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(T6): training core — CMA-ES trainer, registry, pipeline, selector

2026-07-11 10:33:56 +02:00

_DATA_STORAGE_SCHEMA_FORMATS.md

malkhut: three-layer identifier architecture for cross-system asset identification

2026-07-12 00:40:14 +02:00

actuals_loader.py

malkhut(spec): items 5-10 — manifold, actuals, OOD, query, book fidelity

2026-07-14 06:11:37 +02:00

advantage_scorer.py

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

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

asset_behavior.py

malkhut: asset classification, behavior DSL, auto-compiler, behavior-driven scenarios

2026-07-11 06:37:17 +02:00

asset_book_profile.py

malkhut: asset-faithful book generation with composable toggles

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

asset_bridge.py

malkhut: asset bridge — directory ↔ classification integration

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

asset_classification.py

malkhut: ExchangeProfile gains available_order_types per venue

2026-07-14 12:14:54 +02:00

asset_compiler.py

malkhut: asset classification, behavior DSL, auto-compiler, behavior-driven scenarios

2026-07-11 06:37:17 +02:00

asset_registry.py

malkhut: asset-faithful book generation with composable toggles

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

book_fidelity.py

malkhut(spec): items 5-10 — manifold, actuals, OOD, query, book fidelity

2026-07-14 06:11:37 +02:00

cma_trainer.py

malkhut: friction settings configurable per scenario

2026-07-19 00:25:26 +02:00

cognition.py

malkhut(T8): cognition pipeline + regime expansion + prod tooling

2026-07-11 10:39:03 +02:00

discrepancy.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

dsl.py

malkhut: all exchange order types in DSL + action_menu

2026-07-18 12:25:41 +02:00

execution_quality.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

generator.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

hooks.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

importance.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

manifold_query.py

malkhut(spec): items 5-10 — manifold, actuals, OOD, query, book fidelity

2026-07-14 06:11:37 +02:00

monitor.py

malkhut(T8): cognition pipeline + regime expansion + prod tooling

2026-07-11 10:39:03 +02:00

news_sources.py

malkhut(T8): cognition pipeline + regime expansion + prod tooling

2026-07-11 10:39:03 +02:00

observability.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

order_types.py

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

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

parallel_eval.py

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

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

parallel.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

pipeline.py

malkhut(T6): training core — CMA-ES trainer, registry, pipeline, selector

2026-07-11 10:33:56 +02:00

ray_eval.py

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

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

regime_expansion.py

malkhut(T8): cognition pipeline + regime expansion + prod tooling

2026-07-11 10:39:03 +02:00

registry.py

malkhut(T6): training core — CMA-ES trainer, registry, pipeline, selector

2026-07-11 10:33:56 +02:00

rollback.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

scenario_library.py

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

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

selector.py

malkhut(wire): fill quality as PRIMARY optimization target

2026-07-15 15:22:25 +02:00

slippage_calibration.py

malkhut: online EWMA self-calibrating slippage model

2026-07-20 15:17:16 +02:00

stress.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

structured_obs.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

trajectory.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

vbt_analysis.py

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

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