The bundled reference discontinuity provider: UTC weekends (all of
Saturday and Sunday) removed from the axis. This is demo / spike grade — it
knows nothing about exchange holidays, half-days, session hours, or non-UTC
weekends. For real markets, construct a provider from a session schedule
(bring-your-own calendar data, per the trading-calendar RFC); this exists to
prove the interface, to seed stories/tests, and to cover the "just drop the
weekends" case. It deliberately takes no options — anything beyond a
plain Sat+Sun UTC weekend is a job for the calendar, not a knob here.
Semantics: the removed gaps are [Sat 00:00 UTC, Mon 00:00 UTC) each week.
All arithmetic is closed-form O(1) — no scan over the intervening weeks — so
it is cheap to call per-tick / per-pixel.
The bundled reference discontinuity provider: UTC weekends (all of Saturday and Sunday) removed from the axis. This is demo / spike grade — it knows nothing about exchange holidays, half-days, session hours, or non-UTC weekends. For real markets, construct a provider from a session schedule (bring-your-own calendar data, per the trading-calendar RFC); this exists to prove the interface, to seed stories/tests, and to cover the "just drop the weekends" case. It deliberately takes no options — anything beyond a plain Sat+Sun UTC weekend is a job for the calendar, not a knob here.
Semantics: the removed gaps are
[Sat 00:00 UTC, Mon 00:00 UTC)each week. All arithmetic is closed-form O(1) — no scan over the intervening weeks — so it is cheap to call per-tick / per-pixel.