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49 | 49 | - **Commit f85a59d**: Fix HistoricalGEXDatabaseBuilder - Store real prices, not obfuscated fallback |
50 | 50 | - **Commit 175a9bd**: Fix OutcomeCalculator - Prioritize database lookup over deep ITM inference |
51 | 51 | - **Commit 8fc04d0**: Update project status - Q1-Q4 validation complete |
| 52 | +- **Commit c926b9c**: Fix Issue #84 - Add fail-fast validation for data coverage |
52 | 53 |
|
53 | | -### ✅ GitHub Issues Closed (Chat B - Oct 12) |
54 | | -**8 issues closed** - Refocused on research (not trading system): |
55 | | -- Issue #71: Strike-level trading strategy (not needed) |
56 | | -- Issue #46, #47, #48, #49: Trading infrastructure (not research) |
57 | | -- Issue #30: GEX trading signals (not research) |
58 | | -- Issue #58: Baseline comparison (pattern not profitable) |
59 | | -- Issue #79: Pattern taxonomy validation (**SUCCESS** - research complete) |
| 54 | +### ✅ GitHub Issues Resolved (Oct 12) |
| 55 | +**9 issues closed/resolved** - Refocused on research: |
| 56 | +- **Issue #84**: Validation Pipeline Design Flaw ✅ RESOLVED (Chat A) |
| 57 | +- **Issue #79**: Pattern taxonomy validation (**SUCCESS** - research complete) |
| 58 | +- **Issue #71**: Strike-level trading strategy (closed - not needed) |
| 59 | +- **Issue #46, #47, #48, #49**: Trading infrastructure (closed - not research) |
| 60 | +- **Issue #30**: GEX trading signals (closed - not research) |
| 61 | +- **Issue #58**: Baseline comparison (closed - pattern not profitable) |
60 | 62 |
|
61 | 63 | --- |
62 | 64 |
|
63 | 65 | ## Next Actions (Priority Order) |
64 | 66 |
|
65 | | -### 1. Review Remaining Issues (Chat A) - From Chat B Handoff |
| 67 | +### 1. Review Remaining Issues (Chat A) |
66 | 68 | **6 issues need research alignment review**: |
67 | 69 |
|
68 | 70 | **Issue #54** - Market Mechanics Pattern Library |
|
80 | 82 | - Keep if expanding research validation methodology |
81 | 83 | - Close if preparing for live trading |
82 | 84 |
|
83 | | -### 2. Prioritize Issue #84 (HIGH PRIORITY) |
84 | | -**Validation Pipeline Design Flaw**: Only tests cached dates, may bias results |
85 | | -- **Impact**: Could invalidate research findings |
86 | | -- **Action**: Fix before publishing research |
87 | | - |
88 | | -### 3. Research Direction Decision |
| 85 | +### 2. Research Direction Decision |
89 | 86 | **Core research goal**: "Can LLMs detect structural market microstructure patterns without memorization?" |
90 | 87 |
|
91 | 88 | **Status**: ✅ ANSWERED - Yes, LLM detects patterns with 84-100% accuracy |
|
115 | 112 | - Fixed path to correct gex_database.db |
116 | 113 | - Forward returns now accurate |
117 | 114 |
|
| 115 | +### Issue #84 Validation Pipeline Fix ✅ COMPLETE |
| 116 | +- Root cause: Only tested cached dates without coverage validation |
| 117 | +- Fixed with fail-fast validation requiring ≥80% coverage |
| 118 | +- Q2 limitation documented (27% coverage - insufficient) |
| 119 | +- Documentation: docs/guides/issue-84-resolution.md |
| 120 | + |
118 | 121 | --- |
119 | 122 |
|
120 | 123 | ## Active Research Issues |
121 | 124 |
|
122 | | -### HIGH PRIORITY |
123 | | -**Issue #84** - Validation Pipeline Design Flaw |
124 | | -- Only tests cached dates, may introduce selection bias |
125 | | -- Must fix before publishing research findings |
126 | | - |
127 | 125 | ### UNDER REVIEW (Pending Research Alignment Assessment) |
128 | 126 | - Issue #54: Market Mechanics Pattern Library |
129 | 127 | - Issue #52: Temporal Pattern Detection |
|
143 | 141 | ## Closed Issues (October 2025) |
144 | 142 |
|
145 | 143 | ### Research Complete |
| 144 | +- ~~Issue #84: Validation Pipeline Design Flaw~~ - ✅ RESOLVED (Oct 12) - Fail-fast coverage validation |
146 | 145 | - ~~Issue #79: Pattern Taxonomy Validation~~ - ✅ SUCCESS (Oct 12) - LLM detects patterns accurately |
147 | 146 | - ~~Issue #80: Enhanced Output Structure~~ - ✅ Closed Oct 9 |
148 | 147 | - ~~Issue #81: Obfuscation Bug~~ - ✅ Closed Oct 7 |
|
156 | 155 | - ~~Issue #44: Cache System Bug~~ - ✅ Resolved |
157 | 156 | - Database corruption (450.0 obfuscation bug) - ✅ Fixed Oct 11 |
158 | 157 | - OutcomeCalculator path bug - ✅ Fixed Oct 11 |
| 158 | +- Validation pipeline coverage bug (Issue #84) - ✅ Fixed Oct 12 |
159 | 159 |
|
160 | 160 | --- |
161 | 161 |
|
162 | 162 | ## Current Blockers |
163 | 163 |
|
164 | | -**NONE** - All technical work complete. |
| 164 | +**NONE** - All technical work complete. Issue #84 resolved. |
165 | 165 |
|
166 | 166 | **DECISION NEEDED**: Research direction |
167 | 167 | - Test new patterns? (find one with economic edge) |
|
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