jgrusewski 7d96ff2a00 feat(paper): combined risk-stack controller — K(D*) sizing + WEH structural-retirement gate + killswitch backstop ...

Add controller="combined" = K(D*) sizing + per-sleeve WindowedEdgeHealth
structural-retirement gate + the existing DrawdownKillSwitch backstop. The only
behavioural delta vs "killswitch" is the retirement gate filtering the active
sleeve set; with all sleeves healthy combined == killswitch bit-identically.

- RetirementGate (domain/edge_decay.py): pure hysteresis state machine over a
  WindowedEdgeHealth — retire after retire_window sub-retire_floor days, re-admit
  after readmit_window >= readmit_floor days; bootstrap-safe; to_dict/from_dict.
- Wire combined into both overlays (live==replay): paper_risk_overlay replays the
  gate from scratch; IncrementalRiskOverlay keeps per-sleeve gate state advanced
  over newly-appeared days. ISV over survivors; leverage + killswitch unchanged.
- Tests: pure state machine (retire/dip/re-admit/hysteresis/bootstrap/roundtrip),
  inert-on-healthy (combined==killswitch exact), synthetic dead-sleeve (combined
  retires B and beats killswitch NAV; re-admits on recovery), live==replay golden
  with a dying sleeve. Full suite green (756 passed).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-06-23 09:04:18 +02:00

..

test_adapters_ohlc.py

feat(dbn_local): ratio-adjusted synthetic high/low via pure _front_to_series helper

2026-06-14 23:35:59 +02:00

test_adaptive_target_vol.py

feat(paper): adaptive_target_vol (trailing-Sharpe vol budget, bounded [25,35])

2026-06-22 11:16:06 +02:00

test_allocator_sleeve_weights.py

test(paper-snap): allocator sleeve weights — use non-binding cap so inverse-vol ordering holds

2026-06-21 20:18:38 +02:00

test_bar_record.py

feat(warehouse): BarRecord canonical daily-bar value object

2026-06-15 00:20:48 +02:00

test_binance_ccxt_helpers.py

fix(exec): clear remaining minors — zip strict, rate-budget margin test, mid-sizing rationale

2026-06-14 17:03:11 +02:00

test_binance_funding_history.py

feat(funding): BinanceFundingHistory adapter (paginated, never-raise)

2026-06-22 12:21:09 +02:00

test_binance_settings.py

feat(exec): crypto dep + BinanceSettings (safe defaults: testnet on, live off)

2026-06-14 16:45:01 +02:00

test_capacity.py

fix(exec): fail-safe risk gates — NaN/misconfig guards (no fail-open to max exposure)

2026-06-14 17:11:58 +02:00

test_charts.py

feat(cockpit): dependency-free inline-SVG nav sparkline

2026-06-14 11:47:19 +02:00

test_combined_book_factory.py

feat(combined-book): FXHNT_COMBINED_BOOK_DATA_SOURCE flag + source factory; wire CLI

2026-06-15 11:27:24 +02:00

test_combined_book_injected_source.py

refactor(combined-book): read via injected CombinedBookSource (default RawFileSource)

2026-06-15 11:24:19 +02:00

test_combined_book_source.py

feat(combined-book): CombinedBookSource port + RawFileSource (existing path)

2026-06-15 11:13:21 +02:00

test_config_paper.py

feat(paper): cockpit paper-book backend foundation (Phase 2F T1-6)

2026-06-21 19:33:15 +02:00

test_config_warehouse.py

feat(config): add warehouse_path setting

2026-06-15 00:19:29 +02:00

test_correlation.py

fix(factory): fail-safe diversification core — HRP uniform fallback, corr epsilon + empty guard, gate reason

2026-06-14 20:06:52 +02:00

test_cross_sectional_funding.py

feat(xsfunding): spot-history adapter + ticker-reuse guard clean_spot_leg (basis prep)

2026-06-19 00:18:14 +02:00

test_crypto_exchange_dtos.py

feat(exec): crypto_exchange port (DTOs + Protocol)

2026-06-14 16:45:36 +02:00

test_crypto_factors.py

feat(hunt): crypto XS price-factor harness (reversal/lowvol/illiquidity) + gauntlet matrix

2026-06-19 19:38:19 +02:00

test_crypto_fetch.py

fix(fetch): clean missing-key error + day-aligned funding array

2026-06-14 12:30:07 +02:00

test_crypto_panel_builder.py

refactor(crypto): extract _panel builder (shared by raw + warehouse sources)

2026-06-15 11:10:13 +02:00

test_cusum.py

feat: CUSUM structural-break detector ported (regime #6) — the edge-decay signal

2026-06-13 17:56:19 +02:00

test_data_provider_warehouse.py

feat(cli): warehouse-ingest + warehouse-catalog commands; warehouse data source

2026-06-15 00:38:17 +02:00

test_dbn_continuous_front.py

refactor(dbn_local): extract continuous_front_adjust + read_front_arrays for reuse

2026-06-15 00:23:05 +02:00

test_dd_controller_v1a.py

feat(paper): drawdown controller v1a — DD-budget Kelly + per-sleeve edge-health (controller flag, default killswitch)

