SRBMPR purging implementation guide
A definitive reference for eliminating temporal information leakage across market psychology research datasets, structural event evaluations, and cross-validation pipelines.
Core interval overlap logic
Purging eliminates any training structural event whose span from start (t0) to completion (t1) overlaps an active test event. By applying strict closed-open temporal boundaries in UTC, the framework ensures training sets maintain strict informational independence without altering baseline structural records.
Optimized interval tree execution
When scaling validation over tens of thousands of market behavioral events, linear search becomes inefficient. SRBMPR integrates an interval tree structure to resolve temporal overlap queries in logarithmic time, ensuring high-throughput validation across extensive multi-asset datasets.
Post-event embargo isolation
Beyond standard purging, an embargo buffer is appended directly after the test resolution boundary (t1). This prevents post-event look-back bleed, path-dependent state contamination, and microstructural memory from distorting subsequent model evaluations.
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