50e7983b3c
The paper->micro-live gap for the canonical cross-sectional funding deploy: the only order tool was crypto_funding_paper.py's cmd_orders for the RETIRED absolute harness. - domain.cross_sectional_funding.delta_neutral_orders: pure, tested. Signed book -> delta-neutral legs. w>0 (long top-funding) = BUY spot + SHORT perp (short collects +funding); w<0 (short bottom) = SELL/borrow spot + LONG perp (long collects -funding). |weight| iteratively capped at max_weight + renormed to gross 1; notional/leg = w*capital/(1+1/lev) so spot+perp margin fits capital. Flags coins unhedgeable on Binance (no spot leg). - CLI xsfunding-orders --capital: reads the LIVE book from tracker state, fetches Binance spot+perp prices, prints orders for MANUAL execution. Places NOTHING; keys never read; deploy only after the gate = GO. Verified: gate logic (gate.py) correctly flips WAIT->GO on min_days+return+Sharpe. 5 new unit tests (leg mapping, capital budget, weight cap, unhedgeable flag, empty book); suite green, mypy clean on changed lines. 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.