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Preserve allocation failure evidence and resolve native account share entitlements - #39
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Unavailable risk inputs, numerical failures and unsuccessful integer repair now retain their distinct statuses and complete reproduction context instead of being hidden by a blanket ValueError catch. Pass one deadline through allocation and exact-cost repair, preserve legacy configuration semantics, and support venue-authorized odd-lot exits.
Resolve evidenced bonus/reorganisation rights using the native account's record-date snapshots. Keep unknown rights out of cash and sellable shares, normalize timestamps to UTC, use the resolved reference price, and persist/restorably replay strict or explicitly labelled sensitivity events. Add delayed/odd-share sale, repeatability, strict failure and event-price regressions; no frozen or live account is changed.
Validation: 308 Windows tests passed (85.54% overall coverage; certification branches 258/264, 97.73%). Pin the upgraded data, execution, optimizer, risk and research dependencies. The historical comparison is complete: 132 strict/sensitivity account runs and 5,431 published targets independently checked for exact cash, fees, sellability, turnover and factor risk. Unknown rights remain strict stops; 600763/603007 sensitivity paths and four additional 001210 endpoint replays preserve separate identities. Full-horizon status, effective rebalancing, stale valuations and retained failures are disclosed in PureSaber/quant-risk-monitor#33. Depends on the companion failure-repair PRs; promotion of the default Barra model remains separate.
Ordinary-install verification also exposed a missing default instrument catalog in the wheel. This PR now packages the unchanged versioned catalog and resolves it from the installed package, with wheel-content and catalog-parity regressions. Explicit study catalogs and frozen historical inputs are unchanged. The follow-up source passed 310 local tests, 85.54% total coverage, and 97.73% certification-core branch coverage; the merge acceptance environment uses a separate supplemental lock while the original historical lock remains immutable.