cfa28368d5
Daily 16y all-expiry Databento refetch was ~$6/day (~$190/mo) for the 17% hedge sleeve. Now: crypto_pit fetched daily (free, the 83% alpha), futures fetched only on Sundays (~$25/mo, within free credits), and forward-track runs daily (books the combined book's new days). The alpha is validated daily-accurate; the slow trend hedge weekly. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
17 lines
1.0 KiB
Bash
Executable File
17 lines
1.0 KiB
Bash
Executable File
#!/usr/bin/env bash
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# fxhnt combined-book daily forward-validation.
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# Refresh the data, then book the new day's paper-NAV into the frozen forward track.
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# - crypto X-sec momentum sleeve (alpha): free Binance fetch, advances daily
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# - futures trend sleeve (hedge): Databento ohlcv, cost-capped in fetch_daily.py
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# - fxhnt forward-track: books only days AFTER inception (genuine out-of-sample-in-time)
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set -u
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cd /home/jgrusewski/Work/foxhunt || exit 1
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[ -f "$HOME/.secrets" ] && . "$HOME/.secrets" # DATABENTO_API_KEY (gitignored, never printed)
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echo "===== $(date -u '+%Y-%m-%d %H:%M UTC') ====="
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python3 scripts/surfer/fetch_crypto_pit.py 2>&1 | tail -1 # daily, free (Binance) — alpha sleeve
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if [ "$(date -u +%u)" -eq 7 ]; then # futures only on Sundays — cost control
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echo "[sunday] refreshing futures (Databento)"
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python3 scripts/surfer/fetch_daily.py 2>&1 | tail -2
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fi
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/home/jgrusewski/.local/bin/fxhnt forward-track 2>&1 | grep -vE "BentoWarning|Warning|RuntimeWarning|divide|invalid value|stddev"
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