Add score and event_type to trade blotter output

FilledTrade now carries event_type and score from the Candidate.
These fields are written to trade_blotter.parquet and displayed in
paper backtest trade logs.

Previously score showed as 0.00 for all trades because the field
wasn't propagated from Candidate → FilledTrade → Parquet.

Score=0.00 is valid for trades from engines with score_threshold_override=0.0
(e.g. guidance_unknown_orderly) where engine gates, not score, determine entry.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

libs/backtest/artifacts.py

@@ -84,10 +84,14 @@ def write_trade_blotter(
             "event_id": t.event_id,
             "symbol": t.symbol,
             "event_date": t.event_date.isoformat() if t.event_date else None,
+            "event_type": t.event_type,
+            "score": t.score,
             "timing_class": t.timing_class,
             "engine_id": t.engine_id,
             "entry_timing_policy": t.entry_timing_policy,
             "shadow_only": t.shadow_only,
+            "parent_position_id": t.parent_position_id,
+            "is_add_on": t.is_add_on,
             "entry_date": t.entry_date.isoformat(),
             "exit_date": t.exit_date.isoformat(),
             "entry_price": t.entry_price,
@@ -155,6 +159,8 @@ def write_position_timeline(
                     "engine_id": t.engine_id,
                     "entry_timing_policy": t.entry_timing_policy,
                     "shadow_only": t.shadow_only,
+                    "parent_position_id": t.parent_position_id,
+                    "is_add_on": t.is_add_on,
                     "entry_date": t.entry_date.isoformat(),
                     "exit_date": t.exit_date.isoformat(),
                     "entry_price": t.entry_price,
@@ -179,6 +185,8 @@ def write_position_timeline(
                     "engine_id": p.plan.engine_id,
                     "entry_timing_policy": p.plan.entry_timing_policy,
                     "shadow_only": p.plan.shadow_only,
+                    "parent_position_id": p.parent_position_id,
+                    "is_add_on": p.is_add_on,
                     "entry_date": p.entry_date.isoformat(),
                     "exit_date": None,
                     "entry_price": p.entry_price,

libs/backtest/domain.py

@@ -121,6 +121,8 @@ class FilledTrade(BaseModel):
     event_id: str
     symbol: str
     event_date: dt.date | None = None
+    event_type: str = ""
+    score: float = 0.0
     timing_class: str = "unknown"
     engine_id: str = "default"
     entry_timing_policy: str = "next_open"
@@ -337,6 +339,7 @@ class StrategyEngineConfig(BaseModel):
     engine_id: str
     event_types: list[str] = Field(default_factory=list)
     entry_conventions: list[str] | None = None
+    allowed_macro_regimes: list[str] | None = None
     event_directions: list[str] | None = None
     guidance_statuses: list[str] | None = None
     filing_time_buckets: list[str] | None = None

libs/backtest/execution.py

@@ -450,6 +450,8 @@ def _build_filled_trade_partial(
         event_id=position.plan.candidate.event_id,
         symbol=position.plan.candidate.symbol,
         event_date=position.plan.event_date or position.plan.candidate.event_date,
+        event_type=position.plan.candidate.event_type or "",
+        score=position.plan.candidate.score or 0.0,
         timing_class=position.plan.timing_class,
         engine_id=position.plan.engine_id,
         entry_timing_policy=position.plan.entry_timing_policy,
@@ -511,6 +513,8 @@ def _build_filled_trade(
         event_id=position.plan.candidate.event_id,
         symbol=position.plan.candidate.symbol,
         event_date=position.plan.event_date or position.plan.candidate.event_date,
+        event_type=position.plan.candidate.event_type or "",
+        score=position.plan.candidate.score or 0.0,
         timing_class=position.plan.timing_class,
         engine_id=position.plan.engine_id,
         entry_timing_policy=position.plan.entry_timing_policy,