Add comprehensive project documentation and fix data pipeline

- Add detailed README with architecture diagram and usage instructions
- Add API, configuration, and development documentation
- Fix price data column handling for yfinance auto_adjust=True
- Fix model feature dimension indexing and temporal attention batching
- Add missing imports and position tracking in paper broker
- Add python-dotenv support for environment variables
- Update .gitignore with Python artifacts and environment files

docs/CONFIG.md

@@ -0,0 +1,69 @@
+# Configuration Guide
+
+All configuration is centralized in `config.py` via the `Config` class.
+
+## GPU Settings
+
+| Parameter | Default | Description |
+|-----------|---------|-------------|
+| `DEVICE` | `'cuda'` | PyTorch device (auto-detected) |
+| `AMD_GPU` | `True` | Enable AMD-specific optimizations |
+| `GPU_MEMORY_LIMIT` | `0.9` | Fraction of GPU memory to use (0.0–1.0) |
+| `ROCM_OPT_LEVEL` | `'O2'` | ROCm JIT optimization level |
+| `MIXED_PRECISION` | `True` | Enable AMP |
+| `PRECISION` | `'bf16'` | `'bf16'` or `'fp16'` |
+
+## Model Hyperparameters
+
+| Parameter | Default | Description |
+|-----------|---------|-------------|
+| `HIDDEN_CHANNELS` | `128` | GNN hidden dimension |
+| `NUM_HEADS` | `16` | Attention heads |
+| `DROPOUT` | `0.3` | Dropout rate |
+| `LEARNING_RATE` | `0.0005` | AdamW learning rate |
+| `BATCH_SIZE` | `128` | Training batch size |
+| `SEQUENCE_LENGTH` | `60` | Temporal window length |
+| `EPOCHS` | `200` | Max training epochs |
+
+## Trading Settings
+
+| Parameter | Default | Description |
+|-----------|---------|-------------|
+| `TRADING_FREQUENCY` | `'5min'` | Signal generation interval |
+| `INITIAL_CAPITAL` | `100000` | Starting portfolio value |
+| `MAX_POSITION_SIZE` | `0.03` | Max position as fraction of portfolio |
+| `MAX_DAILY_LOSS` | `0.01` | Daily loss circuit breaker |
+| `MAX_DRAWDOWN` | `0.05` | Max portfolio drawdown |
+
+## Data Providers
+
+| Parameter | Default | Description |
+|-----------|---------|-------------|
+| `DATA_PROVIDER` | `'polygon'` | Live data source |
+| `POLYGON_API_KEY` | — | Polygon.io API key |
+| `ALPHA_VANTAGE_API_KEY` | — | Alpha Vantage API key |
+| `IB_HOST` | `'127.0.0.1'` | Interactive Brokers TWS host |
+| `IB_PORT` | `7497` | TWS API port |
+
+## Feature Definitions
+
+Three feature vectors are defined and referenced by the models:
+
+```python
+NEWS_FEATURES = ['sentiment', 'volume', 'recency', 'source_reliability', 'topic_relevance']
+SOCIAL_FEATURES = ['twitter_sentiment', 'twitter_volume', 'reddit_sentiment', 'reddit_volume', 'social_momentum']
+INTRADAY_FEATURES = ['return', 'volatility', 'momentum', 'volume_momentum', 'bid_ask_spread', 'bid_ask_spread_pct', 'volume_imbalance', 'order_flow', 'vwap_deviation']
+```
+
+## Environment Variables
+
+Sensitive keys can be overridden via environment variables:
+
+```bash
+export POLYGON_API_KEY="your_key"
+export ALPHA_VANTAGE_API_KEY="your_key"
+export NEWS_API_KEY="your_key"
+export TWITTER_BEARER_TOKEN="your_token"
+```
+
+These are read in `config.py` and fall back to hardcoded placeholders if not set.