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Add turnover recording, turnover-control analysis, and real-market check#143

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exec-sensitivity-turnover-realmarket
Jun 15, 2026
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Add turnover recording, turnover-control analysis, and real-market check#143
weich97 merged 1 commit into
mainfrom
exec-sensitivity-turnover-realmarket

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@weich97 weich97 commented Jun 15, 2026

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Reviewer-driven additions for the execution-sensitivity paper (01): per-run turnover recording, a turnover-controlled ranking-stability analysis (within-tercile tau 0.63 vs full-leaderboard 0.24 - turnover is the primary driver but does not fully explain the reordering), and a real-market hybrid check running deterministic agents on real Yahoo OHLCV across the execution ladder.

Test plan

  • ruff clean; turnover-control + real-market scripts run end-to-end

Reviewer-driven additions for the execution-sensitivity paper:
- Execution sweep now records per-run turnover (turnover_events).
- analyze_turnover_control.py: bins agents into turnover terciles and
  recomputes E0-vs-E1 Kendall tau within each bin. Within-tercile tau
  averages 0.63---higher than the full-leaderboard tau (0.24 in high
  volatility) but well below 1---so turnover is the primary driver of the
  directional effect yet does not fully explain the reordering.
- run_execution_sensitivity_real.py: runs the deterministic agents on real
  Yahoo OHLCV across the same execution ladder to test whether the
  leaderboard reordering persists on empirical price/volume paths
  (no API access; deterministic and reproducible).
@weich97 weich97 merged commit 96b9ec4 into main Jun 15, 2026
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@weich97 weich97 deleted the exec-sensitivity-turnover-realmarket branch June 15, 2026 05:05
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