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fix: qualify dependency updates and CME labeling sessions - #86
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This was referenced Oct 14, 2026
stefan-jansen
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Refresh the useful Dependabot updates from #73 while retaining TA-Lib <0.8 to preserve existing indicator defaults. Polars 2 requires numeric equality for trade-side validation, and ty 0.0.86 requires a Generator annotation for the context manager. Ruff's hooks match the refreshed environment while retaining their existing Python/notebook scope.
Adopt pandas-market-calendars >=5.5 and ignore zero-duration provider breaks in the labeling adapter. CME removed the 15:15-15:30 CT equity-index pause from trade date 2021-06-28; the prior <5.5 recommendation incorrectly retained that obsolete modern pause. With the corrected provider, the old adapter instead split the continuous session at a zero-duration break and returned [0,1,1,0] rather than [1,1,1,0]. The published 0.1.6 package reproduces this defect. Historical positive-duration pauses and the daily 16:00-17:00 CT maintenance period remain intact.
Three real-provider public-labeling regressions fail on the original adapter and pass on this fix, covering the removal date, winter and summer. Both historical regressions also fail under a controlled producing-code mutation that discards real pauses. On committed head 0a543b6: all 35 calendar tests and the full 3,944-test suite pass (57 intentional deselections); Ruff, formatting, type checking, strict documentation, all-file hooks, lock validation, package build/import and twine metadata checks pass. Core and complete locked-environment audits report no known vulnerabilities. The standalone public labeling regression also passes against the built wheel in an isolated non-project installation. Candidate commit/tree and wheel/sdist SHA256 identities verify. Hosted supported-platform qualification remains required.
The security/workflow prerequisite #77 is merged, and this PR now targets main. The Polars compatibility and CME labeling corrections warrant a patch release after the integrated maintenance queue is qualified; this PR does not publish a release.
Closes #87.
AI assistance: Codex helped reproduce compatibility and published-package labeling failures, check CME's primary notice, implement the source repairs, inspect the lock, run checks, and draft this description. The useful Dependabot updates are preserved.