D08-F07-A18 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA

Market Entropy

How dispersed are recent return states across a declared symbol alphabet? 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

H=-sum_k p_k log(p_k); normalize by log(K) after discretizing returns with fixed, point-in-time bins

Availability rule

A state at t may use only observations available through t; confirmed swings retain their confirmation timestamp and are never relabeled as known at the pivot bar.

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 (D08-F07-A18)
{
  "value": 0.626370941606566
}

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