bb4ec3e2ae
The ForwardTracker now optionally throttles booked exposure off the live track's own running drawdown: flatten to 0 once drawdown exceeds kill_dd, re-enter once it recovers inside reenter_dd. The drawdown SIGNAL tracks shadow (un-throttled) equity so recovery is observable while flat; the booked NAV reflects the throttled book. No-lookahead (each day's decision uses prior-day kill-state); state is persisted (shadow_nav/shadow_peak/ killed) and lazy-inits for tracks that predate the switch. Wired ON in both live entry points via new settings combined_book_kill_dd (0.15) / combined_book_reenter_dd (0.07): the Dagster combined_forward_nav asset and the forward-track CLI. Default OFF at the tracker/factory level so existing trackers and tests are unchanged. Tests 54 passed (incl. new live-killswitch test); mypy clean on changed lines (pre-existing debt untouched). Co-Authored-By: Claude Opus 4.8 (1M context) <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.