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fix: do not classify Friday equity bars as weekend data #87

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Description

@stefan-jansen

Problem

AssetValidator.validate reports a valid Friday equity bar as weekend data in published Data 0.2.1 and main 6888629.

Reproduction

Use the public AssetValidator with AssetInfo(symbol="SPY", asset_class=AssetClass.EQUITY, exchange="NYSE") and a one-row Polars frame:

  • timestamp: datetime(2025, 7, 11, 10)
  • open/high/low/close: 100.0/101.0/99.0/100.0
  • volume: 1000.0

Calling validate(frame) returns {'equity_specific': ['Found 1 weekend data points']} instead of {}. Independently reproduced at the exact main revision with Polars 1.43.2.

Required outcome

Correct only the weekend predicate in equity asset validation. Polars dt.weekday() uses ISO numbering, with Monday=1, Friday=5, Saturday=6 and Sunday=7. The existing >=5 predicate incorrectly includes Friday.

Regression evidence must exercise the public validate method with valid weekday OHLCV rows, demonstrate failure on the affected base, pass with the fix, and preserve Saturday/Sunday rejection.

Scope and compatibility

No calendar argument/configuration architecture changes, provider policy changes, timezone interpretation changes or holiday handling. The existing v0.2.1 tag and published artifacts must not be modified. A later release requires separate authorization.

AI assistance

AI assisted with reproduction, regression tests and the focused repair. The maintainer owns verification and review.

Activity

  1. added a commit that references this issue on Oct 15, 2026
    28677d6
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