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feat(alpha): evaluate deterministic Ridge and CART baselines - #663

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proerror77 merged 1 commit into
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codex/cex-ridge-cart-engine-600
Aug 3, 2026
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proerror77 merged 1 commit into
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codex/cex-ridge-cart-engine-600

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Change contract

Fit deterministic Ridge and depth-bounded shallow CART baselines from one immutable Factor Bank using training-only folds and validation-only scoring.

Issue relationship

Refs #600

Out of scope

Mission persistence, MCTS admission, Factor-Bank subset search (#601), ACK/OSS execution, and Paper/Shadow/Live.

Dependencies and merge order

Stacked on #662. Merge after #662 and before the producer and MCTS admission PRs.

Focused validation

  • cargo test -p alpha-engine --locked (83 passed, 1 credential-gated LLM test ignored)
  • cargo clippy -p alpha-engine --locked -- -D warnings
  • cargo fmt -p alpha-engine -- --check
  • Constant-column Ridge and stable CART threshold/tie-breaking counterexamples pass.

Rollout and rollback

Research-only code. Roll back this commit before dependent producer/admission PRs.

Scope exception

None.

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📥 Commits

Reviewing files that changed from the base of the PR and between a0f2191 and cc8a0b0.

📒 Files selected for processing (5)
  • rust_hft/alpha-harness/engine/src/baselines.rs
  • rust_hft/alpha-harness/engine/src/engines/bayesian.rs
  • rust_hft/alpha-harness/engine/src/engines/mod.rs
  • rust_hft/alpha-harness/engine/src/formula_evaluator.rs
  • rust_hft/alpha-harness/engine/src/lib.rs

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Reviewed commit: 9c998b1abb

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Comment thread rust_hft/alpha-harness/engine/src/baselines.rs
@proerror77
proerror77 force-pushed the codex/cex-ridge-cart-engine-600 branch from 9c998b1 to 6bf4b30 Compare August 3, 2026 21:37
@proerror77
proerror77 force-pushed the codex/cex-baseline-domain-600 branch from c2803ec to 2595677 Compare August 3, 2026 21:37
Base automatically changed from codex/cex-baseline-domain-600 to main August 3, 2026 21:44
@proerror77
proerror77 force-pushed the codex/cex-ridge-cart-engine-600 branch from 6bf4b30 to cc8a0b0 Compare August 3, 2026 21:45
@proerror77
proerror77 merged commit 2fe1f3f into main Aug 3, 2026
46 checks passed
@proerror77
proerror77 deleted the codex/cex-ridge-cart-engine-600 branch August 3, 2026 21:50
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