Assert fill price and fresh hour bar in stale price regression algorithm#9550
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Martin-Molinero merged 1 commit intoJun 19, 2026
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HourResolutionMarketOrderStalePriceRegressionAlgorithm now asserts the order fills at the next hour bar's close price (not the stale previous bar nor the open), and that the fill bar is a real, freshly closed 11:00 bar rather than a fill-forwarded repeat. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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HourResolutionMarketOrderStalePriceRegressionAlgorithm now asserts the order fills at the next hour bar's close price (not the stale previous bar nor the open), and that the fill bar is a real, freshly closed 11:00 bar rather than a fill-forwarded repeat.
See related #9535