feat(phase-2.5): Task 6 cost_kind attribution + fees_eat_alpha threshold CLI
Task 6 del piano Phase 2.5 (deferito → ora completato): - CostRecord: nuovo campo call_kind (default "hypothesis") - CostTracker.record: accetta call_kind opzionale, summary include by_call_kind breakdown (hypothesis vs mutation) - Schema cost_records: aggiunta colonna call_kind TEXT NOT NULL DEFAULT 'hypothesis' + migration soft via ALTER TABLE in init_schema (silently catched per DB pre-Task 6) - Repository.save_cost_record: nuova arg call_kind opzionale - mutate_prompt_llm: accetta cost_tracker/repo/run_id opzionali e logga la call mutator con call_kind="mutation" quando sink presente - weighted_random_mutate, next_generation: propagano cost sink - orchestrator.run_phase1: passa cost_tracker+repo+run_id a next_generation solo se prompt_mutation_weight > 0 Esposto fees_eat_alpha_threshold come parametro AdversarialAgent (default 0.5 = comportamento Phase 1.5 invariato), propagato via RunConfig.fees_eat_alpha_threshold e flag CLI --fees-eat-alpha-threshold. Abilita ablation con soglia 0.7-0.8 senza modificare codice — adversarial finding dominante in tutti i run Phase 2/2.5 (50+ HIGH per run). Tests (+4 → 186 totale): - test_cost_tracker: default call_kind="hypothesis"; breakdown by_call_kind con hypothesis+mutation - test_mutation_prompt_llm: logging mutation cost con sink completo; backward compat senza sink (no errore) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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@@ -59,8 +59,13 @@ class AdversarialReport:
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class AdversarialAgent:
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"""Agente hand-crafted che applica check euristici a una strategia."""
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def __init__(self, fees_bp: float = 5.0) -> None:
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def __init__(
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self,
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fees_bp: float = 5.0,
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fees_eat_alpha_threshold: float = 0.5,
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) -> None:
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self._engine = BacktestEngine(fees_bp=fees_bp)
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self._fees_eat_alpha_threshold = fees_eat_alpha_threshold
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def review(self, strategy: Strategy, ohlcv: pd.DataFrame) -> AdversarialReport:
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signal_fn = compile_strategy(strategy)
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@@ -163,7 +168,7 @@ class AdversarialAgent:
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# Se gross_pnl <= 0 il check non si applica (gia' perdente).
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gross_pnl = sum(t.gross_pnl for t in result.trades)
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total_fees = sum(t.fees for t in result.trades)
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if gross_pnl > 0 and total_fees / gross_pnl > 0.5:
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if gross_pnl > 0 and total_fees / gross_pnl > self._fees_eat_alpha_threshold:
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report.findings.append(
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Finding(
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name="fees_eat_alpha",
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