Jeroen Grusewski fb4cb49b18 fix(positioning): cap live paper-book positions + report-ref path (coin_gross_cap; Task-7-review Critical+Important) ...

Threads positioning_coin_gross_cap through the two remaining uncapped
paths found by the Task-7 whole-branch review:

- Critical: combined_symbol_weights / combined_symbol_weights_and_returns /
  latest_raw_sleeve_weights / derive_and_persist_bybit_paper_book /
  build_bybit_paper_book now accept positioning_coin_gross_cap and forward
  it into sleeve_weights_and_contributions, so the live Bybit paper-book's
  ACTUAL persisted positions honor the same per-coin cap as the reconciled
  return. The nightly bybit_paper_book asset now passes
  POSITIONING_COIN_GROSS_CAP.
- Important: bybit_4edge_backtest_summary gained a positioning_coin_gross_cap
  sibling next to positioning_tail_cap_k, forwarded into
  BybitFourEdgeStrategy; report_backtest_summary now passes
  POSITIONING_COIN_GROSS_CAP alongside POSITIONING_TAIL_CAP_K.

Scope: coin_gross_cap only (the EX-ANTE weight cap) — capacity_capital and
tail_cap_k are gains-only return haircuts and do not belong on the weight
path. Default None everywhere (OFF = byte-identical).

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

2026-07-20 19:46:21 +00:00

..

test_allocation_funding_filter.py

test(alloc): repoint funding-filter test to positioning (bybit_4edge now research-tier)

2026-07-16 07:52:29 +02:00

test_allocation_ingest.py

fix(cockpit): overview ceiling reads resolved policy (paper/live), not hardcoded $35k; ruff import-sort

2026-07-11 20:51:15 +02:00

test_backtest_equity_cli.py

feat(b3b): expose candidate-top-k/min-history on backtest-equity CLI (use bounded path by default)

2026-06-18 09:09:01 +02:00

test_backtest_measured_single_book.py

chore(cockpit): strip jargon text blocks + hard-coded values from the pages

2026-07-18 10:46:51 +02:00

test_backtest_persist_cockpit_cli.py

feat(b3b): persist backtest verdict to cockpit (backtest_summary table + --persist-cockpit)

2026-06-18 18:39:24 +02:00

test_backtest_refs_wiring.py

fix(backtest): unify bybit-book scheduled writer — backtest-refs --all writes bybit_sleeve_ret + refs via shared compute-once helper (no cockpit-data regression)

2026-07-13 12:37:49 +02:00

test_backtest_summary_repo.py

feat(b3b): persist backtest verdict to cockpit (backtest_summary table + --persist-cockpit)

2026-06-18 18:39:24 +02:00

test_book_allocator.py

feat(surfer): regime drawdown kill-switch for the book

2026-06-19 23:16:17 +02:00

test_broaden_overlay_validate.py

feat(research): broaden+overlay deploy-book validation — walk-forward + capacity head-to-head vs liquid-61

2026-06-26 14:44:30 +02:00

test_bybit_account_ratio.py

feat(bybit): positioning edge — long/short account-ratio ingest + contrarian eval with adversarial verification

2026-06-24 14:12:22 +02:00

test_bybit_book_eval.py

fix(cockpit): give the bybit_4edge sleeve breakdown its own display names

2026-07-14 20:11:31 +02:00

test_bybit_book_reconciliation.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_bybit_carry_revalidate_cli.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_bybit_carry_revalidate.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_bybit_carry_trustworthy.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_bybit_drawdown_kill_test.py

feat(bybit): OOS pure-drawdown-kill test on the combined book (Sharpe+DD verdict, capital-preservation, no leverage)

2026-06-24 18:10:36 +02:00

test_bybit_edges_eval.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_bybit_forward_track.py

feat(0b): remove vestigial registry state_file field (DB anchor is the forward SSOT)

2026-07-14 10:38:15 +02:00

test_bybit_funding_ingest.py

fix(ingest): date-resume all bybit per-symbol ingests so funding/oi/long_ratio/worst_basis advance nightly

