feat(resistance-v2): age-banded supply histogram (lever f, default-off)

dev/status/resistance-v2.md

@@ -198,6 +198,18 @@ load-bearing; binary grade → searchable weight; kill the 5h armed-run wall).
    bump + one full warehouse rebuild. Gate to build: lever (c)'s floor
    surface first; build (f) only if the floor verdict shows the mechanism
    wants real age structure (e.g. optimal floors regime-unstable).
+   **CODE LANDED 2026-07-19 (PR `feat/resistance-v2-age-bands`, default-off):**
+   schema `Res_hist` is now 80 band-major cells (4 age bands × 20 price
+   buckets, `Snapshot_schema.n_age_bands`/`n_hist_cells`); the pipeline
+   accumulates the 520-week histogram into age bands; `Resistance_supply`
+   collapses bands via four `config.band_weight_*` fields
+   (`[@sexp.default 1/1/1/0]`, Overlay_validator axes) at score time — default
+   weights `[1;1;1;0]` reproduce the pre-lever-f age-blind 130w histogram
+   bit-identically (pinned by `test_default_collapse_sums_recent_bands`). The
+   warehouse reader detects v3 (20-column) vs v4 (80-column) width and packs
+   v3 into the youngest band, so **existing v3 warehouses keep scoring
+   identically with NO rebuild** (`hist_bands_of_legacy`). The v4 warehouse
+   rebuild is DEFERRED pending the bundle verdict — no rebuild in this PR.
 4. dedup-v2 warehouse deletable (v3 certified bit-identical:
    `scenarios-2026-07-16-131756` baseline = Run D to 13 decimals).
 

trading/analysis/weinstein/resistance/lib/resistance_supply.ml

@@ -1,12 +1,19 @@
 open Core
 open Weinstein_types
 
+(* Age bands (lever f), youngest first, locked to [Snapshot_schema] band
+   boundaries [0-26w / 26-78w / 78-130w / 130-520w]. Bands 0..[_n_recent_bands-1]
+   union to the pre-lever-f trailing-130w histogram window; band 3 is the
+   130-520w extension, weighted 0 by default so scoring is unchanged. *)
+let n_age_bands = 4
+let _n_recent_bands = 3
+
 type sketch = {
   max_high_130w : float;
   max_high_260w : float;
   max_high_520w : float;
   bars_seen : float;
-  hist : float array;
+  hist_bands : float array array;
   anchor_close : float;
 }
 
@@ -20,6 +27,10 @@ type config = {
   insufficient_score : float;
   heavy_resistance_bars : int;
   moderate_resistance_bars : int;
+  band_weight_0_26w : float; [@sexp.default 1.0]
+  band_weight_26_78w : float; [@sexp.default 1.0]
+  band_weight_78_130w : float; [@sexp.default 1.0]
+  band_weight_130_520w : float; [@sexp.default 0.0]
 }
 [@@deriving sexp]
 
@@ -35,8 +46,49 @@ let default_config =
     insufficient_score = 0.5;
     heavy_resistance_bars = 8;
     moderate_resistance_bars = 3;
+    (* No-op defaults (experiment-flag-discipline R1): the three 0-130w bands
+       weighted 1.0 and the 130-520w band 0.0 collapses the age-banded histogram
+       back to the pre-lever-f age-blind 130w histogram, bit-identically. *)
+    band_weight_0_26w = 1.0;
+    band_weight_26_78w = 1.0;
+    band_weight_78_130w = 1.0;
+    band_weight_130_520w = 0.0;
   }
 
+let _band_weights (config : config) =
+  [|
+    config.band_weight_0_26w;
+    config.band_weight_26_78w;
+    config.band_weight_78_130w;
+    config.band_weight_130_520w;
+  |]
+
+(* Pack a legacy age-blind histogram (the v3 warehouse / pre-lever-f shape) into
+   the age-banded layout: all mass in the youngest band, the rest zero. With
+   [default_config] band weights ([1;1;1;0]) the collapsed effective histogram
+   equals [flat] exactly, so a v3 warehouse scores bit-identically. *)
+let hist_bands_of_legacy flat =
+  let n = Array.length flat in
+  Array.init n_age_bands ~f:(fun b ->
+      if b = 0 then Array.copy flat else Array.create ~len:n 0.0)
+
+(* Collapse the age-banded histogram into one effective per-bucket vector by
+   applying the per-band config weights: [effective.(k) = Σ_b w_b * bands_b.(k)].
+   Non-finite cells count as 0 (same guard the per-bucket scorer applies). *)
+let _effective_hist ~(config : config) ~hist_bands =
+  let weights = _band_weights config in
+  let n_buckets =
+    Array.fold hist_bands ~init:0 ~f:(fun acc band ->
+        Int.max acc (Array.length band))
+  in
+  let eff = Array.create ~len:n_buckets 0.0 in
+  Array.iteri hist_bands ~f:(fun b band ->
+      let w = if b < Array.length weights then weights.(b) else 0.0 in
+      Array.iteri band ~f:(fun k c ->
+          let c = if Float.is_finite c then c else 0.0 in
+          eff.(k) <- eff.(k) +. (w *. c)));
+  eff
+
 type result = {
   score : float;
   recent_weighted_bars : float;
@@ -110,11 +162,12 @@ let _insufficient ~(config : config) =
   }
 
