feat(regime): wire weekly substrate handler to fill the drawdown block (PR 5)#179
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PR 5 of the drawdown-regime arc — closes a sequencing gap: PR 1 added
the optional drawdown_block hook to build_regime_substrate but nothing
filled it weekly, so the substrate the macro agent reads (regime/
latest.json) was still drawdown-less. This wires the weekly handler so
the brief/macro-agent PRs have data to consume. Additive, S3-contract
-safe; the daily acting path (PR 2) is unchanged. Plan §4.1; ROADMAP
config #230.
- regime/drawdown.py: block_from_history() — the forensic weekly view.
Replays the full SPY series through step() for the hysteresis-correct
current tier (NOT seed_state's cold-start shortcut), reproducible from
the price cache like the HMM refit. Excess leg = point-in-time
NAV-vs-SPY (NAV is executor-produced + short; its hysteresis history
is not reproducible here — point-in-time is the honest forensic
surface). Returns the daily-artifact spy/excess shape so the
substrate `drawdown` key is uniform weekly vs daily; None ⇒ caller
omits the key.
- regime/handler.py produce_regime_substrate: best-effort assemble
drawdown_block from _read_parquet_close("SPY") + read_eod_pnl_nav,
honour as_of truncation (excess live-only — point-in-time eod_pnl is
not reproducible for an as_of backfill), pass to build_regime
_substrate. A failure omits the key (substrate still written).
- tests: +4 block_from_history (hysteresis replay vs seed_state, still
-in-drawdown, excess point-in-time, empty→None) + 2 handler (weekly
block assembled with the seeded cache; substrate survives a block
-assembly failure with the key omitted).
327 regime/substrate/handler/backfill tests pass, zero failures.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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What
PR 5 of the drawdown-regime arc — closes a sequencing gap I owe a note on: PR #176 added the optional
drawdown_blockhook tobuild_regime_substrate, but nothing filled it weekly, so the substrate the macro agent reads (regime/latest.json) was still drawdown-less. This wires the weekly handler so the upcoming brief/macro-agent + dashboard PRs have data to consume. Additive, S3-contract-safe; the daily acting path (PR #177) is unchanged. Plan §4.1; ROADMAP alpha-engine-config #230.Changes
regime/drawdown.py—block_from_history(): the forensic weekly view. Replays the full SPY series throughstep()for the hysteresis-correct current tier (notseed_state's cold-start shortcut), reproducible from the price cache exactly like the HMM refit-from-history. Excess leg = point-in-time NAV-vs-SPY (NAV is executor-produced + short; its hysteresis history isn't reproducible here — point-in-time is the honest forensic surface). Returns the samespy/excessshape as the daily artifact (uniformdrawdownkey weekly vs daily);None⇒ caller omits the key.regime/handler.pyproduce_regime_substrate— best-effort assembledrawdown_blockfrom_read_parquet_close("SPY")+read_eod_pnl_nav, honouras_oftruncation (excess live-only — point-in-time eod_pnl isn't reproducible for anas_ofbackfill), pass tobuild_regime_substrate. A failure omits the key; the substrate is still written.block_from_history(hysteresis replay distinct fromseed_state, still-in-drawdown, excess point-in-time, empty→None) + 2 handler (weekly block assembled with the seeded cache; substrate survives a block-assembly failure with the key omitted).Tests
327 pass (
-k "regime or substrate or drawdown or backfill or handler"), zero failures.Arc status
#176 ✅ · #177 ✅ · #178 ✅ · #193 ✅ (executor) · #this (weekly-handler fill) · remaining: research brief + macro-agent prompt (now has
substrate["drawdown"]/effective_regimeto read) · dashboard observe panel · config EXPERIMENTS gate + SYSTEM_STATE/ROADMAP closeout.🤖 Generated with Claude Code