docs: VRP full-removal TODO for a fresh subagent-driven session (keep OPRA data)

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2026-07-20 22:10:56 +00:00
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# VRP full removal — TODO (fresh session, subagent-driven + review)
**Decision (2026-07-20):** remove the VRP code entirely (revival not planned); KEEP the 13yr OPRA data
(`xsp_option_bars` table + OPRA .dbn) — it's expensive, separable, and not in the way.
**Why a fresh session:** the removal is cross-cutting (~7 modules + 11 test files + orchestration/CLI/
persistence/vendor/registry refs + the `vrp_nav` Dagster asset). Too big to do safely at low context; a
half-done removal risks broken imports in the nightly pipeline. Do it subagent-driven with review, like the
positioning-cap work.
**The coupling that made a shim-free registry-removal impossible (must be resolved by removing the code):**
- `vrp_exec_record.py` reads `STRATEGY_REGISTRY["vrp"].definition.params.ladder` (line ~225) and
`run_track("vrp_exec")` needs the `vrp_exec` definition. Once the code is gone, nothing reads the registry
entries, so `"vrp"`/`"vrp_exec"` come out cleanly.
**Files to DELETE:** `src/fxhnt/application/vrp_book.py, vrp_eval.py, vrp_exec_record.py, vrp_marking.py,
vrp_pricing.py, vrp_defined_risk_eval.py`; tests `tests/**/*vrp*.py` (11 files); the `vrp_nav` asset.
**Refs to CLEAN (grep `vrp` in each):** `registry.py` (del `vrp`+`vrp_exec` entries), `cli.py` (vrp commands),
`adapters/orchestration/assets.py` + `migration_builders.py` (`vrp_nav`), `dashboard_service.py`
(`_IBKR_ACCOUNT_SIDS` drop "vrp"), `sim_curves.py` (`SIM_BOOKS`), `forward_ingest.py` (`_REF_ALIAS`),
`adapters/persistence/xsp_option_bars.py` (KEEP the table/repo — it's the OPRA data store — but drop any
vrp-strategy coupling), `vendor/surfer/__init__.py` (check if vrp import).
**KEEP:** `xsp_option_bars` table + repo (13yr OPRA data), the OPRA .dbn archive.
**Also fixes:** the false VRP `STALE` health alarm disappears for free (no registry entry -> health-loop
doesn't iterate it). No `forward_health.py` change needed once the entry is gone.
**Cockpit already excludes VRP** (archived:True filter) — so the UI is already clean; this is code hygiene.