2 Commits

Author	SHA1	Message	Date
jgrusewski	8ebb65f27e	fix: NaN-safe correlation de-risk in book_series (zero-variance windows) ... np.corrcoef on a window where a vol-normalized stream is constant (warmup / non-moving stream) divided by zero std -> RuntimeWarning + NaN in the corr matrix -> ac=NaN -> propagated via chist into the z-score and could poison leverage L and book with NaN (silent corruption). Fix: correlate only streams with std>0 in the window, nansum over the actual valid count, fall back to ac=0 when <2 vary. Verified: no RuntimeWarning (tested with warnings-as-errors), no NaN, identical L/weights. Affects all scripts importing book_series + the cluster ConfigMap. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-08 00:29:36 +02:00
jgrusewski	ba7e7dca79	feat: adaptive multi-strat paper-forward harness (spec Phase 1) ... Full 6-stream adaptive book live paper-forward: SPY/IEF/GLD/PDBC/DBMF + BTC-USD via Yahoo, with edge-decay trust allocation + adaptive risk layer (EMA vol/Kelly-floor/self-recovering DD/z-score corr), unlevered. status/run/weights modes, forward-start, idempotent, catch-up. Cron 12/15/18 UTC. Live weights sensible: trust down-weights bond(7%)+crypto(2%), gold/commod/trend healthy(~23%). Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-07 20:02:51 +02:00