feat(scripts): reward-pnl alignment measurement harness (RA-G3 gate)

Computes Pearson(rewards.sum, trading.realized_pnl_usd_delta) + sign-agreement
from a diag.jsonl. Exit 0 if Pearson >= 0.70 (RA-G3), 1 below, 2 on bad input.
Reproduces the baseline 0.2775 / sign 0.655 measurement.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

scripts/measure_reward_alignment.py

@@ -0,0 +1,73 @@
+#!/usr/bin/env python3
+"""Measure reward<->pnl alignment from a diag.jsonl.
+
+RA-G3 gate: Pearson(rewards.sum, trading.realized_pnl_usd_delta) >= 0.70.
+Usage: python3 scripts/measure_reward_alignment.py <run_dir_or_diag.jsonl> [--json]
+Exit 0 if Pearson >= 0.70, 1 if below, 2 on bad input.
+"""
+import json
+import os
+import sys
+
+
+def diag_path(arg):
+    if os.path.isdir(arg):
+        return os.path.join(arg, "diag.jsonl")
+    return arg
+
+
+def pearson(x, y):
+    n = len(x)
+    if n < 3:
+        return None
+    mx, my = sum(x) / n, sum(y) / n
+    sxy = sum((a - mx) * (b - my) for a, b in zip(x, y))
+    sxx = sum((a - mx) ** 2 for a in x)
+    syy = sum((b - my) ** 2 for b in y)
+    if sxx == 0 or syy == 0:
+        return None
+    return sxy / (sxx * syy) ** 0.5
+
+
+def main():
+    args = [a for a in sys.argv[1:] if not a.startswith("--")]
+    want_json = "--json" in sys.argv
+    if not args:
+        print("usage: measure_reward_alignment.py <run_dir_or_diag.jsonl>", file=sys.stderr)
+        return 2
+    path = diag_path(args[0])
+    if not os.path.exists(path):
+        print("no diag at %s" % path, file=sys.stderr)
+        return 2
+    rew, pnl = [], []
+    for line in open(path):
+        try:
+            d = json.loads(line)
+        except Exception:
+            continue
+        r = d.get("rewards", {}).get("sum")
+        p = d.get("trading", {}).get("realized_pnl_usd_delta")
+        if r is None or p is None:
+            continue
+        rew.append(float(r))
+        pnl.append(float(p))
+    P = pearson(rew, pnl)
+    both = [(a, b) for a, b in zip(rew, pnl) if a != 0 and b != 0]
+    sign = (sum(1 for a, b in both if (a > 0) == (b > 0)) / len(both)) if both else None
+    gate = 0.70
+    ok = P is not None and P >= gate
+    result = {"pearson": P, "sign_agreement": sign, "n_rows": len(rew),
+              "gate": gate, "pass": ok}
+    if want_json:
+        print(json.dumps(result))
+    else:
+        print("rows=%d  Pearson=%s  sign_agree=%s  gate>=%.2f  -> %s" % (
+            len(rew),
+            "n/a" if P is None else "%.4f" % P,
+            "n/a" if sign is None else "%.3f" % sign,
+            gate, "PASS" if ok else "FAIL"))
+    return 0 if ok else 1
+
+
+if __name__ == "__main__":
+    sys.exit(main())