jgrusewski 55ffe2b26f scripts(alpha): rename + add cross-quarter validation pipeline ...

- New scripts/alpha_pipeline.sh: orchestrates the 2-quarter validation
  after fxcache lands. Auto-discovers the Q1+Q2 fxcache (newest
  .fxcache excluding the known Q1-only hash), trains
  alpha_train_stacker on it, then sweeps 4 conditions
  (baseline / +cost-rand / +regime-scale / +both) × 3 walk-forward
  folds, aggregating mean ± stddev Sharpe per cost across folds.
  No phase prefixes in name or contents — the script is meant to
  outlive any single milestone.

- scripts/build_2q_fxcache.sh: fix staging layout so MBP-10 / trades
  / OHLCV symlinks live in the symbol subdir (`mbp10/ES.FUT/...`)
  that precompute_features expects. Previous flat-layout build
  aborted with "MBP-10 directory not found: .../mbp10/ES.FUT".

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-05-16 00:42:07 +02:00

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