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feat(esof): rename NEUTRAL→UNKNOWN + backward-compat alias

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The mid-band advisory label (constituent signals in conflict) was called
NEUTRAL, implying "benign middle" — but retrospective data (637 trades)
shows it is empirically the worst-ROI regime. Renaming to UNKNOWN makes
the semantics explicit for regime-gate consumers.

- esof_advisor.py: emits UNKNOWN; LABEL_COLOR keeps NEUTRAL alias for
  historical CH rows / stale HZ snapshots
- esof_gate.py: S6_MULT, IRP_PARAMS, Strategy A mult_map all keyed on
  UNKNOWN with NEUTRAL alias (values identical → replays unaffected)
- prod/docs/ESOF_LABEL_MIGRATION.md: migration note, CH/HZ impact,
  rollback procedure

Plan ref: Task 4 — NEUTRAL→UNKNOWN is load-bearing for the EsoF gate
in the orchestrator (0.25× sizing vs 1.0× under old label semantics).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
hjnormey
2026-04-22 06:07:30 +02:00
parent 0da46d8635
commit af5156f52d
3 changed files with 43 additions and 8 deletions
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8
Observability/esof_advisor.py
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@@ -291,7 +291,10 @@ def compute_esof(now: datetime = None) -> dict:
if advisory_score > 0.25: advisory_label = "FAVORABLE"
elif advisory_score > 0.05: advisory_label = "MILD_POSITIVE"
elif advisory_score > -0.05: advisory_label = "NEUTRAL"
# UNKNOWN (was NEUTRAL): constituent signals in conflict. Empirically the worst
# ROI bucket, not a benign mid-state — naming is load-bearing for consumers
# making "stand aside vs size-down" decisions.
elif advisory_score > -0.05: advisory_label = "UNKNOWN"
elif advisory_score > -0.25: advisory_label = "MILD_NEGATIVE"
else: advisory_label = "UNFAVORABLE"
@@ -394,7 +397,8 @@ CYAN = "\033[36m"; BOLD = "\033[1m"; DIM = "\033[2m"; RST = "\033[0m"
LABEL_COLOR = {
"FAVORABLE": GREEN,
"MILD_POSITIVE":"\033[92m",
"NEUTRAL": YELLOW,
"UNKNOWN": YELLOW, # renamed from NEUTRAL — signals-in-conflict
"NEUTRAL": YELLOW, # backward-compat for historical CH rows / stale HZ snapshots
"MILD_NEGATIVE":"\033[91m",
"UNFAVORABLE": RED,
}

17
Observability/esof_gate.py
View File

@@ -104,13 +104,16 @@ S6_MULT: Dict[str, Dict[int, float]] = {
# B0 B1 B2 B3 B4 B5 B6
"FAVORABLE": {0: 0.65, 1: 0.50, 2: 0.0, 3: 2.0, 4: 0.20, 5: 0.75, 6: 1.5},
"MILD_POSITIVE": {0: 0.50, 1: 0.35, 2: 0.0, 3: 2.0, 4: 0.10, 5: 0.60, 6: 1.5},
# UNKNOWN replaces NEUTRAL (constituent signals in conflict — empirically the
# worst-ROI state). Keep NEUTRAL as alias so historical CH replays still resolve.
"UNKNOWN": {0: 0.40, 1: 0.30, 2: 0.0, 3: 2.0, 4: 0.0, 5: 0.50, 6: 1.5},
"NEUTRAL": {0: 0.40, 1: 0.30, 2: 0.0, 3: 2.0, 4: 0.0, 5: 0.50, 6: 1.5},
"MILD_NEGATIVE": {0: 0.20, 1: 0.20, 2: 0.0, 3: 1.5, 4: 0.0, 5: 0.30, 6: 1.2},
"UNFAVORABLE": {0: 0.0, 1: 0.0, 2: 0.0, 3: 1.5, 4: 0.0, 5: 0.0, 6: 1.2},
}
# Base S6 (NEUTRAL row above) — exposed for quick reference
S6_BASE: Dict[int, float] = S6_MULT["NEUTRAL"]
# Base S6 — UNKNOWN/NEUTRAL rows above are identical (alias)
S6_BASE: Dict[int, float] = S6_MULT["UNKNOWN"]
# ── IRP filter threshold tables keyed by advisory_label (Strategy S6_IRP) ─────
@@ -121,13 +124,14 @@ S6_BASE: Dict[int, float] = S6_MULT["NEUTRAL"]
IRP_PARAMS: Dict[str, Dict[str, float]] = {
"FAVORABLE": {"alignment_min": 0.15, "noise_max": 640.0, "latency_max": 24},
"MILD_POSITIVE": {"alignment_min": 0.17, "noise_max": 560.0, "latency_max": 22},
"NEUTRAL": {"alignment_min": 0.20, "noise_max": 500.0, "latency_max": 20},
"UNKNOWN": {"alignment_min": 0.20, "noise_max": 500.0, "latency_max": 20},
"NEUTRAL": {"alignment_min": 0.20, "noise_max": 500.0, "latency_max": 20}, # alias
"MILD_NEGATIVE": {"alignment_min": 0.22, "noise_max": 440.0, "latency_max": 18},
"UNFAVORABLE": {"alignment_min": 0.25, "noise_max": 380.0, "latency_max": 15},
}
# Gold-spec thresholds (NEUTRAL row)
IRP_GOLD: Dict[str, float] = IRP_PARAMS["NEUTRAL"]
# Gold-spec thresholds (UNKNOWN/NEUTRAL row)
IRP_GOLD: Dict[str, float] = IRP_PARAMS["UNKNOWN"]
# ── GateResult ─────────────────────────────────────────────────────────────────
@@ -157,7 +161,8 @@ def strategy_A_lev_scale(adv: dict) -> GateResult:
mult_map = {
"UNFAVORABLE": 0.50,
"MILD_NEGATIVE": 0.75,
"NEUTRAL": 1.00,
"UNKNOWN": 1.00,
"NEUTRAL": 1.00, # alias — historical CH replays
"MILD_POSITIVE": 1.00,
"FAVORABLE": 1.00,
}