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

..

check_gpu.py

chore(phase0): reproducible compute gate — torch cu130 + GPU smoke test

2026-06-23 16:43:01 +02:00

context-sync.sh

Initial commit

2026-05-27 21:55:18 +00:00

fetch_data.py

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

hpo_sweep.py

feat(hpo): env-var knob overrides + sweep script (18 configs)

2026-06-26 12:37:27 +02:00

phase0_gate.py

experiment(phase0): NULL result — path B proxy gate (ref #5)

2026-06-24 10:52:07 +02:00

prepare_data.py

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

prepare_hourly.py

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

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