 TPTBusiness
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016eed7df7
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feat: add Kronos CLI commands, expand tests, document in README
- predix kronos-factor: generate KronosPredReturn alpha factor via CLI
- predix kronos-eval: evaluate Kronos IC/hit-rate vs LightGBM via CLI
- 19 tests covering adapter, factor builder, model evaluator, CLI (mock-based)
- README: Kronos section in Features + CLI commands table
- Total test suite: 153 passed
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-04-18 09:53:56 +02:00 |
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TPTBusiness
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3f3a23bd38
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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>
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2026-04-18 09:49:25 +02:00 |
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