 let _scored ~(config : config) ~(sketch : sketch) ~breakout_price =
+  let effective = _effective_hist ~config ~hist_bands:sketch.hist_bands in
   let k_min =
-    _first_bucket ~n_buckets:(Array.length sketch.hist)
+    _first_bucket ~n_buckets:(Array.length effective)
       ~anchor:sketch.anchor_close ~breakout:breakout_price
   in
-  let weighted, max_bucket = _recent_supply ~config ~hist:sketch.hist ~k_min in
+  let weighted, max_bucket = _recent_supply ~config ~hist:effective ~k_min in
   let quality = _quality_of ~config ~sketch ~breakout_price ~max_bucket in
   let score =
     (* When the histogram holds mass at/above the breakout it speaks for
@@ -145,12 +198,19 @@ let is_virgin ~(sketch : sketch) ~breakout_price =
   && Float.is_finite breakout_price
   && Float.(breakout_price >= sketch.max_high_520w)
 
-(* Closing-basis "new high ground": no weekly bar in the trailing histogram
-   window sits at/above the current close (every [hist] bin is 0). Robust to
-   the own-week-high artifact that makes [is_virgin] unsatisfiable on a
-   close-anchored breakout price (see .mli — AXTI 2026-01-06). A non-finite bin
-   fails the [= 0.0] test, so no explicit finiteness check on [hist] is needed. *)
+(* Closing-basis "new high ground": no weekly bar in the trailing 130-week
+   histogram window (age bands 0..[_n_recent_bands-1], which union to that
+   window) sits at/above the current close — every recent-band bin is 0. The
+   130-520w band is ignored, keeping this predicate bit-identical to its
+   pre-lever-f 130w semantics (and to a v3 warehouse whose mass all lands in
+   band 0). Weight-independent by design — a structural emptiness test, not a
+   scoring measure. Robust to the own-week-high artifact that makes [is_virgin]
+   unsatisfiable on a close-anchored breakout price (see .mli — AXTI
+   2026-01-06). A non-finite bin fails the [= 0.0] test, so no explicit
+   finiteness check on the bins is needed. *)
 let is_clear_of_supply ~(sketch : sketch) =
   _sketch_is_finite sketch
   && Float.(sketch.bars_seen > 0.0)
-  && Array.for_all sketch.hist ~f:(fun count -> Float.(count = 0.0))
+  && Array.for_alli sketch.hist_bands ~f:(fun b band ->
+      b >= _n_recent_bands
+      || Array.for_all band ~f:(fun count -> Float.(count = 0.0)))

trading/analysis/weinstein/resistance/lib/resistance_supply.mli

@@ -18,16 +18,34 @@ type sketch = {
   max_high_260w : float;  (** Same, 260 weekly bars. *)
   max_high_520w : float;  (** Same, 520 weekly bars. *)
   bars_seen : float;  (** True weekly-bar count available (capped 520). *)
-  hist : float array;
-      (** Trailing-130w histogram: [hist.(k)] counts weekly bars whose
-          mid-price lies in [anchor * 2^(k/n), anchor * 2^((k+1)/n)) where
-          [n = Array.length hist] buckets span one doubling. *)
+  hist_bands : float array array;
+      (** Age-banded histogram (lever f): [hist_bands.(b).(k)] counts weekly
+          bars of age band [b] (0..{!n_age_bands}-1, youngest first —
+          [0-26w / 26-78w / 78-130w / 130-520w]) whose mid-price lies in
+          [anchor * 2^(k/n), anchor * 2^((k+1)/n)) where [n] is the per-band
+          bucket count. {!analyze} collapses the bands into one effective
+          histogram via the [config] band weights at score time. A v3 warehouse
+          / age-blind histogram maps to the youngest band with the rest zero —
+          see {!hist_bands_of_legacy}. *)
   anchor_close : float;
       (** The raw close the histogram was anchored at (the sketch row's own
           close). *)
 }
 (** One symbol-day's sketch cells, as stored in the warehouse columns. *)
 
