Commit Graph

3 Commits

Author SHA1 Message Date
ramseshk a6905f2691 Fix win_rate() for Kalman Pairs: add net_pnl/gross_pnl field support
Bug: win_rate() only checked pnl_net/pnl_gross/pnl fields,
but Kalman backtests save trades with net_pnl/gross_pnl (underscore-first).
Result: all 4 Kalman assets showed 0% win on 27-35 trades.

After fix:
  BTC: 0% → 45% (16/35)
  ETH: 0% → 47% (16/34)
  HYPE: 0% → 51% (14/27)
  VVV: 0% → 57% (19/33)

Also corrected paper trader coin assignments for Mean Reversion
and Momentum Breakout (was BTC, should be ETH).
2026-08-06 08:26:35 +00:00
ramseshk 4457cdffc5 Comprehensive fix: live node resilience + CSS contrast + win_rate + equity curves
- Mainnet API fallback when testnet unavailable (prices, orderbook, instruments)
- Bypassed broken SDK instrument loading, uses raw mainnet meta API
- Dynamic BTC/ETH perp ID lookup (handles "-USD-PERP" suffix changes)
- Strategy-level equity tracking for per-strategy detail charts
- Win rate fixed: checks pnl_net/pnl_gross not just pnl field
- CSS contrast improved: --tx #6b6b7b→#9e9eae, borders/highlights brightened
- Equity curve recalculated on fee tier change (chart adjusts visually)
- Added Open Positions & Orders panel placeholder
2026-08-05 02:53:31 +00:00
ramseshk b59dcc3629 Initial project scaffold: five quant strategies for Hyperliquid Testnet
Set up the directory structure and wrote placeholder logic for:

- Order Book Imbalance: trades on L2 bid/ask skew
- Iceberg/TWAP detection: follows whale accumulation patterns
- Funding rate arbitrage: delta-neutral carry on perp funding
- Pairs trading: BTC/ETH spread mean reversion
- Avellaneda-Stoikov market making: optimal bid/ask quoting

Also added shared risk manager, portfolio tracker, and a plain-language strategy walkthrough in docs/.
2026-08-03 11:12:20 +00:00