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Explicitly backfill EWS/EWG and refresh Piard strategy outputs

2026-08-20T19:09:42Z Data pipeline completed Added an explicit offline-capable Piard input importer that validates and provenance-hashes EWS/EWG caches, atomically imported 15,306 daily closes without changing any original observation, fixed sharded AS allocation reads, and rebuilt both Piard payloads with daily max drawdown while preserving the monthly product's valid AS allocation charts.

Objective

Import the remaining EWS and EWG inputs through an explicit datastore workflow, then rebuild the monthly and daily Piard strategy reports offline without report-path cache mutation or loss of valid AllocateSmartly allocation content.

Approach

Added the fixed-scope import-piard-inputs command. It reads or explicitly refreshes the two Yahoo/yfinance caches, validates adjusted-OHLCV schema and requested coverage, records both file and canonical close-series hashes, preserves existing observations on overlap, and commits both tickers plus durable provenance in one transaction. The command can create a consistent non-overwriting SQLite backup before import.

The dependent rebuild exposed a pre-existing sharding bug: read_as_allocations did not route default market-database requests to market_as.sqlite, unlike the other AS readers and writers. Routing that reader through the shared shard resolver keeps the existing Piard AS allocation charts intact on fresh exports.

Results

Validation

Publication boundary

Raw Yahoo observations remain in the private repository datastore and are not exposed by the static site. Public artifacts contain only derived strategy returns, allocations, statistics, drawdowns, and coverage metadata. The operator command requires no account login or API key and emits no authenticated request data.

Source artifact: research/results/qm-k3hw.md