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feat(library): event_volatility macro-event strategy corpus - #8

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AetherAI3 merged 1 commit into
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feat/event-volatility-corpus
Aug 12, 2026
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feat(library): event_volatility macro-event strategy corpus#8
AetherAI3 merged 1 commit into
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feat/event-volatility-corpus

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PR A - Nano event corpus (Red-Folder Event Strategy Program)

Adds nano/library/event_volatility/ - 11 source/IR pairs for deterministic red-folder release trading, per the Aether Red-Folder Event Strategy Program.

Strategies

Slug Kind
event_impulse_pullback_long / _short Reaction-only continuation (no release values needed)
cpi_impulse_pullback_long / _short Release-aware twin-armed trap; requires RELEASE_CONFIRMED and mutually exclusive CPI_COOL_SCORE / CPI_HOT_SCORE
event_false_first_move_long / _short Failed pre-event-range break, anchor reclaim/reject reversal
event_second_leg_long / _short Impulse, compression, fresh-extreme continuation
event_liquidity_halt / event_release_integrity_halt / event_whipsaw_halt PAUSE-only controls; never execution candidates

Guarantees

  • Every entry stays inside the baseline v0.1.0 subset (one every, one if, AND-chained nonnegative literals); all IR compiled via compile_to_dict(), byte-stable nanoIrVersion: 0.1.0.
  • Signed release surprise is expressed as separate bull/bear series so twin arms cannot both qualify.
  • New docs: docs/event_signal_contract.md (full host signal contract) + library README macro-event signal table.
  • Tests: category added to EXPECTED_CATEGORIES; new execution tests cover twin-arm mutual exclusivity, ENTRY_WINDOW_OPEN gating, and the integrity halt.

Evidence

py -m pytest -q -> 375 passed, 2 skipped.

Known limitations

  • Thresholds are versioned initial values from the program doc; calibration lands after golden-event fixtures replay in ATSv2 (companion PR there).
  • Gamma-wall and divergence-fade strategies deferred (observe-only until provider-backed Greeks exist).

Rollback: revert this commit; the category is additive and nothing on the host side imports it until the ATSv2 event plane lands.

🤖 Generated with Claude Code

11 new source/IR pairs for red-folder release trading:

- event_impulse_pullback_long/short - reaction-only continuation
- cpi_impulse_pullback_long/short - release-aware twin-armed trap
- event_false_first_move_long/short - failed-break reversal
- event_second_leg_long/short - compression-then-break continuation
- event_liquidity_halt / event_release_integrity_halt /
  event_whipsaw_halt - PAUSE-only event controls

All entries stay inside the baseline v0.1.0 subset and compile to
byte-stable 0.1.0 IR via compile_to_dict(). Adds the macro-event
signal contract (docs/event_signal_contract.md), library README
signal tables, execution tests for twin-arm mutual exclusivity,
entry-window gating, and the integrity halt.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
@AetherAI3
AetherAI3 merged commit 477df11 into main Aug 12, 2026
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