# ICHIGRID PREPROCESSING CONTRACT — 2026-05-27

## Verdict

STATUS = CONTRACT_DRAFT  
MERGE_TO_ICHIGRID = FORBIDDEN  
LOT047 = HOLD  
PRODUCTION = NO  

## Purpose

This document defines preprocessing rules for a future passive ONNX bridge in IchiGridEA MT5.

It does not authorize implementation.

## General rules

1. Every feature must be normalized deterministically.
2. Every feature must handle missing data.
3. Every feature must be Strategy Tester compatible.
4. Every feature must avoid look-ahead bias.
5. Every feature must be computed before inference.
6. ONNX inference must produce passive score or intent only.
7. No preprocessing stage may execute trades.

## Normalization rules

| FeatureGroup | Rule | OutputRange |
|---|---|---|
| Signed signal | clamp(value / scale, -1, 1) | [-1,1] |
| Risk or cost | clamp(value / max_expected, 0, 1) | [0,1] |
| Score | clamp(score, -1, 1) | [-1,1] |
| Probability | clamp(probability, 0, 1) | [0,1] |

## Missing data policy

If a feature cannot be computed:

- set feature value to 0.0 for signed neutral features;
- set feature value to 1.0 for risk-protection features when missing data increases risk;
- set missing flag in passive audit output;
- block ONNX inference if mandatory features are missing.

## No look-ahead policy

Forbidden:
- using future bar data;
- using current incomplete candle where closed candle is required;
- using Strategy Tester unavailable live-only external data;
- using manually injected future labels.

## Output interpretation

Future ONNX output may only produce:

- passive long bias;
- passive short bias;
- neutral bias;
- risk-off bias;
- confidence score.

It must not produce:

- trade execution;
- lot size execution;
- order modification;
- position close;
- grid operation.

## Required next review

Before implementation:

1. Confirm source module for every feature.
2. Confirm normalization scale for every feature.
3. Confirm timeframe source.
4. Confirm closed-bar policy.
5. Confirm missing-data behavior.
6. Confirm tester compatibility.
7. Confirm passive output mapping.