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.