dayfine · dayfine · Jul 19, 2026 · Jul 19, 2026 · Jul 19, 2026
diff --git a/dev/budget/2026-07-19-29695173698.json b/dev/budget/2026-07-19-29695173698.json
@@ -0,0 +1,28 @@
+{
+  "run_id": "2026-07-19-29695173698",
+  "timestamp": "2026-07-19T16:54:29Z",
+  "commit_sha": "6cd7637e3af9a039aff7a42643bc3e051d131072",
+  "measurement_source": "claude-code-action execution_file (total_cost_usd from SDKResultMessage)",
+  "fallback_branch": "1b",
+  "notes": "total_cost_usd covers entire orchestrator run including all internally-spawned subagents (Agent tool calls). Per-subagent breakdown not available from action output — see dev/status/cost-tracking.md for limitation details.",
+  "subagents": [
+    {
+      "name": "orchestrator-total",
+      "model": "sonnet",
+      "input_tokens": null,
+      "output_tokens": null,
+      "cache_read_input_tokens": null,
+      "cache_creation_input_tokens": null,
+      "estimated_cost_usd": null,
+      "note": "Per-subagent breakdown not available from claude-code-action. total_cost_usd in totals covers all spawned subagents."
+    }
+  ],
+  "totals": {
+    "input_tokens": null,
+    "output_tokens": null,
+    "cache_read_input_tokens": null,
+    "cache_creation_input_tokens": null,
+    "total_cost_usd": 6.380800499999999,
+    "measurement": "measured from claude-code-action execution_file total_cost_usd"
+  }
+}
diff --git a/dev/daily/2026-07-19-run2.md b/dev/daily/2026-07-19-run2.md
@@ -0,0 +1,211 @@
+# Status — 2026-07-19 [run 2]
+
+Run timestamp: 2026-07-19T16:45Z (GHA orchestrator run 29695173698)
+Run ID: 2026-07-19-run-2
+
+**Mode:** FULL PASS. Not first run of the day (`2026-07-19.md` = run-1 exists), so
+Step 0.5 saturated-queue check evaluated — it does NOT fast-exit (Condition 1 fails:
+open PR #2009 unreviewed-by-orchestrator; Condition 2 fails: `margin-realism.md`
+changed on main since run-1 via merged #2005). Full pass ran; **ZERO dispatches** —
+the sole run-1 actionable item (LAPACKE fix) is now maintainer-LOCAL PR #2009, and
+every other track is genuinely blocked.
+
+## Headline
+
+- **Main is GREEN**, HEAD `6cd7637e` (#2005, margin M1b-2 portfolio debit). Reproduced
+  live this run on a clean tree: `dune build` exit 0 **and** `dune runtest` exit 0
+  (full suite + dune-wired linters; no `FAIL:` / `LAPACKE` / `signal ILL`; fmt_check
+  OK, magic_numbers OK); status-file integrity exit 0; index_size exit 0
+  (10428/20480, all rows ≤ 250). GHA CI on `6cd7637e`: `build-and-test`,
+  `perf-tier1-smoke`, `golden-sp500-5y`, `golden-custom-universe` all **success**.
+  **No still-real `[critical]`.**
+- **Since run-1's summary (#2008):** #2005 (margin M1b-2 portfolio long-margin debit +
+  per-tick interest, default-off) **MERGED** — this was run-1's `awaiting-merge (LOCAL)`
+  row; resolved exactly as predicted (maintainer authored + self-reviewed + merged
+  LOCAL). Reconciled `margin-realism` row (Open PR #2005 → —; next M2–M4).
+- **1 open PR — #2009** (`harness/bayesian-gp-nugget-escalation`, author **dayfine**,
+  active-LOCAL): the maintainer **took over the run-1 LAPACKE GP-Cholesky
+  nugget-escalation fix LOCAL** — exactly the resolution run-1's Question 1 offered
+  ("re-dispatch in isolation, or land LOCAL?"). PR created 14:19Z, self-COMMENTED
+  14:27Z (native `--approve` blocked by author==reviewer), not draft. **Deferred to
+  LOCAL — no orchestrator engagement** per `gha-local-coordination.md`
+  collision-avoidance: the orchestrator does not QC or auto-merge an active-LOCAL
+  branch the maintainer authored, is self-reviewing, and is driving to merge.
+- **ZERO dispatches this run.** The one dispatchable item from run-1 is now #2009
+  (maintainer LOCAL). Every feature track is deep-warehouse-data-gated
+  (`EODHD_API_KEY` absent in GHA) / human-gated / active-LOCAL. Harness backlog is
+  otherwise done / milestone-gated / `workflow`-PAT-gated. Cleanup §Backlog has 0 real
+  open `[ ]`; ops-data has no API key and `data-gaps.md` is unchanged since #814.
