Jeroen Grusewski
420cffa93c
The IEF UCITS line's config ticker CBU0 resolves to IBKR canonical symbol CSBGU0 (the Error-478 root). After Monday's conId fix, CBU0 fills and IBKR reports the holding as CSBGU0 — but _expected_book_symbols keys on the display ticker CBU0, so the legitimate IEF/Treasury book position is flagged 'stray' and dropped from NLV (live 2026-07-20: positions_json shows CSBGU0:55). This adds IbkrBroker.resolve_symbol_info (read-only qualify-by-ISIN -> symbol/ localSymbol/conId) + the probe-ucits-symbols CLI to enumerate every line's real reported symbol, so the config can carry an ibkr_symbol field and the NLV stray-check keys on the REPORTED symbol. Probe first (this commit), fix config next. 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.