Jeroen Grusewski 9baf1f8115 fix(ucits): key NLV stray-check on IBKR-reported symbol (CBU0->CSBGU0)
Probe (probe-ucits-symbols, live 2026-07-20) confirmed only the IEF line diverges:
config ticker CBU0 resolves to IBKR canonical symbol CSBGU0, which is what
positions() reports the holding under. _expected_book_symbols keyed on the display
ticker, so the legitimate 55-share IEF/Treasury book position (reported CSBGU0) was
flagged 'outside the book' and dropped from NLV.

Add UcitsListing.ibkr_symbol (defaults to ticker; set CSBGU0 for IEF) and include it
in _expected_book_symbols so the stray-check matches what IBKR actually reports. A
genuine stray (IBIT) is still flagged. Also fixed 4 lint items on the touched lines.

11 dashboard tests green (new CSBGU0-not-stray test + IBIT-still-stray + no regression).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-20 21:26:18 +00:00

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.

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