# Data

Raw and processed FX data is **gitignored** — never committed.

## Download: DUKASCopy G10 tick data

Use the provided fetch task:

```bash
task data:fetch    # downloads raw tick data → data/raw/
task data:process  # resamples to hourly OHLCV + features → data/processed/
task data:validate # gap detection, outlier report, regime coverage check
```

## Expected structure (local only)

```
data/
  raw/          G10 pairs, tick OHLCV, 2003–present (gitignored)
  processed/    Hourly log-returns, rolling HV, VIX-merged (gitignored)
  cache/        Intermediate artefacts (gitignored)
  config.yaml   Download configuration (committed)
```

## Pairs

EUR/USD, GBP/USD, USD/JPY, USD/CHF, AUD/USD, USD/CAD, NZD/USD, EUR/GBP, EUR/JPY, EUR/CHF

## Splits

| Split | Date range | Purpose |
|---|---|---|
| Train | 2008-01-01 – 2022-12-31 | Model training only |
| Held-out test | 2023-01-01 – 2023-12-31 | Final evaluation — do not open until evaluation |

**Training cutoff is hard: 2023-01-01. No post-2022 data informs any design decision.**