52 lines
2.0 KiB
Markdown
52 lines
2.0 KiB
Markdown
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---
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model: gpt-6 (exact variant not exposed)
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service: codex
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timestamp: 2026-09-24T16:57:57.342784+00:00
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git_ref: 1da9b760
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scope: code
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substantive: true
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raw_file: 20260924T165757Z_1da9b760_prompt_io.raw.md
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---
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## Prompt
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Document and test the existing null-segment repair, including its
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flat-bar fallback, while distinguishing packed timestamp gaps.
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## Response summary
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Documented SHM-only repair, provider placement assumptions, fallback
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fields, notifications, and concurrency limits. Added boundary and
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no-history coverage and fixed epoch-dependent comparison tolerance
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which could synthesize a duplicate timestamp at the right margin.
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## Files changed
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- piker/tsp/_history.py: helper contract and absolute tolerance.
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- tests/test_history_backfill.py: four additional parameter/case runs.
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## Human edits
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The human identified cancellation as a source of stored gaps,
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correctly described packed indexes and insertion costs, pointed to
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maybe_fill_null_segments(), and requested immediate documentation
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and tests. No direct source edits observed during this change;
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the patch remains uncommitted for review.
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## Close-copy factoring follow-up
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The human requested stronger internal types, a reusable close-copy
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helper, searchable comments for copying close and synthesizing
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stamps, and research into historical venue closure queries.
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Extracted _copy_close_to_null_rows(), preserving non-OHLC fields and
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rejecting occupied slots before mutation. Added explicit callback,
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array, segment-index and date annotations. Preserved the existing
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provenance TODO and suggested avoiding volume sentinels.
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Four helper cases cover successful fill and unchanged rejected
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inputs. Backfill suite: 19 passed in 2.01s; Ruff and diff check pass.
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IB documents historical SCHEDULE requests separately from contract
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hours. The installed ib_async exposes reqHistoricalScheduleAsync.
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No live schedule request or venue behavior change was performed.
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Source: https://interactivebrokers.github.io/tws-api/historical_bars.html
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