fix: include exchange_code in latest BUY matching key (#323)

Reviewed-on: #336

src/analysis/triple_barrier.py

@@ -5,7 +5,9 @@ Implements first-touch labeling with upper/lower/time barriers.
 
 from __future__ import annotations
 
+import warnings
 from dataclasses import dataclass
+from datetime import datetime, timedelta
 from typing import Literal, Sequence
 
 
@@ -16,9 +18,18 @@ TieBreakMode = Literal["stop_first", "take_first"]
 class TripleBarrierSpec:
     take_profit_pct: float
     stop_loss_pct: float
-    max_holding_bars: int
+    max_holding_bars: int | None = None
+    max_holding_minutes: int | None = None
     tie_break: TieBreakMode = "stop_first"
 
+    def __post_init__(self) -> None:
+        if self.max_holding_minutes is None and self.max_holding_bars is None:
+            raise ValueError("one of max_holding_minutes or max_holding_bars must be set")
+        if self.max_holding_minutes is not None and self.max_holding_minutes <= 0:
+            raise ValueError("max_holding_minutes must be positive")
+        if self.max_holding_bars is not None and self.max_holding_bars <= 0:
+            raise ValueError("max_holding_bars must be positive")
+
 
 @dataclass(frozen=True)
 class TripleBarrierLabel:
@@ -35,6 +46,7 @@ def label_with_triple_barrier(
     highs: Sequence[float],
     lows: Sequence[float],
     closes: Sequence[float],
+    timestamps: Sequence[datetime] | None = None,
     entry_index: int,
     side: int,
     spec: TripleBarrierSpec,
@@ -53,8 +65,6 @@ def label_with_triple_barrier(
         raise ValueError("highs, lows, closes lengths must match")
     if entry_index < 0 or entry_index >= len(closes):
         raise IndexError("entry_index out of range")
-    if spec.max_holding_bars <= 0:
-        raise ValueError("max_holding_bars must be positive")
 
     entry_price = float(closes[entry_index])
     if entry_price <= 0:
@@ -68,13 +78,31 @@ def label_with_triple_barrier(
         upper = entry_price * (1.0 + spec.stop_loss_pct)
         lower = entry_price * (1.0 - spec.take_profit_pct)
 
-    last_index = min(len(closes) - 1, entry_index + spec.max_holding_bars)
+    if spec.max_holding_minutes is not None:
+        if timestamps is None:
+            raise ValueError("timestamps are required when max_holding_minutes is set")
+        if len(timestamps) != len(closes):
+            raise ValueError("timestamps length must match OHLC lengths")
+        expiry_timestamp = timestamps[entry_index] + timedelta(minutes=spec.max_holding_minutes)
+        last_index = entry_index
+        for idx in range(entry_index + 1, len(closes)):
+            if timestamps[idx] > expiry_timestamp:
+                break
+            last_index = idx
+    else:
+        assert spec.max_holding_bars is not None
+        warnings.warn(
+            "TripleBarrierSpec.max_holding_bars is deprecated; use max_holding_minutes with timestamps instead.",
+            DeprecationWarning,
+            stacklevel=2,
+        )
+        last_index = min(len(closes) - 1, entry_index + spec.max_holding_bars)
     for idx in range(entry_index + 1, last_index + 1):
-        h = float(highs[idx])
-        l = float(lows[idx])
+        high_price = float(highs[idx])
+        low_price = float(lows[idx])
 
