254 lines
10 KiB
Markdown
254 lines
10 KiB
Markdown
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# P3-S.11 EVENT CONTRACT REPAIR — SNIPERGOLD_ML (F1)
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```text
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Date : 2026-08-22
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Session : P3-S.11 — F1 EVENT CONTRACT REPAIR (first implementation phase
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of the frozen canonical architecture, P3-S.10).
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Status : IMPLEMENTED — tests first, contract enforced, consumers audited,
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regression green. No F2/F3/F4/F5/ML changes.
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Baseline : P3_S10_CHECKPOINT_SHA 64160bd91bf1c223f931405bbe416206d0de747e
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Contract : docs/SNIPERGOLD_CANONICAL_SETUP_CONTRACT_v1.md (frozen)
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Adjudication: docs/P3_S10_OWNER_ADJUDICATION.md (OD-3 validity, OD-4 conflict)
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Test report: ml/p3/smc_semantic/output/p3_s11_event_contract_report.json
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Human verification : CANCELLED. No AUC/PF/profit/backtest used.
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```
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---
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## A. Architecture contract (implemented)
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```text
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Canonical EVENT (frozen §K/§M + OD-3):
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EVENT { ts, dir, valid_until, superseded, source }
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Liquidity Sweep : EVENT; W_sweep = 40 M15 bars (justified, InpSeqWindow).
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CHoCH/MSS : EVENT; W_choch = 40 M15 bars (justified, legacy gate).
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active : onset <= r <= onset + W (EXPIRED at age W+1).
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superseded : a newer onset of the same type replaced it (permanent;
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the older event never reactivates).
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chain : sweep onset <= CHoCH onset <= sweep onset + W_sweep,
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both fresh at the decision bar r, directions equal.
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Implemented in the ML-path EA (AlgoForge_Backtest_Baseline.mq5):
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- AFEventSweep / AFEventChoch structs (ts, dir, valid_until, superseded,
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source) synced from the UNCHANGED detector state at each closed M15 bar.
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- AFBT_SweepActive / AFBT_ChochActive / AFBT_ChainValid helpers.
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- f9 (choch_confirms) and the f18 event-sensitive confluence legs now
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consume EVENTS with validity + supersession + chain bound.
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```
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---
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## B. Bugs addressed
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```text
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BUG-P3S2-001 Liquidity Sweep stale consumer:
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f9/f18 read g_swpDir/g_swpBar (persistent state) WITHOUT an age
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bound; a sweep hundreds of bars old still added confluence.
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BUG-P3S3-001 CHoCH stale consumer:
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f9 read g_chochDir/g_chochBar without expiry (34.7% stale in f9,
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58.0% stale in the f18 +15 leg per P3-S.3 audit).
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D-12 no freshness window in Engine 2 / feature path for sweep/CHoCH
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event consumers (repaired at the FEATURE level in F1; the
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Engine-2 agent path is stateless by construction, P3-S.7 S-ST,
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and is F3 scope).
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```
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---
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## C. Before behavior
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```text
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EA ComputeMLFeatures (before F1):
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f7 = (g_swpBar>=0 && (tc-1-g_swpBar)<=SEQ_WINDOW) ? g_swpDir : 0 (P3-S.0, kept)
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f8 = g_chochDir (STATE, kept)
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f9 = (g_chochDir!=0 && g_chochBar>=g_swpBar && g_chochDir==g_swpDir) ? 1 : 0
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^ NO validity window on sweep or CHoCH; NO upper chain bound
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(BUG-P3S2-001 / BUG-P3S3-001)
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f18: if(g_swpDir!=0) cb+=15; // stale sweep adds +15
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if(g_chochDir!=0 && g_chochDir==g_swpDir) cb+=15; // stale chain adds +15
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if((g_swpDir==1&&g_bias>0)||(g_swpDir==-1&&g_bias<0)) cb+=15; // stale
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```
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---
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## D. New event contract (implemented in the EA)
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```text
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struct AFEventSweep { int bar; int dir; int valid_until; bool superseded;
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string source; } // source = "DetectLiquidityGrabs"
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struct AFEventChoch { int bar; int dir; int valid_until; bool superseded;
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string source; } // source = "ProcessStructure(internal)"
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bool AFBT_SweepActive(decisionBar) : bar>=0 && (decisionBar-bar) <= W_sweep
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bool AFBT_ChochActive(decisionBar) : bar>=0 && (decisionBar-bar) <= W_choch
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bool AFBT_ChainValid(decisionBar) :
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sweep.dir!=0 && choch.dir!=0
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&& AFBT_SweepActive(decisionBar)
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&& AFBT_ChochActive(decisionBar)
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&& choch.bar >= sweep.bar (CHoCH after sweep)
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&& (choch.bar - sweep.bar) <= W_sweep (within sweep chain)
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&& choch.dir == sweep.dir (directions equal)
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Supersession : the stored latest onset IS the active (non-superseded) event;
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older onsets are replaced by construction (DetectLiquidityGrabs b>g_swpBar;
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ProcessStructure overwrites on each qualifying break). Deterministic.
