Commit graph Warrior_EA/research/meta_pool.py
Author SHA1 Message Date
AnimateDread
932c94e890 feat(research): offline meta-pool pipeline - loader, EA-mirrored splits, MLP, cov x (p-BE) eval
Loads the EA's MetaExport .f32 datasets (UTF-16 sidecars), applies the EA's
own discipline offline: chronological 55/15/30 split with horizon-length
purges, operating point fitted on the calibration slice only via
coverage x (precision - BE) with the 25% floor, test slice touched once,
deployability at the 2-sigma edge floor. Small leaky-ReLU MLP + Adam in
numpy; `stats` / `eval <tag>` / `pool` commands.

First run on XAUUSD_16388 validated the plumbing and exposed the data:
the 2.5h gold tester run only covered 2004-07..2006-10 (3,214 candidates)
because gold tick volume is huge - and corpus builds do not need ticks at
all (journaling is bar-open-keyed, labels come from bar history later), so
"Open prices only" modeling builds the same corpus ~100x faster.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-13 16:09:14 -04:00