-        up_touch = h >= upper
-        down_touch = l <= lower
+        up_touch = high_price >= upper
+        down_touch = low_price <= lower
         if not up_touch and not down_touch:
             continue
 

src/db.py

@@ -109,6 +109,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
             stock_code TEXT NOT NULL,
             market TEXT NOT NULL,
             exchange_code TEXT NOT NULL,
+            session_id TEXT DEFAULT 'UNKNOWN',
             action TEXT NOT NULL,
             confidence INTEGER NOT NULL,
             rationale TEXT NOT NULL,
@@ -121,6 +122,27 @@ def init_db(db_path: str) -> sqlite3.Connection:
         )
         """
     )
+    decision_columns = {
+        row[1]
+        for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
+    }
+    if "session_id" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
+        conn.execute(
+            """
+            UPDATE decision_logs
+            SET session_id = 'UNKNOWN'
+            WHERE session_id IS NULL OR session_id = ''
+            """
+        )
+    if "outcome_pnl" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN outcome_pnl REAL")
+    if "outcome_accuracy" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN outcome_accuracy INTEGER")
+    if "reviewed" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN reviewed INTEGER DEFAULT 0")
+    if "review_notes" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN review_notes TEXT")
 
     conn.execute(
         """
@@ -290,22 +312,47 @@ def _resolve_session_id(*, market: str, session_id: str | None) -> str:
 
 
 def get_latest_buy_trade(
-    conn: sqlite3.Connection, stock_code: str, market: str
+    conn: sqlite3.Connection,
+    stock_code: str,
+    market: str,
+    exchange_code: str | None = None,
 ) -> dict[str, Any] | None:
     """Fetch the most recent BUY trade for a stock and market."""
-    cursor = conn.execute(
-        """
-        SELECT decision_id, price, quantity
-        FROM trades
-        WHERE stock_code = ?
-          AND market = ?
-          AND action = 'BUY'
-          AND decision_id IS NOT NULL
-        ORDER BY timestamp DESC
-        LIMIT 1
-        """,
-        (stock_code, market),
-    )
+    if exchange_code:
+        cursor = conn.execute(
+            """
+            SELECT decision_id, price, quantity
+            FROM trades
+            WHERE stock_code = ?
+              AND market = ?
+              AND action = 'BUY'
+              AND decision_id IS NOT NULL
+              AND (
+                  exchange_code = ?
+                  OR exchange_code IS NULL
+                  OR exchange_code = ''
+              )
+            ORDER BY
+              CASE WHEN exchange_code = ? THEN 0 ELSE 1 END,
+              timestamp DESC
+            LIMIT 1
+            """,
+            (stock_code, market, exchange_code, exchange_code),
+        )
+    else:
+        cursor = conn.execute(
+            """
+            SELECT decision_id, price, quantity
+            FROM trades
+            WHERE stock_code = ?
+              AND market = ?
+              AND action = 'BUY'
+              AND decision_id IS NOT NULL
+            ORDER BY timestamp DESC
+            LIMIT 1
+            """,
+            (stock_code, market),
+        )
     row = cursor.fetchone()
     if not row:
         return None

src/evolution/optimizer.py

@@ -9,6 +9,7 @@ This module:
 
 from __future__ import annotations
 
+import ast
 import json
 import logging
 import sqlite3
@@ -28,24 +29,24 @@ from src.logging.decision_logger import DecisionLogger
 logger = logging.getLogger(__name__)
 
 STRATEGIES_DIR = Path("src/strategies")
-STRATEGY_TEMPLATE = textwrap.dedent("""\
-    \"\"\"Auto-generated strategy: {name}
+STRATEGY_TEMPLATE = """\
+\"\"\"Auto-generated strategy: {name}
 
-    Generated at: {timestamp}
-    Rationale: {rationale}
-    \"\"\"
+Generated at: {timestamp}
+Rationale: {rationale}
+\"\"\"
 
-    from __future__ import annotations
-    from typing import Any
-    from src.strategies.base import BaseStrategy
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
 
 
-    class {class_name}(BaseStrategy):
-        \"\"\"Strategy: {name}\"\"\"
+class {class_name}(BaseStrategy):
+    \"\"\"Strategy: {name}\"\"\"
 
-        def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
-            {body}
-""")
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+{body}
+"""
 
 
 class EvolutionOptimizer:
@@ -235,7 +236,8 @@ class EvolutionOptimizer:
         file_path = STRATEGIES_DIR / file_name
 
         # Indent the body for the class method
-        indented_body = textwrap.indent(body, "            ")
+        normalized_body = textwrap.dedent(body).strip()
+        indented_body = textwrap.indent(normalized_body, "            ")
 
