40855bfd62
Adds SP20 — full production trader-management system in one
greenfield commit (3-4 weeks of implementation work to follow):
* Tier 0: multi-resolution time-scaled market features (3 horizons)
* Tier 1: trade-arc awareness (4 features per batch)
* Tier 2: per-unit trail-stop (entry + trail + stop per unit)
* Tier 3: pyramiding + partial profit-taking (HalfFlat actions,
N_ACTIONS=9→11)
* Tier 4: Forward-Return-Distribution head + confidence gate +
per-batch anti-martingale sizing + position heat cap +
vol-adjusted defaults
Spec went through critical-review pass (v1→v2→v3):
* v1: 3 tiers, side-channel features, single-gate acceptance
* v2: 5 tiers added partial-flat + anti-mart + multi-res + checklist
* v3: foundational fixes for 4 CRIT + 6 SIG + 6 MIN findings
(per-unit pyramid state, encoder-input injection vs side-channel,
FRD head replaces survivor-biased checklist, override stack
ordering, per-batch anti-mart, real-time multi-res scales,
P-1 ceiling falsification gate, multi-tier acceptance)
§0 Foundational Principles (NEW, non-negotiable):
* §0.1 every numerical constant ISV-resident (no hardcoded #defines
in new kernels; structural-dim exception only)
* §0.2 every kernel/slot/head/action fully wired in same commit
* §0.3 diagnostics baked in at birth (every observable in JSONL)
* §0.4 per-phase ship-gate: all three audits must pass
Audit infrastructure shipped with the spec:
* scripts/audit-isv.sh — greps new .cu for hardcoded #defines
* scripts/audit-wiring.sh — verifies kernels/slots/heads/actions
have producer + consumer in code
* scripts/audit-diag.sh — runs local 100-step smoke, validates
manifest-listed jq paths present in JSONL
* scripts/audit-manifest/ — per-phase append manifests (kernels,
slots, heads, actions, diag-fields)
Naming discipline: audit scripts and manifest are SP-agnostic (no
`sp20-` prefix) per new pearl `feedback_no_sp_or_version_prefixes_in_file_names`
— they'll serve future SPs too. SP numbers belong only in
docs/superpowers/{specs,plans}/ filenames.
Audit scripts dogfooded — already caught two real violations on
existing code that the formal review missed:
* audit-isv: KL_EMA_ALPHA=0.05f hardcoded in rl_q_pi_distill_grad.cu
* audit-wiring: TrailTighten action (a7) has no handler in any
kernel (per pearl_dead_trail_stop_actions_a7_a8)
These violations are SP20 P5/P10 fix targets.
User decision recorded in spec §3 P-1: ceiling-falsification phase
intentionally skipped — SP20 is the architectural launchpad for
the broader trader system regardless of whether current arch could
be pushed further at 1M steps. P-1 may be revisited as standalone
work after SP20 ships.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
4.2 KiB
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4.2 KiB
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