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jgrusewski 8bfc480d92 feat(sp15-p3.4): regret signal = r_discipline content + first-obs bootstrap EMA
Per spec §8.2 (3.4). When policy holds AND a trade would have been
profitable past cost+trail, regret_bar = ideal_pnl_missed - cost_t.
EMA tracked at REGRET_EMA (slot 423) with first-observation bootstrap
(per pearl_first_observation_bootstrap) + simple exponential decay
(α=0.05; Wiener-α adaptive swap is a documented follow-up).

r_discipline_per_bar = -LAMBDA_REGRET × REGRET_EMA composed at the
reward-split site in the follow-up consumer commit per
feedback_no_partial_refactor.

3 ISV slots: 423 REGRET_EMA, 424 LAMBDA_REGRET (initial 1.0), 425
REGRET_GRAD_NORM. 3 fold-reset registry entries + dispatch arms.

Anchor test 2.6 regime_silences (Phase 2B contract) — green via
3.4 + 3.5 combined.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-06 16:02:59 +02:00
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