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Summary
Stacked on #1 (test-infrastructure).
On upstream main, the darcy, prefsnowpack and resingledomain schemes currently all crash. This means bucket is the only
meltwater scheme that can be run ...
... s pipeline code is the first commit (authored by her, as of 5820f842c); the two commits on top adapt it to the
decisions in the ingest plan.
What changed from the original
- Buckets. Store keys ...
... .
- Active options budget:
- M1 ledger on: the IDX_SPREADS ceiling (25% of firm equity), capped at bucket equity.
- M1 ledger off (today): IDX_SPREADS bucket equity.
- No bucket row ...
...
capabilities.
Key Improvements
1. Dynamic Programming Enhancements
- Improved bucket optimization using cumulative sums.
- Introduced minimum bucket population constraints.
- Fixed FICO boundary ...
dependencies
python:uv