generated from mathias/template-go-web
37 lines
1.0 KiB
Markdown
37 lines
1.0 KiB
Markdown
# Data
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Raw and processed FX data is **gitignored** — never committed.
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## Download: DUKASCopy G10 tick data
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Use the provided fetch task:
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```bash
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task data:fetch # downloads raw tick data → data/raw/
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task data:process # resamples to hourly OHLCV + features → data/processed/
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task data:validate # gap detection, outlier report, regime coverage check
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```
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## Expected structure (local only)
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```
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data/
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raw/ G10 pairs, tick OHLCV, 2003–present (gitignored)
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processed/ Hourly log-returns, rolling HV, VIX-merged (gitignored)
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cache/ Intermediate artefacts (gitignored)
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config.yaml Download configuration (committed)
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```
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## Pairs
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EUR/USD, GBP/USD, USD/JPY, USD/CHF, AUD/USD, USD/CAD, NZD/USD, EUR/GBP, EUR/JPY, EUR/CHF
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## Splits
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| Split | Date range | Purpose |
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|---|---|---|
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| Train | 2008-01-01 – 2022-12-31 | Model training only |
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| Held-out test | 2023-01-01 – 2023-12-31 | Final evaluation — do not open until evaluation |
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**Training cutoff is hard: 2023-01-01. No post-2022 data informs any design decision.**
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