siloqy/prod/docs/VIOLET_TODO_CRITICAL.md

# VIOLET — CRITICAL TODO / review queue (prominent)

Date: 2026-06-17. Single place for the must-not-forget VIOLET items. Review-later, not now.

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## 🔴 CRITICAL #1 — VIOLET↔BLUE parity is VERY DISAPPOINTING (review + root-cause BEFORE any soak/V4)

Report: `prod/VIOLET_dev/reports/violet_parity_20260616_220412.md` (+ `.json`).
Window 2026-06-14 20:15 → 2026-06-15 21:00. Produced by PASS-2 Task 4 (`parity_report.py`).

**Headline:**
- Pick-match rate: **0.015 (1.5%)** — VIOLET rows 2853, exact pick matches only 43.
- Same-asset rate: **0.136 (13.6%)**; no-pick: **2465 / 2853 (86%)**.
- BLUE rows 25941 (scan_eval 25278 + trade_events 663).

**KEY NUANCE (where the review should START):** on the 43 rows that DID align, **sizing is
near-identical** — leverage abs error mean 0.016 / **median 0.0** / max 0.135. So the V3.4
sizing math (boost/beta/mc_scale/ob/esof/compose) is NOT the problem; the divergence is in
**ASSET SELECTION / TIMING / the comparison's ALIGNMENT method**. Candidate causes to
investigate (do not assume — measure):
1. **Apples-to-oranges population.** BLUE `scan_eval` (25278) is likely per-scan-per-asset
   *evaluations*, while VIOLET rows are *actuated* decisions — the report may be comparing
   different things. Verify the alignment/join semantics in `parity_report.py` first.
2. **Selection divergence.** VIOLET's `VioletAssetSelector` (IRP) vs BLUE's live selection over
   the same scan stream — are they fed the same universe/lookback at the same scan index? The
   sizing-gap samples (TRX/ATOM/LTC/XLM SHORT with large notional_rel_err) suggest VIOLET fires
   on assets BLUE sized very differently or didn't pick.
3. **Cadence/actuation.** VIOLET actuates at Q=scan; if its scan alignment or dedupe differs,
   picks land at different scans → counted as no-pick.
4. **The known structural items** (OB single-shot before V3.4d; mc_scale; live-factor sourcing)
   — re-run parity AFTER V3.4d's persistent-OB launcher + the bit-identity fixes to see if the
   number moves.

**Action:** full review of `parity_report.py` + a root-cause pass; fix the alignment OR the
selection divergence; re-run. This gates a meaningful DARK soak — a 1.5% pick-match makes the
soak uninterpretable. **Owner: Claude (me), later.**

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## 🟡 #2 — Review the OA-delegated PASS work (NOT yet reviewed)

The parallel agent reports these DONE; none reviewed for correctness / BLUE-compliance yet.

**PASS 1** (`VIOLET_PART_SPEC_OA_TODO.md`):
- `53bdd90` sizing parity-pin tests
- `12b768b` venue OB provider seam (`venue_ob_provider.py`)
- `bae9284` base-fraction sizing study (+ archived report)

**PASS 2** (`VIOLET_PART_SPEC_OA_TODO_PASS2.md`):
- `parity_report.py` (Task 4 — the report above) + test
- `tradeability.py` (Task 6) + test
- `test_violet_v3_decision_latency_gate.py` (Task 5) → report `violet_v3_decision_latency_2026...`
- `test_violet_replay_determinism_gate.py` (Task 7) → report `violet_replay_determinism_2026...`

**PASS 3**: `VIOLET_PART_SPEC_OA_TODO_PASS3.md` (issued 2026-06-17) — venue feed / mechanical
exits / SL floor / event-restore / slippage / cadence; review when done.

**PASS 4**: `VIOLET_PART_SPEC_OA_TODO_PASS4.md` (issued 2026-06-17) — vol gate / V7 exit wrapper /
economics ledger / exec-intent / alpha data feed / time exits; review when done.

**PASS 5**: `VIOLET_PART_SPEC_OA_TODO_PASS5.md` (issued 2026-06-17) — MOCK-BINGX execution stack
(exec contracts + QuirkProfile seams / order FSM / mock venue / fill reducer / DARK E2E gate).
NOTE: BingX "quirks" are SEAM-ONLY here (default OFF) — a later quirk-injection pass + a mandatory
real-key boundary smoke are required before V4-live; review when done.

**PASS 6**: `VIOLET_PART_SPEC_OA_TODO_PASS6.md` (issued 2026-06-17) — execution INTERNALS
(fill-pump/ownership filter, reconcile/zero-wb guard, TTL-requote, orphan handling) + the
QUIRK-INJECTION gate that flips PASS-5's QuirkProfile flags ON and proves each handler neutralizes
the quirk. Mirrors PINK's production fixes (pink_direct.py). Real-key smoke still MANDATORY before
V4-live; review when done.

**PASS 7**: `VIOLET_PART_SPEC_OA_TODO_PASS7.md` (issued 2026-06-17) — V5 selection (faithful
ARS/IRP ranking + OB Sub-1), multi-asset slot manager, capital allocation, multi-asset flow, and a
ranking bit-identity gate vs AlphaAssetSelector. NOTE: this layer is the suspected locus of CRITICAL
#1 — PASS 7 PINS the ranking math (narrowing the suspect to timing/join), but the live-aggregate
root-cause stays Claude's job. Review when done.

**PASS 8**: `VIOLET_PART_SPEC_OA_TODO_PASS8.md` (issued 2026-06-17) — V6 bible CONSUMERS: posture
effects engine (5-state entry-gate/flatten/cap), MARAS fingerprint consumer (role TBD from code —
no invented modulation), regime read-model, cadence shadow-actuation telemetry, posture/regime
parity gate. VIOLET CONSUMES posture/MARAS (MHS owns them); ACB/vol/SL-guard already covered
elsewhere. Review when done.

**Action:** review each pass for correctness, BLUE-algo compliance, V-TYPES, no-shared-edits,
real (non-vacuous) tests. **Owner: Claude (me), later.**

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## 🟢 #3 — Integration / "sprint" consolidation (my later work)

Once the passes are reviewed, I will: **(a)** review ALL passes together, **(b)** integrate them
(resolve interfaces, dedupe), **(c)** test them together, **(d)** plug into the operational
system, **(e)** E2E test.

**Nomenclature note (raised by operator):** a "pass" here = a batch of self-contained tasks
delegated to one agent — smaller than an Agile **sprint** (a time-boxed iteration, typ. 1-4
weeks, team-scoped, ending in a shippable increment, with planning/review/retro ceremonies).
In this project's existing usage, **"Sprint N" already maps to a V-stage bundle** (Sprint 1 =
V0+V1, Sprint 2 = V2, Sprint 3 = V3) — i.e. an epic/milestone. So the cleanest mapping:
**V-stage = sprint/epic; "pass" = a sub-sprint work-package / task-bundle within it.** Renaming
passes to "sprints" would over-claim scope; keep "pass"/"work-package", or call each an
"increment". Decide at integration time.

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## Gating rule
The DARK soak (operator-held) and V4 are NOT meaningfully runnable until CRITICAL #1 is
root-caused — a 1.5% pick-match means the shadow is not yet tracking BLUE's decisions.