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  • e2840befd6 Checkpoint from VS Code for cloud agent session copilot/vscode-msoq6krb-q28x Luke Mosoti 2026-08-11 16:58:02 +03:00
  • a89156b402 feat: add strategy backtesting module for live model evaluation main Luke Mosoti 2026-07-31 21:52:30 +03:00
  • bbc36d2395 Add lot escalation what-if analysis CSV report Luke Mosoti 2026-07-30 14:56:49 +03:00
  • 75736fe516 Refactor code structure for improved readability and maintainability Luke Mosoti 2026-07-29 00:24:42 +03:00
  • 82b1e9f559 Refactor code structure for improved readability and maintainability Luke Mosoti 2026-07-20 20:28:36 +03:00
  • 06bfc0debe Refactor code structure for improved readability and maintainability Luke Mosoti 2026-07-16 16:24:41 +03:00
  • 299b5965fa Update pipeline reports and diagnostics for M15 and M5 timeframes Luke Mosoti 2026-07-16 10:04:06 +03:00
  • 8a6b4fdf07 Add pipeline certification and profiling modules with self-validation Luke Mosoti 2026-07-16 08:32:55 +03:00
  • 57c5eba042 Add forensic spec emitters for pipeline observability reports Luke Mosoti 2026-07-15 11:11:01 +03:00
  • e6610e0b97 Update pipeline health reports and rejected candidates data Luke Mosoti 2026-07-14 12:29:47 +03:00
  • 62c1119fa2 chore: clean up code structure and remove unused code blocks Luke Mosoti 2026-07-14 11:41:19 +03:00
  • d839902e6c Fix execution counts and update outputs in GoldRegimeX_Explorer_fixed.ipynb Luke Mosoti 2026-07-14 07:45:14 +03:00
  • 0f449a0eda Remove obsolete patch scripts for Explorer notebook cells and add new bfg.jar file. Luke Mosoti 2026-07-14 07:40:12 +03:00
  • aaa843681c Untrack >100MB report artifacts Luke Mosoti 2026-07-13 22:36:26 +03:00
  • e4b025f87c Add reports as plain files Luke Mosoti 2026-07-13 21:45:38 +03:00
  • d53e954f96 Add .gitattributes to manage CSV and JSON files with LFS Luke Mosoti 2026-07-13 15:59:42 +03:00
  • 0cf2a7a382 fix: correct grammar in documentation for observability module Luke Mosoti 2026-07-13 15:44:03 +03:00
  • 067d319984 Add new CSV files for smoke tests including probability summary, session audit, stage survival, and top rejected candidates Luke Mosoti 2026-07-13 14:30:26 +03:00
  • 2f13c915ac Add smoke test for pipeline observability Luke Mosoti 2026-07-13 11:11:18 +03:00
  • 900186dcb7 Refactor GoldRegime_X workspace configuration and add patch scripts for notebook verification Luke Mosoti 2026-07-10 09:13:17 +03:00
  • 370b877190 ci: mirror pushes to lukes-organization/GoldRegimeX2 Luke Mosoti 2026-07-10 08:48:08 +03:00
  • d903ae82cf ci: mirror pushes to lukes-organization/GoldRegimeX2 Luke Mosoti 2026-07-10 08:37:11 +03:00
  • 5110d693c7 Add MCP server configuration to workspace settings and create mcp.json file Luke Mosoti 2026-07-07 16:48:49 +03:00
  • c75e5c7bad Add central pipeline verification module and session filter implementation Luke Mosoti 2026-07-07 16:04:10 +03:00
  • 6a2bce1d65 Remove lifecycle parity, unit, and three-state contract tests Luke Mosoti 2026-07-02 13:42:05 +03:00
  • 71a6c90426 Update strategy tester notebook with new results and adjusted max drawdown limit Luke Mosoti 2026-07-02 12:00:40 +03:00
  • 3c985fdb4c fix: Loosen M15 ADX/RSI grids and sync regime threshold to 15.0 Luke Mosoti 2026-06-29 21:45:19 +03:00
  • 2dff0baa02 Add scripts for generating strategy reports and smoke testing Explorer integration Luke Mosoti 2026-06-19 11:07:05 +03:00
