9 Commits

Author SHA1 Message Date
21in7
5b3f6af13c feat: add symbol comparison and position sizing analysis tools
- Add payoff_ratio and max_consecutive_losses to backtester summary
- Add compare_symbols.py: per-symbol parameter sweep for candidate evaluation
- Add position_sizing_analysis.py: robust Monte Carlo position sizing
- Fetch historical data for SOL, LINK, AVAX candidates (365 days)
- Update existing symbol data (XRP, TRX, DOGE)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 23:35:42 +09:00
21in7
5e3a207af4 chore: update strategy parameters and add weekly report for 2026-03-15
- Increased ATR_SL_MULT_TRXUSDT from 1.0 to 2.0 and adjusted ADX_THRESHOLD_TRXUSDT from 30 to 25 in README.
- Added new weekly report files in HTML and JSON formats for 2026-03-15, including detailed backtest summaries and trade data for XRPUSDT, TRXUSDT, and DOGEUSDT.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-17 19:53:31 +09:00
21in7
55c20012a3 feat: add per-symbol strategy params with sweep-optimized values
Support per-symbol strategy parameters (ATR_SL_MULT_XRPUSDT, etc.)
via env vars, falling back to global defaults. Sweep results:
- XRPUSDT: SL=1.5 TP=4.0 ADX=30 (PF 2.39, Sharpe 61.0)
- TRXUSDT: SL=1.0 TP=4.0 ADX=30 (PF 3.87, Sharpe 62.8)
- DOGEUSDT: SL=2.0 TP=2.0 ADX=30 (PF 1.80, Sharpe 44.1)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-17 17:28:14 +09:00
21in7
de27f85e6d chore: update .gitignore, modify log file pattern, and add package-lock.json
- Added entries to .gitignore for node_modules and dist directories in the dashboard UI.
- Updated log file pattern in log_parser.py to match 'bot*.log' instead of 'bot_*.log'.
- Introduced package-lock.json for the dashboard UI to manage dependencies.
- Updated CLAUDE.md to reflect the status of code review improvements.
- Added new weekly report files in HTML and JSON formats for 2026-03-07.
- Updated binary parquet files for dogeusdt, trxusdt, and xrpusdt with new data.
2026-03-09 22:57:23 +09:00
21in7
c577019793 docs: update architecture and README for improved clarity and structure
- Revised the architecture document to enhance clarity on system overview, trading decision process, and technical stack.
- Updated the README to emphasize the bot's operational guidelines and risk management features.
- Added new sections in the architecture document detailing the trading decision gates and data pipeline flow.
- Improved the table of contents for better navigation and understanding of the bot's architecture.
2026-03-07 02:12:48 +09:00
21in7
2a767c35d4 feat(weekly-report): implement weekly report generation with live trade data and performance tracking
- Added functionality to fetch live trade data from the dashboard API.
- Implemented weekly report generation that includes backtest results, live trade statistics, and performance trends.
- Enhanced error handling for API requests and improved logging for better traceability.
- Updated tests to cover new features and ensure reliability of the report generation process.
2026-03-07 01:13:03 +09:00
21in7
6a6740d708 docs: update CLAUDE.md with weekly-report commands and plan status
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-07 00:53:13 +09:00
21in7
d8d4bf3e20 feat: add new walk-forward backtest results and strategy sweeps for XRPUSDT
- Introduced multiple JSON files containing results from walk-forward backtests with varying configurations.
- Added strategy sweep results for different parameter combinations, showcasing performance metrics such as total trades, total PnL, win rate, and more.
- Enhanced the overall testing framework for better analysis of trading strategies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-07 00:22:39 +09:00
21in7
cd9d379bc2 feat: implement multi-symbol dashboard with updated data handling
- Added support for multi-symbol trading (XRP, TRX, DOGE) in the dashboard.
- Updated bot log messages to include [SYMBOL] prefix for better tracking.
- Enhanced log parser for multi-symbol state tracking and updated database schema.
- Introduced new API endpoints and UI components for symbol filtering and display.
- Added new model files and backtest results for multi-symbol strategies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-06 23:43:41 +09:00