Owner decision (stated twice): available data gets wired; the networks judge
usefulness; the deploy gate remains the arbiter of what trades. Implemented:
MACRO block (6) on every symbol: 10y yield 20d change, curve slope, 5y
breakeven 20d change, Fed-ECB policy gap, CPI yoy, unemployment 12m change.
Screened null vs forward range on all four research symbols - recorded as
the honest prior in the catalog comment, wired regardless.
RISK block (3) extended to every symbol (FX majors, metals, energy, BTC all
now carry vix/vix_chg5/usd_chg5).
IVOL pair extended with the level alongside the change.
Vintage integrity kept where it is free: CPI is fetched as CPIAUCNS (NSA,
essentially never revised) so the plain-FRED backfill stays first-print-clean;
yields/curve/breakevens/policy rates are unrevised by nature. UNRATE is the
one exception (seasonal refits, ~0.1-0.2pp) - the EA cannot run the ALFRED
protocol, accepted and documented at the declaration site.
UpdateFred gains a staleDays parameter so the monthly series do not fire a
pointless fetch attempt every hour for three weeks after each print.
FeatureValue now takes the day and does its own as-of lookups - adding a
source no longer widens a parameter list. Feature counts: 12-15 per symbol;
symbol feature-order changed, safe only because no models exist yet.
export.py mirrors the new catalog for the five research symbols (13-15
features), smoke-tested: all five CSVs written, 6,072 daily rows each.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
EIA (user directive: "the NN might find patterns in it for both oil and regular
symbols"). Weekly Petroleum Status Report via the v2 API - crude stocks ex-SPR,
field production, refinery utilization - three features (1y percentile, 4w
change, utilization) on EVERY catalog symbol, not just oil. EIA screened NULL on
WTI's short 7y sample, so these ship as EXPLORATORY inputs: the deploy gate, not
the screen, decides whether a model trained on them trades. Publication stamp
observed+6d mirrors research/altdata/eia.py.
Symbol handling was hardcoded to three if-blocks; it is now a catalog of 24
instruments x alias lists covering The5ers/FTMO/AvaTrade/Dukascopy/OANDA/IC
Markets naming, with prefix matching for the broker suffix zoo (US500.cash,
XAUUSDm, EURUSD.r). Adding an instrument is one AddSpec row. COT caches are
named by CANONICAL so two brokers' names for one contract share a download.
Unrecognised symbol -> a chart dialog (Panel\AltDataMapDialog.mqh, CAppDialog +
dropdown) asks which instrument it is; the answer persists in symbol_map.cfg and
"No alternative data" is a recorded choice, not a nag. Non-blocking by design:
an unmapped symbol contributes 0 features and must never hold up a chart.
Also: UrlEncodePart now escapes '%' - SoQL like-predicates use it as the
wildcard and an unescaped one corrupts the query; docs/ gains the whitelist
URLs, an API-key backup, and the catalog reference.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
