Added parameter sweep tool that tested 320 combinations across SMA periods,
trade sizes, and RSI filters. Best result: SMA 50/100 on M15 with RSI 80/20
(Sharpe 5.69, 49% win rate). Updated backtester with RSI overbought/oversold
signal filtering and config to match optimal parameters.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add Flask dashboard with status, config editor, logs, kill switch,
and backtest results pages with monthly P&L breakdowns
- Add historical_loader.py for paginated OANDA candle fetching (1yr+)
- Update backtester to $100k starting equity, monthly P&L computation,
and JSON summary output for dashboard display
- Update config to EUR_USD only on M5/M15 with SMA 21/50 strategy
- Add backtest.html template with performance metrics and bar charts
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Dockerize the order executor with python:3.11-slim, add docker-compose
with config volume mount for hot-reload of system.yaml settings. Integrate
AI ensemble validation into order execution pipeline and add configurable
interval loop (default 60s) to replace container restart cycling.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Create config/system.yaml with full master prompt template
- Create src/config_loader.py to load YAML config and .env
- Update data_engine.build_all_features() to support lists of windows
(e.g. sma_windows: [3, 20] produces sma_3 and sma_20 columns)
- Rewrite get_candles.py to loop over all instruments × granularities
from config instead of hardcoding EUR_USD/M5
- Fix supabase_upload.py indentation bug and wire up config for table name
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Brent Neale