acceptance-summary.md 2.3 KB

RC1 Layered Governed Optimization - Acceptance Summary

Date: 2026-04-09

1) Guardrail Results

  • RC1 golden manifest regenerated successfully.
  • trade_count = 91, event_count = 272, win_rate = 52.75%, avg_return = 3.42%.
  • core hash guardrails unchanged:
    • events: 8965d1b539a998d7d0aff04432aa2a47cf30ee40df013b9d8b7eb66a3d50a331
    • trades: 1298be56b0898266b0b854d62a979c00c20b01629393c82bb8c804faf852cb97
  • layer attribution mapping audit remains clean: no unknown reason mapping.

2) Refactor Verification

  • Layered orchestration modules added:
    • dragon_rule_engine_v2.py
    • dragon_rules_core.py
    • dragon_rules_secondary.py
    • dragon_rules_bridge.py
  • dragon_strategy.py remains compatibility facade.
  • Structured control-state fields added and wired:
    • entry_reason_layer/family/code
    • last_real_sell_reason_layer/family/code
    • bridge flags for predictive and pending deep-oversold chains.
  • High-risk string-coupled checks migrated to structured fields in predictive/pending paths.

3) Weak-Family Experiment Pack

  • Dedicated branch created: alpha_next_weak_family_cleanup.
  • Experiment outputs generated:
    • dragon_weak_family_experiment_summary.csv
    • dragon_weak_family_trade_diff.csv
    • dragon_weak_family_execution_stress.csv
    • dragon_weak_family_experiment.md
    • dragon_weak_family_experiment_config_snapshot.json
  • Added/removed attribution produced for each experiment vs RC1 baseline.
  • Execution stress replay (same_close, next_open, next_close, plus next_open + 20 bps/side) completed.

4) Test And Pipeline Gates

Executed and passed:

  • py -3 -m unittest discover -s tests -v
    • total: 8 tests, all OK.
  • py -3 dragon_daily_signal_pipeline.py --as-of 2026-04-08
    • completed successfully (smoke gate pass).

New test coverage:

  • tests/test_no_silent_path_change.py
  • tests/test_bridge_chain_regression.py
  • tests/test_deep_oversold_pending_paths.py

5) Reporting Additions

  • Layered attribution outputs generated:
    • dragon_layered_pnl_attribution.csv
    • dragon_layered_family_pnl_attribution.csv
    • dragon_layered_entry_pnl_attribution.csv
    • dragon_layered_exit_pnl_attribution.csv
    • dragon_layered_pnl_attribution.md
  • Migration audit note added: dragon_migration_audit.md.