rams/ftdt-quant-lab
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  • a5cf3fe583 fix: spot-perp basis floating-point EPS, NORMAL regime fallback, realistic fee defaults main ramseshk 2026-08-12 12:34:51 +08:00
  • 0446443d36 feat: creative alpha models + portfolio layer targeting Sharpe > 1.5 ramseshk 2026-08-12 12:26:29 +08:00
  • d967301834 chore: dashboard HTML exports, tick results, raw mainnet BTC data, serve script ramseshk 2026-08-12 11:39:48 +08:00
  • 00bb06434e fix: collector WebSocket trade parsing + DuckDB 1.5 API compatibility ramseshk 2026-08-11 14:45:48 +08:00
  • 189691e8f2 fix: duckdb_load stats requires init_schema before querying tables ramseshk 2026-08-11 12:41:16 +08:00
  • 20ee340cef feat: VBT visualization + validation pipeline, HFT tick viz, DuckDB loader ramseshk 2026-08-11 12:22:11 +08:00
  • 09cb0d42b5 feat: queue-aware paper fills, kill switch, systemd services, WQI+FundingArb in paper trader ramseshk 2026-08-11 11:28:01 +08:00
  • 3073415d33 feat: funding arb strategy, queue-aware paper fills, WQI live integration ramseshk 2026-08-11 11:15:25 +08:00
  • 50d63e1ecc feat: HFT infrastructure — tick backtest runner, VPIN-gated A-S maker, WQI predictor, queue-aware fills ramseshk 2026-08-11 10:43:51 +08:00
  • cdc7a01986 feat: queue simulation validation — VBT vs realistic event-driven PnL comparison ramseshk 2026-08-10 16:48:31 +08:00
  • 7517163142 feat: configurable grid params + auto walk-forward optimizer ramseshk 2026-08-10 16:47:09 +08:00
  • ad4036713e feat: recent-window backtests (week/month/year) — 207 clean results ramseshk 2026-08-10 16:35:25 +08:00
  • 543537e33f feat: quant validation framework — DSR, PSR, Haircut, regimes, walk-forward ramseshk 2026-08-10 16:20:56 +08:00
  • 268fe606fa fix: clear stale __pycache__ causing 'datetime is not defined' error ramseshk 2026-08-10 14:03:56 +08:00
  • e71b47ac56 refactor: VBT sidebar — cleaner UX with grouped sections + collapsible fee tiers ramseshk 2026-08-10 12:58:37 +08:00
  • 0486e8c93f feat: VBT overview + light mode + /api/vbt/summary ramseshk 2026-08-10 12:38:31 +08:00
  • b7c7fbb0af feat: VBT dashboard overview — strategy cards + heatmap + /api/vbt/summary ramseshk 2026-08-10 12:03:49 +08:00
  • 140b0cc360 feat: full-information live terminal — all 10 modules with coefficients ramseshk 2026-08-10 10:54:54 +08:00
  • e0be9f4d40 feat: advanced microstructure — sequencer latency, dealer GEX, tick regime, triangular arb ramseshk 2026-08-10 10:34:56 +08:00
  • 27c096dc9e feat: live monitoring dashboard — Bloomberg-terminal UI for all advanced modules ramseshk 2026-08-07 18:00:48 +08:00
  • 5304534e38 feat: advanced microstructure modules — HLP, Hawkes, Whipsaw, Term Structure, Liq Waterfall, Spoof Detector ramseshk 2026-08-07 17:52:20 +08:00
  • 31c1fe7fbe chore: sweep all strategies on HFT/intraday/intraweek intervals — 639 clean results ramseshk 2026-08-07 17:34:55 +08:00
  • 2aca789581 fix: NaN win_rate/profit_factor/expectancy crash JSON serialization ramseshk 2026-08-07 16:46:14 +08:00
  • 745174f0e6 fix: iceberg strategy — bool dtype + consecutive spike detection ramseshk 2026-08-07 16:27:06 +08:00
  • 78a170a42b feat: VBT sweep runner — batch backtest all strategy/interval/limit/coin combos ramseshk 2026-08-07 16:14:13 +08:00
  • 7d5b05b640 chore: archive 7 broken backtest files with no equity curves ramseshk 2026-08-07 15:52:04 +08:00
  • 0162e83138 feat: Hyperliquid fee schedule — all tiers, staking, maker rebates ramseshk 2026-08-07 15:44:43 +08:00
  • 9d817ac2fa feat: VBT trade log — show asset, entry/exit prices, Hyperliquid fees ramseshk 2026-08-07 15:35:33 +08:00
  • 9ee13a45bb fix: LTTB downsampling crashes on string timestamps + abs→Math.abs ramseshk 2026-08-07 15:26:42 +08:00
  • 870df57051 fix: dashboard errors — Math.abs, API routing, fetchHistorical guard ramseshk 2026-08-07 15:19:18 +08:00
  • e58c5951b7 feat: Phase 5 — integration layer (analytics pipeline, production node v2, CLI) + 12 tests ramseshk 2026-08-07 14:54:47 +08:00
