ramseshk f7f47b5484 Fix Kalman Pairs historical backtest: real BTC/ETH pair data ...

Root cause: Kalman filter needs a cointegrated pair, but the
historical runner was feeding it synthetic noise (close vs SMA).
The Kalman filter found no mean-reverting spread, producing 0 signals.

Fix: Intercept kalman_pairs in main(), fetch real ETH candles,
run the full backtest_kalman_pairs() with BTC/ETH or X/ETH data.

Results (30-day, 720h candles, BTC/ETH pair):
  BTC: 35 trades, -0.36% PnL
  ETH: 34 trades, -0.01% PnL  (ETH/BTC pair)
  HYPE: 27 trades, -0.00% PnL (HYPE/BTC pair)
  VVV: 33 trades, -0.01% PnL  (VVV/BTC pair)

Total: 32 historical backtests (8 strategies x 4 coins)

2026-08-05 07:32:41 +00:00

..

results

Fix Kalman Pairs historical backtest: real BTC/ETH pair data

2026-08-05 07:32:41 +00:00

historical_runner.py

Fix Kalman Pairs historical backtest: real BTC/ETH pair data

2026-08-05 07:32:41 +00:00

run_backtest.py

Wire up real Hyperliquid integration and funding rate API

2026-08-03 11:37:47 +00:00

run.py

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00