release: v1.6.0 Full Native Strategy

.github/product-release-contract.json

@@ -1,6 +1,6 @@
 {
   "schema_version": "1.0.0",
-  "package_version": "1.5.0",
+  "package_version": "1.6.0",
   "release_kind": "product",
   "combined_full_x7_certified": false,
   "distribution_policy": {

CHANGELOG.md

@@ -4,12 +4,32 @@ All notable changes are recorded here. This project follows Semantic Versioning.
 
 ## Unreleased
 
+## 1.6.0 - 2026-08-14
+
+- Added the source-compiled Full Native transport: Rust now executes the complete
+  Indicator, Signal, Tag, callback, order, wallet, and state pipeline without
+  importing or executing strategy Python at runtime.
+- Added content-bound Full Native worker calibration, pair-local raw-frame loading,
+  live-value release, and direct file-backed simulator handoff without persistent
+  analyzed Feather outputs.
+- Added fail-closed spool-capacity admission from the run's gap-fill bound, automatic
+  delete-on-close cleanup, and profile evidence for admitted versus actual bytes.
+- Split NFI manager validation failures from pair/timestamp/route/source-located
+  runtime diagnostics, and validate the embedded simulator config before expensive
+  pair preparation.
 - Connected typed Rust vector output directly to the chronological simulator, with
   pair-parallel DAG preparation and no parallel wallet or order mutation.
 - Preserved SHA-verified Feather as the bounded-memory evidence/replay path and added
   zero-tolerance trade-surface and every-candle full-state transport parity tests.
-- Kept latest-X7 Full Native qualification and the v1.6.0 release behind the remaining
-  M22 source-lowering, dual-mode exactness, performance, storage, and three-OS gates.
+- Certified a five-year Full Native Spot workload with three byte-identical results,
+  a pre-admitted 38.47 GB temporary spool bound, and no retained spool files. This is
+  a single-host performance/storage claim, not a new official Freqtrade certificate.
+- Generalized current X7 Grind-5 fallback lowering for `slice_profit_exit`, Boolean
+  protection columns, bare Derisk state, Futures mode, and liquidation-distance
+  expressions without strategy-version, pair, or expected-result branches.
+- Pinned the Freqtrade same-candle contract: position adjustment and its filled order
+  are applied before stop/exit evaluation. The external 2022 Futures report that
+  motivated the hotfix remains unclaimed until its sealed input is supplied.
 
 ## 1.5.0 - 2026-08-10
 

README.md

@@ -20,7 +20,7 @@ semantics stop with a clear fail-closed verdict instead of being approximated.
 | Latest public release | [v1.5.0](https://github.com/vntrevx/NFI_BackTestEngine/releases/tag/v1.5.0) |
 | Five-year Spot | Certified independently by v1.0.0 |
 | Five-year Futures | Certified independently by v1.1.0 |
-| Current `main` | v1.5.0 Native Stateful Runtime; no new combined Full X7 certification claim |
+| Current `main` | v1.6.0 Full Native Strategy release candidate; no new combined Full X7 certification claim |
 
 The Spot and Futures certificates remain valid for their own sealed strategy,
 configuration, data, wheel, and host. They are not a same-candidate Spot-versus-Futures
@@ -80,6 +80,15 @@ Both certificates still prove exact parity for their sealed workloads. They do n
 form a controlled Spot-versus-Futures performance test, so this project makes no
 cross-mode speed ratio claim.
 
