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Support dated instrument identity and causal adjusted-history preparation #119
Description
Static ticker lists and retrospective latest-basis prices cannot establish historical identity or causal inputs for renamed, reused or delisted assets. Add a bounded table adapter and as-of preparation, not an asset database or runtime history engine.
Public contract and ownership
assets.InstrumentRegistry.from_frame/resolve/lifetimes and adjustments.prepare_adjusted_history(as_of=...) over ordinary caller-supplied frames. Identity intervals are half-open, stable asset IDs distinct from display symbols; explicit venue/date mappings are required for ambiguous names.
Data owns preparation/acquisition facts only. Supplied tables work independently of other libraries; shared types reuse Specs. No other owner's source changes are part of this issue.
Acceptance
- Rename while holding retains one ID; ticker reuse and two venues do not merge entities. Include listing/delisting facts and historical membership; missing data is not delisting or zero return.
- Select source revisions available by the cutoff and adjustment events effective by it; ex-date-close factors cannot be used before that close is available.
- Appending future actions, revised data, symbol changes or membership cannot alter earlier causal outputs. Retrospective latest-basis route remains explicit and may change by design.
- Independent price-sensitive decision example uses known-at history and pre-entry warmup; compare intermediate keys, selected event revisions and share/volume basis.
- Unknown availability blocks only causal operation needing it; overlapping/conflicting identity intervals fail atomically. Preserve timestamp/asset and custom FeedSpec mappings.
- No Data ZiplineHistoryAdapter, BarData, Pipeline or broker. A native offline old-to-new history/universe recipe and installed-consumer contracts cover Data's producer side.
Run focused public API/regression tests first, then full final-revision native/source,ResourceWarning,coverage,type,docs,wheel/sdist,security and applicable hosted platform gates. Retain failing-base/passing-fix evidence for any bug; new capability tests use independent expected values. Include implementation,tests and executable migration docs in the same bounded PR. AI assistance must be disclosed and maintainer-reviewed.
Dependencies
Action input/factor contract; consumers may develop from captured valid tables independently.
Premises
Input: dated-inputs
| Question | Answer | Kind |
|---|---|---|
| record | One dated identity interval or observation/event revision identified by stable asset and revision. | definitional |
| absent-record | Absence means missing source coverage,not automatically zero,no-trade,holiday or delisting. | definitional |
| ordering-spacing | Use declared timestamp/session semantics and grid/window unit; preserve observed keys rather than compressing gaps. | definitional |
| entity-identity | Stable asset identity is separate from source symbol,sid and display name; explicit mappings are required. | definitional |
| known-at | Only revisions available at as_of are eligible; effective time separately determines identity/event applicability. | definitional |
| institution | Source/exchange facts and selected authoritative schedule govern; this issue does not simulate trading. | definitional |
Claims
| Id | Claim | How it could be false |
|---|---|---|
| dated-inputs-workflow | The declared public producer and conversion workflow retains the contract and fails atomically on invalid input. | A real produced input loses keys,precision,source units,availability,missingness or revision identity; a reference-compatible route changes values/shapes/endpoints; or an error publishes partial output. |
Closes: dated-inputs.record, dated-inputs.absent-record, dated-inputs.ordering-spacing, dated-inputs.entity-identity, dated-inputs.known-at, dated-inputs.institution, dated-inputs-workflow
Advances: none
Plan reference: accepted Data successor implementation plan, Issue 3 in milestone Successor migration - Data inputs and provenance. Harmonized ownership: Data prepares inputs; Engineer owns features,Backtest execution,Diagnostic analytics. No publication/release authorization.
Activity
refactor(adjustments): share canonical local event factor preparation
feat(adjustments): prepare known-at native price histories
feat(adjustments): retain known-at supplied factor history definitions
docs(history): record installed migration and causal decision qualifi…