Add calendar research infra: FF scraper + verified event store

Scrapes Forex Factory weekly pages (epoch datelines, actual/forecast/
impact/betterWorse) into backtest/cache/calendar.parquet (gitignored;
rebuild with the scraper). Timestamps verified: NFP/CPI/ECB times exact
across DST, and high-impact event bars average 3.5x ATR with the spike
vanishing at +/-1h shifts. calendar_store provides precise_events and
event_window_mask for screens and counterfactuals.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Harwinder Sekhon
2026-07-11 09:47:11 -04:00
parent 58597de6d7
commit 2842351f9b
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"""Research tooling: calendar sourcing/store and edge-screening utilities.
Nothing here is imported by the live bot; these modules support
backtesting and edge validation only.
"""