PIT Guards¶
alphaforge.pit.guards
¶
ReleaseLagPolicy
dataclass
¶
Policy for lag-adjusting effective asof timestamps per series.
effective_asof(asof: pd.Timestamp, series_key: str, policy: ReleaseLagPolicy) -> pd.Timestamp
¶
Compute effective asof after lag/cutoff/embargo policy adjustments.
pit_leakage_report(df: pd.DataFrame, ts_col: str = 'obs_date', asof_col: str = 'asof_utc') -> pd.DataFrame
¶
Structured leakage and PIT hygiene diagnostics for PIT-shaped data.