diff --git a/MALKHUT/malkhut/training/cma_trainer.py b/MALKHUT/malkhut/training/cma_trainer.py index 671dcd2..205e829 100644 --- a/MALKHUT/malkhut/training/cma_trainer.py +++ b/MALKHUT/malkhut/training/cma_trainer.py @@ -1046,6 +1046,7 @@ class PolicyEvaluator: # TIE-IN: Record strategy × regime performance if record_to_matrix and matrix is not None: tags = scenario.tags + venue_tag = scenario.venue for tag in tags: matrix.record( strategy_id=params.version, @@ -1054,6 +1055,7 @@ class PolicyEvaluator: pnl_bps=result.pnl_bps, drawdown_bps=result.max_drawdown_bps, adverse_fill_ratio=result.adverse_fill_count / max(result.order_count, 1), + venue=venue_tag, ) score = self._robust_score(results, params) return score, results diff --git a/MALKHUT/malkhut/training/selector.py b/MALKHUT/malkhut/training/selector.py index e386e0d..4c4024f 100644 --- a/MALKHUT/malkhut/training/selector.py +++ b/MALKHUT/malkhut/training/selector.py @@ -188,8 +188,9 @@ class PerformanceMatrix: pnl_bps: float = 0.0, drawdown_bps: float = 0.0, adverse_fill_ratio: float = 0.0, + venue: str = "bingx", ) -> None: - """Record a strategy's performance in a regime.""" + """Record a strategy's performance in a regime (optionally venue-tagged).""" key = (regime, strategy_id) existing = self._scores.get(key)