PHASE 9 — Release (2026-11-03)
Package
- Repository
wp41_uqo(git,origin = gitsrv:srv/git/wp41_uqo.git, branchmain), installable packagechronos_x(pyproject.toml,make install), CLIchronos-x(forecast at one origin from a saved model and a cached grid). - Configs:
pilot,feasibility,main,ablations,baselines,final,synthetic_smoke. - Scripts: audit → universe → coverage → download → experiment (3 stages) → benchmark → pairwise/economic → evaluate →
figures → static tables → references;
node_run.shfor detached runs;make_synthetic.pyfor license-free fixtures. - Docs:
DATA_CARD,MODEL_CARD,REPRODUCIBILITY,LICENSE,OPERATIONS,PHASE_0..9_REPORT,README,CLAUDE.md. - Paper:
paper/main.tex+ sections + generated tables/figures/macros + verifiedreferences.bib+main.pdf.
License review (FirstRate Data private use)
Committed / released: code, configs, manifests (tickers and selection rules), aggregate scores (summaries, leaderboards,
comparisons, pairwise, subgroups, calibration), figures of scores, benchmark, API audit (no bars), coverage audit
(bar counts per instrument — allowed aggregate), synthetic fixtures, the manuscript.
Excluded by .gitignore and kept only on the compute node / laptop mirror: Parquet bars, grids, origins_*.csv
(realised returns per origin), pred_*.npz, per_origin_*.npz, checkpoints. Checked with git ls-files | grep -E 'parquet|origins_|pred_|\.pt$'
(empty). Attribution line in the paper: "Intraday data: FirstRate Data (private license), accessed through FinData OS."
Reproducibility instructions
docs/REPRODUCIBILITY.md (environment, license-free example, full study command list in order, seeds, artifact map).
The synthetic example reproduces the software path end to end in about three minutes on an Apple-silicon laptop
and is also the slow integration test.
Gates at release
- Offline tests: 27 passed (unit 6, synthetic 5, leakage 5, numerical 10, slow synthetic end-to-end pipeline 1), 5 live tests skipped without
WP41_LIVE—results/logs/release_tests.out, 2026-11-03. - Live contract tests: 5/5 on 2026-11-02 (
WP41_LIVE=1). - Manuscript:
latexmkexit 0, 0 undefined references/citations, every table and figure generated from saved results. - Figures/tables ↔ outputs:
paper/tables/*.texandpaper/figures/*regenerated fromresults/metricsimmediately before the final build (scripts/evaluate.py,make_figures.py,make_static_tables.py); macros count 3 468.
Not done / deferred (honest list)
- SSRN deposit and www.spboucher.ai entry (owner's decision).
- Extended-hours experiments, delisted-instrument backfill, quote data, mixed precision, Large (50–100 M) preset.
- Foundation-model baselines (Chronos/TimesFM), iTransformer, EGARCH.