VIOLET V3.4b: launcher shadow live-factor wiring
This commit is contained in:
Codex
79
prod/clean_arch/violet/shadow_live_factors.py
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79
prod/clean_arch/violet/shadow_live_factors.py
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"""VIOLET launcher shadow helpers for live BLUE factor sourcing.
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These helpers stay separate from the launcher module so they can be unit-tested
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without importing the full launcher import chain.
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"""
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from __future__ import annotations
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import logging
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import os
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LOGGER = logging.getLogger(__name__)
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def build_shadow_live_source(
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*,
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client_factory=None,
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selector_factory=None,
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source_factory=None,
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scan_history_factory=None,
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):
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"""Create the read-only BLUE live-factor mirror for the shadow path."""
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if client_factory is None or selector_factory is None or source_factory is None or scan_history_factory is None:
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import hazelcast
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from .alpha_wrappers import VioletAssetSelector
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from .live_blue_source import LiveBlueScanHistory, source_live_blue_sizing_factors
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client_factory = client_factory or (lambda: hazelcast.HazelcastClient(
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cluster_name=os.environ.get("HZ_CLUSTER", "dolphin"),
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cluster_members=[os.environ.get("HZ_HOST", "localhost:5701")],
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))
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selector_factory = selector_factory or VioletAssetSelector
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source_factory = source_factory or source_live_blue_sizing_factors
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scan_history_factory = scan_history_factory or LiveBlueScanHistory
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client = client_factory()
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return {
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"client": client,
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"scan_history": scan_history_factory(),
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"selector": selector_factory(),
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"live_source": source_factory,
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}
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def shadow_decision_step(
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shadow: dict,
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payload: dict,
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*,
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scan_number: int,
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now_ns: int,
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vel_div: float,
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vol_ok: bool,
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) -> bool:
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"""Run one shadow decision against the live BLUE factor plane."""
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shadow["engine"].observe(payload, scan_number)
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live_source = shadow.get("live_source")
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factors = None
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if live_source is not None:
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live_result = live_source(
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shadow["client"],
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scan_history=shadow["scan_history"],
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selector=shadow["selector"],
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)
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shadow["last_live_source"] = live_result
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factors = live_result.factors
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if factors is None:
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return False
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decision = shadow["engine"].decide(
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now_ns=now_ns,
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scan_number=scan_number,
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capital=shadow["capital"],
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vel_div=vel_div,
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vol_ok=vol_ok,
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factors=factors,
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)
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if decision is None:
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return False
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return shadow["journal"].journal(decision, mono_ns=now_ns)
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@@ -0,0 +1,155 @@
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"""V3.4b launcher shadow wiring — live BLUE factor plane is mandatory."""
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from __future__ import annotations
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import sys
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from types import SimpleNamespace
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sys.path.insert(0, "/mnt/dolphinng5_predict")
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from prod.clean_arch.violet.decision_engine import ShadowDecision, SizingFactors
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from prod.clean_arch.violet.shadow_journal import VioletDecisionJournal
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def test_build_shadow_includes_live_factor_source():
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from prod.clean_arch.violet import shadow_live_factors as slf
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class FakeClient:
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pass
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shadow = slf.build_shadow_live_source(
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client_factory=lambda: FakeClient(),
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selector_factory=lambda: object(),
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source_factory=lambda client, scan_history, selector: object(),
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scan_history_factory=lambda: object(),
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)
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assert isinstance(shadow["client"], FakeClient)
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assert shadow["live_source"] is not None
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assert shadow["scan_history"] is not None
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assert shadow["selector"] is not None
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def test_build_shadow_propagates_client_factory_failure():
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from prod.clean_arch.violet import shadow_live_factors as slf
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try:
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slf.build_shadow_live_source(
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client_factory=lambda: (_ for _ in ()).throw(RuntimeError("hz down")),
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selector_factory=lambda: object(),
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source_factory=lambda client, scan_history, selector: object(),
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scan_history_factory=lambda: object(),
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)
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except RuntimeError as exc:
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assert "hz down" in str(exc)
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else:
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raise AssertionError("expected live source failure")
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def test_shadow_decision_step_uses_live_factors_and_journals():
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from prod.clean_arch.violet import shadow_live_factors as slf
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observed = []
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decided = []
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journal_rows = []
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class FakeEngine:
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def observe(self, payload, scan_number):
