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fix(grid): validate daily session labels before returns - #104
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Implemented through the maintainer-directed temporal batch #98, merged as b0d2027 after all 40 applicable checks passed. Original head 72e856d is a normal ancestor of reviewed batch head c69845d; its daily-grid validation and public workflow regressions are retained. Closing this component as consolidated, not discarding its work. AI assistance: Codex reviewed the integration, verified the original ancestry and matching tested/merged trees, and performed this maintainer consolidation. |
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Maintainer consolidation: this component is already normally integrated into existing PR98. Under the maintainer-directed batching policy, PR98 will qualify and land the complete temporal-contract consumer objective, including daily grids and their feature/label consumers. This record stays open until that batch actually lands, then will close as consolidated with the verified merge reference. It is no longer an independent merge candidate. The component evidence below retains its exact tested revision.
Refs #76; accepted daily/session-label completeness requirement. The issue remains open until the complete batch is verified and merged.
Validate explicitly declared daily session-label grids through the existing public compute_features price->validation->returns->features pipeline. Require shared v2/time-bar/1d declarations, not intraday fields which Specs correctly forbids for session labels. Compare authoritative schedule labels per asset over observed endpoints. Preserve Date/datetime session identifiers without timezone conversion, and reject missing whole sessions, duplicate/off-schedule labels and unsafe cross-gap returns without filling prices or changing row counts.
Intraday instant grids keep their existing anchor/side/partial-bar rules. A daily frequency alone does not reinterpret event_time as a session label. Explicit calendar argument > feed metadata > NYSE remains unchanged, and explicit None stays observation order with no provider lookup. Normalize the canonical shared 1d spelling to the duration parser's 1D spelling; do not enable deprecated/ambiguous duration guessing.
Evidence at 72e856d, tree c450d157337b65d9510132283fea954fdf9d3f58:
Cases cover NYSE July4 closure/early-close dates, continuous weekends, missing July16, panel isolation, Date/naive/aware-Tokyo label representations, CME overnight session identifiers, JSON/YAML omitted/null selection, duplicate/null/closed labels, reindexed already-derived returns and empty/singleton shape. Coverage is only between observed endpoints; no dataset start/end coverage is inferred.
Current-head supported hosted gates remain required before ordinary merge. This uses the existing honest immutable Specs qualification dependency; published adoption is independently qualified in PR102. The temporal migration is next-minor0.2, not the historical0.1.7patch; no release/tag/deployment or broad harmonization claim.
AI assistance: Codex reproduced the public source/installed failures, implemented and reviewed the focused source and existing-guide changes, and executed the listed tests, package and docs checks. No independent human review is claimed.