c4fb3f73eb
The VRP exec twin previously opened a NEW full-envelope spread every run, overwriting the single-slot book-state and never closing the prior one -- armed weekly it would stack N x notional. plan_and_record_vrp now maintains a 5-rung ladder (mirrors VrpStrategy.advance): closes rungs at 50% profit-take or DTE<=1 first, then opens at most one new rung sized at envelope/ladder (never the full envelope) only when a slot is free. Ladder decisions are factored into a pure, unit-tested plan_vrp_ladder helper. Also: IbkrBroker.place_combo used the wrong parent-order action for a net-credit combo (SELL with a negative limit); switched to BUY with a negative limit per IBKR's combo convention. fxhnt-opra-backfill.yaml's git-sync cloned the feature branch instead of master (this Job is applied manually post-merge). Added tests/unit/test_vrp_exec_helpers.py for the previously untested pure P&L helpers (compute_spread_exec_return/compute_ladder_exec_return/build_pos_state). Removed the dead --live flag from execute-vrp (plan_and_record_vrp never consulted allow_live; the paper-envelope refusal guard is the real safety mechanism). 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.