Name the core calls the CLI and the server share (#180)
docs: nautilus 2.0.0rc6.dev20260930 and its funding layout (#147) Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Data: download and ingest return a Tally
Data: download and ingest share a DayRange and a generic Report
Data: UnstoredDataTypeError, and coverage of any data type
Data, Source Bybit: stored types, Catalog.frame and Bybit channels
Drop provenance, code identity, result identity and the data fingerprint
docs: sources live in data; the catalog is a reader and writer package (#52) Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Candles: 1-minute candles stored, bars built from trades or candles per run (#49)
Liquidation off without quotes, a spec key for it, and the faster run numbers
Library: settle the open questions and bring every page in line Two parts (in-sample / out-of-sample) replace train / validation / test; Holdout by fraction or date, no embargo; only the final out-of-sample part is locked, per lineage by date overlap; every run stored; code identity replaces the git SHA; one root replaces data/ and config/. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Data: ingest writes atomically without staging, pins the newest snapshot; mark price 1 ns before its close (#32) Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Data: empty days are written as zero-row files; resolve the zero-row spike (#28)
Funding streaming verified on the rc6 develop wheel; funding schema from nautilus; explicit fee model required Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Move to nautilus v2: native funding, portfolio equity snapshots, run-time bars, public catalog writers, nautilus tearsheets Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Drop the ingest manifest: coverage, instrument types and fingerprints come from nautilus's catalog Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Move to nautilus: run config, venue profiles, mark-price valuation, brackets, RiskEngine, bar aggregators, instrument provider, reports Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Index as a DuckDB view over per-run summaries; drop the pre-flight memory estimate Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Drop lockbox and access log, keep strategies in this repo, remove host OS from deployment Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Simplify architecture to six modules: data, spec, strategy, run, results, cli Merge download/ingest/data into data; spec/runner/engine into spec + run; results/metrics/analysis into results. Drop core and venue as modules. Access log moves to spec. ResultStore and output sink interfaces kept. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Refine architecture: core and metrics modules, output sink, split safety, strategy pipeline - core leaf module for shared types; pure metrics module shared by runner and analysis - full dependency graph including plug-ins; drop research module until the optimizer lands - engine writes through an output sink; runner commits staging on success - venue profile names venue + asset class; resolve maps symbols to InstrumentIds - splits frozen by access log; new test windows may not overlap seen data - notebook loaders lock every split's test window - strategy pipeline: strategy -> sizing -> risk guards -> pure reconciler -> thin adapter - fresh process per run; result identity; valuation price; per-source known gaps - benchmark moved out of the run spec; perp benchmark uses the perp price without funding Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Apply review decisions: runner/results/data modules, resolved-spec hashing, lockbox, splits, intents