fix(deterministic): carry intraday times in BreakDummy names and errors - #225
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fix(deterministic): carry intraday times in BreakDummy names and errors#225thomaspinder wants to merge 1 commit into
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## feat/135-deterministic-regressors #225 +/- ##
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Coverage 95.3% 95.3%
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Files 46 46
Lines 3349 3361 +12
Branches 427 430 +3
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`BreakDummy.column_names` rendered `strftime('%Y-%m-%d')` and the
in-sample check printed `date.date()`, so an intraday break lost its
time in both. Two consequences: `BreakDummy(date="2000-02-01 12:00")`
and `BreakDummy(date="2000-02-01")` collided on `level_2000-02-01`, and
a `"pulse"` that missed the index reported a date that *is* on the
index — the dropped time being the actual cause.
Both now go through `_format_break_timestamp`, which keeps midnight
bare (`2000-02-01`, every timestamp on a daily-or-coarser index) and
renders anything else ISO-8601 extended (`2000-02-01T12:00`, seconds
and a fractional part appended only when non-zero). The rendering is
injective, so same-day intraday breaks stay distinct columns, and it
round-trips through `pd.Timestamp`. Names depend on `self.date` alone,
so they are identical across `build` and `extend`; hourly continuation
cases pin that.
Closes #195
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Egjd7ToFeb9TQqFnfRQZxV
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Summary
Follow-up on the deterministic-regressors branch (#191), stacked on
feat/135-deterministic-regressors:BreakDummytruncated timestamps to dates in both column names and error messages — an intraday pulse errored with a message naming a date that is on the index (the dropped time being the real cause), and two same-day intraday breaks collided in the duplicate-name check. Names now render{kind}_{YYYY-MM-DD}at midnight (unchanged, regression-pinned) and ISO-8601 extended (...THH:MM, seconds/fractions only when non-zero) otherwise. The rendering is injective (distinct timestamps cannot collide) and round-trips (pd.Timestamp(name.removeprefix("pulse_"))recovers the date) — both properties tested. Error messages use the same renderer for the break date and the neighbour timestamps.Also adds an hourly-frequency fixture to the continuation-property matrix (including a two-intraday-breaks design), and the how-to's column-name contract table gains the intraday row.
Closes #195
Gates
400 deterministic tests green (was 313); branch fast suite 935 passed; ruff/ty clean.
🤖 Generated with Claude Code
https://claude.ai/code/session_01Egjd7ToFeb9TQqFnfRQZxV