Fix CI review R5: persist pre/post_periods_used on HonestDiDResults

- Add pre_periods_used and post_periods_used fields to HonestDiDResults
  so the retained horizon set is always available on the results object
- HonestDiD.fit() populates both fields from the extracted period lists
- Summary renders retained horizons below the target label
- Add test_honest_did_retains_period_metadata asserting fields populated
  and summary shows "Post horizons used:"

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

Author: igerber

diff_diff/chaisemartin_dhaultfoeuille_results.py

@@ -988,6 +988,18 @@ def _render_honest_did_section(
                 thin,
                 f"{'Method:':<35} {method_label} (M={_fmt_float(m_val)})",
                 f"{'Target:':<35} {hd.target_label}",
+            ]
+        )
+        if hd.post_periods_used is not None:
+            lines.append(
+                f"{'Post horizons used:':<35} {hd.post_periods_used}"
+            )
+        if hd.pre_periods_used is not None:
+            lines.append(
+                f"{'Pre horizons used:':<35} {hd.pre_periods_used}"
+            )
+        lines.extend(
+            [
                 f"{'Original estimate:':<35} {_fmt_float(hd.original_estimate):>10}",
                 f"{'Identified set:':<35} "
                 f"[{_fmt_float(hd.lb)}, {_fmt_float(hd.ub)}]",

diff_diff/honest_did.py

@@ -192,6 +192,8 @@ class HonestDiDResults:
     alpha: float = 0.05
     ci_method: str = "FLCI"
     target_label: str = "Equal-weight avg over post horizons"
+    pre_periods_used: Optional[List[Any]] = field(default=None, repr=False)
+    post_periods_used: Optional[List[Any]] = field(default=None, repr=False)
     original_results: Optional[Any] = field(default=None, repr=False)
     # Event study bounds (optional)
     event_study_bounds: Optional[Dict[Any, Dict[str, float]]] = field(default=None, repr=False)
@@ -2330,6 +2332,8 @@ def fit(
             alpha=self.alpha,
             ci_method=ci_method,
             target_label=target_label,
+            pre_periods_used=list(pre_periods),
+            post_periods_used=list(post_periods),
             original_results=results,
             survey_metadata=survey_metadata,
             df_survey=df_survey,

tests/test_chaisemartin_dhaultfoeuille.py

@@ -3404,6 +3404,24 @@ def test_honest_did_custom_l_vec_on_impact(self):
             rtol=1e-10,
         )
 
+    def test_honest_did_retains_period_metadata(self):
+        """HonestDiDResults stores pre_periods_used and post_periods_used."""
+        df = self._make_data()
+        with warnings.catch_warnings():
+            warnings.simplefilter("ignore")
+            r = ChaisemartinDHaultfoeuille(seed=1).fit(
+                df, "outcome", "group", "period", "treatment",
+                L_max=2, honest_did=True,
+            )
+        hd = r.honest_did_results
+        assert hd.pre_periods_used is not None
+        assert hd.post_periods_used is not None
+        assert all(p < 0 for p in hd.pre_periods_used)
+        assert all(p > 0 for p in hd.post_periods_used)
+        # Summary renders the retained horizons
+        text = r.summary()
+        assert "Post horizons used:" in text
+
     def test_honest_did_custom_l_vec_summary_label(self):
         """summary() renders custom target label when l_vec is overridden."""
         from diff_diff.honest_did import compute_honest_did