v2.0.0 - Apex AI Copilot 2.0, Smart Money Concepts (SMC) Engine, Gateway HUD & Port 3111 🚀

🚀 Quant Backtest Pro v2.0.0 Release Notes — Major Landmark Release

We are immensely proud to announce the official release of Quant Backtest Pro v2.0.0! 🚀
This major milestone delivers institutional Smart Money Concepts (SMC) trading capabilities, the Apex AI Copilot 2.0 with in-HUD Gateway configuration, the 5 Breakthrough Upgrades Suite (v2.2), and standardized frontend architecture on port 3111.

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🧠 1. Apex AI Copilot 2.0 & Smart Money Concepts (SMC) Engine

• In-HUD AI Gateway & Model Settings (⚙️):
  • Embedded configuration card directly in the HUD header without leaving the chart canvas.
  • Multi-provider support: Custom Gateway / Reverse Proxy, OpenAI, Google Gemini, DeepSeek, Ollama local LLMs.
  • Live Test Ping button sends a lightweight probe to /api/copilot/ping returning real-time round-trip latency (ms) or clear error diagnostics.
  • Direct configuration saving with dynamic quant_llm_config_changed broadcast, updating engine badges instantly without page reload.
• Smart Endpoint Auto-Normalization:
  • Automatically detects and normalizes user-entered URLs (plain hosts, /v1, or /chat/completions) avoiding path duplication 404 errors.
• Dual Delivery Resilience Engine:
  • Seamlessly attempts SSE streaming (stream: true) first.
  • Automatically retries via standard Non-Streaming request (stream: false) if the gateway rejects streaming or lacks SSE support.
  • Streams clear diagnostic notices to the HUD if upstream gateways encounter authorization or network failures before gracefully falling back to local SMC.
• Dynamic Risk-to-Reward (R:R) NLP Calibration Parser:
  • Mathematical entity extraction supporting natural language prompts in Vietnamese and English (e.g. "Rủi ro / Lợi nhuận? tôi muốn tỉ lệ lợi nhuận là 1:3", "R:R 1:4", "SL 15 pip, TP 60 pip").
  • Automatically calibrates Stop Loss and Take Profit levels mathematically to satisfy the requested ratio.
• One-Click R:R Preset Chips & Prompt Engineering Guide:
  • Quick action chips ([🎯 R:R 1:3], [🎯 R:R 1:2], [🎯 R:R 1:4]) for instant analysis.
  • Interactive prompt guide (?) popover detailing syntax tips for R:R, SL/TP, and SMC bias.
• Active Inference Engine Telemetry Badge:
  • Visual status indicator in the HUD header displaying active engine ([⚡ SMC Algorithm] or [🧠 Model]) with explanatory tooltip.

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🌐 2. Standardized Port 3111 Migration

• Standardized frontend development and preview port to 3111 across Vite, Express backend CORS policies, Cloudflare Tunnel configuration, MT5 gateway CORS, and shell launchers (start_all.bat, start_all.sh).
• Enhanced CORS isolation and origin security.

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💎 3. 5 Breakthrough Upgrades Suite (v2.2)

• Real-Time SSE Streaming Strategy Generator: Token-by-token code generation with speed telemetry and interactive <think> Chain-of-Thought terminal.
• Visual Block Strategy Builder: No-code visual rule block composer compiling bidirectionally to/from sandbox JavaScript code.
• AI Trade Post-Mortem & Autopsy: Forensic trade diagnosis with 0-100 Discipline score and 5 root cause classifications.
• 1,000-Path Monte Carlo Prop Firm Pass Probability: Bootstrap simulation stress-testing funded challenge rules (10% profit, 5% daily loss).
• Multi-Channel Webhook Dispatcher: Instant execution notifications to Telegram Bot API and Discord Webhooks with chart canvas attachments.

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📚 4. Ecosystem & Documentation Review

• Published comprehensive bilingual tactical guides: docs/APEX_AI_COPILOT_GUIDE.md & docs/vi/APEX_AI_COPILOT_GUIDE.md.
• Added official CHANGELOG.md documenting complete release history.
• 100% feature catalog parity maintained in docs/FEATURE_CATALOG_CHECKLIST.md & docs/vi/FEATURE_CATALOG_CHECKLIST.md.

