Codex 6990ff3bee malkhut: asset-faithful book generation with composable toggles ...

Three independently toggleable features:
  1. Asset-faithful depth/spread: levels sized by OB study power-law per asset
  2. Intraday volume clock: depth scales by time-of-day (peak/trough)
  3. Realistic spread: per-asset spread from OB study + Flight7

Composable via BookGenerationConfig toggles:
  use_asset_faithful_depth, use_asset_faithful_spread, use_intraday_clock,
  use_weekend_mode, use_stress_mode, use_fragility, worst_case_mode

worst_case_mode overrides everything for max adversarial learning:
  spread * stress_mult, depth * fragility, no intraday/weekend.

DuckDB registry for online updates:
  AssetRegistry: upsert/get/list/delete/query
  RuntimeProfileCache: hot-reload during CWM runs
  upsert_from_csv/export_csv: pipeline support
  upsert_all_from_asset_behaviors(): seed from OB study

Results (8 assets):
  BTC: spread 0.031 bps, depth $350M (normal) / $4.9M (worst)
  DOGE: spread 2.86 bps, depth $2M (normal) / $132K (worst)
  ADA: spread 11.8 bps, depth $10M (normal) / $511K (worst)
  Intraday: BTC peak/trough = 2.8x depth ratio

All 99 tests green (31 new + 68 existing).

2026-07-20 19:06:24 +02:00

..

__init__.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_adversarial.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_asex_integration.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_asset_book_profile.py

malkhut: asset-faithful book generation with composable toggles

2026-07-20 19:06:24 +02:00

test_asset_bridge.py

malkhut: asset bridge — directory ↔ classification integration

2026-07-12 10:45:37 +02:00

test_asset_classification.py

malkhut(fix): CORRECT FEE BUG — taker 0.5→5.0, maker -0.2→+2.0

2026-07-13 20:26:53 +02:00

test_asset_directory.py

malkhut(assets)+uv: system-wide asset directory + UV universe init

2026-07-11 21:48:05 +02:00

test_asset_store.py

malkhut: DuckDB file-backed asset store — schema, sync, queries, persistence

2026-07-12 12:21:48 +02:00

test_bingx_adapter.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_clock.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_codec.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_concurrency.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_counterparties.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_cwm_core.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_cwm_exhaustive.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_cwm.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_daats.py

malkhut(spec): item 9 — DAAT package (Direction-Anchored Ambiguity Triage)

2026-07-14 02:33:31 +02:00

test_diagnostic.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_dsl_expanded.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_dsl_new_features.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_dsl.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_e2e_integration.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_exchange_mechanics.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_extended.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_fuzz.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_generator.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_harness.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_hft_cwm.py

malkhut: fee+slippage execution threshold

2026-07-18 17:44:20 +02:00

test_hypothesis_properties.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_microstructure.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_mutation_litmus.py

malkhut(spec): item 1 mutation-litmus + item 3 maker-fee UNVERIFIED comment

2026-07-13 23:24:05 +02:00

test_new_features_comprehensive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_new_features.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_numba.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_optimizations.py

malkhut(optim): vectorized reward + Ray parallel eval + VBT post-analysis

2026-07-12 23:56:16 +02:00

test_order_type_integration.py

malkhut: P0 guard + P1 BingX protective strings + tests fixed

2026-07-18 15:08:57 +02:00

test_order_types.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_parallel_eval.py

malkhut(perf): parallel episode eval — 9x single-eval speedup, zero fidelity loss

2026-07-11 20:19:32 +02:00

test_path_risk.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_phase0_extensive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_phase0.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_pipeline.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_planner_alternatives_and_hooks.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_planner.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_prod_tooling.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_registry.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_replay_exhaustive.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_replay_verify.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_risk.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_scenario_library.py

malkhut(spec): item 4 — ScenarioLibrary sweep for Mode 1 coverage

2026-07-14 05:34:05 +02:00

test_score_diagnostic.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_scoring_modes.py

malkhut(scoring): fast scalar + advantage mode, reward execution quality

2026-07-13 13:38:32 +02:00

test_selector.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_state_invariants.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

test_storage_ch.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_sync_async_seams.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_training_exhaustive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_training.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_trajectory_comprehensive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_trajectory.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00