jgrusewski 9479cf7950 feat(surfer): deploy unlock-shorts as a paper-forward cockpit track (2nd edge live)
Mirrors the xsfunding paper-track pattern for the validated token-unlock dilution-short edge:
- adapters/data/unlock_calendar_live.UnlockCalendarLive: cached unlock calendar (DefiLlama
  emissions + CoinGecko id->ticker, weekly refresh — NOT on the nightly hot path) + live
  Binance perp prices/funding/qvol. snapshot(prev_names, asof) -> window names + prices for
  prior-book names + BTC. HTTP injectable (tests use fakes, no live network).
- application/unlock_short_strategy.UnlockShortForward: ForwardStrategy advance() — books the
  prior book's realized market-neutral return (short in-window cliff names + long BTC,
  squeeze-stopped, shock+liquidity filtered, equal-weight capped gross 1), carries new book.
- Wired: unlock_nav asset + job + Definitions + cockpit_forward dep; registry 'unlock' entry
  (gate min_days=60, Sharpe>=0.5). 13 assets now.

Tests: first-run freeze then forward booking + market-neutral P&L + shock filter (fakes).
Full suite 511 passed.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-20 20:21:20 +02:00

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.

Description
No description provided
Readme 10 MiB
Languages
Python 96.9%
HTML 2.3%
HCL 0.5%
Shell 0.3%