Adds a read-only /backtest page showing how the bot WOULD have traded past
sessions under the CURRENTLY configured live settings: theoretical ORB fires
from setup_events, replayed through the shared exit engine (simulate_exit +
ExitConfig.from_env(), same adverse-fill accounting the exit-experiment
harness uses), screened through the shared population gate and (optionally)
the live regime gate. No new simulation math — replay.replay_window() is pure
assembly of existing pieces (reconstruct_fires_from_setups, _fire_in_population,
_load_regime_favorable, simulate_exit); api/main.py adds the /backtest and
/api/backtest routes plus a dedicated-lock 10-min cache so a slow replay never
blocks the live dashboard's SSE stream. Also extends /api/chart with an
optional date= anchor so the trade drill-in chart modal can reach sessions
older than the existing 72h-from-now window, and adds a one-line BACKTEST nav
link to the live dashboard header.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Surfaces the entry_gate_evaluated decision receipts (plan 005) that were
write-only until now: a Decision Trace panel (per-gate value->threshold
chips, symbol filter, lazy-load + SSE refresh) and collapsed reject markers
merged into the plan-013 symbol chart's existing markers primitive.
- storage/projections.py: query_gate_receipts (case-insensitive symbol
filter, newest-first, same _hist_window idiom as query_fills_feed)
- api/main.py: GET /api/decisions (clamped limit<=500, date-scoped);
DashboardState.decisions() adds a server-computed epoch per row; factored
chart()'s inline to_epoch into a shared _to_epoch_et helper
- api/static/dashboard.html: Decision Trace panel + refreshChart now also
fetches /api/decisions and merges collapsed reject markers (same-reason
bursts within 5min -> one marker) into the single setMarkers call
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
createSeriesMarkers(series, markers) attaches a NEW primitive to the series
on every call — refreshChart() called it on every 5s SSE-driven refresh, so
a modal left open accumulated one primitive per refresh (identical markers
overdraw so it looked fine, but it's an unbounded render leak on long-open
modals). v5 pattern: create the markers primitive once in openChart, mutate
it via markersApi.setMarkers(markers) on refresh. chart.remove() in
closeChart already tears the primitive down with the chart.
Click any symbol cell to open a 24h candlestick chart (vendored TradingView
Lightweight Charts v5.2, Apache-2.0) with buy/sell arrows at the bot's fills,
muted arrows for submitted-unfilled orders, and entry/stop/target price
lines. New read-only /api/chart endpoint (DashboardState.chart) converts
naive-ET minute_bars/event timestamps to UTC epoch seconds; query_fills_feed
gained an optional symbol filter. Chart refreshes off the existing SSE
snapshot signal (5s throttle, full replace) and tears down on close. Also
backfills order_filled markers' missing `side` (OrderFilledEvent's schema
has no side field) via an order_id join to the sibling order_submitted row.
Merged plan 012 (advisor/012-dashboard-order-limits) first — this plan
depends on its stopWorkingBy/targetBy/entryLimitBy maps.
sync.py fetches status="all" so the legacy stopBy map (kept for the
R-bar/spark stop line, unchanged) can pick up a cancelled stop leg.
Add stopWorkingBy, filtered to the same WORKING statuses as
targetBy/entryLimitBy, and point the new Positions Stop column at it
so a cancelled leg never renders as live protection.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Positions table gains Stop/Target columns from resting bracket legs
(targetBy/entryLimitBy maps, filtered to working order status). Order
Lifecycle splits the generic Price column into Type/Limit/Stop/Fill via
a client-side join to the broker order snapshot (client_order_id ==
the internal order_id we send Alpaca) since the lifecycle events
themselves never captured limit/stop/type; the truncated order-id
column is dropped in favor of a title attribute on the Symbol cell.
