Skip to content

fix: honor CME crypto cutover and business trade dates - #111

Merged
stefan-jansen merged 3 commits into
mainfrom
fix/cme-crypto-cutover
Oct 17, 2026
Merged

stefan-jansen merged 3 commits into
mainfrom
fix/cme-crypto-cutover

Conversation

@stefan-jansen

Copy link
Copy Markdown
Contributor

Closes #107

Outcome

Honor CME Globex cryptocurrency futures/options' May29,2026 transition while preserving the historical backend schedule through that date. Friday launch maintenance ends16:30 Chicago time; ordinary weekdays reopen16:02 and Saturday maintenance is02:00-04:00. Following-business-day trade labels span weekends and holidays. Ordinary spot24/7 keeps civil dates and does not inherit CME maintenance. Other CME products and the upstream registry are unchanged.

Reuse shared FeedSpec selection and native tradable intervals. The local adapter combines the existing historical crypto schedule with CME_TradeDate business labels. Its holiday rules were inspected against CME's2026 reporting table; actual provider cases cover Juneteenth, observed Independence Day, Labor Day, Thanksgiving, Christmas and ordinary Columbus/Veterans Day controls. Session assignment/completion and intraday gap classification query through the next business date instead of relying on one/two-day padding. Preserve existing padding for other calendars.

Executed evidence

  • Immutable main721adee9536d2f25870d696108ff1aede77b0262, actual SyntheticProvider/SessionAssigner/SessionCompleter workflows:33cases produce19failures and14passing controls, clean exit1 under ordinary fixtures. No acquisition/calendar mocks. Observed rows and their original prices/volumes/timestamps are checked for preservation.
  • Focused initial repair d99c60f passed118tests and the full3983-test suite with86.27%coverage and ResourceWarning as error. That earlier source is not substituted for final integrated qualification.
  • After merging prerequisite PR100/main74f4e483dfe3e57b259c65de751f6f2afa6e93b2, intermediate b097dae still fails two actual gap workflows: holiday Saturday needs Tuesday's label and launch Friday needs Monday's. Two maintenance/spot controls pass. The shared dynamic-coverage fix corrects both.
  • Current b75d05f:215focused tests pass14.05s, including all37CME cases, existing native sessions, daily/intraday classification, real updater storage and custom interruption contracts. Full-source Ruff check/format100,ty,normal commit hooks and diff check pass. Current full supported/platform/resource/package/security/docs gates remain required and are being qualified.

Review and compatibility

Owner reviewed actual transition dates, Chicago DST conversion, business holidays versus trading closures, interval boundary sides, inserted versus retained observations, shared declaration precedence and downstream query coverage. AI-assisted implementation/tests/prose under maintainer direction; no independent reviewer claimed.

Canonical calendar selection is explicit argument > declared feed metadata > NYSE. ExplicitNone stays disabled. The CME compatibility exchange selector still maps to CME Globex Crypto, not every CME product or spot-quoted futures. See the updated existing sessions guide for authoritative CME links and scope.

Data0.2.1 remains immutable. General intraday acquisition planning(issue110), general schedule-aware filling(issue109), validation(issue108) and published-Specs consumer qualification are separate accepted work, not completion claims here. No release/deployment.

Copilot AI balanced review requested due to automatic review settings October 17, 2026 20:06

Copilot AI left a comment

Copy link
Copy Markdown

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

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

@stefan-jansen
stefan-jansen merged commit 0737b6a into main Oct 17, 2026
27 checks passed
@stefan-jansen
stefan-jansen deleted the fix/cme-crypto-cutover branch October 17, 2026 21:13
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

fix: honor CME crypto trading cutover and business trade dates

2 participants