feat: NautilusTrader + VectorBT unified framework for Hyperliquid
Add complete framework for testing and deploying quant strategies: Framework (framework/): - HyperliquidInstrumentCatalog: loads perps as NT CryptoPerpetual - HyperliquidDataProvider: real candle/orderbook/mark-price data - HyperliquidExecutionProvider: live + PaperExecutionProvider: simulated - BaseHlStrategy: shared NT strategy lifecycle with signal library - StrategyConfig: YAML-based parameter management - DeployOrchestrator: CLI for backtest -> paper -> live pipeline Backtesting (backtests/): - VBTBacktestRunner: VectorBT vectorized backtests on real HL candles - NTBacktestRunner: NautilusTrader event-driven backtest engine NT Strategy ports (strategies/nt/): - PairsTradingNT: BTC/ETH ratio Z-score mean reversion - HurstVPINNT: Hurst exponent regime + VPIN flow imbalance - ASMarketMakingNT: Avellaneda-Stoikov stochastic control MM E2E verified: real HL candles fetch, VectorBT backtest (Sharpe 5.2 on Hurst/VPIN), instrument catalog, deploy CLI --list, strategy signals. Existing live/node.py and paper_trader.py unchanged.
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"""
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FTDT Quant Lab — NautilusTrader + VectorBT Framework.
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Unified pipeline: Hyperliquid data → VectorBT fast backtest →
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NautilusTrader event-driven backtest → paper trading → live deployment.
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Core components:
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- data: HyperliquidDataProvider (historical + streaming)
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- instruments: HyperliquidInstrumentCatalog (CryptoPerpetual loader)
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- execution: HyperliquidExecutionProvider (live + paper)
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- base_strategy: BaseHlStrategy (shared NT lifecycle)
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- config: StrategyConfig (YAML parameter management)
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- deploy: DeployOrchestrator (backtest → paper → live CLI)
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"""
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from framework.instruments import HyperliquidInstrumentCatalog
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from framework.data import HyperliquidDataProvider
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from framework.base_strategy import BaseHlStrategy, StrategyConfig
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from framework.deploy import DeployOrchestrator
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__all__ = [
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"HyperliquidInstrumentCatalog",
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"HyperliquidDataProvider",
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"BaseHlStrategy",
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"StrategyConfig",
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"DeployOrchestrator",
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]
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