Restore trading_calendar.py — universe_returns still imports it#48
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Restore trading_calendar.py — universe_returns still imports it#48cipher813 wants to merge 1 commit into
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The ae-dashboard de-bloat split (#43) moved this file to alpha-engine-dashboard on the (incorrect) assumption that the Step Function's CheckTradingDay was the sole consumer. Spot smoke test surfaced that collectors/universe_returns.py:215 also imports it: from trading_calendar import is_trading_day as nyse_is_trading_day which broke the spot migration's DataPhase1 workflow (ModuleNotFoundError in weekly_collector.py --phase 1). This is a dual-copy smell (same file now lives in both repos) — flagged in ROADMAP.md. The architecturally correct fix is to move it into alpha-engine-lib so all consumers pull from one source of truth, but that requires wiring up private-lib git auth on the spot which is out of scope for the Saturday-unblock window. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Superseded by the lib-based approach (architecturally correct). Adding trading_calendar to alpha-engine-lib in cipher813/alpha-engine-lib#4; new data-repo PR will update universe_returns.py to import from lib and bump the lib pin, without restoring the local copy. |
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Closes the loop on the de-bloat split regression. collectors/universe_returns.py was importing `from trading_calendar import is_trading_day`, which broke when #43 moved the file out of this repo. Rather than restore a local copy (the patchwork approach in the now-closed #48), import from alpha_engine_lib.trading_calendar — a single source of truth shared across all Alpha Engine modules. - collectors/universe_returns.py: `from alpha_engine_lib.trading_calendar ...` - requirements.txt: bump alpha-engine-lib pin @v0.1.1 → @v0.1.3 Requires cipher813/alpha-engine-lib#4 merged + tagged v0.1.3 first. Spots pip-install from the git tag, so the new module appears at install time without any other plumbing. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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cipher813
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Closes the loop on the de-bloat split regression. collectors/universe_returns.py was importing `from trading_calendar import is_trading_day`, which broke when #43 moved the file out of this repo. Rather than restore a local copy (the patchwork approach in the now-closed #48), import from alpha_engine_lib.trading_calendar — a single source of truth shared across all Alpha Engine modules. - collectors/universe_returns.py: `from alpha_engine_lib.trading_calendar ...` - requirements.txt: bump alpha-engine-lib pin @v0.1.1 → @v0.1.3 Requires cipher813/alpha-engine-lib#4 merged + tagged v0.1.3 first. Spots pip-install from the git tag, so the new module appears at install time without any other plumbing. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
cipher813
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#49) Closes the loop on the de-bloat split regression. collectors/universe_returns.py was importing `from trading_calendar import is_trading_day`, which broke when #43 moved the file out of this repo. Rather than restore a local copy (the patchwork approach in the now-closed #48), import from alpha_engine_lib.trading_calendar — a single source of truth shared across all Alpha Engine modules. - collectors/universe_returns.py: `from alpha_engine_lib.trading_calendar ...` - requirements.txt: bump alpha-engine-lib pin @v0.1.1 → @v0.1.3 Requires cipher813/alpha-engine-lib#4 merged + tagged v0.1.3 first. Spots pip-install from the git tag, so the new module appears at install time without any other plumbing. Co-authored-by: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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The deploy-drift preflight (alpha-engine-predictor, PR #48) enforces "SF Comment stamp + CF stack git-sha tag == cipher813/alpha-engine-data@main HEAD" and halts the pipeline on mismatch. But infrastructure/deploy-infrastructure.sh had no GHA and was manual-only, so every main merge that touched anything other than infrastructure/ silently accumulated drift. Caught on 2026-04-23 13:05 UTC — weekday SF halted 11 commits behind. Adds .github/workflows/deploy-infrastructure.yml that runs the deploy script on every push to main + workflow_dispatch. No path filter: every commit restamps, ~30s of idempotent update-stack + update-state-machine calls per merge. Cost is negligible, eliminates the whole drift class. IAM: extends github-actions-lambda-deploy role with six new Sids scoped to what CloudFormation actually calls during a tag-propagating stack update. Verified via create-change-set — CF propagates the git-sha tag to all 22 resources in the template, so the role needs TagResource on cloudwatch, events, sns, scheduler + SF UpdateStateMachine on both pipelines + Lambda AddPermission/RemovePermission (Lambda::Permission resources show Conditional replacement when their SourceArn reference is dynamic). Template-content changes (new alarm, new rule) will still fail loudly with AccessDenied until the specific resource action is added — intentional, same discoverability as the existing Lambda deploy role. Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
Bug from the ae-dashboard de-bloat split: #43 moved `trading_calendar.py` to alpha-engine-dashboard on the incorrect assumption that the Step Function's `CheckTradingDay` was the sole consumer. Spot smoke test surfaced that `collectors/universe_returns.py:215` also imports it:
```python
from trading_calendar import is_trading_day as nyse_is_trading_day
```
Broke DataPhase1 on the spot with `ModuleNotFoundError: No module named 'trading_calendar'`.
Fix
Restore `trading_calendar.py` in this repo (byte-identical to the version now in alpha-engine-dashboard). Unblocks the spot migration.
Trade-off
Dual-copy across two repos. Drift risk. Architecturally correct fix: move to `alpha-engine-lib` (the PR I opened + closed earlier today — lib#3). That needs private-lib git auth wired into the spot, which is real scope. Added to ROADMAP.md as a P2 — do it in a calmer week.
Also surfaced in the smoke run (not addressed in this PR)
`fundamentals` collector reports `status=ok` in the summary but the inner log shows `Fundamentals fetched in 26.7s: 0 OK, 903 errors, 903 total`. Silent-failure bug — violates the "no silent fails" standard. Existing issue, predates this session. Separate follow-up needed. Likely FMP API key / auth / rate-limit problem on the spot's environment.
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