124edda582
Fix 1: derive rebalance_id from last panel day (reb<day_int>) instead of wall-clock strftime so crash+re-run in a different minute reuses the same deterministic clientOrderIds — Binance dedupes on clientOrderId → idempotent. Fix 2: add rate_limited: bool field to RebalancePlan; set True whenever any placed Fill has status == "REJECTED" (budget-exhausted leg); surface in CLI echo so operators see exhaustion explicitly rather than learning via a drift halt. Fix 3: test_reduce_only_at_exact_cover_boundary locks the boundary invariant that an order sized to exactly cover an open position (qty == |current_qty|) is always flagged reduce_only for both SELL-covers-long and BUY-covers-short cases. Fix 4: test_reconcile_flags_unexpected_drift_on_untraded_symbol proves reconciliation catches drift on holdings the orchestrator never touched this cycle (the actual-union path in diff_positions covers untraded symbols too). Co-Authored-By: Claude Opus 4.8 (1M context) <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.