Approval queue drops the always-"auto" Mode column and shows explicit
entry/stop prices in the risk chip instead.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Owner-requested UI work, advisor-planned for executor handoff:
- 012: show working limit/stop/target prices on positions + order lifecycle,
cut dead columns (order-id, approval Mode)
- 013: symbol drill-in — 24h candlestick + live buy/sell fill markers
(TradingView Lightweight Charts v5.2, vendored, Apache-2.0)
- 014: live decision trace — surface entry_gate_evaluated receipts as a feed
(value→threshold per gate) + chart reject markers
- 015: /backtest replay page — theoretical entries/exits over past sessions
under CURRENT settings, assembled strictly from Experiment-OS primitives
All four are read-path only; zero live-loop surface.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The 07-15 live gate never made a real decision: live_session_favorable read
today's breadth_rvol from today's OWN setup_events rows, which only the
NIGHTLY labeler writes — always None intraday, fail-open every session (the
07-15 "validation block" was computed pre-guard on a zero-filled feature).
Worse, breadth_rvol was unit-corrupted: _session_context pooled all setup
versions and pm1 stores RAW cumulative premarket volume in relative_volume
(median ~261k) vs the ratio tracks (~0.8) — ~240/267 historical sessions'
breadth was actually median premarket volume, and plan 009's v1 RVOL fallback
was about to flip forward sessions to ratio units.
Fixes (TDD, 21 regime tests):
- breadth_rvol is now pm1-ONLY: median premarket volume — the dominant
historical source, unit-consistent, and strictly pre-open knowable.
- _live_breadth_rvol recomputes today's pm1 fires IN MEMORY from premarket
minute_bars (pure compute_premarket_setups, no insert); previous_close
falls back to the latest prior daily close when today's daily_bars row is
absent intraday (else the gap basis silently flips to the premarket open).
- _regime_reject: verdicts before 9:50 ET are PROVISIONAL (re-scored ~5 min;
ingest lag can truncate the premarket frame) and the first verdict at/after
9:50 is FINAL even when None — caps the scorer at a handful of runs/day
instead of ~78 on quiet days (hot-path stall guard). Throttle arithmetic
moved inside the fail-open try (naive/aware mixing must not escape).
- Live fit excludes breadth_rvol-NULL training rows (zero-fill taught a
"zero premarket volume" class the serve path can never produce).
Prod re-validation on the cleaned feature (regime_features rebuilt, scores
rewritten): regime_meta_v1 fire-weighted expR_delta +0.0570 (pre-registered
bar +0.05, n=2058, PASS — the contaminated +0.0965 was inflated), keeps 37%;
recent-80-session delta +0.149R/session (always −0.141 → gated +0.008).
First genuine live verdict 2026-07-16: UNFAVORABLE (pm breadth 612,819).
Known accepted skew: live scaled-IEX volumes vs nightly SIP tape — the
meta_live-vs-EOD comparison is the standing forward measure.
Also backfilled the missed 07-15 nightly job supervised (SIP refetch, 50 v1
+ 6 pm1 setups, SPY/QQQ ingest, regime row) — plan 009's accrual clock is
unbroken.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The docker-image workflow's test gate has aborted at collection since sklearn
was introduced (test_conversion_probe.py, plan 008), so no image published.
Regime gate (plan 011) also needs sklearn at runtime in the image, else the
live gate silently fail-opens forever. Adds scikit-learn to requirements.txt
(installed by both the CI test job and the Dockerfile).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Wires the regime signal into the money path — fresh entries are BLOCKED on
sessions the walk-forward model scores unfavorable. Session-level: evaluated
once per day, cached. Enabled in both compose templates (paper).
Correctness (blocker 1 resolved): the LIVE feature set drops tape_regime (the
only non-strictly-open feature — AND measured 0.000 importance) + breadth_gap
(also 0.000). The 5 remaining features are all non-look-ahead at entry time:
breadth_rvol = median(relative_volume=vol_upto/avg_vol_20d) over the session's
setups so far (the SAME up-to-trigger calc the live bot runs, NOT day-end),
spy_* lagged to prior close, trailing from PRIOR sessions. The live single-
session fit reproduces the batch meta_v1 verdict exactly on the last 6 sessions.
Safety: fail-open everywhere — disabled, unfit model (<60 prior sessions),
missing breadth_rvol (pre-setup), or ANY exception returns None and never
blocks. The gate can only SUBTRACT trades on bad-regime days.
- research/regime.py: live_session_favorable() (refit on priors <today, predict
today; writes regime_scores['meta_live'] for forward validation) + LIVE_FEATURE_COLS
+ the breadth_rvol-missing fail-open guard.
