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Compose historical HTF projection with range-start warmup#100

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luisleo526 merged 2 commits into
mainfrom
codex/waranyu-projection-minimal-pr
Jul 15, 2026
Merged

Compose historical HTF projection with range-start warmup#100
luisleo526 merged 2 commits into
mainfrom
codex/waranyu-projection-minimal-pr

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What changed

  • Add an opt-in finite historical request.security(..., gaps_off, lookahead_on) projection path.
  • Compose historical projection with the existing range-start NA warmup instead of making the two semantics mutually exclusive.
  • Project only the retained input suffix and keep child/evaluator indexes aligned.
  • Add focused coverage for default behavior, eligibility guards, tail projection, range composition, and streaming continuation.

Why

Deep Backtesting can publish finite HTF values from the first chart child while resetting requested-series state at the configured range boundary. The engine already supported both behaviors independently, but enabling historical projection disabled range-start warmup. That left the composition unavailable and suppressed valid early signals for affected strategies.

Impact

The behavior remains default-off and metadata-gated. It applies only to finite historical batches for eligible same-symbol higher-timeframe lookahead_on + gaps_off requests. Default execution and streaming behavior remain unchanged, and an incomplete trailing HTF bucket remains incomplete.

No codegen change is required: the accepted generator already emits the runtime metadata used by this path.

Validation

  • Fresh Release all-target build, including 252 corpus strategy targets
  • CTest: 99/99 passed
  • Corpus: 252/252 executed; 240 Excellent, 11 Strong, 1 known Anomaly
  • C ABI runtime smoke check passed
  • Existing codegen against this engine: 1537 passed, 2 skipped
  • No-cache Waranyu oracle: 110/110 matched, 100% coverage and price exactness, zero count delta, and zero entry/exit/PnL P90

@luisleo526 luisleo526 marked this pull request as ready for review July 15, 2026 04:33
@luisleo526 luisleo526 merged commit 8a07a32 into main Jul 15, 2026
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