The Whiplash ETH ML dossier is an architectural reference. It is not source code, a performance record, or proof of correctness.
| Dossier concept | ARES implementation |
|---|---|
| Paginated exchange OHLCV | ares_engine.data.providers.CCXTOHLCVProvider with explicit cursor advancement and measured transport telemetry |
| Cleanup, Parquet, and SQL analysis | ares_engine.data.ingest, immutable generations in data.storage, generation-bound DuckDB views |
| EMA, RSI, Bollinger, return, volatility, volume, range | ares_engine.features |
| k-ahead and triple-barrier labels | ares_engine.labels |
| Rolling sequences and train-only scaling | ares_engine.dataset and validation-fold scaler fitting |
| LSTM and compact TCN | ares_engine.models |
| Configuration search | ares_engine.search with material study identity |
| Walk-forward evaluation | ares_engine.validation |
| Delayed cost-aware simulation | ares_engine.backtest, including terminal bankruptcy |
| Model/scaler/spec/config/metrics/provenance artifact | ares_engine.bundles with exact manifests and snapshot loading |
| Challenger and champion | ares_engine.training and locked ares_engine.promotion |
| Paper loader | fail-closed ares_engine.live; no order execution |
| Scheduled cycles | ares_engine.scheduler |
| End-to-end proof | ares verify-offline, ares verify-public-ingestion, and the Sol audit artifacts |
ARES adds independently verified controls beyond the dossier: mandatory validation venues, complete-generation atomic visibility, strict evidence recomputation, real request traces, UTC-grid/range/freshness/alignment/divergence gates, purged boundaries, insolvent-trial exclusion, hostile bundle handling, promotion and paper-log process locks, non-root Docker, and least-privilege CI. MLflow and River remain optional dependencies rather than active correctness controls.