+The v1.6.0 Full Native path completed a latest-X7 Spot development
+qualification over 80 pairs and 2021-01-01 through 2026-01-01. Three fresh
+processes finished in 63:17, 62:51, and 62:44 with byte-identical 1,162-trade
+results (0.88% wall spread). Median peak RSS was 38.9 GiB. The 38.47 GB temporary
+row spool remained below its pre-admitted bound and was reclaimed after every
+run. This is a single-host performance/storage certificate, not an official
+Freqtrade five-year parity or cross-platform performance claim. See the
+[M22 performance evidence](benchmarks/evidence/m22/full-native-performance-storage.json).
+
 For a fresh-run expectation, compare Spot's full native median with Futures' cold seed.
 Use the Futures reuse number only after its content-addressed vectors already exist.
 Actual runtime still depends on strategy behavior, data, hardware, and memory limits.
@@ -141,8 +150,8 @@ nfi-bte --version
 nfi-bte doctor
 ```
 
-The latest public installer and a source checkout of `main` both return
-`nfi-bte 1.5.0`.
+The latest public installer returns `nfi-bte 1.5.0`. A source checkout of `main`
+returns the v1.6.0 Full Native Strategy release candidate.
 
 ## Quick start
 

benchmarks/evidence/m22/full-native-performance-storage.json

@@ -0,0 +1,162 @@
+{
+  "schema_version": "full-native-performance-storage-v1",
+  "status": "certified",
+  "recorded_at": "2026-08-12",
+  "implementation": {
+    "commit": "eba09d977e3eddb45f7a7982ebf026b0e5731c45",
+    "measurement_binary_sha256": "caf5599a3a32fe6815fa4fb96a3ca9f8dfeb99536715ed5906cd6a1a06580d01",
+    "post_measurement_change": "Tag/Signal structural preflight liveness only; the measured execution hot path is unchanged",
+    "current_exact_fixture_source_fingerprint": "f89ee9bc2de011e278948d962fa831e8087675192ccbb4427d48ebb8ee8f8417",
+    "current_exact_fixture_binary_sha256": "642d67a08e5405b7ea5a8d7864eade0ce1655d337e2bb6b1552ffa4af9769f76"
+  },
+  "workload": {
+    "strategy": "NostalgiaForInfinityX7",
+    "strategy_version": "v17.4.528",
+    "upstream_commit": "1df961c07e5ce6b1a8cb459a2a46958aed258323",
+    "strategy_sha256": "45a2bf611d6fc5e60c7e1f4c672ce7932f6573872c2a959f6338d079dac5e382",
+    "manifest_sha256": "3b1b18bdaaacca43ff538e1397547df020ace3e80913371aa137607dc2185e90",
+    "config_sha256": "402d90b02890192a54cb6e7e9ba6fdc11b69b89bd8627fd9a268f70f4e3110db",
+    "trading_mode": "spot",
+    "timerange": "20210101-20260101",
+    "pair_count": 80,
+    "raw_frame_count": 400,
+    "timeframes": [
+      "5m",
+      "15m",
+      "1h",
+      "4h",
+      "1d"
+    ],
+    "startup_candles": 800,
+    "source_row_shift": 1,
+    "retained_feature_count": 104,
+    "retained_feature_fingerprint": "ad099fe5ef897191a4d34597e82e0e3c850d960e24fd9611713fdd714ee17d9b",
+    "manifest_declared_raw_rows": 72488162,
+    "execution_row_count": 42134157,
+    "history_coverage_policy": "available local sealed history"
+  },
+  "environment": {
+    "os": "Linux x86_64",
+    "kernel": "7.0.0-28-generic",
+    "cpu": "12th Gen Intel(R) Core(TM) i7-1260P",
+    "logical_cpu_count": 16,
+    "memory_bytes": 50195083264,
+    "hardware_fingerprint": "5c71dfa54dd8a8d5e87088d2c78522f6e85d009434b4779d45bc378b82ffa30d",
+    "pair_worker_limit": 8
+  },
+  "calibration": {
+    "key": "3610776e2f8680861b6b2c7a515b47245cb0ff2cc0e85f205d9fa881c8f44281",
+    "record_sha256": "19d68b154601badbebe5f35d0918c06e31d112e83159f3f2ec91fc7af3f3377a",
+    "probe_pair": "XRP/USDT",
+    "probe_peak_rss_bytes": 4605874176,
+    "probe_wall_time_seconds": 112.182186987,
+    "admitted_workers": 8
+  },
+  "result": {
+    "sha256": "5adac8e620877b30d7e52988e377d068799be3a4045a8d45221e29620aa08266",
+    "byte_identical_across_repetitions": true,
+    "trade_count": 1162,
+    "final_balance": 27064.22769050002,
+    "profit_total_abs": 26064.227690500004,
+    "total_volume": 3523156.3395277644,
+    "rejected_signals": 4476,
+    "maximum_concurrent_trades": 6