- trading_execution.py: TRADING_REGIME_GATE_ENABLED / _P_MIN settings + _regime_reject()
(cached per session) + a REGIME gate after SESSION in _evaluate_entry_gates.
- docker-compose.yml + truenas-compose.yml: TRADING_REGIME_GATE_ENABLED=1.
- tests/unit/test_regime_gate_live.py: block / pass / fail-open(x3) / scored-once-per-day.
KNOWN train/serve skew (documented, validate forward via meta_live vs EOD label):
model trains on full-day breadth_rvol, live uses setups-so-far. Small edge on a
~266-session sample; paper only. Suite: 504 passed, 15 pre-existing loopback fails.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Both regime experiments PASS pre-registered bars over the 2041 v1-population
fires — first PASS of the milestone. meta_v1 gated expR +0.0117R/fire (from
-0.085R baseline). Adjudicated live via the admin /api/regime/run pipeline.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The session-level metalabel P(our ORB profits today) — the one lever that
survives out-of-sample. Backtested on 266 prod sessions (walk-forward):
trade-always (trained subset): -0.111R/session, 36% hit
meta_v1 GATED (trades best ~32% of days): -0.004R/session, 48% hit
delta +0.107R in-sample, +0.128R OOS (recent 80 sessions), improves across folds
It does NOT make the bot profitable — it takes a bleeding strategy to roughly
flat by sitting out the worst ~2/3 of sessions. threshold_v1 rule gates too
little to matter; meta_v1 (walk-forward GBM) is the signal. Leaky full-fit
(+0.61R) >> walk-forward confirms the discipline was load-bearing; the OOS
holding is the evidence the +0.078R is real, not look-ahead.
Changes:
- research/regime.py: batch minute-bar load per session (64k per-fire round-trips
-> ~266 queries; fixed a >5min build to ~3min) + incremental label pass (skip
already-labeled sessions; --rebuild forces full). Nightly cost now ~one new day.
- docker-compose.yml + truenas-compose.yml: scheduler runs build-features + score
(both models) before `experiments run`, nightly. ALL-SHADOW — does NOT gate live
trading (that stays owner-gated Step 5).
- admin_api.py + admin.html: POST /api/regime/run (detached) + GET /api/regime/status
+ a Run/Status button — the panel had no way to trigger this.
- plans/011 + docs/research/regime_notes.md (6-book distillation) + plans 008/009 docs.
Prod state (shadow, rollback = DROP regime_features/regime_scores + DELETE
experiments WHERE id LIKE 'regime%'): 266 feature rows, 532 scores, 2 experiments
registered.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
research/regime.py: Step 0 probe (labelable-session/SPY-coverage STOP gate),
Step 1 build-features (regime_features: pre-open breadth/tape + prior-close
SPY momentum/vol + trailing bot expR, label = mean _sim_baseline_r over the
session's setup fires) + walk-forward threshold_v1 rule, Step 2 walk-forward
meta_v1 (shallow sklearn GBM), Step 4 OOS/leakage-audit helpers
(oos_split/sequential_folds/session_expr_delta/full_sample_fit_threshold).
Step 3 (HMM) deferred per scope — statsmodels stays absent.
replay.py: new iv_regime_gate intervention (keep-or-zero a fire on a
pre-computed session regime score, fail-open on no score row) wired into
_compute_fire + run(), mirroring rank_one_bullet's shape.
experiments/regime_threshold_v1.json + regime_meta_v1.json register the two
model variants against the shared population/bars/fidelity contract.
All new code is unit-tested against isolated EventStore(":memory:") schemas
only — no production DB read or written. Live-trading paths untouched.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Step 1 measured: pm1+fat-tail expR -0.50R@0.5% fill -> -1.27R@1% (realistic) ->
-2.74R@2%, vs ORB -0.11R. The 22-min fat tail can't outrun the 1-2% premarket
spread. Every entry lever this session (gap bands + premarket) is negative after
honest fills; the gated ORB is least-bad. Keep TRIGGER_GAP_MAX=35.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The one unexplored setup (premarket/pm1). Step-1 go/no-go: does pm1 + the
validated fat-tail exit beat the ORB AFTER honest thin-book fills (real
spread_pct, fat premarket adverse)? If not, STOP — premarket is a paper-fill
mirage. Shadow-first; TRADING_SESSION_ONLY stays ON; no live order until a
forward shadow edge survives realistic slippage (owner-gated).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Root anchor lacked the TRADING_EXIT_* block the truenas template already has, so
a fresh root deploy ran no-trail defaults (scratches v1 winners at breakeven).
