Quant Trading for Programmers 37: Generate Daily Run Results

Article 36 shaped the daily run input into DailyRunRequest.

Article 37 continues from there: once the system has a request and an operations checklist, it should return a clear result instead of forcing callers to guess whether execution is possible.

Three Result States

The first version keeps only three states.

State	Meaning
ready	Checks passed and this is not a dry run, so real actions may execute
dry_run_ready	Checks passed, but only rehearsal is allowed
blocked	At least one check failed

This distinction is more useful than a plain true/false. A dry run can keep generating reports and observable output, but it should not be treated as real execution.

Result Object

Article 37 adds app/run_result.py.

@dataclass(frozen=True)
class DailyRunResult:
    trade_date: str
    status: str
    dry_run: bool
    failed_checks: tuple[str, ...]

failed_checks keeps failed check names. Article 39 will use them to generate handling actions.

Build Result From Checklist

The core logic is short.

failed = tuple(item.name for item in checklist.items if not item.passed)
if failed:
    status = "blocked"
elif request.dry_run:
    status = "dry_run_ready"
else:
    status = "ready"

The order must not be reversed. If any check fails, the result must be blocked whether or not this is a dry run. Otherwise rehearsal mode would hide input problems.

Decide Whether Further Processing Is Worthwhile

result_is_actionable() tells whether the result is still worth generating downstream output for.

def result_is_actionable(result: DailyRunResult) -> bool:
    return result.status in {"ready", "dry_run_ready"}

Rehearsal status is also actionable because it can continue through report generation, archiving, notification tests, and other non-trading actions.

Two words need to be kept separate here: actionable and executable. dry_run_ready is actionable because it can still produce reports, verify notifications, and observe the process. It is not executable because it cannot trigger real actions. Only ready has both meanings.

Current Linked Output

Continue using the same command:

uv run python -m scripts.chapter_examples paper-run-plan

In this example, the data-gap check fails, so the run result is blocked:

Notice that dry_run=False does not bypass the checklist. As long as failed_checks is non-empty, the status must be blocked. This prevents “real run mode” from hiding data problems.

Test Result Branches

Run:

uv run pytest tests/test_run_result.py tests/test_ops_checklist.py tests/test_run_request.py

The tests cover:

• when checks pass and dry_run=False, status is ready;
• when checks fail, status is blocked and failed checks are preserved;
• when checks pass but default dry-run is enabled, status is dry_run_ready.

Repository

This article adds:

• app/run_result.py;
• DailyRunResult;
• run-status generation from request and operations checklist;
• preservation of failed check names;
• result_is_actionable();
• linked paper-run-plan example showing how data_gaps puts the result into blocked state;
• explanation of the difference between actionable and executable;
• tests/test_run_result.py, covering ready, blocked, and dry-run-ready.

Repository:

https://github.com/ax2/zi-quant-platform

Code for this chapter:

git clone https://github.com/ax2/zi-quant-platform.git
cd zi-quant-platform
git checkout chapter-37
uv sync --extra dev
uv run pytest tests/test_run_result.py tests/test_ops_checklist.py tests/test_run_request.py

The article 37 commit is a588181, and the tag is chapter-37.

Summary

The run result gives a daily request an explicit state.

Article 37 converts the checklist into ready, dry_run_ready, or blocked. The next article indexes daily report archives so the system can quickly find historical reports from a pile of JSON files.

WeChat

Follow ZiCode on WeChat

If this post was useful, you can follow later updates on WeChat as well.

X / Twitter

Follow @ax2_zicode

Faster technical notes, short thoughts, and new-post alerts are posted on X.

X Open X Profile @ax2_zicode