Jeroen Grusewski
fb4cb49b18
Threads positioning_coin_gross_cap through the two remaining uncapped paths found by the Task-7 whole-branch review: - Critical: combined_symbol_weights / combined_symbol_weights_and_returns / latest_raw_sleeve_weights / derive_and_persist_bybit_paper_book / build_bybit_paper_book now accept positioning_coin_gross_cap and forward it into sleeve_weights_and_contributions, so the live Bybit paper-book's ACTUAL persisted positions honor the same per-coin cap as the reconciled return. The nightly bybit_paper_book asset now passes POSITIONING_COIN_GROSS_CAP. - Important: bybit_4edge_backtest_summary gained a positioning_coin_gross_cap sibling next to positioning_tail_cap_k, forwarded into BybitFourEdgeStrategy; report_backtest_summary now passes POSITIONING_COIN_GROSS_CAP alongside POSITIONING_TAIL_CAP_K. Scope: coin_gross_cap only (the EX-ANTE weight cap) — capacity_capital and tail_cap_k are gains-only return haircuts and do not belong on the weight path. Default None everywhere (OFF = byte-identical). 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.