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31ef46314a
plan: 0082 vol-slippage cost + cost-graph composition
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2026-06-28 15:59:56 +02:00
372eae9cac
spec: 0082 vol-slippage cost + cost-graph composition (boss-signed)
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2026-06-28 15:47:40 +02:00
e82725f2d7
audit(0081): cycle close — drift-clean (code); ledger C10 realization note + stale-broker doc sync (refs #148 )
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2026-06-28 14:50:24 +02:00
3fe4684190
feat(0081): cost-model graph cycle 1 — ConstantCost node + net-R seam
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2026-06-28 14:41:45 +02:00
725545cbde
plan: 0081 cost-model constant-cost
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2026-06-28 13:21:09 +02:00
2e63ed9e26
spec: 0081 cost-model constant-cost (boss-signed)
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2026-06-28 13:04:41 +02:00
a517899297
docs: sync ledger cross-ref + glossary to the C10 rework (refs #116 )
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2026-06-28 12:00:29 +02:00
29cdc8c218
design(C10): retire the realistic broker — cost is a cost-model graph in R (gross→net), money to the live deploy edge (refs #116 )
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2026-06-28 11:51:56 +02:00
226bf57130
audit(0080): cycle close — drift-clean; ledger sync (selection types relocated, registry-vocab decision recorded) (refs #136 )
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2026-06-27 00:34:52 +02:00
04c581a441
refactor(0080): relocate FamilySelection/SelectionMode to aura-analysis (refs #136 )
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2026-06-27 00:33:10 +02:00
a8f67c7c80
audit(0079): cycle close — drift-clean; ledger crate-topology sync + serde_json dev-dep tightening (refs #136 )
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2026-06-26 23:57:17 +02:00
94c88eb7e1
refactor(0079): extract the trading-analysis leaf into aura-analysis (refs #136 )
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2026-06-26 23:49:03 +02:00
3e8fd73f68
tidy: clear the milestone fieldtest findings (refusal reasons, --help, ledger + glossary)
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2026-06-26 21:35:10 +02:00
1088320571
fix: terminate cleanly on a broken stdout pipe across all family-emitting commands
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2026-06-26 21:26:12 +02:00
c750b9fbc3
test: RED — family-emitting CLI commands must survive an early-closing stdout reader
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2026-06-26 21:18:46 +02:00
ab04ed01c3
fieldtest: milestone inferential-validation — 4 scenarios, 6 findings (1 bug, 2 friction, 2 spec_gap, 1 working)
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2026-06-26 21:02:22 +02:00
15f5c0bc99
audit(0078): cycle close — drift addressed; ledger inferential-thread synced (milestone complete) + C12/C18 realization; drop ephemera
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2026-06-26 19:10:50 +02:00
0a06afed29
feat(0078): cross-instrument generalization as a validation step
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2026-06-26 19:04:53 +02:00
cffc297e9a
plan: 0078 cross-instrument generalization
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2026-06-26 18:33:24 +02:00
428d092298
spec: 0078 cross-instrument generalization (boss-signed)
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2026-06-26 18:19:51 +02:00
d50a4828ad
audit(0077): cycle close — drift addressed; legacy-load fixture + ledger sync; drop ephemera
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2026-06-26 16:42:49 +02:00
cb32658fd1
feat(0077): prefer a robust parameter plateau over the in-sample peak
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2026-06-26 16:38:18 +02:00
fd221c81ec
plan: 0077 plateau over peak selection
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2026-06-26 15:54:57 +02:00
45b8e2b28b
spec: 0077 plateau over peak selection (boss-signed)
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2026-06-26 15:14:48 +02:00
9c6b9c7ea9
audit(0076): cycle close — drift addressed; ledger inferential-thread synced; drop ephemera
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2026-06-26 15:01:51 +02:00
ecc9541a56
0076.tidy: backfill spec-promised deflation tests + guard the dispersion-floor sign
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2026-06-26 15:00:38 +02:00
a2959050a4
feat(0076): deflate the sweep winner's metric for the number of trials
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2026-06-26 14:53:32 +02:00
40e3f609c2
plan: 0076 deflate sweep winner for trials
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2026-06-26 14:00:55 +02:00
a1908bd15e
spec: 0076 deflate sweep winner for trials (boss-signed)
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2026-06-26 13:42:45 +02:00
c192dfd344
audit(0075): cycle close — drift-clean; doc-link + trade_rs tripwire tidy; drop ephemera
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2026-06-26 12:19:07 +02:00
14aadd1a67
docs(ledger): record the World's inferential-honesty gap as an open thread
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2026-06-26 12:13:18 +02:00
2e77ab1dda
feat(0075): Monte-Carlo R-bootstrap for OOS validation (iter 2)
