mathiasandClaude Sonnet 4.6 e31905dc43 feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2) ...

- scripts/prepare_hourly.py: M1→hourly aggregation (realized_vol = sqrt(Σr²),
  MIN_BARS=30 threshold, no weekend rows, year-based split preserved)
- tests/test_prepare_hourly.py: 5 TDD tests, all green
- train.py: USE_HOURLY=True, WINDOW=240 (10-day), PATCH_LEN=24 (1-day patches);
  build() prefers eurusd_hourly.parquet, falls back to daily; EXPORT BLOCK updated
- Taskfile.yml: data:fetch:historical, data:prepare:hourly, data:prepare:all, data:test
- 98,591 hourly rows (2008-2023) covering GFC, Euro crisis, Brexit, COVID, Fed cycle

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

2026-06-25 13:12:48 +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

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(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2)

2026-06-25 13:12:48 +02:00