gavindiazandClaude Code
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Full project import for the self-hosted code hosting (https://code.aifunny.ltd/gavindiaz/my-NexusTradingForexBot.git). Includes the live-freshness + scaler-hash fixes for the permanent STALE dashboard (tick_pipeline now_utc stamps; infer_probabilities computes model_input_hash on the actual scaled 70D tensor), the data-fetch default-path fix, the g29 web-auth test fixes, and a Chinese user manual (使用手册.md) for the web dashboard. Scratch diagnostic scripts (check*.py, contain a live web-auth token) and the .kilo/ agent-worktree directory are gitignored, not committed. Co-Authored-By: Claude Code <noreply@anthropic.com>
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title, description, lang
| title | description | lang |
|---|---|---|
| Replay | Replay and streaming replay — bit-exact parity with the dataset, the anti-leakage guarantee, and how it differs from backtesting. | en |
Replay
What replay is
Replay re-runs the engine's decision logic over historical data and proves it produces the same decisions the live/training pipeline produced on that data. It is the execution-fidelity check between research and runtime.
Two engines
| Engine | Module | Character |
|---|---|---|
| Dataset replay | model_generation/replay.py + replay_70d_vector |
bit-exact: replay vector must equal the dataset's stored vector (anti-leakage tests) |
| Streaming replay | research/streaming_replay.py (CHG-0035) |
shared LiveEngine over a logical clock (zero sleeps): incremental bar aggregation, causal 50D + news + liquidity at time T, frozen policy + RiskEngine, direction-aware simulated fills on historical bid/ask, tick SL/TP first-touch, ledger MFE/MAE — NO order_send (test-enforced) |
Anti-leakage
Features at time T may consume only information available at T: liquidity confirmation bars, completed HTF buckets, REPLACE+ALIGN history handling. The parity tests fail loudly if a replay vector diverges from its dataset twin.
Replay vs backtest
A backtest scores a strategy on history. A replay proves the same code path that would run live behaves identically on history. Backtest answers "how well?"; replay answers "is this actually the same system?".