diff --git a/.gitignore b/.gitignore index ef8c4cc..d379091 100644 --- a/.gitignore +++ b/.gitignore @@ -34,3 +34,20 @@ bin/ # downloaded + processed market data (track via DVC/MinIO, #10 — not git) data/ + +# autoresearch run dirs (ephemeral; each scaffold rebuilds from fixtures/) +runs/ + +# ephemeral experiment outputs (generated by train.py / loop.py) +metrics.json +embeddings.json +HEARTBEAT +STATUS.md + +# python caches +__pycache__/ +*.pyc +.pytest_cache/ + +# built Go binaries +eval diff --git a/fixtures/phase-a-toy.json b/fixtures/phase-a-toy.json new file mode 100644 index 0000000..bf6751b --- /dev/null +++ b/fixtures/phase-a-toy.json @@ -0,0 +1,11 @@ +{ + "strategic_question": "What is the highest-leverage path to a JEPA-based FX tail-risk system that beats a GARCH/EWMA baseline on out-of-sample VaR-breach calibration, given one GPU and a solo researcher?", + "nodes": [ + { + "id": "phase-a-toy", + "status": "autoresearch-ready", + "question": "Improve the OOS linear-probe R² (val_vol_r2) of the HEPA encoder on EUR/USD daily realized vol. The encoder is a small causal transformer trained with VICReg. Vary one hyperparameter or architectural choice per iteration — model size, learning rate, window, patch length, depth, VICReg loss weights — to push val_vol_r2 as high as possible on the 2022-2023 OOS slice.", + "candidate_metric": "val_vol_r2" + } + ] +} diff --git a/metrics.json b/metrics.json deleted file mode 100644 index ab2d252..0000000 --- a/metrics.json +++ /dev/null @@ -1,14 +0,0 @@ -{ - "val_vol_r2": 0.3641397896593044, - "phase1_r2": 0.3908407688140869, - "n_test": 11641, - "knobs": { - "WINDOW": 120, - "PATCH_LEN": 24, - "D_MODEL": 128, - "DEPTH": 2, - "ALPHA": 0.1, - "DELTA_T_MAX": 3, - "EPOCHS": 300 - } -} \ No newline at end of file