2026-06-28 11:29:35 +02:00

test_bybit_funding.py

perf(bybit): bounded-concurrency ingest (ThreadPool) + rate-limit backoff (~5-10x faster, memory-bounded, resumable)

2026-06-23 22:45:14 +02:00

test_bybit_ingest_funding_cli.py

feat(bybit): survivorship-free funding adapter + universe + ingest into bybit_features (TimescaleDB)

2026-06-23 19:53:43 +02:00

test_bybit_ingest_klines_cli.py

feat(bybit): trustworthy carry re-validation — liquid subset + squeeze-tail proxy + per-coin cost (de-artifact the 13.92 Sharpe)

2026-06-23 23:31:11 +02:00

test_bybit_ingest_long_short_cli.py

feat(bybit): positioning edge — long/short account-ratio ingest + contrarian eval with adversarial verification

2026-06-24 14:12:22 +02:00

test_bybit_ingest_oi_cli.py

feat(bybit): OI-deleveraging reversion edge hunt — open-interest ingest + eval with adversarial verify + OOS gate

2026-06-24 19:05:07 +02:00

test_bybit_intraday_worst_basis.py

fix(bybit): stream 1m worst_basis in time-windows — memory-bounded full ingest (no OOM, fits 6GB node)

2026-06-24 11:46:40 +02:00

test_bybit_klines_ingest.py

fix(bybit): date-resume the perp klines leg (unfreeze the forward gate)

2026-07-01 11:06:32 +02:00

test_bybit_klines.py

feat(bybit): trustworthy carry re-validation — liquid subset + squeeze-tail proxy + per-coin cost (de-artifact the 13.92 Sharpe)

2026-06-23 23:31:11 +02:00

test_bybit_liquidity_sweep.py

feat(0b): finish Binance-0% — repoint worst-basis to Bybit; drop vestigial stablecoin display + dormant MomentumVrp (Task 7c)

2026-07-14 09:48:00 +02:00

test_bybit_liquidity.py

feat(bybit): trustworthy carry re-validation — liquid subset + squeeze-tail proxy + per-coin cost (de-artifact the 13.92 Sharpe)

2026-06-23 23:31:11 +02:00

test_bybit_long_short_ingest.py

fix(ingest): date-resume all bybit per-symbol ingests so funding/oi/long_ratio/worst_basis advance nightly

2026-06-28 11:29:35 +02:00

test_bybit_maker_recost.py

feat(research): maker-vs-taker re-costing of the Bybit 4-edge book — net-Sharpe lift from passive fills

2026-06-26 22:18:09 +02:00

test_bybit_oi_deleverage_eval.py

feat(bybit): OI-deleveraging reversion edge hunt — open-interest ingest + eval with adversarial verify + OOS gate

2026-06-24 19:05:07 +02:00

test_bybit_oi_deleverage_oos.py

feat(bybit): OI-deleveraging reversion edge hunt — open-interest ingest + eval with adversarial verify + OOS gate

2026-06-24 19:05:07 +02:00

test_bybit_oi_ingest.py

fix(ingest): date-resume all bybit per-symbol ingests so funding/oi/long_ratio/worst_basis advance nightly

2026-06-28 11:29:35 +02:00

test_bybit_open_interest.py

feat(bybit): OI-deleveraging reversion edge hunt — open-interest ingest + eval with adversarial verify + OOS gate

2026-06-24 19:05:07 +02:00

test_bybit_overlay_ab.py

feat(0b): finish Binance-0% — repoint worst-basis to Bybit; drop vestigial stablecoin display + dormant MomentumVrp (Task 7c)

2026-07-14 09:48:00 +02:00

test_bybit_paper_backfill_cli.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_bybit_paper_backfill.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_bybit_paper_book_asset.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_bybit_paper_book_service.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_bybit_paper_live_web.py

fix(cockpit): name the deploy book 'Bybit 4-edge book' consistently on every surface

2026-07-16 13:53:03 +02:00

test_bybit_paper_reconciliation.py

fix(positioning): cap live paper-book positions + report-ref path (coin_gross_cap; Task-7-review Critical+Important)