  • 4f66ef36a9 feat: Phase 4 — controlled strategy deployment module + 38 tests ramseshk 2026-08-07 14:47:08 +08:00
  • 639dd4fb6d feat: Phase 3 — event-driven market-making simulator + 53 tests ramseshk 2026-08-07 14:39:59 +08:00
  • fcfc136384 feat: Phase 2 — microstructure analytics + 81 tests ramseshk 2026-08-07 14:34:18 +08:00
  • a7f811eb81 feat: Phase 1 — real-time & historical data system ramseshk 2026-08-07 14:28:21 +08:00
  • b13ce68fef fix: inverted condition in loadResults — new API response format was falling into wrong branch ramseshk 2026-08-07 14:17:03 +08:00
  • 6889e06a86 feat: VBT dashboard overhaul — pagination, caching, LTTB downsampling, deep links, export, more metrics ramseshk 2026-08-07 14:14:40 +08:00
  • 92ba6a564a chore: ignore generated VBT backtest result files ramseshk 2026-08-07 12:59:34 +08:00
  • 887a33f278 feat: trade log table, strategy params panel, B+W color scheme ramseshk 2026-08-07 12:53:52 +08:00
  • 121c67ae5f feat: VBT dashboard — asset badges, interval/bar selectors, sort/filter ramseshk 2026-08-07 12:41:08 +08:00
  • 623345c4d7 fix: normalize old backtest field names in VBT dashboard API ramseshk 2026-08-07 12:35:18 +08:00
  • 737b24895c fix: VBT dashboard — proper metrics display + redesigned UI ramseshk 2026-08-07 12:31:24 +08:00
  • 3606e7f92e feat: proper Grid MM, Composite MM, Hurst/VPIN, Iceberg, A-S strategies ramseshk 2026-08-07 11:42:32 +08:00
  • 37da46a016 feat: proper Order Book Imbalance strategy for BTC-USD on HL ramseshk 2026-08-07 10:50:43 +08:00
  • 879372f69e merge: resolve conflicts, keep local framework changes ramseshk 2026-08-06 17:52:55 +08:00
  • 9cf871be46 Fix order pricing: 1-tick advantage at best bid/ask + process guard ramseshk 2026-08-06 09:47:21 +00:00
  • 6934bfdaa0 feat: VectorBT results dashboard with Plotly charts ramseshk 2026-08-06 17:43:47 +08:00
  • 39545ac94b fix: NT backtest engine venue registration and bar precision ramseshk 2026-08-06 17:33:52 +08:00
  • f5ffe4baee feat: NautilusTrader + VectorBT unified framework for Hyperliquid ramseshk 2026-08-06 17:23:49 +08:00
  • 8461ed5097 Live open orders/positions + A-S gamma fix + MR 60-tick window ramseshk 2026-08-06 09:13:51 +00:00
  • 2429394cd8 Deep audit fixes: A-S gamma scaling + Mean Rev window ramseshk 2026-08-06 08:34:37 +00:00
  • a6905f2691 Fix win_rate() for Kalman Pairs: add net_pnl/gross_pnl field support ramseshk 2026-08-06 08:26:35 +00:00
  • 37b8496dc2 Optimal position sizing: 4x BTC, 40x ETH utilization ramseshk 2026-08-06 08:16:48 +00:00
  • 74113ab624 A-S MM backtest: 4 assets with FIFO round-trip PnL ramseshk 2026-08-06 08:11:46 +00:00
  • f9bed72b1c Proper A-S: side selection via reservation price (not spread formula) ramseshk 2026-08-06 08:04:49 +00:00
  • a5de7d526f Proper Avellaneda-Stoikov: reservation price + optimal spread model ramseshk 2026-08-06 08:00:08 +00:00
  • 08a95e8fe2 Proper Avellaneda-Stoikov: reservation price + optimal spread model ramseshk 2026-08-06 16:00:00 +08:00
  • 50f8f4f970 Refactor: review, fix, and test entire codebase ramseshk 2026-08-06 07:52:02 +00:00
  • 392bde44a0 Fix backtest detail API — check historical/ subdirectory first ramseshk 2026-08-06 07:44:07 +00:00
  • 6fcf5e7c7d TradeXYZ SPX S&P 500 Mean Reversion backtest ramseshk 2026-08-06 07:34:55 +00:00
  • cbbd0ef941 Fix Mean Reversion VWAP bug — was never firing ramseshk 2026-08-06 07:28:31 +00:00
  • ff3e68855c Repo cleanup: README with full stack summary + .gitignore + remove stale backups ramseshk 2026-08-06 07:21:04 +00:00
  • 3cc68cd46a Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding) ramseshk 2026-08-06 07:13:17 +00:00
  • b0eaee47db Hurst/VPIN backtest: 1 trade, 0% PnL (synthetic — selective by design) ramseshk 2026-08-06 07:03:12 +00:00
  • cf376f2995 Deploy Hurst/VPIN directional strategy to live + paper ramseshk 2026-08-06 06:51:51 +00:00
