IBS self-test, 2026-11-03T10:58:18.092Z
ok   hand days IBS-L: engine trades = hand values (7) - 2024-03-11 1 2024-03-11 16:01->2024-03-12 16:01 91.5->99 r0 134.24 | 2024-03-13 1 2024-03-13 16:01->2024-03-14 16:01 97->101.5 r1 58.48 | 2024-03-20 1 2024-03-20 16:01->2024-03-21 16:03 98.25->101 r0 39.24 | 2024-03-22 1 2024-03-22 16:01->2024-03-25 16:01 101.25->102.5 r0 9.24 | 2024-03-28 1 2024-03-28 16:01->2024-04-01 16:01 100.75->103 r0 29.24 | 2024-11-27 1 2024-11-27 16:01->2024-11-29 13:01 100.5->102 r0 14.24 | 2024-11-29 1 2024-11-29 13:01->2024-12-02 16:01 102->103.5 r0 14.24
ok   hand days IBS-L: reference trades = hand values
ok   hand days IBS-L: control at offset 0 = the trades
ok   hand days IBS-LS: engine trades = hand values (8) - 2024-03-11 1 2024-03-11 16:01->2024-03-12 16:01 91.5->99 r0 134.24 | 2024-03-12 -1 2024-03-12 16:01->2024-03-13 16:01 99->97 r0 24.24 | 2024-03-13 1 2024-03-13 16:01->2024-03-14 16:01 97->101.5 r1 58.48 | 2024-03-20 1 2024-03-20 16:01->2024-03-21 16:03 98.25->101 r0 39.24 | 2024-03-22 1 2024-03-22 16:01->2024-03-25 16:01 101.25->102.5 r0 9.24 | 2024-03-28 1 2024-03-28 16:01->2024-04-01 16:01 100.75->103 r0 29.24 | 2024-11-27 1 2024-11-27 16:01->2024-11-29 13:01 100.5->102 r0 14.24 | 2024-11-29 1 2024-11-29 13:01->2024-12-02 16:01 102->103.5 r0 14.24
ok   hand days IBS-LS: reference trades = hand values
ok   hand days IBS-LS: control at offset 0 = the trades
ok   Thanksgiving and Good Friday are not sessions; 29 Nov 2024 closes at 13:00
ok   unusable: first bar 09:40, 340 bars, no close bar; usable at 351 bars
ok   IBS exactly 0.2 and 0.8 give no signal; high = low gives no IBS
ok   worst open loss: long 11 Mar -6.5 (overnight low 85), short 12 Mar -5.0 (high 104)
ok   overnight / day split of the 11 Mar long: +3.5 to the 09:30 open, +4.0 after
ok   MNQ conversion with a roll: 2 x 4.5 - 2 x 2.52 = 3.96
ok   roll time 2024-03: Wednesday 13 March 18:00
ok   NYSE calendar 2020-2026: engine = reference every day
ok   real data: same bars read - 2373779 / 2373779
ok   real data: same sessions, usable flags and IBS - 1692 / 1692 sessions
ok   real data IBS-L: engine = reference trade by trade - 317 / 317 trades
ok   real data IBS-L: control at offset 0 = the trades
COUNTS ONLY IBS-L: 317 trades (317 long, 0 short); DEV 210, VAL 59, HOLDOUT 48; held through a roll 6
ok   real data IBS-LS: engine = reference trade by trade - 870 / 870 trades
ok   real data IBS-LS: control at offset 0 = the trades
COUNTS ONLY IBS-LS: 870 trades (317 long, 553 short); DEV 561, VAL 154, HOLDOUT 155; held through a roll 14
COUNTS ONLY: 1692 sessions in the data range, 1687 usable; not usable: 2020-10-23, 2023-04-05, 2025-08-29, 2026-01-23, 2026-06-11

PASSED