         # Generate rationale from patterns
         rationale = f"Auto-evolved from {len(failures)} failures. "
@@ -247,9 +249,16 @@ class EvolutionOptimizer:
             timestamp=datetime.now(UTC).isoformat(),
             rationale=rationale,
             class_name=class_name,
-            body=indented_body.strip(),
+            body=indented_body.rstrip(),
         )
 
+        try:
+            parsed = ast.parse(content, filename=str(file_path))
+            compile(parsed, filename=str(file_path), mode="exec")
+        except SyntaxError as exc:
+            logger.warning("Generated strategy failed syntax validation: %s", exc)
+            return None
+
         file_path.write_text(content)
         logger.info("Generated strategy file: %s", file_path)
         return file_path

src/logging/decision_logger.py

@@ -19,6 +19,7 @@ class DecisionLog:
     stock_code: str
     market: str
     exchange_code: str
+    session_id: str
     action: str
     confidence: int
     rationale: str
@@ -47,6 +48,7 @@ class DecisionLogger:
         rationale: str,
         context_snapshot: dict[str, Any],
         input_data: dict[str, Any],
+        session_id: str | None = None,
     ) -> str:
         """Log a trading decision with full context.
 
@@ -59,20 +61,22 @@ class DecisionLogger:
             rationale: Reasoning for the decision
             context_snapshot: L1-L7 context snapshot at decision time
             input_data: Market data inputs (price, volume, orderbook, etc.)
+            session_id: Runtime session identifier
 
         Returns:
             decision_id: Unique identifier for this decision
         """
         decision_id = str(uuid.uuid4())
         timestamp = datetime.now(UTC).isoformat()
+        resolved_session = session_id or "UNKNOWN"
 
         self.conn.execute(
             """
             INSERT INTO decision_logs (
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data
+                session_id, action, confidence, rationale, context_snapshot, input_data
             )
-            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
             """,
             (
                 decision_id,
@@ -80,6 +84,7 @@ class DecisionLogger:
                 stock_code,
                 market,
                 exchange_code,
+                resolved_session,
                 action,
                 confidence,
                 rationale,
@@ -106,7 +111,7 @@ class DecisionLogger:
         query = """
             SELECT
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                 outcome_pnl, outcome_accuracy, reviewed, review_notes
             FROM decision_logs
             WHERE reviewed = 0 AND confidence >= ?
@@ -168,7 +173,7 @@ class DecisionLogger:
             """
             SELECT
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                 outcome_pnl, outcome_accuracy, reviewed, review_notes
             FROM decision_logs
             WHERE decision_id = ?
@@ -196,7 +201,7 @@ class DecisionLogger:
             """
             SELECT
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                 outcome_pnl, outcome_accuracy, reviewed, review_notes
             FROM decision_logs
             WHERE confidence >= ?
@@ -223,13 +228,14 @@ class DecisionLogger:
             stock_code=row[2],
             market=row[3],
             exchange_code=row[4],
-            action=row[5],
-            confidence=row[6],
-            rationale=row[7],
-            context_snapshot=json.loads(row[8]),
-            input_data=json.loads(row[9]),
-            outcome_pnl=row[10],
-            outcome_accuracy=row[11],
-            reviewed=bool(row[12]),
-            review_notes=row[13],
+            session_id=row[5] or "UNKNOWN",
+            action=row[6],
+            confidence=row[7],
+            rationale=row[8],
+            context_snapshot=json.loads(row[9]),
+            input_data=json.loads(row[10]),
+            outcome_pnl=row[11],
+            outcome_accuracy=row[12],
+            reviewed=bool(row[13]),
+            review_notes=row[14],
         )

src/main.py

@@ -217,6 +217,7 @@ async def sync_positions_from_broker(
                 price=avg_price,
                 market=log_market,
                 exchange_code=market.exchange_code,
+                session_id=get_session_info(market).session_id,
                 mode=settings.MODE,
             )
             logger.info(
@@ -1368,10 +1369,12 @@ async def trading_cycle(
         "pnl_pct": pnl_pct,
     }
 