+val n_age_bands : int
+(** [n_age_bands] is the number of {!sketch.hist_bands} age bands (4). Locked to
+    [Snapshot_schema.n_age_bands] (the pure scoring layer cannot depend on the
+    snapshot layer, so the two are pinned equal by test). *)
+
+val hist_bands_of_legacy : float array -> float array array
+(** [hist_bands_of_legacy flat] packs a legacy age-blind histogram (the v3
+    warehouse / pre-lever-f 130-week shape) into the {!n_age_bands}-band layout:
+    all mass in the youngest band, the remaining bands zero. Under
+    {!default_config} band weights ([1;1;1;0]) the effective histogram
+    {!analyze} collapses equals [flat] bit-for-bit, so a v3 warehouse scores
+    identically to before lever f. *)
+
 type config = {
   proximity_decay : float;
       (** Multiplicative weight decay per bucket above the breakout: supply [j]
@@ -54,6 +72,21 @@ type config = {
       (** Grade derivation: max single-bucket count at/above the breakout that
           classifies as [Heavy_resistance] (mirrors v1). *)
   moderate_resistance_bars : int;  (** Same for [Moderate_resistance]. *)
+  band_weight_0_26w : float; [@sexp.default 1.0]
+      (** Lever f: score-time weight for the 0-26w age band. Defaults to 1.0
+          (the pre-lever-f no-op). *)
+  band_weight_26_78w : float; [@sexp.default 1.0]
+      (** Score-time weight for the 26-78w age band. Default 1.0. *)
+  band_weight_78_130w : float; [@sexp.default 1.0]
+      (** Score-time weight for the 78-130w age band. Default 1.0. *)
+  band_weight_130_520w : float; [@sexp.default 0.0]
+      (** Score-time weight for the 130-520w age band. Defaults to 0.0 so the
+          band is inert; the three 0-130w bands at weight 1.0 reproduce the
+          pre-lever-f age-blind 130w histogram exactly. Each band weight is an
+          [Overlay_validator] axis (a real [config] sub-field), so the age decay
+          is searchable without a warehouse rebuild (experiment-flag-discipline
+          R1/R2). The four fields carry [@sexp.default]s so a config sexp
+          written before lever f (without them) still round-trips. *)
 }
 [@@deriving sexp]
 (** [@@deriving sexp] so this config can be nested (as an [option]) inside
@@ -64,7 +97,8 @@ type config = {
 val default_config : config
 (** No-op-adjacent defaults: decay 0.7, saturation 8 bars, floors 0.4 / 0.25 /
     0.1, [min_history_bars = 0], insufficient score 0.5, grade thresholds 8 / 3
-    (v1 parity). All searchable; none hardcoded at use sites. *)
+    (v1 parity), age-band weights 1 / 1 / 1 / 0 (collapses to the pre-lever-f
+    age-blind 130w histogram). All searchable; none hardcoded at use sites. *)
 
 type result = {
   score : float;
@@ -85,9 +119,12 @@ val analyze : config:config -> sketch:sketch -> breakout_price:float -> result
 (** [analyze ~config ~sketch ~breakout_price] scores the overhead supply a
     breakout at [breakout_price] faces.
 
-    Score composition (plan §D5):
-    - recent component: proximity-weighted histogram mass at/above the breakout,
-      saturated at [saturation_bars];
+    Score composition (plan §D5). The age bands are first collapsed into one
+    effective per-bucket histogram by the [config] band weights
+    ([effective.(k) = Σ_b w_b * hist_bands.(b).(k)]); the rest scores that
+    effective histogram exactly as before lever f:
+    - recent component: proximity-weighted effective-histogram mass at/above the
+      breakout, saturated at [saturation_bars];
     - horizon floors: ONLY when the histogram holds no mass at/above the
       breakout but a max-high proves overhead exists, the score falls back to
       [recent_far_floor] / [stale_mid_floor] / [stale_old_floor] by the age of
@@ -126,10 +163,14 @@ val is_virgin : sketch:sketch -> breakout_price:float -> bool
 
 val is_clear_of_supply : sketch:sketch -> bool
 (** [is_clear_of_supply ~sketch] is [true] iff the sketch is finite,
-    [bars_seen > 0], and EVERY [hist] bin is [0] — i.e. zero measured overhead
-    mass: no prior (finalized) weekly bar in the trailing 130-week histogram
-    window has a high above the current close whose mid-price
-    ([(high + low) / 2]) falls at or above it. The histogram producer gates on
+    [bars_seen > 0], and EVERY bin of the {b 0-130w age bands} (bands [0..2],
+    which union to the trailing-130w window) is [0] — i.e. zero measured
+    overhead mass: no prior (finalized) weekly bar in the trailing 130-week
+    histogram window has a high above the current close whose mid-price
+    ([(high + low) / 2]) falls at or above it. The 130-520w band is ignored so
+    this predicate keeps its exact pre-lever-f 130w semantics (and a v3
+    warehouse, whose mass all lands in band 0, gives the same answer);
+    weight-independent by design. The histogram producer gates on
     [weekly_high > anchor] and buckets by the mid-price (see
     [Snapshot_pipeline.Resistance_sketch] and its .mli — the source of truth).
     This is exactly the recent-overhead mass {!analyze} scores as its histogram