2026-07-20 19:46:21 +00:00

test_bybit_persist_sleeve_ret_cli.py

feat(0b): migrate unlock to a Bybit single-sleeve forward track

2026-07-13 20:51:59 +02:00

test_bybit_positioning_eval.py

feat(positioning): enable coin_gross_cap=0.07 in the live bybit book precompute

2026-07-20 18:28:10 +00:00

test_bybit_positioning_oos.py

feat(bybit): OOS/walk-forward validation harness for positioning edge (rolling windows, train/holdout direction, drop-top-N, liquidity+signal sweeps, look-ahead audit)

2026-06-24 15:00:48 +02:00

test_bybit_sim_web.py

fix(cockpit): Backtest state panel said "active sleeves" for a coin count

2026-07-16 16:56:06 +02:00

test_bybit_sleeve_ret_persist.py

refactor(cockpit): retire xvenue_carry forward track (H3) — light retire

2026-07-07 20:22:30 +02:00

test_bybit_squeeze_tail_override.py

fix(bybit): real 1m worst_basis squeeze-tail (override semantics, mirrors Binance) — replaces the broken additive daily proxy

2026-06-24 08:29:30 +02:00

test_bybit_stablecoin_eval.py

fix(bybit): stablecoin detector requires staying near peg (dispersion), not just median — excludes volatile coins averaging ~$1

2026-06-24 13:05:37 +02:00

test_bybit_testnet_b2a_wiring.py

feat(bybit): B2a/B3-envelope-driven testnet leg + record bybit_4edge_exec observed track (C2)

2026-07-10 10:33:31 +02:00

test_bybit_testnet_repo.py

test(cockpit): cover latest_testnet_nav + executed-reality detail block (review)

2026-07-10 12:24:57 +02:00

test_bybit_true_spread.py

feat(research): measure TRUE Bybit L1 spread + re-cost maker grid with it (replaces high/low CS proxy)

2026-06-26 22:46:40 +02:00

test_bybit_worst_basis_ingest_cli.py

fix(bybit): real 1m worst_basis squeeze-tail (override semantics, mirrors Binance) — replaces the broken additive daily proxy

2026-06-24 08:29:30 +02:00

test_bybit_worst_basis_ingest.py

fix(ingest): date-resume all bybit per-symbol ingests so funding/oi/long_ratio/worst_basis advance nightly

2026-06-28 11:29:35 +02:00

test_carry_metalabel.py

feat(bybit): carry edge meta-label check (reuses positioning meta-label framework, purged CV, skeptical verdict)

2026-06-24 18:38:57 +02:00

test_cockpit_bybit_only.py

fix(cockpit): name the deploy book 'Bybit 4-edge book' consistently on every surface

2026-07-16 13:53:03 +02:00

test_cockpit_render.py

fix(cockpit): restore guarded exec-twin card + align its two tests to the restored behavior

2026-07-16 15:46:06 +02:00

test_cockpit_ssot.py

fix(cockpit): give the bybit_4edge sleeve breakdown its own display names

2026-07-14 20:11:31 +02:00

test_cockpit_vrp_render.py

fix(vrp): hide archived VRP from EVERY cockpit render path (not just Overview)

2026-07-15 18:02:36 +02:00

test_compare_measured_precompute_cli.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_cross_venue_carry_eval.py

feat(xvenue): causal persistence-gated static cross-venue carry — disciplined coin selection (trailing premium detector, OOS-validated)

2026-06-24 22:24:56 +02:00

test_crypto_factor_runner.py

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

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

test_crypto_funding_panel.py

feat(funding): crypto_funding_panel accessor

2026-06-22 12:23:33 +02:00

test_crypto_spot_panel.py

feat(carry): ingest spot closes (feature=spot_close) + crypto_spot_panel + CLI/asset

2026-06-22 15:00:00 +02:00

test_dashboard_ibkr_holdings.py

fix(vrp): hide archived VRP from EVERY cockpit render path (not just Overview)

2026-07-15 18:02:36 +02:00

test_dashboard_reads.py

feat(cockpit): repo reads for allocation + funding rows

2026-07-10 11:58:04 +02:00

test_dashboard_service.py

fix(vrp): hide archived VRP from EVERY cockpit render path (not just Overview)

