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chore: dashboard HTML exports, tick results, raw mainnet BTC data, serve script

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ramseshk
2026-08-12 11:39:48 +08:00
parent 00bb06434e
commit d967301834
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backtests/results/tick/vpin_as_mm_BTC_2026-08-11_2026-08-12_20260811-064519.json
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{"strategy": "vpin_as_mm", "coin": "BTC", "start_date": "2026-08-11", "end_date": "2026-08-12", "duration_hours": 0.07, "n_events": 324, "total_trades": 1, "bid_fills": 1, "ask_fills": 0, "cancels": 98, "toxic_fills": 1, "adverse_rate": 1.0, "avg_spread_bps": 0.16, "max_inventory": 0.001, "max_drawdown_pct": 0.0, "sharpe": 0.0, "sortino": 0.0, "uptime_pct": 100.0, "pnl_breakdown": {"spread_capture": -0.0008, "inventory_pnl": 0.0, "maker_fees": -0.0128, "taker_fees": 0.0, "funding_pnl": 0.0, "adverse_selection_cost": -0.0004, "gross_pnl": -0.0136, "net_pnl": -0.0136}, "equity_curve": [{"t": 0.0, "v": 10000.0}, {"t": 0.0, "v": 9999.986412}], "vpin_curve": [], "verdict": "DISCARD", "dsr": 0.0, "psr": 0.5, "haircut_sharpe": -0.815763, "maker_fee_pct": 0.0002, "taker_fee_pct": 0.0005, "maker_params": {"gamma": 0.1, "base_size": 0.001, "max_inventory": 0.005, "skew_factor": 0.5, "vpin_threshold": 0.3, "vpin_alarm": 0.5}, "generated_at": "2026-08-11T06:45:19.913296+00:00"}