generated from mathias/template-go-web
mathiasandClaude Sonnet 4.6
68bf8f15c5
#12 — VaR_breach_rate_99_oos_regime_cond metric: - internal/eval/var.go: VaRBreachRate() + kupiecPOF() + LinearProbePredict() (stdlib math only) - internal/eval/var_test.go: 8 golden tests (zero/all breach, perfect calibration, boundary) - cmd/eval/main.go: -metric var flag (no-leakage probe → VaR → Kupiec P) - scripts/var_breach.py: Python equivalent with METRIC_KEY constant (13 TDD tests) - train.py LOCKED VaR EVAL BLOCK: writes VaR_breach_rate_99_oos_regime_cond + kupiec_p to metrics.json - Fixed bug: train.py used bare 'os' before import; now uses module-level '_os' consistently #13 — HMM regime detector + JEPA conditioning seam: - scripts/prepare_regime.py: GaussianHMM (diag, 3-state) on realized_vol; states sorted by mean vol (0=calm, 1=stressed, 2=crisis); deterministic (random_state=42); outputs eurusd_regime.parquet - tests/test_regime.py: 11 TDD tests (dtype, states, determinism, vol sort, daily fallback) - train.py: JEPA_ENABLE_REGIME toggle + REGIME CONDITIONING SEAM (concat baseline, agent-editable) - requirements.txt: hmmlearn>=0.3, scikit-learn>=1.4 78 Python + all Go tests green. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
11 lines
497 B
Plaintext
11 lines
497 B
Plaintext
# Python deps for the autoresearch loop (train.py + scripts). Install torch from
|
|
# the cu130 index FIRST (koala Blackwell sm_120, torch 2.12.1+cu130 verified):
|
|
# pip install torch --index-url https://download.pytorch.org/whl/cu130
|
|
# pip install -r requirements.txt
|
|
numpy>=2.0
|
|
pandas>=2.2
|
|
pyarrow>=16
|
|
histdata>=1.3 # histdata.com downloader (handles the tk token politely)
|
|
hmmlearn>=0.3 # regime detector (prepare_regime.py, jepa-fx-risk#13)
|
|
scikit-learn>=1.4 # HMM dependency
|