Bundle v3: что было бы с PnL, если фильтровать каждый live-вход

-- Полная недельная книга. Окно полуоткрытое, UTC.
SELECT
    position_id,
    lower(token) AS token,
    model_version,
    entry_family,
    entry_score,
    entry_ts,
    exit_ts,
    size_usd,
    pnl_usd,
    pnl_pct,
    exit_reason
FROM rh_dex_v2.trader_positions FINAL
WHERE mode = 'live'
  AND status = 'closed'
  AND entry_ts >= toDateTime64('2026-09-01 11:58:38.332', 3, 'UTC')
  AND entry_ts <  toDateTime64('2026-09-08 11:58:38.332', 3, 'UTC')
  AND isFinite(pnl_usd)
ORDER BY entry_ts, position_id;

-- Ровно тот v3-контракт, который использован в replay.
WITH entry_tokens AS (
    SELECT DISTINCT lower(token) AS token
    FROM rh_dex_v2.trader_positions FINAL
    WHERE mode = 'live' AND status = 'closed'
      AND entry_ts >= toDateTime64('2026-09-01 11:58:38.332', 3, 'UTC')
      AND entry_ts <  toDateTime64('2026-09-08 11:58:38.332', 3, 'UTC')
      AND isFinite(pnl_usd)
)
SELECT
    lower(token_address) AS token,
    horizon_kind, horizon_min, launch_ts, cutoff_ts, computed_at,
    params_hash, code_version, features_complete,
    fabrication_verdict, fabrication_score, fabrication_by,
    fleet_verdict, fleet_score, fleet_by,
    coordination_verdict, coordination_score, coordination_by,
    overhang_verdict, overhang_score, overhang_by
FROM rh_dex_v2.token_bundle_score_v2 FINAL
WHERE param_set_id = 'v3'
  AND params_hash = '395aa537c12ddc7b3e19af81c7c134550162c71bf405e4aa2227128ce826d6e5'
  AND lower(token_address) IN (SELECT token FROM entry_tokens)
ORDER BY token, horizon_kind, horizon_min;

/* Подставить token, entry_ts и шесть параметров из таблицы правил.
   score_floor_active=0 означает native; complete_only=0 означает fail-open. */
WITH
    lower('{token}') AS wanted_token,
    toDateTime64('{entry_ts}', 3, 'UTC') AS decision_ts,
    ['fabrication','overhang'] AS selected_axes,
    ['h5'] AS selected_horizons,
    'no_flip' AS fabrication_policy,
    toUInt8(1) AS score_floor_active,
    toFloat64(1.50) AS score_floor,
    toUInt8(1) AS min_confirmations,
    toUInt8(0) AS complete_only
SELECT
    countIf(
        cutoff_ts <= decision_ts
        AND has(selected_horizons, horizon)
        AND (complete_only = 0 OR features_complete = 1)
        AND axis_trigger
    ) >= min_confirmations AS would_block,
    countIf(
        cutoff_ts <= decision_ts
        AND has(selected_horizons, horizon)
        AND (complete_only = 0 OR features_complete = 1)
        AND axis_trigger
    ) AS confirmations
FROM
(
    SELECT
        *,
        if(horizon_kind = 0, concat('h', toString(horizon_min)),
                              concat('t', toString(horizon_min))) AS horizon,
        (
          (has(selected_axes, 'fabrication')
           AND fabrication_verdict = 'BUNDLED'
           AND (
             fabrication_policy = 'all'
             OR (fabrication_policy = 'no_flip' AND fabrication_by != 'flip_pct')
             OR (fabrication_policy = 'no_trade_flip'
                 AND NOT (fabrication_by = 'flip_pct' AND horizon_kind = 1))
           )
           AND (score_floor_active = 0 OR fabrication_score >= score_floor))
          OR (has(selected_axes, 'fleet')
              AND fleet_verdict = 'CONFIRMED'
              AND (score_floor_active = 0 OR fleet_score >= score_floor))
          OR (has(selected_axes, 'coordination')
              AND coordination_verdict = 'CONFIRMED'
              AND (score_floor_active = 0 OR coordination_score >= score_floor))
          OR (has(selected_axes, 'overhang')
              AND overhang_verdict = 'HIGH'
              AND (score_floor_active = 0 OR overhang_score >= score_floor))
        ) AS axis_trigger
    FROM rh_dex_v2.token_bundle_score_v2 FINAL
    WHERE lower(token_address) = wanted_token
      AND param_set_id = 'v3'
      AND params_hash = '395aa537c12ddc7b3e19af81c7c134550162c71bf405e4aa2227128ce826d6e5'
);

-- Спецсемантика Latest trade row: не ANY, а одна самая поздняя causal строка.
WITH
    lower('{token}') AS wanted_token,
    toDateTime64('{entry_ts}', 3, 'UTC') AS decision_ts
SELECT
    argMax(
      fabrication_verdict = 'BUNDLED'
      OR fleet_verdict = 'CONFIRMED'
      OR coordination_verdict = 'CONFIRMED',
      tuple(cutoff_ts, -toInt64(horizon_min))
    ) AS would_block,
    argMax(horizon_min, tuple(cutoff_ts, -toInt64(horizon_min))) AS chosen_horizon,
    max(cutoff_ts) AS chosen_cutoff_ts
FROM rh_dex_v2.token_bundle_score_v2 FINAL
WHERE lower(token_address) = wanted_token
  AND param_set_id = 'v3'
  AND params_hash = '395aa537c12ddc7b3e19af81c7c134550162c71bf405e4aa2227128ce826d6e5'
  AND horizon_kind = 1
  AND horizon_min IN (500, 1000, 2000)
  AND cutoff_ts <= decision_ts;

-- Человеческая проверка одного токена по всем шести горизонтам.
SELECT
    horizon_kind, horizon_min, cutoff_ts, features_complete,
    fabrication_verdict, round(fabrication_score, 3) AS fabrication_score,
    fabrication_by,
    fleet_verdict, round(fleet_score, 3) AS fleet_score, fleet_by,
    coordination_verdict, round(coordination_score, 3) AS coordination_score,
    overhang_verdict, round(overhang_score, 3) AS overhang_score,
    round(birth_win_lead_pct, 1) AS birth_win_lead_pct,
    round(pdl_share, 1) AS pdl_share,
    computed_at
FROM rh_dex_v2.token_bundle_score_v2 FINAL
WHERE lower(token_address) = lower('{token}')
  AND param_set_id = 'v3'
  AND params_hash = '395aa537c12ddc7b3e19af81c7c134550162c71bf405e4aa2227128ce826d6e5'
ORDER BY horizon_kind, horizon_min;