okx-codex-trader/reports/eth-exploration/eth-nextgen-micro-signal-stream.md

ETH nextgen micro signal stream

Target: switch-l30-r96_q0.15_mf0.25_us / maker_taker

This is a read-only signal stream for cross-checking strategy timing. It does not call OKX private APIs and does not place orders.

Outputs

• reports/eth-exploration/eth-nextgen-micro-signal-stream.csv
• reports/eth-exploration/eth-nextgen-micro-selected-trades.csv
• reports/eth-exploration/eth-nextgen-micro-signal-stream-summary.json

Summary

• 15m rows: 222021
• Selected trades: 474
• Active micro days: 333
• Active nextgen days: 1980
• Selected source counts: {"micro": 44, "nextgen": 430}
• Selected side counts: {"long": 462, "short": 12}
• Entry candles with selected trades: 277
• Exit candles with selected trades: 276

Interpretation

The stream records which engine the switch rule selects on each 15m candle's UTC date. A trade is selected by the engine active on its exit date, matching the validated portfolio accounting path.