[stefan-jansen]

Closes #101

Outcome

TimeBasedRoll counts authoritative selected sessions strictly before expiration instead of weekdays or observed dates. Missing scheduled triggers no longer move backward: the existing contract availability process switches on the first eligible later observation. Explicit elapsed-day mode retains civil-day units but also stops snapping backward. Zero offset remains expiration itself.

Canonical calendar overrides shared FeedSpec metadata, then NYSE. Named24/7 is a real continuous schedule; descriptive ContractSpec.exchange is not a selector. Session-count mode rejects explicit/declared None as unsupported row-based expiry offsets rather than claiming continuous trading is row mode. The explicitly selected elapsed-day mode needs no calendar and accepts disabled selection without changing its units. FirstNoticeDateRoll preserves its existing notice-offset convention and propagates the same declaration to its TimeBasedRoll delegate. Old positional signatures remain valid.

Actual failing-base and passing-fix evidence

• Production75717937810ba69f06e5512f8f2c1c0b4e78d22a, regression-onlyb57a60c1e38e913348b32ee42793a5d04bb5e5fb:2 selected-symbol failures in0.65s through SyntheticProvider -> actual OHLCV/definition Parquet layout -> real Databento parser -> ContinuousContractBuilder -> NoAdjustment. No parser/acquisition mocks or private-helper correctness assertions. Explicit expirations describe synthetic test contracts, not a vendor instrument expiration claim.
• July10 expiry requires a July2 NYSE trigger, but old output retains the old contract onJuly2. July11 expiry requires July3; removing that entire session makes the old implementation switch early onJuly2 instead of the first later observedJuly7.
• Explicit elapsed-day mode independently reproduces the same backward-snap defect on immutable55b86e2, whose futures roll source is identical to7571793:1 actual selected-symbol failure, not a missing-keyword TypeError.
• Current f9a5fa3 includes main e6568c0 through normal expected-head-guarded GitHub Update branch. Its three owned files are unchanged from 44c6732, where 156 focused futures/session/provider cases passed in 7.08s before the strict local benchmark hold. Earlier 720cf76 passed 110 cases and all applicable hosted gates (3850 tests, 85.92% coverage). Neither result substitutes for fresh qualification of f9a5fa3. Current-head CI, ecosystem qualification, documentation and security runs are 39054527732, 39054527940, 39054527695 and 39054527558. No local tests, hooks or builds are being run during the hold.
• Ruff lint/format, ty, diff checks, normal hooks and strict MkDocs pass. API reference records the changed units and explicit unsupported row mode. Full coverage/resource/installed-package/platform/docs/security gates run hosted before ordinary merge, not claimed complete from this focused lane.

Review and remaining scope

Owner reviewed actual diff, calendar precedence, zero/elapsed/session units, strictly-before-expiry selection, schedule independence from observations, parser/builder integration and FirstNotice delegation. AI-assisted source/tests/prose under maintainer direction; no independent reviewer claimed. Three files only; no unrelated session/ingestion changes or release/deployment. Volume/open-interest strategies retain their observation-rank behavior; this does not claim all calendar harmonization complete. Published0.2.1 remains immutable.

[Copilot]

Copilot was unable to review this pull request because the user who requested the review has reached their quota limit.