SniperGold_ML/docs/P3_S22_2_DISCREPANCY_IMPACT_ASSESSMENT.md

# P3-S22.2 — DISCREPANCY IMPACT ASSESSMENT

```text
Date       : 2026-08-25
Session    : P3-S22.2 — DISCREPANCY IMPACT ASSESSMENT & REPAIR DECISION
Status     : COMPLETE (research-only; NO repair, NO production modification)
Policy     : docs/CODE_VERIFICATION_AND_SILENT_BUG_POLICY_v1.md
Repair     : NONE implemented in this phase (repair decision matrix only)
Handover   : docs/SESSION_HANDOVER_2026-08-25_P3_S22_1_VERIFICATION_DEBT_CLOSURE.md
             (newest authoritative handover by Git ancestry; read completely
              FIRST; predecessor chain traced through P3-S22 -> S21.R -> ...)
Starting SHA : 0f1421b0d0bd6e9c5c858ee9bc1fb02a18f3599f  (local==origin/main)
```

## Scope

Assess, with independent machine-readable evidence, whether the two
discrepancies found in P3-S22.1 materially affect:

1. F2 zone state semantics,
2. F3 Candidate Setup creation,
3. F4 MTF gating,
4. Candidate Setup population,
5. P3-S16 v1 labels,
6. P3-S18/P3-S20 baseline ML results,
7. production-facing behavior.

The two discrepancies:

- **ADJ-1** — production `AF_FVGZoneState`/`AF_OBZoneState` never assign
  `mit_state=PARTIALLY_FILLED(1)`; partial fills remain `UNMITIGATED(0)` with
  the auxiliary `partial_filled` flag.
- **ADJ-2** — the committed research M30 gate is built by index-pair
  resampling of the M15 feed (`m30_from_m15`), which drifts from the runtime
  UTC-clock M30 at session/data gaps.

## Method

Each discrepancy was assessed independently with:

- an independent oracle (fresh implementation in this phase, not the audited
  code under test),
- controlled synthetic fixtures (human-auditable),
- full-scope deterministic measurement on the frozen research feed,
- counterfactual replay of the FROZEN F3 chain (canonical_oracle /
  F3SetupEngine, P3-S17R2 FULL PARITY) with only the disputed input changed,
- mutation tests on disposable copies,
- two-run byte reproducibility (runner).

Evidence: `ml/p3/p3_s222_discrepancy_impact/output/*.json/csv` +
`ml/p3/p3_s222_discrepancy_impact/README.md`.

---

## PART A — ADJ-1 IMPACT ASSESSMENT

### Independent oracle and cases

A fresh canonical zone-contract evaluator was written in this namespace
(partial fill = `mit=1`, ACTIVE; full fill = terminal; FVG wick full-fill; OB
close-through strict). 14 cases cover the 12 mandated scenarios (untouched,
fully mitigated, partial, partial-then-further, partial-then-invalidated,
pre-entry partial, post-entry partial, narrow/wide zone, boundary touch,
bull/bear symmetry, multiple consecutive partial fills, OB partial and OB
close-exactly-on-boundary).

For each case the following were compared:

- production state representation (`{mit, partial, invalidated}`),
- oracle semantic state (contract `{mit=1 for partial}`),
- consumer availability (IsActive / invalidation),
- F3 Candidate Setup creation with BOTH encodings.

### Results (s222_partA_adj1.json)

```text
cases_total          : 14
consumer_aligned     : 14/14
f3_creation_identical: 14/14
exact_label_equal    : 6/14
adj1_label_departures: 8/14      (the ADJ-1 label itself)
mutations            : 6/6 detected (M_A1..M_A6)
```

The 8 label departures are exactly the partial-fill cases: production encodes
`mit=0 + partial_filled=true`, the contract oracle encodes `mit=1`. In every
one of those cases the consumer availability and the F3 creation result are
**identical**.

