3 Commits

Author	SHA1	Message	Date
TPTBusiness	3a1adf7e0a	fix(kronos): pass actual datetime Series to Kronos predictor timestamps ... KronosPredictor.predict() requires x_timestamp and y_timestamp to be pandas Series of datetime values for its calc_time_stamps() helper. Previously we passed integer ranges (after reset_index), which raised AttributeError on .dt.minute. Fixed by extracting datetime index values before resetting and using future_idx for y_timestamp. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-04-18 10:12:51 +02:00
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