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.
28 lines
996 B
Python
28 lines
996 B
Python
"""
|
|
FTDT Quant Lab — NautilusTrader + VectorBT Framework.
|
|
|
|
Unified pipeline: Hyperliquid data → VectorBT fast backtest →
|
|
NautilusTrader event-driven backtest → paper trading → live deployment.
|
|
|
|
Core components:
|
|
- data: HyperliquidDataProvider (historical + streaming)
|
|
- instruments: HyperliquidInstrumentCatalog (CryptoPerpetual loader)
|
|
- execution: HyperliquidExecutionProvider (live + paper)
|
|
- base_strategy: BaseHlStrategy (shared NT lifecycle)
|
|
- config: StrategyConfig (YAML parameter management)
|
|
- deploy: DeployOrchestrator (backtest → paper → live CLI)
|
|
"""
|
|
|
|
from framework.instruments import HyperliquidInstrumentCatalog
|
|
from framework.data import HyperliquidDataProvider
|
|
from framework.base_strategy import BaseHlStrategy, StrategyConfig
|
|
from framework.deploy import DeployOrchestrator
|
|
|
|
__all__ = [
|
|
"HyperliquidInstrumentCatalog",
|
|
"HyperliquidDataProvider",
|
|
"BaseHlStrategy",
|
|
"StrategyConfig",
|
|
"DeployOrchestrator",
|
|
]
|