Validation does not match execution

Features use the official closing price, but the backtest assumes a fill at that same close. What timing question must be resolved?

Determine whether all feature inputs were observable early enough to submit an order eligible for that closing execution. An official close published after the auction cannot support a decision placed before the auction cutoff. Shift execution to a feasible later timestamp or use only pre-cutoff information. Include processing latency and order rules. A correct date split does not fix impossible within-day execution timing.