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finding · mql5/findings/forex_shared_data/README.md

Overview โ€” the forex shared data layer

A central, reusable definition of the slice-rotation mechanism the forex orthogonal-feature campaign reads from โ€” the forex-side sibling of the crypto shared_data hub. One byte-identical engine lives in both repos, invoked with --asset forex here and --asset crypto there.

In plain English. The same "shared pantry" idea as the crypto side, for forex. Instead of every forex study re-defining and re-fetching its own slices of EURUSD/GBPUSD/XAGUSD/XAUUSD data, this folder defines the data scope and the testing mechanism once โ€” read-only, real bars only โ€” so every forex orthogonality study draws from the identical foundation.

What this folder is

The forex shared data layer holds the rotation engine (the canonical, reusable probe that reads each stratum directly from ClickHouse and measures orthogonality + cross-candidate redundancy), the mechanism spoke (the rotation contract + flowchart), and a machine-readable manifest. It is non-audit: it holds the substrate + provenance, never the per-campaign verdicts.

PITSLARP. The rotation engine advances no future data, no silent drift, no unexplained divergence: kernels only ever see causal trailing windows; coverage is provable from the ledger (not hoped-for from random draws); infeasible strata carry an explicit reason. See the rotation mechanism.

Current scope

substratesymbolsthresholds (dbps)(symbol, threshold) cells
Forex โ€” fxview_cache.forex_barsEURUSD, GBPUSD, XAGUSD, XAUUSDEUR 1โ€“50; others 5โ€“5019
Crypto โ€” opendeviationbar_cache.open_deviation_bars (sibling hub)16-symbol panel100โ€“750 (750 = spearman-only)62

What's in the folder

filepurpose
README.md (this page)Hub โ€” start here.
ROTATION-MECHANISM.mdThe rotation contract: stratum grid, value-row stratification, coverage ledger, fused ฯ+ฮพ, cross-candidate LOO-Rยฒ, flowchart, validation evidence.
probe scriptsThe engine + the three-axis gate probes (agnostic / parameterless / orthogonality), vendored byte-for-byte from the crypto sibling.
manifest.jsonMachine-readable index: engine path, asset configs, kernel-registry SSoT, run recipes.

Why a separate forex folder (not moving the campaign probe)

The campaign's multislice_orthogonality_probe.py stays in its discovery-campaign audit folder โ€” it is the kernel-registry SSoT referenced by the harness, queue, and merged PRs. The rotation engine imports those kernels (via KERNEL_PROBE_DIR) rather than duplicating them, so the same 47 candidate kernels run on both forex and crypto without drift.