mathias/jepa-fx-risk
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v0.2.0
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mathiasandClaude Opus 4.8 485fdaa9f9 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>
 2026-06-23 16:49:59 +02:00
mathiasandClaude Opus 4.8 df910e4336 chore(phase0): reproducible compute gate — torch cu130 + GPU smoke test
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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