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Closes #ISSUE-027-REGIME-UI - Implement regime indicator badge and dynamic meta-learner threshold

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Antigravity Agent
2026-06-17 19:59:37 +02:00
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11 changed files with 103 additions and 26 deletions
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QUANT_ROADMAP.md
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@@ -49,6 +49,9 @@ This document serves as the permanent, centralized system architecture design an
* **Phase 10.0: Alpha Unit Activation & Pure Quantum Fusion**
* *Features*: Deployed unified on-chain, perpetual derivatives, and order book microstructure ETL ingestion pipeline in `etl.py`. Refactored pipeline training loop with FFD-ADF memory search, rolling MAD scaling, MS-GJR-GARCH Student-t volatility regime routing matrices, PIMP feature validation shadow models, uLSIF density ratio weighting, and Stage 2 Reliability Meta-Learners.
* *Status*: **Fully Operational (Production Lock)**.
* **Phase 11.0: Volatility Regime Status Display & Dynamic Calibrator Threshold (#ISSUE-027-REGIME-UI)**
* *Features*: Mounted glassmorphic conditional status badges for Calm, Turbulent, and Churn regimes in `CryptoDemo.tsx` Walk-Forward header. Overhauled `pipeline.py` to return the volatility regime, write it to the JSON payload, prioritize high-alpha features in Boruta & PIMP, and calibrate $\theta_{\text{conf}}$ dynamically using training accuracy to break the 50.0% zero-exposure block.
* *Status*: **Fully Operational (Production Lock)**.
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