Commit Graph

62 Commits

Author SHA1 Message Date
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 6ebdc34cd3 Remove redundant script.txt and tracked __pycache__
script.txt was superseded by requirements.txt. Python bytecode should
not be version-controlled — added .gitignore to keep cache and venv
out of the repo going forward.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-06 22:25:43 -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
Harwinder 242df24ca7 Fixed Bugs 2026-05-04 10:51:03 -04:00
harry e4138ee60a Fixed code 2026-05-04 14:29:32 +00:00
harry 1637b93f1c Add script.txt 2026-05-04 04:11:35 +00:00
harry 43319d9a98 Add main.py 2026-05-04 04:10:17 +00:00
harry ce4a12877d Add signal_aggregator.py 2026-05-04 04:10:01 +00:00
harry e08b593a86 Add news_engine.py 2026-05-04 04:09:32 +00:00
harry dacf337e87 Add engine.py 2026-05-04 04:08:58 +00:00
harry 008c21f9c3 Add data_provider.py 2026-05-04 04:08:35 +00:00
harry e39054af02 Add config.py 2026-05-04 04:08:10 +00:00