Rewrite as a probabilistic model with walk-forward evaluation.
Replace the 2024 model (model.py, ~2000 lines) with the btcmodel package, the baseline for future work: - Forecasts are quantiles of log price at each horizon, scored with CRPS in a walk-forward backtest (origins every 30 days from 2014, horizons 1 month to 4 years). Skill is relative to a zero-drift random walk, with circular block-bootstrap intervals and a count of independent windows. - Development data stops at 2024-11-26, the last day the 2024 model saw. Later outcomes are a holdout, scored only by `backtest --holdout`. - Models: random_walk, drift_rw, and cycle (the 2024 model's cycle-position drift, now kernel-smoothed and recency-weighted). On development data nothing beats the random walk with confidence; cycle loses at every horizon. - Prices: the Investing.com archive moves to data/ (cut at 2024-11-26; its last row was intraday) and is extended with Coinbase daily closes by `update`. Also: Nix flake dev shell (Python 3.13, pandas 3), ruff in place of black, pytest suite, and a rewritten README. NOTES.md is removed as inaccurate, and poetry is dropped.
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[tool.poetry]
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name = "bitcoin-model"
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version = "0.1.0"
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description = ""
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authors = ["Anthropic Claude <[email protected]>", "Sam Fredrickson <[email protected]>"]
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[project]
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name = "btcmodel"
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version = "0.2.0"
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description = "Probabilistic Bitcoin price model"
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authors = [
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{ name = "Anthropic Claude", email = "[email protected]" },
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{ name = "Sam Fredrickson", email = "[email protected]" },
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]
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readme = "README.md"
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requires-python = ">=3.13"
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dependencies = ["numpy>=2", "pandas>=3", "scipy>=1.14", "matplotlib>=3.9"]
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[tool.poetry.dependencies]
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python = "^3.13"
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pandas = "^2.2.3"
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matplotlib = "^3.9.2"
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seaborn = "^0.13.2"
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scipy = "^1.14.1"
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[dependency-groups]
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dev = ["pytest", "ruff"]
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[tool.ruff]
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line-length = 100
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[build-system]
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requires = ["poetry-core"]
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build-backend = "poetry.core.masonry.api"
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[tool.ruff.lint]
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select = ["E", "F", "I", "B", "UP"]
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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pythonpath = ["."]
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