+
+## Pending work
+
+| Track | State | Branch | PR | Next step |
+|-------|-------|--------|----|-----------|
+| harness (LAPACKE GP-Cholesky nugget fix) | awaiting-merge (LOCAL) | harness/bayesian-gp-nugget-escalation | #2009 | maintainer took over run-1 WIP LOCAL; active-LOCAL (author dayfine, self-COMMENTED); orchestrator does not engage — maintainer drives review + merge |
+| margin-realism (M2–M4) | blocked (LOCAL / data-gated) | — | — | M1a/M1b-1/M1b-2 all MERGED default-off; M2–M4 each default-off behind own flag, maintainer LOCAL |
+| resistance-v2 (promotion + designed levers) | blocked (human R3 / data-gated) | — | — | grid 3/3 ACCEPT robust w=30; HUMAN R3 promotion (28y terminal-wealth flag); designed levers deep-warehouse-gated |
+| post-run-validation | blocked (data-gated) | — | — | golden-run integration test for V3/V4/V7 (needs real backtest data) |
+| backtest-infra | blocked (data-gated) | — | — | validator audit-join then P2 matrix (deep-warehouse) |
+| P2 research (floor-quality / decision-audit / short-side Thread C / spy-only) | blocked (deep-warehouse / LOCAL) | — | — | deep WF-CV surfaces — EODHD warehouse gated |
+| weekly-snapshot / M6.6 live cycle | blocked (human-gated) | — | — | live weekly cycle: DATA_SOURCE + cron + alerts (human decision) |
+| tuning (M2 qNEHVI) | blocked (maintainer-enablement) | — | — | awaiting #1327 enable-commit (carried ≥43 runs) |
+| harness (ci.yml ENOSPC #1636) | blocked (human: workflow-PAT) | — | — | `[~]` in harness.md; exact YAML staged in commit `4cc7d08` / PR #1636 |
+
+## Dispatched this run
+
+| Track | Agent | Outcome | Notes |
+|-------|-------|---------|-------|
+| harness (LAPACKE GP-Cholesky) | — | skipped (active-LOCAL) | Now PR #2009, author dayfine, self-COMMENTED, not draft. Maintainer took over the run-1 WIP fix LOCAL (as run-1 Q1 offered). Per gha-local-coordination the orchestrator does not QC or auto-merge an active-LOCAL maintainer-authored+reviewed branch |
+| margin-realism | — | skipped (merged / LOCAL) | M1b-2 (#2005) MERGED since run-1; M2–M4 are maintainer-LOCAL + deep-warehouse-gated |
+| (all other feature tracks) | — | skipped | 0 orchestrator-eligible open PRs; every next step deep-warehouse-data-gated (`EODHD_API_KEY` absent) / human-gated (M6.6, R3, margin M2–M4 A1) / active-LOCAL |
+| cleanup | code-health | skipped | `cleanup.md` §Backlog holds 0 real open `[ ]` (all `[x]`); latest fast/deep scans have 0 medium/high mechanical findings |
+| ops-data | ops-data | skipped | `EODHD_API_KEY` absent in GHA; `data-gaps.md` unchanged since #814 (2026-05-03) — remaining ADL/sector/survivorship gaps need human input |
+| _index.md | — | reconciled | margin-realism row → #2005 MERGED (Open PR —, next M2–M4); harness row → Open PR #2009 (LAPACKE fix, maintainer LOCAL). Header → run 29695173698. Integrity exit 0, index_size exit 0 (10428/20480) |
+
+## Feature Progress
+
+### margin-realism [IN_PROGRESS — M1b-2 landed; M2–M4 maintainer LOCAL]
+- Done since run-1: #2005 (M1b-2 portfolio long-margin debit + per-tick interest,
+  default-off) MERGED. M1a (#1990) + M1b-1 (#1998) + M1b-2 (#2005) now all on main
+  default-off.
+- Blocked (orchestrator): M2–M4 are maintainer-LOCAL + deep-warehouse-data-gated;
+  each lands default-off behind its own flag.
+
+### harness (LAPACKE GP-Cholesky nugget fix) [awaiting-merge — maintainer LOCAL #2009]
+- The run-1 dispatch produced a good partial diff (adaptive-nugget escalation) but
+  stalled on shared-checkout dune-lock contention. The maintainer picked it up LOCAL
+  and opened #2009 (author dayfine, self-COMMENTED, not draft). Orchestrator defers
+  per collision-avoidance.
+
+### (no orchestrator-completable feature code in GHA this run)
+- The feature frontier advances via the maintainer's LOCAL session. Every experiment
+  surface needs the broad-universe EODHD warehouse, which the GHA runtime cannot build
+  (`EODHD_API_KEY` absent).
