LEAKAGE_RULES.md

# LEAKAGE_RULES.md



These rules apply to every project using temporal data, prediction, simulation, backtesting, ranking or historical evaluation.



## Recommended Columns



- `source_published_at`

- `source_ingested_at`

- `available_at`
- `prediction_time`
- `target_time`
- `source_url`
- `source_name`

## Central Rule

`available_at <= prediction_time`

If a feature was not available at prediction time, it must not be used.

## Prohibitions

- No future information in prediction features.
- No labels inside prediction features.
- No survivorship bias.
- No look-ahead bias.
- No backtest without walk-forward or time-aware validation.
- No random split when temporal order matters.
- No corrected historical data without recording when the correction became available.

## Trading-Agent Example

A news article can affect a prediction only if:

- `source_published_at` is known.
- `source_ingested_at` is known.
- `available_at` is computed.
- `available_at <= prediction_time`.
- The target return is stored separately from features.

Backtests must be walk-forward and must not rebalance using future prices, future constituents or future news.

## Immobilier-Predictif Example

Urbanism permits, demographics and transaction data can affect a prediction only if they were available before `prediction_time`.

Do not use final sale price, future renovation, later zoning decisions or post-event news as features for earlier predictions.