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[F5] Model-drift monitoring (deferred build — depends on telemetry capture starting now) #5
Description
Activity
Status: build still deferred, as agreed. The telemetry precondition is now confirmed satisfied.
This issue's dependency — "depends on telemetry capture starting now" — is closed. Verified against source rather than inferred:
store_signals()→trading.signals—src/data/postgres_database.cpp:504, called from the live run atapps/strategies/live_portfolio_runner.cpp:1055store_backtest_signals()→backtest.signals—src/data/postgres_database.cpp:1897
The drift clock is already running. Predictions are being recorded with enough fidelity that drift can be computed retroactively whenever this build is scheduled — the thing that could not be recovered later is not at risk.
Tracked on the engine side as AlgoGators/trade-ngin#50, which can be closed.
This corrects the feature analysis, which listed the telemetry check as an outstanding action.
One dependency to note before this is picked up
This repo's result store still collides with trade-ngin's: both write a
backtestschema with different, half-matching table shapes (ADR-000 C-4). #4 tracks the rename toresearch. If drift monitoring is built here and readsbacktest.*before that rename lands, it will read whichever service wrote last. Worth sequencing #4 first.Status: Parked
Waiting on: #34
Next step: None yet
Notes: Deferred placeholder.
Scope
Monitor drift for active strategies + the volatility model. This belongs here (research/monitoring layer), not in core trade-ngin/data-ngin.
Status: deliberately deferred
Agreed backburner until the restructured platform is stable. This issue exists so the dependency isn't lost, not as near-term work.
The dependency that is NOT deferred
Drift can only be computed if trade-ngin has been logging predictions/signals alongside realized outcomes all along. That telemetry-capture verification is tracked separately in AlgoGators/trade-ngin#50 and should happen now — every month without it is history that can never be reconstructed.
Refs:
FEATURE_ANALYSIS_TRADE_NGIN_DATA_NGIN.mdF5.