V16: Rules 22-25 (trust calibration, error-feedback, attribution gate, backtest integrity) + land prior uncommitted Rule 15 two-phase exit rewrite

cron-contracts/alpaca-trading-system.prose.md

@@ -483,20 +483,29 @@ correct but structurally insufficient — exits are not happening fast enough
 to sustain the reset.
 
 **Fix:** Do NOT wait for another 4h cycle. Classify as INTERNAL structural
-deadlock. Generate exit orders for the 2 highest-beta positions (sourced
+deadlock. Generate exit orders in two phases:
-from portfolio_beta.py) that meet **relaxed** exit criteria: held ≥1 day
-(instead of 3) OR profit ≥1% (instead of 5%). If no positions meet even
-relaxed criteria, go to 50% cash — sell the 2 highest-beta positions at
-market regardless of profit. The breaker is self-correct; the exits are not.
 
-**Verify:** At least 2 exit orders submitted with status `accepted` or
+*Phase 1 (Relaxed exits):* Select up to 2 positions that meet **relaxed**
-`filled`. Re-compute position count — < 10/10.
+exit criteria: held ≥1 day (instead of the adaptive STALE_EXIT_DAYS,
+default 5) OR profit ≥1% (instead of the adaptive PROFIT_TAKE_PCT, default
+5%). Among qualifying positions, exit the 2 with the **largest market
+value** first — this maximizes deadlock-breaking impact by freeing the most
+capacity.
 
-**Escalate:** After 1 cycle — breaker cycling is a structural deadlock. The
+*Phase 2 (Emergency — 50% cash):* If no positions meet even relaxed
-contract has exhausted its self-resolution surface. Escalate with: (a) the
+criteria, go to 50% cash — sell the 2 **highest-beta** positions (sourced
-breaker history (IDs and timestamps of the last 3), (b) all current positions
+from `compute_position_beta()` in `scripts/portfolio_adaptation.py`) at
-with age + beta + unrealized P&L, (c) which exit conditions each position
+market regardless of profit, with market value as tiebreaker. The breaker
-failed, and (d) the specific relaxed criteria applied.
+is self-correct; the exits are not.
+
+**Verify:** At least 2 exit orders executed with status `executed`.
+Re-compute position count — must be < MAX_EQUITY_POSITIONS (default 5).
+
+**Escalate:** Immediately — breaker cycling is a structural deadlock and
+the contract has exhausted its self-resolution surface. Escalate with:
+(a) the breaker history (IDs and timestamps of the last 3), (b) all current
+positions with age + beta + unrealized P&L, (c) which exit conditions each
+position failed, and (d) the specific relaxed criteria applied.
 
 #### Rule 16: Data Pipeline Integrity — Stale Local Tables
 **Detect:** Any OSS sub-component or performance-summary field returns 0, None,
@@ -635,6 +644,39 @@ coverage gap counts trend downward over rolling 90-day window.
 cycles — the system's data universe is shrinking, not expanding. Escalate
 with per-source coverage breadth trend.
 
+#### Rule 20: Duplicate-Symbol Consensus Prevention (Position-Aware Sophie)
+
+**Detect:** Sophie's signal aggregation produces `action=execute` BUY signals
+for tickers that are already held in the live portfolio.  Ross Gate 6 will
+invariably block these as duplicate-symbol — creating a perpetual cycle of:
+generate BUY → block → gap analysis noise.  This is structurally wasteful
+and generates false-positive "GAP" verdicts that obscure genuine execution
+failures.
+
+**Prevention (Sophie pre-filter, `sophie.py:_get_held_symbols()`):**
+Before processing any signals, Sophie queries live broker adapters
+(RobinhoodCrypto.get_positions() for crypto, AlpacaLiveAdapter.get_positions()
+for equity) and builds a set of currently-held ticker symbols.  For every
+incoming bullish signal where the ticker is already held, Sophie SKIPs the
+signal at the aggregation layer — the consensus never reaches Ross.
+Bearish/sell signals on held positions are unaffected (valid exits).
+
+**Detection (gap_analysis.py, passive):**
+`gap_analysis.py` now cross-references `consensus.last_skip_reason` and
+`broker_orders` to distinguish "blocked-valid" from "genuinely missed."
+Consensus with `last_skip_reason` matching `duplicate-symbol`, `Already holding`,
+`no_position`, `circuit_breaker`, or `asset_not_found` is classified as
+`blocked_valid` — NOT a gap.  Consensus with any `broker_orders` row is also
+excluded from gap counting.
+
+**Verify:** Gap analysis returns `Verdict: CLEAN` when all unexecuted consensus
+are blocked-valid.  Sophie logs `⏭️ ALREADY-HELD` for skipped bullish signals.
+Zero duplicate-symbol blocks appear in Ross output for Sophie-generated consensus.
+
+**Escalate:** Never — blocked-valid is expected behavior, not a failure.
+The pre-filter eliminates the cycle at source; gap_analysis correctly
+classifies any remaining blocked-valid consensus.
+
 ### Invariants
 
