Commit Graph

3 Commits

Author SHA1 Message Date
Adriano d30f981421 feat(data): expanding walk-forward splits
Aggiunge expanding_walk_forward e dataclass Split per generare fold
walk-forward con train che cresce e test sulla finestra successiva.
Rispetta min_train_days e ritorna lista vuota su fold troppo piccoli.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-09 19:08:43 +02:00
Adriano 116879400a fix(data): restore pagination early-break + update test count
Code review on b977c37 flagged: with dataset smaller than limit=1000
(typical Phase 1 case), the loop made an extra HTTP request that
returned duplicate rows. Restored `if len(rows) < limit: break`
after extending. Test assertion adjusted from 2 to 1 calls.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-09 19:06:50 +02:00
Adriano b977c371e5 feat(data): OHLCV loader via ccxt with parquet cache
Adjust .gitignore to keep src/multi_swarm/data/ tracked (only
top-level /data/ cache directory remains ignored).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-09 19:01:25 +02:00