Located the source of the cutover non-finite: target_size = capital × fraction ×
leverage / price. notional (capital×fraction×leverage) is self-limiting (no division,
bounded by capital), so a non-finite size can only come from a corrupt raw input —
non-finite capital, or a price below the industry floor that overflows the division.
Guards in the PINK algo runner (pink_direct), per design review:
- _MIN_SANE_PRICE = 1e-8 industry-smallest-price floor.
- ENTER: _unsafe_entry_reason() rejects the OPEN (logs provenance, no trade) when
capital/leverage/size are non-finite/non-positive or price < floor. A corrupt sizing
input is an untrustworthy signal — don't open (nothing to strand).
- EXIT: _exit_intent_from_slot() sizes the close from the kernel's authoritative
slot.size (cap to remaining; full remaining if policy size malformed) — a bad-math
exit can never strand or overshoot a position. Falls back to policy size only when the
kernel reports no/unknown remaining size.
size semantics confirmed: base-asset QUANTITY; notional = size×price; margin = notional/
leverage ≈ 0.2×capital (already margin-bounded by construction — no extra clamp needed).
Tests: test_pink_sizing_guards.py (4) green; full offline suite 25 green (no regression).
Complements the kernel INVALID_INTENT guard (9168cf0): source refuses to produce bad
sizes; kernel rejects any that slip through.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The aborted hard cutover crash-looped with "Rust kernel returned null string" from
process_intent on the first live trading step. Root cause (reproduced): a non-finite
(inf/NaN) numeric field reaching the kernel — Python json.dumps emits the Infinity/NaN
token, serde_json rejects it at parse, and the FFI returned null. Magnitude is fine;
only finiteness was the problem.
Defense in depth, kernel catches it:
- Rust FFI (lib.rs): dita_kernel_process_intent_json / _on_venue_event_json now return
a clean INVALID_INTENT KernelResult on parse failure (incl. Infinity/NaN tokens) AND
on serialize failure (a non-finite produced internally) — never a null string.
- Python bridge (rust_backend.py): ExecutionKernel.process_intent validates intent
finiteness/bounds (target_size, reference_price, limit_price, leverage, exit_leg_ratios;
size>=0) BEFORE the FFI and rejects INVALID_INTENT, naming the offending field+value.
- contracts.py: add KernelDiagnosticCode.INVALID_INTENT.
- pink_direct.py: on INVALID_INTENT, log full upstream provenance (snapshot.price,
capital, leverage, sizes) so the numerical SOURCE can be located on the next live run.
- on_venue_event bridge tolerates the fallback's null slot (uses the live slot).
Verified: kernel recompiled; offline 65 + 7 new guard tests green (no regression);
direct-FFI inf payload -> INVALID_INTENT (no null crash). NOTE: this turns the cutover
crash into a clean rejection — the upstream source of the non-finite (the live run's
inf) still needs locating, now aided by the provenance log.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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>
