ramseshk
f5ffe4baee
Add complete framework for testing and deploying quant strategies: Framework (framework/): - HyperliquidInstrumentCatalog: loads perps as NT CryptoPerpetual - HyperliquidDataProvider: real candle/orderbook/mark-price data - HyperliquidExecutionProvider: live + PaperExecutionProvider: simulated - BaseHlStrategy: shared NT strategy lifecycle with signal library - StrategyConfig: YAML-based parameter management - DeployOrchestrator: CLI for backtest -> paper -> live pipeline Backtesting (backtests/): - VBTBacktestRunner: VectorBT vectorized backtests on real HL candles - NTBacktestRunner: NautilusTrader event-driven backtest engine NT Strategy ports (strategies/nt/): - PairsTradingNT: BTC/ETH ratio Z-score mean reversion - HurstVPINNT: Hurst exponent regime + VPIN flow imbalance - ASMarketMakingNT: Avellaneda-Stoikov stochastic control MM E2E verified: real HL candles fetch, VectorBT backtest (Sharpe 5.2 on Hurst/VPIN), instrument catalog, deploy CLI --list, strategy signals. Existing live/node.py and paper_trader.py unchanged.
23 lines
314 B
Plaintext
23 lines
314 B
Plaintext
# Core
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nautilus-trader>=1.210.0
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numpy>=1.24.0
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pandas>=2.0.0
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pyyaml>=6.0
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requests>=2.28.0
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# Framework
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vectorbt>=1.0.0
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hyperliquid-python-sdk>=0.20.0
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websockets>=12.0
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# Dashboard
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fastapi>=0.109.0
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uvicorn[standard]>=0.27.0
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# Visualization
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matplotlib>=3.7.0
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seaborn>=0.12.0
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# Optional: dashboard
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streamlit>=1.28.0
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