80 lines
2 KiB
Markdown
80 lines
2 KiB
Markdown
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# ICHIGRID PREPROCESSING CONTRACT — 2026-05-27
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## Verdict
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STATUS = CONTRACT_DRAFT
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MERGE_TO_ICHIGRID = FORBIDDEN
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LOT047 = HOLD
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PRODUCTION = NO
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## Purpose
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This document defines preprocessing rules for a future passive ONNX bridge in IchiGridEA MT5.
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It does not authorize implementation.
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## General rules
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1. Every feature must be normalized deterministically.
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2. Every feature must handle missing data.
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3. Every feature must be Strategy Tester compatible.
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4. Every feature must avoid look-ahead bias.
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5. Every feature must be computed before inference.
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6. ONNX inference must produce passive score or intent only.
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7. No preprocessing stage may execute trades.
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## Normalization rules
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| FeatureGroup | Rule | OutputRange |
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|---|---|---|
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| Signed signal | clamp(value / scale, -1, 1) | [-1,1] |
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| Risk or cost | clamp(value / max_expected, 0, 1) | [0,1] |
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| Score | clamp(score, -1, 1) | [-1,1] |
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| Probability | clamp(probability, 0, 1) | [0,1] |
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## Missing data policy
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If a feature cannot be computed:
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- set feature value to 0.0 for signed neutral features;
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- set feature value to 1.0 for risk-protection features when missing data increases risk;
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- set missing flag in passive audit output;
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- block ONNX inference if mandatory features are missing.
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## No look-ahead policy
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Forbidden:
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- using future bar data;
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- using current incomplete candle where closed candle is required;
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- using Strategy Tester unavailable live-only external data;
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- using manually injected future labels.
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## Output interpretation
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Future ONNX output may only produce:
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- passive long bias;
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- passive short bias;
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- neutral bias;
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- risk-off bias;
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- confidence score.
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It must not produce:
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- trade execution;
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- lot size execution;
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- order modification;
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- position close;
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- grid operation.
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## Required next review
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Before implementation:
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1. Confirm source module for every feature.
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2. Confirm normalization scale for every feature.
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3. Confirm timeframe source.
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4. Confirm closed-bar policy.
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5. Confirm missing-data behavior.
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6. Confirm tester compatibility.
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7. Confirm passive output mapping.
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