D07-F06-A08 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA

Gap Volatility

How variable are session-opening jumps apart from intraday range? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.

Selected expression

gap_t=O_t-C_(t-1); gap_vol_n=stdev(gap_t,n) or mean(abs(gap_t),n), declared explicitly

Availability rule

An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.

calculated · step 1 of 7

Verified synthetic fixture

This lab is paired with datasets/implementation-fixtures.json: 96 deterministic, oldest-to-newest observations spanning oscillating, rising, and moderating regimes. It is teaching data—not market history or predictive evidence.

Canonical latest output (D07-F06-A08)
{
  "gap": -1.106646689999991,
  "value": 1.1343149298154644
}

Executable checks cover this result, flat/zero-volume boundaries, invalid timestamps, and prefix causality in both language entry points.