7d96ff2a00
Add controller="combined" = K(D*) sizing + per-sleeve WindowedEdgeHealth structural-retirement gate + the existing DrawdownKillSwitch backstop. The only behavioural delta vs "killswitch" is the retirement gate filtering the active sleeve set; with all sleeves healthy combined == killswitch bit-identically. - RetirementGate (domain/edge_decay.py): pure hysteresis state machine over a WindowedEdgeHealth — retire after retire_window sub-retire_floor days, re-admit after readmit_window >= readmit_floor days; bootstrap-safe; to_dict/from_dict. - Wire combined into both overlays (live==replay): paper_risk_overlay replays the gate from scratch; IncrementalRiskOverlay keeps per-sleeve gate state advanced over newly-appeared days. ISV over survivors; leverage + killswitch unchanged. - Tests: pure state machine (retire/dip/re-admit/hysteresis/bootstrap/roundtrip), inert-on-healthy (combined==killswitch exact), synthetic dead-sleeve (combined retires B and beats killswitch NAV; re-admits on recovery), live==replay golden with a dying sleeve. Full suite green (756 passed). 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.