rams/ftdt-quant-lab
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11 Commits

Author SHA1 Message Date
ramseshk 6552511978 Hallmark Cobalt: unified light palette + Ubuntu fonts 
Layout: Ubuntu + Ubuntu Mono (next/font/google), light mode
CSS: Hallmark Cobalt palette — cool paper bg, hairlines,
  electric cobalt primary, slate secondary
Cards: white bg, hairline borders, muted type badges
Header/tabs: Ubuntu Mono labels, Ubuntu tab buttons
Removed: dark mode, Inter/JetBrains Mono, purple gradients
 2026-08-06 04:22:50 +00:00
ramseshk 98ee58dfaa Hallmark redesign + QuantReport fix 
Header/Tabs: Hallmark Cobalt aesthetic
  - Hairlines, cool paper bg, JetBrains Mono + Inter
  - Electric cobalt accent on active tab
  - No branding, no purple badges, no gradients

QuantReport: inline in strategy detail view
  - Renders below trade history on every tab
  - API maps strategy name -> file prefix
  - Proper backtestId from historical data

Server: strategy-name-to-prefix lookup
  ofi, avellaneda, iceberg, momentum, mean_rev,
  funding_arb, kalman_pairs, pairs
 2026-08-06 04:14:21 +00:00
ramseshk 8cb59239c6 Hallmark Cobalt header: clean professional nav 
Removed: FTDT Quant Lab branding, purple badges, green pulse dot,
  shadcn Tabs dependency, backdrop blur noise
Replaced with: Hallmark Cobalt engineered aesthetic
  - Hairline borders (#e0e4ec), cool paper (#f8f9fb)
  - JetBrains Mono header labels, Inter tab buttons
  - Electric cobalt (#0ea5e9) signal accent on active tab
  - Flat text labels: Live · Paper · Historical
  - Status dot + CONNECTED/OFFLINE subtle indicator
  - No shadows, no gradients, no rounded cards
 2026-08-06 03:59:41 +00:00
ramseshk 232d2dae10 Quant Report inline: embed in strategy detail view 
Removed: popup button + fullscreen overlay
Added: QuantReport renders directly below trade history
  in every strategy detail view (live, paper, historical).
  White background, 6-panel layout, QF-Lib header.
 2026-08-06 03:56:23 +00:00
ramseshk 0e08543823 QF-Lib Quant Report: full strategy performance analytics 
Backend: strategies/quant_report.py
  - equityCurve: daily PnL from trade history
  - monthlyReturns: heatmap matrix (years x months)
  - yearlyReturns: bar chart data with mean
  - monthlyReturnDistribution: histogram bins
  - qqPlot: theoretical vs observed quantiles
  - rollingStats: 6-month rolling return + volatility

API: /api/quant-report/{name}
  Computes full report from any backtest JSON file

Frontend: QuantReport.tsx
  - Strategy Performance chart (equity curve, blue line)
  - Monthly Returns heatmap (blue saturation)
  - Yearly Returns bar chart with mean line
  - Distribution histogram
  - Normal QQ plot with diagonal reference
  - Rolling Statistics (6-month, dual line)
  - QF-Lib header with logo and metadata
  - Access via QF-Lib Report button in detail view
 2026-08-06 03:37:25 +00:00
ramseshk d31d301822 Clean dashboard: remove footer links + positions panel 
Removed:
  - Three footer link cards (ftdt.io, Quant Lab, Git Repo)
  - Open Positions & Orders collapsible panel
  - Unused imports (Activity, Database, TrendingUp, Collapsible)

Positions already shown live on each strategy card (Pos: 0.0000).
Dashboard is now cleaner: strategies grid + L2 Terminal button only.
 2026-08-05 09:55:56 +00:00
ramseshk f198d2ccf6 L2 Terminal: full-screen SOTA order book depth map 
Replaces the cramped 480px component with a full-screen
production-grade trading terminal:

  DOM Ladder (25%):
    - 40 price rows centered on mid
    - Bid/ask volume bars with opacity scaling
    - Floating mid price, volume text on both sides

  Depth Heatmap (75%):
    - Cumulative volume profile (filled gradient areas)
    - Green bid fill, red ask fill
    - Yellow dashed mid line with floating labels
    - Price axis, volume scale, imbalance gauge

