PythagorasGoal/data/paper_trend/state.json at strategy-research-2026-06 - PythagorasGoal - Gitea: Git Tielogic

Adriano/PythagorasGoal

Files

T

Adriano ae7f3d17f2 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)

2026-06-19 20:35:28 +02:00

13 lines

212 B

JSON

Raw Permalink Blame History

 {
   "capital": 2000.0,
   "initial_capital": 2000.0,
   "start_ts": 1781884800000,
   "last_ts": 1781884800000,
   "positions": {
     "BTC": 0.0,
     "ETH": 0.0
   },
   "n_bars": 0,
   "peak": 2000.0,
   "max_dd": 0.0
 }