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feat: minute-based triple barrier horizon (#329) #334

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jihoson merged 1 commits from feature/issue-329-triple-barrier-minutes into feature/v3-session-policy-stream 2026-02-28 17:06:32 +09:00
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agentson commented 2026-02-28 14:35:59 +09:00
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Summary

  • Add max_holding_minutes support to triple barrier labeling with timestamp-based expiry
  • Keep max_holding_bars for backward compatibility with deprecation warning
  • Add tests for minute-based behavior and deprecation path

Validation

  • pytest -q tests/test_triple_barrier.py
## Summary - Add `max_holding_minutes` support to triple barrier labeling with timestamp-based expiry - Keep `max_holding_bars` for backward compatibility with deprecation warning - Add tests for minute-based behavior and deprecation path ## Validation - pytest -q tests/test_triple_barrier.py
agentson added 1 commit 2026-02-28 14:36:00 +09:00
feat: support minute-based triple barrier horizon (#329)
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agentson commented 2026-02-28 16:11:59 +09:00
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Ticket Maturity Update (2026-02-28)

  • Implemented: done
  • Integrated: done
  • Observed: done (targeted test commands executed and passing)
  • Accepted: pending (reviewer + runtime verifier approval required)

Coverage Matrix:

Stage Status
Implemented PASS
Integrated PASS
Observed PASS
Accepted NOT_OBSERVED
## Ticket Maturity Update (2026-02-28) - Implemented: done - Integrated: done - Observed: done (targeted test commands executed and passing) - Accepted: pending (reviewer + runtime verifier approval required) Coverage Matrix: | Stage | Status | | --- | --- | | Implemented | PASS | | Integrated | PASS | | Observed | PASS | | Accepted | NOT_OBSERVED |
agentson reviewed 2026-02-28 16:15:00 +09:00
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Review: PR #334 — feat: minute-based triple barrier horizon (#329)

플랜 일치: ✅ ACT-12 정확히 일치

  • max_holding_minutes 지원 추가, max_holding_bars deprecated 경고, 하위 호환 유지

코드 품질: ✅ 우수

  • __post_init__ 검증: 둘 중 하나 필수, 양수 값 강제 — 올바른 invariant 보호
  • timestamps 의존성: max_holding_minutes 사용 시 timestamps 필수 + 명확한 에러
  • DeprecationWarning: stacklevel=2 — 표준 패턴
  • 변수명 개선: h/l → high_price/low_price

테스트: ✅ 충분

  • 1분봉/5분봉 다른 샘플링에서 시간장벽 일관성 테스트
  • bars 모드 deprecation 경고 테스트

결론: LGTM ✅

## Review: PR #334 — feat: minute-based triple barrier horizon (#329) ### 플랜 일치: ✅ ACT-12 정확히 일치 - `max_holding_minutes` 지원 추가, `max_holding_bars` deprecated 경고, 하위 호환 유지 ### 코드 품질: ✅ 우수 - `__post_init__` 검증: 둘 중 하나 필수, 양수 값 강제 — 올바른 invariant 보호 - timestamps 의존성: `max_holding_minutes` 사용 시 `timestamps` 필수 + 명확한 에러 - DeprecationWarning: `stacklevel=2` — 표준 패턴 - 변수명 개선: `h/l` → `high_price/low_price` ### 테스트: ✅ 충분 - 1분봉/5분봉 다른 샘플링에서 시간장벽 일관성 테스트 - bars 모드 deprecation 경고 테스트 ### 결론: **LGTM** ✅
jihoson merged commit a2855e286e into feature/v3-session-policy-stream 2026-02-28 17:06:32 +09:00
jihoson deleted branch feature/issue-329-triple-barrier-minutes 2026-02-28 17:06:32 +09:00
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Reference: jihoson/The-Ouroboros#334
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