Commit Graph

2 Commits

Author SHA1 Message Date
TPTBusiness e819dcc3b9 fix(kronos): lazy torch import to fix CI ModuleNotFoundError
Move top-level `import torch` into _cuda_available() helper so
kronos_adapter.py can be imported in CI environments without torch.
All device defaults resolved at runtime via lazy detection.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-18 10:00:45 +02:00
TPTBusiness 3f3a23bd38 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