5 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	3445b6d267	experiment(phase0): NULL result — path B proxy gate (ref #5) ... Phase-0 SSL feasibility gate run on daily 2019-2023 EUR/USD (path B deviation: not hourly 2008-2022 + Go harness as specced in #5). Results: TS-JEPA silhouette mean=0.018 (need >0.20) — FAIL PCA baseline silhouette=0.136 — also below threshold sensitivity: 2000 ep + D=64 worsened to 0.004 (not a training-time issue) Root cause: 2 daily features (ret, realized_vol) carry minimal regime structure at this resolution. The JEPA objective with SIGReg pushes embeddings toward isotropic Gaussian — good for downstream probes (val_vol_r2>0) but may actively resist the clustering structure the silhouette gate measures. Null protocol: real gate requires #4 (Go harness) + #2 (hourly data, more features) before rerunning. HEPA (#14) noted as alternative backbone. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-24 10:52:07 +02:00
mathiasandClaude Opus 4.8	485fdaa9f9	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>	2026-06-23 16:49:59 +02:00
mathiasandClaude Opus 4.8	df910e4336	chore(phase0): reproducible compute gate — torch cu130 + GPU smoke test ... scripts/check_gpu.py verifies PyTorch cu130 sees the koala Blackwell GPU (sm_120) and computes — the Phase-0 prerequisite before any autoresearch experiment. Verified green: torch 2.12.1+cu130, RTX 5070, GPU matmul OK. Note: koala GPU is shared with the llama-swap LLM stack — run the autoresearch agent on iguana/berget so the card stays free for train.py. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-23 16:43:01 +02:00
mathias	d1193a57c6	Initial commit	2026-05-27 21:55:18 +00:00