Commit Graph

5 Commits

Author SHA1 Message Date
Harwinder 3a09dfd62f Strip backtesting, rebalance indicator weights toward leading signals
Remove backtest.py, backtest_gpu.py, metrics.py, local CSV data,
Dukascopy loader, and all backtest CLI modes from main.py. Rebalance
engine weights: leading indicators (divergence, RSI, stochastic, BB)
now carry 66% of signal weight vs 34% for lagging (EMA, MACD). Add
ws_twelvedata.py for live tick streaming. Drop pyarrow and tqdm deps.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-10 23:40:15 -04:00
Harwinder a596e7cab2 Add async Telegram bot — live scan button with trade setup
Introduces telegram_bot.py: python-telegram-bot v20+ async bot that
presents a persistent Scan Signal inline button. Each press fetches a
live USD/JPY signal via SignalAggregator and formats it with emoji,
MTF breakdown, top bull/bear reasons, and warnings. STRONG_BUY /
STRONG_SELL signals additionally render the full trade setup (entry,
SL, TP1, TP2, RR). Adds python-telegram-bot>=20.0 to requirements.txt.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-07 23:05:01 -04:00
Harwinder dcd98fffa2 Swap raw requests for Twelve Data Python SDK
data_provider now uses TDClient.time_series().as_pandas() instead of
hand-rolled REST calls. Throttle, validation, and parquet caching are
unchanged. Adds twelvedata>=1.2.0 to requirements.txt.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-07 18:38:38 -04:00
Harwinder 636f0304ae 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>
2026-05-07 17:15:41 -04:00
Harwinder bc1844b233 Add requirements.txt and usage guide
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-04 10:51:03 -04:00