030d55e83f
paper_risk_overlay re-derives the WHOLE un-throttled book-return series (paper_book_returns) AND replays the DrawdownKillSwitch from scratch every date -> O(D) per date -> O(N^2) over a ~1650-date backfill (~10+ min). Add IncrementalRiskOverlay: since the backfill's acc is append-only and paper_book_returns is a deterministic strictly-causal forward loop, keep the loop state + one persistent killswitch RESUMABLE across the date loop and advance them only over the new days. weights/leverage stay per-date (windowed, O(window)). The snapshot path keeps using stateless paper_risk_overlay (live==replay). Bit-identical proven by test_incremental_overlay_golden (exact == on weights/leverage/killed for every date, incl. a kill+re-enter path). Overlay cost at N=1650: ~2s. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
fxhnt
Agentic strategy-research & multi-strategy execution platform. It systematically discovers, backtests and out-of-sample-validates trading strategies across many markets, keeps only what survives a rigorous statistical gauntlet, and runs the survivors live (multiple strategies at once).
The bet is not a secret edge — it's breadth + discipline + automation. The hard part (and the moat) is refusing to fool yourself at scale; the validation gauntlet is the core, built and proven first.
Architecture (hexagonal / ports-and-adapters)
src/fxhnt/
domain/ pure logic: gauntlet (Deflated Sharpe), strategies, backtest, models ← no I/O
ports/ contracts: DataProvider, repositories (the only seams)
adapters/ infra: yahoo data, SQLAlchemy (Postgres/SQLite) + DuckDB stores
application/ use-case services (ResearchService) — orchestrate via ports
cli.py composition root (wires concrete adapters)
See docs/architecture/0001-architecture.md.
Quickstart
pip install -e ".[dev]"
pytest # unit (gauntlet falsification) + integration (vertical slice)
fxhnt strategies # list strategy kinds
fxhnt research SPY --kind trend --window 200 # data → backtest → gauntlet → persist
fxhnt list --passed-only # the survivor library
Config via FXHNT_* env vars (e.g. FXHNT_OPERATIONAL_DSN=postgresql+psycopg://...). Defaults to
SQLite + a local DuckDB file under ~/.fxhnt/.
Status
Vertical slice working: data (Yahoo) → strategy (trend) → backtest (net of costs) → IS/OOS gauntlet → persistence (operational + analytical). Next: the multi-strategy execution layer, more strategy templates + data adapters, and the agentic discovery search on top of the proven gauntlet.