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[verified] add event-study readiness gate

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Kunthawat Greethong
2026-08-23 12:02:22 +07:00
parent 91eb83631e
commit 0b47a06238
10 changed files with 396 additions and 7 deletions
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docs/HANDOFF.md
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@@ -5,10 +5,10 @@
- Path: `/Users/kunthawat/Gitea/set50-alternative-data-platform`
- Branch: `main`
- Verified code commit: `d1ba6ef` — `[verified] add vintage collector and point-in-time API`
- Current milestone: M2 vintage foundation complete; event study deferred
- Current milestone: M2.3 event-study foundation complete; real backtest blocked
- Mode: research + paper only
- Frontend: Vue 3 + Vite
- Backend: Flask `0.3.0`
- Backend: Flask `0.4.0`
- Current runtime source: BOT Tourism Indicators (`TOURISM_SOURCE=bot`)
## Completed
@@ -22,6 +22,8 @@
- Immutable `VintageStore` manifest with first-seen, last-seen, seen-count and revision metadata.
- One-shot collector: `backend/scripts/collect_tourism_vintage.py`.
- Point-in-time vintage query: `GET /api/v1/vintages?as_of=<ISO-8601>`.
- Deterministic event-study engine with window, benchmark and cost calculations.
- Backtest readiness gate: `GET /api/v1/backtest/tourism?min_events=12`.
- Ranked target weights and LONG/SHORT/NEUTRAL classification.
- English dashboard with live/provisional source label, sign-aware surprise copy and lineage fields.
- HttpOnly paper session and internal paper ledger.
@@ -53,7 +55,7 @@ npm run build
Vite build completed successfully.
GET /api/v1/health
HTTP 200; {"mode":"research","status":"ok","version":"0.3.0"}
HTTP 200; {"mode":"research","status":"ok","version":"0.4.0"}
GET /api/v1/data-health
HTTP 200; source_mode=bot, status=provisional, replayable=true
@@ -66,6 +68,9 @@ HTTP 200; count=0
GET /api/v1/vintages?as_of=2026-08-01T00:00:00Z
HTTP 200; count=1; manifest seen_count=4
GET /api/v1/backtest/tourism?min_events=12
HTTP 409; status=blocked, available_events=1, required_events=12, price_series_required=true
```
Paper writes use a server-side token exchange and HttpOnly `paper_session` cookie; the token is not embedded in the frontend bundle.
@@ -77,8 +82,9 @@ Paper writes use a server-side token exchange and HttpOnly `paper_session` cooki
- Snapshot storage is local filesystem and single-process; shared persistence is required before multi-worker deployment.
- No investment edge, transaction-cost result, or backtest conclusion has been established.
- One independent source release is not enough for a valid event study; current historical rows are not treated as point-in-time vintages.
- The event-study engine is deterministic and tested, but no real price provider is connected yet.
- Browser screenshot verification remains blocked by the Chrome remote-debugging permission prompt; served HTML/source, live API, fresh Vite build and replay integrity were verified instead.
## Exact next action
Collect independent BOT releases over time, then implement event-study/backtest checks using only vintages whose `published_at` is known at each test date. Add another metric only when its historical release coverage is real.
Collect independent BOT releases over time and add a point-in-time daily price provider. Only then raise the readiness gate and run the event study. Add another metric only when its historical release coverage is real.