Commit Graph

7 Commits

Author SHA1 Message Date
jgrusewski
bce04d0031 plan(fetch): edge-pipeline containerization spec + plan (combined book only)
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)
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
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
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
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