# WP46 progress log

All times ET. "Done" means executed with the listed command and artefact; "planned" means not yet executed.

# Phase 0 — Inventory and literature (done 2026-11-09)

Repository reconnaissance: Recherche-UQO/ conventions (HARMONISATION.md), WP41 as the FinData template; folder finance/wp46_garch_benchmark, repo gitsrv:srv/git/wp46_uqo.git created 2026-11-09.
FinData audit: .venv/bin/python scripts/audit_findata.py → docs/findata_audit.md, results/manifests/findata_audit.json (live API, 42 candidates, 0 errors). Dedicated API key wp46_uqo_c (scopes read:market, query, export; two earlier keys revoked).
Literature: scripts/build_references.py → paper/references.bib (205 entries: 200 Crossref/arXiv/OpenAlex-verified + 5 manual URL), docs/literature_matrix.md, results/metrics/references_verification.json (1 unverified: Chung 1999, excluded).
Gate 0: PASS (evidence-backed instrument list; no invented endpoints).

docs/preregistered_protocol.md, configs/{model_registry,forecast_protocol,study,instruments}.yaml, docs/methodology_decisions.md (D-01…D-15).
Disclosure: SPY 2024 forecast values (no losses) were inspected during driver smoke tests before the freeze (D-15); the pilot (Phase 2) used the validation period 2012–2015 only.

Ingestion on M3U96a: scripts/ingest_bars.py --workers 3 (1-min + daily bars, 42 instruments + VIX/SPX; manifest results/manifests/ingest_manifest.json with dataset versions and SHA-256) — cache M3U96a:~/wp46-cache/bars (not in git).
Panels: scripts/build_panels.py (3 runs: tz fix, per-instrument session length D-05, crypto cutoff D-06) → ~/wp46-cache/panels/*.parquet on M3U96a, laptop and the 5 other compute nodes; results/manifests/panels_manifest.json.
Tests: pytest tests/unit tests/integration (19 passed), pytest tests/simulation -m slow (5 passed after fixing the NAGARCH parameter index in the test), pytest tests/replication -m r (rugarch 1.5-6 cross-check PASS; results/metrics/rugarch_crosscheck.json).
Pilot: scripts/run_pilot.py --symbols SPY,AAPL and --symbols CL,EURUSD (validation period) → results/metrics/pilot/; leakage check passed (future returns perturbed → forecasts unchanged).
Gate 2: PASS (see docs/feasibility_report.md).

Job list: scripts/make_jobs.py --name main → 3,276 jobs (42 instruments × 29 implemented models × distributions), OOS 2012-01-03 → 2026-10-30.
Dispatch: scripts/dispatch_nodes.py launch --jobs results/manifests/jobs_main.json --name main (M3U96a/M3U96b/M2U64/M5M36/M4M64a/M4M64c).

FIGARCH: arch and rugarch differ by 1.47 log-likelihood units on the fixture (truncation/constraints) — caveat in the model card.
Crypto realized measures unusable before 2022 (D-06): crypto Tier B / proxy-based evaluation covers 2022–2026 only.