generated from mathias/template-go-web
feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)
fetch_data.py politely pulls EUR/USD M1 from histdata.com (maintained package handles the anti-hotlink token; per-year, spaced). prepare_data.py (LOCKED per Phase-1 contract) parses M1 -> daily series with realized_vol = the val_vol_r2 target (sqrt sum of squared intraday returns). Verified on 2019-2021: 937 days, March-2020 COVID RV spike 5.1x over 2019 median — real signal, target works. Data gitignored (DVC/MinIO = #10). Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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@@ -31,3 +31,6 @@ bin/
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# python venv (autoresearch loop)
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.venv/
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# downloaded + processed market data (track via DVC/MinIO, #10 — not git)
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data/
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