User correctly challenged the "band-aid removal" framing. All fixes
shipped during the val-Flat-collapse investigation addressed real bugs
at their respective layers and should be preserved:
- Kelly cap warm-branch (0c9d1ee39): post-decision physics layer.
Thompson-independent. KEEP.
- Train Return display + Sharpe annualization (non-tau parts of
7a3d88646): display/metric layer. Thompson-independent. KEEP.
- Direction Boltzmann tau-floor (tau part of 7a3d88646) +
adaptive eps_dir floor (d54b49efc): gates inside direction-branch
action selection. Phase 2 replaces direction-branch action
selection wholesale (eps-greedy + Boltzmann → Thompson), so these
direction-only code paths become structurally unreachable.
The latter two are NOT band-aids being removed because Thompson is
better. They are dead code being cleaned up because Thompson replaces
the surrounding mechanism. Magnitude/order/urgency branches keep their
existing eps-greedy + Boltzmann + tau-floor + EPS_FLOOR paths intact.
Reframed Phase 3 deliverable: "direction-branch dead-code cleanup"
with explicit rationale (per feedback_no_legacy_aliases.md and
feedback_no_partial_refactor.md). 0.5 day budget instead of 1.
Also clarified eval action selection: argmax of (E[Q_C51]+E[Q_IQN])/2
is correct. Bellman backup is a Q-learning UPDATE rule, not an
action-selection rule. Once Q is learned, optimal policy is greedy
argmax of learned Q. Online Bellman lookahead at eval would require
a forward model of market dynamics — not available, not standard.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
1c63c32297