Codex
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be0e1468da
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malkhut(perf): parallel episode eval — 9x single-eval speedup, zero fidelity loss
- parallel_eval.py: ProcessPoolExecutor-based episode runner. Each worker
gets its own CWM + planner instance. Zero shared state = embarrassingly
parallel. Deterministic: same seed → same result.
- PolicyEvaluator.evaluate_candidate: new workers parameter (0=sequential,
>1=parallel). Backward compatible: default workers=0.
- 16 new tests: determinism, pickling, result validity, cross-validation
between sequential and parallel paths, backward compatibility.
- README: training performance table with speedup measurements.
Speedup results (3 assets × 30 scenarios = 90 scenarios):
Sequential: 3.3s per eval (1.0x)
2 workers: 1.3s per eval (2.6x)
4 workers: 0.6s per eval (5.9x)
8 workers: 0.4s per eval (9.1x)
CMA-ES 48 evals: 125s → 85s (1.5x training speedup)
Note: CWM numba hot path was already wired (_HAS_NUMBA=True, 5.3µs/transition).
Bottleneck is MCTS planner (96% of eval time), not CWM.
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2026-07-11 20:19:32 +02:00 |
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Codex
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981b469d51
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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)
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2026-07-11 06:37:17 +02:00 |
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