Commit Graph

22 Commits

Author SHA1 Message Date
Codex
fb344318aa VIOLET V3.4b: launcher shadow live-factor wiring 2026-06-16 15:14:57 +02:00
Codex
16add44326 DOCS: add RECENT VIOLET 34C detail note 2026-06-16 14:36:55 +02:00
Codex
a632c595ba VIOLET V3.4b: validate live-factor field paths + HZ sourcing adapter
#1 (validation) — VIOLET_V34B_LIVE_FACTOR_FIELD_VALIDATION.md documents the
ground truth from BLUE's own code (esf_alpha_orchestrator / adaptive_circuit_breaker
/ nautilus_event_trader): of the 8 sizing inputs, ONLY `posture` is a flat HZ key.
`esof_score` is in HZ but as a payload to parse. The other five — boost, beta,
mc_scale, ob_median_imbalance, ob_agreement_pct, dc_status — are BLUE-organ outputs
(ACB over DOLPHIN_FEATURES.exf_latest, MC flag derivation, OBFeatureEngine, the
per-asset signal generator) and are NOT present as scalars in any HZ map. This
inverts live_factors.py's flat-snapshot premise; its speculative alternate paths
(acb_boost / s_acb_boost / ("acb","boost") / …) match nothing real. The full live
sourcing of the five is a multi-organ sprint (V3.4c), not a HZ scrape.

#2 (sourcing adapter) — live_factor_source.py sources what BLUE actually publishes,
read-only and pure (callers pass already-fetched HZ blobs; no client, no I/O):
  - posture     ← engine_snapshot['posture'] (DOLPHIN_STATE_BLUE), default APEX
  - esof_score  ← DOLPHIN_FEATURES['esof_latest'] via BLUE's OWN parse_esof_payload
                  + esof_score_from_payload (wrap, don't reimplement; staleness gate
                  honored when max_age_s supplied)
  - boost/beta/mc_scale/ob_*/dc_status ← BLUE's neutral sentinels (1.0/0.0/1.0/None/
                  None/"NONE") until V3.4c — explicit, never silently faked.
Flows through the validated extract_live_sizing_factors normalizer. ORGAN_DERIVED_
FACTORS names the six deferred to V3.4c so the journal can mark them NEUTRAL.

9 new tests green (posture default/upper, esof dict+raw-JSON+staleness, neutral
integration, all-neutral-when-empty). violet-only; no shared-file edits; no soak.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-16 13:22:59 +02:00
Codex
2629795a35 VIOLET V3.4b: live-factor normalization helper (OA slice, reviewed)
extract_live_factor_plane / extract_live_sizing_factors: pure boundary
helper normalizing scan payload + HZ snapshot into SizingFactors for the
shadow decide path. Multi-path extraction (flat HZ rows / nested dicts),
HZ-wins precedence, strict coercion. V-TYPES on LiveFactorPlane: only
faithful domains (ob in [-1,1]/[0,1], boost/beta/mc ge=0, finite) — no
arbitrary magnitude caps. No I/O, no launcher coupling.

Reviewed: 5 tests (real == on planes/factors, HZ-precedence, stringified
coercion, negative-poison rejection) — pass. Shared files CLEAN.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-16 11:52:59 +02:00
Codex
0ab2b315c9 VIOLET plan: V3.4 engine integration done; V3.4b launcher wiring next
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 23:37:12 +02:00
Codex
f1ee1368d2 VIOLET: master dev spec & plan + parallel L3 exchange-leverage sub-spec
VIOLET_DEV_SPEC_AND_PLAN.md: authoritative consolidated plan (mission, doctrine,
V0->V6 ladder w/ status, code map, full sizing composition, next steps, vision,
TODOs, operational notes). Supersedes scattered plan files.
VIOLET_SUB_SPEC__L3_EXCHANGE_LEVERAGE.md: self-contained parallel-developable unit
(V3.5) for an independent agent — wrap prod/bingx/leverage.py conviction->exchange
mapping, V-TYPES + bit-identity gate, full file paths/tests/gates/acceptance. Zero
overlap with V3.4 (DecisionEngine<->Sizing integration, lead-owned).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 23:14:51 +02:00
Codex
d3431cd18a VIOLET V3.3: full sizing parity (orchestrator wrap-all) — reviewed + doctrine fixes
Build by dev agent (Crush); reviewed for compliance/flaws/doctrine. VERIFIED:
transcriptions verbatim vs BLUE (_strength_cubic/_update_regime_size_mult/OB/compose),
gates use exact != bit-identity (not approx), reference uses REAL kernels, no
shared-file edits. Bit-identity gate PASSES 0/1e6 mismatches; all 6 gates green;
173 non-gate pass. upstream replay r=0.937.

