Advanced Insight Management

Child Insights

AQE supports child insights directly on the core insight model. A parent insight can attach one or more child insights and preserve that relationship through the runtime and the snapshot data model.

aq-engine/src/core/insight/insight.rs

pub fn add_child_insight(
    &mut self,
    mut child_insight: Insight,
    _ctx: &mut dyn StrategyContext,
) -> &mut Self {
    child_insight.strategy_type =
        StrategyType::Custom(format!("{}-CHILD", self.strategy_type.to_string()));
    child_insight.parent_id = Some(self.insight_id);
    if child_insight.quantity.is_none() {
        child_insight.quantity = self.quantity;
    }

    let child_id = child_insight.insight_id;
    self.children.push(child_insight);

    self.update_state(
        self.state.clone(),
        Some(format!("Added child insight: {:?}", child_id)),
    );
    self
}

That gives you two important capabilities:

• lineage: child insights remain connected to the original parent through parent_id
• deferred submission: AQE can queue child insights and submit them at the right time in the runtime loop

Typical use cases include staged entries, follow-up signals derived from a parent fill, and multi-step trade plans that need a linked inspection trail.

Broker-Managed Legs

The insight stores the configuration you define, but the broker owns the actual execution legs:

• take-profit legs
• stop-loss legs
• trailing-stop legs

For example, a trailing stop is defined on the insight as a float gap, while the broker creates and manages the actual trailing stop leg during execution.

Partial Closes

Insights can record partial close results over time. That matters for:

• scale-out strategies
• multi-target exits
• accurate inspection in AQS and backtest review

If a strategy uses more than one take-profit level, AQE can close part of the quantity while leaving the remaining position open.

Child insights and partial closes solve different problems:

• partial closes keep one insight open while reducing size over time
• child insights create separate linked insights with their own lifecycle