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Fix allocation normalization breaking repeated validation and cross-repo execution - #17

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PureSaber merged 1 commit into
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codex/allocation-normalization-20260930
Sep 30, 2026
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PureSaber merged 1 commit into
mainfrom
codex/allocation-normalization-20260930

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The normalizer added EWMA, risk-free, tracking-error and tail-risk parameters to every policy. Execution validates the persisted allocation plan again, so valid equal/inverse-vol/cost-aware policies immediately failed with an irrelevant-parameter error. The new Windows and Linux research integration gate reproduced this for all four advanced-study candidates.

Emit optional fields only for applicable estimators/modes, while retaining explicit rejection of irrelevant input fields. Preserve the EWMA default when building non-EWMA covariance.

Validation: 132 tests passed, 1 skipped; coverage 80.96%; Ruff check/format passed. New regressions cover round-trip validation for all ten modes, custom mode-specific parameters, rejection of irrelevant fields, and execution parity between raw and normalized policies. Cross-repo verification is tracked in quant-workspace #14.

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PureSaber merged commit 954b661 into main Sep 30, 2026
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