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Public-first v0.4: original Eurostat Poland sovereign 10Y yield context (not total return) #152

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Description

@gniewkob

Goal — Public-first Polish sovereign yield reference, not bond total return

Original official Eurostat dataset irt_lt_mcby_m: freq=M, int_rt=MCBY, geo=PL, monthly 10Y-ish Polish central-government secondary-market yield in percent per annum. Sources: official Eurostat methodology, Eurostat API, Eurostat reuse notice.

Constraint: source yields are convergence rate statistics, NOT bond holding-period realized returns, NOT TBSP income-index, NOT coupon-adjusted TR and NOT executable prices. A later publication value does not certify first availability at the historical month. Do NOT qualify PL_BONDS_TR_PLN, M1–M3 or real investment access. No paid APIs.

Acceptance

  1. Verify actual official API JSON-stat data structure in a public one-shot CI probe, and the exact freq/int_rt/geo/time categories, actual observed 2021-11..2026-09 months, status flags, unit percentage per annum, provider date and source SHA. No proxy/mirror substitution or invented points.
  2. Source-typed metadata-only receipt: observed actual count, first/last month, rates min/max, monthly absolute level-change bps aggregate, source payload hash, update timestamp separated from first-publication, clear incomplete/fail-closed status. Do not print full raw value series in CI.
  3. Typed strict JSON-stat 2.0 parser with no future months, no missings treated as 0, no wrong geography or unit, no unsupported other rates, no silent mixture with current HICP or Swinkels non-Polish retrospective returns.
  4. Test negative cases: malformed payload, index positions/dimension order, missing period, status flags, nonfinite, wrong geo/unit/category, future dates, provider-updated clock, untrusted redirects and no implicit fetch. Offline Ubuntu/macOS + one real Eurostat official source job + full repo regression + G1/GitGuardian/CodeQL on PR SHA.
  5. Record source rights limitation explicitly: general EU statistical reuse notice, source attribution and any third-party caveats, no generalized license approval for downstream financial AI ingestion. Existing rights/PIT issue P0 Evidence: licensed historical source rights, original vintages and TBSP income-index methodology for research #116 stays open.
  6. Exact SHA code review/triage, merge and exact-main postmerge regression. No DB writes, scheduled workflows, holdings, wallet, orders or financial operations.

Related: #116 main rights/PIT, #150 completed NBP/HICP public source fingerprints, #123 genuine source-bond research (non-PL).

Activity

  1. gniewkob commented on Nov 12, 2026

    @gniewkob
    OwnerAuthor

    CHECKPOINT 2026-11-12 — Implementation/source proof COMPLETE; merge BLOCKED only on two queued hosted macOS runner checks.

    PR #153, exact SHA f2aa795693872a6d37acce7d1a36d3bb8df4dfab, Ready for Review, NOT MERGED. Official original Eurostat irt_lt_mcby_m 59/59 nonmissing true Polish observations Nov2021–Sep2026; source SHA256 acc302b641ca981b5c8e22259a613d092e5c12d0cb01e39e7e093c07c59c3abf, official source CI #43325692714 SUCCESS. Yield-only p.a. range 3.12–7.82%, mean 5.6115%, max adjacent-month yield level change 154 bps (NOT holding-period return). Provenance and citations in Polish method audit.

    Exact SHA checks 9/11 SUCCESS including full 1348 tests OK, 1 skipped, original live data, 19 offline negative tests Ubuntu/macOS, GitGuardian, CodeQL, source/stack Ubuntu, G1 Ubuntu. Pending QUEUED, not failed: stack-macos #43325692736, audit-contract (macos-15) #43325692708. No change/retry to public source data or code necessary. Once both SUCCESS on same HEAD, squash merge with expected SHA lease, confirm main exact merge commit and postmerge main full regression SUCCESS, then verify issue auto-CLOSED. Do not label DONE/merge before these checks. No paid API, DB writes, wallet/broker/trades, model qualification or historical PIT claim. #116 stays OPEN as separate TR/source-rights gate. Durable checkpoint saved to OpenBrain build.

  2. added a commit that references this issue on Nov 12, 2026
    dbb6017
  3. gniewkob commented on Nov 12, 2026

    @gniewkob
    OwnerAuthor

    FINAL — v0.4 Polish official Eurostat bond yield research ACCEPTED (not bond total return)

    DONE. PR #153 merged (squash) from exact PR HEAD f2aa795693872a6d37acce7d1a36d3bb8df4dfab to main dbb601746df2301d269f591573e4732a9d9765b2. Issue #152 CLOSED. Exact-main push CI #43328900483 SUCCESS, 1348 tests OK, 1 skipped; main SHA independently checked dbb601746df2301d269f591573e4732a9d9765b2.

    Cancelled job triage: stack workflow #43325692736 attempt 1 was CANCELLED for queued stack-macos, while Ubuntu passed. G1 audit-contract (macos-15) actually finished SUCCESS on original attempt #43325692708. Re-ran only cancelled job via GitHub Actions connector (job 131557455678). Attempt 2 PASS both macOS and Ubuntu, no code or source changes. All 11/11 exact-HEAD checks SUCCESS including CodeQL, GitGuardian, both OS source-contract tests, full regression, official original public source fetch, G1 and stack.

    Original one-shot official Eurostat irt_lt_mcby_m, PL/M/MCBY, real 59/59 months Nov2021–Sep2026, source SHA acc302b641ca981b5c8e22259a613d092e5c12d0cb01e39e7e093c07c59c3abf; yield % p.a. min 3.12, max 7.82, average 5.6115, largest adjacent-month yield level change 154 basis points, not bond holding-period investor returns. Source public-first, receipt observed 2026-11-12 not original historic first release.

    No promotion: PL_BONDS_TR_PLN and M1–M3 remain INSUFFICIENT_DATA_HOLD_CASH; #116 separately remains OPEN for total-return source identity/rights and history publication PIT; no paid APIs, wallet, brokerage, DB writes, schedules, transfers or financial operations.

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