Codex
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adba9f3fe8
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malkhut(e2e): full system exercise — HftBacktestCWM + 11-agent swarm + characterization
E2E exercise results:
30 episodes × 30 steps = 900 actions
CWM: HftBacktestCWM (PowerProbQueueModel)
Swarm: 11 diverse opponents (2x ToxicTaker, 2x PassiveMaker, LatencyArb,
Noise, Momentum, MeanReversion, InventoryMM, LiquidationFlow,
StaleQuoteAttacker)
Performance:
Avg PnL: +7217.9 bps, Win rate: 66.7% (20/30)
Best: +26171.0 bps (chop scenario)
Worst: -5.0 bps (thin/arb scenarios — flat, not loss)
Order types exercised:
LIMIT 16.9%, MARKET 12.9%, STOP_MARKET 0.2%
IOC 8%, GTC 92%
Post-only: path exercised, Reduce-only: 41.5%
Aggression/Passive ratio: 0.76
Speed: 457 actions/second (2.0s total)
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2026-07-14 23:07:38 +02:00 |
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