From a3cefe364d9689881998b19c3d45e3d8b192a60b Mon Sep 17 00:00:00 2001
From: ao gong <41768719+ageorge156@users.noreply.github.com>
Date: Fri, 21 Aug 2026 22:32:37 +0800
Subject: [PATCH] feat: add deterministic trade and signal identity

---
 src/quant_engine/artifact.py | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/src/quant_engine/artifact.py b/src/quant_engine/artifact.py
index badc942..87ec3e2 100644
--- a/src/quant_engine/artifact.py
+++ b/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