feat(vector): define indicator program v1

benchmarks/reference/strategies/IndicatorProgramContract.py

@@ -0,0 +1,30 @@
+from __future__ import annotations
+
+import numpy as np
+import pandas as pd
+import talib.abstract as ta
+from freqtrade.strategy import IStrategy
+from pandas import DataFrame
+
+
+class IndicatorProgramContract(IStrategy):
+    """Small source-only contract for the causal indicator-program-v1 DAG."""
+
+    timeframe = "5m"
+
+    @staticmethod
+    def rsi(values):
+        return ta.RSI(values, timeperiod=14)
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        close = dataframe["close"]
+        dataframe["rsi"] = self.rsi(close)
+        dataframe["mean4"] = pd.Series(close).rolling(4).mean()
+        dataframe["previous"] = close.shift(1)
+        dataframe["ewm8"] = pd.Series(close).ewm(span=8, adjust=False).mean()
+        dataframe["selected"] = np.where(
+            dataframe["rsi"] > 50,
+            dataframe["mean4"],
+            dataframe["previous"],
+        )
+        return dataframe

docs/indicator-inventory.md

@@ -32,3 +32,22 @@ This inventory is not a Native-support claim. `native_status=inventory-only` mea
 operation is required by the observed source but still needs a typed opcode, an exact
 kernel, and independent Python/TA-Lib comparison in later M20 tasks. The upstream commit
 is evidence identity only and is never used for runtime dispatch.
+
+## Typed indicator program
+
+`indicator-program-v1` is the causal execution contract built from a supported source
+subset. It uses generic nodes for parameters, column reads and writes, arithmetic,
+comparisons, selection, TA-Lib/qtpylib calls, rolling/shift/EWM, helper calls, and
+informative merges.
+
+```bash
+nfi-bte strategy indicator-program NostalgiaForInfinityX7.py \
+  --class NostalgiaForInfinityX7 \
+  --output .nfi/indicator-program.json
+```
+
+Every node has a value type, source-order index, source location, inputs, and causal
+lookback. Function and node IDs are structural data; strategy and Signal names never
+become opcodes. Negative shifts, centered rolling windows, backward fill, dynamic
+window sizes, and prefilled informative merges fail closed. An unsupported source
+construct must be generalized deliberately before it can enter the Native lane.

