fix(collector): accept closed same-hour reference fragments

[proerror77]

Change contract

Accept an authenticated ordered set of closed Polymarket reference triplets when adjacent immutable fragments are from the same UTC hour or the immediately following hour; reject backward order and skipped hours.

Acceptance evidence

• cargo test -p hft-collector --lib --locked — 182 passed, 2 ignored.
• cargo clippy -p hft-collector --lib --tests --locked -- -D warnings — passed.
• Counterexamples cover same-hour acceptance, consecutive-hour acceptance, skipped-hour rejection, and duplicate v2 trade IDs across same-hour fragments.

Out of scope

Raw collector discovery or deployment, OSS staging/copying, evidence publication, cohort/snapshot construction, evaluator/MCTS, and live execution.

Dependency / merge order

Implements #174 and unblocks #173. Merge before the #173 cloud artifact compilation is retried; no stacked base PR.

Rollout / rollback impact

The parser remains fail-closed for bound files, manifests, policy, duplicate trades, and completion evidence. Rollback reverts only the same-hour transition compatibility; immutable OSS artifacts are unchanged.

Summary by CodeRabbit

• Bug Fixes
  • Reference segments from the same UTC hour are now accepted during validation.
  • Validation continues to allow consecutive UTC hours while correctly rejecting larger gaps.
  • Updated error messaging and test coverage reflect the revised time-segment rules.

[coderabbitai]

No actionable comments were generated in the recent review. 🎉

ℹ️ Recent review info

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 18a08294-c5f5-44c4-b666-d2841e880f9b

📥 Commits

Reviewing files that changed from the base of the PR and between 65cf635 and 2e7eb4c.

📒 Files selected for processing (1)

• rust_hft/tools/collector/src/polymarket_research_import.rs

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📝 Walkthrough

Walkthrough

Reference-segment validation now accepts segments from the same or next consecutive UTC hour. Tests cover same-hour acceptance, larger-gap rejection, updated messaging, and aligned duplicate-trade timestamps.

Changes

Reference validation

Layer / File(s)	Summary
Relax UTC-hour validation rust_hft/tools/collector/src/polymarket_research_import.rs	Reference segments are accepted when their UTC hour matches the previous segment or immediately follows it.
Update validation coverage rust_hft/tools/collector/src/polymarket_research_import.rs	Tests cover same-hour fragments, larger-hour-gap rejection, the revised error message, and adjusted duplicate-trade timestamps.

Estimated code review effort: 2 (Simple) | ~10 minutes

Possibly related issues

• Accept bounded same-hour reference fragments in evidence import #174 — Directly addresses the same-hour/non-decreasing UTC-hour validation change.
• Compile matched BTC 5m LOB and reference evidence for snapshot input #173 — Enables same-hour reference fragments needed for BTC evidence compilation.

Possibly related PRs

• proerror77/monday#154 — Both PRs modify UTC-hour continuity validation for Polymarket reference segments.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title is concise and accurately reflects the main behavior change in the collector.
Description check	✅ Passed	The description covers the contract, out-of-scope work, dependency order, validation, and rollback impact, with only template heading mismatches.
Docstring Coverage	✅ Passed	No functions found in the changed files to evaluate docstring coverage. Skipping docstring coverage check.
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 docstrings

• Create stacked PR
• Commit on current branch

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch codex/polymarket-same-hour-reference-fragments

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[chatgpt-codex-connector]

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[chatgpt-codex-connector]

Reject backward same-hour fragments

When two fragments are in the same UTC hour, this condition accepts either order because current == previous regardless of their start_recorded_at/end_recorded_at values. A fragment recorded at 05:30 followed by one recorded at 05:10 therefore passes validation, after which combine_references concatenates them in that caller-supplied order and downstream selection retains the first metadata occurrence, making evidence provenance and output depend on an invalid ordering. Compare the authenticated timestamps for equal-hour fragments so backward inputs remain fail-closed.

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[chatgpt-codex-connector]

Reject duplicate reference fragment identities

When an identical same-hour triplet is supplied more than once and that fragment contains no trade rows (for example, a metadata/settlement-only fragment alongside a separate trade fragment), this relaxed check accepts it and the later duplicate guard cannot detect it because it only tracks polymarket_trade record IDs. Validation then reports the same immutable source multiple times and concatenates its records multiple times, so a caller mistake changes authenticated provenance despite adding no new source data. Track and reject duplicate segment digests or file identities before combining the fragments.

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