58bbb4520c
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>
39 lines
1.8 KiB
Markdown
39 lines
1.8 KiB
Markdown
# fxhnt
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Agentic strategy-research & multi-strategy execution platform. It systematically **discovers,
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backtests and out-of-sample-validates** trading strategies across many markets, keeps only what
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survives a rigorous statistical gauntlet, and runs the survivors live (multiple strategies at once).
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The bet is not a secret edge — it's **breadth + discipline + automation**. The hard part (and the
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moat) is refusing to fool yourself at scale; the validation gauntlet is the core, built and proven
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first.
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## Architecture (hexagonal / ports-and-adapters)
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```
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src/fxhnt/
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domain/ pure logic: gauntlet (Deflated Sharpe), strategies, backtest, models ← no I/O
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ports/ contracts: DataProvider, repositories (the only seams)
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adapters/ infra: yahoo data, SQLAlchemy (Postgres/SQLite) + DuckDB stores
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application/ use-case services (ResearchService) — orchestrate via ports
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cli.py composition root (wires concrete adapters)
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```
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See `docs/architecture/0001-architecture.md`.
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## Quickstart
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```bash
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pip install -e ".[dev]"
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pytest # unit (gauntlet falsification) + integration (vertical slice)
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fxhnt strategies # list strategy kinds
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fxhnt research SPY --kind trend --window 200 # data → backtest → gauntlet → persist
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fxhnt list --passed-only # the survivor library
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```
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Config via `FXHNT_*` env vars (e.g. `FXHNT_OPERATIONAL_DSN=postgresql+psycopg://...`). Defaults to
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SQLite + a local DuckDB file under `~/.fxhnt/`.
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## Status
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Vertical slice working: data (Yahoo) → strategy (trend) → backtest (net of costs) → IS/OOS gauntlet
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→ persistence (operational + analytical). Next: the multi-strategy execution layer, more strategy
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templates + data adapters, and the agentic discovery search on top of the proven gauntlet.
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