Commit Graph

3 Commits

Author SHA1 Message Date
Harwinder fb1eb5b73f 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.
2026-05-07 18:38:38 -04:00
Harwinder 045f4248f3 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
2026-05-07 17:15:41 -04:00
Harwinder 0a374cfea7 Add requirements.txt and usage guide 2026-05-04 10:51:03 -04:00