gavindiazandClaude Code
3a005ddcc6
Docs / Validate documentation (push) Canceled after 0s
Docs / Deploy GitHub Pages (push) Canceled after 0s
CI Final Summary (AI) / AI Final Summary (push) Canceled after 0s
CI Final Summary (AI) / Push/PR event feed (push) Canceled after 0s
CI / CI Integrity and Change Classification (push) Canceled after 0s
CI / Code Quality & Tests (push) Canceled after 0s
Dependency Lock & Migration Safety / Dependency drift (lock vs pyproject) (push) Canceled after 0s
Dependency Lock & Migration Safety / Migration safety (fail-loud + version postconditions) (push) Canceled after 0s
JS Tests / Frontend JS Unit Tests (push) Canceled after 0s
Security / CodeQL Analysis (push) Canceled after 0s
Security / Trivy Vulnerability Scan (push) Canceled after 0s
Tests (OS Matrix) / Py Tests (macos-latest) (push) Canceled after 0s
Tests (OS Matrix) / Py Tests (windows-latest) (push) Canceled after 0s
CI / Extended Validation (Tier 2) (push) Canceled after 0s
CI / Heavy CI (database-provider) (push) Canceled after 0s
CI / Heavy CI (e2e) (push) Canceled after 0s
CI / Heavy CI (integration) (push) Canceled after 0s
CI / Heavy CI (model-validation) (push) Canceled after 0s
CI / Heavy CI (research-backtest) (push) Canceled after 0s
CI / Aggregate CI Results (push) Canceled after 0s
Full project import for the self-hosted code hosting (https://code.aifunny.ltd/gavindiaz/my-NexusTradingForexBot.git). Includes the live-freshness + scaler-hash fixes for the permanent STALE dashboard (tick_pipeline now_utc stamps; infer_probabilities computes model_input_hash on the actual scaled 70D tensor), the data-fetch default-path fix, the g29 web-auth test fixes, and a Chinese user manual (使用手册.md) for the web dashboard. Scratch diagnostic scripts (check*.py, contain a live web-auth token) and the .kilo/ agent-worktree directory are gitignored, not committed. Co-Authored-By: Claude Code <noreply@anthropic.com>
2.6 KiB
2.6 KiB
title, description, lang
| title | description | lang |
|---|---|---|
| Data Flow — Tick to Decision | The canonical data path from a broker tick to an audited trading decision, with every contract boundary. | en |
Data Flow — from tick to decision
This is the canonical path (from agents/skill.md §4). Every arrow is a
contract boundary.
TickData (MT5 / paper / gateway)
→ ScalpFeatureEngine.to_tensor_input()
50D base (scalp_v1 · FEATURE_NAMES · [-3,+3] · finite)
→ assemble_70d / build_70d_vector()
70D canonical: Base 0..49 | News 10D 50..59 | Liquidity 10D 60..69
→ InferenceContractValidator
scaler dim == feature dim · schema hash · finite · bounds
→ ScalpNet → 4 logits (NO_TRADE / BUY / SELL / WAIT) → confidence gate 0.35
→ regime_classifier (Regime Guardian)
→ signals/policy + rule_matrix (~30 rules, TTL 5s cache)
→ RiskEngine.calculate_dynamic_volume() + evaluate_proposal()
free-margin 20% clamp · tier caps · HARD_MAX_LOTS
→ OrderManager (60-scenario router · 11 position states ·
MAX_TOTAL_EXPOSURE=1 · 30s re-quote lock · 1.0×ATR drift)
→ broker (IMT5Port adapter: Win32 IPC / ZMQ / paper)
→ accounting (TradeOutcome / ACCOUNT_SNAPSHOT) → AuditRepository (queued, WAL)
→ web SSE/WebSocket + Telegram (read-only) + experience/research/shadow
Contract boundaries in the flow
| Boundary | Enforced by | Failure mode |
|---|---|---|
| feature dim / ordering | schema registry + schema_contract hash |
loud rejection (FEATURE_CONTRACT_MISMATCH), never silent padding |
| scaler ↔ features | InferenceContractValidator |
SCALER_MISMATCH blocks inference |
| confidence semantics | policy gate measures trained-class directional share (CHG-0042) | miscalibrated confidence cannot masquerade as direction |
| sizing limits | RiskEngine + OrderManager clamps |
order refused |
| order authority | ports/adapters isolation + INV-002 | research/learning components physically cannot place orders |
| persistence | AuditRepository background writer |
hot path never blocks (INV-001) |
Hot-path discipline (INV-001)
The tick pipeline performs zero synchronous I/O: no DB queries, no training, no network on the tick path. Bar aggregation and broker snapshots are cached off-path; news context is cache-only.
Assembly rules for the 70D block
Missing sub-blocks require explicit neutral vectors (FEATURE_DISABLED) —
silent fabrication is forbidden; unavailable features block
(FEATURE_UNAVAILABLE). Reordering features changes the schema hash, which
invalidates models — by design.