feat: add deterministic trade and signal identity

src/quant_engine/artifact.py

@@ -273,6 +273,19 @@ def _build_trades(result: FactorBacktestResult, run_id: str) -> pd.DataFrame:
     trades = result.execution.trades_frame.copy(deep=True)
     trades.insert(0, "run_id", run_id)
     trades["trade_date"] = pd.to_datetime(trades["trade_date"]).dt.date
+    trades.insert(
+        1,
+        "trade_id",
+        [f"{run_id}:{sequence:08d}" for sequence in range(1, len(trades) + 1)],
+    )
+    signal_by_execution = {
+        pd.Timestamp(execution_date).date(): pd.Timestamp(signal_date).date()
+        for signal_date, execution_date in result.schedule.signal_to_execution.items()
+    }
+    trades["signal_id"] = [
+        f"{run_id}:signal:{signal_by_execution[trade_date].isoformat()}"
+        for trade_date in trades["trade_date"]
+    ]
     trades["total_cost"] = trades["fee"] + trades["slippage"]
     return trades