Compose historical HTF projection with range-start warmup#100
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What changed
request.security(..., gaps_off, lookahead_on)projection path.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_offrequests. 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