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

..

check_gpu.py

chore(phase0): reproducible compute gate — torch cu130 + GPU smoke test

2026-06-23 16:43:01 +02:00

context-sync.sh

Initial commit

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

fetch_data.py

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

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

prepare_data.py

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

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