+
+## QC Status
+- harness (#2009): maintainer self-COMMENTED (native `--approve` blocked by
+  author==reviewer). **No orchestrator QC pipeline run** — active-LOCAL; maintainer
+  owns review. (Harness/tuner test-lib fix: qc-behavioral would be NA per
+  qc-behavioral-authority.md; qc-structural generic — but collision-avoidance
+  supersedes.)
+- No other feature-code PRs under review this run.
+
+## Budget
+- Budget cap: $200 (runaway backstop, from `merge-policy.json`; Max-20x subscription —
+  $ figures are API-equivalent estimates, not billed).
+- Target utilization: 60–95%.
+- Subagents spawned: **0** (zero dispatches — the one actionable item is maintainer-LOCAL
+  #2009; all else blocked).
+- Any subagent killed mid-flight: No.
+- Total (estimated): ~$2 (orchestrator state-read + PR/CI/git inspection + one cold
+  `dune build` + one `dune runtest` + linter runs + index/health/summary edits) / $200
+  (~1%). Measured cost: `dev/budget/2026-07-19-<run>.json` written by the GHA post-run
+  step after this session exits (not present now).
+- Utilization assessment: **UNDER_TARGET — all-work-done.** No dispatchable work exists
+  this run: the sole eligible item (LAPACKE fix) is now maintainer-LOCAL #2009, and
+  every other track is genuinely blocked (deep-warehouse-data-gated / human-gated /
+  active-LOCAL). No track skipped for budget or queue-depth.
+- Scope reduced due to budget: No.
+
+## Data Operations
+- ops-data skipped — `EODHD_API_KEY` absent in GHA; `data-gaps.md` unchanged since #814
+  (2026-05-03). Remaining ADL / sector / historical-survivorship gaps need human input
+  (source registration / tier decision).
+
+## Harness Work
+- No dispatch. The one open harness item (LAPACKE GP-Cholesky nugget fix) is now
+  maintainer-LOCAL PR #2009 — orchestrator defers per collision-avoidance. Rest of
+  backlog blocked: T2-B/C/D milestone-gated, T3-C superseded, T3-H golden-gated,
+  T4-A..E automation/human; #1636 ci.yml ENOSPC fix blocked on a `workflow`-scoped PAT.
+
+## Health Scan
+- Result: **CLEAN** — report: `dev/health/2026-07-19-fast-run2.md`.
+- Main build: **PASSING** — `dune build` exit 0.
+- Main tests + linters: **PASSING** — `dune runtest` exit 0 (no `FAIL:` / `LAPACKE` /
+  `signal ILL`; fmt_check OK; magic_numbers OK).
+- Status file integrity: **PASSING** (exit 0).
+- Index size: **PASSING** (exit 0 — 10428/20480 bytes, all rows ≤ 250 chars).
+- GHA CI on `6cd7637e`: `build-and-test`, `perf-tier1-smoke`, `golden-sp500-5y`,
+  `golden-custom-universe` all **success**.
+
+## Follow-up Queue
+- Latest fast/deep scans report 0 mechanical `[medium]`/`[high]` code-health findings;
+  cleanup §Backlog has 0 real open `[ ]` (all `[x]`). Step 2b maintenance pass not
+  triggered. The one harness `[~]` (LAPACKE fix) is now in flight as maintainer #2009.
+
+## Integration Queue
+- **#2009** (harness LAPACKE GP-Cholesky nugget fix) — active-LOCAL, author dayfine,
+  self-COMMENTED. Merge-owned by the maintainer LOCALLY; the orchestrator does not QC
+  or auto-merge active-LOCAL work.
+
+## Current Milestone Target
+- M6.6 — live weekly cycle — blocked on a human decision (live `DATA_SOURCE` + cron +
+  alerts). Deep-warehouse experiment tracks (resistance-v2 designed levers, margin
+  realism M2–M4, floor-quality, P2 research) data-gated on the broad-universe EODHD
+  warehouse. Feature frontier advances via maintainer LOCAL.
+
+## Dependency Unlocks
+- #2005 (margin M1b-2) landing unblocks margin-realism M2–M4, but that chain is
+  maintainer-LOCAL + deep-warehouse-gated. No orchestrator-actionable unlock.
+
+## Step 1b drift cross-reference
+- Prior summary = `2026-07-19.md` (run-1). Its `## Pending work` rows: margin-realism
+  `awaiting-merge (LOCAL)` #2005 → now **MERGED** (`6cd7637e`) — normal merge lag, not
+  `[drift]`; reconciled into `_index.md`. harness LAPACKE `blocked (re-dispatch)` → now
+  **maintainer-LOCAL #2009** (progressed, good). No `dispatched`/`awaiting-merge` rows
+  pointed at un-updated status files. **No `[drift]` warnings.**
+- Inflow to main since run-1's summary (#2008, `6d4bf264`): only #2005 (`6cd7637e`,
+  margin M1b-2). Plus the new open PR #2009 (maintainer LOCAL). No tracked feature
+  status-file drift beyond what was reconciled.
