chanmacro: Signal Expectancy Engine V1 — Market Memory System

Phase A-C complete: 4 core factors, regime detection, signal tracking, Bayesian expectancy.

chanmacro/ (32 files, ~4000 lines):
- models: 12 enums + 15 Pydantic v2 models (DateAwareModel, MarketStateVector, etc.)
- fetchers: OHLCV + Breadth (from data_provider) + Derivatives (new endpoint)
- scoring: Price Structure / Breadth (quantile buckets) / OI Matrix (5 discrete states) / Volatility Regime
- regime_detector: 3-state (TREND/RANGE/PANIC), factor-locked (Price+Breadth+Vol), versioned, 2-day confirmation
- expectancy: SignalTracker (record+outcomes), TimeDecay (half-life=180d), BayesianExpectancyEngine (Empirical Bayes, Leveled, SufficiencyGuard)
- validation: FactorValidator (IC/ICIR/Hit Ratio), RegimeValidator (MI/KL/ANOVA), TransitionValidator (stability)
- CLI: fetch|score|regime|track|backfill|expectancy|validate|serve
- tests: 52 passing (models, scoring, regime, expectancy)

data_provider:
- /api/derivatives endpoint: funding rate, OI, OI change, basis
- _derivatives storage: same persist pattern as K-line (merge→lock→snapshot→atomic write)
- background refresh every 60s

Co-Authored-By: Claude <noreply@anthropic.com>

ChanMacro/fetchers/__init__.py

@@ -0,0 +1,5 @@
+"""Data fetchers — L0 raw data acquisition."""
+from .base import BaseFetcher
+from .ohlcv import OHLCVFetcher
+from .breadth import BreadthFetcher
+from .derivatives import DerivativesFetcher