Repository navigation
Preregister SPY/LEAN parity mapping manifest v2 (not run; gates unchanged) - #90
Merged
seathatflowsinourveins merged 2 commits intoSep 23, 2026
Merged
Conversation
Closes the two unsupported v1 mappings with engine-native NautilusTrader 2.0.0rc5 mechanisms, frozen before any v2 run: dividend cash through a SimulationModule whose process() returns Money (frozen factors x engine-observed position, LEAN next-trading-day ex-date), and the market-on-open fill through native OCO-linked STOP_MARKET/MARKET_IF_TOUCHED orders triggered at the engine's own open tick. Tolerances are unchanged. Retained probes with observed outputs and hashes are under probes/v2 (synthetic engine-semantics data). Three adversarial reviews (look-ahead, fabrication, oracle equivalence) did not refute it; the proxy is not a general MOO equivalent when the open equals the prior close. Gate statuses unchanged; the run is done by a separate session against this commit. Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>
…s data The blind-checkout classification test (from main) requires every value under a label-like key to be classified; mapping-manifest-v2.json mappings[0].decision is a methodology statement that must survive a blind checkout, so its sha256 joins DATA_VALUE_SHA256. Co-Authored-By: Claude Opus 5.5 (1M context) <[email protected]>
seathatflowsinourveins
deleted the
claude/spy-parity-manifest-v2-20260922
branch
September 25, 2026 18:47
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
spy-parity/mapping-manifest-v2.json, sha2561b821d7b…spy-parity/PREREGISTRATION-v2.md, sha2564393a1b7…spy-parity/probes/v2/(synthetic engine-semantics data, each with its observed output and hash)unsupportedmappings with engine-native NautilusTrader 2.0.0rc5 mechanisms:SimulationModulewhoseprocess()returnsMoney, applied natively throughtry_adjust_accountas a reportedAccountState. The amount is the frozen factor file × the engine-observed position, on LEAN's next-trading-day ex-date. It is not a balancing entry.AtTheOpen. The fill instead comes from native OCO-linkedSTOP_MARKET/MARKET_IF_TOUCHEDorders at the decision bar's close ± 0.0001, which trigger at the engine's own open tick. For both oracle events (entry 323.58, exit 291.69) the prediction is an exact open fill. It is not a general MOO equivalent when the open equals the prior close (stated as a limit).tolerances.jsonsha256c8bc7231…). v1 files and the v1 verdict are unchanged.spy-lean-parityanddividend-sim-modulegate notes record the preregistration. Statuses are unchanged.test_every_referenced_probe_artifact_hashes_as_recordedis now scoped to v1's top-level files, and a newtest_v2_preregistration_probe_artifacts_hash_as_recordedchecks every v2 probe hash.Evidence
python3 -m unittest: 2093 OK (324 skipped).validate.ymlsteps andtrading_gates.py --checkrc=0.manifests/evidence.json.🤖 Generated with Claude Code