data_contract.json

{
  "decision_time": "At confirmed 1m bar t, generate features from bars <= t.",
  "entry_exit_label_used_in_training": "label_h = log(open_{t+h+1} / open_{t+1})",
  "live_prediction_output": {
    "pred_ret": "model pred_ret[:, recommended_horizon_index]",
    "pos_score": "sigmoid(model pos_logit[:, recommended_horizon_index])",
    "score_bps": "pred_ret * 10000"
  },
  "minimum_live_history": {
    "lookback_bars": 256,
    "extra_for_rolling_features": 30,
    "recommended_warmup_bars": 286
  },
  "not_included": [
    "raw market data",
    "historical test predictions",
    "checkpoint optimizer state",
    "orderbook/cost/liquidity features"
  ]
}