- src/volatility.py: optional release-timing features (next release within
24h/6h, hours to next, hours since last), from the published calendar the
live price-range forecaster already uses. Off by default; serving computes
them so a model trained with --calendar can be deployed, while the live
model keeps selecting its own 33 columns.
- train_vae_transformer_artifacts.py: --calendar and --tag, so the experiment
never overwrites the live artifact, plus the persistence baseline on the
held-out rows in the metadata.
- Hybrid ablation of the price range (Transformer, VAE, self- vs
cross-attention news fusion) walk-forward against the live model.
- Jobs report and PCE added to the macro event study; the jobs report tested
as a calendar candidate for the price range (no gain, kept out).
- Trump Truth Social posts timed to the minute against 5-minute BTC bars.
- Side-by-side method diagram of the two live forecasts.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
