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momentum-system/tests
momentum devandClaude Fable 5 d10b5cc921 entry-gate: extract shared _evaluate_entry_gates for both paths (plan 005 step 2)
One ordered gate sequence (session, confirmation-speed, population, VWAP,
quality, concentrate-by-rank, daily cap [fast-only], dedup/cooldown/reentry,
dilution veto, anti-chase) that BOTH request_approvals_for_ready_signals and
submit_breakout_now call. Gate bodies lifted verbatim from whichever path
owned them; slow-path risk events preserved source-guarded so the fast path
gains no new events. The two documented asymmetries now close:
  - fast path routes through the VWAP gate (was ungated),
  - slow path honours concentrate-by-rank via a rank_map threaded from the
    trigger book into tick()/request_approvals (no-op at concentrate_top_n=0,
    which is the production config — STOP #3 does not apply).

Price-sanity/entry_ref coercion stays path-native (different data sources);
slow-path dedup pre-filter kept first so per-tick re-scans don't re-emit.
16 characterization tests pin both paths; the only decision diffs vs
pre-extraction are the two closures above.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-13 23:17:56 -04:00
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