mathias/jepa-fx-risk

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mathiasandClaude Sonnet 4.6 de19bfeada

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fix(features): revert to 2-channel default; OHLCV features redundant

HPO finding: hl_range≈realized_vol, ret_intrabar≈ret — correlation kills signal.
4ch D=128: 0.3503, 4ch D=256: 0.3807, 2ch D=128 baseline: 0.3908 (winner).
Parquet keeps hl_range+ret_intrabar; comment in build() documents the attempt.
test_build_uses_4_channels → test_build_uses_2_channels (tracks current default).

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

2026-06-26 13:14:01 +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

fix(features): revert to 2-channel default; OHLCV features redundant

2026-06-26 13:14:01 +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

fix(features): revert to 2-channel default; OHLCV features redundant

2026-06-26 13:14:01 +02:00

README.md

hostexecutor

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