mathias/jepa-fx-risk

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mathiasandClaude Sonnet 4.6 1a17a4c88e

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fix(eval): export block uses next-period RV target (t+1) to match Python probe

Go harness reported 0.42 vs Python 0.36 because export used realized_vol[t]
(current) while Python probe used realized_vol[t+1] (next-period). Fix adds
t+1 < len(df2) guard and uses iloc[t+1] as target. Go now matches Python: 0.3585.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-26 12:11:04 +02:00

.context

docs: add DECISIONS.md and rewrite PROJECT.md (#8 )

2026-06-22 18:10:32 +00:00

.gitea/workflows

Initial commit

2026-05-27 21:55:18 +00:00

.skills

Initial commit

2026-05-27 21:55:18 +00:00

cmd

fix(eval): correct probe metric to use true year-based OOS split

2026-06-24 22:57:14 +02:00

internal

fix(eval): correct probe metric to use true year-based OOS split

2026-06-24 22:57:14 +02:00

results/summaries

experiment(phase0): NULL result — path B proxy gate (ref #5 )

2026-06-24 10:52:07 +02:00

scripts

feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2 )

2026-06-25 13:12:48 +02:00

tests

feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2 )

2026-06-25 13:12:48 +02:00

.aider.conf.yml

Initial commit

2026-05-27 21:55:18 +00:00

.aider.conventions.md

Initial commit

2026-05-27 21:55:18 +00:00

.cursorrules

Initial commit

2026-05-27 21:55:18 +00:00

.gitignore

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

AGENTS.md

Initial commit

2026-05-27 21:55:18 +00:00

CLAUDE.md

Initial commit

2026-05-27 21:55:18 +00:00

DECISIONS.md

docs: add DECISIONS.md and rewrite PROJECT.md (#8 )

2026-06-22 18:10:32 +00:00

Dockerfile

Initial commit

2026-05-27 21:55:18 +00:00

go.mod

refactor: rename hostexecutor → jepa-fx-risk (#9 )

2026-06-24 11:58:42 +02:00

go.sum

refactor: rename hostexecutor → jepa-fx-risk (#9 )

2026-06-24 11:58:42 +02:00

loop.py

feat(loop): autoresearch keep/revert loop + first iteration (val_vol_r2 0.2821→0.3749, +9.3%)

2026-06-24 07:16:50 +02:00

metrics.json

feat(loop): 5 iters on TS-JEPA+SIGReg backbone — consistent improvement

2026-06-24 07:45:55 +02:00

README.md

Initial commit

2026-05-27 21:55:18 +00:00

requirements.txt

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

STATUS.md

feat(loop): 5 iters on TS-JEPA+SIGReg backbone — consistent improvement

2026-06-24 07:45:55 +02:00

Taskfile.yml

feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2 )

2026-06-25 13:12:48 +02:00

train.py

fix(eval): export block uses next-period RV target (t+1) to match Python probe

2026-06-26 12:11:04 +02:00

README.md

hostexecutor

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