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

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

View File

@@ -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,
}