2026-06-23 00:10:39 +02:00

test_delta_neutral_orders.py

feat(surfer): xsfunding micro-live order bridge (paper -> manual delta-neutral orders)

2026-06-20 17:45:00 +02:00

test_div_gate.py

fix(factory): fail-safe diversification core — HRP uniform fallback, corr epsilon + empty guard, gate reason

2026-06-14 20:06:52 +02:00

test_drawdown_killswitch.py

feat(paper): DrawdownKillSwitch (hysteresis, mirrors allocator)

2026-06-22 08:08:47 +02:00

test_dsr_scales_with_n.py

test(factory): lock DSR bar rises with trial count (FST immune system)

2026-06-14 19:54:57 +02:00

test_edge_decay.py

feat(paper): scale-invariant WindowedEdgeHealth detector + wire into edge_health controller (replaces broken PH-health)

2026-06-23 00:37:58 +02:00

test_equity_backtest_domain.py

feat(b3b): PIT-trailing universe selection — remove peak-liquidity lookahead (two-pass, memory-bounded)

2026-06-18 10:01:36 +02:00

test_equity_beta_current_weights.py

feat(paper-snap): 60/40 + crypto-momentum current_weights

2026-06-21 20:17:56 +02:00

test_equity_factor_helpers.py

fix(equity-factor): guard non-positive recent price in momentum_12_1 (delisted-name safety)

2026-06-17 12:24:29 +02:00

test_factory_settings.py

feat(factory): scipy dep + FactorySettings (safe diversification/governance defaults)

2026-06-14 19:52:26 +02:00

test_futures_fetch.py

feat(fetch): port futures fetcher into fxhnt (Databento, cost-gated, offline-testable)

2026-06-14 12:23:09 +02:00

test_gate.py

feat(cockpit): Phase-1 go/no-go gate (pure, reports-only)

2026-06-14 11:33:44 +02:00

test_gauntlet.py

feat: fxhnt foundation — hexagonal architecture + proven gauntlet + vertical slice

2026-06-09 12:21:47 +02:00

test_governance.py

feat(factory): promotion governance (caps + kill-switch budget)

2026-06-14 20:08:35 +02:00

test_hrp.py

fix(factory): fail-safe diversification core — HRP uniform fallback, corr epsilon + empty guard, gate reason

2026-06-14 20:06:52 +02:00

test_httpx_live_price.py

fix(paper): cockpit live price via httpx Binance REST (ccxt not in cockpit image)

2026-06-21 20:54:50 +02:00

test_hurst.py

feat: Hurst exponent (R/S) ported — the persistence signal for regime classification

2026-06-13 19:09:08 +02:00

test_incremental_overlay_golden.py

feat(paper): combined risk-stack controller — K(D*) sizing + WEH structural-retirement gate + killswitch backstop

2026-06-23 09:04:18 +02:00

test_ingest_historical_cli.py

feat(b3a-deploy): historical-ingest entrypoint + config + dedicated backtest PVC + resumable Job

2026-06-17 00:22:38 +02:00

test_isv_adaptive_weights.py

feat(paper): isv_adaptive_weights (adaptive lookback/cap + max-with-floor)

2026-06-21 23:32:36 +02:00

test_live_price_fake.py

feat(paper): cockpit paper-book backend foundation (Phase 2F T1-6)

2026-06-21 19:33:15 +02:00

test_marginal_gate_active.py

feat(paper): marginal_gate_active (leave-one-out edge pruning)

2026-06-22 09:17:01 +02:00

test_marginal.py

feat(factory): marginal Sharpe contribution (selection objective)

2026-06-14 19:54:08 +02:00

test_microprice.py

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

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

test_models_ohlc.py

fix(models): PriceSeries high/low — copy-on-default (immutability) + strict-mypy field type + test gaps

2026-06-14 23:05:03 +02:00

test_ofi.py

feat: OFI features TDD-ported (Blocks F/G/H/CC) — the follow-the-money signal

2026-06-13 02:06:30 +02:00

test_paper_book_returns_golden.py

perf(paper): O(1) before_d accumulation in paper_book_returns (kill O(N^3) backfill)

2026-06-22 19:56:51 +02:00

test_paper_domain.py

fix(paper): idempotent trades + realized PnL + DRY mark-to-market

2026-06-21 19:45:32 +02:00

test_paper_models.py

feat(paper): cockpit paper-book backend foundation (Phase 2F T1-6)

2026-06-21 19:33:15 +02:00

test_paper_nav_model.py

feat(replay): paper_nav ORM row

2026-06-21 21:06:01 +02:00

test_paper_risk_overlay.py

feat(paper): combined risk-stack controller — K(D*) sizing + WEH structural-retirement gate + killswitch backstop

2026-06-23 09:04:18 +02:00

test_periods.py

feat(cockpit): period-aware aggregation + rolling mean (raw, no normalization)

2026-06-14 11:45:42 +02:00

test_portfolio.py

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

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

test_position_source.py

feat(paper-snap): PositionSource protocol

2026-06-21 20:14:30 +02:00

test_proposal_key.py

fix(factory): trial-count honesty — stable key, count-before-mark, LLM param guards

