those diagnostics to build_signal_snapshot(). The value-target plan only carries the execution annotation subset, so these indicator fields are silently omitted from signal_snapshot.v1 even though the snapshot helper explicitly supports a diagnostics source; pass the decision diagnostics here as well.
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Tests