prior_low trail after +1R (counterfactual: v1 win 17%->24%) + step0.25 + profit
tiers + BE@1R. Only the loop acts on these.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
iv_exit_config replays ANY target/breakeven/trail combo through the shared exit
engine vs the live-exit baseline — reusable way to adjudicate exit numbers.
Counterfactual over setup fires: v1 (slow, 1.37R median winners) gains most from
prior_low trailing (win 17->24%, +0.036R); pm1 (fast, 2.64R median, 10R tail)
gains most from NO target + step0.5 (+0.273R, win 24->34%) — the fixed target
throws away pm1's fat tail. Registered both as tracked experiments. +test.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The 0.514 was the liq1-dominated mix. Scoped to live v1: CV AUC 0.641, driven
~entirely by above_vwap_flag (above-VWAP +1R 35.4% vs below 12.7%, 2.8x). The
bot already enforces above-VWAP; residual within that population = 0.526 ≈ noise.
No new alpha in current features; revisit after 009 fills rvol/context/catalyst.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
research/conversion/{__init__,dataset,signal_probe}.py — the leakage-safe probe
plan 009 Step 5 re-runs scoped to a live setup_version:
- dataset.load_dataset: setup_events JOIN outcome_labels; label =
reached_1r_before_minus_1r; features = trigger-time-knowable setup_events
columns ONLY, dropping >70%-null and <2-distinct columns. HARD leakage rule —
every outcome_labels column is blocklisted AND asserted absent from X, so a
schema change can't leak the answer in.
- signal_probe.run_probe: expanding-window CV over ~5 sequential session-date
blocks (whole days, train strictly precedes test), HistGradientBoostingClassifier
(max_iter=250, lr=0.05, max_depth=4, l2=1.0, categorical_features=indices),
per-fold + mean ROC-AUC, top-decile +1R lift vs base, permutation importance on
the last fold. Drops columns constant within a train slice (HistGBM binning).
CLI: python3 -m research.conversion.signal_probe [--setup-version v1].
Tests: the critical leakage guard (zero outcome columns in features), AUC>0.5 on a
synthetic signal + ~0.5 on pure noise, and a static live-path guard. All :memory:.
No live-path change.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Step 3 of plan 009 (config + code; no live-path change):
- research/ingestion/market_context.py: pulls SPY/QQQ full-session minute bars
(SIP, post-close embargo-safe) + daily bars via the existing upsert helpers, so
the labeler's market-context features have a FORWARD source (index ETFs never
enter the gapper universe the live loop ingests). Mirrors sip_backfill's shape.
- both compose scheduler blocks: run it after premarket_eval, guarded || echo.
- NEWS_ENRICH_ENABLED on: added to docker-compose x-app-env anchor (loop +
scheduler inherit it); truenas-compose + .env.example already had it. Catalyst
is a FEATURE source only, never a live gate; enabled-but-down never blocks
trading. Enrichment OUTPUT is verified by the orchestrator (needs live Ollama).
Compose statically validated (yaml.safe_load). Ingest self-checked via a
fake-client :memory: round-trip through _preload_spy.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Steps 1-2 of plan 009 — fill two fillable feature gaps so a conversion model
gets a fair, instrumented test:
- market context: _spy_context computes spy_intraday_return (SPY RTH open ->
trigger-minute return) + a coarse tape_regime {trend_up,trend_down,chop} from
SPY's sign + higher-highs structure. Replaces the hardcoded
tape_regime=None/spy_intraday_return=None; wired into ALL five build paths
(v1/vr1/run1/liq1/pm1) via _preload_spy. Null when SPY has no RTH bars at/before
the trigger (pre-30d history, or a premarket fire before SPY's RTH open).
- thin-name RVOL fallback (v1): when avg_vol is 0/null (thin IPO-class, no 20d
baseline) fall back to the median of prior sessions' total volume (real
daily_bars.volume, knowable pre-open); flagged in new setup_events column
relative_volume_source ('avg_vol_20d' | 'prior_days_median_volume' | NULL).
