jgrusewski
652340325d
plan(factory): ongoing diversification-aware edge-factory — 13 TDD tasks, 5 milestones
...
M1 diversification core (left-tail corr, HRP via scipy to_tree, marginal Sharpe, gate; FST DSR verification)
M2 governance + funnel persistence + diversification-gated promotion/HRP-allocation loop + CLI
M3 domain-analyst fleet (dedup + honest global trial count) M4 cockpit funnel view M5 in-cluster CronJob.
Reuses the existing factory skeleton + gauntlet.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 19:40:18 +02:00
jgrusewski
2d07b18525
docs(factory): design spec — ongoing diversification-aware edge-factory
...
Research-grounded (Bailey/LdP False Strategy Theorem -> SR* scales with honest global N; Harvey-Liu-Zhu
factor-zoo t>3 discipline; T.RowePrice left-tail correlation; LdP HRP + Raffinot HERC; CFA rolling re-allocation).
Closed loop: analyst-fleet -> gauntlet -> diversification-gate (left-tail ρ + marginal contribution) ->
paper-forward -> autonomous promotion (governance: kill-switch/caps) -> HRP allocation -> edge-decay retirement,
in-cluster daily, cockpit funnel view. 5 milestones; reuses the existing factory skeleton.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 19:34:39 +02:00
jgrusewski
d70696e6ad
plan(exec): crypto execution layer — 13 TDD tasks, 5 milestones
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M1 port+ccxt-adapter (rate-limit governor, idempotency, testnet) · M2 pure smart router (maker->IOC, caps,
slippage abort) · M3 risk gates + capacity + edge-decay×Kelly · M4 TCA + reconciliation + orchestrator +
cockpit fill persistence + CLI · M5 testnet end-to-end. Research-grounded; intraday slicing deferred (measure
TCA first).
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 16:42:00 +02:00
jgrusewski
cd3647f5d9
docs(exec): design spec — live crypto execution layer (Binance USDM perps, ccxt)
...
Research-grounded (rate limits 2400wt/1200ord per min + 418 ban risk, clientOrderId idempotency, LOT/PRICE/
MIN_NOTIONAL filters, maker-first+POV slicing saves 50-90bps, ccxt testnet). Hexagonal: crypto_exchange port +
binance_ccxt adapter w/ rate-limit governor, pure smart_router (maker->IOC, slicing, slippage abort), full
risk layer (gross/per-symbol/leverage caps + edge-decay×Kelly scaler + kill-switch + drawdown CB), reconcile +
TCA, testnet-first w/ allow_live gate. 5 milestones.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 16:33:27 +02:00
jgrusewski
bce04d0031
plan(fetch): edge-pipeline containerization spec + plan (combined book only)
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Port the two fetchers (Binance crypto / Databento futures) into fxhnt as 'fxhnt fetch' so the combined-book
daily loop runs fully in-cluster: fetch -> forward-track -> ingest -> dashboard. Edge-only scope; funding +
other trackers deferred. 4 TDD tasks (offline-testable fetchers) + CronJob full-loop update.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 12:20:32 +02:00
jgrusewski
a39ddf8a3d
plan(cockpit): add period-aware rolling mean (raw daily/weekly/monthly, no normalization)
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Per user requirement: dashboard presents per-period data as raw rolling means, no z-scoring/vol-norm.
New Task 9A (periods module) + StrategyDetail.periods + service wiring + strategy.html per-period section.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 11:38:45 +02:00
jgrusewski
d062834511
plan(cockpit): implementation plan — 17 TDD tasks across 3 milestones
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M1 data spine (DTOs, state_reader 3 families, ORM+registry, repo, gate, ingest, CLI), M2 cockpit app
(dashboard service, SVG charts, FastAPI+HTMX, serve), M3 in-cluster deploy (Dockerfile, CronJob, Deployment
+ Tailscale proxy, rollout+cutover runbook). htmx vendored (no CDN/SRI risk).
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 11:23:57 +02:00
jgrusewski
2837c894c2
docs(cockpit): design spec — Postgres-backed in-cluster fxhnt cockpit dashboard
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Full-cockpit, fully-in-cluster, FastAPI+HTMX, SSOT = in-cluster TimescaleDB. Daily k8s CronJob
(fetch+track+ingest) feeds forward_nav hypertable; dashboard Deployment behind a per-service Tailscale
proxy at dashboard.fxhnt.ai. Three milestones: data spine, cockpit app, in-cluster deploy.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-14 11:12:47 +02:00
