PENROSE
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Work with data

Penrose accepts four validated data shapes:

  • Series — one scalar time series;
  • Panel — dates by entities;
  • EventCalendar — point-in-time event timestamps;
  • EventMarketPanel — event markets, prices, and outcomes.

Bring your own catalog

Set PENROSE_DATA_DIR to a catalog-backed data directory. Every series must declare provenance and meet the expected frequency and timing contract.

Adapter requirements

An adapter must:

  • return a supported contract or Unavailable;
  • preserve provenance;
  • prevent look-ahead at the boundary;
  • use stable ordering and seeded randomness;
  • fail gracefully on missing or degenerate inputs;
  • carry venue and frequency semantics;
  • include deterministic and look-ahead rejection tests.

Public-corpus data policy

Separate computation rights from redistribution rights. A public record can publish hashes, metadata, and derived metrics even when raw values cannot be redistributed. Never publish a licensed panel merely because the local engine can read it.

See Data contracts and the repository's detailed adapter standards for implementation guidance.

Penrose is a falsification referee for quantitative trading claims. A verdict is evidence about survival under the referee, never a trading instruction.