mathiasandClaude Sonnet 4.6 de19bfeada 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

..

test_hepa.py

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

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

test_prepare_hourly.py

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

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