Codex db8e6d11f2 malkhut(scoring): fast scalar + advantage mode, reward execution quality ...

Fast scalar mode (default, for CMA loop):
  - Rewards: fill quality (PnL when fills happen), moderate fill rate (5-15% sweet spot)
  - Tolerates: no-fills (valid advisory recommendation)
  - Penalizes: extreme fill rates (<3% lazy, >30% picked off), adverse selection, drawdown
  - Light noop penalty (-0.5) vs old heavy (-50) — no-fills are valid signals

Advantage mode (for offline analysis):
  - advantage = raw_performance - baseline_performance
  - baseline = exponential moving average (decay=0.995)
  - Clipped to [-10, +10]
  - Reduces score variance 5.5x vs raw scoring

Scoring mode selection:
  PolicyEvaluator(scoring_mode='fast') — default for CMA loop
  PolicyEvaluator(scoring_mode='advantage') — for offline analysis

8 new tests for scoring modes. Total: 1186 tests, 50 files, all green.

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

..

__init__.py

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

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test_adversarial.py

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

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test_asex_integration.py

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

2026-07-11 10:46:12 +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: three-layer identifier architecture for cross-system asset identification

2026-07-12 00:40:14 +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(tests): 1140 test functions across 46 test files

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test_clock.py

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

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test_codec.py

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

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test_concurrency.py

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

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test_counterparties.py

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

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test_cwm_core.py

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

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test_cwm_exhaustive.py

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

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test_cwm.py

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

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test_diagnostic.py

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

2026-07-11 10:46:12 +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(tests): 1140 test functions across 46 test files

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test_exchange_mechanics.py

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

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test_extended.py

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

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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

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test_harness.py

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

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test_hypothesis_properties.py

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

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

test_microstructure.py

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

2026-07-11 10:46:12 +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_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

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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(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +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(tests): 1140 test functions across 46 test files

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

test_score_diagnostic.py

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

2026-07-11 10:46:12 +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(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +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

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