rams/ftdt-quant-lab
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70d43fefe00c74e814342af310f8ef49ba55a951
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5 Commits

Author SHA1 Message Date
ramseshk 5c41d232c1 Fix OBI depth map: single unified 3D surface, no subplots 
- Single surface spanning -50 to +50 bps (bid left, ask right)
- Clean warm amber/gold colorscale with contour projection
- NaN/Infinity filtering on Z matrix for clean rendering
- ResizeObserver for responsive canvas sizing
- uirevision v2 for stable camera across updates
- Removed dual-subplot approach (single colorbar, single scene)
- Imbalance overlay: +0.051 style with wall detection + formula
- L2RingBuffer unchanged, l2SnapshotsToSurface produces 60-row matrix
 2026-08-05 06:30:40 +00:00
ramseshk 7fd289f562 3D Order Book Depth Map: Plotly subplots (bid/ask split) + remove Three.js 
- Replaced single surface with dual synchronized 3D subplots:
  Left: BID depth (green colorscale, -50 to 0 bps)
  Right: ASK depth (red colorscale, 0 to +50 bps)
- Independent colorbars per side with proper labeling
- Camera sync via scene anchor mirroring
- Contour projection on both surfaces
- Live imbalance overlay centered between subplots

Data pipeline:
- l2SnapshotsToDualSurface() splits bid/ask into separate matrices
- L2RingBuffer unchanged (60 snapshots, O(1) append)

Removed:
- depth-map-three.tsx (Three.js alternative)
- Engine toggle buttons from OBI detail
- Three.js CDN loading
 2026-08-05 06:24:09 +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