jgrusewski c66bffabef feat(combined-book): WarehouseSource reads SSOT; equivalence test proves A->B faithful
- Extend FeatureStore protocol with catalog() and read_panel() so WarehouseSource
  can be typed against the port (mypy strict clean)
- Add silver_ingest_helpers.ingest_crypto_pit — shared bronze→silver→warehouse
  write path for assets and tests
- Implement WarehouseSource in combined_book_source.py; delegates crypto panel
  to read_panel+_panel and futures to WarehousePriceProvider
- Add equivalence test: warehouse-fed panel == raw-file-fed panel (A→B gate)
- 291 tests pass, 0 regressions

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-15 11:16:25 +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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