REVIEW FIXES (doctrinal adherence):
- Removed arbitrary magnitude caps (SizeMult/Boost le=64, Beta/McScale le=4) — a
  'no-hygiene-BLUE-lacks' liberty that could reject a valid extreme BLUE value;
  kept only V-TYPES poison guards (ge=0 + allow_inf_nan=False). 173 pass unchanged.
- Strengthened near-vacuous upstream gate (was r>0) -> r>=0.80 AND median_err<=3.0
  (observed 0.937/1.44). Now passes meaningfully.
- Relocated 3 untracked spike scripts off repo root -> prod/VIOLET_dev/sizing_spike/.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 18:08:18 +02:00
Codex
9ccbeb898a VIOLET build spec: add repo cwd + must-run-on-host constraint
Repo cwd /mnt/dolphinng5_predict (git root), no remote (local-only) -> agent must
run on this host in this dir; needs host-local eigenvalues data, live ClickHouse,
and BLUE runtime for bit-identity. Adds CH creds + python path.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 14:12:05 +02:00
Codex
1e299edb4a VIOLET build spec: full sizing parity (orchestrator wrap-all -> bit-identity)
Self-contained, agent-executable brief: objective, non-negotiable constraints
(wrap-don't-reimplement, zero shared-file edits, DARK, V-TYPES), the exact 5-factor
composition w/ op-order + caps, wrap surfaces (file:line + APIs), the MC->bit-identity
->upstream validation gate, reusable pieces, acceptance criteria, and learned watch-outs.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 13:59:43 +02:00
Codex
c09dd5eb4f VIOLET findings: complete 5-factor sizing composition + vision roadmap (DISTRACK)
§8b: authoritative orchestrator composition (5 multipliers: base x dc_lev_mult x
regime_size_mult[ACB x meta x MC] x market_ob_mult x esof; dynamic cap, STALKER 2.0)
+ operator factor-recall map (DC boost + OB-consensus = the two aside ACBv6).
§8c: vision roadmap — five-lanes=separation-of-concerns reframe, LONG-alpha grail,
FPGA-pure VIBRISS banditry, pure-dataflow-DAG->compile nirvana w/ bit-identity as
bridge, culminating in DISTRACK (memory-constant streaming distributions, sequenced
AFTER live testnet->mainnet).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 13:54:18 +02:00
Codex
f6504ca53b VIOLET V3: consolidated findings doc
Master record of the V3 sprint, BLUE margin/edge study, and all parity findings:
doctrine, what shipped (V3a-V3.2), bet-sizing model, blue_parity drift, margin
study (+$47k clean, capital under-utilized), under-utilization caveat, regime
decomposition, selection parity, stablecoin exclusion, EsoF modulation fold +
28% steepener-tail localization (vbt_real = gold backtest oracle, AlphaBetSizer
= live), soak validation (4878 decisions, 0 leak, schema-perfect), VIOLET-vs-BLUE
comparison (100% asset/timing overlap), open items.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 12:25:00 +02:00
Codex
8c7b9a4706 VIOLET research TODO: why does unguarded IRP pick stablecoins?
Logs the open question (noise/denominator artifact vs real depeg micro-edge
deliberately self-limited) + how to settle it. VIOLET keeps BLUE's exclusion
regardless (follow BLUE).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-14 21:53:17 +02:00
Codex
1a449074ae VIOLET V3d: base-sizer parity harness + gate vs recorded BLUE
parity_harness.py: median-curve parity of V3a VioletBetSizer vs recorded
dolphin.trade_events (vel_div->leverage), restricted to short-signal domain.
GATE PASSES on prod host: pearson 0.9998, max_abs_err 0.238 (budget 1.0) over
23 bins -> base conviction sizer reproduces BLUE's central tendency. Per-trade
scatter is the deferred SC/ACB/OB/gold modulation layer (separate finding doc).
3 unit + 1 gate green.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-13 20:26:08 +02:00
Codex
77e3eddb40 VIOLET V3b: Cadence Control Plane — universal per-action quantization
Spec prod/docs/VIOLET_SPEC__CADENCE_CONTROL_PLANE.md + cadence.py: every
scan-governed action (entry/sizing/each exit reason/each input plane) carries an
INDEPENDENT, runtime-tunable Q knob surfaced in a control plane (HZ-backed,
code defaults as floor). Evaluate-every-tick / actuate-at-Q; SL defaults insta,
TP/entry default scan, OBF ~1s — all loosenable per-action. 9 tests pass.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-13 18:39:12 +02:00
Codex
c3a18f693a docs: VIBRISS spec (+ §10.6 cascade/adaptive-TP paramsets), PINK accounting fix spec, BLUE incident docs
VIBRISS_PARAMETER_GOVERNANCE_SPEC §10.6: ob_cascade.count_threshold
(currently cascade_count>0 = ONE asset widens every TP x1.40),
tp_widen_factor, withdrawal_velocity_threshold as governance candidates;
adaptive/Dynamic-TP threshold marked fit for VIBRISS governance; TP_FLOOR
joint-policy reward requirement.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 15:04:15 +02:00
Codex
6fc9eab927 OPS: supervisord systemd watchdog + controlled-bringup startup script
Adds dolphin-supervisord.service (installed + enabled) and dolphin_startup_check.sh:
- ExecStartPre waits for HZ (CRITICAL/blocks), CH+Prefect (WARN/degraded-ok)
- Logs to /tmp/dolphin_logs/startup.log + run_logs/dolphin_startup_<date>.log
- Writes machine-readable /tmp/dolphin_logs/startup_status.json on every start
- nautilus_trader remains autostart=false — BLUE must be started manually
SYSTEM BIBLE bumped to v7.1; §16.10 updated, §16.14 added.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-08 14:22:22 +02:00
Codex
130c466cc9 SYSTEM BIBLE v7.1: OOM recovery runbook + supervisord safety rules
Add §16.10 corrected daemon start sequence (supervisord NOT auto-started on boot),
§16.12 critical supervisord.conf rules (no /tmp paths, OBF starvation → BLUE freeze,
pre-restart position check), §16.13 OOM recovery runbook with exact commands.

