Upload results/calibration_results.json with huggingface_hub
Browse files
results/calibration_results.json
ADDED
|
@@ -0,0 +1,78 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"timestamp": "2026-05-08T01:23:30.277083",
|
| 3 |
+
"checkpoint": "checkpoints/phase9_production/step_200000.pt",
|
| 4 |
+
"n_seeds": 10,
|
| 5 |
+
"guidance_scale": 2.0,
|
| 6 |
+
"direction_accuracy": "7/7",
|
| 7 |
+
"sign_consistent": true,
|
| 8 |
+
"total_time_s": 755.7939622402191,
|
| 9 |
+
"results": {
|
| 10 |
+
"repo_rate_cut": {
|
| 11 |
+
"model_mean": 0.0039550974033772945,
|
| 12 |
+
"model_std": 0.0006996386800892651,
|
| 13 |
+
"historical_mean": 0.0040740845805237475,
|
| 14 |
+
"historical_std": 0.0351009620833262,
|
| 15 |
+
"n_events": 30,
|
| 16 |
+
"direction_correct": true
|
| 17 |
+
},
|
| 18 |
+
"repo_rate_hike": {
|
| 19 |
+
"model_mean": -0.0031017086002975702,
|
| 20 |
+
"model_std": 0.00028088316321372986,
|
| 21 |
+
"historical_mean": -0.0035419134795796245,
|
| 22 |
+
"historical_std": 0.04525851739292619,
|
| 23 |
+
"n_events": 12,
|
| 24 |
+
"direction_correct": true
|
| 25 |
+
},
|
| 26 |
+
"india_vix_spike": {
|
| 27 |
+
"model_mean": -0.007157104555517435,
|
| 28 |
+
"model_std": 0.0008561010472476482,
|
| 29 |
+
"historical_mean": -0.04267626720627604,
|
| 30 |
+
"n_events": 30,
|
| 31 |
+
"direction_correct": true
|
| 32 |
+
},
|
| 33 |
+
"fii_selling": {
|
| 34 |
+
"model_mean": -0.004864070564508438,
|
| 35 |
+
"model_std": 0.0007945268880575895,
|
| 36 |
+
"direction_correct": true
|
| 37 |
+
},
|
| 38 |
+
"fii_buying": {
|
| 39 |
+
"model_mean": 0.012715088203549385,
|
| 40 |
+
"model_std": 0.0018784573767334223,
|
| 41 |
+
"direction_correct": true
|
| 42 |
+
},
|
| 43 |
+
"us_vix_spike": {
|
| 44 |
+
"model_mean": -0.0043775588274002075,
|
| 45 |
+
"model_std": 0.0007414082065224648,
|
| 46 |
+
"direction_correct": true
|
| 47 |
+
},
|
| 48 |
+
"us_yields_up": {
|
| 49 |
+
"model_mean": -0.0006820997223258018,
|
| 50 |
+
"model_std": 6.0175992985023186e-05,
|
| 51 |
+
"direction_correct": true
|
| 52 |
+
},
|
| 53 |
+
"crude_oil_up": {
|
| 54 |
+
"model_mean": 0.0006036976701579988,
|
| 55 |
+
"model_std": 0.00026139162946492434,
|
| 56 |
+
"note": "Oil up \u2192 metal positive (ambiguous for broad market)"
|
| 57 |
+
},
|
| 58 |
+
"crude_oil_down": {
|
| 59 |
+
"model_mean": 0.0004104341787751764,
|
| 60 |
+
"model_std": 0.0006044800393283367
|
| 61 |
+
},
|
| 62 |
+
"linearity_repo_rate": {
|
| 63 |
+
"-0.5": 0.0018841581186279655,
|
| 64 |
+
"-1.0": 0.003884232137352228,
|
| 65 |
+
"-1.5": 0.005401442758738995,
|
| 66 |
+
"-2.0": 0.006571279373019934,
|
| 67 |
+
"0.5": -0.0018419719999656081,
|
| 68 |
+
"1.0": -0.0031983773224055767,
|
| 69 |
+
"1.5": -0.003986049443483353,
|
| 70 |
+
"2.0": -0.0042660231702029705
|
| 71 |
+
},
|
| 72 |
+
"cross_direction": {
|
| 73 |
+
"cut_positive": true,
|
| 74 |
+
"hike_negative": true,
|
| 75 |
+
"sign_consistent": true
|
| 76 |
+
}
|
| 77 |
+
}
|
| 78 |
+
}
|