4.1 KiB
Quant OS factor diagnostics core increment
Delivery: quant-os-factor-diagnostics-20261004; branch codex/quant-os-factor-diagnostics-20261004. Base is remote-confirmed origin/main 861c1e97a8. This is the independent core-repository increment consumed by the existing platform delivery/Draft #102, not a new platform branch or chat. Root in chat 01a0bc8f-dcaf-7452-9ab3-3215df6dfa97 is the sole core code/Git writer; reviewers are read-only. Primary, merged retrospective-v2 and old Alpha158 worktrees and their user files remain untouched.
The fixed framework source is 16e96351fbc5bd5a918c7deff556490bbc44fb99. Valid source cleanliness/version evidence was reused; actual core feature/worktree router ranges and applicable AGENTS were read. Resume/review model-policy critical gpt-6-astra/xhigh passed; actual runtime remains unknown. The core has no stage ledger at its declared path, so no foreign stage state is borrowed. Lifecycle created this task after policy-check; old completed trees were retained for ignored local data, no old lease/state was rewritten. The new .venv was created through lifecycle run with the existing frozen lock and dev extras, offline from local caches.
Scope is L3 mathematical behavior, pure memory/caller data. The new candidate module provides daily IC/RankIC summaries, keyed pooled correlation matrices and explicit-calendar forward-return labels. Production algorithm/source/PIT/execution qualifications remain unestablished and decision_eligible=false. Existing factor-library and governed factor-set contracts are unchanged. Reuse rationale and exact numerical/statistical assumptions are in docs/factor-diagnostics.md.
Evidence so far: initial47 tests failed for the missing API; first implementation46 passed and one strict floating-zero assertion failed, corrected to a stated1e-15 tolerance without clipping values. A genuine extreme-rank scaling regression was reproduced and fixed by ranking original values. An affine-equivalent IC case reproduced enormous IR/t from rounding dispersion, fixed with the public32eps resolution policy. Independent reviewer found two representable-offset Pearson errors; both were reproduced and fixed by translate-before-scale. Latest54 new plus16 old tests=70 passed; final whole-core run1093 passed in12.82s with1166 existing pandas deprecation warnings. Targeted Ruff and final module-only mypy passed. Reviewer rechecked the two numeric fixes with tiny independent samples, no new blocker.
The implementation was saved and pushed as 69383a30b0 in Draft PR #21 (#21). The existing platform delivery now consumes that exact prepared archive through an unwired thin adapter. Its 25 tests call this real core; 9 isolated HTTP tests and 21 actual-component tests pass. The local browser displayed daily IC [1, -0.5, approximately 0], mean 1/6, actual daily pairs, pooled pairs, constant/missing reasons and holding-period valid days [3, 2, 1]; source failure cleared old results and explicit retry restored them. The prepared-report boundary rejects conflicting counts, intervals and method claims without recalculating statistics. Platform changes remain its separate, unmerged delivery; this is evidence for a consumer, not combined production acceptance.
The bounded pure-library increment is code complete and reviewed. The next operation is the central delivery gate for this core PR; its receipt, not this handoff, establishes Ready/CI/merge/main acceptance and cleanup facts. After successful core delivery, the platform will bind the accepted core source revision while retaining candidate and unestablished qualifications. Main full-suite evidence remains the unchanged 1093-pass candidate run above until the gate establishes its own validation receipt.
No source/provider/NAS query, production ETL, migration, release, deployment or trade occurred in this increment. Production data/source/PIT/algorithm admission is outside this pure-library delivery and remains explicitly unestablished. The broader platform/M0–M5 delivery remains unfinished. Reuse this same lifecycle/branch/PR; a push alone is not completion.