2 KiB
2 KiB
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
- Every feature must be normalized deterministically.
- Every feature must handle missing data.
- Every feature must be Strategy Tester compatible.
- Every feature must avoid look-ahead bias.
- Every feature must be computed before inference.
- ONNX inference must produce passive score or intent only.
- 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:
- Confirm source module for every feature.
- Confirm normalization scale for every feature.
- Confirm timeframe source.
- Confirm closed-bar policy.
- Confirm missing-data behavior.
- Confirm tester compatibility.
- Confirm passive output mapping.