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observed.append((scan_number, payload["vel_div"]))
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def decide(self, **kwargs):
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decided.append(kwargs)
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factors = kwargs["factors"]
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assert isinstance(factors, SizingFactors)
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assert factors.posture == "APEX"
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return ShadowDecision(
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ts_ns=kwargs["now_ns"],
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scan_number=kwargs["scan_number"],
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asset="BTCUSDT",
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side="SHORT",
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vel_div=kwargs["vel_div"],
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fraction=0.2,
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conviction_leverage=3.0,
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notional_fraction=0.6,
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target_exposure=41400.0,
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ars_score=1.23,
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bucket_idx=1,
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actuated=True,
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base_leverage=1.0,
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dc_lev_mult=1.0,
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regime_size_mult=1.0,
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market_ob_mult=1.0,
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esof_size_mult=1.0,
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)
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shadow = {
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"engine": FakeEngine(),
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"journal": VioletDecisionJournal(
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sink=lambda table, row: journal_rows.append((table, row)),
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session_id="sess",
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),
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"capital": 69_000.0,
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"mono_ns": lambda: 123,
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"client": object(),
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"scan_history": object(),
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"selector": object(),
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"live_source": lambda client, scan_history, selector: SimpleNamespace(
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factors=SizingFactors(
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boost=1.4,
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beta=0.2,
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mc_scale=0.5,
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esof_score=0.42,
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ob_median_imbalance=0.12,
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ob_agreement_pct=0.91,
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dc_status="CONFIRM",
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posture="APEX",
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),
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selected_asset="BTCUSDT",
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),
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"live_decisions": 0,
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"last_live_source": None,
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}
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payload = {"vel_div": -0.031, "vol_ok": True}
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ok = slf.shadow_decision_step(
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shadow,
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payload,
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scan_number=7,
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now_ns=123,
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vel_div=-0.031,
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vol_ok=True,
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)
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assert ok is True
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assert observed == [(7, -0.031)]
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assert decided and decided[0]["factors"].dc_status == "CONFIRM"
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assert shadow["last_live_source"].selected_asset == "BTCUSDT"
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assert journal_rows and journal_rows[0][0] == "violet_decisions"
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def test_shadow_decision_step_skips_without_live_factor_plane():
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from prod.clean_arch.violet import shadow_live_factors as slf
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class FailEngine:
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def observe(self, payload, scan_number):
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pass
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def decide(self, **kwargs):
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raise AssertionError("must not fall back to base-only")
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shadow = {
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"engine": FailEngine(),
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"journal": VioletDecisionJournal(sink=lambda table, row: None, session_id="sess"),
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"capital": 69_000.0,
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"mono_ns": lambda: 123,
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"client": object(),
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"scan_history": object(),
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"selector": object(),
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"live_source": None,
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}
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ok = slf.shadow_decision_step(
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shadow,
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{"vel_div": -0.031, "vol_ok": True},
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scan_number=7,
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now_ns=123,
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vel_div=-0.031,
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vol_ok=True,
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)
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assert ok is False
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102
prod/docs/RECENT_VIOLET_34D_pending.md
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102
prod/docs/RECENT_VIOLET_34D_pending.md
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# RECENT_VIOLET_34D_pending
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## What This Work Was
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This pass continued the VIOLET plan after `V3.4c` by wiring the launcher-side
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shadow path to the live BLUE factor plane.
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The goal stayed read-only. BLUE code, BLUE schemas, and BLUE data structures
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were not modified. The change was entirely on the VIOLET side.
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## Scope
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This pass added a thin shadow-side live-factor attachment and a focused test
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surface:
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- `prod/clean_arch/violet/shadow_live_factors.py`
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- `prod/clean_arch/violet/test_violet_launcher_shadow_live_factors.py`
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- `prod/launch_dolphin_violet.py`
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It reused the existing V3.4c live BLUE source adapter:
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- `prod/clean_arch/violet/live_blue_source.py`
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- `prod/clean_arch/violet/live_factor_source.py`
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- `prod/clean_arch/violet/live_factors.py`
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## Why This Was Needed
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Before this pass, the Violet shadow launcher still had a base-only decision
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path. That meant the `VioletDecisionEngine` could produce a muted decision, but
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it did not yet receive the full live factor plane from BLUE’s published
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surfaces inside the launcher path.
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The missing piece was the launcher-side wiring: source live BLUE factors,
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thread them into `decide(...)`, and keep the journaled breakdown faithful to the
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same factor plane BLUE would have seen at that scan.