+    runtime_session_id = get_session_info(market).session_id
     decision_id = decision_logger.log_decision(
         stock_code=stock_code,
         market=market.code,
         exchange_code=market.exchange_code,
+        session_id=runtime_session_id,
         action=decision.action,
         confidence=decision.confidence,
         rationale=decision.rationale,
@@ -1636,6 +1639,7 @@ async def trading_cycle(
                         pnl=0.0,
                         market=market.code,
                         exchange_code=market.exchange_code,
+                        session_id=runtime_session_id,
                         mode=settings.MODE if settings else "paper",
                     )
         logger.info("Order result: %s", result.get("msg1", "OK"))
@@ -1655,7 +1659,12 @@ async def trading_cycle(
                 logger.warning("Telegram notification failed: %s", exc)
 
         if decision.action == "SELL" and order_succeeded:
-            buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
+            buy_trade = get_latest_buy_trade(
+                db_conn,
+                stock_code,
+                market.code,
+                exchange_code=market.exchange_code,
+            )
             if buy_trade and buy_trade.get("price") is not None:
                 buy_price = float(buy_trade["price"])
                 buy_qty = int(buy_trade.get("quantity") or 1)
@@ -1690,6 +1699,7 @@ async def trading_cycle(
         pnl=trade_pnl,
         market=market.code,
         exchange_code=market.exchange_code,
+        session_id=runtime_session_id,
         selection_context=selection_context,
         decision_id=decision_id,
         mode=settings.MODE if settings else "paper",
@@ -2497,10 +2507,12 @@ async def run_daily_session(
                 "pnl_pct": pnl_pct,
             }
 
+            runtime_session_id = get_session_info(market).session_id
             decision_id = decision_logger.log_decision(
                 stock_code=stock_code,
                 market=market.code,
                 exchange_code=market.exchange_code,
+                session_id=runtime_session_id,
                 action=decision.action,
                 confidence=decision.confidence,
                 rationale=decision.rationale,
@@ -2752,7 +2764,12 @@ async def run_daily_session(
                     continue
 
                 if decision.action == "SELL" and order_succeeded:
-                    buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
+                    buy_trade = get_latest_buy_trade(
+                        db_conn,
+                        stock_code,
+                        market.code,
+                        exchange_code=market.exchange_code,
+                    )
                     if buy_trade and buy_trade.get("price") is not None:
                         buy_price = float(buy_trade["price"])
                         buy_qty = int(buy_trade.get("quantity") or 1)
@@ -2777,6 +2794,7 @@ async def run_daily_session(
                 pnl=trade_pnl,
                 market=market.code,
                 exchange_code=market.exchange_code,
+                session_id=runtime_session_id,
                 decision_id=decision_id,
                 mode=settings.MODE,
             )

tests/test_db.py

@@ -3,7 +3,7 @@
 import tempfile
 import os
 
-from src.db import get_open_position, init_db, log_trade
+from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
 
