Commit Graph

3 Commits

Author SHA1 Message Date
Codex
d4b73b236a PINK DITAv2 Sprint 2-3: accounting parity + multi-leg groundwork
Sprint 2 (accounting + observability parity, PINK scope):
- Verified pink_clickhouse.py writes the 8 BLUE-legacy row families at
  matching schema and that capital authority in pink_direct.step() is
  solely kernel.account (no balance-poll overwrite in the hot loop).
- Report: prod/clean_arch/dita_v2/SPRINT2_ACCOUNTING_PARITY.md.

Sprint 3 offline groundwork (no exchange contact):
- Add _write_trade_exit_leg to pink_clickhouse.py: one BLUE-schema-faithful
  trade_exit_legs row per exit leg, with isolated (non-cumulative) per-leg
  deltas tracked via _leg_state (reset on ENTER). Closes the docstring gap.
- New offline suite test_pink_multi_exit_groundwork.py (3 passed):
  * Flaw 4 — two-leg exit closes once, realized accrues per leg, closed
    slot rejects further EXIT (no double-close).
  * Overshoot invariant — a final EXIT requesting more than the remaining
    size CLAMPS (size to 0, no oversell), retiring the Sprint 0 cumulative-
    ratio risk empirically.
  * trade_exit_legs delta + full BLUE column-set assertions.
- Persistence regression after edits: 10 passed.

BLUE untouched: no changes to dolphin.* / DOLPHIN_*_BLUE / nautilus_event_trader.py.
Live VST multi-leg run remains deferred pending explicit authorization.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-05-30 19:21:45 +02:00
Codex
0d70c767e4 Wire long-capable prod alpha path 2026-05-08 21:16:53 +02:00
Codex
83f007caa8 Checkpoint BLUE V7 long overlay work 2026-05-08 19:54:13 +02:00