Commit graph Warrior_EA/research/altdata/common.py
Author SHA1 Message Date
AnimateDread
4a56d8da48 feat(altdata): FRED/EIA collectors live + first MI screen - COT clears on USDJPY, VIX-change on SP500
- fred.py: ALFRED output_type=4 first prints, chunked realtime windows
  (2000-vintage cap), unrevised-series fallback (published=observed+1d);
  NFCI excluded from features (revised, no vintage archive)
- eia.py: 4 weekly petroleum series on disk (1982->now)
- screen.py: as-of joined alt features vs forward 5-bar range/ATR on D1,
  3x3 MI, circular-shift null, family-wise max bar, +/- controls

First readings (199 perms): SP500 vix_chg5 MI 0.047 (1.5x the positive
control) + usd_chg5 clear family bar; USDJPY 4 COT positioning features
clear family bar BEATING the positive control; XAUUSD vix_chg5 tops control
but sub-family-bar; EURUSD positive control FAILS -> table void per the
excursion-target rule, needs investigation.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-16 12:45:21 -04:00
AnimateDread
6d1ecb71ce feat(altdata): alternative-data collector package - COT shipped, FRED/EIA ready
Private-use pivot (marketplace dropped): DLL/Python/WebRequest now allowed.
- altdata/cot.py: CFTC COT, no key, 2010->now on disk for all 9 symbols
  (TFF: ES/VIX/BTC/EUR/JPY/CAD/GBP; Disagg: GC/CL); publication-lag stamping
  (Tuesday report -> Saturday 00:00 UTC availability)
- altdata/fred.py: ALFRED first-print vintages (needs free key)
- altdata/eia.py: weekly petroleum status (needs free key)
- DESIGN.md: source adjudication (corrections to the LLM source list),
  vintage + family-wise rules, EA file contract, staged EA-side plan

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-16 12:29:47 -04:00