4 Commits

Author SHA1 Message Date
fegger 19ed77f4a0 Tune model config for price-only training and add walk-forward CV
Downsize GNN hidden channels/heads (128→64, 16→4) to match the 30-stock
price-only universe before alternative data processors are ready.

Add USE_ALTERNATIVE_DATA flag (default False) that skips news/social
branches so the model trains on real data rather than zero-filled stubs.

Standardize target returns per-batch in the data pipeline to stabilize
training.

Introduce walk-forward cross-validation with expanding windows:
configurable fold count and out-of-sample years.

Add IC loss weighting (0.7) to complement MSE, and wire it into the
trainer alongside the new loss function.
2026-05-26 15:36:11 +02:00
fegger a763ab0774 Add AMD GPU detection, replace LSTM with MLP, and fix signal generation logic
- Detect AMD GPUs via ROCm device name in config
- Replace single-timestep LSTM in GNN model with leaner post-GNN MLP
- Pass edge_attr through AMDGATConv propagate and use ones for self-loops
- Fix live trading to sell existing positions on negative signals instead
  of skipping them entirely
- Use per-file try/except in data pipeline and batch SQLite inserts
- Import torch directly in backtester instead of dynamic __import__
- Update AMP autocast import for PyTorch 2.0+ compatibility
2026-05-26 14:36:25 +02:00
fegger 0cf37e786a 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
2026-05-26 14:10:48 +02:00
fegger 4bf7394a0a initial commit 2026-05-26 13:51:02 +02:00