malkhut(spec): items 5-10 — manifold, actuals, OOD, query, book fidelity

Item 5 — PerformanceMatrix manifold:
  RegimeStrategyScore: added confidence, support_count, distance_to_nearest
  record() populates confidence from episode count (more evidence = more confidence)

Item 6 — ActualsLoader:
  ActualsSnapshot: 12-field frozen dataclass for live market data
  ActualsLoader: reads CH tables (obf_universe, exf_data, maras_fingerprint, etc.)
  Synthetic fallback when CH unavailable

Item 7 — OOD verdict in RiskGate:
  validate() now accepts daat_verdict parameter
  OUT_OF_DISTRIBUTION → veto action, fall back to doctrinal simple policy
  Backward compatible: default daat_verdict='KNOWN'

Item 8 — Manifold query (three-phase recommendation):
  1. DAAT classify live state (KNOWN/MARGINAL/OOD)
  2. If KNOWN: find nearest regime in PerformanceMatrix → best strategy
  3. If OOD: return doctrinal_simple fallback
  ManifoldRecommendation: strategy_id, confidence, regime, verdict, reason

Item 10 — Book fidelity gap:
  BookFidelityConfig: n_levels, aggregation_window, min_depth
  synthesize_book_from_params: power-law D(d)=amplitude*d^(1-alpha) → OrderBookState
  Bridges OBF 15B rows → MALKHUT finite Tuple[PriceLevel]

5 files, 282 insertions.
This commit is contained in:
Codex
2026-07-14 06:11:37 +02:00
parent 1f41be845b
commit 7ad123c4c1
5 changed files with 282 additions and 1 deletions

View File

@@ -24,9 +24,21 @@ class RiskGate:
state: MarketWorldState,
planned: PlannedPolicy,
params: FulfilmentPolicyParams,
daat_verdict: str = "KNOWN",
) -> RiskDecision:
"""Validate a planned action.
Args:
daat_verdict: "KNOWN" | "MARGINAL" | "OUT_OF_DISTRIBUTION"
From DAAT classifier. If OUT_OF_DISTRIBUTION, veto the action
and fall back to doctrinal simple policy.
"""
action = planned.selected_action
# DAAT OOD veto — highest priority
if daat_verdict == "OUT_OF_DISTRIBUTION":
return RiskDecision(True, None, "ood_veto_fall_back_to_doctrinal")
if action.kind == ActionKind.NOOP:
return RiskDecision(True, action, "noop")