feat(sp21): T2.2 Phase 8.2 — signal-drive E6/E7/E8 thresholds via pnl_std (atomic)
Three producers in enrichment.rs had hardcoded magnitude thresholds
sized for time-bar trades (per-trade pnl ≈ 1e-3..1e-2). Foxhunt's
volume bars (bars_per_day ≈ 34_496) produce per-trade pnl in
1e-7..1e-5 range, so the constants tripped every cycle:
- compute_winner_concentration: `all_mean <= 1e-6` → win_conc=0
- compute_hindsight_labels: `t.pnl < -0.001` → hindsight count=0
- compute_curriculum_weights: `(1/sharpe).clamp(0.1, 10.0)` →
similar small Sharpes saturate to 10 →
uniform weights → curric_conc=0
Surfaced by smoke v5 (train-vds7r, commit d1638959d): across all 3
cycles of fold 0, the E6/E7/E8 scalar signals stayed pinned at
0.0000 — the Phase 5/6/7 PER-alpha-boost path was dark code.
Fix:
- New `compute_pnl_std(trades)` helper: Welford std over eval-trade
pnl column; 0.0 on empty, |pnl| on single-element bootstrap
- `compute_winner_concentration(trades, pnl_std)`: guard becomes
`all_mean <= (0.1 × pnl_std).max(0.0)`
- `compute_hindsight_labels(trades, pnl_std)`: filter becomes
`t.pnl < (-0.5 × pnl_std).min(-1e-9)` (floor handles cold start)
- `compute_curriculum_weights`: clamp relaxed (0.1, 10.0) →
(0.01, 100.0); fallback weight 0.1 → 0.01
- `run_enrichments` computes pnl_std once per cycle, threads through
to producers; diagnostic log extended with pnl_std field
Pearls honoured:
- feedback_isv_for_adaptive_bounds: hardcoded constants → signal-
derived thresholds
- pearl_controller_anchors_isv_driven: anchors derive from observed
data scale, not bar-resolution magic numbers
- pearl_first_observation_bootstrap: pnl_std=0 → producers return
sentinel 0.0 or use absolute floor (cold-start preserved)
Verification:
- cargo check -p ml --features cuda # clean
- cargo test -p ml --lib financials # 7/7 (unchanged)
Expected v6 cycle 1: pnl_std ≈ 1e-5, win_conc ≈ 1.5..3.0,
hindsight count > 40k, curric_conc > 0.
Note: curriculum clamp bounds (0.01, 100.0) are still hardcoded;
making them fully ISV-driven is deferred to Phase 9. Immediate
Phase 8.2 goal is unblocking the dark-code path so the downstream
per_update_pa / per_insert_pa alpha-boost composition actually
fires on volume-bar trades.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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