{
  "schema_version": "1.0",
  "topic_id": "D07-F02-A16",
  "title": "Random Walk Index (High/Low)",
  "purpose": "machine-readable publication-contract verification",
  "data_class": "synthetic teaching input",
  "selected_formula": "RWI_high=max_k (H_t-L_(t-k))/(ATR_k*sqrt(k)); RWI_low=max_k (H_(t-k)-L_t)/(ATR_k*sqrt(k))",
  "canonical_question": "Does directional travel exceed a volatility-scaled random-walk yardstick?",
  "input_contract": "ordered OHLC or close observations with explicit window, smoothing, warm-up, and equality rules",
  "scenario_assertions": [
    {
      "name": "canonical",
      "expected_state": "calculated",
      "assertion": "valid and sufficiently warm synthetic input reaches calculation"
    },
    {
      "name": "boundary",
      "expected_state": "waiting",
      "assertion": "one missing observation or unresolved equality is not coerced to zero"
    },
    {
      "name": "failure",
      "expected_state": "invalid",
      "assertion": "non-finite, misordered, future-dated, or basis-mixed input is withheld"
    }
  ],
  "timing_rule": "An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.",
  "expected_non_claims": [
    "not historical market data",
    "not a forecast",
    "not a trading instruction",
    "not evidence of profitability"
  ],
  "implementation_status": "Python canonical runtime and audited Node/TypeScript adapter released with topic-owned fixtures and tests"
}