I was staring at the same diff for the third time. Three sessions on the same codebase — a quantitative trading framework I have been building — and three architecturally incompatible solutions to the same problem. I had asked an agent to implement a covariance estimator. First session: sample covariance with N-1 divisor. Second session: EWMA with configurable lambda. Third session: Ledoit-Wolf shrinkage toward scaled identity. All three mathematically valid. All three produce different portfolio weights. The codebase uses Ledoit-Wolf — but the agent did not know that without persistent context, so it borrowed a different estimator each time.
Three sessions, one class
# Monday session:
class CovarianceEstimator: # Sample covariance, N-1 divisor
# Tuesday session (same codebase):
class CovarianceEstimator: # EWMA, configurable lambda
# Wednesday session (same codebase):
class CovarianceEstimator: # Ledoit-Wolf shrinkage
Three sessions, three borrowed estimators, one codebase. Convention drift in plain sight.