  • 392e408c11 feat: Enhance signal engine and reporting capabilities Luke Mosoti 2026-05-31 13:51:13 +03:00
  • c1dbf315c8 Add comprehensive lifecycle and regime tests Luke Mosoti 2026-05-31 00:07:44 +03:00
  • 6850d21643 Refactor validation logic to incorporate regime models and enhance strategy validation checks Luke Mosoti 2026-05-30 18:18:17 +03:00
  • d4b533a9eb feat: Add specialized features for M15/M5 trading strategy Luke Mosoti 2026-05-30 13:01:16 +03:00
  • f2a9f994a9 Update study_headway_cent database file with new data Luke Mosoti 2026-05-20 00:47:02 +03:00
  • 590911e2fe Refactor feature preparation and live feature computation for M5/M15 regimes Luke Mosoti 2026-05-20 00:12:30 +03:00
  • 25fd6a6eea feat: Update optimization process with Combinatorial Purged CV; enhance cyclical time features and adjust model parameters Luke Mosoti 2026-05-19 21:56:25 +03:00
  • d947e79097 Refactor optimizer parameters and add new model configuration Luke Mosoti 2026-05-19 20:32:21 +03:00
  • 34a1a593f1 feat: Enhance data synchronization and processing for XAUUSD Luke Mosoti 2026-05-19 15:27:19 +03:00
  • 5d3bdf5319 Refactor trading strategy with dynamic ATR bands and synth VIX z-score integration Luke Mosoti 2026-05-18 22:08:59 +03:00
  • 0c364b7b3c feat: Update trading strategy parameters and thresholds; add new model configuration for M15 broker Luke Mosoti 2026-05-18 19:34:15 +03:00
  • 16c1dfd621 feat: Implement Monte Carlo stress-testing for trading strategies; add trade reshuffling and price perturbation simulations Luke Mosoti 2026-05-18 12:43:11 +03:00
  • 7b21e40345 Refactor XGBoost training and prediction logic; update signal thresholds Luke Mosoti 2026-05-18 11:45:43 +03:00
  • e568a76fd7 refactor: Remove unused TCN parameters from argument parser; update model parameters in JSON and database for improved performance Luke Mosoti 2026-05-18 09:54:13 +03:00
  • 9cabfd9c49 feat: Enhance backtester logic for intra-bar SL/TP checks and add spread efficiency guard; improve CPCV scoring mechanism in optimizer Luke Mosoti 2026-05-18 00:47:07 +03:00
  • 40d4a98f1e feat: Update model parameters and thresholds for enhanced performance and stability; implement cooldown mechanism in trading logic Luke Mosoti 2026-05-18 00:19:23 +03:00
  • 29c5810ca4 fix: Update model parameters and thresholds for improved performance and stability Luke Mosoti 2026-05-17 22:26:27 +03:00
  • d656d1b672 feat: Enhance CPCV metrics handling and reporting across multiple modules Luke Mosoti 2026-05-16 22:58:04 +03:00
  • 2af8c2fb0f Refactor guardian and TCN maintenance logic Luke Mosoti 2026-05-16 22:07:50 +03:00
  • a0758dfe62 feat: Implement two-stage optimization process with XGB exploration Luke Mosoti 2026-05-16 20:25:18 +03:00
  • 09adea905e Refactor backtester logic to introduce cooldown mechanism and simplify exit checks Luke Mosoti 2026-05-16 12:05:36 +03:00
  • 42c1cb7f7f fix: Correct raw ATR calculation to prevent negative SL/TP distances and improve trade execution logic Luke Mosoti 2026-05-16 11:21:55 +03:00
  • 329dd0dad5 feat: Update target variable calculation to use future returns over a rolling horizon Luke Mosoti 2026-05-16 10:32:23 +03:00
  • 975899abd4 feat: Update optimizer to version 3.7 and refactor WFO to CPCV Luke Mosoti 2026-05-15 07:47:35 +03:00
