feat(strategy): project ledger and complete optimization reports

docs/strategy-research.md

@@ -1,6 +1,6 @@
 # Seven-strategy candidate research
 
-The core owns the seven example strategies, sequential decisions, shared execution ledger, FIFO trade pairing and bounded exhaustive optimization. The platform supplies one selected asset's OHLC and displays results. These pure functions perform no source reads, persistence, publication or order routing. `decision_eligible` remains false. Caller dates do not establish an exchange calendar or historical data availability.
+The core owns the seven example strategies, sequential decisions, shared execution ledger, FIFO trade pairing and bounded exhaustive optimization. The platform supplies one selected asset's OHLC and displays results. The reserved asset identity `CASH` cannot be used as a security, preventing collision with projected cash positions. These pure functions perform no source reads, persistence, publication or order routing. `decision_eligible` remains false. Caller dates do not establish an exchange calendar or historical data availability.
 
 ## Reuse and scope
 
@@ -55,6 +55,16 @@ Other absolute measures reuse `metrics.summary`: 252 supplied trading sessions p
 
 `optimize_strategy_research` validates the entire grid before any trial. It allows at most four axes, ten candidates per axis and 100 combinations. Empty axes, unknown keys, duplicate values, non-native numbers, invalid relationships and any insufficient history fail the whole request. The size bound precedes Cartesian expansion. Every trial runs a fresh real seven-strategy pipeline and ledger with explicit fees. Targets are `total_return`, `sharpe_ratio` or `calmar_ratio`. An unavailable objective fails the ranking instead of silently skipping a candidate. Stable descending sorting preserves canonical axis order and supplied candidate order for ties; zero and negative finite scores remain valid.
 
+## Strategy artifact projection
+
+`strategy_artifact.build_strategy_research_artifact` accepts an actual `StrategyResearchResult` or `StrategyOptimizationResult` and returns the existing schema1.1.0 `ResearchRunArtifact`. The calculation result retains detached OHLC and benchmark-return views and explicit cost inputs; optimization retains a detached grid snapshot. The builder projects the selected result's ledger, actual fees, next-session signal links, close-marked holdings and existing metrics. It does not run a second strategy, accounting system or performance formula.
+
+`params_json.strategy_report` uses `researchhub.strategy-research.v1`. It covers every causal signal, including `no_next_session`, unfilled targets and partial fills; complete FIFO matches, closed/open lots and net PnL; daily versus completed-trade win rates; benchmark status; exact parameters/costs; and all ranked candidate summaries. A grid artifact stores the selected first-ranked ledger plus every candidate's parameters, objective score, metrics and missing reasons, up to100 trials. It does not repeat100 full ledgers. Report contents are covered by the artifact's canonical content digest. User metadata cannot overwrite this report or its performance explanation.
+
+The legacy factor-signal table remains empty: strategy signals have no factor score. The report explicitly locates the real strategy signals and marks factor attribution and covariance risk as not computed. Actual fills link to report signal IDs. A zero-value portfolio retains its actual zero values and an undefined weight, with the exact dates and reason recorded; it is not assigned an invented zero or full-cash weight. Non-numerical performance values carry explicit reasons keyed to their fact-table columns, and win-rate basis is completed trades. Requested empty benchmark data retains its identity and empty status, while unrequested data has no identity.
+
+This is a storage-neutral candidate. The platform's isolated durable-file adapter must validate this report and expose undefined weights before enabling this path. This projection does not validate a production database schema, execute SQL, admit real data, or grant decision eligibility. Existing factor-artifact consumers remain unchanged.
+
 ## Verification scope
 
 The missing public modules and sequential policy first failed actual tests. Further actual RED→GREEN regressions cover unfilled exits, legitimate zero NAV, independent ATR/exit windows, benchmark underflow, nonfinite portfolio returns, tiny residual holdings, Bollinger scale invariance, undefined Sortino, premature FIFO closure, full-exit quantity rounding and phantom residues after three accumulated entries at prices 3, 11 and 13.
@@ -64,3 +74,5 @@ Final focused verification is 93 new tests plus 85 existing execution tests, 178
 Two reused read-only reviewers independently exercised causal prefixes and cash/FIFO examples and found substantive defects subsequently turned into permanent regressions. The final independent FIFO review passed after reproducing three-lot full exits, retaining real tiny balances and reconciling fee-bearing add/partial-exit/full-exit PnL with final NAV. Saved revision and central delivery status are separate evidence. These tests do not establish real data coverage, source/PIT qualification, platform task publication or formal production availability.
 
 The reviewed implementation was saved and pushed as `7d3e840483d7f3b5d7b2d987c95fb79a5dc4a63b` to the existing PR #21 (https://gitea.puyuanfh.cn/ageorge156/quant_engine/pulls/21), advancing the original 3c97102f candidate. This receipt-only checkpoint does not change the tested code. One explicit central candidate refresh and `ship --ready --confirm-l3` is the next boundary; no prior CI wait was polled or resumed. Push is a save checkpoint, and does not establish merge or source admission.
+
+Artifact increment verification: 26 new artifact tests plus81 strategy/optimizer and7 existing factor-artifact tests passed together (114). The final complete core suite passed1212 tests in15.59s with1170 pandas deprecation warnings. Four-file Ruff and three-module strict typing passed. The read-only reviewer confirmed the reserved-CASH rejection and fact-column explanation keys after actual regressions. The earlier5192370 central receipt remains CI pending without polling; this new increment is saved and gated separately on the same delivery.