claude
14c43474ab
Source-blind consumer run over the #271 surface: a NY first-bar- momentum Session authored purely as data and run e2e over --real US500; a LinComb{arity:3} blend binding the arity-unlocked weights with the Session period swept (4 members, reproduced 4/4 bit-identically); eight strict-form refusal probes (all exit 1, actionable prose); an args composite registered and use-spliced into a consumer (v2 propagates, ids stable, C29 doc gate holds). Findings routed: Count lexical form + asymmetry ratified into glossary/guide (follow-up commit); introspect dead-end on arg-bearing ports and the missing CostSum wiring path absorbed into #341. refs #271
2.3 KiB
2.3 KiB
{
"manifest": {
"commit": "6ca359ae00e8e7921f08557be383bc2d0a2ce199",
"params": [],
"defaults": [
[
"graph.c15.period_minutes",
{
"I64": 15
}
],
[
"graph.sess.period_minutes",
{
"I64": 15
}
],
[
"graph.isfirst.target",
{
"I64": 1
}
],
[
"graph.bias.scale",
{
"F64": 1.0
}
]
],
"window": [
1725235200000000000,
1725580800000000000
],
"seed": 0,
"broker": "sim-optimal+risk-executor(pip_size=1)",
"topology_hash": "5b085a5b3f411072e48d4b54717b3d09e88be50b0bd797d345c2ee90baa41c37",
"project": {
"commit": "d7e3a8f39881cc8eba42a906fa846676bfbb1010"
}
},
"metrics": {
"total_pips": 8.700000000000728,
"max_drawdown": 77.0,
"bias_sign_flips": 2,
"r": {
"expectancy_r": 0.7853745294474523,
"n_trades": 18,
"win_rate": 0.1111111111111111,
"avg_win_r": 17.115118267387366,
"avg_loss_r": -1.2558434377950367,
"profit_factor": 1.7035481645543986,
"max_r_drawdown": 16.041140339815094,
"n_open_at_end": 1,
"sqn": 0.4343599983483773,
"sqn_normalized": 0.4343599983483773,
"net_expectancy_r": 0.7853745294474523,
"conviction_terciles_r": [
-1.3650686711197901,
-1.2338202185443914,
4.955012478006539
]
}
}
}
"manifest": {
"commit": "6ca359ae00e8e7921f08557be383bc2d0a2ce199",
"params": [],
"defaults": [
[
"graph.c15.period_minutes",
{
"I64": 15
}
],
[
"graph.sess.period_minutes",
{
"I64": 15
}
],
[
"graph.isfirst.target",
{
"I64": 1
}
],
[
"graph.bias.scale",
{
"F64": 1.0
}
]
],
"window": [
1725235200000000000,
1725580800000000000
],
"seed": 0,
"broker": "sim-optimal+risk-executor(pip_size=1)",
"topology_hash": "5b085a5b3f411072e48d4b54717b3d09e88be50b0bd797d345c2ee90baa41c37",
"project": {
"commit": "d7e3a8f39881cc8eba42a906fa846676bfbb1010"
}
},
"metrics": {
"total_pips": 8.700000000000728,
"max_drawdown": 77.0,
"bias_sign_flips": 2,
"r": {
"expectancy_r": 0.7853745294474523,
"n_trades": 18,
"win_rate": 0.1111111111111111,
"avg_win_r": 17.115118267387366,
"avg_loss_r": -1.2558434377950367,
"profit_factor": 1.7035481645543986,
"max_r_drawdown": 16.041140339815094,
"n_open_at_end": 1,
"sqn": 0.4343599983483773,
"sqn_normalized": 0.4343599983483773,
"net_expectancy_r": 0.7853745294474523,
"conviction_terciles_r": [
-1.3650686711197901,
-1.2338202185443914,
4.955012478006539
]
}
}
}