Jeroen Grusewski
5d4ddcfb39
The per-coin gross cap (0.07) reached the reconciliation REF but not the live forward NAV (BybitFourEdgeStrategy), so the gate would compare a capped ref against an uncapped forward and misread a healthy book as diverging. Threads positioning_coin_gross_cap through BybitFourEdgeStrategy, the four assets.py builders + three nightly call sites, and the three migration_builders.py builders, exactly parallel to the existing positioning_tail_cap_k. Also fixes positioning_weights_and_contributions + sleeve_weights_and_contributions so the paper-book per-symbol attribution reconciles against the capped sleeve return (Sigma weight*return == sleeve_returns_from_store), preserving the SSOT invariant. Default None everywhere (off = byte-identical).
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.