2026-07-15 18:02:36 +02:00

test_dashboard_surfacing.py

fix(cockpit): overview ceiling reads resolved policy (paper/live), not hardcoded $35k; ruff import-sort

2026-07-11 20:51:15 +02:00

test_delta_neutral_return.py

fix(paper): carry books full return (funding + daily basis), not funding-only — collapses fake Sharpe 12.55 -> ~1.56

2026-06-23 10:53:15 +02:00

test_deribit_dvol.py

fix(research): crypto VRP — Deribit DVOL clock seam + recover full history (2021-03 floor)

2026-06-26 15:58:16 +02:00

test_deribit_funding_ingest.py

fix(deribit): correct the SOL perp instrument name (SOL_USDC-PERPETUAL) — was 400ing the nightly

2026-06-28 13:54:06 +02:00

test_deribit_funding_wiring.py

refactor(cockpit): retire xvenue_carry forward track (H3) — light retire

2026-07-07 20:22:30 +02:00

test_deribit_funding.py

fix(deribit): correct the SOL perp instrument name (SOL_USDC-PERPETUAL) — was 400ing the nightly

2026-06-28 13:54:06 +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_duckdb_ohlc.py

feat(duckdb): migrate + round-trip high/low (COALESCE fallback to close)

2026-06-14 23:40:56 +02:00

test_dvol_ingest.py

feat(vrp): volatility-risk-premium edge hunt — DVOL ingest + tail-honest VRP eval + adversarial verify + OOS gate

2026-06-24 19:44:25 +02:00

test_equity_backtest_runner.py

test: parallelize (pytest-xdist -n auto) + optimize the slow tests

2026-07-14 00:51:52 +02:00

test_equity_factor_strategy.py

refactor(forward): gate ETL + allocator read the DB record; retire state_reader JSON path

2026-07-09 10:02:28 +02:00

test_equity_factor.py

feat(b2.2): low-vol factor + price-only composite (momentum+lowvol); keep value/quality for future

2026-06-16 22:27:26 +02:00

test_exec_capture.py

fix(exec): entry-floor threshold on the sizing envelope, not the raw NLV

2026-07-15 16:14:06 +02:00

test_execute_multistrat_b2a.py

fix(exec): UCITS live-run 478/10349 + false-EXECUTED (Mon 2026-07-20)

2026-07-20 09:20:47 +00:00

test_execution.py

fix(exec): UCITS live-run 478/10349 + false-EXECUTED (Mon 2026-07-20)

2026-07-20 09:20:47 +00:00

test_feature_pipeline.py

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

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

test_fetch_cli.py

feat(0b): true Binance 0% — remove the crypto_pit Binance fetch/ingest/research surface + substring guard (keep Databento futures + shared TrendRunner)

2026-07-14 14:57:08 +02:00

test_forward_anchor.py

fix(forward): resolve Task 1-3 review minors (enforce single-active anchor, validate dates, tighten tests)

2026-07-08 23:57:05 +02:00

test_forward_engine.py

feat(forward): pin re-homed sleeves' recovered OOS inception in git (reproducible on DB rebuild)

2026-07-15 19:31:16 +02:00

test_forward_gate_e2e.py

chore(strategy): retire vestigial 'combined' crypto-momentum book from nightly + registry

2026-07-11 10:54:07 +02:00

test_forward_health.py

chore(vrp): de-list VRP sleeve from cockpit + stop nightly (Option 1 — code+data kept)

2026-07-15 17:31:43 +02:00

test_forward_ingest.py

feat(0b): retire crypto_tstrend standalone track + stablecoin_rotation (not tradeable on Bybit); book sleeve unchanged

2026-07-13 21:56:23 +02:00

test_forward_migration.py

feat(0b): retire crypto_tstrend standalone track + stablecoin_rotation (not tradeable on Bybit); book sleeve unchanged

2026-07-13 21:56:23 +02:00

test_forward_nav_repo.py

feat(0b): remove vestigial registry state_file field (DB anchor is the forward SSOT)

