mirror of
https://github.com/BrentNeale1/fx-quant.git
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Brent NealeandClaude Opus 4.6
187ebe9a9e
Reads features from Supabase, simulates SMA(3)/SMA(20) crossover signals, and outputs P&L, drawdown, and trade logs per instrument/granularity. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
25 lines
1.6 KiB
CSV
25 lines
1.6 KiB
CSV
time,instrument,granularity,side,price,position_size,equity,drawdown
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2026-02-13 15:15:00+00:00,USD_JPY,M5,BUY,153.089,100.0,10000.0,0.0
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2026-02-13 15:45:00+00:00,USD_JPY,M5,FLAT,152.948,0.0,9999.91,9e-06
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2026-02-13 15:55:00+00:00,USD_JPY,M5,BUY,153.132,100.0,9999.91,9e-06
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2026-02-13 16:20:00+00:00,USD_JPY,M5,FLAT,152.894,0.0,9999.75,2.5e-05
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2026-02-13 17:45:00+00:00,USD_JPY,M5,BUY,152.828,100.0,9999.75,2.5e-05
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2026-02-13 17:50:00+00:00,USD_JPY,M5,FLAT,152.757,0.0,9999.71,2.9e-05
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2026-02-13 17:55:00+00:00,USD_JPY,M5,BUY,152.808,100.0,9999.71,2.9e-05
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2026-02-13 18:00:00+00:00,USD_JPY,M5,FLAT,152.792,0.0,9999.7,3e-05
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2026-02-13 18:05:00+00:00,USD_JPY,M5,BUY,152.818,100.0,9999.7,3e-05
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2026-02-13 19:10:00+00:00,USD_JPY,M5,FLAT,152.81,0.0,9999.69,3.1e-05
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2026-02-13 20:10:00+00:00,USD_JPY,M5,BUY,152.788,100.0,9999.69,3.1e-05
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2026-02-13 20:25:00+00:00,USD_JPY,M5,FLAT,152.734,0.0,9999.65,3.5e-05
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2026-02-13 21:50:00+00:00,USD_JPY,M5,BUY,152.717,100.0,9999.65,3.5e-05
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2026-02-15 22:05:00+00:00,USD_JPY,M5,FLAT,152.632,0.0,9999.6,4e-05
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2026-02-15 23:00:00+00:00,USD_JPY,M5,BUY,152.695,100.0,9999.6,4e-05
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2026-02-16 01:30:00+00:00,USD_JPY,M5,FLAT,153.008,0.0,9999.8,2e-05
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2026-02-16 02:10:00+00:00,USD_JPY,M5,BUY,153.089,100.0,9999.8,2e-05
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2026-02-16 02:55:00+00:00,USD_JPY,M5,FLAT,153.012,0.0,9999.75,2.5e-05
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2026-02-16 03:05:00+00:00,USD_JPY,M5,BUY,153.087,100.0,9999.75,2.5e-05
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2026-02-16 03:20:00+00:00,USD_JPY,M5,FLAT,153.022,0.0,9999.71,2.9e-05
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2026-02-16 03:50:00+00:00,USD_JPY,M5,BUY,153.062,100.0,9999.71,2.9e-05
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2026-02-16 04:05:00+00:00,USD_JPY,M5,FLAT,153.02,0.0,9999.68,3.2e-05
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2026-02-16 04:15:00+00:00,USD_JPY,M5,BUY,153.092,100.0,9999.68,3.2e-05
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