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CEX: evaluate admitted replay with post-cost walk-forward - #409

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proerror77 merged 2 commits into
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codex/cex-post-cost-walk-forward-401
Jul 27, 2026
Merged

proerror77 merged 2 commits into
mainfrom
codex/cex-post-cost-walk-forward-401

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Change contract

Evaluate one admitted Binance CEX snapshot with explicit execution costs, purged and embargoed post-cost walk-forward evidence, and single-candidate sealed holdout access bound to snapshot and protocol identity.

Out of scope

Dependency / merge order

Focused validation

  • cargo test -p alpha-domain -p alpha-engine -p alpha-store -p alpha-onnx-evaluator -p alpha-harness --quiet
  • cargo clippy -p alpha-domain -p alpha-engine -p alpha-store -p alpha-onnx-evaluator -p alpha-harness --all-targets -- -D warnings
  • rustfmt --edition 2021 --check on all 15 changed Rust files
  • git diff --check
  • Standards review: clean
  • Spec review against CEX: evaluate an admitted Binance replay with purged post-cost walk-forward #401: clean
  • 15 files, 598 changed non-generated lines; below the repository split gate

Rollout / rollback impact

Research evidence only. Evaluator versions advance so prior evidence cannot be admitted under the new accounting and identity semantics. No collector or live path changes. Roll back by reverting this commit.

Closes #401

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coderabbitai Bot commented Jul 27, 2026

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Review details
⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro Plus

Run ID: 4582f264-7769-4722-839f-a17e3fd7863f

📥 Commits

Reviewing files that changed from the base of the PR and between 74869ec and 45aaa76.

📒 Files selected for processing (15)
  • rust_hft/alpha-harness/app/src/cli.rs
  • rust_hft/alpha-harness/app/src/governance.rs
  • rust_hft/alpha-harness/app/src/loop_control.rs
  • rust_hft/alpha-harness/app/src/mission.rs
  • rust_hft/alpha-harness/app/src/mission_runner.rs
  • rust_hft/alpha-harness/domain/src/lib.rs
  • rust_hft/alpha-harness/engine/src/engines/bayesian.rs
  • rust_hft/alpha-harness/engine/src/engines/mcts.rs
  • rust_hft/alpha-harness/engine/src/engines/mod.rs
  • rust_hft/alpha-harness/engine/src/evaluation.rs
  • rust_hft/alpha-harness/engine/src/formula_evaluator.rs
  • rust_hft/alpha-harness/engine/src/lib.rs
  • rust_hft/alpha-harness/engine/src/llm.rs
  • rust_hft/alpha-harness/onnx-evaluator/src/lib.rs
  • rust_hft/alpha-harness/store/src/lib.rs
✨ Finishing Touches
🧪 Generate unit tests (beta)
  • Create PR with unit tests
  • Commit unit tests in branch codex/cex-post-cost-walk-forward-401

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@proerror77
proerror77 force-pushed the codex/cex-post-cost-walk-forward-401 branch from dd36923 to ca8cca2 Compare July 27, 2026 04:21

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💡 Codex Review

Here are some automated review suggestions for this pull request.

Reviewed commit: dd369231ee

ℹ️ About Codex in GitHub

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  • Comment "@codex review".

If Codex has suggestions, it will comment; otherwise it will react with 👍.

Codex can also answer questions or update the PR. Try commenting "@codex address that feedback".

Comment thread rust_hft/alpha-harness/domain/src/lib.rs
Comment thread rust_hft/alpha-harness/domain/src/lib.rs
@proerror77
proerror77 force-pushed the codex/cex-post-cost-walk-forward-401 branch from dc3b974 to 45aaa76 Compare July 27, 2026 06:04
@proerror77
proerror77 merged commit 6875725 into main Jul 27, 2026
38 checks passed
@proerror77
proerror77 deleted the codex/cex-post-cost-walk-forward-401 branch July 27, 2026 06:20
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CEX: evaluate an admitted Binance replay with purged post-cost walk-forward

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