2026-07-14 10:38:15 +02:00

test_forward_record.py

fix(forward): resolve Task 1-3 review minors (enforce single-active anchor, validate dates, tighten tests)

2026-07-08 23:57:05 +02:00

test_forward_summary_policy_stamp.py

feat(policy): stamp forward_summary with policy_version + policy_hash (B1 audit)

2026-07-09 14:38:59 +02:00

test_forward_tracker.py

feat(surfer): wire regime kill-switch into the live combined-book forward track

2026-06-19 23:22:15 +02:00

test_funding_backtest_runner.py

feat(alloc): book-of-books allocator (date-aligned edges, inverse-vol+cap, fractional-Kelly, vol-target) + gauntlet

2026-06-19 20:11:02 +02:00

test_historical_eod_ingest.py

fix(b3a): bound ingest in-flight window (~2x workers) — prevent unbounded result accumulation / OOM eviction

2026-06-17 01:37:29 +02:00

test_honest_reference.py

fix(honest-ref): impact calibration (400bps + turnover-basis), edge-4 sign, book union-fill, wire G4, leverage-ceiling guard

2026-07-15 22:35:57 +02:00

test_honest_report.py

feat(alloc): capacity policy knobs (min_sharpe, equity_default_ceiling) + ceiling shown next to the curve (spec 6/8)

2026-07-15 23:45:42 +02:00

test_ibkr_account_detail_web.py

feat(cockpit): warn when the IBKR account holds a symbol outside the book

2026-07-18 10:29:38 +02:00

test_ibkr_sim_web.py

refactor(cockpit): ONE name resolver — fold display-name overrides into the registry SSOT

2026-07-16 15:05:09 +02:00

test_massive_daily.py

test(b1): lock multi-dividend back-adjustment compounding in MassiveDailyClient

2026-06-16 08:38:29 +02:00

test_nav_failure_isolation.py

fix(C2): make every *_nav failure-isolating so the gate is never skipped

2026-07-14 18:36:48 +02:00

test_onchain_fundamental_eval.py

feat(research): on-chain/fundamental edge probe — stablecoin-supply timing + fundamental value factor, net of cost

2026-06-26 20:48:07 +02:00

test_orchestration_definitions.py

feat(orchestration): fold bybit precompute into a Dagster asset (K8sRunLauncher-ready)

2026-07-19 09:36:05 +00:00

test_overview_exec_signal.py

fix(cockpit): Overview real-trades return was a naked % under the "allocated" column

2026-07-16 16:46:03 +02:00

test_overview_headline_materialized.py

feat(D4): consolidated /paper Paper-books page (both books) + per-strategy breakdown (scales by row)

2026-07-15 00:55:31 +02:00

test_paper_book.py

test(paper): update full-exit/partial-reduction equity tests to compounding model

2026-06-22 10:17:46 +02:00

test_paper_books_web.py

chore(cockpit): drop the orientation blurb on /paper — the two cards say it

2026-07-18 10:36:06 +02:00

test_paper_compounding.py

fix(paper): compounding mark-to-market equity (size book off running equity)

2026-06-22 10:05:21 +02:00

test_paper_cost_model.py

feat(paper): realistic trading-cost + funding model (toggleable, default off)

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

test_paper_hook.py

feat(paper): cap realized gross exposure (max_gross, default 3x equity)

2026-06-22 17:00:42 +02:00

test_paper_nav_equity_reads.py

feat(paper): PaperRepo nav_equity_before + latest_nav_equity

2026-06-22 09:59:02 +02:00

test_paper_replay_web.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_paper_repo_nav.py

feat(replay): PaperRepo upsert_nav + nav_history/positions_at/trades_on

2026-06-21 21:06:51 +02:00

test_paper_repo.py

fix(paper-replay): point-in-time realized in nav rows so backfill re-run is idempotent

2026-06-21 21:19:59 +02:00

test_paper_shadow_positions.py

feat(paper): paper_shadow_positions unit book (kill-proof return signal)

