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fix(risk): enforce paired scenario envelopes - #295

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Pigbibi merged 1 commit into
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feat/risk-profile-v2
Aug 27, 2026
Merged

fix(risk): enforce paired scenario envelopes#295
Pigbibi merged 1 commit into
mainfrom
feat/risk-profile-v2

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@Pigbibi

@Pigbibi Pigbibi commented Aug 27, 2026

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Summary

  • compare every strategy path with its paired benchmark envelope so a severe stress baseline cannot relax OOS or bootstrap constraints
  • weight WALK_FORWARD, BOOTSTRAP, and STRESS evidence families equally instead of letting bootstrap replica count dominate
  • report selected-path observed drawdown rather than collapsing scenario envelopes into one loose scalar
  • document the v2 extension boundary for strategies, portfolios, DCA, and plugins

Validation

  • python -m unittest discover -s python/tests -v (237 tests passed)
  • python -m py_compile python/scripts/long_horizon_risk_composer.py python/tests/test_long_horizon_risk_composer.py
  • git diff --check

No strategy parameter, runtime target, policy write, or execution change is included.

Co-Authored-By: Codex <noreply@openai.com>
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Pigbibi merged commit 5150fac into main Aug 27, 2026
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Pigbibi deleted the feat/risk-profile-v2 branch August 27, 2026 10:18
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