License review — WP41 CHRONOS-X
Code
Research code in src/, scripts/, tests/, configs/: MIT (author: Simon-Pierre Boucher, UQO). Third-party
packages keep their own licenses (PyTorch BSD-3, Polars/PyArrow Apache-2, LightGBM MIT, arch NCSA, exchange_calendars
Apache-2, scikit-learn BSD-3, statsmodels BSD-3).
Data (FirstRate Data via FinData OS) — private-use license
Verified terms (FinData DISCOVERY.md §4, vendor /about/license, /about/FAQ): perpetual private use; storage on
own servers, research, backtests, model training, derived statistics and charts are allowed; prohibited:
redistribution of raw data (CSV, API returning bars, tables of prices/volumes), resale, sharing the user id.
Attribution to FirstRate Data is required when publishing research.
Consequences enforced in this repository:
| Artifact | Policy |
|---|---|
| Raw bars, dense grids, origin tables with returns | private cache on the compute node (~/wp41-cache); .gitignore excludes *.parquet, data/cache, data/bars |
results/metrics/*/origins_*.csv (realised returns per origin) |
not committed (listed in .gitignore); regenerated from the cache |
Per-origin score arrays (per_origin_*.npz) |
derived statistics (scores), committed only in aggregate form (summary_*.json, leaderboards) |
| Figures | scores, calibration, ablations; no price or volume series of an identifiable instrument-session |
| Manuscript | aggregate results; instrument lists (tickers) are allowed, bars are not |
Synthetic fixtures (data/synthetic/, chronos_x.data.synthetic) |
license-free, generated; the release example runs on them |
| Model weights | trained on licensed data; the weights are derived statistics. Released weights (if any) are accompanied by this notice; no bars can be recovered from them |
Attribution line used in the paper: "Intraday data: FirstRate Data (private license), accessed through FinData OS."