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```
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---
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## E. Liquidity Sweep repair
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```text
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Detection (DetectLiquidityGrabs) : UNCHANGED
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- internal swing reference (len=5), grab window 8, wick penetration +
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same-bar close-back, direction by taken side, closed-bar, M15.
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Consumers repaired:
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- f9 sweep leg: the chain predicate requires AFBT_SweepActive (age <= 40).
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- f18 +15 sweep legs: gated by swpValid.
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- f7: formula UNCHANGED (P3-S.0 parity baseline; it already applies the
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40-bar validity with the legacy tc-1 frame — see §L known issues).
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- f8: unaffected (STATE feature by contract).
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Validity: W_sweep = 40, NOT optimized. Expired at age 41 -> consumer gets
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NO VALID SWEEP EVENT (F1-T03).
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```
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---
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## F. CHoCH repair
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```text
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Detection (ProcessStructure internal) : UNCHANGED
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- fractal 5/5 internal pivots, close-confirmed break, prior-trend
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precondition, swing confluence gate, M15.
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Consumers repaired:
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- f9 choch_confirms: 1 ONLY IF AFBT_ChainValid(decisionBar) — latest
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active sweep AND latest active CHoCH (age <= 40), CHoCH after the sweep
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and within the sweep validity chain (chochBar-swpBar <= 40), directions
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equal. A CHoCH outside the valid sweep chain is INVALID for the
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canonical setup chain (F1-T06); a stale CHoCH no longer confirms
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(F1-T07).
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- f18 +15 chain leg: gated by chochOK (the same chain predicate).
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Validity: W_choch = 40, NOT optimized.
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```
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---
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## G. Consumer audit
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```text
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EA (AlgoForge_Backtest_Baseline.mq5) — all consumers of g_swpDir/g_swpBar/
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g_chochDir/g_chochBar audited:
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f7 (sweep_dir) : has its own 40-bar validity; UNCHANGED (P3-S.0).
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f8 (choch_dir) : intentionally a STATE ("last CHoCH") per
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SMC_CHOCH_MSS_SPEC_v1 S-9; UNCHANGED.
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f9 (choch_confirms) : REPAIRED -> canonical chain (validity+order+bound+dir).
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f18 (confluence) : REPAIRED -> event legs validity-aware.
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no other consumer reads the raw sweep/CHoCH state in the EA.
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Engine 2 (AF_Engine2_Agents.mqh / AF_Engine2_Display.mqh):
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AF_DetectSweep / AF_DetectChoch are per-bar STATELESS functions recomputed
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from closed Engine-1 bars every bar; no persistent event state exists to go
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stale (P3-S.7 S-ST). Not F1 scope (belongs to F3 setup layer).
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Python training mirror (train_model.build_features choch_conf):
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STILL the legacy stale semantics — DOCUMENTED (B14), NOT modified in F1.
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The future dataset rebuild (Phase VI) will regenerate features with the
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canonical event semantics.
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Conclusion: no secondary consumer bypasses the event contract.
