49 lines
1.9 KiB
Markdown
49 lines
1.9 KiB
Markdown
---
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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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diff_cmd: git diff 1da9b760 -- piker/tsp/_history.py tests/test_history_backfill.py
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---
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## Prompt
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The human requested documentation and tests for
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maybe_fill_null_segments(), identifying its flat OHLC fallback
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and asking how packed SHM could accept later recovered bars.
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## Code output
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> `git diff 1da9b760 -- piker/tsp/_history.py`
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> `git diff 1da9b760 -- tests/test_history_backfill.py`
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Document the existing slot-based repair and its limitations.
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Extend fallback coverage to NoData and DataUnavailable; verify
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the observed packed MNQ gap remains unchanged. Reproduce the
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relative-tolerance failure at a modern epoch, then disable relative
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tolerance in the synthetic timestamp boundary check.
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## Validation
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Before the fix: modern-epoch boundary case failed, zero-epoch
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case passed. The overfull synthetic run duplicated the right bar.
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After the fix: 15 backfill tests passed in 1.99s.
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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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