Commit Graph

57 Commits

Author SHA1 Message Date
Codex
ef2f8e8827 malkhut(T6): training core — CMA-ES trainer, registry, pipeline, selector
CMA-ES trainer (cma_trainer.py): self-play pool, bootstrap CI, ScenarioFactory
with behavior-driven scenarios, auto-compile, label query interfaces.
Policy registry (registry.py): CANDIDATE → ACTIVE lifecycle.
Training pipeline (pipeline.py): bounded continuous learning loop + logger.
Strategy selector (selector.py): regime → strategy mapping, performance matrix.
2026-07-11 10:33:56 +02:00
Codex
6fb55dadcb malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter
Risk gate (risk/gate.py): hard invariants — leverage, self-trade, post-only.
ASEx integration (execution/asex_integration.py): validate-before-mutate,
single-writer, zero-lock state serialization.
IPC (ipc/): Zinc SHM (zinc_plane.py) + control plane (control_plane.py),
UVZINC01 seqlock framing.
ClickHouse storage (storage/ch_store.py): 5 tables, HTTP API.
BingX venue adapter (venue/bingx/adapter.py): wraps DITAv2, order tracking.
2026-07-11 10:31:31 +02:00
Codex
863a4cc8c9 malkhut(T4): Strategy DSL v2 + generator + supporting modules
Strategy DSL v2 (dsl.py): 40+ action primitives, 40+ market sensors,
12 comparison operators, 16 builtins, full parser.
Strategy Generator (generator.py): genetic programming evolution —
crossover, mutation, tournament selection, pool management.
Supporting: discrepancy tracking, execution quality, hooks, feature
importance, observability, parallel eval, auto-rollback, stress testing,
structured observations, trajectory recording.
2026-07-11 10:28:38 +02:00
Codex
4ffc8a601f malkhut(T3): planner + adversarial counterparties
Planner: Decoupled UCB/UCT simultaneous-move MCTS (sm_mcts.py),
compact action space (action_menu.py), planner alternatives (alternatives.py).
Counterparties: 4+ adversarial agent ecology — ToxicTaker, LatencyArb,
MarketMaker, NoiseTrader + extended: LiquidationFlow, WhaleOrder,
MomentumFollower, SpoofDetector, QueueChaser.
2026-07-11 10:26:01 +02:00
Codex
f943191d56 malkhut(T2): Code World Model — deterministic exchange simulator
CWM core (core.py): price-time priority, sequential level consumption,
partial fills, queue position, latency injection, maker/taker fees.
Numba acceleration (numba_core.py): JIT hot loops, 1.8x fill speedup.
Replay verification (replay_verify.py): binary search, trajectory recording.
Supporting: adverse_selection, correlation, latency_model, multi_level,
queue_model, spread_dynamics, volatility, hftbacktest_validator.
2026-07-11 10:23:44 +02:00
Codex
aa22529330 malkhut(T1): scaffold — frozen state model, actions, features, engine
T1 scaffold: 42 frozen dataclasses (state.py), action model + PlannedPolicy +
RiskDecision (actions.py), 17-feature extraction (features.py),
FulfilmentEngine hot-path orchestrator (engine.py).
2026-07-11 10:21:27 +02:00
Codex
981b469d51 malkhut: asset classification, behavior DSL, auto-compiler, behavior-driven scenarios
Cambrian Explosion Phase 0 complete:
- Multi-label invariant asset taxonomy (13 assets, 10 sectors, 6 roles)
- Asset Behavior DSL: 10 orthogonal dimensions per asset, 3 composable
  templates, research-validated from live Binance/BingX API data
- Asset Compiler: auto-fetch from Binance public API, compute profiles,
  rate-limited (1 req/s), cached, 28 known classifications
- ScenarioFactory: all 30 scenario types use behavior-driven prices
  (BTC=$64K, ETH=$1.8K, SOL=$80, DOGE=$0.07) instead of hardcoded
  BTC prices. Auto-compiles unknown assets on demand.
- Label query interfaces: build_suite_for_sector/role/template/vol/labels
- 190 exhaustive tests for asset classification (up from 66)
- 1140 tests all green, CWM throughput 189K calls/s (121% of baseline)
- Comprehensive README: 1043 lines with full documentation

Research sources: Binance live REST API, BingX open API, CoinGlass,
academic literature (Bouchaud, Cont/Stoikov, Cartea/Jaimungal)
2026-07-11 06:37:17 +02:00