Add daily Telegram report + backtest experiment scripts 525d364 DennisChan0909 Claude Sonnet 4.6 commited on 1 day ago
C31 PASS: SHAP re-pruning drops peer_ret features; add nightly full precompute script 599d1ec DennisChan0909 Claude Sonnet 4.6 commited on 3 days ago
Update full market hotspots cache (2026-07-20) + fix precompute-all LaunchAgent 5200069 DennisChan0909 Claude Sonnet 4.6 commited on 4 days ago
Wire C30 peer returns into production + add C29 MetaLabel log 70307c7 DennisChan0909 Claude Sonnet 4.6 commited on 5 days ago
Add C30 sector peer return features (PASSED 5-stock and 12-stock) ff75b25 DennisChan0909 Claude Sonnet 4.6 commited on 5 days ago
Merge C19: adaptive triple-barrier labeling into old_wang_dev efa0d15 DennisChan0909 Claude Sonnet 4.6 commited on 5 days ago
Add C19 adaptive triple-barrier labeling (PASSED 5-stock and 12-stock) 960fb5b DennisChan0909 Claude Sonnet 4.6 commited on 5 days ago
Add news sentiment pipeline (C28) and macro factor experiments C24-C27 f786dce DennisChan0909 Claude Sonnet 4.6 commited on 5 days ago
Merge HF artifact commits; keep login-removal codebase 0269d8a DennisChan0909 Claude Sonnet 4.6 commited on 10 days ago
C20: sector-conditional model β pool semis/financials/ETFs intra-sector 9fa1ee6 DennisChan0909 Claude Sonnet 4.6 commited on 15 days ago
Update hotspot analysis artifact docs/full_market_hotspots.html db8d853 verified DennisChan0909 commited on May 24
Update hotspot analysis artifact docs/full_market_hotspots.json 6e6211f verified DennisChan0909 commited on May 24
chore: sync md/harness/memory/rule architecture to current state d30f8e1 DennisChan0909 Claude Sonnet 4.6 commited on May 15
feat(C11): full ensemble walk-forward; FAILED β RF already representative of ensemble e3117db DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C10): asymmetric barrier grid search; FAILED 699a65e DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C8): Optuna RF tuning; FAILED β fixed params already near-optimal 9c8ca57 DennisChan0909 Claude Sonnet 4.6 commited on May 11
fix(C7): revert calendar features from FEATURE_COLUMNS β up_precision regressed -5.8pp 8709cca DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C7): add calendar/seasonality features + 36m lookback; PASSED 3404590 DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C2): add PTT sentiment scraper and backtest; FAILED β PTT rows=0, features not added to model cec37e3 DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C5): SHAP pruning β remove 11 zero-contribution features, +1pp metrics cf22e04 DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C6): add HMM regime detection β FAILED (improvement <1.5pp aggregate) 72ae528 DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C4): add meta-labeling secondary classifier β PASSED (up_prec 51.7β55.8%) b6be646 DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C3): add triple barrier labels β PASSED (dir_acc 31.4β41.2%, up_prec 43.0β51.7%) ff6fd33 DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat(C1): add fracdiff features β FAILED validation, not added to FEATURE_COLUMNS cbde68f DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat: add research survey scripts + docs/survey outputs for NotebookLM cad4bab DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat: feature audit + 3-way backtest, update FEATURE_COLUMNS to winner subset 56f3a7e DennisChan0909 Claude Sonnet 4.6 commited on May 11
feat: add chip_score, MA120/240, margin flow, and TA distillation cdead71 DennisChan0909 Claude Sonnet 4.6 commited on May 11