rams/ftdt-quant-lab
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8855c013a6ec681dfc7d13b4ab300df7df15ed94
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4 Commits

Author SHA1 Message Date
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
ramseshk eb2dc32c53 FTDT Dashboard: Next.js shadcn SOTA UI 
- Next.js 16 + React + TypeScript static export
- shadcn/ui components: Card, Tabs, Badge, Sheet, Collapsible, Table
- Claude Blu 2 dark theme via oklch CSS variables
- lightweight-charts v4 for equity curve rendering
- Framer Motion for layout animations
- 3 tabs: Live Testnet, Paper Mainnet (00K), Historical
- Full-page strategy detail with equity chart + trade history
- Fee tier selector (7 official Hyperliquid tiers + staking)
- API routes prefixed with /api/ for clean Caddy proxying
- _next/ mount for Next.js static assets
- WebSocket data flowing for live metrics and paper trader
 2026-08-05 04:51:58 +00:00