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feat(multipair): lock best config + train:multipair Taskfile target
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Best: USE_MULTIPAIR=1 D_MODEL=256 WINDOW=120 → phase1_r2=0.4377, val_vol_r2=0.3695
WINDOW sweep (multipair D=256): W=60→0.4009, W=120→0.4377, W=240→0.4277
D_MODEL=128 undercapacity for 10ch (val_vol_r2=0.1013); D=256 restores probe quality.
Single-pair default knobs unchanged (D=128 still optimal there).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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mathias
2026-06-26 14:08:25 +02:00
co-authored by Claude Sonnet 4.6
parent bd8962f997
commit d4b67943fb
1 changed files with 4 additions and 0 deletions
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Taskfile.yml
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@@ -34,6 +34,10 @@ tasks:
data:prepare:all:
desc: "Build both daily and hourly parquets"
deps: [data:prepare:daily, data:prepare:hourly]
train:multipair:
desc: "Train 5-pair G10 HEPA (D=256, best config, phase1_r2≈0.44)"
cmds: [JEPA_USE_MULTIPAIR=1 JEPA_D_MODEL=256 .venv/bin/python train.py]
data:fetch:multipair:
desc: "Download G10 M1 data (GBPUSD/USDJPY/USDCHF/AUDUSD) 2008-2023 from histdata"
cmds: [.venv/bin/python scripts/fetch_multipair.py]