hjnormey/siloqy
Public Access
1
0
Fork 0
Code Issues 7 Pull Requests 2 Actions Packages Projects Releases Wiki Activity
10 Commits 3 Branches 0 Tags
9168cf075921186da4f2accc997ca254eb50c4df
Commit Graph

3 Commits

Author SHA1 Message Date
Codex
9168cf0759 PINK DITAv2: kernel-level finiteness guard (no more null-string crash on inf/NaN) 
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>
 2026-05-31 09:10:13 +02:00
Codex
55ed6902d8 PINK DITAv2 L0-L2: two-phase persistence + async-fill pump + LIMIT wiring 
Execution-infra only (policy stays MARKET; algorithmic integrity untouched).

L0 — two-phase (request->result) persistence (pink_clickhouse.py):
- Split persist_step into persist_request (policy_events + trade_reconstruction
  ORDER_REQUESTED) and persist_result (state snapshot + per-fill lifecycle rows).
- Lifecycle rows (ENTRY_FILLED/EXIT/trade_events/trade_exit_legs) gated on
  evidence of an actual fill (FULL/PARTIAL_FILL event, closed slot, or size drop
  vs _leg_state) -> a resting LIMIT (ACK only) emits no terminal rows.
- Add persist_fill_events: synthesizes a minimal decision/intent from slot+event
  for async fills and routes through persist_result.

L1 — async-fill pump (pink_direct.py):
- PinkDirectRuntime.pump_venue_events(): venue.reconcile() -> kernel.on_venue_event
  (capital settles, FSM advances), persists applied fills; kernel dedups
  duplicates (no double-settle). Called at the start of step().

L2 — LIMIT placement (bingx_direct.py):
- submit_intent now honors _order_type/_limit_price from intent metadata
  (was hardcoded MARKET): LIMIT -> type=LIMIT + price + GTC; MARKET default;
  invalid limit price falls back to MARKET.

Offline: 63 passed (persistence/groundwork/pump/limit-payload/runtime/accounting/
flaws/kernel). MARKET path unchanged; resting LIMIT now correct end-to-end offline.
Live VST validation (L3) pending. BLUE untouched.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-05-31 03:23:44 +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