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Author	SHA1	Message	Date
jgrusewski	cb758c448f	docs: ADR 0003 — research/trader split over SSOT feature-warehouse (architecture + port roadmap + conservation principle) Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-13 02:02:04 +02:00
jgrusewski	72cdbc9eec	feat: regime layer — the foundation of the agentic strategy factory (ADR 0002) ADR 0002 designs the real vision: a standing fleet of agents continuously breeding regime-specialist strategies into an adaptively-allocated book, with multiple-testing-at-fleet-scale as the constraint the whole architecture is built around (structured search + regime-conditioning + forward-validation + global-N accounting = the moat). domain/regime: VolTrendClassifier (causal trend x volatility state) + evaluate_by_regime (judge a strategy WITHIN each regime). Demo on real NQ: trend(200) is MARGINAL on the full sample but a clear OOS-confirmed SPECIALIST in trend_up\|low_vol (DSR 0.984, OOS +0.93), correctly rejected in range/high-vol regimes — the architecture's thesis proven. 16/16 tests. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-09 19:20:23 +02:00
jgrusewski	58bbb4520c	feat: fxhnt foundation — hexagonal architecture + proven gauntlet + vertical slice Enterprise clean-rebuild (no foxhunt code). Hexagonal/ports-and-adapters: pure domain (gauntlet math, strategies, backtest, models) \| ports (DataProvider, repositories) \| adapters (Yahoo data, SQLAlchemy operational [Postgres/SQLite], DuckDB analytical) \| application (ResearchService, DI) \| CLI composition root. Gauntlet-first: Deflated Sharpe (Bailey-LdP) built + falsification-tested (kills best-of-N-on-noise, keeps real premium). Full vertical slice runs end-to-end on real data: data -> strategy(trend) -> backtest(net of costs) -> IS/OOS gauntlet -> persistence. 4/4 tests green. Postgres+DuckDB split, pydantic contracts, typed, DRY via one-contract-per-port. ADR + README. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-09 12:21:47 +02:00

Author

SHA1

Message

Date

jgrusewski

cb758c448f

docs: ADR 0003 — research/trader split over SSOT feature-warehouse (architecture + port roadmap + conservation principle)

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-13 02:02:04 +02:00

jgrusewski

72cdbc9eec

feat: regime layer — the foundation of the agentic strategy factory (ADR 0002)

ADR 0002 designs the real vision: a standing fleet of agents continuously breeding regime-specialist
strategies into an adaptively-allocated book, with multiple-testing-at-fleet-scale as the constraint the
whole architecture is built around (structured search + regime-conditioning + forward-validation +
global-N accounting = the moat). domain/regime: VolTrendClassifier (causal trend x volatility state) +
evaluate_by_regime (judge a strategy WITHIN each regime). Demo on real NQ: trend(200) is MARGINAL on the
full sample but a clear OOS-confirmed SPECIALIST in trend_up|low_vol (DSR 0.984, OOS +0.93), correctly
rejected in range/high-vol regimes — the architecture's thesis proven. 16/16 tests.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-09 19:20:23 +02:00

jgrusewski

58bbb4520c

feat: fxhnt foundation — hexagonal architecture + proven gauntlet + vertical slice

Enterprise clean-rebuild (no foxhunt code). Hexagonal/ports-and-adapters: pure domain (gauntlet
math, strategies, backtest, models) | ports (DataProvider, repositories) | adapters (Yahoo data,
SQLAlchemy operational [Postgres/SQLite], DuckDB analytical) | application (ResearchService, DI) |
CLI composition root. Gauntlet-first: Deflated Sharpe (Bailey-LdP) built + falsification-tested
(kills best-of-N-on-noise, keeps real premium). Full vertical slice runs end-to-end on real data:
data -> strategy(trend) -> backtest(net of costs) -> IS/OOS gauntlet -> persistence. 4/4 tests green.
Postgres+DuckDB split, pydantic contracts, typed, DRY via one-contract-per-port. ADR + README.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-09 12:21:47 +02:00

3 Commits