jgrusewski a60bb562b0 test(data): per-file vs global front-month filter — documents quarterly roll bug ...

The test proves that global filter_front_month on merged trades drops
entire quarters (Q1 lost when Q2 has higher volume). Per-file filtering
keeps both quarters. This is the regression test for the bug that
produced "Need at least 18 months of data" on H100.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-08 21:31:46 +02:00

..

src

test(data): per-file vs global front-month filter — documents quarterly roll bug

2026-04-08 21:31:46 +02:00

Cargo.toml

fix: test reads threshold from dqn-smoketest.toml — no hardcoded values

2026-03-31 12:37:25 +02:00