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## What Was Added
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### 1. Shadow live-factor helper
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`shadow_live_factors.py` now provides two small helpers:
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- `build_shadow_live_source(...)`
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- `shadow_decision_step(...)`
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`build_shadow_live_source(...)` assembles the read-only BLUE live factor mirror
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for the shadow path. The helper keeps imports lazy so it can be unit-tested
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without dragging in the full launcher import chain.
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`shadow_decision_step(...)` runs one muted shadow decision using the live BLUE
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factor plane, then journals the result when the decision is actuated.
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### 2. Launcher wiring
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`launch_dolphin_violet.py` now:
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- builds the live-factor shadow source when shadow mode is enabled
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- passes the live `SizingFactors` into `VioletDecisionEngine.decide(...)`
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- skips the shadow decision instead of silently falling back to base-only when
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the live factor plane is missing
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- keeps the existing journal path intact
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This preserves the existing muted-shadow architecture while making the shadow
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decision reflect the live BLUE factor plane rather than a reduced fallback.
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### 3. Focused tests
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`test_violet_launcher_shadow_live_factors.py` covers:
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- the live-factor helper contract
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- failure propagation from the client factory
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- the shadow decision step with live factors and journaling
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- the no-live-factor skip path
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Because the mount was slow under `pytest`, I verified the helper path directly
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with a small execution script instead of waiting on long file-system waits.
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## Exactness Rules Followed
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The pass stayed conservative:
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- no BLUE edits
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- no schema edits
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- no live fallback to a fake factor plane
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- no execution path changes outside the muted shadow branch
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- no silent loss of the live factor breakdown
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## Verification
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Direct runtime check:
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- the new helper built successfully with injected factories
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- the shadow decision step accepted the live factor plane
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- the decision was journaled with the expected Violet journal table
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Observed direct result:
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- `ok`
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`pytest` on this mount was slow and repeatedly stalled in netfs waits, so I did
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not treat that as a code failure.
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@@ -50,6 +50,10 @@ from prod.launch_dolphin_pink import ( # noqa: E402
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_resolve_bingx_exchange_leverage_cap,
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_resolve_bingx_recv_window_ms,
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)
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from prod.clean_arch.violet.shadow_live_factors import ( # noqa: E402
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build_shadow_live_source,
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shadow_decision_step,
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)
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logging.basicConfig(
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level=logging.INFO,
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@@ -260,17 +264,18 @@ async def _divergence_driver(divergence, data_feed, poll_s: float, shadow=None)
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if shadow is not None and started:
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try:
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sn = int(payload.get("scan_number") or 0)
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shadow["engine"].observe(payload, sn)
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vd = payload.get("vel_div")
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if vd is not None:
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now_ns = shadow["mono_ns"]()
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d = shadow["engine"].decide(
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now_ns=now_ns, scan_number=sn,
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capital=shadow["capital"], vel_div=float(vd),
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if shadow_decision_step(
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shadow,
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payload,
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scan_number=sn,
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now_ns=now_ns,
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vel_div=float(vd),
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vol_ok=bool(payload.get("vol_ok", True)),
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)
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if d is not None:
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shadow["journal"].journal(d, mono_ns=now_ns)
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):
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shadow["live_decisions"] += 1
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except Exception as exc: # noqa: BLE001 — shadow must never die
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LOGGER.debug("shadow decision failed: %s", exc)
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except Exception as exc: # noqa: BLE001 — sampling must never die
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@@ -333,13 +338,29 @@ def _build_shadow():
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relaxed = abs(thr - (-0.02)) > 1e-9
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engine = VioletDecisionEngine(entry_vel_div_threshold=thr)
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journal = VioletDecisionJournal(sink=ch_put_violet, session_id=sess)
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try:
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live_source = build_shadow_live_source()
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except Exception as exc:
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LOGGER.warning(
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"VIOLET shadow live-factor source unavailable (%s) — shadow DISABLED.",
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exc,
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)
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return None
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LOGGER.warning(
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"VIOLET DECISION SHADOW ON (session=%s ref_capital=%.0f entry_thr=%.4f%s) — "
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"journaling muted decisions to dolphin_violet.violet_decisions; NO orders.",
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sess, capital, thr,
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" RELAXED:not-parity-faithful" if relaxed else "",
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)
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return {"engine": engine, "journal": journal, "capital": capital, "mono_ns": mono_ns}
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return {
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"engine": engine,
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"journal": journal,
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"capital": capital,
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"mono_ns": mono_ns,
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**live_source,
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"live_decisions": 0,
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"last_live_source": None,
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}
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async def run() -> None:
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Reference in New Issue
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