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

..

assets

malkhut(assets): full taxonomy onboarded for all 50 universe symbols (AssetCompiler, 0 failures)

2026-07-11 21:57:04 +02:00

clock

malkhut(T7): UV Clock — event-driven reactor + staleness watchdog

2026-07-11 10:36:30 +02:00

cwm

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

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

execution

malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter

2026-07-11 10:31:31 +02:00

ipc

malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter

2026-07-11 10:31:31 +02:00

planner

malkhut(T3): planner + adversarial counterparties

2026-07-11 10:26:01 +02:00

risk

malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter

2026-07-11 10:31:31 +02:00

storage

malkhut(fix): DuckDB sync FK-safe delete order + full E2E verification

2026-07-12 20:52:56 +02:00

tests

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

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

training

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

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

venue

malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter

2026-07-11 10:31:31 +02:00

__init__.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00

actions.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00

bench_numba.py

malkhut(T2): Code World Model — deterministic exchange simulator

2026-07-11 10:23:44 +02:00

cognition_launcher.py

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

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

continuous_pipeline.py

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

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

counterparties_extended.py

malkhut(T3): planner + adversarial counterparties

2026-07-11 10:26:01 +02:00

counterparties.py

malkhut(T3): planner + adversarial counterparties

2026-07-11 10:26:01 +02:00

engine.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00

features.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00

launch_smoke_test.py

malkhut(T9): smoke test launchers

2026-07-11 10:41:31 +02:00

smoke_test_60min.py

malkhut(T9): smoke test launchers

2026-07-11 10:41:31 +02:00

state.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00