Commit Graph

6 Commits

Author SHA1 Message Date
0696565840 feat: Event-Study-Script (Forward-Returns je Quelle/Horizont vs. Baseline)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 09:08:14 +00:00
5f634452c3 feat: Trump-Event-Backfill (on-chain History + Truth-Archiv best effort)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 09:04:25 +00:00
b5dd953afc feat: ATR-GridBot mit Regime-Filter — Walk-Forward, Gate nicht bestanden
3 fixe Varianten (spacing 1.0/1.5×ATR, ADX<20/15): OOS-PF 0.87/1.03/0.94.
Grid-Stops bei Range-Breakdowns fressen die TP-Gewinne — kein Paper-Deploy.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-10 06:43:38 +00:00
29846e82a7 feat: Live-Paper-Engine — 5-min-Loop, API, Dashboard, Dockerfile
processCycle spiegelt Runner-Semantik exakt (Paritätstest gegen runBacktest),
Restart-Recovery über Cursor, DecisionLog mit Outcome-Backfill,
Bun.serve-API + statisches Dashboard, Deploy-Ziel trading.kuns.dev.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-10 06:11:44 +00:00
29000a2bba feat: Rotation-Walk-Forward-CLI (gemeinsame OOS-Aggregation extrahiert)
aggregateOos() aus runWalkForward herausgezogen und exportiert; beide
Walk-Forward-Varianten (Donchian + Rotation) nutzen dieselbe OOS-Logik.
Neues Script rotation-walkforward.ts mit identischem Report-Format und
Persistenz in backtest_runs (kind='rotation-walkforward').
package.json: "rotation"-Script ergänzt.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-09 22:09:22 +00:00
568e282b07 feat: Projekt-Skelett (Bun, TypeScript, Drizzle-Deps) 2026-06-09 20:18:06 +00:00