docs: describe the uv workspace and the sbt2 namespace packages (#145) Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Benchmarks: variants, factory, buy-and-hold convention, nautilus statistics; type-only imports
Strategy, Glossary: the drawdown guard trips at the limit (#98) Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Strategy, Spec, Results, Run, Glossary: the risk table and the drawdown guard as built (#98) Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Strategy, Quality, Deferred: brackets and modify_order pinned on the simulated venue
M4 scope: nautilus sizing and RiskEngine, one drawdown guard in the base's order gate Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Candles: 1-minute candles stored, bars built from trades or candles per run (#49)
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>
Library: target design for sbt2 as a published package, open questions Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
docs: thin nautilus strategy base; asset profiles keyed by nautilus Strategies are nautilus Strategy subclasses on a thin sbt2 base that submit their own orders; the plain-Python pipeline (intents, reconciler, adapter) is gone (PR #18). Asset profiles are keyed by nautilus's AssetClass + InstrumentClass and venue profiles name them with nautilus enum names (issue #19). Results notes that annualization must be passed as nautilus's period (default 252) and that benchmark-relative stats come from nautilus. 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>
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
Separate the general framework from the crypto-perps use case
Add sbt2 architecture and design pages Home, Architecture, one page per module, Quality, Decisions, Deferred, Lessons from v1, and the sidebar. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>