TPTBusiness 1f6990d04d 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

..

CoSTEER

feat: Fast mode - CoSTEER goes to backtest after 1 iteration

2026-04-04 20:52:39 +02:00

data_science

fix: Add Bandit security scanning and fix critical vulnerabilities

2026-04-03 11:55:05 +02:00

factor_coder

fix(security): resolve CodeQL path-injection and clear-text-logging alerts

2026-04-17 21:51:35 +02:00

finetune

feat: add LLM-finetune scenario (#1314)

2026-03-02 19:04:10 +08:00

model_coder

chore: initial Predix state (RD-Agent fork + EURUSD setup)

2026-03-22 21:20:02 +01:00

rl

feat: Full system integration - RL + Protections + Backtesting + CLI

2026-04-03 13:53:32 +02:00

kronos_adapter.py

feat: integrate Kronos-mini OHLCV foundation model (Option A + B)

2026-04-18 09:49:25 +02:00