RECENT VIOLET 34E — trade/slot-granularity comparison harness

This pass implemented the next numbered comparison item from the main Violet spec: the trade/slot-granularity comparison that was still deferred after the V3.4c live-source work and shadow journal wiring.

What existed before

Before this pass, Violet already had:

VioletDecisionEngine producing shadow decisions
VioletDecisionJournal persisting actuated decisions to violet_decisions
live-source adapters for BLUE-published factors
full sizing parity through VioletSizer

What was still missing was a dedicated comparison unit that could collapse those journaled decisions into episode-sized runs and compare them against the terminal trade surface at the same granularity.

What was added

I added a new Violet-only comparator:

The new module provides:

DecisionEpisode: a collapsed run of contiguous shadow decisions for one asset/side
TradeEpisode: a collapsed terminal trade record grouped by trade_id
EpisodeMatch: a paired decision/trade episode with timing and row-count gaps
TradeSlotComparison: the full comparison result
compare_trade_slot_granularity(...): the top-level collapse-and-compare API

How it works

The comparator is deliberately narrow:

it groups decision rows by asset + side
it splits them into episodes when the scan number gap exceeds the configured max_scan_gap
it groups trade rows by trade_id
it ignores malformed rows rather than failing on them
it matches episodes by asset/side and preserves unmatched decision/trade rows

This is downstream of the existing shadow journal. It does not reimplement ACB, EsoF, OB, or sizing math. It only compares the surfaces that already exist.

Anomaly handling

The comparator rejects or skips bad inputs instead of letting them pollute the episode view:

missing asset or side
missing or invalid scan number
malformed or missing trade id
non-finite numeric fields

That keeps the harness usable against noisy journal extracts and historical trade rows that may contain replay artifacts.

Tests

The new tests cover:

episode collapse across contiguous decision rows
terminal trade dedupe through trade_id
scan-gap splitting
malformed row handling
empty-input behavior

Verification on this pass:

PYTHONPATH=/mnt/dolphinng5_predict rtk python -m pytest -q /mnt/dolphinng5_predict/prod/clean_arch/violet/test_violet_trade_slot_compare.py
result: 3 passed

Why this is the right next step

The main Violet plan explicitly defers trade/slot-granularity comparison until the shadow side has a comparable execution surface. That condition is now met well enough to build the comparison harness without touching BLUE or the live executor.

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