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.
32 lines
264 B
Plaintext
32 lines
264 B
Plaintext
# Python
|
|
__pycache__/
|
|
*.py[cod]
|
|
*.egg-info/
|
|
dist/
|
|
.venv/
|
|
|
|
# Next.js / Dashboard
|
|
.next/
|
|
out/
|
|
node_modules/
|
|
|
|
# Environment
|
|
.env
|
|
*.env.local
|
|
|
|
# IDE
|
|
.idea/
|
|
.vscode/
|
|
*.swp
|
|
*.swo
|
|
|
|
# Runtime artifacts
|
|
/tmp/
|
|
*.log
|
|
metrics.json
|
|
paper_metrics.json
|
|
|
|
# OS
|
|
.DS_Store
|
|
Thumbs.db
|