Adaptive paper engine: exchange-calendars XNYS as the primary session calendar (never-rebuild), overnight-cap fail-open fixed by seathatflowsinourveins · Pull Request #735 · native-agent-stack/native-agent-stack

seathatflowsinourveins · 2026-10-05T11:58:19Z

Scope

What this PR changes: the adaptive paper engine's session clock now uses exchange-calendars XNYS as its primary NYSE calendar, under the 2026-10-05 never-rebuild rule. That covers the PRE/RTH/POST/CLOSED classification, is_trading_day for ingestion, and mover X1 timing. Bounds are derived from the query year, with no frozen table. Session open and close times come from upstream, including delayed opens and early closes.
Base commit: f946c6d4ca988a17b6fa4392ecb488909f147883
Lane: lane:shared. The engine and its tests are trading-owned. The PR also changes CI workflows and pins (.github/workflows/adoption-bootstrap.yml, catalog-freshness.yml, .github/requirements-ci.txt, the new .github/requirements-calendar.txt) and the root README.md, so it needs the foundation lane's acknowledgement (docs/lanes.md).
Owned paths touched:
- blueprints/us-equities/adaptive-paper/{sessions, safety, leverage, financing, mover, native_strategy, runner}.py, plus its requirements, lock and source-hashes;
- blueprints/us-equities/data/ingest_snapshot.py;
- receipts under adaptive-paper/receipts/xnys-primary-20261005/;
- the tests;
- the CI files above;
- docs/decisions/2026-10-05-adaptive-paper-xnys-primary.md;
- manifests/evidence.json (last commit, per the hot-file protocol).
Live paper lane: running series use the frozen engine dca821c (FREEZE.md per series). This change reaches live paper only through a new, separately qualified freeze, never by merge.

SOTA sources

gerrymanoim/exchange_calendars 4.13.2 at dbe38b1f6887434bbdd1a7d2df6ff8f1742a048a (https://github.com/gerrymanoim/exchange_calendars): XNYS, is_session, session_open/session_close (exchange_calendar.py:1006-1010), date_to_session, and its error classes (errors.py).
numpy 2.5.3 and pandas 3.0.6, hash-locked and binary-only in .github/requirements-calendar.txt, the same versions and hashes as the engine lock.
CPython functools.lru_cache, for the query-year calendar cache.

Evidence-class table

Claim	Evidence class	Command / receipt
Session classification covers every 2026/2027 date, holidays, early closes, DST, bounds and provider failures	local_integration (unchanged upstream library)	tests.test_adaptive_paper_sessions SessionClockTests; receipts/xnys-primary-20261005/qualification.json
Engine suites green under the hash-locked engine environment	local_integration	coordinator, engine interpreter: safety, sessions, mover, mover_native, ingest and source-hash, 357 tests OK
CI interpreters install the calendar; a relock triggers macOS validation	local_integration	tests.test_workflow_hardening, 118 OK (2 skips)
The overnight gross cap no longer fails open on a calendar error (pre-existing, fixed in r3)	local_integration	regression with a 0.5 overnight multiple: red against r2, green after

Local commands run

$ <engine venv>/python -m unittest tests.test_adaptive_paper_safety tests.test_adaptive_paper_sessions tests.test_adaptive_paper_mover tests.test_adaptive_paper_mover_native tests.test_ingest_snapshot tests.test_adaptive_paper_source_hashes_manifest   Ran 357, OK   [coordinator]
$ python3 -m unittest tests.test_workflow_hardening   Ran 118, OK (skipped=2)   [coordinator]
$ python3 scripts/validate.py                    exit 0   [coordinator]
$ python3 scripts/evidence_manifest.py --check   exit 0   [coordinator]
$ git diff --check                               exit 0   [coordinator]

Not run locally, so this PR's CI is the evidence:

the full CI-equivalent suite;
validate-macos in full mode;
the macos-15 wheel tags.

One engine-suite error reproduces on main from a linked git worktree (credential_file_permissions:worktree), so it is environmental and predates this branch.

Review

Built by GPT-6.1 Sol through the packaged SDK worker (rounds t-cal-r1 to r3); committed by the coordinator.

Claude Opus cross-family read of r1: 3 P1 and 6 P2. r2 fixed them.
Delta read of r2: ACCEPT, with 4 P2. r3 fixed those.
Delta read of r3: ACCEPT, with 3 P2. They are recorded below as residuals.

Decision record

docs/decisions/2026-10-05-adaptive-paper-xnys-primary.md

Checklist

Workflow changes add only a hashed, binary-only calendar install step and a MACOS_PATTERNS entry; no new actions, permissions or secrets.
No secrets printed, logged or committed. No live endpoint, key or mode is touched.
No new paid hosting, subscription or billing surface.
Peer-owned untracked files and worktrees were preserved.

Recorded residuals (bounded review, 2026-10-05)

Claude Opus delta read r3 at a4f20a5d9260 returned ACCEPT with no p1. Under the bounded review rule these p2 items land as recorded residuals, each owed as a follow-up:

docs/decisions/2026-10-03-macos-ci-scope.md:679-689 (section 6.2 literal list) vs .github/workflows/adoption-bootstrap.yml:148-156: Before r3 the record's 6.2 literal list matched MACOS_PATTERNS entry for entry and in order (89/89).
README.md:199,204; blueprints/us-equities/order-throughput/README.md:171,175: The prose requires 'Python >=3.12', but both recipes run python3.12 -m venv, which needs that exact binary.
tests/test_adaptive_paper_safety.py:939-958 (with blueprints/us-equities/adaptive-paper/safety.py:772-775,781-784; leverage.py:61,274): Pre-existing: the test text is identical at merge base f946c6d.

🤖 Generated with Claude Code

…mary NYSE calendar, with query-derived bounds and visible errors Under the 2026-10-05 never-rebuild rule, the hand-maintained NYSE holiday table gives way to upstream exchange-calendars 4.13.2 (gerrymanoim/exchange_calendars at dbe38b1f). The module stays pure: it never reads the wall clock. - sessions.py builds the XNYS calendar with explicit bounds derived from the queried date. The default "now + 1 year" end bound would tie the module to the run date. Provider errors surface instead of being swallowed, and a date outside the bounds is a hard error. The session policy and receipts are unchanged. The docstring cites XNYS at the pin and states the bounds rule. - Why the engine env excluded exchange-calendars: git history (4ba8ac9, 7e7eefe) records only "the task's environment constraints". The decision record says no substantive reason was found. - Qualification inside the exact engine lock, in a clean scratch venv: the 20 baseline distributions are unchanged, and only exchange-calendars and its four dependencies are added, hash-locked in requirements-linux-x86_64-py312.lock. NautilusTrader 2.0.0rc5 (LiveNode), alpaca-py 0.44.0 (TradingClient) and exchange-calendars import. uv pip check passes. The installed calendar sources match dbe38b1f. - Tests use the real calendar. They cover holidays, 13:00 early closes, New Year observances, DST, weekends, visible provider errors and explicit bounds, plus parity with the previous table over all 730 dates of 2026 and 2027. A negative control fails when the bounds are removed. Totals: 145 session tests and a 320-test affected selection. - CI gets a calendar-only dependency file, .github/requirements-calendar.txt. Deploying the engine code and environment to the live paper host is a separate operator step, taken outside the paper run windows. Built by GPT-6.1 Sol through the packaged SDK worker (round t-cal-r1); committed by the coordinator. Co-Authored-By: Claude Opus 5.5 <[email protected]>

…fore the final hot-file commit Co-Authored-By: Claude Opus 5.5 <[email protected]>