Never fabricates a baseline.
A feature to TEST, not a signal to trust. No live gate/sizing/exit change.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
eod_replay was the wrong tool to grow the harness sample — it only PRINTS a
backtest report (persists no fires) and get_most_actives is today-biased for
historical dates. The right source was already in the DB: 18,164 setup_events,
each carrying the ORB entry (entry_reference_price) + stop (invalidation_price).
reconstruct_fires_from_setups turns every setup into a simulated fire; the exit
experiments (volume_fade, time_stop, asym_exit) replay over its minute-bar path
with baseline = the LIVE exit config simulated on the same path (_sim_baseline_r,
same adverse-fill accounting) — a clean same-path delta needing no live P&L.
Gated by EXPERIMENTS_INCLUDE_SETUP_SIM (default on), capped by
EXPERIMENTS_SETUP_SIM_LIMIT for chunked backfill; rank_one_bullet excluded (it
needs live receipts). Grows every exit experiment's n from ~15 to thousands.
+test.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The live loop fills resting-limit brackets via position-snapshot diffing and
emits NO order_filled (verified: 0 all-time in prod), so reconstruct_fires
skipped every fire and the ENTIRE harness replayed nothing (0 run rows).
Reconstruction now falls back to the order_submitted timestamp for entry timing
and reads entry/stop/exit from position_closed — restores the whole flagship
(0 -> 324 run rows on prod; pm1's overdue FAIL verdict now posts).
Adds the volume_fade intervention (exit to lock the gain when a bar's volume
drops below fade_frac x the entry-burst average, once in profit; original stop
still caps downside; adverse-tick fills on entry AND exit) + volume_fade_exit_v1
(pre-registered bars/futility/fidelity). Interim n=15 read: -0.68R vs baseline
(INCONCLUSIVE, min_n=100) — the harness answers 'does volume-fade help?' from
data before any live change. +6 tests.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The scheduler ran 'experiments run/adjudicate' but nothing registered the five
experiments/*.json into the experiments table, so on a fresh DB the harness
replayed over an empty set and the ledger stayed empty forever (owner hit this
on first deploy). registry.register_cohort() registers every cohort JSON
idempotently (skips already-registered, tolerates a malformed file); 'run'
calls it at startup so a fresh deployment self-bootstraps with no manual
register step. +test.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
compute_ratios bails when UTC now-16min precedes today's 08:00Z, i.e. nightly
~00:00-04:16 ET; the test's hardcoded 2026-07-06 bars made it KeyError at the
date rollover independent of any code change. Freeze the module clock to a
mid-session UTC time so the window is valid deterministically.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Step 6: tests/smoke_dashboard_headless.py renders the real page in a headless
browser and fails on any JS console/pageerror (standalone script, not
pytest-collected; CI non-blocking first). admin_api gains GET /api/config/effective
(per-key masked value + source: overrides.env vs compose, missing .env.example
keys flagged as drift) + an admin.html table (values XSS-escaped). dashboard.html
gains the Experiment Ledger panel reading the plan-006 verdicts from the snapshot
(empty-state until the tables exist). Removes the last CI ruff per-file pin
(api/main.py:F821) now that os/hmac are imported; scoped ruff is green unpinned.
Marks plan 007 DONE in plans/README.md.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
DashboardState.bars() short-circuits to [] unless a research_con is attached; the
embedded orchestrator passed one but the standalone dashboard_api.py never built
it, so production sparklines were permanently dead. The missing wire was purely
the entrypoint (DATABASE_URL already reaches the market schema) — now it opens
open_research_db("market") read-only and passes it, degrading to None (charts
show "no research db") if it can't connect. Verified live: bars() returns real
minute rows through the standalone reader.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Badge now derives PAPER/LIVE from broker truth (base-URL host) instead of the
schwab_live literal that read PAPER while go-live swapped only ALPACA_BASE_URL;
live flips body.live-mode (top shimmer -> solid red) with a tooltip of host +
account. Adds the header FLATTEN ALL (two-step arm/confirm, 5s auto-disarm) and
PAUSE ENTRIES toggle (+ amber banner), per-position EXIT buttons (two-step), and
an operator-token field sent as X-Dashboard-Token on every POST (also fixes
approve/reject when a token is set). Action controls gate on
has_execution || command_bus; kill-switch controls on command_bus. No keyboard
shortcut for any destructive action. New styling is :root-token-only.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Adds OperatorCommandEvent + a closed command vocabulary (flatten_all,
flatten_symbol, pause_entries, resume_entries). POST /api/command emits it
(token-required: 503 when DASHBOARD_TOKEN unset — commands never run
unauthenticated); the live loop's new 5s "command" step consumes them via
OperatorCommandConsumer with three replay-safety layers (in-session nonce set,
persisted operator_command_done reload, 10-min staleness window).
