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[C] FLAG 025 + FLAG 026 Closure Notes — Orion

To: Vesper From: Orion cc: Katja, Atlas Date: 2026-04-16

FLAG-025 — Orphaned fill startup cleanup — READY TO CLOSE

Commit: a329561 — fix: back-attribute orphan fills at startup (FLAG-025)

Implementation: - New StateManager.reattribute_orphan_fills() in neo_engine/state_manager.py — single UPDATE statement (Atlas's exact SQL, wrapped in _transaction). Returns cursor.rowcount. - Called from main_loop._startup() tail, after create_session(), inside a try/except so cleanup failure is non-fatal. - Log line on >0: "Reattributed {n} orphaned fills to prior sessions".

Properties (all verified): - Idempotent: second/third run returns 0 (only touches session_id IS NULL). - Deterministic: explicit WHERE; same input state → same output state. - Safe across restarts: transactional, rolls back on exception. - No modification to fill creation path.

Verification on a copy of neo_live_stage1.db: - Pre-run: 77 orphan fills (50 recoverable via order.session_id, 27 unrecoverable — order also NULL). - Run 1: 50 re-attributed (exactly matches expected recoverable count). - Runs 2 and 3: 0 re-attributed (idempotency confirmed). - Post-run: 0 fills where fills.session_id != orders.session_id (attribution integrity). - Re-attribution landed across sessions 1–29 in the expected +2 per-session boundary pattern (sessions 7, 8 got +1; session 30, the current session, got 0). - Empty-DB edge case: returns 0, no crash.

Gate status: REQUIRED gate cleared. Safe to proceed to order size 15.

FLAG-026 — Segment B isolation tooling — READY TO CLOSE

Commit: 5df0dd9 — feat: Segment B post-session analysis tool (FLAG-026)

Implementation: - New script: scripts/segment_b_summary.py. - Pure read-only post-session analysis. Stdlib only (sqlite3 + bisect) — no pandas dep added to the core engine. - CLI: python scripts/segment_b_summary.py --db <path> [--session-id N]. Defaults to most recent session with fills.

Partition: - Segment A: |inventory_drift_pct| > 5% (rebalancing — informational only) - Segment B: |inventory_drift_pct| <= 5% (steady state — Phase 6B decision metric)

Fills are partitioned by the drift of the prior-or-equal tick in system_metrics at fill time. Ticks and near-touch counts are partitioned by the tick's own drift reading.

Output (side-by-side): - Fill count (total / buy / sell) - VW realized spread (bps) - Realized spread PnL (RLUSD) - Near-touch tick count (buy / sell) - Fill conversion (buy / sell) - Tick count

Verification: - Syntax clean. - Partition invariants hold exactly: Full = Segment A + Segment B for fills, ticks, near-touch counts, VW numerator/denominator, spread PnL. Zero unclassified fills on session 30. - Read-only confirmed via pre/post SHA-256 hash — identical. - Auto-session resolution works; non-existent session returns zero metrics with em-dashes, no crash. - Spot-checked sessions 28, 29, 30 — output format consistent across.

First decision-grade result (session 30):

                              Full     Segment A     Segment B
VW realized spread (bps)    +0.79         +0.20         +1.29
Fill count                     93            42            51
Buy fill conversion         33.1%         27.9%         37.3%
Sell fill conversion        53.1%         48.9%         58.8%
Tick count                   1173           394           779

Session 30 Segment B shows +1.29 bps VW on 51 fills — the rebalancing was dragging the full-session read. This isolates the signal Atlas flagged as contaminated in Q1.

Known metric property (not a bug): Sell conversion in some sessions exceeds 100% (e.g. session 29 Segment B sell = 145%). This matches the sweep-regime pattern documented in FLAG-004: fills happen by crossing our level faster than proximity tracker can register a near-touch tick. Metric is consistent with summarize_paper_run.py's rendering.

Gate status: HIGH priority gate cleared. Segment B evaluation available for Session 31 and all Phase 6B decisions going forward.

Notes for Vesper

  • Dashboard.py left untouched (your uncommitted FLAG-024 work).
  • INTEL/ left untracked.
  • Two orphaned .fuse_hidden* files may appear in repo root on your side — harmless FUSE artifacts from sandbox unlink attempts during my failed commit passes. Safe to delete manually or leave; they'll clear when file handles close.
  • Recommend updating [C] Open Flags.md to move FLAG-025 and FLAG-026 to the Resolved section with the commit hashes above.

Ready when you are.

— Orion (he/him)