G21/E23/A13 — exit_price used entry_price (every trade had exit_price==entry_price):
_write_trade_event: exit_price = fill_price_hint > intent.reference_price > decision.reference_price
_write_trade_exit_leg: same priority chain via fill_price_hint parameter
persist_result: extracts fill_price_hint from FULL_FILL/PARTIAL_FILL events in outcome
persist_fill_events: intent.reference_price = actual fill price → propagates correctly
A14 — entry_bar was active_leg_index (exit leg counter, not bar count):
_write_position_state: entry_bar = intent.bars_held (0 when intent is None)
A15 — persist_recovery_state used acc_dict as slot_dict (trade_id always ""):
Now reads kernel.slot(0).to_dict() when kernel is wired; trade_id from real slot
External-position exit_qty=0 fix:
_write_trade_exit_leg: when prev_size<=0 (no prior ENTER tracked), falls back to
initial_size or intent.target_size so exit legs for reconcile-detected positions are meaningful
exit_qty field added to trade_exit_legs rows (was computed but not emitted)
NaN tracing (_checked_float):
Introduces _checked_float() wrapper that logs WARNING + writes anomaly_events spool
row on NaN/inf in financial fields; applied to realized_pnl in exit paths
29 new persistence unit tests (mocked) + chaos/fuzz suite:
exit_price correctness, capital ordering, pnl_leg incremental, entry_bar,
recovery trade_id, external position exits, multi-leg, restart-mid-trade, NaN/None fields
164/164 total (97 flaws + 25 kernel reliability + 29 persistence + 13 phase4) green
FLAWS doc: pass 6 — G21/E23/A13/A14/A15 closed; 26 total fixed
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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>
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>
