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feat: trading-rl-2 Wave 3 (liquidation-cascade, reward-misspecification track) + README refresh#12

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ReverseZoom2151 merged 4 commits into
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rl2-wave3
Jun 26, 2026
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feat: trading-rl-2 Wave 3 (liquidation-cascade, reward-misspecification track) + README refresh#12
ReverseZoom2151 merged 4 commits into
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rl2-wave3

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Final wave of the trading-rl-2 scan — the remaining medium-value items, plus the README brought current to v0.4.0.

  • Liquidation-cascade scenario — deterministic in-step margin_call -> forced_reduce -> cascade_impact chain (impact on liquidated notional, wipe-capable); terminated-on-wipe / truncated-on-survive; events feed the process-check/mandate machinery.
  • Reward-misspecification negative-control track — deliberately-flawed rewards + proxy policies, with demonstrate_punishment showing the SharpeBench kernel refuses to reward them (raw-PnL proxy: highest raw return, deflated Sharpe 0.0). The falsifiable wedge. Never touches the production registry or rank key.
  • README — capability table updated for the full 0.4.0 feature set; version bumped.

Verification: maturin + pytest 331 passed, 2 skipped. 118 exports. Pure Python, no Rust touched.

This exhausts the high+medium-value extractable backlog from both repo collections (trading-rl + trading-rl-2, 73 repos + 2 PDFs).

LiquidationCascadeEnv runs a deterministic in-step margin_call -> forced_reduce ->
cascade_impact chain on a maintenance-margin breach (impact on liquidated notional,
so a thin equity sliver over a large position can be wiped); events feed the
process-check/mandate machinery. terminated on wipe, truncated on survival.
…edge)

Deliberately-flawed reward schemes (raw-PnL/win-rate/indicator-shaped/recency) +
greedy proxy policies, with demonstrate_punishment showing the SharpeBench kernel
refuses to reward them: raw_pnl_unpenalized posts the highest raw return yet
deflated Sharpe 0.0 (scale-invariance + deflation floor it). Never touches the
production reward registry or the rank key.
Add reward-scheme registry, the new env tasks (portfolio/execution/market-making +
analytical optimum), scenario families (cointegrated/regime/curriculum/eval-seeds),
rich causal obs augmentations, and the risk+eval axes; bump the version to v0.4.0.
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Reviewing files that changed from the base of the PR and between b337196 and 840a17f.

📒 Files selected for processing (6)
  • README.md
  • crates/openoutcry-py/python/openoutcry/__init__.py
  • crates/openoutcry-py/python/openoutcry/cascade.py
  • crates/openoutcry-py/python/openoutcry/reward_misspecification.py
  • crates/openoutcry-py/tests/test_cascade.py
  • crates/openoutcry-py/tests/test_reward_misspecification.py
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  • Commit unit tests in branch rl2-wave3

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@ReverseZoom2151 ReverseZoom2151 merged commit a1ca5c2 into main Jun 26, 2026
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@ReverseZoom2151 ReverseZoom2151 deleted the rl2-wave3 branch June 26, 2026 20:28
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