6990ff3beec773b326ce53c6abb4878c058b5e16
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).
Description
Sentiment analysis engine with ONNX FinBERT + LoRA adapters
Languages
Python
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Dockerfile
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