Systematic audit of the alt-data stack against "any symbol, any timeframe",
prompted by the H4 surprise. Findings, each fixed:
CAPACITY: ALTDATA_MAX_FEATURES was 16 with FX symbols already at 15 - the next
added column would have been silently truncated by a MathMin. Raised to 32,
pin-chars 512 -> 1024.
SYMBOL NAMES: the panel reload path re-derived symbol/timeframe by splitting
the file path on its FIRST underscore - mis-parsing every symbol containing
one (OANDA-style EUR_USD and US_500 are in our own alias lists) and knowing
only three timeframes. It now stores the (symbol, period) Load() was called
with and reuses them verbatim. Path-hostile characters in broker symbols
("EUR/USD") are sanitized by a shared AltDataFileSymbol() used by the panel,
the fetcher and TunedPeriods, so a slash cannot route a write into an
unintended subfolder.
DOWNLOAD VALIDATION: every FRED-family fetch now enforces a per-series
plausibility band (VIX 1-200, yields -5..30, CPI index 20-1000, ...) -
StringToDouble on transport garbage returns 0.0, and one absurd value poisons
every change/percentile feature computed across it (the BatchNorm NaN-latch
incident came from exactly one huge-but-finite input). Rejected rows are
counted and reported, never dropped silently.
LOUD EMPTINESS: a successful response with zero observations on an empty
cache now says so - naming the series (wrong id / format drift) or the COT
predicate (the unverified like-clauses) instead of leaving 0-filled features
unexplained. GEX gains a truncation guard: a day-over-day contract-count
collapse >50% is the fingerprint of a partial 13 MB download, not of markets,
and is skipped rather than recorded as a plausible-but-wrong number.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- PeriodMA/MA_Type/PeriodRSI: input -> const seeds (closing the set: every
indicator parameter is now tuner-owned)
- Variables\TunedPeriods.mqh: chart-level tuned-period state. A gated
install writes TunedPeriods_{SYM}_{TF}.cfg; next attach reads it BEFORE
the DB fingerprint and classic-signal config, so classic votes, DB key,
and tuner seeds always describe the same indicators regardless of
classic/AI/hybrid use. Restart-grained adoption by design (no mid-run
handle churn); new periods re-key the signal DB (semantics rule).
- EnableAltData input in AI Input Features (consumption gate only;
collection keeps running); |ALT DB-fingerprint token; opt-out on an
alt-trained model correctly starts fresh via the width compare.
- Defaults: all four classic votes OFF (AI-first; WARRIOR_MARKET_BUILD
branches collapsed with the marketplace pivot), order-flow/Wyckoff NN
features OFF (alt data is the default information diet; toggles stay).
Compiles 0 errors / 0 warnings.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
