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Execution Policy Cutover (Completed)

This document is retained as a historical record of the migration from legacy execution parameters to unified three-axis fill_policy.

Final Public Model

  • price_basis: open | close | ohlc4 | hl2
  • bar_offset: 0 | 1
  • temporal: same_cycle | next_event

User-facing configuration is unified as:

fill_policy={"price_basis": "...", "bar_offset": 0_or_1, "temporal": "..."}

Current State

  • run_backtest / run_warm_start reject legacy execution parameters.
  • legacy_execution_policy_compat is removed.
  • AKQ_LEGACY_EXECUTION_POLICY_COMPAT rollback path is removed.
  • Internal compatibility mapping may still exist only as implementation detail (internal, non-public API).

Validation Baseline

Recommended regression commands:

uv run ruff check .
uv run mypy .
uv run pytest -q

Three-Axis Reference (Public Naming)

Scenario Three-axis fill_policy
Next-open style fill {"price_basis":"open","bar_offset":1,"temporal":"same_cycle"}
Current-close style fill {"price_basis":"close","bar_offset":0,"temporal":"same_cycle"}
Next-bar close fill {"price_basis":"close","bar_offset":1,"temporal":"same_cycle"}
Next-bar OHLC average fill {"price_basis":"ohlc4","bar_offset":1,"temporal":"same_cycle"}
Next-bar HL2 fill {"price_basis":"hl2","bar_offset":1,"temporal":"same_cycle"}

Exit Record

  • Migration is completed.
  • Public execution semantics are three-axis only.
  • This file is informational and no longer an active rollout checklist.