Commit Graph

3 Commits

Author SHA1 Message Date
Codex
d280407327 PINK Phases 1-4: E-anchored capital, atomic snapshot, sizer feedback, kernel hardening
Phase 1: account.py anchor_to_exchange, capital_source provenance, settle
includes fees in capital delta.
Phase 2: atomic snapshot swap, CH provenance DDL (08_provenance.sql),
naive-UTC timestamps, ch_writer wait_for_async_insert=1 for all tables,
head-of-line stuck-row logging at WARNING per 100 attempts.
Phase 3: sizer feedback uses slot realized_pnl (not capital delta),
FILL_SETTLED repairs slot-level PnL for price-less exit legs.
Phase 4: resolve_slot returns Option<usize>, UNRESOLVED_SLOT diagnostic.
bars_held clamped to max(0, ...) at row-build time.
2026-06-11 21:44:24 +02:00
Codex
e7eaa88ce1 PINK Phase 0 and 1: VST WS confirmed plus AccountSnapshotV2 account core 2026-06-01 20:11:03 +02:00
Codex
3d7b00e28d Snapshot PINK DITAv2 system + Sprint 0 flaw-fix verification
First commit of the previously-untracked PINK-on-DITAv2 migration system
(execution moves to the Rust kernel; policy stays on legacy DITA, so Alpha
Engine algorithmic integrity is preserved). BLUE is untouched.

Sprint 0 (safety snapshot + flaw-fix verification, MARKET single-leg scope):
- Verified Rust FSM fixes (flaws 2,4,10,11,13) by source read of lib.rs.
- Hardened 5 vacuous/guarded assertions in test_flaws.py so each flaw test
  genuinely exercises its fix. Most important: Flaw 5 now asserts capital
  moves by EXACTLY realized PnL (was entering/exiting at the same price).
- Offline suites: 533 passed, 0 failed (35 flaws + 402 kernel/accounting/
  bridge + 96 runtime/persistence/multi-exit/restart/seams).
- GATE PASS: MARKET-path-critical flaws 1,2,5 confirmed fixed + green.
- Added SPRINT0_FLAW_VERIFICATION.md report and _rust_kernel/.gitignore
  (excludes Rust target/ build artifacts).

LIMIT/partial-fill remain explicitly out of scope (MARKET-only bring-up).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-05-30 18:26:43 +02:00