From c64768c0d4ada2c880b1400221531587b4a36b03 Mon Sep 17 00:00:00 2001 From: luisleo526 Date: Wed, 1 Jul 2026 02:39:43 +0800 Subject: [PATCH] chore(verify): emit report-only entry/exit p99 deltas Add an entry/exit price p99 delta line to verify_corpus's report-only (not gated) block, alongside the existing p100. Gating is unchanged (still p90), so corpus tiers are byte-identical; this only surfaces the tail of the price-delta distribution for diagnostics and for the scraped-strategy tracking dashboard (grade-corpus-tiers parses it into entryP99/exitP99). Co-Authored-By: Claude Opus 4.8 (1M context) --- scripts/verify_corpus.py | 1 + 1 file changed, 1 insertion(+) diff --git a/scripts/verify_corpus.py b/scripts/verify_corpus.py index 4727a31..0aab58d 100755 --- a/scripts/verify_corpus.py +++ b/scripts/verify_corpus.py @@ -703,6 +703,7 @@ def _split_interior(pairs: list[tuple[TradePair, TradePair]]) -> list[tuple[Trad f" PnL p90 delta: {pnl_p90 * 100:8.4f}% ({check(pnl_ok)})\n" f" MAE p90 delta: {mae_p90 * 100:8.4f}% ({check(mae_ok)})\n" f" -- report-only (not gated) --\n" + f" Entry/Exit p99 delta: {percentile(entry_deltas,0.99)*100:.4f}% / {percentile(exit_deltas,0.99)*100:.4f}%\n" f" Entry/Exit/PnL p100: {entry_p100*100:.4f}% / {exit_p100*100:.4f}% / {pnl_p100*100:.4f}%\n" f" Qty p90/p100 delta: {percentile(qty_deltas,0.90)*100:.4f}% / {qty_p100*100:.4f}%\n" f" PnL% p90/p100 (pts): {percentile(pnlpct_deltas,0.90):.4f} / {pnlpct_p100:.4f}\n"