feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)
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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>
This commit is contained in:
2026-06-23 16:49:59 +02:00
co-authored by Claude Opus 4.8
parent df910e4336
commit 485fdaa9f9
4 changed files with 96 additions and 3 deletions
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# Python deps for the autoresearch loop (train.py + scripts). The Go side
# (data pipeline, eval harness) is separate. Install torch from the cu130 index:
# Python deps for the autoresearch loop (train.py + scripts). Install torch from
# the cu130 index FIRST (koala Blackwell sm_120, torch 2.12.1+cu130 verified):
# pip install torch --index-url https://download.pytorch.org/whl/cu130
# pip install -r requirements.txt
# koala = Blackwell sm_120, driver R610; torch 2.12.1+cu130 verified 2026-06-23.
numpy>=2.0
pandas>=2.2
pyarrow>=16
histdata>=1.3 # histdata.com downloader (handles the tk token politely)