Commit Graph

2 Commits

Author SHA1 Message Date
Adrian Flores Cortes
dcfe83bb44 feat: Update data ingestion and add training reports
Scripts:
- Update ingest_ohlcv_polygon.py for improved data processing

Reports:
- Add attention model training reports (2x)
- Add standard training reports (2x)

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-30 12:24:53 -06:00
Adrian Flores Cortes
d015e2b0f3 feat(ml-engine): Phase 4 - PostgreSQL migration, dynamic OOS, data pipeline
- Fix database.py: Add DatabaseConnection alias for backward compat
- Fix train_symbol_timeframe_models.py: Use PostgreSQLConnection + native queries
- Fix run_oos_backtest.py: Fix broken import + add dynamic OOS support
- Update data_splitter.py: split_dynamic_oos() method (from previous session)
- Update validation_oos.yaml: Dynamic OOS config + all 6 symbols enabled
- Create ingest_ohlcv_polygon.py: Standalone Polygon→PostgreSQL ingestion script
- Fix .gitignore: /data/ instead of data/ to not ignore src/data/
- Add untracked src/ modules: backtesting, data, llm, models (attention/metamodel/strategies)
- Add aiohttp, sqlalchemy, psycopg2-binary to requirements.txt

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-27 04:39:05 -06:00