# P3-S22.3 — RESEARCH M30 CONSTRUCTION REPAIR

```text
Date       : 2026-08-26
Session    : P3-S22.3 — RESEARCH M30 CONSTRUCTION REPAIR &
             POPULATION REDERIVATION
Status     : COMPLETE (research-only; corrected pipeline + verified)
Policy     : docs/CODE_VERIFICATION_AND_SILENT_BUG_POLICY_v1.md
Handover   : docs/SESSION_HANDOVER_2026-08-25_P3_S22_2_DISCREPANCY_IMPACT_ASSESSMENT.md
             (newest authoritative handover by Git ancestry; read completely
              FIRST) -> predecessor chain through P3-S22.2, .1, P3-S21.R ...
Starting SHA : 77764ba4a67f59d5867e5c7b8992289983869606
```

## Objective

Repair the RESEARCH-side M30 gate construction so it is semantically
consistent with the verified runtime-consistent UTC-clock M30 semantics, and
deterministically re-derive the downstream Candidate Setup population and
label/feature population. This is a DATA / PIPELINE CORRECTION phase, not an ML
experiment.

## PART A — the exact research M30 construction vs runtime

| Item | Old (committed research) | Runtime / corrected |
|---|---|---|
| Construction | index-pair resample `m30_from_m15`: 2 x M15 per M30, `t30=t15[::2]` | fixed UTC 30-min buckets `t30_open = floor(t15/1800)*1800` |
| Grouping | data-index phase (2k,2k+1) | wall-clock 30-min grid |
| At gaps | pairing phase drifts from wall clock; persists over continuous stretches | bucket identity/phase is fixed to UTC grid |
| OHLC | high=max, low=min of its (tick) M15 pair | high/low of every M15 in `[open,open+1800)` |
| as-of | frozen: newest CLOSED M30 with close_time<=t+900 | unchanged (frozen) |

Which timestamps are affected: every M15 bar in or after a session/data/
weekend/holiday/DST gap, and the continuous stretches that follow a phase
shift. Only the TIMESTAMP/GROUP-ASSIGNMENT differs — the OHLC aggregation
mathematics (open-first, high-max, low-min, close-last) is the same rule; the
difference is WHICH M15 bars belong to a bucket.

- Session gaps: intraday breaks (3600/4500/7200 s), weekend (~48-51 h),
  holiday/DST (~24-25 h or 1 h offset). In every such case index-pair phase
  breaks from the UTC grid. Handled by the corrected construction via the
  UTC-clock floor formula (no interpolation, no forward fill).
- Missing M15 bar: corrected bucket simply omits it; the bucket OHLC reflects
  the M15 bars actually present. Incomplete (unclosed) final bucket is handled
  by the as-of closed-bar lock (never emitted as a closed decision input).
- DST: the feed is UTC-anchored; a +1 h drift test verifies the grid stays on
  the UTC 30-min grid (regression case "dst_shift").

## The invariant (proved)

For every research M15 bar belonging to a COMPLETE UTC M30 bucket:

```text
M30_open = floor(M15_open / 1800) * 1800     (UTC epoch seconds)
```

Verified on all 100,764 UTC buckets of the corrected construction: 0
mismatches (PART A, output/s223_main_pipeline.json). This is the exact
boundary convention of the verified runtime/oracle (P3-S22.2 Part B).

## PART B — corrected research M30 construction

Implemented in `ml/p3/p3_s223_m30_repair/s223_common.py` +
`s223_partB_oracle.py`. Requirements honoured: fixed UTC buckets, deterministic
chronological order, explicit incomplete-bucket handling, NO forward fill, NO
look-ahead, NO future bars, NO change to F1..F4 / label / features except the
direct M30 gate consequence. Isolated & auditable; does not edit committed
`p3_s17r1_gate_series_cache.npz`.

## PART C — independent oracle (100% agreement)

`oracle_clock_m30` (from-scratch in-order accumulation) + searchsorted as-of is
a SEPARATE implementation. It independently computes timestamps / open / high /
low / close / bar completeness / M30 direction / M30 gate. Agreement:
buckets 100,764 == 100,764; timestamps T, open T, high T, low T, close T,
dirs T, gate T -> **100% agreement** on all applicable rows
(`output/s223_partC_agreement.json`). The corrected gate also matches the
P3-S22.2 validated UTC oracle cache exactly and reproduces the ADJ-2 diff
(38,399 full / 37,651 scope).

