3 Commits

Include renames

Author	SHA1	Message	Date
mathiasandClaude Sonnet 4.6	e31905dc43	feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2) ... - scripts/prepare_hourly.py: M1→hourly aggregation (realized_vol = sqrt(Σr²), MIN_BARS=30 threshold, no weekend rows, year-based split preserved) - tests/test_prepare_hourly.py: 5 TDD tests, all green - train.py: USE_HOURLY=True, WINDOW=240 (10-day), PATCH_LEN=24 (1-day patches); build() prefers eurusd_hourly.parquet, falls back to daily; EXPORT BLOCK updated - Taskfile.yml: data:fetch:historical, data:prepare:hourly, data:prepare:all, data:test - 98,591 hourly rows (2008-2023) covering GFC, Euro crisis, Brexit, COVID, Fed cycle Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-25 13:12:48 +02:00
mathiasandClaude Sonnet 4.6	e11e7d2524	feat(eval): Go evaluation harness — LinearProbe, Silhouette, EffectiveRank (#4) ... internal/eval: three pure-Go diagnostics on frozen embeddings: LinearProbe(emb, y, λ) → val_vol_r2 (OOS R², closed-form ridge, Cholesky) Silhouette(emb, labels) → mean silhouette (Euclidean, multi-label, errors on <2 classes) EffectiveRank(emb) → Roy effective rank (Jacobi eigenvalues → entropy → exp(H)) cmd/eval/main.go: CLI driver reading embeddings.json (exported by train.py with EXPORT_EMBEDDINGS=1), standardises per-dim, dispatches to -metric flag. task eval:probe / eval:silhouette / eval:collapse wired in Taskfile. 8/8 tests pass (red-green: perfect clusters, rank-1, full-rank, noise, constant target, single-label error). Pure stdlib, no external deps. Closes #4. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-24 12:01:04 +02:00
mathias	d1193a57c6	Initial commit	2026-05-27 21:55:18 +00:00