feat(BT-002): add historical snapshot provider
This commit is contained in:
@@ -700,7 +700,8 @@ If this changes later, it must be a scenario-level parameter.
|
||||
## 5. Continuous-vs-listed quantity must be explicit
|
||||
|
||||
MVP synthetic runs may use `continuous_units`.
|
||||
BT-002 listed snapshot runs should support `listed_contracts` with contract-size rounding.
|
||||
The shipped BT-002 provider slice also remains `continuous_units`-only.
|
||||
`listed_contracts` with contract-size rounding is deferred to follow-up slice `BT-002A`.
|
||||
|
||||
Do not hide rounding rules inside providers.
|
||||
They belong in the position sizing logic and must be recorded in the result.
|
||||
@@ -714,9 +715,9 @@ Do not collapse the entire hedge economics into end-of-period payoff only.
|
||||
|
||||
Any missing snapshot/mark fallback must add:
|
||||
|
||||
- a run warning
|
||||
- a run or template warning
|
||||
- a template validation note
|
||||
- a deterministic result status if the template becomes incomplete
|
||||
- and, in a fuller follow-up slice, a deterministic result status if the template becomes incomplete
|
||||
|
||||
---
|
||||
|
||||
|
||||
Reference in New Issue
Block a user