3 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessenandClaude Opus 5	1c6ccceb12	chore: make the whole tree ruff-clean, not just app/ ... CI only lints app/, so 11 findings had accumulated in tests/ and scripts/. Mechanical and behaviour-neutral, but two were not auto-fixable and needed a judgement call rather than `ruff --fix`: - E741 in run_fip_breadth_diagnostics: `l` is the OHLCV low and is genuinely used, so this was a naming fix (`l` -> `lo`), not a deletion. - F841 in the same file: `vol_ix`/`momr_ix` are assigned from a pure local `_index()` and never read, so removing them cannot change any output. Their upstream `vol_weeks`/`momr_weeks` maps *are* used further down and stay; the comment above `_index` was corrected to say so. The rest are unused imports and f-strings without placeholders (literal markdown table headers, so identical output). Verified beyond the linter, since py_compile does not catch a removed-but-used import: every removed symbol has zero remaining references, all scripts compile, and the full unit suite passes (852 passed, 1 skipped). Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>	2026-08-07 18:43:46 +02:00
dennisthiessenandClaude Opus 5	f5d4b516ab	docs: land capacity-study evidence and share the rank-map helper ... Brings the durable artifacts of research/portfolio-capacity-rebalancing onto main so the rationale for raising the count cap lives with the code that cites it. The matrix runner, the research simulator hooks and the study's unit tests are deliberately left behind; they remain at tag research/portfolio-capacity-final. Corrects conclusions that were reached on EV per trade and are now superseded: the findings doc's decisions 1 (keep cap 10) and 4 (run the risk-floor A/B) are struck through and answered in a new correction section, and the research README and phase-A matrix entries are updated to match. The frozen specification itself is untouched -- its recorded SHA-256 f1e37783 still verifies. effective-risk-floor-ab.md is retained but marked CLOSED/NEGATIVE: the study it proposes is already answered by cap15 vs cash_unbounded (-0.753pp CAGR while EV/trade rises), and its EV-based pass rule would have shipped it. scripts/research_rankings.py replaces a fourth copy of the historical rank-map helper; run_research_matrix, run_execution_recovery_matrix and run_daily_reentry_matrix now share it. The shared version adds a duplicate observation guard and a deterministic symbol tie-break the copies lacked. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>	2026-08-05 23:08:29 +02:00
dennisthiessen	529343ce82	feat: add Phase A research matrix (vol target, fill, corr, SE/DSR) ... Ship shared Sharpe SE/PSR diagnostics, next-open fill and equity-curve vol targeting in the portfolio simulator, re-derived fip_id, and a checkpointed offline matrix runner for Mac-side validation sweeps.	2026-07-18 15:04:44 +02:00