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feat(research): add source-aware nominal and real rates observer - #78

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Pigbibi merged 1 commit into
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research/rates-context-observer-20261006
Oct 6, 2026
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Pigbibi merged 1 commit into
mainfrom
research/rates-context-observer-20261006

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@Pigbibi Pigbibi commented Oct 6, 2026

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Scope

Four new files only: one standard-library pure rates observation function, synthetic tests and bilingual contract. All 83 existing files remain byte-identical to base2d44bac. No provider fetching, runner registration, default macro changes, dependency changes, runtime pin/adoption or trading action.

Tracks caller-declared 10Y nominal/real/independently reported breakeven records with exact common endpoints, percent-to-bp changes, observation/availability/receipt/revision identity and freshness. Distinguishes approximate nominal-minus-real spread from independently reported breakeven. Rejects cross-role duplicate source+series identities, source/basis mismatches, nonfinite values, ambiguous visible revisions and unavailable endpoint evidence. Future/late records are excluded causally; no forward filling or invented release times.

Always UNVALIDATED_RESEARCH; historical_pit_verified/backtest_eligible/position_control_allowed=false. Declared availability only validates input consistency, not real data rights/PIT or economic effectiveness. True provider ingest, breadth and runtime consumption remain open.

Verification

44 guarded synthetic unittest checks pass, independently rerun by dot with zero external attempts. Root review found a cross-role identity error; new regression reproduced and fixed it. Existing files verified by Git blob identity; compile/whitespace checks pass. Local full suite/normal package import/Ruff/build not run due unavailable dependencies; await exact CI. No dependencies installed and no real provider data fixtures downloaded.

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Pigbibi marked this pull request as ready for review October 6, 2026 08:15
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Pigbibi merged commit ccd2db0 into main Oct 6, 2026
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Pigbibi deleted the research/rates-context-observer-20261006 branch October 6, 2026 08:17
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