Objective
Extend the repository's historical series for TIP, VIX, and LQD using the prepared local dataseries deliverable. No new source research was performed.
Data coverage
The imported monthly virtual series now span:
- TIP: 1947-02-28 through 2026-08-31, 955 observations.
- LQD: 1953-05-31 through 2026-08-31, 880 observations.
- VIX: 1927-01-31 through 2026-08-31, 1,196 observations.
The VIX prefix is a labeled research proxy derived by the upstream dataseries work; it is not presented as an investable historical index. Raw source observations remain private. Public artifacts expose derived coverage and strategy results only.
Implementation
- Added LQD and VIX to the centralized dataseries ticker registry.
- Mapped source VIX to live
^VIXthrough the explicit dataseries live-alias map. - Imported the three validated series into
sim_monthlyunder__DATASERIES_TIP__,__DATASERIES_LQD__, and__DATASERIES_VIX__. - Recorded source schema, source and report digests, method, diagnostics, ticker count, and overlap policy in database provenance metadata.
- Kept live
ohlcvobservations unchanged; the import adds virtual monthly extension history.
Dependent rebuild
Resolved 54 TIP/LQD/^VIX-dependent strategies and 13 related Meta inputs. Canonical producers regenerated:
- 54 strategy payloads and 54 strategy pages, each with non-empty backtest output.
- Data coverage, risk-off history, and signal history artifacts.
- 54 strategy tearsheets and 13 Meta tearsheets.
The rebuild used the imported database snapshot and retained the explicit research-proxy labeling in coverage metadata.
Validation
- Temporary-copy import ran twice with 3,031 months each and identical per-series counts.
- The ordered live-OHLCV digest remained identical before and after import: 847,933 rows,
sha256:886fbbab4e353b0e2fc942a70ae6692bb1777e01d80e01d0817810cc4c2ab36f. python3 -m pytest -q tests/test_sim_history.py tests/test_extended_history.pypassed 36 tests.- The dependent rebuild proof found 54/54 payloads, 54/54 pages, non-empty ours series, all three dataseries coverage markers, valid risk-off/signals JSON, and 206 tearsheet files.
- Public result and coverage artifacts were generated through their canonical producers; raw dataseries rows and private account data were not published.
Limitations
The extended prefixes use the upstream deliverable's proxy and synthetic methodology. VIX pre-1990 is explicitly a research proxy and should not be interpreted as directly observed investable-index history. Follow-up issue #1315 handles the remaining Meta optimizer refresh work separately.