Module excursion 

Forward excursion summaries and an explicitly uncalibrated MFE >= MAE proxy. Input timestamps are epoch milliseconds, preserving subsecond alignment.

Structs

HourBucket

OutcomeSummary

SignalRef

A fired signal reduced to what the outcome math needs: when it fired and which way it pointed (+1 bull / long, -1 bear / short).

TimedPriceObservation

A bar with an explicit epoch-millisecond close timestamp.

Functions

evaluate_outcomes

Evaluates every signal against bars (oldest first, same timeframe), looking horizon bars forward from the first bar at or after the signal. Entry is that bar’s close; excursions are measured on the following bars’ highs/lows, expressed as a percentage of entry.