CZSC Chan Theory

WHENWhen implementing BarGenerator.update() with a RawBar input

ACTIONvalidate that bar.freq.value equals base_freq before processing

CONSEQUENCEFrequency mismatch causes incorrect bar aggregation across all time frequencies, corrupting OHLCV synthesis for daily, weekly, and monthly bars

WHENWhen implementing BarGenerator initialization with base_freq parameter

ACTIONvalidate that base_freq exists in sorted_freqs list before accepting

CONSEQUENCEInvalid base_freq causes KeyError when accessing freq_map dictionary, crashing the entire bar generation pipeline

WHENWhen implementing DataClient._get_cache() to read cached API responses

ACTIONacquire thread lock before reading pickle cache file to prevent race conditions

CONSEQUENCEConcurrent read/write access to pickle cache files causes corrupted DataFrames and silent data loss during multi-process backtests