generated from mathias/template-go-web
mathiasandClaude Sonnet 4.6
bd8962f997
- prepare_hourly.py: parameterize PAIR env var; OUT_DEFAULT per-pair; load_m1_from_zips(pair=)
- prepare_multipair.py: inner-join 5-pair hourly parquets on datetime → wide parquet
cols: datetime, {pair}_ret, {pair}_rv × n_pairs; eurusd_rv = target
- fetch_multipair.py: download GBPUSD/USDJPY/USDCHF/AUDUSD M1 2008-2023 from histdata
- train.py: USE_MULTIPAIR knob (JEPA_USE_MULTIPAIR=1); build() reads multipair parquet
with n_channels = n_pairs × 2; target = eurusd_rv
- Taskfile: data:fetch:multipair, data:prepare:pair, data:prepare:multipair, data:test updated
- 7 new tests in test_multipair.py; 34/35 pass (1 SKIP until multipair parquet built)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
81 lines
2.7 KiB
YAML
81 lines
2.7 KiB
YAML
version: '3'
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tasks:
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generate:
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desc: Run templ generate
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cmds: [templ generate]
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build:
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desc: Build all binaries
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deps: [generate]
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cmds:
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- go build -o bin/jepa-fx-risk ./cmd/jepa-fx-risk
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- go build -o bin/eval ./cmd/eval
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run:
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deps: [build]
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cmds: [./bin/jepa-fx-risk]
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test:
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desc: Run all tests
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deps: [generate]
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cmds: [go test ./... -race]
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data:fetch:
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desc: "Download EUR/USD M1 from histdata (set YEARS env var)"
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cmds: [.venv/bin/python scripts/fetch_data.py]
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data:fetch:historical:
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desc: "Download EUR/USD M1 2008-2018 from histdata"
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cmds:
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- YEARS=2008,2009,2010,2011,2012,2013,2014,2015,2016,2017,2018 .venv/bin/python scripts/fetch_data.py
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data:prepare:daily:
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desc: "Rebuild eurusd_daily.parquet from all M1 zips"
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cmds: [.venv/bin/python scripts/prepare_data.py]
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data:prepare:hourly:
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desc: "Build eurusd_hourly.parquet from all M1 zips"
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cmds: [.venv/bin/python scripts/prepare_hourly.py]
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data:prepare:all:
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desc: "Build both daily and hourly parquets"
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deps: [data:prepare:daily, data:prepare:hourly]
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data:fetch:multipair:
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desc: "Download G10 M1 data (GBPUSD/USDJPY/USDCHF/AUDUSD) 2008-2023 from histdata"
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cmds: [.venv/bin/python scripts/fetch_multipair.py]
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data:prepare:pair:
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desc: "Build {PAIR}_hourly.parquet from data/raw/{PAIR}/ (e.g. PAIR=gbpusd)"
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cmds: [PAIR={{.PAIR}} .venv/bin/python scripts/prepare_hourly.py {{.EXTRA_ARGS}}]
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vars:
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PAIR: '{{default "eurusd" .PAIR}}'
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data:prepare:multipair:
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desc: "Merge 5-pair hourly parquets into eurusd_multipair.parquet"
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cmds: [.venv/bin/python scripts/prepare_multipair.py]
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data:test:
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desc: "Run Python data pipeline tests"
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cmds: [.venv/bin/python -m pytest tests/test_prepare_hourly.py tests/test_hepa.py tests/test_multipair.py -v]
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eval:probe:
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desc: "Run linear-probe (val_vol_r2) on embeddings from metrics.json"
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cmds: [./bin/eval -metric probe]
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eval:silhouette:
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desc: "Run silhouette on embeddings vs binary HV labels"
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cmds: [./bin/eval -metric silhouette]
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eval:collapse:
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desc: "Run effective-rank collapse diagnostic"
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cmds: [./bin/eval -metric erank]
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lint:
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cmds: [golangci-lint run ./...]
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check:
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desc: Lint, vet, and test (used by CI)
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deps: [generate]
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cmds:
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- golangci-lint run ./...
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- go vet ./...
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- go test ./... -race -count=1
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context:sync:
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desc: Regenerate all harness-specific context files
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cmds:
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- bash scripts/context-sync.sh
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context:sync:claude:
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cmds: [bash scripts/context-sync.sh claude]
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context:sync:agents:
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cmds: [bash scripts/context-sync.sh agents]
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context:sync:cursor:
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cmds: [bash scripts/context-sync.sh cursor]
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