 
 def test_get_open_position_returns_latest_buy() -> None:
@@ -329,3 +329,89 @@ def test_log_trade_unknown_market_falls_back_to_unknown_session() -> None:
     row = conn.execute("SELECT session_id FROM trades ORDER BY id DESC LIMIT 1").fetchone()
     assert row is not None
     assert row[0] == "UNKNOWN"
+
+
+def test_get_latest_buy_trade_prefers_exchange_code_match() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="AAPL",
+        action="BUY",
+        confidence=80,
+        rationale="legacy",
+        quantity=10,
+        price=120.0,
+        market="US_NASDAQ",
+        exchange_code="",
+        decision_id="legacy-buy",
+    )
+    log_trade(
+        conn=conn,
+        stock_code="AAPL",
+        action="BUY",
+        confidence=85,
+        rationale="matched",
+        quantity=5,
+        price=125.0,
+        market="US_NASDAQ",
+        exchange_code="NASD",
+        decision_id="matched-buy",
+    )
+    matched = get_latest_buy_trade(
+        conn,
+        stock_code="AAPL",
+        market="US_NASDAQ",
+        exchange_code="NASD",
+    )
+    assert matched is not None
+    assert matched["decision_id"] == "matched-buy"
+
+
+def test_decision_logs_session_id_migration_backfills_unknown() -> None:
+    import sqlite3
+
+    with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
+        db_path = f.name
+    try:
+        old_conn = sqlite3.connect(db_path)
+        old_conn.execute(
+            """
+            CREATE TABLE decision_logs (
+                decision_id TEXT PRIMARY KEY,
+                timestamp TEXT NOT NULL,
+                stock_code TEXT NOT NULL,
+                market TEXT NOT NULL,
+                exchange_code TEXT NOT NULL,
+                action TEXT NOT NULL,
+                confidence INTEGER NOT NULL,
+                rationale TEXT NOT NULL,
+                context_snapshot TEXT NOT NULL,
+                input_data TEXT NOT NULL
+            )
+            """
+        )
+        old_conn.execute(
+            """
+            INSERT INTO decision_logs (
+                decision_id, timestamp, stock_code, market, exchange_code,
+                action, confidence, rationale, context_snapshot, input_data
+            ) VALUES (
+                'd1', '2026-01-01T00:00:00+00:00', 'AAPL', 'US_NASDAQ', 'NASD',
+                'BUY', 80, 'legacy row', '{}', '{}'
+            )
+            """
+        )
+        old_conn.commit()
+        old_conn.close()
+
+        conn = init_db(db_path)
+        columns = {row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()}
+        assert "session_id" in columns
+        row = conn.execute(
+            "SELECT session_id FROM decision_logs WHERE decision_id='d1'"
+        ).fetchone()
+        assert row is not None
+        assert row[0] == "UNKNOWN"
+        conn.close()
+    finally:
+        os.unlink(db_path)

tests/test_decision_logger.py

@@ -49,7 +49,7 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
 
     # Verify record exists in database
     cursor = db_conn.execute(
-        "SELECT decision_id, action, confidence FROM decision_logs WHERE decision_id = ?",
+        "SELECT decision_id, action, confidence, session_id FROM decision_logs WHERE decision_id = ?",
         (decision_id,),
     )
     row = cursor.fetchone()
@@ -57,6 +57,7 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
     assert row[0] == decision_id
     assert row[1] == "BUY"
     assert row[2] == 85
+    assert row[3] == "UNKNOWN"
 
 
 def test_log_decision_stores_context_snapshot(logger: DecisionLogger) -> None:
@@ -84,6 +85,24 @@ def test_log_decision_stores_context_snapshot(logger: DecisionLogger) -> None:
     assert decision is not None
     assert decision.context_snapshot == context_snapshot
     assert decision.input_data == input_data
+    assert decision.session_id == "UNKNOWN"
+
+
+def test_log_decision_stores_explicit_session_id(logger: DecisionLogger) -> None:
+    decision_id = logger.log_decision(
+        stock_code="AAPL",
+        market="US_NASDAQ",
+        exchange_code="NASD",
+        action="BUY",
+        confidence=88,
+        rationale="session check",
+        context_snapshot={},
+        input_data={},
+        session_id="US_PRE",
+    )
+    decision = logger.get_decision_by_id(decision_id)
+    assert decision is not None
+    assert decision.session_id == "US_PRE"
 
 
 def test_get_unreviewed_decisions(logger: DecisionLogger) -> None:
@@ -278,6 +297,7 @@ def test_decision_log_dataclass() -> None:
         stock_code="005930",
         market="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         action="BUY",
         confidence=85,
         rationale="Test",
@@ -286,6 +306,7 @@ def test_decision_log_dataclass() -> None:
     )
 
     assert log.decision_id == "test-uuid"
+    assert log.session_id == "KRX_REG"
     assert log.action == "BUY"
     assert log.confidence == 85
     assert log.reviewed is False

tests/test_evolution.py

@@ -245,6 +245,52 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
     assert "def evaluate" in strategy_path.read_text()
 
