fxhnt

Files

jgrusewski 8b3214f628 feat: wire CUSUM edge-decay into forward-validation — the missing Kelly<->kill layer

ForwardValidationService now runs a CUSUM over each FORWARD specialist's in-regime forward return
sequence (StrategyRecord.forward_returns, persisted): a structural NEGATIVE break -> RETIRE with minimal
delay, even before min_forward_days. This is the edge-decay/trust layer the foxhunt memory flagged as the
'missing abstraction' between Kelly (long-run sizing) and the circuit breaker (tail kill) — a slow bleed
that passes mean/threshold filters is caught by the changepoint detector. _review order: CUSUM-decay ->
min-days gate -> deploy(mean>0)/retire. 53/53 tests (decayed retired, holding-edge deployed, young keeps tracking).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-13 18:09:13 +02:00

test_discovery.py

feat: wire FDR into the gauntlet/discovery — multiple-testing complement over the whole search

2026-06-13 09:35:18 +02:00

test_execution.py

feat: multi-strategy execution layer (domain netting + Broker port + ExecutionService)

2026-06-09 13:52:32 +02:00

test_feature_pipeline.py

feat: SSOT feature-warehouse foundation + first feature TDD-ported (microprice)

2026-06-13 02:01:04 +02:00

test_fleet.py

feat: fleet orchestrator (factory layer 3) — the standing research force