Fuente en inglés — traducción pendiente — inglés
Capability Matrix
Legend: ✅ Certified · 🟢 Implemented · 🟡 Experimental · 🔵 Research · 🚧 In
progress · 📌 Planned · ⚪ Not verified
| Capability | Status | Evidence (repository) | Notes |
|---|---|---|---|
Causal 50D feature engine (scalp_v1) | ✅ Certified | features/scalp_features.py, schema registry, golden/parity tests | live contract; NaN/Inf deterministic fallback |
70D canonical contract (scalp_v3) | 🟢 Implemented (research) | features/schema_contract.py SSoT, hash, inference validator (10 rejection codes) | candidate-only; negative OOS evidence so far |
| Liquidity intelligence (10D block) | 🟡 Experimental | features/liquidity_engine.py, INV-019 causality rules | research series; governed by liquidity_features_enabled |
| News intelligence 10D + bounded gate | 🟡 Experimental | news/, gate bounds boost ≤0.05 / penalty ≤0.10 | opt-in, disabled by default; can never force a trade |
| ScalpNet model (TCN + self-attention) | 🟢 Implemented | models/scalp_net.py, checkpoint rollback tests | 4-logit head (NO_TRADE/BUY/SELL/WAIT) |
| Artifact-first Model Factory | 🟢 Implemented | model_generation/ (datasets/experiments/models with manifests) | inference needs no DB; ScalpNet = legacy baseline |
| Walk-forward + OOS gate | ✅ Certified | training/walk_forward_trainer.py, research/oos.py, BUG-183 purge/embargo regression tests | OOS failure ⇒ REJECTED |
| Deterministic friction-aware backtests | 🟢 Implemented | research/backtest.py | spread/slippage/latency stress |
| Replay (bit-exact vs dataset) | 🟢 Implemented | replay parity suites + anti-leakage tests | live = replay = training semantics |
| Streaming replay / forward tests | 🟢 Implemented | research/streaming_replay.py, research/forward_test.py (CHG-0035) | frozen-capture, no order_send (test-enforced) |
| Counterfactual engine (NO_TRADE walk) | 🔵 Research | research/counterfactual.py (CHG-0041; 2095 decisions walked) | evidence stratification only |
| Shadow runtime (zero order authority) | ✅ Certified | shadow/, simulated=True contracts, 60+ tests | live feed, no orders |
| Champion/Challenger governance | 🟢 Implemented | governance/ (14-gate verify, promotion transaction, rollback preview) | strictly operator-gated |
| Risk engine (Kelly sizing, clamps) | ✅ Certified | risk/risk_engine.py + execution clamp suites | margin ≤20%, HARD_MAX_LOTS=10 |
| Execution (60-scenario router, 11 states) | 🟢 Implemented | execution/order_manager.py + golden extractions | circuit breaker → SAFE_MODE |
| Accounting ledger (SQLite WAL) | 🟢 Implemented | accounting/, artifacts/audit.db | immutable history; metrics without evidence = n/a |
| Experience / autopsy intelligence | 🟢 Implemented | experience/, behavior detectors (13), anomaly events | MANAGED_LOSS ≠ broken strategy |
| Incident response & forensics | 🟢 Implemented | incidents/, forensics/ (deploy gate, health engine) | diagnostic-only; never mutates trading |
| Observability (structured logs) | 🟢 Implemented | severity-split logs, redaction, correlation IDs | OBS-001…016 gap ledger tracked |
| Control Center UI (FastAPI SPA) | 🟢 Implemented | Web/, SSE/WS APIs, debug console | buildless vanilla JS; no Node runtime |
| Docker packaging | 🟢 Implemented | docker-compose.yml, /health readiness gate | PAPER default; SQLite canonical |
| Windows installer + update/rollback | ✅ Certified | installer/, release.yml artifacts + verify suites | per-user, no admin; user data preserved |
| Provider health gate (LLM/AI services) | ✅ Certified | strategies/factory/provider_gate.py (CHG-0034/0039 live smoke) | auto-disable on permanent errors; secrets redacted |
70D temporal features (scalp_v4_temporal_candidate) | 🔵 Research | features/temporal.py (22D candidate) | never ACTIVE/CHAMPION without governance |
| MSLIE market-structure intelligence | 🔵 Research | mslie/ (advisory contract) | perception layer, no order authority |
| Multi-broker support | 📌 Planned | roadmap | MT5-only today |
| Published performance claims | ⚪ Not verified | — | deliberately none; evidence is published instead |
Anything not listed here should be assumed 🟡/🔵/📌 rather than assumed
production-ready. Status disputes are resolved by the repository evidence
links above, not by this page.