## PART D — regression / mutation

12 regression scenarios (continuous, missing M15, weekend, intraday, holiday,
DST, first/last bucket bar, exact boundary, incomplete bucket, out-of-order,
duplicate ts) — all invariant_ok, deterministic fingerprints. 6 mutations
(1-bar ts shift, row delete, row insert, wrong M30 boundary, index-pair
substitution, future-bar injection) all DETECTED. Test suite run twice,
byte-identical (`output/s223_reproducibility.json`).

## PART E — frozen baseline reproduction

Committed (index-pair) gates in the SAME frozen chain reproduce **694 created /
686 in-scope / per-bar mismatch 0** EXACTLY. The old research pipeline remains
the frozen historical reference; corrected construction does not overwrite it.

## PART F — counterfactual corrected replay

Substituting ONLY the corrected M30 gate into the frozen chain:

```text
committed (old) in-scope : 686
corrected in-scope       : 707
shared identity          : 484
old-only                 : 202   (would NOT be created under UTC M30)
corrected-only           : 223   (would be created instead)
```

This MATCHES the independent P3-S22.2 counterfactual (707 / 202 / 223). It is
the direct, deterministic population change caused by the M30 correction.

## PART G — label / feature impact bucket

Only the M30 gate input changes. Under the frozen P3-S16 label contract:

| shared identity (484) | identical label | changed label |
|---|---|---|
| 484 | 484 | 0 |

- previously absent (corrected-removed): 202
- newly available (corrected-added): 223
- UNRESOLVED corrected: 28 ; AMBIGUOUS corrected: 6.
- The corrected population is larger (707 vs 686) and has more UNRESOLVED and
  AMBIGUOUS rows. Feature rows: 202 removed / 484 retained / 223 added relative
  to the frozen old rows (feature contract unchanged).

## PART H — population audit

```text
old        : total 686 = leads 594 + follow-ons 92     (reconciles)
corrected  : total 707 = leads 610 + follow-ons 97     (reconciles)
```

No row duplicated or silently lost.

## PART I — old vs corrected dataset

| identity | Count |
|---|---|
| intersection | 484 |
| old-only | 202 |
| corrected-only | 223 |
| M30 gate diff full | 38,399 bars |
| M30 gate diff scope | 37,651 bars |

Formal: old = frozen historical reference; corrected = freshly derived
research candidate (NOT called production / final ML dataset — pending
validated).

## PART J — machine verification

Independent oracle (100%), 12 regression fixtures, 6 mutation tests (all
detected), deterministic heavy replay (hash-stable), Part D test suite run
twice byte-identical. Evidence machine-readable (JSON + CSV + hashes); no
image/OCR.

## PART K — deliverables & namespace

- docs: this file, `P3_S22_3_POPULATION_REDERIVATION.md`,
  `P3_S22_3_REPAIR_DECISION.md`,
  `SESSION_HANDOVER_2026-08-26_P3_S22_3_RESEARCH_M30_REPAIR.md` (this handover
  + 3 reports).
- namespace `ml/p3/p3_s223_m30_repair/` (README, construction, oracle, replay
  runner, tests, mutation, JSON + CSV evidence).

## PART L — repair decision

```text
C — CORRECTION VERIFIED, MATERIAL POPULATION CHANGE.
    (686 -> 707 in-scope; 202 removed; 223 added; gate diff ~19.5%)
```

## Production / ML / external-data status

```text
Production MQL5 : NONE changed (verified by git).
F1/F2/F3/F4 / labels / FEATURE_CONTRACT / TP-SL-horizon : NONE changed.
ML  : NONE (no retrain / calibrate / nonlinear / deployment).
Historical P3-S16..P3-S22 artifacts : NOT modified (additive only).
External data : NONE (no Tickstory/Dukascopy).
Terminal / tester : NONE executed (all Python on frozen artifacts).
Deployment / trading : NONE.
```

*End of P3-S22.3 research M30 repair.*