Skip to content

Commit 6fa0d9e

Browse files
committed
fix: include extended 5m close anomalies in manifest
1 parent dfd1e1f commit 6fa0d9e

1 file changed

Lines changed: 10 additions & 2 deletions

File tree

research/regime-trend-v1/download-binance-5m-archives.mjs

Lines changed: 10 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -101,6 +101,12 @@ async function extractAndValidate(symbol, month, zipPath) {
101101
close_time: new Date(item.close_time).toISOString(),
102102
expected_close_time: new Date(item.expected_close_time).toISOString(),
103103
shortened_by_ms: item.shortened_by_ms
104+
})),
105+
extended_closes: validation.extended_closes.map((item) => ({
106+
open_time: new Date(item.open_time).toISOString(),
107+
close_time: new Date(item.close_time).toISOString(),
108+
expected_close_time: new Date(item.expected_close_time).toISOString(),
109+
extended_by_ms: item.extended_by_ms
104110
}))
105111
};
106112
}
@@ -125,13 +131,14 @@ async function main() {
125131
files.push({ ...entry, archive_sha256: archive.expectedSha256 });
126132
console.log(
127133
`${label}: rows=${entry.row_count}, missing=${entry.missing_interval_count}, ` +
128-
`shortened=${entry.shortened_close_count}`
134+
`irregular_close=${entry.irregular_close_count} ` +
135+
`(shortened=${entry.shortened_close_count}, extended=${entry.extended_close_count})`
129136
);
130137
}
131138
}
132139

133140
const manifest = {
134-
schema_version: 1,
141+
schema_version: 2,
135142
strategy_id: "regime-trend-v1",
136143
source: "Binance public data monthly spot klines",
137144
source_base: "https://data.binance.vision/data/spot/monthly/klines",
@@ -142,6 +149,7 @@ async function main() {
142149
final_holdout_opened: false,
143150
symbols: FIVE_MINUTE_SYMBOLS,
144151
months,
152+
close_time_policy: "record shortened or extended close_time anomalies; replay ordering uses open_time and OHLC",
145153
files
146154
};
147155
await writeFile(manifestPath, `${JSON.stringify(manifest, null, 2)}\n`, "utf8");

0 commit comments

Comments
 (0)