### Downstream determination

- F2 consumers (`AF_FindFVG`/`AF_FindOrderBlock`) and the F3 layer use
  `IsActive()`/`zone_consumable`, which treat `UNMITIGATED(0)` and
  `PARTIALLY_FILLED(1)` identically.
- The F3 `zone_mit_at_creation` field is informational; no feature/label uses
  `mit_state` (FEATURE_COLS is geometry-based: width/offset/dist/ages/gates).
- Mutation suite confirms the oracle DETECTS label-level mutations
  (force/suppress PARTIALLY_FILLED, alter flag) and semantic mutations
  (mitigation-bar shift ±1, boundary condition), proving the verification has
  power: the ADJ-1 label difference is real but behaviorally inert.

### Classification

```text
ADJ-1 : A — REPRESENTATIONAL ONLY / NO DOWNSTREAM IMPACT
```

---

## PART B — ADJ-2 IMPACT ASSESSMENT

### Independent UTC-clock M30 oracle

`utc_clock_m30` (s222_common.py) aggregates the M15 feed into fixed UTC
30-minute buckets by wall-clock open time (open = floor(t/1800)*1800,
close = open+1800). The frozen Context-agent rule is then evaluated per UTC
M30 bucket and mapped to a per-M15-bar gate by the frozen as-of rule (newest
CLOSED M30 bar with close_time <= t+900).

Oracle self-test: bucket opens are multiples of 1800; 8 consecutive M15 bars
form exactly 4 UTC buckets. Agent pipeline validation: feeding the oracle the
committed index-pair M30 OHLC reproduces the committed per-bucket dirs with
**0 mismatches** (98,516/98,516) — the oracle machinery is byte-faithful and
the only difference is the M30 bar construction.

### Measurements (s222_partB_adj2.json)

```text
feed bars                : 197,032     (scope 194,985)
M30 bars index-pair      : 98,516
M30 bars UTC-clock       : 100,764     (diff +2,248)
full-feed gate diffs     : 38,399 bars (19.49%)
scope gate diffs         : 37,651 bars (19.31%)
diff attribution (full):
  continuous (after a phase shift) : 36,320
  session_gap                      :  2,079
mutations               : 5/5 detected (M_B1..M_B5)
```

Gap taxonomy of the feed: intraday breaks (3,600/4,500/7,200 s), weekend
gaps (~48-51 h), holiday/DST (~24-25 h) — the index-pair construction keeps
its pairing phase fixed in data-index space, so after any missing-bar/odd-gap
the synthesized M30 bucket boundaries no longer align to wall-clock 30-min
marks, and the phase persists across continuous stretches (which is why the
majority of gate diffs sit inside "continuous" segments).

### Propagation question

**Does the M30 construction difference propagate into F4 gate decisions or
Candidate Setup creation?** Answered by Part C replay: the F4/F3 layer reads
the m30 gate as a semantic input, and the gate values differ on 19.5% of
bars; the counterfactual (below) shows this DOES change which Candidate
Setups are created. H4 and M15 gates are not affected.

### Classification

```text
ADJ-2 : C — HISTORICAL BEHAVIOR IMPACT CONFIRMED
        (Candidate Setup creation / population level under
         runtime-consistent UTC-clock M30 semantics)
```

---

## PART C — HISTORICAL IMPACT REPLAY (deterministic counterfactual)

The frozen chain builder `VPR.chain_parity` (same kernels, same F3 engines)
reproduces the committed population exactly when fed the committed gates
(694 created / 686 in-scope, per-bar mismatch 0), confirming the replay
baseline. Two independent counterfactuals were then applied to the SAME feed:

### C-A — ADJ-1: production mit encoding

Every partially-filled active zone re-encoded to production form
(`mit=0` + partial flag), everything else identical.

```text
entity comparison : 686/686 common, 0 only-base, 0 only-adj1
outcome signature : identical
feature rows      : 0 changed
verdict           : IDENTICAL
```

### C-B — ADJ-2: UTC-clock M30 gate

The committed index-pair m30 gate replaced by the independent UTC-clock gate;
all other inputs (h4, m15, sweep, choch, zone) byte-identical.

```text
entity comparison (chain identity): n_a(committed)=686  n_b(utc)=707
  common chain identity : 484
  committed only        : 202      (would NOT be created under UTC M30)
  utc only              : 223      (would be created instead)
outcome signature      : DIFFERS
shared m30_gate feature changed rows : 0
verdict                : DIFFERS
```

