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VIOLET V3d: base-sizer parity harness + gate vs recorded BLUE

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parity_harness.py: median-curve parity of V3a VioletBetSizer vs recorded
dolphin.trade_events (vel_div->leverage), restricted to short-signal domain.
GATE PASSES on prod host: pearson 0.9998, max_abs_err 0.238 (budget 1.0) over
23 bins -> base conviction sizer reproduces BLUE's central tendency. Per-trade
scatter is the deferred SC/ACB/OB/gold modulation layer (separate finding doc).
3 unit + 1 gate green.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Codex
2026-06-13 20:26:08 +02:00
parent 1e331d80bc
commit 1a449074ae
4 changed files with 482 additions and 0 deletions
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172
prod/VIOLET_dev/reports/violet_v3_parity_20260613_181458.json Normal file
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{
"n_samples": 2111,
"n_bins": 23,
"max_abs_err": 0.23778841851851729,
"pearson_r": 0.9998403353285148,
"max_abs_err_budget": 1.0,
"pearson_budget": 0.95,
"bins": [
{
"vd_bin": -0.35,
"n": 8,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.24,
"n": 8,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.23,
"n": 10,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.22,
"n": 9,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.21,
"n": 8,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.19,
"n": 9,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.18,
"n": 8,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.17,
"n": 8,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.16,
"n": 9,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.15,
"n": 16,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.14,
"n": 11,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.13,
"n": 19,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.12,
"n": 28,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.11,
"n": 17,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.1,
"n": 26,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.09,
"n": 34,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.08,
"n": 53,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.07,
"n": 71,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.06,
"n": 114,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.05,
"n": 162,
"recorded_median_leverage": 9.0,
"base_conviction": 9.0,
"abs_err": 0.0
},
{
"vd_bin": -0.04,
"n": 278,
"recorded_median_leverage": 2.7807301000000004,
"base_conviction": 3.0185185185185177,
"abs_err": 0.23778841851851729
},
{
"vd_bin": -0.03,
"n": 519,
"recorded_median_leverage": 0.8341213,
"base_conviction": 0.8148148148148147,
"abs_err": 0.019306485185185296
},
{
"vd_bin": -0.02,
"n": 396,
"recorded_median_leverage": 0.513395575,
"base_conviction": 0.5,
"abs_err": 0.013395574999999993
}
],
"passed": true
}