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[codex] Migrate global ETF rotation to feature snapshot#147

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Pigbibi merged 1 commit into
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codex/global-etf-snapshot-runtime
Jun 19, 2026
Merged

[codex] Migrate global ETF rotation to feature snapshot#147
Pigbibi merged 1 commit into
mainfrom
codex/global-etf-snapshot-runtime

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@Pigbibi

@Pigbibi Pigbibi commented Jun 19, 2026

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Summary

  • Migrate global_etf_rotation runtime input from market history to feature_snapshot.
  • Add Global ETF snapshot runtime adapter contract metadata and diagnostics.
  • Update tests/docs for Global ETF snapshot-backed runtime and retired Russell defensive references.

Validation

  • PYTHONPATH=src .venv/bin/python -m unittest tests.test_entrypoints tests.test_catalog tests.test_global_etf_rotation
  • git diff --check

@Pigbibi Pigbibi force-pushed the codex/global-etf-snapshot-runtime branch from 54e0751 to 1cc9fe1 Compare June 19, 2026 21:07
@Pigbibi Pigbibi merged commit 173b8ab into main Jun 19, 2026
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@Pigbibi Pigbibi deleted the codex/global-etf-snapshot-runtime branch June 19, 2026 21:08

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feature_snapshot,
get_current_holdings(ctx),
get_historical_close=market_history,
as_of_date=ctx.as_of,

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P1 Badge Gate rebalance on the snapshot date

For artifact-backed runs where the feature snapshot was produced on the quarter-end but ctx.as_of is the platform run date (for example, running on 2026-04-01 with a 2026-03-31 snapshot), passing ctx.as_of makes _snapshot_rebalance_day evaluate April 1 and return daily_check, so no quarterly weights are emitted. This should use the snapshot's as_of date, or an explicit post-snapshot execution window, rather than the runtime date.

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