+
+## Step 1c carried-critical re-verification
+- Run-1's summary carried **no** still-real build-red `[critical]` (only `[info]` +
+  `[decision-needed]`). Re-verified this run with live evidence: clean-tree local
+  `dune build` exit 0 AND `dune runtest` exit 0 (no `FAIL:`) on HEAD `6cd7637e`; GHA
+  `build-and-test` on `6cd7637e` = success. **No still-real `[critical]` items.**
+
+## Escalations
+- [info] Carried-forward verification: no still-real `[critical]` items; main green
+  (clean-tree local build/runtest both exit 0 on `6cd7637e`; GHA CI success).
+- [decision-needed] **harness LAPACKE fix (#2009)** — the maintainer took over the
+  run-1 WIP LOCAL and opened #2009 (self-COMMENTED, native `--approve` blocked by
+  author==reviewer). Confirming the orchestrator's non-engagement (no QC, no
+  auto-merge) is intended; the maintainer drives review + merge. (This resolves run-1
+  Question 1 in favor of "land LOCAL.")
+- [decision-needed] **resistance-v2 default flip** — confirmation grid returned
+  mechanism ACCEPT (robust w=30) but the 28y terminal-wealth flag is an open decision
+  input. Promote the supply-weight default to w=30, keep default-off as an axis, or
+  pursue the designed levers first? (R3 human-gated.) See
+  `dev/notes/resistance-supply-grid-2026-07-17.md`. Carried.
+- [decision-needed] **M6.6 live weekly cycle** (live `DATA_SOURCE` + cron + alerts)
+  remains the top milestone and is human-gated. Carried.
+- [info] **Deep-warehouse in GHA** — the orchestrator's dispatchable feature queue
+  stays empty across runs because every experiment surface needs the broad-universe
+  EODHD warehouse, which the GHA runtime cannot build (`EODHD_API_KEY` absent).
+  Exposing a prebuilt warehouse artifact (or the key) to GHA is the single lever that
+  would re-open GHA feature dispatch. Human action. Carried.
+- [info] **#1636 ci.yml ENOSPC fix** blocked on a `workflow`-scoped PAT (exact YAML in
+  commit `4cc7d08`). Can this be landed by a human, or dropped from the backlog?
+  Carried.
+- [info] **Status-file refresh hygiene (re-flagged by track-pacer 07-19)** — the 07-12
+  recommendation to refresh `simulation`, `stage-accuracy`, `backtest-infra`
+  `## Next Steps` remains stale. Best done by each owning agent on its next dispatch
+  (or maintainer LOCAL); not a same-run orchestrator action. Carried.
+
+## Questions for You
+1. **harness LAPACKE fix (#2009)** — you took over the run-1 WIP LOCAL and opened #2009
+   (self-COMMENTED). Confirming the orchestrator's deferral (no QC, no auto-merge; you
+   drive review + merge) is intended. This resolves run-1 Q1 as "land LOCAL."
+2. **resistance-v2 default flip?** — grid ACCEPT robust w=30 with the 28y terminal-wealth
+   flag. Promote w=30, keep default-off axis, or designed levers first? (R3 human-gated.)
+3. **Deep-warehouse in GHA / EODHD key exposure** — still the single lever to re-open the
+   GHA feature-dispatch queue. Worth doing?
+4. **#1636 ci.yml ENOSPC** — land via a human with `workflow`-scoped PAT, or drop?
+
+## Per-run links
+- [run 1] dev/daily/2026-07-19.md
+- [run 2] dev/daily/2026-07-19-run2.md
+
+---
+## Your Response
+(Edit this section. Run dev/run.sh after editing to start the next session.)
diff --git a/dev/health/2026-07-19-fast-run2.md b/dev/health/2026-07-19-fast-run2.md
@@ -0,0 +1,14 @@
+# Health Report -- 2026-07-19 -- fast (run 2)
+
+## Summary
+- Main build: PASSING (exit 0)
+- Main tests + linters: PASSING (exit 0 — no `FAIL:` / `LAPACKE` / `signal ILL`; fmt_check OK; magic_numbers OK)
+- Status file integrity: PASSING (exit 0)
+- Index size: PASSING (exit 0 — 11599/20480 bytes, all rows <= 250 chars)
+- Action required: NO
+
+## Metrics
+- Checks run: 4 (deterministic; no agentic fast scan)
+- HEAD: `6cd7637e` (#2005 margin M1b-2 portfolio debit) — clean-tree local gate
+- GHA CI on `6cd7637e`: build-and-test, perf-tier1-smoke, golden-sp500-5y, golden-custom-universe all success
+- Deep scan: see dev/health/2026-07-06-deep.md (weekly GHA cron)