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```
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---
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## H. Regression tests
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```text
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New F1 suite: ml/p3/smc_semantic/spec_tests_event_contract.py
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F1-T01 single sweep event (1 EVENT, valid_until, source)
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F1-T02 expiration boundary (valid at +40, EXPIRED at +41)
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F1-T03 sweep consumer expiration (age 43 -> NO VALID SWEEP EVENT)
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F1-T04 new sweep supersedes old (deterministic supersession, no fallback)
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F1-T05 CHoCH inside valid sweep window -> chain VALID (f9=1)
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F1-T06 CHoCH outside sweep validity chain -> INVALID (f9=0; legacy 1)
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F1-T07 CHoCH consumer expiration (age > W_choch -> f9=0)
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F1-T08 no look-ahead (future mutation does not alter past event state)
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F1-T09 persistent condition -> ONE event (no duplicate emission)
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F1-T10 existing P3-S.2 (17/17) + P3-S.3 (20/20) suites PASS (detection
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semantics unchanged)
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Result: 8/8 contract cases PASS + regression PASS (report json attached).
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```
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---
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## I. Historical before/after
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```text
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Evidence (P3-S.3 audit, historical):
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Sweep stale persistence : previously ~hundreds of bars (f7 lifecycle
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fixed in P3-S.0; f9/f18 consumers still stale).
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CHoCH stale usage : 34.7% of f9 bars stale; 58.0% of the f18 +15
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leg stale (BUG-P3S3-001).
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After F1 (synthetic case set in the F1 report):
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valid event usage : f9 = 1 only when sweep AND choch fresh and the
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chain bound holds (F1-T05).
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expired event usage : consumers receive NO VALID EVENT at age > 40
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(F1-T03/F1-T07); stale-usage cases eliminated
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(legacy f9=1 on 4 stale cases -> contract f9=0).
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superseded event usage : only the latest onset is active; older events
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permanently superseded (F1-T04).
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No profitability metrics used.
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```
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---
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## J. Evidence preservation
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```text
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- P3-S.2..P3-S.10 documents untouched (immutable historical evidence).
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- Existing P3-S.2/P3-S.3 spec tests unchanged and PASS (F1-T10).
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- The frozen contract (SNIPERGOLD_CANONICAL_SETUP_CONTRACT_v1.md) is the
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authority; this repair implements it, it does not redefine it.
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- Prior checkpoints preserved (P3-S.6 533c8c6, P3-S.10 64160bd).
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```
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---
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## K. Explicitly unchanged semantics
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```text
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Detection formulas:
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- DetectLiquidityGrabs (reference/penetration/close-back/direction/closed-bar)
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- ProcessStructure internal (pivot 5/5, close break, prior trend, swing gate)
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- f7 sweep_dir formula (P3-S.0 parity baseline)
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- f8 choch_dir STATE semantics (contract S-9)
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Constants:
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- W_sweep = 40, W_choch = 40 (AF_BT_SEQ_WINDOW) — NOT optimized
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- GRAB_WINDOW=8, INTERNAL_LEN=5, thresholds, ATR, weights, scores — untouched
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NOT touched (later phases):
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- F2 Zone Contract (FVG/OB mitigation), F3 Candidate Setup layer,
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F4 MTF/training alignment, F5 Display, ML pipeline, FEATURE_CONTRACT.md.
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```
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---
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## L. Remaining known issues
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```text
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1. f7 boundary frame : the P3-S.0 f7 formula uses the legacy frame
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((tc-1-g_swpBar)<=40, i.e. age<=41), while the F1 helpers use the frozen
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contract frame (age<=40). f7 is UNCHANGED (parity baseline); f9/f18 follow
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the contract. At age 41 a sweep may still show in f7 while f9's sweep leg
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is expired — a documented pre-existing boundary detail, NOT introduced by
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F1. Resolution belongs to the F4/Phase-VI feature alignment.
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2. Python training mirror (train_model.build_features choch_conf / f18) still
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encodes the LEGACY stale semantics; the model was trained on that. F1 does
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NOT retrain (B14). A future dataset rebuild (Phase VI) must regenerate
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features with the canonical event semantics and re-validate parity.
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3. Engine-2 agents remain per-bar stateless (P3-S.7 S-ST); the setup-layer
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event consumption is F3 scope (P3-S.12+).
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```
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*End of P3-S.11 F1 event contract repair record. No F2/F3/F4/F5/ML change.*
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