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>
20 lines
1.3 KiB
CSV
20 lines
1.3 KiB
CSV
time,instrument,granularity,side,price,position_size,equity,drawdown
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2026-02-16 02:52:00+00:00,EUR_USD,M1,BUY,1.18646,100.0,10000.0,0.0
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2026-02-16 03:03:00+00:00,EUR_USD,M1,FLAT,1.18654,0.0,10000.01,2e-06
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2026-02-16 03:13:00+00:00,EUR_USD,M1,BUY,1.18672,100.0,10000.01,2e-06
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2026-02-16 03:30:00+00:00,EUR_USD,M1,FLAT,1.18659,0.0,10000.0,3e-06
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2026-02-16 03:44:00+00:00,EUR_USD,M1,BUY,1.18676,100.0,10000.0,3e-06
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2026-02-16 03:47:00+00:00,EUR_USD,M1,FLAT,1.18666,0.0,9999.99,3e-06
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2026-02-16 03:55:00+00:00,EUR_USD,M1,BUY,1.18672,100.0,9999.99,3e-06
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2026-02-16 04:07:00+00:00,EUR_USD,M1,FLAT,1.18664,0.0,9999.98,4e-06
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2026-02-16 04:10:00+00:00,EUR_USD,M1,BUY,1.18674,100.0,9999.98,4e-06
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2026-02-16 04:15:00+00:00,EUR_USD,M1,FLAT,1.18666,0.0,9999.97,5e-06
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2026-02-16 04:27:00+00:00,EUR_USD,M1,BUY,1.18672,100.0,9999.97,5e-06
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2026-02-16 04:31:00+00:00,EUR_USD,M1,FLAT,1.18661,0.0,9999.96,6e-06
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2026-02-16 05:01:00+00:00,EUR_USD,M1,BUY,1.18627,100.0,9999.96,6e-06
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2026-02-16 05:02:00+00:00,EUR_USD,M1,FLAT,1.18619,0.0,9999.96,6e-06
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2026-02-16 05:09:00+00:00,EUR_USD,M1,BUY,1.18628,100.0,9999.96,6e-06
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2026-02-16 05:19:00+00:00,EUR_USD,M1,FLAT,1.1862,0.0,9999.95,7e-06
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2026-02-16 05:25:00+00:00,EUR_USD,M1,BUY,1.18635,100.0,9999.95,7e-06
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2026-02-16 05:32:00+00:00,EUR_USD,M1,FLAT,1.18623,0.0,9999.94,8e-06
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