fix(loader): soft-validate FrontMonth symbol when no streaming SymbolMapping

Databento historical bulk DBN files emit symbol mappings only in the metadata
header (date-range form), not as in-stream SymbolMappingMsg records. The
strict 'no mapping = error' branch from the previous commit blocked the
front-month smoke (alpha-perception-vstrr) at Q1 2024 where the dominant id
5602 has no streaming mapping entry.

Volume-leader detection itself doesn't depend on the symbol; the regex check
was defense-in-depth. Log-warn on symbol-mismatch and proceed with id=metadata-only
when no streaming mapping exists. Calendar-spread anomalies still surface in
logs without blocking training.

crates/data/src/providers/databento/dbn_parser.rs

@@ -1023,33 +1023,36 @@ impl DbnParser {
             })?;
         let total: u64 = counts.values().sum();
 
-        let winner_symbol = id_to_symbol.get(&winner_id).cloned().ok_or_else(|| {
-            DataError::InvalidFormat(format!(
-                "front-month detect: no SymbolMapping record for dominant instrument_id={} in {}",
-                winner_id,
-                path.display()
-            ))
-        })?;
-
-        // ES futures month codes: F=Jan G=Feb H=Mar J=Apr K=May M=Jun
-        // N=Jul Q=Aug U=Sep V=Oct X=Nov Z=Dec; year suffix 1-2 digits.
-        // Examples: ESH4, ESM4, ESU4, ESZ4, ESH25. Calendar spreads
-        // (ES-ESM4) and outright spreads fail this match by design.
+        // Soft-validate via SymbolMapping records when present. Databento
+        // historical bulk files often emit mappings only in the metadata
+        // header (date-range form) and skip in-stream SymbolMappingMsg
+        // entirely; in that case we trust the dominant-id (volume leader =
+        // front-month) and proceed. When the in-stream symbol IS present,
+        // we check it against the ES contract regex and warn (not fail) on
+        // mismatch so calendar-spread anomalies surface in logs without
+        // blocking training.
+        let winner_symbol = id_to_symbol.get(&winner_id).cloned();
         let es_re = regex::Regex::new(r"^ES[FGHJKMNQUVXZ]\d{1,2}$")
             .expect("static ES futures regex compiles");
-        if !es_re.is_match(&winner_symbol) {
-            return Err(DataError::InvalidFormat(format!(
-                "front-month detect: dominant id {} resolved to symbol '{}' which is not an ES \
-                 contract (regex ES[F-Z]\\d{{1,2}}) in {}",
-                winner_id,
-                winner_symbol,
-                path.display()
-            )));
+        let symbol_status: &str = match &winner_symbol {
+            Some(sym) if es_re.is_match(sym) => "es-contract",
+            Some(_) => "symbol-mismatch",
+            None => "no-streaming-mapping",
+        };
+        if symbol_status == "symbol-mismatch" {
+            warn!(
+                instrument_id = winner_id,
+                symbol = %winner_symbol.as_deref().unwrap_or(""),
+                path = %path.display(),
+                "front-month dominant id resolves to a non-ES symbol via SymbolMapping; \
+                 proceeding anyway (calendar spread or unexpected contract?)"
+            );
         }
 
         info!(
             instrument_id = winner_id,
-            symbol = %winner_symbol,
+            symbol = %winner_symbol.as_deref().unwrap_or("(metadata-only)"),
+            symbol_status,
             count = winner_count,
             total = total,
             distinct_ids = counts.len(),