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2026-06-26 12:12:06 +02:00
b3505c7609
plan: 0075 Monte-Carlo R-bootstrap (iteration 2)
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2026-06-26 11:31:43 +02:00
f286bb85f7
feat(0075): walk-forward strategy-selectable + R-reporting (iter 1)
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2026-06-26 11:21:27 +02:00
2593af86f8
plan: 0075 walk-forward strategy-selectable + R-reporting (iteration 1)
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2026-06-26 10:26:39 +02:00
3a1de05ef3
spec: 0075 walk-forward + Monte-Carlo OOS validation for R candidates (boss-signed)
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2026-06-26 10:12:40 +02:00
c99e7b8f7f
audit(0074): cycle close — provider-sourced pip; authored floor removed; drift-clean
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2026-06-25 19:09:06 +02:00
7e4b91ab5f
feat(0074): source real-path pip from the geometry sidecar; drop the authored floor
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2026-06-25 19:06:12 +02:00
4fd047adf3
plan: 0074 provider-sourced pip, drop authored instrument floor
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2026-06-25 18:14:36 +02:00
eb1097d7ca
spec: 0074 provider-sourced pip, drop authored instrument floor (boss-signed)
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2026-06-25 18:00:03 +02:00
dda20abc28
audit(0073): cycle close — lift tier-2 geometry to ledger, finish VETTED_SYMBOLS, drop ephemera
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2026-06-25 16:30:46 +02:00
5b7cd5eb2d
feat(0073): consume DataServer geometry — cross-check vetted floor + tick_size/digits
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2026-06-25 16:25:51 +02:00
80ba74460d
plan: 0073 instrument-geometry cross-check + deploy fields
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2026-06-25 15:55:30 +02:00
d5e9c270d9
build(deps): bump data-server to the geometry-reader commit
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2026-06-25 15:47:48 +02:00
8d9939733d
spec: 0073 instrument-geometry cross-check + deploy fields (boss-signed)
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2026-06-25 15:47:48 +02:00
fceba077ab
audit(0072): cycle close — mean-reversion candidate refuted; drop ephemera
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2026-06-25 14:32:49 +02:00
216cc8c417
feat(0072): stage1 mean-reversion candidate — EWMA Bollinger fade (#137 )
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2026-06-25 14:27:30 +02:00
f0949578a3
test(0072): mean-reversion signal-composition e2e (characterization pin)
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2026-06-25 14:06:03 +02:00
09878147ed
plan: 0072 stage1 mean-reversion candidate
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2026-06-25 13:56:31 +02:00
1274375a29
spec: 0072 stage1 mean-reversion candidate (boss-signed)
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2026-06-25 13:40:59 +02:00
4f88d67543
audit(0071): cycle close — breakout candidate refuted; drop ephemera
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2026-06-25 13:33:21 +02:00
d845c509d3
feat(0071): stage1 breakout candidate — Donchian channel signal (#137 )
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2026-06-25 13:10:37 +02:00
d482f02d04
plan: 0071 stage1 breakout candidate
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2026-06-25 12:31:27 +02:00
283bdd343d
spec: 0071 stage1 breakout candidate (boss-signed)
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2026-06-25 12:17:10 +02:00
ffd18b98ea
audit(0070): cycle close — lift finalize lifecycle to ledger C8, drop ephemera
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2026-06-25 11:29:51 +02:00
eb8653488f
feat(0070): wire folding sink reductions into the stage1-r sweep (closes #138 )
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2026-06-25 11:24:27 +02:00
cfe7bad0ff
feat(0070): streaming sink reductions — finalize hook + folding sinks (#138 )
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2026-06-25 11:00:02 +02:00
bf886a1386
plan: 0070 streaming sink reductions
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2026-06-25 10:20:46 +02:00
55dee38d22
spec: 0070 streaming sink reductions (boss-signed)
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2026-06-25 10:01:52 +02:00
54a5d68f51
feat(stage1-r-sweep): grid signal+stop timescales via CSV flags
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2026-06-25 00:43:56 +02:00
e94b79eb98
test(stage1-r-sweep): RED — grid all four knobs from CSV flags
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2026-06-25 00:11:03 +02:00
28e0331223
audit(0068): cycle close — lift position-event-derive rationale to ledger, drop ephemera
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2026-06-24 20:23:57 +02:00
7aaa3e5d5c
feat(0068): position-event derive — book first-difference table (#115 )
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2026-06-24 20:19:31 +02:00
1647737baa
plan: 0068 position-event-derive
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2026-06-24 19:52:27 +02:00
ef8537c44f
spec: 0068 position-event-derive — book first-difference table (#115 ) (boss-signed)
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2026-06-24 19:45:31 +02:00
458b2ae74b
audit(0067): cycle close — lift SQN100 / stage1-r-trace rationale to ledger, drop ephemera
