Modeled overnight margin-interest (financing) cost for adaptive-paper runs - #243

… incentive board and data lake, and the recounted WSL host (#288)

- simulation: 866 to 884 fills per min at 70 ms exact release, 30 of 30
  minutes, and 672 at 1 s (#254, sim-capacity/receipts/20260925-elite-tier.json).
- paper: adds the margin financing model (#243); still blocked on the
  paper keys (HTTP 401).
- mover-early-entry-studies: v1 to v3, with the v3 core merged (#190) and not
  frozen.
- New gates:
  - incentive-board-forward (#187, #220): 0 orders;
  - data-lake-source (#208): minute-bar pilot not run.
- wsl-workstation-host: the foundation lane's wording. Counts were recounted
  on main 0074a0c by the last independent_session verdict per receipt,
  superseded excluded: 69 receipts, 56 agree, 1 needs changes, 0 awaiting
  review, 12 superseded (#285).

The foundation lane acked the strings and the recount rule.

Co-authored-by: Scout <scout@local>
Co-authored-by: Claude Opus 5.5 (1M context) <[email protected]>

#242 and #284 (#350)

* Paper engine: fix the retroactive cross-family review findings on #221, #242 and #284

GPT-6 (gpt-6-astra, effort max) reviewed three merged paper-engine PRs on main ca8e37f; #243 passed.
- #221: activity-based gap recovery booked fills natively without persisting them to the durable ledger (native 3,
  durable 1); a continuing LULD pause auto-cleared after twelve minutes and let cancel_expired cancel the exit it
  protected; cash and realized P&L depended on REST-snapshot versus stream delivery order.
- #242: replay_compare scheduled a named cancel stamped before its submit and silently skipped it; cancelling the
  transport task cleared the cancel identity before the HTTP worker sent the DELETE.
- #284: a clean exporter stop released the port before deregistering, so it could remove a replacement exporter's
  target; configure.py's initialization could overwrite a concurrent registration; malformed nested labels passed
  validation and would make Prometheus reject the whole target list.

Each fix was implemented test-first by a GPT-6 implementer in its own worktree; every new regression failed before
its fix. Coordinator integration: source-hashes.json and evidence pins refreshed; the 20260923g sim-paper-compare
receipt replayed from its retained pages with the new code (identical apart from run-local fields and runner_sha256,
updated as in #242); sim-capacity's frozen replay_compare source re-pinned with a dated limitation (AST check: the
8 definitions sim-capacity uses are unchanged).

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

* Paper engine repair round: persist recovered fills through the transport's real observation hook

Independent verification of cad7faf found #221 finding 1 unresolved in production: reconcile_fills persisted recovered
fills only through a port.controller attribute that no real Alpaca port has (AlpacaPaperTransport and the native-faults
FaultTransport are wired with sink_observation=controller.observe); only the test-only SimulatedPort carried it.
- native_adapter.py: persist through the port's sink_observation (the hook the transport already uses for stream rows),
  after validating that the recovered activities tile the fill contiguously (fail closed otherwise).
- simulation.py: SimulatedPort exposes the same sink_observation hook, so tests and production share one path.
- Tests: a real-shaped port (no .controller) regression that failed on cad7faf with Decimal('1') != Decimal('3'), restart
  persistence, incomplete tiling; the two accounting-replay guards in safety.py; fast build_decisions-level tests for
  the cancel-before-submit refusal and its equality boundary.
Implemented by a GPT-6 implementer test-first; 514 tests across the five affected modules pass.

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

---------

Co-authored-by: Scout <scout@local>
Co-authored-by: Claude Opus 5.5 (1M context) <[email protected]>

…ealized-loss delivery-order major; follow-up to #350) (#355)

* Paper engine: fix the retroactive cross-family review findings on #221, #242 and #284

GPT-6 (gpt-6-astra, effort max) reviewed three merged paper-engine PRs on main ca8e37f; #243 passed.
- #221: activity-based gap recovery booked fills natively without persisting them to the durable ledger (native 3,
  durable 1); a continuing LULD pause auto-cleared after twelve minutes and let cancel_expired cancel the exit it
  protected; cash and realized P&L depended on REST-snapshot versus stream delivery order.
- #242: replay_compare scheduled a named cancel stamped before its submit and silently skipped it; cancelling the
  transport task cleared the cancel identity before the HTTP worker sent the DELETE.
- #284: a clean exporter stop released the port before deregistering, so it could remove a replacement exporter's
  target; configure.py's initialization could overwrite a concurrent registration; malformed nested labels passed
  validation and would make Prometheus reject the whole target list.

Each fix was implemented test-first by a GPT-6 implementer in its own worktree; every new regression failed before
its fix. Coordinator integration: source-hashes.json and evidence pins refreshed; the 20260923g sim-paper-compare
receipt replayed from its retained pages with the new code (identical apart from run-local fields and runner_sha256,
updated as in #242); sim-capacity's frozen replay_compare source re-pinned with a dated limitation (AST check: the
8 definitions sim-capacity uses are unchanged).

