Codex
5c90c8f351
VIOLET V3.2: EsoF size-modulation fold (BLUE SC haircut, exact)
modulation.py: VioletSizeModulation wraps BLUE's canonical esof_size_mult_from_score
+ esof_score_from_payload (exact ESOF_* constants), applies the SC haircut
step-for-step as _apply_sc_entry_size_multiplier (nautilus_event_trader.py:3307):
mult clamped [0,1] HAIRCUT-ONLY (:3316), near-1 no-op (:3318), round(lev*mult,6)/
round(notional*mult,12). 8 tests pass. Empirical mult-recovery on recorded BLUE:
median 1.000, EsoF haircut bands (0.65/0.8/0.9/0.3) visible. NOTE: 28% upward tail
(recorded>base) = NEXT parity step (base mid-range param OR gold/gauge up-mult);
EsoF is haircut-only by design. Not yet wired into decision_engine (needs EsoF HZ
score plane + restart, held).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 07:53:08 +02:00
..
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