fix: avoid false crypto weekend warnings on complete intraday windows

src/ml4t/data/calendar/crypto.py

@@ -316,17 +316,6 @@ def validate_continuity(
                 f"({duration.total_seconds() / 3600:.1f} hours)"
             )
 
-        # Check for weekend data (crypto should have it)
-        timestamps = df["timestamp"].to_list()
-        weekend_dates = [
-            ts
-            for ts in timestamps
-            if ts.weekday() in [5, 6]  # Saturday, Sunday
-        ]
-
-        if not weekend_dates and len(timestamps) >= 7:
-            issues.append("Missing weekend data (crypto trades 24/7)")
-
         return issues
 
     def validate_volume_profile(

tests/test_crypto_assets.py

@@ -3,14 +3,48 @@
 from datetime import UTC, datetime, timedelta
 
 import polars as pl
+import pytest
 
 from ml4t.data.assets import AssetClass, AssetInfo, AssetSchema, AssetValidator
 from ml4t.data.assets.asset_class import (
     get_asset_class_from_symbol,
     normalize_crypto_symbol,
     parse_crypto_symbol,
 )
-from ml4t.data.calendar.crypto import CryptoCalendar
+from ml4t.data.calendar.crypto import CryptoCalendar, CryptoSessionValidator
+from ml4t.data.providers import SyntheticProvider
+
+
+@pytest.fixture(params=["direct", "asset"])
+def continuity_issues(request):
+    def validate(frame, frequency):
+        if request.param == "direct":
+            return CryptoSessionValidator().validate_continuity(frame, frequency)
+        info = AssetInfo(symbol="BTC/USD", asset_class=AssetClass.CRYPTO)
+        return AssetValidator(info).validate(frame, frequency).get("continuity", [])
+
+    return validate
+
+
+@pytest.mark.parametrize("frequency", ["minute", "hourly"])
+def test_seven_monday_bars_do_not_imply_a_missing_weekend(continuity_issues, frequency):
+    with SyntheticProvider(calendar_mode="continuous") as provider:
+        frame = provider.fetch_ohlcv("BTCUSD", "2025-07-07", "2025-07-07", frequency).head(7)
+    assert continuity_issues(frame, frequency) == []
+
+
+def test_real_missing_crypto_weekend_remains_a_continuity_gap(continuity_issues):
+    with SyntheticProvider(calendar_mode="continuous") as provider:
+        frame = provider.fetch_ohlcv("BTCUSD", "2025-07-07", "2025-07-15", "daily")
+    frame = frame.filter(pl.col("timestamp").dt.weekday() <= 5)
+    issues = continuity_issues(frame, "daily")
+    assert any("Gap detected: 2025-07-11" in issue and "72.0 hours" in issue for issue in issues)
+
+
+def test_complete_crypto_week_has_no_continuity_gap(continuity_issues):
+    with SyntheticProvider(calendar_mode="continuous") as provider:
+        frame = provider.fetch_ohlcv("BTCUSD", "2025-07-07", "2025-07-13", "daily")
+    assert continuity_issues(frame, "daily") == []
 
 
 class TestCryptoCalendar: