Run one hand-written Strategy Spec end to end

[sybapp]

Parent

• PRD: ES TradingView-to-Nautilus strategy evolution system #1

What to build

Define the first minimal Strategy Spec and run it end to end through the Nautilus Evaluator. The slice should compile a hand-written spec into a NautilusTrader strategy, apply intraday flat-by-close behavior, use bar-close signals with next-bar execution, apply fixed costs and slippage, and write a local Run Registry record.

The goal is to prove the complete path from dataset to Strategy Spec to Nautilus Validation to reproducible run artifact.

Acceptance criteria

• A minimal Strategy Spec schema supports entry rules, exits, sizing, risk controls, and tunable parameters needed for one hand-written candidate.
• The evaluator validates the Strategy Spec before running it.
• The Strategy Spec compiles or maps into a NautilusTrader strategy.
• The strategy is RTH intraday and must be flat before session close.
• Signals are evaluated after bar close and orders execute no earlier than the next bar.
• Fixed fees and slippage are applied to the run.
• A local Run Registry record is written with dataset version, Strategy Spec, cost model, evaluator version, and result artifacts.
• Tests or smoke checks verify the full path over fixture data.

Blocked by

• Define and validate the Versioned Dataset Contract #2
• Replay a fixture dataset through Nautilus Evaluator #5