(code-only)
🧭 This repository is part of the Euro Macromechanica (EMM) Backtest ecosystem.
‼️ Please read the Euro Macromechanica (EMM) Backtest — Overview & Methodology
- Backtest results, strategy validation and evidence, data-quality policy (core baseline/extended baseline/stress), and integrity materials — results
- Prepared aggregates and datasets for full reproducibility — data-hub
- Metric‑computation methodology and metrics calculator for EMM backtest results — metrics-toolkit
- Minute data normalizer — prepares HistData-compatible minute series: converts UTC−05:00 (fixed) to UTC+00:00, then sorts by timestamp.
- Economic calendar normalizer — converts local event timestamps from source providers to UTC+00:00 (DST handled via the IANA time zone database), then sorts by timestamp.
- Minute data analyzer — reports 5-minute gap classification counts (important for M5 bar quality), derived from HistData minute files
DAT_ASCII_EURUSD_M1_YYYY.txt.
Detailed audit instructions: see AUDIT.md.
Apache-2.0 (LICENSE) applies to the source code in this repository.
Any external data you process with these tools remains under the terms set by its original providers.
GitHub: @rleydev (thelaziestcat) · email: thelazyazzcat@gmail.com / thelaziestcat@proton.me