Glossary
Project-specific terms. Product/module names (Nexus, ScalpNet, OrderManager,
MT5, 70D, 50D) are canonical and never translated in code; each language's
terminology file defines how they are presented.
| Term | Meaning in NSE |
|---|---|
| 50D / scalp_v1 | the 50-dimensional causal base feature contract — the ACTIVE live feature schema |
| 70D / scalp_v3 | the canonical research feature contract: Base 50 (0..49) + News 10 (50..59) + Liquidity 10 (60..69); candidate-only, not live |
| scalp_v4 | a candidate 70D-family contract (integration-era); classified LEGACY/semantically-different vs v3 |
| Schema hash | SHA-256 over canonical JSON of feature (index, name, family) — reordering invalidates models |
| ScalpNet | dual-path model: 2D MLP for single-tick snapshots, 3D TCN + self-attention for sequences; 4-logit head |
| Champion / Challenger | production model vs candidate; promotion is operator-gated, never automatic |
| Load gate (10-gate) | manifest/hash/scaler/dimension/family validation every model bundle passes before attach |
| Shadow | live-data runtime with simulated=True and zero order authority |
| Replay | re-running engine logic on history; must be bit-exact vs the dataset (anti-leakage) |
| Streaming replay | shared LiveEngine over a logical clock with simulated fills; test-enforced no order_send |
| Forward test | frozen-capture experiment: fingerprints frozen at cutoff, streams only timestamp > cutoff, re-verifies after |
| Counterfactual | walking NO_TRADE decisions with hypothetical fills to score abstentions (CHG-0041) |
| Walk-forward | purged + embargoed temporal validation (Lopez de Prado) |
| OOS gate | hard out-of-sample gate; failure ⇒ REJECTED |
| Purge / Embargo | gaps that prevent label/serial leakage across folds (defaults 300s / 60s — BUG-183) |
| Regime Guardian | regime classifier gating policy behavior (e.g. flapping regimes) |
| SMC | Smart Money Concepts policy matrix: Order Blocks, Fair Value Gaps, liquidity sweeps (~30 rules) |
| Provenance | the identity chain of an artifact: dataset ID, schema hash, git commit, config — NOT_RECORDED when honestly unknown |
| Runtime truth | the principle that live runtime state (gates, broker facts) is authoritative over intent/stale caches |
| Order authority | the exclusive ability to place/modify/close orders — held only by OrderManager through ports |
| Deploy gate | forensic pre-release verdict: PASS / ALLOW_WITH_WARNING / REVIEW / BLOCK |
| Feature contract | the schema+hash+bounds+ordering agreement binding features across training/replay/live |
| Certification | evidence-graded status: formal forensic acceptance with reproducible artifacts |
| Experience ledger | immutable record of outcomes feeding autopsy/behavior intelligence |
| MANAGED_LOSS | an exit classified as strategy-managed loss — distinct from a broken strategy |
| Provider gate | bounded LLM/AI-service access layer: rate limits, circuit breaker, auto-disable (CHG-0034) |
| INV-NNN | runtime invariant (e.g. INV-001 no sync DB on tick path) — see agents/runtime_invariants.md |
| BUG-NNN | forensic bug ledger entry with root cause + evidence + regression guard |
| CHG-NNNN | registered change (change-control lifecycle) |
| NO_TRADE | model's abstain class (0); WAIT (3) is the deferral class |