 TPTBusiness
|
be15b4a3e3
|
feat: integrate Kronos-mini OHLCV foundation model (Option A + B)
Add Kronos-mini (4.1M params, AAAI 2026, MIT) as:
- Option A: predicted-return alpha factor via rolling daily inference
(kronos_factor_gen.py — stride=96 bars/day, ~2k inference calls)
- Option B: standalone model evaluator alongside LightGBM
(kronos_model_eval.py — IC / hit-rate vs actual realized returns)
KronosAdapter wraps NeoQuasar/Kronos-mini + Kronos-Tokenizer-2k,
auto-detects GPU, gracefully degrades if ~/Kronos repo is missing.
Factor output: MultiIndex (datetime, instrument) with KronosPredReturn.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
|
2026-04-18 09:49:25 +02:00 |
|