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SniperGold_ML/docs/P3_S22_1_DISCREPANCY_REPORT.md

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P3-S22.1 DISCREPANCY REPORT

Date       : 2026-08-25
Session    : P3-S22.1 — Verification Debt Closure
Status     : DISCREPANCIES DOCUMENTED — NOT REPAIRED (verification-only phase)
Policy     : docs/CODE_VERIFICATION_AND_SILENT_BUG_POLICY_v1.md
Repair     : NONE performed in this phase (frozen source, contracts, results
             untouched). No historical ML conclusion was re-run as a result.

Two contract-level departures were discovered by independent oracle parity checks in the debt-closure phase. Both are represented by deliberate evidence fixtures and a minimal reproducer. Neither is a production-change in this phase; each is documented for owner investigation.

DISCREPANCY-ADJ-1 — F2 mit_state label for PARTIALLY_FILLED zones

Observed behavior

The MQL5 production functions AF_FVGZoneState / AF_OBZoneState (MQL5/Include/AlgoForge/AF_Engine2_Agents.mqh) never assign mit_state = AF_ZONE_PARTIALLY_FILLED (1). For a zone that price has entered but not fully filled, they leave mit_state = AF_ZONE_UNMITIGATED (0) and set the auxiliary partial_filled = true flag. Source-verified: the token AF_ZONE_PARTIALLY_FILLED occurs in that file only in the enum definition and in IsActive() — never in the state functions.

Expected behavior

The frozen F2 contract (docs/P3_S12_ZONE_CONTRACT_REPAIR.md §F) and the committed research chain (reference transcription + vectorized OB/FVG kernels; the same encoding used by spec_tests_zone_contract.py) require a partially-filled zone to be labelled mit_state = PARTIALLY_FILLED (1) (ACTIVE, consumable).

Minimal reproducer

ml/p3/p3_s2211_debt_closure/s2211_s1_f2_boundary.py cases F2B-02, F2B-05 (FVG), F2B-09 (OB):

  • runtime: {"mit": 0, "partial": true, "invalidated": false}
  • oracle : {"mit": 1, "partial": true, "invalidated": false} Real-feed cross-check: 570 of 1085 zone-state checks in the 600-bar slice are exact_label_departures (all of the partial-fill kind); 0 aligned mismatches.

Affected scope

  • AF_FVGZoneState, AF_OBZoneState state label; the finders (AF_FindFVG/AF_FindOrderBlock) and all consumers use IsActive(), which treats UNMITIGATED and PARTIALLY_FILLED identically.
  • F3 Candidate Setup is NOT affected: it consumes the research-encoded inputs and was verified EXACT 25/25 in P3-S22.
  • ML features do not consume mit_state (zone features are geometry-based).

Likely cause

The MQL5 implementation models PARTIALLY_FILLED with the separate partial_filled flag instead of the contract's enumerated mit_state value; the two encodings are functionally equivalent at the consumer level but not label-identical.

Severity

LOW. Representation-level state label; no consumer-visible or historical-result effect found (IsActive identical; F3 exact; ML untouched).

Could historical results be affected?

Not demonstrated. The research chain (source of all historical counts, labels and features) uses the contract encoding (mit=1), consistent with the verified reference/kernels. The MQL5 F2 label difference does not enter the feature/label/F3 path.

DISCREPANCY-ADJ-2 — Research M30 gate alignment vs runtime UTC-clock M30

Observed behavior

The committed M30 gate series (p3_s17r1_gate_series_cache.npz) changes ONLY at odd M15 indices (28,395 change points, 100% at odd index). It is constant within each index-pair M15 segment but NOT within fixed-UTC 30-minute buckets (best wall-clock grid violations: 7,040 of 197,032 bars), and the pair phase drifts across session/data gaps (weekends, holidays). H4, by contrast, is constant within the frozen as-of buckets (0 violations).

Expected behavior

The frozen as-of contract (contract §L, GR-T11) and the comment in spec_tests_engine2_gates.py (m30_from_m15 "identical to the runtime M30 OHLC") imply M30_asof(t) = newest CLOSED M30 bar with close_time <= t+900 on the UTC 30-min grid → constant within each UTC 30-min bucket, including across the two M15 bars of the underlying feed.

Minimal reproducer

ml/p3/p3_s2211_debt_closure/s2211_s2_mtf_boundary.py (M30 diagnostics block): changes_at_odd_index_only = True, best_wallclock_grid_violations = 7040, index_pair_asof_internal_violations = 0. Plus _debug_s2c.py (deleted after use) showing distribution of change-point gaps.

Affected scope

The research M30 gate series only. It is derived by index-pair resampling of M15 rather than from UTC 30-min bars, so at feed gaps the M30 bar identity differs from the runtime CopyRates M30. The H4 gate and the M15 gate are not affected.

Likely cause

m30_from_m15 groups consecutive M15 indices in pairs to synthesize M30 bars; when the feed contains gaps (missing bars), the pairing phase drifts and the synthesized M30 bucket boundaries no longer align to wall-clock 30-min marks.

Severity

LOW-MODERATE. Research-vs-runtime MTF alignment divergence at data gaps; the setup-level structural identity h4 == m30 == direction still holds on all 571 binary rows; F3 exactness was independently established (P3-S22 25/25); ML features do not consume M30 bar timestamps.

Could historical results be affected?

Not demonstrated. No setup-level or feature-level inconsistency was found. The divergence affects only the M30 bar-identity TIMING used to derive the M30 gate; the downstream F3 chain remained internally consistent and is immune to the gate-value differences it validated.

DECISION

Both discrepancies are recorded for owner investigation. They are NOT repaired in this phase (verification-only). No historical report, handover, contract, dataset, model, or production MQL5 file was modified. No historical ML conclusion was re-run as a consequence of these findings.

End of discrepancy report.