2026-06-22 08:15:31 +02:00

test_paper_sim_web.py

chore(cockpit): strip jargon text blocks + hard-coded values from the pages

2026-07-18 10:46:51 +02:00

test_paper_sleeve_ret.py

feat(paper): paper_sleeve_ret table + PaperRepo upsert/sleeve_returns

2026-06-21 23:39:40 +02:00

test_paper_strategies.py

feat(0b): finish Binance-0% — repoint worst-basis to Bybit; drop vestigial stablecoin display + dormant MomentumVrp (Task 7c)

2026-07-14 09:48:00 +02:00

test_paper_view_equity.py

fix(paper): live view equity = nav curve + live intraday MTM

2026-06-22 10:11:39 +02:00

test_paper_web.py

fix(cockpit): name the deploy book 'Bybit 4-edge book' consistently on every surface

2026-07-16 13:53:03 +02:00

test_portfolio_eval.py

feat: agentic research layer — LangGraph agent + LLM port + compute tools

2026-06-09 16:22:59 +02:00

test_positioning_forward_track.py

fix(positioning): thread coin_gross_cap into the LIVE forward-nav path + attribution (final-review Critical)

2026-07-20 19:24:44 +00:00

test_positioning_metalabel.py

feat(bybit): meta-labeling experiment on positioning edge (de Prado — purged CV, bet sizing, skeptical OOS verdict)

2026-06-24 18:20:11 +02:00

test_promotion_corr.py

feat(policy): promotion correlation backstop — human flag + data-confirmed diversification (B1)

2026-07-09 14:55:56 +02:00

test_promotion.py

fix(policy): promotion backstop gates emptiness on deploy MEMBERSHIP not aggregated data (B1)

2026-07-09 15:24:32 +02:00

test_record_allocation_capacity.py

fix(alloc): killswitch on forward record (not backtest), ISO-normalize honest keys, unviable-capacity=0 sentinel

2026-07-16 00:07:48 +02:00

test_record_allocation_equity.py

fix(equity): reseed UCITS volumes in equity integration test + fail loud on unknown regime

2026-07-16 11:53:58 +02:00

test_record_bybit_exec_track.py

feat(bybit): record_bybit_exec_track — book the executed crypto track via A run_track (C2)

2026-07-10 10:22:59 +02:00

test_record_exec_track.py

feat(exec): record_exec_track — book the executed multistrat return via A's observed run_track (C1)

2026-07-09 23:33:38 +02:00

test_research_slice.py

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

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

test_run_paper_tracker_engine.py

feat(forward): wire _run_paper_tracker to the DB-backed deterministic engine

2026-07-09 00:50:31 +02:00

test_sim_curve_ret_persist.py

fix(D1): gate sim_curve_ret write with backtest_summary (same-basis invariant)

2026-07-14 23:20:48 +02:00

test_sleeve_weighting_ab.py

feat(0b): finish Binance-0% — repoint worst-basis to Bybit; drop vestigial stablecoin display + dormant MomentumVrp (Task 7c)

2026-07-14 09:48:00 +02:00

test_spread_deterioration_shorts.py

feat(research): step 2 — spread-deterioration shorts (abandonment), net of real entry+exit spread cost

2026-06-26 12:16:10 +02:00

test_spread_liquidity_factor.py

feat(research): step 1 — liquidity panel (CS spread + Amihud) + static illiquidity-premium falsification (net of measured cost)

2026-06-26 11:35:58 +02:00

test_spread_overlay.py

feat(0b): finish Binance-0% — repoint worst-basis to Bybit; drop vestigial stablecoin display + dormant MomentumVrp (Task 7c)

2026-07-14 09:48:00 +02:00

test_strategy_allocation.py

refactor(alloc): remove dead upsert_allocation; document vol conventions + soften SSOT claim (B2a review)

2026-07-09 22:11:52 +02:00

test_strategy_funding.py

feat(persistence): strategy_funding audit table + repo (B3)

2026-07-10 01:56:19 +02:00

test_tiingo_daily.py

feat(b1): TiingoDailyClient (native adjClose, 33yr); swap equity sleeves Massive->Tiingo

