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

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
Harwinder
2026-05-07 17:15:41 -04:00
parent 6ebdc34cd3
commit 636f0304ae
9 changed files with 1605 additions and 1203 deletions
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numpy>=1.24
pandas>=2.0
requests>=2.28
pyarrow>=14.0
tqdm>=4.66