Engine Sanity Checks (Stage S0)

MANDATORY; blocks everything. Four contract checks that prove the certification engine is trustworthy before any design work. Each has a STOP-and-report failure mode — a failure here means the engine itself is broken (bug-protocol), and no downstream number can be trusted. These S0 runs (and S1 baseline scoring) explicitly DO NOT COUNT toward the certification-body minimum — they are contract checks and benchmarks, not candidate certifications.

The four checks

1. Walk-forward sweep smoke. create_portfolio a trivial book (e.g. SPY > SMA50). Run run_walk_forward_study with mode:"validation", fold_count:2, engine_kind:"sweep", one gene_intent × 3 values, certification:false. It must start and complete with per-fold OOS + aggregate. Proves: the certification engine actually runs end-to-end.
2. Window fidelity (one fold). Backtest the materialized fold winner on its validation and OOS windows; the fold's validationStatistics / oosStatistics must match standalone backtests within rounding. Confirm disjointness: train∩validation, train∩OOS, validation∩OOS all empty, and OOS starts after validation ends. Proves: the walk-forward windowing isn't leaking.
3. Persistence. get_walk_forward_study_results returns a real selectedChatPortfolioId for every completed fold. Proves: fold winners materialize as real objects you can inspect/deploy.
4. Dead-name handling. Tiny 2022-window backtest on the full universe including a name not yet listed then (e.g. SNDK). Pass: the name is absent, or appears in a not-yet-listed reject list with no fabricated price/indicator values. Fail: the engine errors, or returns any non-null reading for a name that didn't trade. Proves: the engine doesn't fabricate data on not-yet-listed names.

On failure

Any failed S0 check → STOP, file the bug-protocol hand-off doc, and do not proceed to design work. A broken engine invalidates everything downstream; there is no point certifying strategies on it.