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feat: NautilusTrader + VectorBT unified framework for Hyperliquid

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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.
This commit is contained in:
ramseshk
2026-08-06 17:23:49 +08:00
parent 08a95e8fe2
commit f5ffe4baee
16 changed files with 22419 additions and 20 deletions
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strategies/nt/__init__.py
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"""
NautilusTrader strategy implementations.
Ported from existing strategies for unified backtest → paper → live pipeline.
"""
from strategies.nt.pairs_trading_nt import PairsTradingNT
from strategies.nt.hurst_vpin_nt import HurstVPINNT
from strategies.nt.as_mm_nt import ASMarketMakingNT
__all__ = ["PairsTradingNT", "HurstVPINNT", "ASMarketMakingNT"]