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

* Paper engine repair round: persist recovered fills through the transport's real observation hook

Independent verification of cad7faf found #221 finding 1 unresolved in production: reconcile_fills persisted recovered
fills only through a port.controller attribute that no real Alpaca port has (AlpacaPaperTransport and the native-faults
FaultTransport are wired with sink_observation=controller.observe); only the test-only SimulatedPort carried it.
- native_adapter.py: persist through the port's sink_observation (the hook the transport already uses for stream rows),
  after validating that the recovered activities tile the fill contiguously (fail closed otherwise).
- simulation.py: SimulatedPort exposes the same sink_observation hook, so tests and production share one path.
- Tests: a real-shaped port (no .controller) regression that failed on cad7faf with Decimal('1') != Decimal('3'), restart
  persistence, incomplete tiling; the two accounting-replay guards in safety.py; fast build_decisions-level tests for
  the cancel-before-submit refusal and its equality boundary.
Implemented by a GPT-6 implementer test-first; 514 tests across the five affected modules pass.

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

* Paper engine: book realized P&L and gross loss per exact execution in accounting replay

The accounting replay summed a status delta's executions into one notional
before computing P&L, so a sell filled at a gain and a loss inside one delta
netted the loss away, and the result depended on whether the stream or the
REST snapshot arrived first. Replay now books each execution that tiles the
delta separately (QuantConnect/Lean 985ef30: SecurityPortfolioModel.cs per-fill
closing P&L; TradeStatistics.cs accumulates losses separately), falling back to
the delta notional only while executions are incomplete.

Two regressions: mixed-profit gross loss across stream-first, REST-first,
duplicate and restart deliveries, and basis preservation at each booking.
With the fix reverted, 4 cases fail (rest_first, duplicates, restart, basis).
Paper suites (safety, runner, native, transport): 407 tests OK.
Implemented by GPT-6 (gpt-6-astra, effort max) test-first; verified by the
coordinator. Pins: source-hashes.json safety.py and manifests/evidence.json.

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

* Paper engine repair round (#355 review): replay executions in execution order, versioned marker

Independent review of c81a3d5 (needs_changes):
- Finding 1 (major): the replay booked fills in observation order. Stream fills
  now carry Alpaca's own trade_updates timestamp (event_at_ns; FILL recovery
  forwards transaction_time_ns), the ledger keeps it in a new optional
  executions.at_ns column (added on open for existing ledgers), and replay
  fills each symbol's timed execution slots in execution order, tie-broken by
  event id then cumulative quantity. Adoptions, untimed executions and
  uncovered provisional bookings keep their journal positions.
- Finding 3: the marker is execution_accounting:v2:<client_id>, so ledgers
  replayed under the observation-order rule re-derive once.
- Finding 4: a test for an uncovered REST-only booking beside another order's
  late executions.
- Finding 2 (adopted open orders) is covered by #356's startup persistence.

The A/B/C case gives cash 70, realized -15, gross loss 25, and 1 share at 115
under stream, REST-ahead, recovered, late-buy and nanosecond deliveries.
Reverting the three production files fails 10 cases (4 new tests, 2 strengthened).
Paper suites: 411 OK; trading gates 26 OK; validate.py passed.
Implemented by GPT-6 (gpt-6-astra, effort max) test-first; verified by the
coordinator. Pins: source-hashes.json (safety, transport, native_adapter) and
manifests/evidence.json.

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

* Re-pin the changed paper test files in adaptive-paper/source-hashes.json

source-hashes.json also pins test files; CI's
test_adaptive_paper_source_hashes_manifest caught the stale entries. Pins only,
no code change: the changed tests' entries and their manifests/evidence.json
registration.

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

* Reduce #355 to the reviewed-safe subset; defer execution-order replay

The re-check of cc6d7cb found two new majors in the execution-order replay:
- Moving an earlier-executed fill into another order's slot can make an
  uncovered REST-only sell go short. The replay then raises, the fill rolls
  back and the transport freezes, although the real history is consistent.
- Removing the early exit let that failure block fills in every symbol and
  added a full replay to every fill.
Under the bounded review loop (one review, one repair, then land with
residuals), this commit lands the parts both reviews confirmed.

It keeps:
- c81a3d5's per-execution P&L and gross loss within a delta;
- the versioned execution_accounting:v2 marker (F3);
- the uncovered-fallback test (F4), with its oracle stated for
  observation-order replay.

It reverts:
- the slot-substitution replay and the early-exit removal;
- the executions.at_ns column, which also avoids the unversioned schema
  change (re-check F3);
- the stream and recovery timestamp plumbing.

Execution-time ordering is a recorded follow-up, with the reviewer's
constraints: never reorder into a short (fall back to observation order), a
targeted replay trigger, and a schema version bump.

Revert checks: the v1 marker fails the F3 test; skipping the uncovered
fallback errors the F4 test. Paper suites: 409 OK; source-hashes and trading
gates: 33 OK; validate.py passed. Pins: safety.py and its test file only.

Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>

---------

Co-authored-by: Scout <scout@local>
Co-authored-by: Claude Opus 5.5 (1M context) <[email protected]>