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fix: require live calibration to authorise a live order

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Offline evidence can no longer authorise anything. createDecisions used to
prefer a live snapshot and fall back to the pooled historical one, so once the
live lane woke up a live prediction could have drawn a BUY off backfill data.
Backfill and replay are fine evidence that the pipeline works, they are not a
live track record.

No live snapshot now means ABSTAIN. The abstain says whether offline evidence
existed for that cohort, so "we have 60 offline samples but no live ones" stays
distinguishable from "we know nothing about this cohort".

Also split the health counter. It counted qualifying cohorts across every
source, which overstated how close we are to being able to trade now that only
live cohorts can authorise. It reports qualifying_live_cohorts and
qualifying_offline_cohorts separately, and applies the concentration cap it was
previously ignoring.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01WnNxwxfXSbeNtjvtz5gayb
This commit is contained in:
ImBenji
2026-08-29 22:22:36 +01:00
co-authored by Claude Opus 5
parent 6f1d1eee2d
commit 8f4d3b4ce9
3 changed files with 57 additions and 17 deletions
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test/autonomy.test.js
+1 -1
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@@ -163,7 +163,7 @@ test('live decisions map calibration snapshot fields into policy inputs', () =>
INSERT INTO autonomy_calibration_snapshots
(cohort_key, sample_size, effective_sample_size, directional_probability, expected_excess_return,
lower_return, upper_return, parent_cohort_key, version, source)
VALUES ('v2|unknown|earnings|medium|positive', 40, 42, 0.7, 0.02, -0.01, 0.06, NULL, 'test-cal', 'historical')
VALUES ('v2|unknown|earnings|medium|positive', 40, 42, 0.7, 0.02, -0.01, 0.06, NULL, 'test-cal', 'live')
`).run();
db.prepare("UPDATE autonomy_calibration_snapshots SET distinct_instruments = 11, top_instrument_share = 0.2").run();