 
+@pytest.mark.asyncio
+async def test_generate_strategy_saves_valid_python_code(
+    optimizer: EvolutionOptimizer, tmp_path: Path,
+) -> None:
+    """Test that syntactically valid generated code is saved."""
+    failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
+
+    mock_response = Mock()
+    mock_response.text = (
+        'price = market_data.get("current_price", 0)\n'
+        'if price > 0:\n'
+        '    return {"action": "BUY", "confidence": 80, "rationale": "Positive price"}\n'
+        'return {"action": "HOLD", "confidence": 50, "rationale": "No signal"}\n'
+    )
+
+    with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
+        with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
+            strategy_path = await optimizer.generate_strategy(failures)
+
+    assert strategy_path is not None
+    assert strategy_path.exists()
+
+
+@pytest.mark.asyncio
+async def test_generate_strategy_blocks_invalid_python_code(
+    optimizer: EvolutionOptimizer, tmp_path: Path, caplog: pytest.LogCaptureFixture,
+) -> None:
+    """Test that syntactically invalid generated code is not saved."""
+    failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
+
+    mock_response = Mock()
+    mock_response.text = (
+        'if market_data.get("current_price", 0) > 0\n'
+        '    return {"action": "BUY", "confidence": 80, "rationale": "broken"}\n'
+    )
+
+    with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
+        with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
+            with caplog.at_level("WARNING"):
+                strategy_path = await optimizer.generate_strategy(failures)
+
+    assert strategy_path is None
+    assert list(tmp_path.glob("*.py")) == []
+    assert "failed syntax validation" in caplog.text
+
+
 @pytest.mark.asyncio
 async def test_generate_strategy_handles_api_error(optimizer: EvolutionOptimizer) -> None:
     """Test that generate_strategy handles Gemini API errors gracefully."""

tests/test_triple_barrier.py

@@ -1,5 +1,9 @@
 from __future__ import annotations
 
+from datetime import UTC, datetime, timedelta
+
+import pytest
+
 from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
 
 
@@ -129,3 +133,52 @@ def test_short_tie_break_modes() -> None:
     )
     assert out_take.label == 1
     assert out_take.touched == "take_profit"
+
+
+def test_minutes_time_barrier_consistent_across_sampling() -> None:
+    base = datetime(2026, 2, 28, 9, 0, tzinfo=UTC)
+    highs = [100.0, 100.5, 100.6, 100.4]
+    lows = [100.0, 99.6, 99.4, 99.5]
+    closes = [100.0, 100.1, 100.0, 100.0]
+    spec = TripleBarrierSpec(
+        take_profit_pct=0.02,
+        stop_loss_pct=0.02,
+        max_holding_minutes=5,
+    )
+
+    out_1m = label_with_triple_barrier(
+        highs=highs,
+        lows=lows,
+        closes=closes,
+        timestamps=[base + timedelta(minutes=i) for i in range(4)],
+        entry_index=0,
+        side=1,
+        spec=spec,
+    )
+    out_5m = label_with_triple_barrier(
+        highs=highs,
+        lows=lows,
+        closes=closes,
+        timestamps=[base + timedelta(minutes=5 * i) for i in range(4)],
+        entry_index=0,
+        side=1,
+        spec=spec,
+    )
+    assert out_1m.touch_bar == 3
+    assert out_5m.touch_bar == 1
+
+
+def test_bars_mode_emits_deprecation_warning() -> None:
+    highs = [100, 101, 103]
+    lows = [100, 99.6, 100]
+    closes = [100, 100, 102]
+    spec = TripleBarrierSpec(take_profit_pct=0.02, stop_loss_pct=0.01, max_holding_bars=3)
+    with pytest.deprecated_call(match="max_holding_bars is deprecated"):
+        label_with_triple_barrier(
+            highs=highs,
+            lows=lows,
+            closes=closes,
+            entry_index=0,
+            side=1,
+            spec=spec,
+        )