From fb1f95dc5154831523c6adc270f7c2a4deaa0ab0 Mon Sep 17 00:00:00 2001 From: Harwinder Sekhon Date: Fri, 7 Aug 2026 18:23:47 -0400 Subject: [PATCH] =?UTF-8?q?backtest:=20track=20data=5Fmanifest.json=20?= =?UTF-8?q?=E2=80=94=202019=E2=86=92present=20parquet=20provenance?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 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 Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ --- backtest/cache/data_manifest.json | 10 ++++++++++ 1 file changed, 10 insertions(+) create mode 100644 backtest/cache/data_manifest.json diff --git a/backtest/cache/data_manifest.json b/backtest/cache/data_manifest.json new file mode 100644 index 0000000..fc6d663 --- /dev/null +++ b/backtest/cache/data_manifest.json @@ -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" +}