flatten_all routes through close_session DIRECTLY (never step_eod_flatten) so it
cannot trip plan 003's daily-restart exit. Pause is checked at the top of BOTH
request_approvals_for_ready_signals AND submit_breakout_now (missing either
leaks pause on that path). qabot gains an authorized-chat-only /flatten slash
command (prose "flatten" still refuses via _ACTION_WORDS). Snapshot exposes
broker truth + command_bus + a defensive experiment ledger.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Every SSE client polled COUNT(*) on a fresh EventStore connection each ~1s
(re-applying the 473-line schema unless PG_SKIP_SCHEMA=1). Replaced with one
process-wide _ChangeSignal: a single long-lived connection reads max(timestamp)
(idx_events_timestamp tail seek) at most once per second GLOBALLY behind a lock,
so N clients cost one query/sec. EventStore.max_timestamp() backs it; reader is
injectable for the query-budget test.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Every POST endpoint (approve/reject/exit/watch) crashed with NameError:
do_POST references os.environ + hmac.compare_digest but neither was imported.
Adds the imports, a non-loopback regression test for the token gate (no token
-> routes; token set -> 401 without/with-wrong header, 200 with correct), and
plumbs DASHBOARD_TOKEN + PG_SKIP_SCHEMA=1 into both compose dashboard services
(+ .env.example docs for DASHBOARD_TOKEN / COMMAND_BUS_ENABLED).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Plan 006 step 5. python -m research.experiments run && adjudicate after
nightly_tune in both scheduler blocks (guarded with FAILED echoes). ALL-SHADOW:
emits verdicts, never touches live gates/sizing/exits.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Plan 006 step 4. experiments/*.json for time_stop_10m_v1, probe_add_v1,
asym_exit_v1, rank_one_bullet_v1, pm1_v1 — bars verbatim from the plan table,
production population, fidelity floors {0.25, 3, 1} from the research doc. Also
hardened evaluate(): n==0 and any uncomputable bar metric -> INCONCLUSIVE (not a
false FAIL). Cohort registers + survives run->adjudicate end-to-end. 25 tests green.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Plan 006 step 3. evaluate() scores runs against pre-registered bars
(_min/_max/min_n vocabulary) -> PASS/FAIL/KILLED/INCONCLUSIVE; terminal
verdicts flip status, emit an experiment_verdict event, and Telegram-ping ONCE
(terminal experiments are never re-adjudicated). Metric vocabulary covers
expR_delta/rate_1r plus pm1's median_up_60m/median_dd_60m/big_gap_rate_1r.
backfill_pm1 bridges pm1 from outcome_labels JOIN setup_events (variant +/-1,
baseline NULL). premarket_eval dual-writes the verdict through the harness while
keeping the legacy TSV. 8 tests green.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Plan 006 step 2. Reconstructs fires from the event stream (submit[buy] -> fill
-> close), population-filters via strategy/population.py, and applies three pure
interventions counterfactually on the bar path: time_stop, probe_add, asym_exit
(the last through strategy.exits.simulate_exit ONLY). Hard fidelity: +1-tick
adverse fills on entry AND stop, spread_proxy = median quiet-bar high-low, stop
floor = max(atr_frac*ATR14, spread_mult*spread_proxy). rank_one_bullet is
receipts-only and starves (documented) without plan-005 rank. Idempotent via PK
+ ON CONFLICT. Anti-slippage-artifact regression (test #2) green: a
zero-slippage-profitable path LOSES under adverse fills.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
