8df1c7eea2
PyTorch-GPU diversified-trend floor (TSMOM 1/3/12mo + inverse-vol + 10% vol-target) + CPCV/Deflated-Sharpe validation, over 22 CME futures x 19.7y (Databento GLBX ohlcv-1d via budget-capped fetcher, ~$32 credits). Verdict: Sharpe +0.32, CPCV median +0.30, IS +0.36/OOS +0.08 (sign-consistent), Deflated Sharpe ~0.92 at honest n_trials. Real but weak edge; fails deploy-grade gates (correct), passes edge-exists. Includes roll-neutralization fix (max-vol outright + zero roll-day returns) that eliminated 988%/day continuous-contract artifacts (RB vol 550%->31%). Plus install_torch_gpu.sh. Data gitignored. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
208 lines
3.4 KiB
Plaintext
208 lines
3.4 KiB
Plaintext
# Build artifacts
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/target/
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target/
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# Feature cache (precomputed .fxcache binaries, ~470MB each)
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test_data/feature-cache/
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/data/feature-cache/
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*.fxcache
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# Tier 1.5 mid-smoke local data (symlinks to test_data/futures-baseline-mbp10/)
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test_data/futures-baseline-mid/
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# IDE files
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.vscode/
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.idea/
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*.swp
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*.swo
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# OS files
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.DS_Store
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Thumbs.db
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# Logs
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*.log
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# Environment variables and secrets
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.env
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.env.*
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!.env.example
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# Secret files and directories
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/config/secrets/
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secrets/
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*.key
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*.pem
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*.p12
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*.pfx
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*.crt
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*.cert
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# Credential files
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credentials.json
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credentials.toml
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auth.json
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auth.toml
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ibkr.txt
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# Certificate security files
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certs/security.env
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certs/production.env.template
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certs/*.serial
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certs/**/*.serial
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# API keys and tokens
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*api_key*
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*token*
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*secret*
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!*secret*.example
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!infra/modules/secrets/
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!infra/live/production/secrets/
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!infra/k8s/secrets/
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# Allow ml-alpha horizon-token kernel sources (no secrets, just the v2 attention path)
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!crates/ml-alpha/cuda/horizon_token_*
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!crates/ml-alpha/src/horizon_token_*
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!crates/ml-alpha/tests/horizon_token_*
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!infra/k8s/secrets/*.yaml
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!scripts/deploy-secrets.sh
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# Database credentials
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database.conf
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db_config.json
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# Temporary files
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*.tmp
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*.temp
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# GPU test artifacts
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gpu_test.rs
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simd_bench
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simd_bench.rs
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temp_script.sh
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# Build artifacts (additional)
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**/*.rs.bk
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*.pdb
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Cargo.lock
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# Coverage reports
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tarpaulin-report.html
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cobertura.xml
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lcov.info
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# Benchmark results
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target/criterion/
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target/bench/
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# CI artifacts
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.training-generated.yml
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audit-results.json
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geiger-report.md
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security-report.md
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outdated.json*.profraw
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# Python virtual environments and cache
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venv/
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.venv/
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.venv_databento/
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venv_databento/
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__pycache__/
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*.py[cod]
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*.so
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.Python
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*.egg-info/
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.coverage
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coverage.xml
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htmlcov/
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.python-version
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# ML model checkpoints and training artifacts
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diagnostic_data/
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checkpoints/
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ml/checkpoints/
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ml/trained_models/*.safetensors
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ml/trained_models/norm_stats_*.json
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ml/trained_models/ppo_fold*.safetensors
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ml/trained_models/ppo_fold*.json
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ml/ml/
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# Removed Windows wrapper files per user request
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hive-mind-prompt-*.txt
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# Node.js
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node_modules/
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web-dashboard/dist/
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# Git worktrees
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.worktrees/
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.claude/worktrees/
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# Serena (IDE agent)
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.serena/
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# Claude local state
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.claude/settings.local.json
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.claude/ralph-loop.local.md
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.mcp.json
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claude-flow.config.json
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.swarm/
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.hive-mind/
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.claude-flow/
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memory/
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coordination/
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memory/claude-flow-data.json
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memory/sessions/*
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!memory/sessions/README.md
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memory/agents/*
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!memory/agents/README.md
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coordination/memory_bank/*
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coordination/subtasks/*
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coordination/orchestration/*
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*.db
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*.db-journal
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*.db-wal
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*.sqlite
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*.sqlite-journal
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*.sqlite-wal
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claude-flow
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# Terragrunt cache and generated files
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.terragrunt-cache/
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**/.terragrunt-cache/
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.terraform.lock.hcl
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**/.terraform.lock.hcl
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# Data cache (downloaded market data, not checked in)
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data/cache/
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# Generated reports and validation artifacts in test_data
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test_data/**/*REPORT*
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test_data/**/*SUMMARY*
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test_data/**/*METADATA*
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test_data/**/README.md
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test_data/databento/samples/
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# Large binary files (prevent repo bloat - use LFS or external storage)
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*.dbn
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*.dbn.zst
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*.safetensors
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*.onnx
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*.ot
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*.pt
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*.pth
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*.bin
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# Exception: deterministic test fixtures (golden bytes for bit-equivalence)
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!crates/ml-alpha/tests/fixtures/*.bin
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# Load test results
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services/*/load_tests/results/
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services/*/load_tests/*.json
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!services/*/load_tests/package.json
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.playwright-mcp/
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crates/ml/ml/
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# Foxhunt audit hook dedup state (cleared at SessionStart)
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.claude/.foxhunt-audit-state
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/config/ml/alpha_logits_cache.bin
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data/surfer/
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