Brent Neale 072ac0f245 Phase 2: Live paper trading engine + extended backtesting analytics ...

Track A — Live paper trading system:
- Extract PositionManager from backtester into shared src/position_manager.py
- Refactor backtester/engine.py to delegate to PositionManager
- New src/live/ package: data_feed (OANDA polling), executor (paper/live orders),
  engine (LiveEngine orchestrator with 5 strategy slots), run.py entry point
- Add phase2 config to system.yaml (S7_Tight, S9, S9_Filtered, S4F, S3)

Track B — Extended backtesting analytics:
- Regime analysis: per-year (2021-2023) breakdown shows 4/5 strategies trending UP
- Correlation analysis: S7+S3 GBP_JPY overlap=16.9% (moderate), S9 pairs=12% (low)
- Kelly sizing: S9_Filtered half-Kelly=7.3%, S4F=2.4%, S3=1.6% with Monte Carlo DD

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-19 14:46:51 +10:00

..

.env.example

Add economic calendar module to filter trades near high-impact events

2026-02-17 20:00:28 +10:00

system.yaml

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00