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pd.Timestamp.now() was called inside the inner loop, giving each row a unique nanosecond-precision expiry. When fit_all_slices grouped by expiry, every row became its own group (1 strike each), all slices were skipped, and generate_diagnostics received an empty DataFrame without a 'T' column. Fix: compute expiry once per T value outside the inner loops, using normalized (midnight) timestamps so all rows for the same tenor share the same expiry. https://claude.ai/code/session_01Ftdq55zEFZiQpaEMFMf5EN
- Remove Morgan Stanley from dashboard sidebar and README author line - Add sidebar blurb linking to LOB Regime Scanner project with brief description of its HMM-based order-book regime classification https://claude.ai/code/session_01Ftdq55zEFZiQpaEMFMf5EN
- Add educational descriptions above each chart explaining what it shows and why it matters (3D surface, smile slices, residual heatmap, arbitrage diagnostics, ATM term structure, mispricing table) - Remove LOB Regime Scanner references from sidebar and README https://claude.ai/code/session_01Ftdq55zEFZiQpaEMFMf5EN
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