feat(freshness-monitor): template-aware trading-day-axis resolution for historical probe#341
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…or historical probe Closes the calendar-vs-trading-day mismatch surfaced by PR #339's historical probe — research_signals was registered as signals/{date}/signals.json + cadence=saturday_sf but the producer writes to Friday trading-day keys (signals/2026-05-22/, /05-15/, /05-08/...). The pre-fix probe correctly reported the Saturday keys absent — but the operator-facing display showed 9/12 gaps when the true gap rate was lower; the registry just wasn't asking the right question. Restructure: - _iter_sf_firing_dates: returns the SF cron's calendar firing dates (last N Saturdays for saturday_sf, last N Mon-Fri for weekday_sf / eod_sf). No change from prior calendar-naive behavior at this layer. - _resolve_axis_dates: NEW. Translates firing dates to the date-axis the template actually uses. {date} → calendar firing date; {trading_day} → previous_trading_day(firing_date) for saturday_sf/weekday_sf, or firing_date itself for eod_sf (EOD writes today's close). alpha_engine_lib.trading_calendar.previous_trading_day IS NYSE- holiday-aware, so Memorial-Day-style holidays resolve correctly. - _iter_historical_cycle_dates: now takes optional template arg and composes the two helpers. Backward-compat: callers omitting template get calendar-axis (pre-PR behavior). - _handle_historical: passes spec.s3_key_template to the resolver. 6 new unit tests cover the trading_day-axis path for all three cadences + NYSE-holiday skip via the lib + backward-compat for the template-less call signature. Full suite: 27 passed (21 prior + 6 new). Live smoke (post-deploy + historical invoke after companion alpha-engine-config registry flip): research_signals — 12/12 gaps (under {date}) → 5/12 gaps (under {trading_day}). 4 cycles correctly recovered. Composes with alpha-engine-config registry PR (this branch's sibling): flips research_signals, research_consolidated_morning, scanner_candidates_json from {date} → {trading_day}. 4 backtest_* entries documented + held at {date} pending producer-side audit (backtester writes to ad-hoc current-date-of-write, neither {date} nor {trading_day}). Per the system's now_dual() convention codified in alpha-engine-docs/private/DATE_CONVENTIONS.md — trading_day = last_closed_trading_day(now); this PR brings the registry + historical probe into compliance with that convention. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
Closes the calendar-vs-trading-day mismatch surfaced by PR #339's historical probe. Producer artifacts mostly write to
{trading_day}keys (Fri for sat_sf, prev weekday for weekday_sf, today for eod_sf) per the system-widenow_dual()convention, but the registry had multiple entries templated with{date}— so the probe was looking at the wrong S3 keys.Restructure
_iter_sf_firing_dates: returns the SF cron's calendar firing dates (no change from prior behavior at this layer)_resolve_axis_dates: NEW. Translates firing dates to the date-axis the template uses:{date}→ calendar firing date{trading_day}+ saturday_sf/weekday_sf →previous_trading_day(firing_date)(NYSE-holiday-aware viaalpha_engine_lib.trading_calendar){trading_day}+ eod_sf → firing date itself (EOD writes today's close)_iter_historical_cycle_dates: now takes optionaltemplatearg; backward-compat for template-less callsLive smoke results (post-deploy + companion registry flip)
research_signalsresearch_consolidated_morningscanner_candidates_jsonThe remaining gaps are real producer-side absences (not template mismatch).
Test plan
Composes with
{date}→{trading_day}. Backtest_* entries documented + held at{date}pending producer-side audit (backtester writes to ad-hoc current-date-of-write).trading_day = last_closed_trading_day(now))🤖 Generated with Claude Code