  • d0db33062d Refactor XGBoost training logic and update optimizer parameters Luke Mosoti 2026-05-15 01:24:34 +03:00
  • 6fce4177f3 Refactor code structure for improved readability and maintainability Luke Mosoti 2026-05-15 00:36:34 +03:00
  • 8057d7ff30 Enhance XGBoost training and optimizer configurations Luke Mosoti 2026-05-15 00:33:59 +03:00
  • 8a7a84480f feat(optimizer): Update WFO parameters and improve window selection logic Luke Mosoti 2026-05-14 21:58:52 +03:00
  • eed11f9692 Enhance model training and evaluation processes Luke Mosoti 2026-05-14 21:06:18 +03:00
  • 57f13084e0 Update study_headway_cent.db with new data revisions Luke Mosoti 2026-05-14 13:33:32 +03:00
  • 3f236a714d Refactor code structure for improved readability and maintainability copilot/check-optimizer-behaviour Luke Mosoti 2026-05-14 13:18:44 +03:00
  • 3f2d7b5cde Refactor code structure for improved readability and maintainability Luke Mosoti 2026-05-14 13:18:44 +03:00
  • 1969db3a11 Refactor code structure for improved readability and maintainability Luke Mosoti 2026-05-14 13:15:41 +03:00
  • 10483cef72 Refactor code structure for improved readability and maintainability Luke Mosoti 2026-05-14 13:15:41 +03:00
  • d181171cf1 Update README: Remove Changelog section, enhance feature descriptions, and clarify external asset roles Luke Mosoti 2026-05-14 11:56:17 +03:00
  • 91194835cc Update README: Remove Changelog section, enhance feature descriptions, and clarify external asset roles Luke Mosoti 2026-05-14 11:56:17 +03:00
  • 2ffa355589 Fix notebook merge conflicts, update ensemble API, and update README Luke Mosoti 2026-05-14 10:49:45 +03:00
  • 9f8d61bdc0 Fix notebook merge conflicts, update ensemble API, and update README Luke Mosoti 2026-05-14 10:49:45 +03:00
  • 0d596c2a66 Refactor optimization scoring and WFO parameters Luke Mosoti 2026-05-14 10:25:59 +03:00
  • ca2c17286d Refactor optimization scoring and WFO parameters Luke Mosoti 2026-05-14 10:25:59 +03:00
  • 2ecd006048 Refactor code structure for improved readability and maintainability Luke Mosoti 2026-05-14 10:23:09 +03:00
  • e741208111 Refactor code structure for improved readability and maintainability Luke Mosoti 2026-05-14 10:23:09 +03:00
  • 9c74c0dae1 Merge pull request #1 from lucasmos/copilot/fix-oos-scaling-issue Luke MosotiandGitHub 2026-05-14 10:22:10 +03:00
  • 2ca578efc7 Merge pull request #1 from lucasmos/copilot/fix-oos-scaling-issue Luke MosotiandGitHub 2026-05-14 10:22:10 +03:00
  • 8627e2ed03 Merge remote-tracking branch 'origin/main' into copilot/fix-oos-scaling-issue
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-14 07:19:32 +00:00
  • de59b2d9b7 Merge remote-tracking branch 'origin/main' into copilot/fix-oos-scaling-issue
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-14 07:19:32 +00:00
  • 024454afe5 Rewrite README.md to document all WFO bug fixes, scoring formula changes, Optuna improvements, and new notebook sections
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-14 07:13:18 +00:00
  • 7132851128 Rewrite README.md to document all WFO bug fixes, scoring formula changes, Optuna improvements, and new notebook sections
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-14 07:13:18 +00:00
  • 57688cb319 Address code review: improve comments for M5 params and update docstring for 0.20 variance penalty
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-11 12:53:40 +00:00
