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
 

tests/test_artifact.py

@@ -106,6 +106,9 @@ def test_research_artifact_projects_versioned_queryable_fact_tables() -> None:
         result.schedule.signal_to_execution.iloc[0].date()
     ]
     assert set(artifact.trades["side"]) == {"buy", "sell"}
+    assert artifact.trades["trade_id"].is_unique
+    assert artifact.trades["trade_id"].str.startswith("run-20260105-a:").all()
+    assert artifact.trades["signal_id"].str.startswith("run-20260105-a:signal:").all()
     assert {"security", "cash"}.issubset(set(artifact.positions["asset_type"]))
     assert artifact.positions.groupby("trade_date")["weight"].sum().tolist() == pytest.approx(
         [1.0, 1.0, 1.0, 1.0]