 - **P-001 — Paper trading is dead code.** The paper trading adapter
@@ -898,17 +940,20 @@ with per-source coverage breadth trend.
   cycle.
 
   **Tiered, fail-closed health — defined relative to what is achievable.** The
-  adaptation controller SHALL read a health tier derived from clean-snapshot
+  adaptation controller SHALL read a health tier derived from the count of
-  availability, where the clean-snapshot floor `MIN_CLEAN` ramps with system
+  DISTINCT CALENDAR DAYS carrying at least one clean snapshot (not raw clean
-  age (`clamp(age_days × 0.5, 3, 8)`) so a young or freshly-healed system is
+  row count — multiple same-day snapshots SHALL NOT inflate the tier or
+  false-promote the controller to HEALTHY on a single day of data), where the
+  clean-day floor `MIN_CLEAN` ramps with system age
+  (`clamp(age_days × 0.5, 3, 8)`) so a young or freshly-healed system is
   never starved into permanent inaction:
-  - **HEALTHY** (clean ≥ `MIN_CLEAN`): full loop — propose AND commit to
+  - **HEALTHY** (clean_days ≥ `MIN_CLEAN`): full loop — propose AND commit to
     `.env.prod`.
-  - **DEGRADED** (1 ≤ clean < `MIN_CLEAN`): evaluate + auto-unwind run
+  - **DEGRADED** (1 ≤ clean_days < `MIN_CLEAN`): evaluate + auto-unwind run
     (bookkeeping / immune system), the proposal is computed and REPORTED, but
     SHALL NOT be committed to `.env.prod`.
-  - **CRITICAL** (clean = 0): hold all adaptation; only bookkeeping runs; emit
+  - **CRITICAL** (clean_days = 0): hold all adaptation; only bookkeeping runs;
-    a loud alert.
+    emit a loud alert.
 
