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.
11 lines
359 B
Python
11 lines
359 B
Python
"""
|
|
NautilusTrader strategy implementations.
|
|
|
|
Ported from existing strategies for unified backtest → paper → live pipeline.
|
|
"""
|
|
from strategies.nt.pairs_trading_nt import PairsTradingNT
|
|
from strategies.nt.hurst_vpin_nt import HurstVPINNT
|
|
from strategies.nt.as_mm_nt import ASMarketMakingNT
|
|
|
|
__all__ = ["PairsTradingNT", "HurstVPINNT", "ASMarketMakingNT"]
|