  • a8ed3cafe0 Fix memory guard: remove RLIMIT_AS (blocks Python heap), VmRSS-only ramseshk 2026-08-06 06:40:08 +00:00
  • 298b9c8020 Memory guard: 512MB hard cap, GC at 256MB, 2GB swap ramseshk 2026-08-06 06:31:16 +00:00
  • e5a81132ef Memory guard: 512MB hard cap, GC at 256MB, +swap ramseshk 2026-08-06 14:30:34 +08:00
  • 2176910fab QuantReport: handle API error responses, restart paper trader ramseshk 2026-08-06 06:19:42 +00:00
  • c98681c130 Fix historical cards + Hurst/VPIN strategy ramseshk 2026-08-06 04:49:00 +00:00
  • 6a39125fee Fix detail view crash + QuantReport safety check ramseshk 2026-08-06 04:37:23 +00:00
  • 6552511978 Hallmark Cobalt: unified light palette + Ubuntu fonts ramseshk 2026-08-06 04:22:50 +00:00
  • 98ee58dfaa Hallmark redesign + QuantReport fix ramseshk 2026-08-06 04:14:21 +00:00
  • 8cb59239c6 Hallmark Cobalt header: clean professional nav ramseshk 2026-08-06 03:59:41 +00:00
  • 232d2dae10 Quant Report inline: embed in strategy detail view ramseshk 2026-08-06 03:56:23 +00:00
  • 79870925f7 Fix QuantReport: fuzzy file matching + proper backtestId from historical data ramseshk 2026-08-06 03:50:28 +00:00
  • 0e08543823 QF-Lib Quant Report: full strategy performance analytics ramseshk 2026-08-06 03:37:25 +00:00
  • 03ebe9e795 Paper trader: 00 per strategy, match live node 8-strategy set ramseshk 2026-08-06 03:22:05 +00:00
  • 0b8943c926 PostgreSQL persistence layer + seen_fills fix ramseshk 2026-08-06 03:12:10 +00:00
  • 162c535c7c Lower thresholds for silent strategies: - Funding: 3% -> 1% APR (BTC funding ~0.87%, still below) - Kalman: Z-entry 2.0 -> 1.5 sigma - Momentum: 1.2σ -> 1.0σ Bollinger bands - Mean Reversion: 1.0σ -> 0.8σ VWAP deviation ramseshk 2026-08-05 10:23:37 +00:00
  • 941c07fe32 Per-strategy type badges with color coding + asset labels ramseshk 2026-08-05 10:05:43 +00:00
  • bf137a08a3 Comprehensive live strategy review and fixes ramseshk 2026-08-05 10:03:36 +00:00
  • d31d301822 Clean dashboard: remove footer links + positions panel ramseshk 2026-08-05 09:55:56 +00:00
  • f198d2ccf6 L2 Terminal: full-screen SOTA order book depth map ramseshk 2026-08-05 09:45:54 +00:00
  • 9b1d46526b Fix strategy isolation: unique sizes + testnet meta fallback ramseshk 2026-08-05 09:29:29 +00:00
  • e9629b698b Fix Hyperliquid WebSocket subscribe format: type -> method ramseshk 2026-08-05 09:04:40 +00:00
  • bfc3214967 Fix L2 tape visibility: add to OBI detail component ramseshk 2026-08-05 08:58:11 +00:00
  • fb231eef7c Strategy isolation fix: unique sizes + tighter fill matching ramseshk 2026-08-05 08:43:48 +00:00
  • 2f74e076b4 Live L2 Order Book + Trade Tape visualization (Bookmap-style) ramseshk 2026-08-05 07:42:27 +00:00
  • f7f47b5484 Fix Kalman Pairs historical backtest: real BTC/ETH pair data ramseshk 2026-08-05 07:32:41 +00:00
  • 803a38b237 Funding Rate Arb: historical backtests running (was pass/skip) ramseshk 2026-08-05 07:10:39 +00:00
  • 70d43fefe0 Complete Funding Rate Arb: real API data for live + paper ramseshk 2026-08-05 07:09:29 +00:00
  • 84efb4014a Add Kalman Pairs to all three systems: live, paper, historical ramseshk 2026-08-05 07:05:00 +00:00
  • 5004b23331 Fix live node: all 7 strategies now firing (was only 1/7) ramseshk 2026-08-05 07:00:07 +00:00
  • f4c8bca15a Kalman Filter Pairs Trading System — full production-grade implementation ramseshk 2026-08-05 06:47:33 +00:00
  • 5c41d232c1 Fix OBI depth map: single unified 3D surface, no subplots ramseshk 2026-08-05 06:30:40 +00:00
  • 7fd289f562 3D Order Book Depth Map: Plotly subplots (bid/ask split) + remove Three.js ramseshk 2026-08-05 06:24:09 +00:00
  • 8855c013a6 3D Order Book Depth Map: Plotly.js + Three.js live visualization ramseshk 2026-08-05 06:11:33 +00:00
  • 156ea40e78 Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins) ramseshk 2026-08-05 05:11:32 +00:00
  • 6665d0cd2a Multi-ticker historical backtests: ticker filter + per-coin grouping ramseshk 2026-08-05 05:11:32 +00:00