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feat(research,composites,cli,docs): vol_tf — the timescale-matched stop regime

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The second risk-regime variant vol_tf{period_minutes, length, k}
computes the vol estimator over completed time buckets: an H1 signal
gets an H1-matched stop in the research matrix instead of a hand-scaled
minute stop (the issue's k-inflation workaround retires). Additive
externally-tagged serde (stored Vol documents keep their content ids);
the executor arm wires the VolTfStop primitive via the builder+bind
chain; validate checks period_minutes/length/k positivity per regime.

The member-manifest round-trip holds for both variants (C1): vol_tf
members stamp stop_period_minutes/stop_length/stop_k and the reproduce
path re-derives the VolTf stop whenever stop_period_minutes is present
— never a silent default-Vol fallback. The Regimes slot label and the
unit notes name the new variant (period_minutes IS the stop's
timescale); glossary, authoring guide, and design ledger record the
second variant. Default regime and sugar paths byte-untouched.

Coverage: node units (rollover-only emission, bucket-delta math, the
constant-|delta| correspondence with the per-cycle regime), executor
fold, serde/validate units, the manifest round-trip unit, and a
hostless two-regime e2e (distinct ordinals; vol_tf members stamp their
timescale, vol members do not).

closes #262
This commit is contained in:
Claude
2026-07-14 02:55:02 +02:00
parent 528e8f33d6
commit d1b3a3dd31
9 changed files with 329 additions and 35 deletions
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docs/authoring-guide.md
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@@ -468,7 +468,7 @@ open slot: format_version (required, must be 1)
open slot: kind (required, must be "campaign")
open slot: name (required, string)
open slot: data (required section: instruments + windows)
open slot: risk (optional, list of stop regimes { vol: { length, k } }; absent = one default regime)
open slot: risk (optional, list of stop regimes { vol: { length, k } } | { vol_tf: { period_minutes, length, k } }; absent = one default regime)
open slot: cost (optional, list of cost models { constant: { cost_per_trade } } | { vol_slippage: { slip_vol_mult } } | { carry: { carry_per_cycle } }; absent = zero cost, net = gross)
open slot: strategies (required, non-empty list of { ref, axes })
open slot: process.ref (required, content id of a process document)