sentinel-research/lookahead-bias-paper
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Hito 1: scaffold del paper (estructura, LaTeX revtex4-2, CI, licencias duales)
2026-06-24 07:05:37 +02:00

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Data

This repository does not track raw market data (see .gitignore). Large binaries don't belong in a public git repo, and Binance's public API makes the data trivially reconstructible.

BTCUSDT 1-minute OHLCV

Used in experiments 2 and 3 (baseline and honest replication against real data). To obtain it:

  1. If download_data.py exists in this directory, run it — it pulls the exact date range used in the original experiment from the public Binance API and writes BTCUSDT_1m.parquet.
  2. Verify the SHA-256 hash of the resulting file matches the one recorded in audit/input/MANIFEST.md (forensic record of the original dataset used when the bug was found).
sha256sum BTCUSDT_1m.parquet

If the hash doesn't match, the date range or Binance API response has drifted — do not proceed with replication until it's reconciled.

Synthetic GBM data (noise harness)

Generated on the fly by experiments/01_generate_gbm.py. No download needed — this is the point of using synthetic null data: it requires zero external dependency and is perfectly reproducible from a seed.