+  },
+  "repetitions": [
+    {
+      "name": "cold-01",
+      "wall_seconds": 3797,
+      "vector_execute_seconds": 3115.615091735,
+      "event_loop_seconds": 658.949939495,
+      "validation_seconds": 19.61198466,
+      "peak_rss_bytes": 41832026112,
+      "profile_sha256": "c6889a5f0636980d268217f6221627fbb732eb78be1ddf7ad8fd39280cd0e2d1",
+      "time_log_sha256": "58dff50b2e9aaebb0da2d845f769b3c1c8b9633d8a3f4c05a0a712dbba7f0131"
+    },
+    {
+      "name": "warm-02",
+      "wall_seconds": 3771,
+      "vector_execute_seconds": 3103.454727467,
+      "event_loop_seconds": 650.534573412,
+      "validation_seconds": 13.957065728,
+      "peak_rss_bytes": 41783009280,
+      "profile_sha256": "7c3e74732834d3c9b0a22fadbbba65011241260298ca570485afbb522ed2a820",
+      "time_log_sha256": "6b74da336a8fca324f23499f382f3c33a9ede47476b330bd3d1ad690d57e72b9"
+    },
+    {
+      "name": "warm-03",
+      "wall_seconds": 3764,
+      "vector_execute_seconds": 3096.122603618,
+      "event_loop_seconds": 650.939236179,
+      "validation_seconds": 13.801878597,
+      "peak_rss_bytes": 41793679360,
+      "profile_sha256": "dd40bc5287a567aabdfea30352f0ce65d115c15ccf778d0b8cebc22dc009c1e3",
+      "time_log_sha256": "e3b901846e473dbf3958e7174c49dafb589fcc6e600b46cfd558c8c76de2c915"
+    }
+  ],
+  "aggregate": {
+    "wall_seconds_min": 3764,
+    "wall_seconds_median": 3771,
+    "wall_seconds_max": 3797,
+    "wall_spread_ratio": 0.008767268862911796,
+    "five_repetitions_required": false,
+    "vector_execute_seconds_median": 3103.454727467,
+    "event_loop_seconds_median": 650.939236179,
+    "peak_rss_bytes_median": 41793679360,
+    "peak_rss_spread_ratio": 0.0011731283324167502
+  },
+  "storage": {
+    "target_source": "os-temp",
+    "cleanup_mode": "unlink-on-open",
+    "required_upper_bound_bytes": 38469364560,
+    "actual_file_backed_bytes": 38468485341,
+    "bound_margin_bytes": 879219,
+    "actual_within_bound": true,
+    "available_bytes_at_first_admission": 93288243200,
+    "available_bytes_after_final_run": 93272535040,
+    "named_orphan_file_count": 0,
+    "delete_pending_handle_count_after_exit": 0,
+    "partial_result_or_profile_count_after_failed_run": 0,
+    "unbounded_local_accumulation_observed": false
+  },
+  "exact_regression": {
+    "spot": {
+      "run_sha256": "c8b689934d386b9b355c6b54acf548c71851ac79a7ea447c559a551c6cd0f866",
+      "input_sha256": "b76ddcae92972692ff1fb011ef540dc81ba389bc93019174ff90a36be1539bcc",
+      "output_sha256": "3624f7b2de5368e126bdc0582f86a6e7c2adfaf78e02497c21ea4a207c632f98",
+      "trade_surface_exact": true,
+      "full_state_exact": true,
+      "state_event_count": 288,
+      "state_stream_hash": "6a59c86a808e0e5f8fc016c1467fa173502ea37b0eb870f84e7f51cfa1818f8b"
+    },
+    "futures": {
+      "run_sha256": "002579af277077e15a99aa02a8b9b1cf910385857a7ce7f07898051191804df0",
+      "input_sha256": "d6236067eb775fb59842853c9d15cc0ca9c2b7914b60a636d59837c00a610f14",
+      "output_sha256": "a36ebf30a353e185953da02b722c0268175a02b1d850555057efe77492d93af6",
+      "trade_surface_exact": true,
+      "full_state_exact": true,
+      "state_event_count": 5472,
+      "state_stream_hash": "029a12115d0e9095d4e1cc19e25694a28bee4c625b6cd59dc9226ab1ceaeff85"
+    }
+  },
+  "excluded_runs": [
+    {
+      "reason": "pre-fix binary rejected a reached cross-side short_normal helper route",
+      "included_in_performance_statistics": false
+    },
+    {
+      "reason": "concurrent diagnostic process contaminated host resources and the run was terminated",
+      "included_in_performance_statistics": false
+    }
+  ],
+  "claim_boundary": {
+    "five_year_full_native_performance_and_storage_certified": true,
+    "latest_x7_source_compiled_without_runtime_python": true,
+    "runtime_strategy_pair_timerange_sha_or_result_hardcoding_added": false,
+    "official_freqtrade_five_year_parity_claimed": false,
+    "cross_platform_performance_claimed": false,
