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Align research IC labels with next-open timing and disclose sample size - #41
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PureSaber
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October 21, 2026 09:15
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Close-known signals were diagnosed against same-close forward returns even though execution starts at the next open. New AppConfig research runs and IC smoke runs default to next-open gross labels, with shared decay logic, explicit basis and endpoint/availability metadata. Missing scheduled bars stay missing, and late or unknown data cannot mature early. IC summaries expose the observed cross-section instead of implying that a tiny fixture is a broad sample.
These are gross price diagnostics; execution retains its halt, price-limit, lot and cost rules. Explicit same_close configuration and low-level legacy defaults remain available. Existing results must be treated as a different label convention and retained under their original study identity.
Validation: unchanged repository lock on Windows/Python 3.12, 316 tests passed with 85.64% coverage, Ruff, and regressions for overnight-gap exclusion, common-session missing bars, delayed/unknown availability and sample-size reporting. See docs/ic-label-basis.md.