| D-001 |
2026-11-02 13:00 |
Compute on M3U96a (FinData host) with a dedicated least-privilege key wp39_uqo; repository lives in the UQO Research workspace (Recherche-UQO/finance/invisible-balance-sheet, dir name follows the series convention; project id wp39_uqo) and is rsync'd to M3U96a:~/wp39_uqo for runs |
API on localhost, lake co-located, 28 cores / 96 GB; secrets never leave ~/findata-secrets / ~/Desktop/Cluster/secrets |
results and manifests synced back; raw cache stays on the node |
| D-002 |
2026-11-02 13:05 |
Earnings release dates (earnings_events.event_date) define the reveal date A_q; the filing date F_q defines structured-fact availability (available_at = F_q + 1) |
press releases precede 10-Q filings by a median of 1 day; cutoffs must precede the first public reveal |
cutoff rule c < min(A_q, F_q); release rows read from Postgres (no API route) — documented exception |
| D-003 |
2026-11-02 13:10 |
Daily bars are rebuilt from the 1-minute raw export (regular session), not taken from market_bars.stock.1d.raw |
vendor 1d dataset covers about half the symbols before 2016 and no delisted names |
one source, one adjustment path for all four frequencies |
| D-004 |
2026-11-02 13:30 |
Streaming feature extraction (export → features → delete raw Parquet; manifest keeps SHA-256) |
disk budget on the FinData host (hard floor 60 GB free) |
re-runs re-export from the pinned dataset version |
| D-005 |
2026-11-02 14:00 |
Universe = all FinData fundamentals entities (survivor-conditioned); delisted-fundamentals backfill proposed, not run |
vendor ingestion covered active tickers only; backfill needs owner approval + capacity plan (rule 3 of the brief) |
survivorship caveat stated in abstract, data section, limitations; price side is survivorship-free |
| D-006 |
2026-11-02 14:05 |
No neural (B7) nor text/multimodal (B8) models; no LLM anywhere in the pipeline |
owner instruction received mid-session on 2026-11-02 ("limite le plus possible l'utilisation AI"); also keeps the frequency comparison about information sets rather than capacity |
ladder is B0–B6; LightGBM provides the nonlinear benchmark with equal budgets |
| D-007 |
2026-11-02 14:10 |
Primary target = adverse operating-income surprise vs a seasonal random walk with drift, scaled by total assets, threshold −0.5 % |
no point-in-time consensus exists in FinData; operating income is less affected by one-off items than net income; Foster (1977) model is the classic honest expectation |
consensus-based miss (vendor eps_estimate) is exploratory only |
| D-008 |
2026-11-02 14:15 |
Frequency sets B3/B4/B5 use identical feature families (one column per family) computed from bars of 30 m / 5 m / 1 m |
compare information sets, not dimensionality |
a supplementary "all frequencies" model is run in Phase 4 |
| D-009 |
2026-11-02 14:20 |
Literature verified with Crossref metadata (no AI summarisation); references without a verifiable DOI are cited without one (Grossman–Stiglitz 1980, Holm 1979) |
rule 7 of the brief (no fabricated references) |
artifacts/logs/crossref_batch*.json are the evidence |
| D-010 |
2026-11-02 14:30 |
Phase gates that require "owner approval" are recorded as self-approved under the autonomous mandate with the memo attached; the owner can veto any of them before Phase 6 |
the owner asked for the whole project to be built in one autonomous session and is not available mid-task |
each gate entry in PROGRESS.md names the memo and the date |