malkhut(docs): fee correction + Fable spec status + 5000-eval results
README updated with:
- Fee correction table (10x bug fixed, source of truth documented)
- All prior policies flagged as suspect at correct fees
- 5000-eval partial results: best=15,080 at gen 105, still climbing
- Fable's spec (SPEC_MALKHUT_ACTUALS_INTAKE.md) acknowledged:
- Fee bug fixed (commit 5523be1d)
- Two-mode architecture (EXPLORE + RECOMMEND) understood
- ANNEX A and DAAT understood
- Ecology stays (actuals calibrate, ecology plays)
- Outstanding items logged for future sessions
Total: 20 commits, 1186 tests, all green.
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@@ -405,6 +405,19 @@ simple doctrinal tick-exits (C11) ship first via T19 step 3; MALKHUT supersedes
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**1186 test functions. 50 test files. All green. 0 failures. 0 regressions.**
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### Fee Correction (CRITICAL — all prior training was at 10x too-cheap fees)
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Source of truth: `dolphin.trade_execution_quality` (8006 rows, avg taker=5.016 bps).
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| Venue | Old taker (WRONG) | Correct taker | Old maker (WRONG) | Correct maker |
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|-------|-------------------|---------------|-------------------|---------------|
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| BingX | 0.5 bps | **5.0 bps** | -0.2 (rebate) | **+2.0 (POSITIVE)** |
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| Binance | 0.4 bps | **4.5 bps** | -0.2 | -0.2 (UNVERIFIED) |
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| Bybit | 0.06 bps | **5.5 bps** | -0.01 | -0.1 (UNVERIFIED) |
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**Every policy trained before this fix is suspect** — cheap fees reward overtrading.
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Re-measurement at correct fees is required for production deployment.
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### Completed subsystems
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| Subsystem | Module | Tests | Status |
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