T

mathiasandClaude Sonnet 4.6 caccd1aa7b feat(features): add hl_range + ret_intrabar OHLCV features (4-channel input)

- prepare_hourly.py: keep O/H/L columns from M1 zips; compute per-hour
  hl_range=log(H/L) and ret_intrabar=log(close/open); backward-compat
  (falls back to 4-col output only when O/H/L present in input)
- train.py build(): auto-detect extra features from parquet columns
  (FEAT_COLS = [ret, realized_vol] + [hl_range, ret_intrabar] if present)
- 5 new tests (9 total in test_prepare_hourly); 24/24 pass

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

2026-06-26 13:11:59 +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

feat(hpo): sweep results + update WINDOW default to 120

2026-06-26 12:42:50 +02:00

scripts

feat(features): add hl_range + ret_intrabar OHLCV features (4-channel input)

2026-06-26 13:11:59 +02:00

tests

feat(features): add hl_range + ret_intrabar OHLCV features (4-channel input)

2026-06-26 13:11:59 +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

chore: update metrics.json to canonical WINDOW=120 run (phase1_r2=0.3908)

2026-06-26 12:43:13 +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

chore: autoresearch agent STATUS.md iterations (iter1-4 reverted — no improvement)

2026-06-26 13:07:15 +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

feat(features): add hl_range + ret_intrabar OHLCV features (4-channel input)

2026-06-26 13:11:59 +02:00

README.md

hostexecutor

Generated from mathias/template-go-web.

Bootstrap

After creating from template, run:

go mod tidy       # regenerate go.sum with real module path
task generate     # generate templ files
task build        # build the binary