   **Self-healing by natural refill.** Because poisoned history is quarantined
   rather than resurrected, the OSS window refills with genuine post-inception
@@ -1226,3 +1271,118 @@ the system-health contract detects, adapts, and self-heals.
 - `cli:python3`: required for running auditor_query.py and track scripts
 - `cli:sqlite3`: required for direct database queries when auditor is unavailable
 - `cli:curl`: required for DNS reachability tests and API health checks
+---
+
+## V17.2 Additions — Council-Verified (2026-07-15)
+
+### Pre-Sophie Completeness Gate (H6)
+
+The pipeline SHALL verify that all 9 signal tracks have produced data (via
+`track_status.last_run_at` timestamps) before running Sophie consensus. If any
+track is stale, the pipeline SHALL emit a WARNING but SHALL NOT block — partial
+data is better than no consensus. This gate prevents Sophie from running on
+empty or incomplete signal data after a cascade of track failures.
+
+**Implementation:** `consensus/run_pipeline.py:213-245`
+
+### Market Holiday Calendar (L2)
+
+The system SHALL maintain a zero-dependency static calendar of NYSE market
+holidays (`consensus/market_holidays.json`) covering the current and next two
+calendar years. All signal tracks SHALL check `is_market_open()` before
+initiating yfinance API calls on weekdays. The holiday data SHALL be refreshed
+quarterly by a council-verified cron job with explicit stale-holiday detection.
+
+**Implementation:** `consensus/market_holidays.json`, `consensus/market_calendar.py`
+**Cron:** `b53521c1e0cd` (quarterly validation)
+
+### Cron Health Monitor (C2 + W1)
+
+The system SHALL maintain a standalone heartbeat cron job that checks ALL
+trading pipeline, watchdog, and infrastructure jobs for staleness every 15
+minutes. If the health monitor itself stops reporting, its absence SHALL be
+detectable by the config hash watchdog. The monitor covers 22 jobs across three
+categories: trading (11), watchdog (3), and infrastructure (8).
+
+**Implementation:** `~/.hermes/scripts/cron_health_check.py`
+**Cron:** `d9adf1bf25a8` (every 15 min)
+
+### Validation Promotion Pipeline (C1)
+
+The validation buffer SHALL permanently promote the Rico RSI track to
+PRE_PROMOTED status (bypassing the validation gate), reflecting its proven
+signal quality. Luna and Iris SHALL require 5 and 3 consecutive time-based
+cycles respectively before promotion. This prevents validation starvation where
+new tracks accumulate zero-signal cycles and never exit the validation phase.
+
+**Implementation:** `consensus/validation_buffer.py:33-41`
+
+### Discovery Deadlock Skip (C3)
+
+When Ross discovery encounters 3+ consecutive timeout cycles against the Alpaca
+API, the pipeline SHALL skip discovery for that cycle and use the frozen ticker
+universe. This prevents the pipeline from stalling indefinitely when the Alpaca
+discovery endpoint is unavailable. The timeout SHALL be 180 seconds.
+
+**Implementation:** `consensus/run_pipeline.py:89-150`
+
+### Ticker Denylist (C5)
+
+The system SHALL maintain a shared denylist of non-tradable ticker symbols
+(`PORTFOLIO`, `REGIME`, `MACRO`) in the data validation module. All signal
+tracks that fetch per-ticker OHLCV data SHALL filter their ticker universe
+against this denylist before making yfinance API calls. This prevents spurious
+OHLCV validation failures from contaminating track status.
+
+**Implementation:** `consensus/data_validation.py:23`
+
+### Infrastructure Monitoring (F7)
+
+The cron health monitor SHALL be expanded to include EOD Digest, Adaptation
+Cycle, Reconcile Watchdog, Health Monitor, DB Trigger Watchdog, Jobs.json
+Watchdog, Config Hash Watchdog, and Market Holiday Calendar. Per-job staleness
+thresholds SHALL account for weekend gaps and trading-hours-only schedules.
+
+**Implementation:** `~/.hermes/scripts/cron_health_check.py:45-56`
+
+#### Rule 22: Calibrated Trust in Consensus (R3/R4)
+**Detect:** A track's rolling 60-day Brier score exceeds 0.25 (worse than coin-flip
+calibration) with n_obs ≥ 20.
+**Fix:** Trust weight auto-discounts via `track_trust` (mapping in
+scripts/calibrate_tracks.py). Consensus uses weighted_score ≥ 1.6 instead of raw
+track count. Trust floor 0.30 — tracks are discounted, never silenced.
+**Verify:** `SELECT track, trust, brier, n_obs FROM track_trust` shows fresh rows
+(computed_at within 24h on trading days).
+**Escalate:** If ALL tracks sit at trust floor for 5 consecutive cycles — the
+signal population itself is degrading; escalate with per-track Brier history.
+
+#### Rule 23: Error-Feedback Suppression (R5)
+**Detect:** A track produces 2+ consecutive wrong outcomes on the same
+ticker+direction within 10 days (signal_outcomes ledger).
+**Fix:** Sophie drops that track from that ticker's group for the current cycle
+(bypass tracks janet/eddie exempt). Suppression lifts automatically when the
+streak breaks.
+**Verify:** Pipeline logs show `MEM-SUPPRESS` lines only when ledger streaks ≥ 2.
+**Escalate:** If one track is suppressed on >50% of its signals for 5 cycles —
+the track is systematically miscalibrated; escalate for track review.
+
+#### Rule 24: Edge Claims Require Attribution (R1/R8)
+**Detect:** Any report (OSS, health monitor, EOD digest) claiming outperformance
+vs SPY.
+**Fix:** The claim must cite scripts/attribution.py output and is only valid when
+`selection_alpha_significant=true` (n_days ≥ 60 AND |t-stat| ≥ 2). Otherwise the
+report must read "performance attribution insufficient — return may be beta/noise."
+**Verify:** Health Monitor output includes the attribution verdict line verbatim.
+**Escalate:** If attribution shows significant NEGATIVE alpha (t ≤ −2) for 20+
+trading days — the strategy destroys value vs beta; escalate with full
+attribution JSON.
+
+#### Rule 25: Backtest Integrity (R1/R2)
+**Detect:** Any parameter change justified by backtest results.
+**Fix:** The justification must name the walk-forward windows used (train vs test
+from scripts/backtest.py::walk_forward_windows). Same-window tuning is invalid
+and must be rejected on review. Frictions of 30 bps equity / 50 bps crypto per
+side must have been charged.
+**Verify:** Backtest JSON contains `frictions_bps` and the report cites
+train/test window pairs.
+**Escalate:** Never to automation — integrity violations go to human review.