Home / ml4t / skills · data/calendar-ops/SKILL.md · GitHub

ml4t-calendar-ops skillA

ml4t-calendar-ops is agent-read markdown (skill) from ml4t/skills: Trading calendar awareness for correct date alignment and rolling windows. Use when aligning data across markets or computing holiday-aware windows..

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What the file says

# Calendar Operations

Using calendar days instead of trading days for a 20-day rolling window includes weekends and holidays, producing a window that covers 28 calendar days but only 20 observations - silently misaligning your features with your labels.

## The Problem

Markets are closed on weekends and holidays. A "20-day momentum" signal should use 20 trading days (~4 weeks), not 20 calendar days (~2.8 weeks). When you mix calendar-day math with trading-day data, rolling windows span wrong periods, cross-market joins misalign (NYSE is closed on Presidents Day but LSE is open), and date arithmetic produces gaps your model interprets as missing data. These errors are invisible until you compare strategy behavior across markets or time zones.

## The Pattern

### WRONG
```python
import polars as pl
from datetime import timedelta

# Calendar days for rolling window - includes weekends, holidays
df = df.with_columns(
    momentum=pl.col("close") / pl.col("close").shift(20) - 1  # shift(20) = 20 rows
)
# If data has gaps (holidays), shift(20) is NOT 20 trading days - it skips over them unevenly

# Date arithmetic for label alignment
df = df.with_columns(
…

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How to install

Latest version
mdr add ml4t/skills/ml4t-calendar-ops@git:20260901.c415df0
Exact content
mdr add ml4t/skills/ml4t-calendar-ops@sha256:8e463698e1ccb41e

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Versions

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git:20260901.c415df0 latest2026-09-01 c415df0 4,659 BA view · diff
git:20260528.303089e2026-05-28 303089e 4,675 BA view

Audit of the latest version

A  17 of 17 checks passed. Deterministic, no model, same answer every run.
  • pass: Frontmatter block present
  • pass: Frontmatter declares a name
  • pass: Frontmatter declares a description
  • pass: Size between 200 bytes and 200 KB (4659 bytes)
  • pass: No zero-width or bidi control characters
  • pass: No instruction hidden inside an HTML comment
  • pass: No link to an exfiltration or paste host
  • pass: No credential-shaped string
  • pass: No instruction to send local credentials anywhere
  • pass: No text hidden with inline styles
  • pass: No prompt-injection phrasing
  • pass: No curl or wget piped into a shell
  • pass: No recursive delete of root, home or parent
  • pass: No instruction to read or print local credentials
  • pass: No base64 blob over 200 characters
  • pass: No link to a raw IP address
  • pass: No script tag

Source

GitHub

ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main

API

GET https://markdownregistry.com/api/v1/artifacts/art_xri2w3jywyryamyb
GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-calendar-ops
GET https://markdownregistry.com/api/v1/blob/8e463698e1ccb41edcac3e9164fac409efc3e6a8bd79222bdfc58b7b6cfb467f

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