Files
foxhunt/crates/data/src
jgrusewski 20aa345a7c 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.
2026-05-22 18:08:36 +02:00
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