sam
cfc27a38de
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.
28 lines
569 B
JSON
28 lines
569 B
JSON
{
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"nodes": {
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"nixpkgs": {
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"locked": {
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"narHash": "sha256-kK3t7gwoz4Nx8RF46cs1Xz/skKNcK7y3KYP+gGqX6W8=",
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"owner": "NixOS",
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"repo": "nixpkgs",
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"rev": "00455b0a3690d3f5dc61e9aef4277dc86235b73f",
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"type": "github"
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},
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"original": {
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"owner": "NixOS",
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"ref": "nixpkgs-unstable",
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"repo": "nixpkgs",
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"type": "github"
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}
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},
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"root": {
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"inputs": {
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"nixpkgs": "nixpkgs"
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}
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}
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},
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"root": "root",
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"version": 7
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}
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