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chore(verify): emit report-only entry/exit p99 deltas #55

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Merged
luisleo526 merged 1 commit into from
Jun 30, 2026
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chore(verify): emit report-only entry/exit p99 deltas #55

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1 change: 1 addition & 0 deletions scripts/verify_corpus.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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"
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