Commits on Sep 8, 2026

1. The Yahoo fetch and batch paths agree about the current session's pla… …

   …ceholder bar (#47)
   
   * Drop Yahoo's current-session placeholder bar on the single-symbol path
   
   From the US close until Yahoo consolidates the daily bar, `yf.download` returns a
   final row for the current exchange date carrying volume and null OHLC.
   `fetch_ohlcv` passed it to `_validate_no_nulls`, which raised on the whole fetch
   ("yahoo: Column 'open' contains 1 null values"), while `fetch_ohlcv_batch` had
   always dropped it. The same bar therefore succeeded through `batch_load` and
   failed through `fetch`, `load` and `update` in the same run, and `update()` could
   not avoid it because `StorageManager.update` always asks for the current session.
   
   Both paths now share `_drop_priceless_rows`, so they cannot drift again. A row with
   prices and zero volume is a halted session and is kept; a window that holds nothing
   but placeholders raises `SymbolNotFoundError` rather than reporting an empty fetch
   as a successful one. `_validate_no_nulls` stays strict.
   
   Closes ml4t/agent-workspace#1027.
   
   * Assert end to end that a built continuous contract carries no roll gap
   
   Every adjustment assertion on `ContinuousContractBuilder.build` mocked the
   adjustment method, so nothing checked that the series a reader gets back has the
   roll gap removed. The paired-`RollEvent` rewrite that fixed the adjustment classes
   is therefore unguarded at the level the reader uses.
   
   Four tests on a two-contract panel in 10-point contango: the unadjusted series moves
   11.0 across the roll (10.0 of spread, 1.0 genuine), back-adjustment moves 1.0, ratio
   adjustment returns 1/103 - the outgoing contract's own return - and both anchor the
   last bar on its traded price. Checked against a deliberately gap-leaving adjuster:
   it is rejected by both assertions.
   
   Refs ml4t/agent-workspace#12.
   
   * Take gitpython 3.1.62 so the dependency audit is clean
   
   The audit on this PR failed on gitpython 3.1.58, which carries CVE-2026-78679 with
   eight known vulnerabilities, fixed in 3.1.59. It arrives transitively through
   mkdocs-git-revision-date-localized-plugin, so the lock is the only place to move it.
   The last main run predates the advisory, which is why main was green.
   
   `uv run pytest tests/ -q`: 3,619 passed, 280 deselected, unchanged.
   
   ---------
   
   Co-authored-by: Stefan Jansen <[email protected]>

   

   stefan-jansen and Stefan Jansen authored Sep 8, 2026
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