80ce1a1afe
VIOLET_PART_SPEC_OA_TODO_PASS4.md — six plan-derived independent units continuing from PASS 3, extending the shared contracts_v3 vocabulary (adds ExecIntent / CapitalState / VolGateResult / AlphaBar): 14. Volatility regime gate (faithful vol_ok — the entry precondition). 15. AlphaExitEngineV7 wrapper (V3a deferred — wrap BLUE's exit engine as-is, discretionary pri 2). 16. Capital/economics provenance ledger (capital = anchor + Σ deltas, event_seq, exactly-one-row). 17. Execution-intent emitter, DARK (V4 boundary — ShadowDecision → ExecIntent, log-only sink). 18. Alpha-side reactor data feed (V2 NT Binance DATA spike → AlphaDataFeedPort, data-only). 19. MAX_HOLD + MEAN_REVERSION scan-driven exit timers. Each ships + tests standalone; composition map + recommended order (14→16→15→19→17→18) + the same HARD RULES + commit/branch policy. VIBRISS/adaptive-TP explicitly excluded. Also: added PASS 3 + PASS 4 to the review queue in VIOLET_TODO_CRITICAL.md §2. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
87 lines
4.6 KiB
Markdown
87 lines
4.6 KiB
Markdown
# VIOLET — CRITICAL TODO / review queue (prominent)
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Date: 2026-06-17. Single place for the must-not-forget VIOLET items. Review-later, not now.
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---
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## 🔴 CRITICAL #1 — VIOLET↔BLUE parity is VERY DISAPPOINTING (review + root-cause BEFORE any soak/V4)
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Report: `prod/VIOLET_dev/reports/violet_parity_20260616_220412.md` (+ `.json`).
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Window 2026-06-14 20:15 → 2026-06-15 21:00. Produced by PASS-2 Task 4 (`parity_report.py`).
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**Headline:**
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- Pick-match rate: **0.015 (1.5%)** — VIOLET rows 2853, exact pick matches only 43.
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- Same-asset rate: **0.136 (13.6%)**; no-pick: **2465 / 2853 (86%)**.
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- BLUE rows 25941 (scan_eval 25278 + trade_events 663).
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**KEY NUANCE (where the review should START):** on the 43 rows that DID align, **sizing is
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near-identical** — leverage abs error mean 0.016 / **median 0.0** / max 0.135. So the V3.4
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sizing math (boost/beta/mc_scale/ob/esof/compose) is NOT the problem; the divergence is in
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**ASSET SELECTION / TIMING / the comparison's ALIGNMENT method**. Candidate causes to
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investigate (do not assume — measure):
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1. **Apples-to-oranges population.** BLUE `scan_eval` (25278) is likely per-scan-per-asset
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*evaluations*, while VIOLET rows are *actuated* decisions — the report may be comparing
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different things. Verify the alignment/join semantics in `parity_report.py` first.
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2. **Selection divergence.** VIOLET's `VioletAssetSelector` (IRP) vs BLUE's live selection over
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the same scan stream — are they fed the same universe/lookback at the same scan index? The
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sizing-gap samples (TRX/ATOM/LTC/XLM SHORT with large notional_rel_err) suggest VIOLET fires
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on assets BLUE sized very differently or didn't pick.
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3. **Cadence/actuation.** VIOLET actuates at Q=scan; if its scan alignment or dedupe differs,
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picks land at different scans → counted as no-pick.
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4. **The known structural items** (OB single-shot before V3.4d; mc_scale; live-factor sourcing)
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— re-run parity AFTER V3.4d's persistent-OB launcher + the bit-identity fixes to see if the
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number moves.
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**Action:** full review of `parity_report.py` + a root-cause pass; fix the alignment OR the
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selection divergence; re-run. This gates a meaningful DARK soak — a 1.5% pick-match makes the
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soak uninterpretable. **Owner: Claude (me), later.**
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---
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## 🟡 #2 — Review the OA-delegated PASS work (NOT yet reviewed)
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The parallel agent reports these DONE; none reviewed for correctness / BLUE-compliance yet.
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**PASS 1** (`VIOLET_PART_SPEC_OA_TODO.md`):
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- `53bdd90` sizing parity-pin tests
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- `12b768b` venue OB provider seam (`venue_ob_provider.py`)
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- `bae9284` base-fraction sizing study (+ archived report)
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**PASS 2** (`VIOLET_PART_SPEC_OA_TODO_PASS2.md`):
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- `parity_report.py` (Task 4 — the report above) + test
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- `tradeability.py` (Task 6) + test
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- `test_violet_v3_decision_latency_gate.py` (Task 5) → report `violet_v3_decision_latency_2026...`
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- `test_violet_replay_determinism_gate.py` (Task 7) → report `violet_replay_determinism_2026...`
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**PASS 3**: `VIOLET_PART_SPEC_OA_TODO_PASS3.md` (issued 2026-06-17) — venue feed / mechanical
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exits / SL floor / event-restore / slippage / cadence; review when done.
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**PASS 4**: `VIOLET_PART_SPEC_OA_TODO_PASS4.md` (issued 2026-06-17) — vol gate / V7 exit wrapper /
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economics ledger / exec-intent / alpha data feed / time exits; review when done.
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**Action:** review each pass for correctness, BLUE-algo compliance, V-TYPES, no-shared-edits,
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real (non-vacuous) tests. **Owner: Claude (me), later.**
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---
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## 🟢 #3 — Integration / "sprint" consolidation (my later work)
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Once the passes are reviewed, I will: **(a)** review ALL passes together, **(b)** integrate them
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(resolve interfaces, dedupe), **(c)** test them together, **(d)** plug into the operational
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system, **(e)** E2E test.
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**Nomenclature note (raised by operator):** a "pass" here = a batch of self-contained tasks
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delegated to one agent — smaller than an Agile **sprint** (a time-boxed iteration, typ. 1-4
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weeks, team-scoped, ending in a shippable increment, with planning/review/retro ceremonies).
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In this project's existing usage, **"Sprint N" already maps to a V-stage bundle** (Sprint 1 =
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V0+V1, Sprint 2 = V2, Sprint 3 = V3) — i.e. an epic/milestone. So the cleanest mapping:
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**V-stage = sprint/epic; "pass" = a sub-sprint work-package / task-bundle within it.** Renaming
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passes to "sprints" would over-claim scope; keep "pass"/"work-package", or call each an
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"increment". Decide at integration time.
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---
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## Gating rule
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The DARK soak (operator-held) and V4 are NOT meaningfully runnable until CRITICAL #1 is
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root-caused — a 1.5% pick-match means the shadow is not yet tracking BLUE's decisions.
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