2026-06-14 20:35:31 +02:00

test_reconciliation.py

fix(exec): capital-risk fixes — authoritative IOC sizing, accumulate all legs, θ=0 hold, true arrival mid, dry-run gate report, rate-budget window

2026-06-14 17:29:37 +02:00

test_regime_lookback.py

fix(paper): _regime_lookback NaN-aware (drop zero-fill bias)

2026-06-22 09:22:07 +02:00

test_regime.py

feat: regime layer — the foundation of the agentic strategy factory (ADR 0002)

2026-06-09 19:20:23 +02:00

test_registration.py

feat(strategies): register breakout/seasonality/vol_managed_momentum (3->6 kinds)

2026-06-14 23:21:08 +02:00

test_registry_tstrend.py

feat(registry): register crypto_tstrend sleeve (gate WAIT 60d)

2026-06-21 00:35:28 +02:00

test_retirement_gate.py

feat(paper): combined risk-stack controller — K(D*) sizing + WEH structural-retirement gate + killswitch backstop

2026-06-23 09:04:18 +02:00

test_risk_gates.py

fix(exec): fail-safe risk gates — NaN/misconfig guards (no fail-open to max exposure)

2026-06-14 17:11:58 +02:00

test_rounding.py

feat(exec): pure exchange-filter rounding (step/tick/min-notional)

2026-06-14 16:46:05 +02:00

test_sleeve_daily_carry.py

feat(paper): sleeve_daily_carry (funding-carry return-source, mirrors sleeve_daily_return)

2026-06-22 12:43:33 +02:00

test_sleeve_daily_return.py

feat(paper): shared sleeve_daily_return pure fn

2026-06-21 23:29:30 +02:00

test_smart_router.py

fix(exec): stable data-derived rebalance_id + rate-limit signal + cover/drift invariant tests

2026-06-14 17:39:29 +02:00

test_stablecoin_current_weights.py

perf(paper): memoize date-independent work in sleeve current_weights

2026-06-22 20:22:31 +02:00

test_stablecoin_registry.py

feat(registry): register stablecoin_rotation sleeve (gate WAIT 60d)

2026-06-21 10:20:30 +02:00

test_stablecoin_reversion.py

fix(stablecoin): graceful delisting skip + n_active_avg overcount + boundary guard test

2026-06-21 10:37:05 +02:00

test_state_reader.py

feat: retire crossvenue forward track (falsified 3x — max-min artifact, no edge)

2026-06-18 20:56:50 +02:00

test_strategies_single_market.py

feat(strategies): vol_managed_momentum kind (Moreira-Muir, de-risk only)

2026-06-14 23:18:09 +02:00

test_target_weights.py

feat(exec): latest_target_weights — current per-symbol targets for execution

2026-06-14 16:46:45 +02:00

test_tca.py

fix(exec): capital-risk fixes — authoritative IOC sizing, accumulate all legs, θ=0 hold, true arrival mid, dry-run gate report, rate-budget window

2026-06-14 17:29:37 +02:00

test_ts_trend.py

feat(hunt): TSMOM trend harness (directional, vol-scaled, long/short) + gauntlet

2026-06-19 19:49:46 +02:00

test_tstrend_current_weights.py

fix(paper-snap): faithful ts-trend current_weights + review fixes

2026-06-21 20:30:05 +02:00

test_unit_shadow_positions.py

feat(paper): persist_paper_book leverage (notional only) + unit_shadow_positions

2026-06-22 08:18:22 +02:00

test_unlock_calendar_live.py

fix(unlock): never cache an empty calendar refresh + dep unlock_nav on crypto_bars

2026-06-21 11:38:18 +02:00

test_unlock_current_weights.py

perf(paper): memoize date-independent work in sleeve current_weights

2026-06-22 20:22:31 +02:00

test_unlock_shorts.py

feat(surfer): risk-managed token-unlock dilution-short edge (the 2nd uncorrelated edge)

2026-06-20 20:11:07 +02:00

test_validation.py

feat: López de Prado validation suite ported (DSR + PBO + permutation + FDR) — the honesty backbone

2026-06-13 02:24:41 +02:00

test_vol_target_leverage.py

feat(paper): vol_target_leverage warmup (no leverage until vol_lookback obs)

2026-06-22 16:59:24 +02:00

test_warehouse_catalog_format.py

feat(warehouse): catalog/freshness inventory (store.catalog + format_catalog)

2026-06-15 00:34:55 +02:00

test_warehouse_price_provider.py

feat(warehouse): WarehousePriceProvider reads bars as PriceSeries (DataProvider)

2026-06-15 00:28:40 +02:00

test_warehouse_silver.py

feat(warehouse): silver_crypto normalizer (close-only daily bars)

2026-06-15 00:25:36 +02:00

test_waterfill.py

fix(paper): _waterfill redistributes residual so weights always sum to 1

2026-06-21 23:37:58 +02:00

test_xsfunding_current_weights.py

feat(paper-snap): xsfunding current_weights

2026-06-21 20:16:15 +02:00