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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>
12 lines
760 B
CSV
12 lines
760 B
CSV
time,instrument,granularity,side,price,position_size,equity,drawdown
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2026-02-16 03:05:00+00:00,USD_JPY,M1,BUY,153.046,100.0,10000.0,0.0
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2026-02-16 03:19:00+00:00,USD_JPY,M1,FLAT,153.054,0.0,10000.01,3e-06
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2026-02-16 03:34:00+00:00,USD_JPY,M1,BUY,153.057,100.0,10000.01,3e-06
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2026-02-16 04:04:00+00:00,USD_JPY,M1,FLAT,153.06,0.0,10000.01,3e-06
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2026-02-16 04:16:00+00:00,USD_JPY,M1,BUY,153.056,100.0,10000.01,3e-06
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2026-02-16 05:09:00+00:00,USD_JPY,M1,FLAT,153.215,0.0,10000.11,2e-06
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2026-02-16 05:23:00+00:00,USD_JPY,M1,BUY,153.228,100.0,10000.11,2e-06
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2026-02-16 05:29:00+00:00,USD_JPY,M1,FLAT,153.184,0.0,10000.08,5e-06
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2026-02-16 05:30:00+00:00,USD_JPY,M1,BUY,153.214,100.0,10000.08,5e-06
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2026-02-16 05:44:00+00:00,USD_JPY,M1,FLAT,153.205,0.0,10000.08,5e-06
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