2026-06-16 08:50:25 +02:00

test_tiingo_fundamentals.py

feat(b2): TiingoFundamentalsClient (daily metrics + statements)

2026-06-16 17:35:51 +02:00

test_tiingo_universe.py

fix(b2): rank full filtered universe by dollar-volume (drop alphabetical pre-slice bias)

2026-06-16 17:45:46 +02:00

test_timescale_bulk_upsert.py

fix(bybit): bounded-memory bulk upsert (statement-cache leak) + resumable ingest (skip done symbols)

2026-06-23 22:04:43 +02:00

test_timescale_feature_store_parity.py

fix(config): default feature store to postgres (duckdb now explicit opt-in for tests/B3)

2026-06-26 00:32:46 +02:00

test_trend_runner.py

feat(bybit-trend): charge perp funding on the crypto_tstrend sleeve

2026-07-02 15:06:46 +02:00

test_unlock_calendar_import_cli.py

feat(unlock): unlock calendar in operational DB (networked) — removes the last PVC dependency for unlock

2026-06-24 09:34:45 +02:00

test_unlock_calendar_loader.py

feat(unlock): unlock calendar in operational DB (networked) — removes the last PVC dependency for unlock

2026-06-24 09:34:45 +02:00

test_unlock_calendar_repo.py

feat(unlock): unlock calendar in operational DB (networked) — removes the last PVC dependency for unlock

2026-06-24 09:34:45 +02:00

test_unlock_short_strategy.py

feat(surfer): deploy unlock-shorts as a paper-forward cockpit track (2nd edge live)

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

test_unlock_warehouse_panel.py

feat(paper): unlock + snapshot ts-trend read warehouse panel (drop crypto_pit_dir)

2026-06-21 22:23:51 +02:00

test_vrp_defined_risk_eval.py

fix(vrp): correct defined-risk turnover/cost accounting (amortized daily roll, not full-ladder-daily) — was ~30x over-charging

2026-06-24 20:40:09 +02:00

test_vrp_eval.py

fix(vrp): proper rolling variance-swap construction (DVOL² implied vs realized-window variance) — replaces the noisy single-day-ret² proxy

2026-06-24 20:01:34 +02:00

test_vrp_nav_asset.py

fix(vrp): robust freeze step-back on degenerate session + document ref-vs-live asymmetry

2026-07-15 10:07:22 +02:00

test_warehouse_bulk_ingest.py

perf(warehouse): bulk ingest in one transaction (~50x faster crypto ingest on PVC)

2026-06-15 19:20:30 +02:00

test_warehouse_ingest_catalog.py

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

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

test_warehouse_migrate.py

feat(warehouse): memory-bounded idempotent DuckDB->TimescaleDB migration CLI (verified)

2026-06-23 16:33:25 +02:00

test_warehouse_read_panel.py

perf(cockpit): live mark reads LATEST close per symbol, not the full history

2026-06-27 14:30:54 +02:00

test_warehouse_table_knob.py

feat(warehouse): FXHNT_WAREHOUSE_TABLE knob — run book/sim/edges on Bybit (bybit_features) vs Binance (features)

2026-06-23 22:34:13 +02:00

test_web_new_edges.py

chore(cockpit): strip jargon text blocks + hard-coded values from the pages

2026-07-18 10:46:51 +02:00

test_web_overview_nav.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_web.py

fix(cockpit): honest FAIL verdict + plain UCITS holdings on the strategy detail

2026-07-16 16:31:27 +02:00

test_xsfunding_gate_unsticks.py

test(backtest): cockpit shows xsfunding gate reconciling once its ref exists (bug A verified)

2026-07-13 12:59:37 +02:00

test_xsfunding_replay.py

feat(funding): warehouse_funding_panel + XsFundingReplay sleeve (faithful, causal)

2026-06-22 12:37:37 +02:00

test_xsfunding_strategy.py

feat(xsfunding): live-booking forward strategy (delta-neutral funding+basis, executable)

2026-06-19 07:45:45 +02:00

test_yahoo_pit.py

feat(forward): PIT Yahoo close snapshots + PIT-reading client (stable recompute)

2026-07-09 01:01:10 +02:00