Incident context (2026-06-08):
- Previous agent set nautilus_trader to /tmp/blue_runtime_mirror/ — broken after OOM reboot
- OBF died during BLUE run, degraded gate for 285+ bars, BLUE stuck in RETRACT on LTCUSDT
- Fix: revert supervisord.conf to /mnt canonical paths, restart supervisord

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-08 13:25:50 +02:00
Codex
0eac51d2e9 PINK: docs v7 + reset_and_seed startup fix — 451/451 tests green
- SYSTEM_BIBLE.md → v7.0: documents fee-sign fix (Defect A), opening-fee
  fix (Defect B), WARN-unfreeze, orphan prevention, reset_and_seed startup,
  and vel_div env-override.
- CAPITAL_BOOKKEEPING_DESIGN.md: status updated to PHASE-1 BUGFIXES APPLIED;
  sections 8.1-8.4 (applied fixes + 34-test coverage) were already present.
- rust_backend.py: expose dita_kernel_reset_and_seed() via _RustKernelLib +
  ExecutionKernel.reset_and_seed(); zeros stale K-accumulators at startup so
  K=E=live_capital → delta=0 → capital_frozen=False on every clean restart.
- pink_direct.py: call kernel.reset_and_seed(live_capital) after
  _restore_kernel_snapshot() so BingX is always the ledger of record.
- launch_dolphin_pink.py: DOLPHIN_PINK_VEL_DIV_THRESHOLD env-var override
  for on-exchange debugging; BLUE unaffected.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-08 12:33:50 +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
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
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