Spot-check (`s222_partC_spotcheck.json`): for the 484 shared setups the m30
gate at the creation bar is IDENTICAL (0% diff) and only ~10% of window bars
differ; for the 202 committed-only setups 62% have a different creation-bar
gate and ~42% of window bars differ; the 223 UTC-only setups formed under
similarly differing gates. This confirms the population change is driven by
the m30 gate VALUE differences, not an artifact.

**Interpretation.** The research chain is the historical source of the 686-row
P3-S18/P3-S20 population. Under runtime-consistent (UTC-clock) M30 semantics
the frozen F3 rules create a different population (707 in-scope identities;
202 committed identities not reproduced; 223 new). Therefore ADJ-2 is not
representational: it changes Candidate Setup creation on the validated
historical scope.

---

## PART D — ML IMPACT

- **No retraining, no calibration, no artifact rewrite** (frozen
  P3-S16/P3-S18/P3-S20 results byte-identical; git status confirms only new
  research artifacts).
- **ADJ-1**: 0 feature rows, 0 label rows affected (Part C 686/686 identical;
  mit_state not a feature/label).
- **ADJ-2**: the FROZEN P3-S18/P3-S20 rows are unchanged. However, the
  historical Candidate Setup population they derive from is
  M30-construction-dependent:
  - 202 of 686 committed in-scope chain identities (29.4%) are NOT reproduced
    under the independent UTC-clock oracle;
  - 223 different identities appear;
  - the m30_gate FEATURE of surviving (shared) setups is unchanged
    (structural identity h4==m30==direction holds), so the row-LEVEL change is
    a population-membership change, not a feature-value change on survivors.

If the research M30 construction were ever repaired (UTC-grid rebuild), the
Candidate Setup population and therefore P3-S18/P3-S20 input rows would
change; any model result re-derivation is a separate authorized experiment
and was NOT performed here.

---

## PART F — SILENT-BUG PROTECTION (summary)

| Dimension | Applied |
|---|---|
| Independent oracle | yes (fresh contract oracle A; UTC-clock M30 oracle B; agent-pipeline 0-mismatch validation) |
| Boundary conditions | yes (14 synthetic cases; bucket fixtures; boundary touch) |
| Temporal isolation | yes (as-of rule; closed-bar; no future bar) |
| Row alignment | yes (chain-identity key; CSV row diff; spot-check) |
| Metamorphic | yes (bull/bear symmetry; pair-phase shift; continuous-feed identity index-pair==UTC) |
| Mutation | 6/6 (Part A) + 5/5 (Part B) |
| Reproducibility | 2 runs byte-identical except generated_utc (runner) |

Evidence grades: independent verification (oracles, mutations, replay) and
validated evidence (agent pipeline reproduction 0-mismatch + Part C spot-check
mechanism) are recorded in the JSON outputs.

---

## External-data / production / deployment status

```text
Production MQL5 : NONE changed (verified by git).
FEATURE_CONTRACT / labels / TP-SL-horizon : NONE changed.
ML : NONE (no retraining / calibration / nonlinear / deployment).
External data : NONE (no Tickstory/Dukascopy / substitution).
Terminal/tester : NONE executed in this phase (all evidence is Python on
                  committed frozen research artifacts).
Deployment/trading : NONE.
```

## Final classification

```text
ADJ-1 : A — REPRESENTATIONAL ONLY / NO DOWNSTREAM IMPACT
ADJ-2 : C — HISTORICAL BEHAVIOR IMPACT CONFIRMED
        (Candidate Setup creation/population under runtime-consistent
         UTC-clock M30 semantics; frozen P3-S18/P3-S20 rows unchanged)
Overall decision on repair: see docs/P3_S22_2_REPAIR_DECISION.md
```

*End of P3-S22.2 impact assessment.*