deploy: TP01 trend portfolio (PORT LF4h) module + paper trader
- src/strategies/trend_portfolio.py: canonical winner, causal/no-leakage, reproduces CAGR +16.5% Sharpe 1.36 maxDD 13.8% - scripts/live/paper_trend.py: forward-only paper trader, persistent state, resume - tests/test_trend_portfolio.py: 5 tests (causality, profitability, long-only, paper parity)
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{
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"capital": 2000.0,
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"initial_capital": 2000.0,
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"start_ts": 1781884800000,
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"last_ts": 1781884800000,
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"positions": {
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"BTC": 0.0,
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"ETH": 0.0
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},
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"n_bars": 0,
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"peak": 2000.0,
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"max_dd": 0.0
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}
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