Python 56.2%
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1# Raw data — WP 823Downloaded by `scripts/run_analysis.py` (phase 1, `src/api/runner.py`); ≈ 2 MB, **not committed** (reproducible from the public APIs; snapshot taken 2026-05-22, 08:51 UTC).45| Directory | Source | Content |6|---|---|---|7| `polymarket/` | Polymarket Gamma API (`https://gamma-api.polymarket.com`) and CLOB API (`https://clob.polymarket.com`) | event metadata (`event_101772.json` = "Fed decision in June?", 5 outcomes; `event_903193.json` = "Presidential Election Winner 2024", 17 contracts), market metadata (`market_<id>.json`, `discovered_markets.json`), **daily** price histories (`price_history_<token16>.json`, one point per calendar day stamped 00:00 UTC of the following day; 10 Dec 2025 – 22 May 2026 for the Fed group, 4 Jan – 6 Nov 2024 for the election group) and order-book snapshots for the five active Fed contracts (`order_book_<token16>.json`) |8| `fred/` | FRED (`fredapi`, key in `.env` as `FRED_API_KEY`) | `fed_funds_rate.csv` (DFF, daily), `cpi.csv` (CPIAUCSL), `unemployment.csv` (UNRATE) |9| `yahoo/` | Yahoo Finance (`yfinance`) | daily OHLCV for SPY, ^VIX, ^TNX (CBOE 10-year yield index), BTC-USD, ETH-USD, 2024-01-01 – 2026-05-21 |1011Notes (revision 2026-10-17): the histories are daily, not minute-level; no Treasury futures and no daily Polymarket volume are included. The daily point must be labelled by the UTC day it closes (see `scripts/02_revision_analysis.py`, `load_history`).1213Cleaned panels are written to `data/processed/` by `scripts/run_analysis.py --skip-models --skip-paper` (`fed_june2026_state_prices.parquet`, `fed_june2026_panel.parquet`, `election_2024_panel.parquet`, `financial_data.parquet`, `fred_data.parquet`, `macro_events.parquet`) and by `scripts/02_revision_analysis.py` (`*_aligned.parquet`, `trading_day_panel.parquet`). They are **not committed** (`.gitignore`) and are regenerated from the raw files.14