+    "futures_five_year_performance_claimed": false,
+    "v1_6_0_released": false
+  },
+  "fingerprint": "a9ab243261ecbe79c23e1f22f4a3fe8cefa794be1bb494cf922442efbd8699ad"
+}

benchmarks/evidence/m22/latest-x7-full-native-qualification.json

@@ -0,0 +1,91 @@
+{
+  "schema_version": "latest-x7-full-native-qualification-v1",
+  "status": "exact",
+  "source": {
+    "upstream_commit": "1df961c07e5ce6b1a8cb459a2a46958aed258323",
+    "strategy_sha256": "45a2bf611d6fc5e60c7e1f4c672ce7932f6573872c2a959f6338d079dac5e382",
+    "strategy_version": "v17.4.528",
+    "freqtrade_version": "2026.5.1"
+  },
+  "changed_branch": {
+    "kind": "signal-protection",
+    "signal": "47",
+    "evidence_path": "benchmarks/evidence/m22/latest-x7-signal47-boundary.json",
+    "evidence_sha256": "84ee3f451d016a8f67f5b98314970a527cddde97f4476b147a0375c1bc6ce8d1",
+    "evidence_fingerprint": "d4128b380d483a05f7a230bfe78dad14502438d45a8fa0adeb0c094c5d73f7fe",
+    "spot_exact": true,
+    "futures_exact": true,
+    "tag_exact": true,
+    "baseline_reaches_and_current_rejects_boundary": true,
+    "one_term_passes_current": true,
+    "callback_and_stateful_methods_changed": false
+  },
+  "spot": {
+    "pair": "BTC/USDT",
+    "timerange": "20230101-20230102",
+    "transport": "full-native-vector-manifest",
+    "raw_frame_count": 5,
+    "row_count": 1089,
+    "retained_feature_count": 104,
+    "program_fingerprints": {
+      "indicator": "df8339e280aadb53cdca1efc552cfab3351959187b771763999f296aaa8c05a2",
+      "signal": "35d744c99f3702320572783608b5ff28182d75b7a91b1616d7d24088ec37d69b",
+      "tag": "0804bfbbd39340a53da7b7d61cefa1ef472af45d08870e1b4fa575eae9dc22be"
+    },
+    "trade_surface": {
+      "trade_count": 0,
+      "native_sha256": "cfd5868610e8e916a9233bc67f42e6e78ae3f5fff95855c4b4f87d0b1df568f6",
+      "official_sha256": "cfd5868610e8e916a9233bc67f42e6e78ae3f5fff95855c4b4f87d0b1df568f6",
+      "exact": true
+    },
+    "full_state": {
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+      "stream_hash": "e119fc56545e34f2b368c4baa59c0067d64d7d821a018687de8166aa81bb4428",
+      "first_difference": null,
+      "exact": true
+    },
+    "native_vector_seconds": 7.042690725,
+    "blockers": []
+  },
+  "futures": {
+    "pair": "APE/USDT:USDT",
+    "timerange": "20220410-20220420",
+    "transport": "full-native-vector-manifest",
+    "raw_frame_count": 10,
+    "row_count": 3681,
+    "retained_feature_count": 104,
+    "program_fingerprints": {
+      "indicator": "b3b1ab61235141e7da9ba4611a5879676ba007d20a3c34105f01e778ec3996c5",
+      "signal": "0d68c82365732250ca6302056d8c723e7b20565859410bc5b792d6be13cc237b",
+      "tag": "6ae46ee6e2f32290dea1685d9d9173a156ca1d4425afec11148c4de7809bb388"
+    },
+    "trade_surface": {
+      "trade_count": 1,
+      "entry_tag": "142 ",
+      "exit_reason": "exit_long_tc_w_0_8 ( 142 )",
+      "funding_fee": "-2.9366127",
+      "native_sha256": "f472f82eb970142d0d10b1b59171a8b9e80c001b9698f47ff1d53caf1f800eb7",
+      "official_sha256": "f472f82eb970142d0d10b1b59171a8b9e80c001b9698f47ff1d53caf1f800eb7",
+      "exact": true
+    },
+    "full_state": {
+      "event_count": 2880,
+      "stream_hash": "eff3ddae550d7f8877bd04f96457b6ed052b4f9ea0cca968d9a4721141f07bdb",
+      "first_difference": null,
+      "exact": true
+    },
+    "native_vector_seconds": 27.139196679,
+    "blockers": []
+  },
+  "claims": {
+    "latest_upstream_compiles_without_blockers": true,
+    "indicator_signal_tag_and_stateful_runtime_is_native": true,
+    "python_strategy_execution_in_native_runtime": false,
+    "official_fallback_retained": true,
+    "runtime_strategy_pair_timerange_sha_or_result_branches_added": false,
+    "m22_01_latest_dual_mode_qualification_complete": true,
+    "five_year_performance_certified": false,
+    "v1_6_0_released": false
+  },
+  "fingerprint": "2e3bb9fc12597d400043f1e2015687b9bca5da7ed97859f27b8e9842e3c8d087"
+}