Codex
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7ad123c4c1
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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.
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2026-07-14 06:11:37 +02:00 |
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