Refocus on USD/JPY and add walk-forward backtester with regime filter

- Strip multi-pair plumbing; drop synthetic-data fallback
- Add BacktestConfig + walk-forward replay through the live signal pipeline
- Add metrics module (PF, Sharpe, Sortino, max DD, trade journal)
- Add parallel grid optimizer with disk parquet cache
- Add H4 ADX regime gate (--regime-filter, --regime-min-adx) — cuts chop
  losses ~84% in 2023 H1 while preserving trend edge

This commit is contained in:

Harwinder

2026-05-07 17:15:41 -04:00

parent c04f451c0c

commit 045f4248f3

9 changed files with 1605 additions and 1203 deletions

requirements.txt

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@@ -1,3 +1,5 @@
 numpy>=1.24
 pandas>=2.0
 requests>=2.28
 pyarrow>=14.0
 tqdm>=4.66