PIT Vintage Utilities¶
alphaforge.pit.vintage
¶
Vintage selection and lookahead validation utilities.
Moved from nowcast-data to alphaforge as generic PIT infrastructure.
select_vintage_for_asof(vintages: list[date | datetime | pd.Timestamp], asof_date: date | datetime | pd.Timestamp) -> date | datetime | pd.Timestamp | None
¶
Select the latest vintage not after asof_date.
Returns None if no vintage is available before asof_date.
validate_no_lookahead(vintage_date: date | datetime | pd.Timestamp, asof_date: date | datetime | pd.Timestamp) -> bool
¶
Return True if vintage_date <= asof_date (no lookahead bias).