harry/ForexBot2
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

backtest: track data_manifest.json — 2019→present parquet provenance

Browse Source 
sha256 record of the five freshly fetched Oanda history files
(oanda_XAU_USD_{5min,15min,1h,4h}_20181031_20260807 + 1d_20180308)
that fed the walk-forward exam in walkforward/1c264d5/. Force-added
past the backtest/cache/ ignore rule so the input-data provenance
travels with the repo; the parquets themselves stay local.

Exam headline (details in 68dc76a): all 4 TFs OOS-positive at $0.65
(M5 PF 1.35, M15 1.18, H1 1.15, H4 1.52 across 26 rolling folds each);
losing folds cluster 2020H2–2023, 2023-10+ near-uniformly positive.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ
This commit is contained in:
Harwinder Sekhon
2026-08-07 18:23:47 -04:00
parent 68dc76a5f1
commit fb1f95dc51
1 changed files with 10 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backtest/cache/data_manifest.json
Vendored
+10
View File
@@ -0,0 +1,10 @@
{
"cache_files": {
"oanda_XAU_USD_15min_20181031_20260807.parquet": "58e34d95f708af73eb0e22885b391fe4c91936362decb23986744bea17e2db9e",
"oanda_XAU_USD_1d_20180308_20260807.parquet": "fbcf75d38697382a488455514aa883d308ca5eca2c06daf5e1db860fb53138f8",
"oanda_XAU_USD_1h_20181031_20260807.parquet": "59528cac12b59906c28e459dd464d68b6175ce3cc532fb6199aed7fc73e8d3e9",
"oanda_XAU_USD_4h_20181031_20260807.parquet": "1602ac97b3fa7ba000ea77c14dbb8fc5a1ea7019dc2cf4243e6e01a81d3ea701",
"oanda_XAU_USD_5min_20181031_20260807.parquet": "e9bb1c8bc7408283271784b25f2a98aff8493624106caf26b3bf8aac08d3b286"
},
"updated_utc": "2026-08-07T21:45:01Z"
}