  Trade Tape (30% bottom):
    - Amber trade path with colored markers
    - Sized dots (trade size proportional)
    - Latest trade callout with direction

  Header bar:
    - Live connection indicator, mid, spread, imbalance
    - Real-time trade count

Access: click L2 Depth Map button on main dashboard
Fullscreen overlay with close button, ESC to dismiss
 2026-08-05 09:45:54 +00:00
ramseshk 2f74e076b4 Live L2 Order Book + Trade Tape visualization (Bookmap-style) 
New components:
  - hyperliquid-ws.ts: WebSocket hook for Hyperliquid L2 + trades
    - Auto-reconnect, ring buffer (500 trades)
    - Computes imbalance, total bid/ask volume, mid, spread
    - Type-safe interfaces: L2Snapshot, TradeTapeEntry

  - orderbook-depth-map.tsx: Dual-panel Canvas 2D visualization
    - Top panel (~55%): L2 volume profile histogram
      - Green bid bars (#00C853), red ask bars (#FF1744)
      - Yellow mid line (#FFEB3B) with floating price labels
      - Price axis, volume scale, orange mid marker
      - Quant overlay system: fair value, VWAP, signals
    - Bottom panel (~45%): Live trade tape
      - Amber trade path (#FFAB00)
      - Buy/sell markers (green/red dots sized by trade size)
      - Latest trade callout with side + price
    - Dark theme (#000000), monospace fonts, zero flicker

Integration:
  - Added to all strategy detail views (live tab only)
  - Renders below trade history table
  - WebSocket connects on mount, reconnects on error

Visual specification per user request:
  - Bid/ask bars: neon green/red on pure black
  - Mid line: yellow dashed with floating labels
  - Trade path: amber staircase with colored markers
  - No grid clutter, professional trading terminal aesthetic
 2026-08-05 07:42:27 +00:00
ramseshk 8855c013a6 3D Order Book Depth Map: Plotly.js + Three.js live visualization 
Architecture:
- depth-map-utils.ts: L2RingBuffer, l2SnapshotsToSurface, computeImbalance
  └─ O(1) ring buffer, 60-snapshot capacity
  └─ Surface matrix: ±50 bps × 100 resolution
  └─ Imbalance formula: I = (V_b-V_a)/(V_b+V_a) with wall detection

- depth-map-plotly.tsx: Plotly.js 3D Surface
  └─ 7-stop warm colorscale (dark→amber→gold)
  └─ contour projection, ambient+diffuse lighting
  └─ Live imbalance overlay: gauge bar + formula
  └─ uirevision for stable camera on updates

- depth-map-three.tsx: Three.js high-perf alternative
  └─ BufferGeometry + vertex colors + OrbitControls
  └─ 60fps suitable, WebGL renderer with alpha
  └─ Warm gradient matching Plotly colorscale
  └─ Double-sided faces, dark grid helper

- obi-detail.tsx: Combined strategy detail panel
  └─ Engine toggle: Plotly.js ↔ Three.js
  └─ Synthetic data generation for testing
  └─ 6-stat metrics row (PnL, BTC B&H, Sharpe, Hit Rate, Max DD, Signal)
  └─ Equity curve comparison + trade history table

- Page integration: OBI strategy triggers dedicated 3D view
 2026-08-05 06:11:33 +00:00
ramseshk 6665d0cd2a Multi-ticker historical backtests: ticker filter + per-coin grouping 
- Historical cards now deduplicated by strategy+ticker (28 entries: 7×4)
- Ticker filter bar: ALL | BTC | ETH | HYPE | VVV
- Coin badge on each card
- BacktestSummary.coin now required string field
- fetchHistorical groups by strategy · coin composite key
 2026-08-05 05:11:32 +00:00
ramseshk a09954017e Recreate Next.js source — shadcn components, chart, types, hooks 
Source files were untracked and lost during reset. Recreated:
- page.tsx (full 3-tab dashboard), layout.tsx, globals.css (shadcn theme)
- types.ts, api.ts, utils.ts
- strategy-card.tsx, equity-chart.tsx, positions-panel.tsx
- ui/ (7 shadcn wrappers: card, badge, button, table, tabs, sheet, collapsible, select)
- Config files: next.config.ts, tsconfig.json, postcss.config.mjs, components.json
 2026-08-05 05:05:26 +00:00