Daily paper trading¶

TraderHarness paper sessions reuse the same ToolAgent, phase protocol, conditional orders, and TradingBus.place_order() execution path as backtests. Pre-market research, the two open windows, the two close windows, tool corrections, and Agent memory therefore remain auditable.

Multi-Agent arena¶

A paper session can host one to four Agents. Every Agent has isolated cash, positions, conditional orders, fills, equity, and error state while sharing the same session date, initial capital, market cutoffs, matching rules, and fee model. The arena overlays their equity curves and live ranking; an Agent selector focuses positions, fills, model decisions, and the complete work trace.

Agents execute sequentially within a trading day to preserve deterministic results and avoid races on shared in-memory market frames. Each isolated portfolio still receives only the snapshot visible at the relevant cutoff. This is a fair strategy/Agent comparison, not a concurrent latency benchmark.

Minute market and news broadcast¶

The arena turns attention-set quotes into a compact market pulse with last price, intraday change, and recent minute-volume ratio. Material price or volume moves receive higher visual priority. Its news desk presents point-in-time-safe items that matter to the current work:

• announcements related to positions, watchlists, or active conditional orders;
• high-impact policy flashes from major Chinese financial and government authorities;
• provider-classified high-priority market flashes.

The live flash adapter fetches at most one page per polling interval and inherits the data pipeline's rate gate, backoff, and circuit breaker. Broadcast items are deduplicated for presentation; Agents continue to access the complete point-in-time-safe stores through their normal tools.

Clock modes¶

• Live one-minute is for today or a future exchange session. From market open, TraderHarness polls only the small attention set formed by positions, watchlist entries, and active conditional orders. It pauses during the lunch break. Each Agent window receives only five-minute bars that were complete at that point in time.
• Accelerated acceptance advances the four decision windows immediately. Recent sessions prefer the public one-minute snapshot; when unavailable, the UI explicitly reports a fallback to the local canonical five-minute dataset. This is a development acceptance mode, not a live quote claim.

The default attention set is eight securities at a 60-second interval, or roughly 0.13 requests per second. Even the allowed maximum of 20 securities every 15 seconds is roughly 1.33 requests per second, below the default Eastmoney cooperative budget of 2.5 requests per second. If Eastmoney disconnects, it enters a five-minute cooldown and Sina fetches only the missing symbols under its own two-request-per-second budget; the two sources are not redundantly hammered. Each provider still uses a shared minimum interval, Retry-After, exponential backoff, and 403/429 circuit breaking. TraderHarness does not rotate proxies to bypass an upstream limit.

Use¶

Start the local console and open /paper:

1. select one to four Agents, session date, clock mode, and virtual capital per account;
2. start the daily paper session;
3. compare equity and ranking, then inspect important broadcasts, positions, fills, tool/phase trajectory, and model messages;
4. use Safe stop to cancel cooperatively.

State is stored at ~/.traderharness/paper/<session-id>/state.json; ordered UI events are appended to events.jsonl, while full model requests/responses and tool arguments/results are written to trajectory.jsonl. Both journals can be downloaded from the paper page. A service restart marks an interrupted session as failed instead of pretending that it continued, while preserving the audit journal. Cooperative safe-stop also drops any order tool returned by an in-flight model request after cancellation and closes the session as cancelled.

The audit workbench parses tool arguments and bounded result previews into readable fields. Python submitted through tools such as execute_code is rendered with line numbers, its own scrolling area, and a copy action instead of an escaped JSON string. The Results page reuses the same structured renderer, so backtest and paper-session traces have a consistent reading model.

Quote-integrity rules¶

• Missing one-minute quotes for a held security stop execution; stale prices are never substituted.
• Missing non-held watchlist quotes produce a visible degraded state while verified symbols continue.
• One-minute observations only form completed five-minute decision windows. A-share limits, board lots, T+1, fees, and the single execution path remain in force.
• Broad-market research continues to use local point-in-time-safe daily, announcement, news, fundamental, and valuation data; the system never scans the entire market every minute.