Commit Graph

107 Commits

Author SHA1 Message Date
Codex
4651cc71d6 PINK runtime live integration test — Sprint 1/2 closer (GREEN on VST)
Drives the FULL PINK stack against BingX VST (not kernel-direct):
DecisionEngine -> IntentEngine -> PinkDirectRuntime -> kernel -> BingX venue
-> AccountProjection -> PinkClickHousePersistence (captured).

Forces a real SHORT enter (STRUCTURAL_DISLOCATION) + fixed-TP exit and asserts:
the policy layer ran, all dolphin_pink row families were written (incl. terminal
trade_events + trade_exit_legs), exact capital reconciliation, exchange flat.

Verified live: 1 passed, terminal rows captured (on_venue_event settles inline
within process_intent for MARKET orders). Gated by +PINK_RUNTHROUGH.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-05-30 23:37:03 +02:00
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
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
Codex
34d01fe6a4 Add BingX sandbox status sidecar 2026-05-13 19:56:58 +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
351ce2044d chore: safety snapshot 2026-03-05 — HCM infrastructure before 2y klines experiment
Captures critical infrastructure surrounding the nautilus_dolphin core package:
- dolphin_vbt_real.py: VBT vectorized backtest engine (6008 lines)
- dolphin_paper_trade_adaptive_cb_v2.py: champion runner (champion_5x_f20)
- _update_vbt_cache.py / update_VBT_parquet_cache.bat: cache builder
- external_factors/: ExF system (all 85 indicator fetchers + NPZ cache)
- mc_forewarning_qlabs_fork/: QLabs-enhanced MC-Forewarner research fork
- DATA_LOCATIONS.md: source-of-truth path registry
- .gitignore: excludes vbt_cache*, backfilled_data, .venv, models, etc.

Note: nautilus_dolphin/ has own git repo (inner) — safety snapshot committed there separately.
Champion state: WR=49.3%, ROI=+44.89%, PF=1.123, DD=14.95%, Sharpe=2.50 (55d, full-stack, abs_max_lev=6.0).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-05 23:51:30 +01:00