planning/roadmap-state.json

@@ -1,8 +1,8 @@
 {
   "schema_version": "1.0.0",
   "roadmap_id": "nfi-backtest-engine-post-v1.1.0",
-  "revision": 125,
-  "updated_at": "2026-08-10T17:47:42+09:00",
+  "revision": 127,
+  "updated_at": "2026-08-10T21:17:45+09:00",
   "acceptance_commands": "planning/acceptance-commands.json",
   "active_task_id": null,
   "execution_policy": {
@@ -4656,7 +4656,7 @@
       "order": 2002,
       "milestone": "M20",
       "title": "Define indicator-program-v1",
-      "status": "pending",
+      "status": "completed",
       "depends_on": [
         "M20-01"
       ],
@@ -4675,10 +4675,17 @@
         "indicator schema tests",
         "source mutation and identity tests"
       ],
-      "started_at": null,
-      "completed_at": null,
-      "commit_sha": null,
-      "evidence": [],
+      "started_at": "2026-08-10T20:46:10+09:00",
+      "completed_at": "2026-08-10T21:17:45+09:00",
+      "commit_sha": "1e07204306e3109ee4206ab885a26f3532ee9ef5",
+      "evidence": [
+        ".nfi/roadmap-acceptance/M20-02/06025f7ac6216e8c6c4b65040e6b3d7145527fda/acceptance-report.json",
+        ".nfi/roadmap-acceptance/M20-02/06025f7ac6216e8c6c4b65040e6b3d7145527fda/SHA256SUMS.txt",
+        ".nfi/roadmap-acceptance/M20-02/06025f7ac6216e8c6c4b65040e6b3d7145527fda/indicator-program-contract.json",
+        ".nfi/roadmap-acceptance/M20-02/06025f7ac6216e8c6c4b65040e6b3d7145527fda/latest-program-gap.json",
+        ".nfi/roadmap-acceptance/M20-02/06025f7ac6216e8c6c4b65040e6b3d7145527fda/acceptance/x7-spot/run.json",
+        ".nfi/roadmap-acceptance/M20-02/06025f7ac6216e8c6c4b65040e6b3d7145527fda/acceptance/x7-futures/run.json"
+      ],
       "blocker": null
     },
     {
@@ -8194,6 +8201,48 @@
         "next_eligible_task": "M20-02",
         "next_task_manual_gate": false
       }
+    },
+    {
+      "sequence": 173,
+      "timestamp": "2026-08-10T20:46:10+09:00",
+      "task_id": "M20-02",
+      "event": "task_started",
+      "details": {
+        "objective": "define indicator-program-v1 as a typed causal DAG compiled from source",
+        "latest_upstream_head_at_start": "06025f7ac6216e8c6c4b65040e6b3d7145527fda",
+        "input_inventory_task": "M20-01",
+        "strategy_named_opcodes_allowed": false,
+        "lookahead_capable_defaults_allowed": false,
+        "runtime_hardcoding_allowed": false
+      }
+    },
+    {
+      "sequence": 174,
+      "timestamp": "2026-08-10T21:17:45+09:00",
+      "task_id": "M20-02",
+      "event": "task_completed",
+      "details": {
+        "implementation_commit": "1e07204306e3109ee4206ab885a26f3532ee9ef5",
+        "latest_upstream_commit": "06025f7ac6216e8c6c4b65040e6b3d7145527fda",
+        "latest_strategy_sha256": "851dcf36183490fa6a84d553e41f92f3613a592ee03d724115007faadc519d94",
+        "inventory_fingerprint": "292f3827a2be1d3fe780fc7fdf72fdc9240459c8e982b554798d9fd9fd01d454",
+        "program_fingerprint": "cb278c7294995c0a8c018d44485990612e8370ba4fff7e5d71df0c3c862fc8ca",
+        "deterministic_repeat_byte_exact": true,
+        "contract_function_count": 2,
+        "contract_node_count": 24,
+        "python_test_count": 729,
+        "rust_test_count": 145,
+        "spot_trade_surface_and_full_state_exact": true,
+        "futures_trade_surface_and_full_state_exact": true,
+        "strategy_named_opcodes_added": false,
+        "lookahead_capable_defaults_added": false,
+        "runtime_hardcoding_added": false,
+        "latest_x7_fully_compiled": false,
+        "latest_x7_fail_closed_source": "strategy.py:3168:21",
+        "native_indicator_kernel_claim": false,
+        "next_eligible_task": "M20-03",
+        "next_task_manual_gate": false
+      }
     }
   ]
 }

python/nfi_backtest_engine/cli.py

@@ -685,6 +685,13 @@ def build_parser() -> argparse.ArgumentParser:
     strategy_indicator_inventory.add_argument("--upstream-repository")
     strategy_indicator_inventory.add_argument("--upstream-commit")
     strategy_indicator_inventory.add_argument("--output", "-o", type=Path)
+    strategy_indicator_program = strategy_commands.add_parser(
+        "indicator-program",
+        help="compile the bounded causal indicator DAG into indicator-program-v1",
+    )
+    strategy_indicator_program.add_argument("source", type=Path)
+    strategy_indicator_program.add_argument("--class", dest="class_name")
+    strategy_indicator_program.add_argument("--output", "-o", type=Path, required=True)
     strategy_callback_ir = strategy_commands.add_parser(
         "callback-ir",
         help="compile source-ordered callback routes, tags, and data dependencies",

python/nfi_backtest_engine/commands/run.py

@@ -294,6 +294,23 @@ def _execute_strategy(args: argparse.Namespace) -> int:
         if args.output:
             print(f"indicator inventory report: {args.output}")
         return 0
+    if args.strategy_command == "indicator-program":
+        from ..indicator_program import compile_indicator_program
+
+        program = compile_indicator_program(
+            args.source,
+            class_name=args.class_name,
+        )
+        write_json(args.output, program)
+        print(
+            "indicator program: "
+            f"class={program['selected_class']}, "
+            f"functions={len(program['functions'])}, "
+            f"nodes={len(program['nodes'])}, "
+            f"inputs={len(program['required_input_columns'])}"
+        )
+        print(f"indicator program report: {args.output}")
+        return 0
     if args.strategy_command == "callback-ir":
         from ..callback_source_ir import compile_callback_source_ir