  • 342101f4e5 Address code review: improve comments for M5 params and update docstring for 0.20 variance penalty
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-11 12:53:40 +00:00
  • c7a1ec11f3 Fix WFO bugs, improve scoring formula, add WFO fast mode, update Optuna params and notebook
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-11 12:51:34 +00:00
  • 87af6a51df Fix WFO bugs, improve scoring formula, add WFO fast mode, update Optuna params and notebook
    copilot-swe-agent[bot]GitHublucasmos
         2026-05-11 12:51:34 +00:00
  • aa0c662faf Fix out-of-sample states alignment in backtesting Luke Mosoti 2026-05-11 15:43:42 +03:00
  • 335fcc7b3f Fix out-of-sample states alignment in backtesting Luke Mosoti 2026-05-11 15:43:42 +03:00
  • 046a0a9315 Initial plan copilot-swe-agent[bot]andGitHub 2026-05-11 12:41:52 +00:00
  • d32f9da3d7 Initial plan copilot-swe-agent[bot]andGitHub 2026-05-11 12:41:52 +00:00
  • dd6d0d4a2b Add interactive research notebook for GoldRegime X and update study_headway_cent.db Luke Mosoti 2026-05-11 14:14:21 +03:00
  • b2724a4115 Add interactive research notebook for GoldRegime X and update study_headway_cent.db Luke Mosoti 2026-05-11 14:14:21 +03:00
  • b56a042ecc feat: Remove US500 and USDJPY from external asset features and streamline data processing in pipeline Luke Mosoti 2026-05-11 09:18:27 +03:00
  • 600edff829 feat: Remove US500 and USDJPY from external asset features and streamline data processing in pipeline Luke Mosoti 2026-05-11 09:18:27 +03:00
  • b17c36c928 feat: Refine data processing in pipeline by selectively dropping NaN rows and backfilling external asset columns Luke Mosoti 2026-05-11 08:40:10 +03:00
  • 55d9a869b5 feat: Refine data processing in pipeline by selectively dropping NaN rows and backfilling external asset columns Luke Mosoti 2026-05-11 08:40:10 +03:00
  • 35778e0e47 feat: Enhance map_asset_to_bars function to support raw return option and improve data handling Luke Mosoti 2026-05-10 23:50:55 +03:00
  • 847fb89308 feat: Enhance map_asset_to_bars function to support raw return option and improve data handling Luke Mosoti 2026-05-10 23:50:55 +03:00
  • b4aca66e18 feat: Implement Rolling Walk-Forward Optimization (WFO) and enhance asset feature processing Luke Mosoti 2026-05-10 22:40:40 +03:00
  • 091348c569 feat: Implement Rolling Walk-Forward Optimization (WFO) and enhance asset feature processing Luke Mosoti 2026-05-10 22:40:40 +03:00
  • d275105eee feat: Implement Combinatorial Purged Cross-Validation (CPCV) for enhanced model evaluation and scoring Luke Mosoti 2026-05-10 16:49:21 +03:00
  • c582af6041 feat: Implement Combinatorial Purged Cross-Validation (CPCV) for enhanced model evaluation and scoring Luke Mosoti 2026-05-10 16:49:21 +03:00
  • 1aa256a1e1 feat: Improve UTF-8 handling in output and refine CPCV scoring thresholds for better performance Luke Mosoti 2026-05-10 15:53:16 +03:00
  • 966af3d06e feat: Improve UTF-8 handling in output and refine CPCV scoring thresholds for better performance Luke Mosoti 2026-05-10 15:53:16 +03:00
  • 283c4077f3 Enhance backtesting and optimization with Combinatorial Purged Cross-Validation (CPCV) Luke Mosoti 2026-05-09 20:55:10 +03:00
  • 97dc0b324a Enhance backtesting and optimization with Combinatorial Purged Cross-Validation (CPCV) Luke Mosoti 2026-05-09 20:55:10 +03:00