docs(vrp): mark VRP removal complete + record outstanding CronJob deploy action

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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2026-07-21 00:56:15 +00:00
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# VRP full removal — TODO (fresh session, subagent-driven + review)
# VRP full removal — DONE (2026-07-20/21)
**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.
**Status: COMPLETE.** VRP code fully removed on branch `chore/remove-vrp-code` (9 commits over base a263b67),
full suite green (2018 passed, 2 skipped), whole-branch review clean (no Critical/Important). OPRA data KEPT.
**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.
## What was removed
- 7 VRP application modules (`vrp_book/eval/defined_risk_eval/exec_record/marking/pricing/research`) + `black_scholes.py`
- The DVOL pipeline (`deribit_dvol.py`, `dvol_ingest.py`, the `VolIndexClient` port) — DVOL was the IV leg of VRP
- The `vrp_nav` Dagster asset + its ~14 OPRA-freeze/backfill helper chain
- The `XspOptionBarsRepo` **class** + the `_build_vrp` migration builder + the `backfill-xsp-opra`/`ingest-dvol`/
`execute-vrp`/`vrp-eval`/`vrp-defined-risk-eval` CLI commands + the `fxhnt-opra-backfill` CronJob manifest
- The `vrp`/`vrp_exec` registry entries + `_REF_ALIAS`/`_IBKR_ACCOUNT_SIDS`/`SIM_BOOKS` literals
- 13 VRP test files; comment/docstring scrubs across 16 files; test updates (assert vrp-ABSENT / synthetic entries)
**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.
## What was KEPT (Constraint 1 — verified intact)
- `xsp_option_bars` **table** + `XspOptionBarRow` model (`cockpit_models.py:436`) + the 13-year OPRA `.dbn` data
- `ForwardNavRepo.xsp_freeze_max_date()` (`forward_nav.py:145`) — still reads the kept table
- The generic freeze-staleness health axis (`_FREEZE_SOURCES = {"opra-pit"}`) stays
- `deribit_funding` (carry edge) untouched
**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.
## Outstanding — a DEPLOY action (not code)
The `fxhnt-opra-backfill` CronJob **manifest** is removed from git, but if it exists as a live resource on the
bizworx Kapsule it must be deleted by hand: `kubectl delete cronjob fxhnt-opra-backfill` (ns foxhunt). The git
removal does not stop a running cluster resource.
**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.
## Not-yet-merged
Branch `chore/remove-vrp-code` — awaiting the operator's merge decision.