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2026-06-24 18:15:37 +02:00
89d967a940
feat(0067): SQN100 metric + stage1-r sweep --trace
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2026-06-24 18:10:54 +02:00
a726974310
plan: 0067 r-sweep-followups
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2026-06-24 17:28:48 +02:00
e5c87a5173
spec: 0067 r-sweep-followups (boss-signed)
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2026-06-24 17:16:37 +02:00
986a9fd5c7
audit(0066): cycle close — lift R-sweep/SQN rationale to ledger, drop ephemera
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2026-06-24 16:24:25 +02:00
499121e5c8
fix(stage1-r): record fixed R-defining params in swept member manifests
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2026-06-24 16:21:26 +02:00
b8ed6f4858
feat(stage1-r): R sweep families + rank-by-SQN
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2026-06-24 16:15:45 +02:00
d430dbb885
plan: 0066 r-sweep-rank — R sweep families + rank-by-SQN
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2026-06-24 15:30:53 +02:00
1c8678a6ad
spec: 0066 r-sweep-rank — R sweep families + rank-by-SQN (boss-signed)
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2026-06-24 15:13:56 +02:00
3d3baaeb24
refactor(stage1-r): dedicated broker label + intern col-port names (no per-build leak)
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2026-06-24 14:45:27 +02:00
68605b7d88
refactor(stage1-r): rename the strategy-output param namespace exposure -> bias
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2026-06-24 14:40:51 +02:00
5c6de45b6e
fix(cli): list valid taps on bad --tap, make --help uniform across subcommands
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2026-06-24 14:35:51 +02:00
0288878ad2
refactor(cli): remove the redundant --macd flag, superseded by --harness macd
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2026-06-24 13:57:15 +02:00
1a6eafa056
refactor(composites): extract Stage-1 composite-builders into their own crate
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2026-06-24 13:44:44 +02:00
c406b969f5
chore(stage1-r): finalize cycle 0065 — milestone closed, ephemeral spec/plans removed
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2026-06-24 13:13:58 +02:00
c6c1d3bb10
feat(stage1-r): rename the exposure_sign_flips metric to bias_sign_flips (#126 )
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2026-06-24 13:11:46 +02:00
34e8bbc803
plan: 0069 exposure->bias rename tail (#126 )
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2026-06-24 12:45:22 +02:00
4e6b1d9b53
audit(stage1-r): cycle-0065 close — ledger records the Stage-1 R signal-quality layer
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2026-06-24 12:35:15 +02:00
2ee0d74a8c
fix(stage1-r): scale-robust tolerance for the R-record redundancy guard
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2026-06-24 12:30:08 +02:00
a6fc48daa7
feat(stage1-r): operate the R layer from the CLI (iter 3)
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2026-06-24 12:09:58 +02:00
13086b8590
plan: 0068 stage1-r CLI surface (iter-3)
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2026-06-24 11:20:44 +02:00
08d09df97d
spec: 0065 stage1-r iter-3 CLI surface (boss-signed)
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2026-06-24 10:56:39 +02:00
92591e5dc0
refactor(stage1-r): name the conviction column conviction_at_entry
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2026-06-24 10:25:18 +02:00
b4e84335c4
feat(stage1-r): Sizer + RiskExecutor + R-metric enrichment (iter 2)
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2026-06-24 02:15:51 +02:00
6e214957d1
plan: 0067 stage1-r iter-2 — Sizer + RiskExecutor + metric enrichment
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2026-06-24 01:28:03 +02:00
0998f9aabf
refactor(stage1-r): the vol stop is a composition, not a fused node
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2026-06-24 01:04:19 +02:00
831092841e
feat(aura-std): add Mul + Sqrt primitives
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2026-06-24 00:53:28 +02:00
5de8576fd0
plan: 0066 stage1-r primitives + spec correction (VolStop -> composition)
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2026-06-24 00:37:53 +02:00
2c43296c2c
feat(stage1-r): bias rename + stop-rule + position-management + summarize_r (iter 1)
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2026-06-23 19:48:58 +02:00
c5f5e17297
plan: 0065 stage1-r-signal-quality
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2026-06-23 17:51:47 +02:00
51c87e5a91
spec: 0065 stage1-r-signal-quality (boss-signed)
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2026-06-23 17:32:05 +02:00
f040b66f30
design(c10): reframe to a bias stream + R-unit signal quality
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2026-06-23 13:14:31 +02:00
2e0500dedd
docs(claude): permit the /boss rollback sandbox in the main-sacrosanct rule
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2026-06-22 22:14:59 +02:00
7d7d1f72d9
audit(broker-foundation): cycle close 0063 — ledger records the C10 A-side foundation (#113 + #114 )
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2026-06-22 19:56:18 +02:00
b91c89f964
feat(broker-foundation): InstrumentSpec deploy metadata + PositionEvent schema
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2026-06-22 19:51:17 +02:00