Validate ordered Polymarket reference segment sets

[proerror77]

Change contract:

• Validate a bounded, ordered, immutable set of consecutive Polymarket reference-hour triplets as one fail-closed research input; bind each segment to its UTC partition, event-type counts, and canonical trade-ID version before combining it.

Out of scope:

• Binding selected-event evidence to exact event-local trade-completion proofs (owned by Bind Polymarket evidence to trade completion proofs #152).
• Collector retention/finalization semantics (owned by Record complete Polymarket trade sets #153).
• Any execution, live-trading, deployment, or promotion-policy change.

Dependency or merge order:

• Base PR: Record complete Polymarket trade sets #153.
• Merge order: Record complete Polymarket trade sets #153 -> Validate ordered Polymarket reference segment sets #154 -> Bind Polymarket evidence to trade completion proofs #152.

Focused validation:

• cargo test --manifest-path rust_hft/Cargo.toml -p hft-collector --lib -> 172 passed, 2 ignored.
• cargo test --manifest-path rust_hft/prediction-markets/Cargo.toml -p ploy-market-data -> 32 passed.
• cargo test --manifest-path rust_hft/prediction-markets/Cargo.toml -p ploy-research checked_in_btc_and_sol_templates_pin_current_brief_and_rust_policy -> passed.
• cargo clippy --manifest-path rust_hft/Cargo.toml -p hft-collector --all-targets -- -D warnings -> passed.
• cargo clippy --manifest-path rust_hft/prediction-markets/Cargo.toml -p ploy-market-data --all-targets --no-deps -- -D warnings -> passed.
• git diff --check -> passed.
• Two fixed-head reviewers at base 1870d888 and head 9270aef8 -> no findings.
• Scope: 7 files, 656 changed lines; below the 25-file/750-line split threshold.

Rollout/rollback impact:

• Rollout: producers emit v2 validated-input manifests with ordered reference arrays, bounded pre-copy staging, and per-segment event identities; sealed artifacts continue accepting existing v1 input shape.
• Rollback: revert Validate ordered Polymarket reference segment sets #154 to return to single-reference validation; collector completion behavior from Record complete Polymarket trade sets #153 remains unchanged.

Summary by CodeRabbit

• New Features

  • Research validation now supports multiple reference data segments.
  • Added validation for consecutive UTC hours, event types, archive sizes, and duplicate trade records.
  • Evidence output combines validated reference data while removing duplicate records.
  • Command-line workflows now accept multiple reference files.

• Bug Fixes

  • Improved validation of segment identities, timestamps, manifests, and recording policies.

• Chores

  • Updated research mission configuration snapshots and supporting test fixtures.

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Review details

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 53491b23-f8ae-4cc4-a51c-3c8268453c90

📥 Commits

Reviewing files that changed from the base of the PR and between c3e1239 and d288de2.

📒 Files selected for processing (3)

• rust_hft/prediction-markets/config/research_missions/polymarket-btc-5m.example.json
• rust_hft/prediction-markets/config/research_missions/polymarket-sol-5m.example.json
• rust_hft/prediction-markets/crates/ploy-market-data/src/polymarket_evidence/artifact.rs

📝 Walkthrough

Walkthrough

The PR adds V2 validated-input support for multiple Polymarket reference segments, including bounded staging, consecutive-hour and event-type checks, deduplicated output combination, updated CLI wiring, fixtures, tests, and mission snapshot identifiers.

Changes

Polymarket multi-reference validation

Layer / File(s)	Summary
Validated-input contract and evidence checks rust_hft/prediction-markets/crates/ploy-market-data/src/polymarket_evidence/artifact.rs	Adds V2 inputs with plural references, event-type identities, reference limits, timestamp validation, and expanded sealing tests.
Reference-set staging and validation rust_hft/tools/collector/src/polymarket_research_import.rs	Validates bounded multi-reference inputs, consecutive UTC hours, manifest identities, event types, resource limits, and deduplicated combined outputs.
CLI reference triplet wiring rust_hft/tools/collector/src/bin/polymarket-raw-ops.rs	Accepts aligned reference path vectors, constructs ordered triplets, and passes them to validation and publication commands.
Integration fixtures and mission snapshots rust_hft/tools/collector/src/polymarket_evidence_artifact.rs, rust_hft/tools/collector/src/polymarket_research_select.rs, rust_hft/prediction-markets/config/research_missions/*.example.json	Updates fixtures to the V2 plural-reference shape and replaces BTC and SOL policy snapshot identifiers.

Estimated code review effort: 4 (Complex) | ~60 minutes

Sequence Diagram(s)

sequenceDiagram
  participant Operator
  participant polymarket_raw_ops
  participant with_validated_research_segments
  participant combine_references
  Operator->>polymarket_raw_ops: provide reference path lists
  polymarket_raw_ops->>with_validated_research_segments: submit ordered ArtifactTriplet values
  with_validated_research_segments->>combine_references: rescan and combine reference outputs
  combine_references-->>with_validated_research_segments: produce deduplicated references.ndjson
  with_validated_research_segments-->>Operator: return V2 validation report

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Possibly related PRs

• proerror77/monday#76: Updates the same Polymarket mission template snapshot identifiers.
• proerror77/monday#98: Introduces the publication CLI flow extended here for multiple reference triplets.

🚥 Pre-merge checks | ✅ 4 | ❌ 1

❌ Failed checks (1 warning)

Check name	Status	Explanation	Resolution
Docstring Coverage	⚠️ Warning	Docstring coverage is 38.46% which is insufficient. The required threshold is 80.00%.	Write docstrings for the functions missing them to satisfy the coverage threshold.

✅ Passed checks (4 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title clearly matches the main change: ordered Polymarket reference segment validation.
Description check	✅ Passed	The description covers the required contract, out-of-scope, merge order, validation, and rollout details, with only minor heading naming differences.
Linked Issues check	✅ Passed	Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check	✅ Passed	Check skipped because no linked issues were found for this pull request.

✨ Finishing Touches

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch codex/polymarket-reference-segment-set

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