jgrusewski ad5b9dcc28 fix(ingest): date-resume all bybit per-symbol ingests so funding/oi/long_ratio/worst_basis advance nightly
The spot fix introduced `last_day_by_symbol` date-resume, but the sibling bybit ingests still used the
OLD symbol-skip resume ("resuming: N already done, M to go"): once a symbol carried ANY row of a feature
it was never fetched again, so the feature froze at the last ingest. funding stuck at 2026-06-23 froze
`xvenue_carry_nav` (it reads bybit_features funding) at 0d; open_interest/long_ratio/worst_basis lagged.

Extract a shared `resume_floor_ms(last_day, symbol, default_start_ms)` primitive (bybit_concurrency) and
apply it to `ingest_bybit_funding`, `ingest_bybit_oi`, `ingest_bybit_long_short`, and
`ingest_bybit_worst_basis`: each symbol now resumes from its last persisted day for ITS feature (the
adapter's backward-pagination floor), so done symbols are re-fetched only from their last day forward
(advancing them; the idempotent upsert overwrites the boundary day in place) and fresh symbols back-fill
from the caller's start_ms. Nothing is symbol-skipped → every feature advances each run. Refactored
`ingest_bybit_spot` onto the same shared primitive. deribit_funding already re-fetches all (no skip) — left
as-is. The perp `close`/`turnover` leg of `ingest_bybit_klines` keeps its symbol-skip resume (out of scope).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-28 11:29:35 +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.

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