Codex 70f33f6911 malkhut: friction settings configurable per scenario ...

Scenario gains 3 new fields:
  maker_fee_bps: Optional[float] = None (override per-scenario)
  taker_fee_bps: Optional[float] = None (override per-scenario)
  adverse_cost_bps: Optional[float] = None (per-fill adverse selection)

ScenarioFactory gains friction constructor params:
  ScenarioFactory(exchange_id='bingx', maker_fee_bps=2.0, taker_fee_bps=5.0)

_make_state() accepts friction overrides → applies to VenueRules
_behavior_state() passes friction overrides through
All 34 scenario builder calls updated with friction overrides.

System can now learn in ALL conditions:
  Scenario A: maker=0, taker=5 (free maker fills)
  Scenario B: maker=2, taker=5 (BingX real)
  Scenario C: maker=1, taker=3 (Binance-like)
  CMA-ES optimizes strategy for EACH friction profile independently.

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

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: Flight9 learnings — markout=quality, queue×flow, depth-for-size

2026-07-17 16:18:43 +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