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✅ 5. Verification & Quality Gates

• 237 / 237 Automated Tests Passing (100%)
• 100% Internationalization parity across 4 locales (vi, en, ja, zh) with zero hardcoded strings.
• FIPS-grade AES-256-GCM encrypted security key vault.
• Clean production Vite build in ~7.38s.

v1.3.0 - Comprehensive Mobile UI/UX Overhaul & Institutional Auth Hardening

🚀 Quant Backtest Pro v1.3.0 Release Notes

📱 1. Comprehensive Mobile UI/UX Overhaul (All 48 Features in 8 Modules)

• Header & Mobile Slide-Over Drawer (Header.tsx):
  • Integrated mobile quick timeframe dropdown (M1..D1) directly accessible next to the Symbol selector.
  • Slide-over drawer on < sm displays Account Balance & Equity stats, a 1-click Reset Balance confirmation, full timeframe grid, chart type selector, quick tool toggles (Prop Firm HUD, Economic News, Market Watch Drawer), institutional modal shortcuts, language switcher, and authentication actions.
• Quick Trade Dock (QuickTradeDock.tsx):
  • Compact touch cards on mobile with touch-friendly BUY/SELL buttons, lot stepper, and direct SL/TP inputs, retaining the horizontal dock on desktop.
• Time-Travel Replay Bar (ReplayBar.tsx):
  • Two-tier responsive layout on mobile: Tier 1 contains touch-friendly controls and calendar time-travel jump dialog; Tier 2 contains full-width scrubber slider with progress indicator.
• OMS Bottom Dock & Economic Calendar (PositionsTable.tsx & EconomicCalendarTab.tsx):
  • Added responsive toggle (viewMode: 'auto' | 'cards' | 'table'). On mobile viewports, tables automatically transform into touch cards showing positions, orders, history, and scheduled economic events.
• Modal Viewports & Overflow Containment:
  • Standardized all modals with max-h-[92vh], overflow-y-auto, and responsive paddings (p-2 sm:p-4).

🛡️ 2. Institutional Authentication Guards & Guest Mode

• Zero-Friction Guest Sandbox Mode: Visitors can explore charting, Heikin-Ashi, indicators, and backtesting immediately with background auto-save disabled for unauthenticated sessions to prevent 401 Unauthorized backend errors.
• Cloud Feature Auth Gating: Protected Session Manager, Advanced Analytics Heatmap, Cloudflare / Localtunnel, Live MT5 Bridge, and AI Strategy Copilot with institutional auth guards and a 1-click Quick Demo Trader login.

🌐 3. Internationalization (i18n) Parity

• 100% Locale Parity across Vietnamese (vi), English (en), Japanese (ja), and Chinese (zh).
• Zero hardcoded UI strings verified via automated scanner (npm run check:i18n).

✅ 4. Verification & Quality Gates

• 143 / 143 Core Unit Tests Passing
• 13 / 13 Security Hardening Tests Passing
• 42 / 42 Broker & MT5 Gateway Tests Passing
• 6 / 6 Authentic Economic Calendar & Sorting Tests Passing
• TypeScript Client & Server Typecheck 100% clean

v1.2.0 - Docker 1-Click, Dynamic Slippage, Institutional Risk Metrics & Out-of-Sample Validation 🚀

🚀 Quant Backtest Pro v1.2.0 — Institutional Realism, 1-Click Docker & Out-of-Sample Validation

We are proud to release Quant Backtest Pro v1.2.0! This milestone introduces institutional quantitative analytics, market execution realism, out-of-sample forward testing, and complete containerization.

🌟 Highlights in v1.2.0

🐳 1-Click Docker Containerization & CI Test Gate

• Multi-Stage Dockerfile: High-performance Node.js 20 Alpine production build.
• docker-compose.yml: 1-command launch with SQLite volume persistence (docker compose up -d).
• Automated CI Test Gate: 101 automated test cases running on every commit via GitHub Actions.
• Official ROADMAP.md: Strategic milestone documentation from v1.0 to v2.0.

📊 Institutional Realism & Quant Risk Metrics

• Sortino Ratio: Downside deviation risk-adjusted return measurement.
• Calmar Ratio: Annualized return relative to Maximum Drawdown.
• System Quality Number (SQN - Van Tharp): Mathematical system reliability rating (Holy Grail 🏆, Excellent ⭐, Good 👍, Average, Poor ⚠️).
• Dynamic Slippage Model: Realistic market order slippage simulation.
• Overnight Swap Rates: Accurate financing fee deductions across 00:00 UTC.

🛡️ Out-of-Sample Walk-Forward Validation (Anti-Overfitting)

• Train/Test Split (70% IS / 30% OOS) in SL/TP Grid Optimizer.
• Efficiency Index & Robustness Rating (Robust ⭐, Moderate, Overfitted ⚠️) badges.

💾 Dataset Management & Cleaned CSV Export

• Multi-Batch Online Crawler: Paginated fetching up to 50,000 candles with date range filters.
• SQLite Dataset Library: 1-click loading and pre-seeded institutional datasets.
• Download CSV: 1-click export of sanitized historical price data.
• Time-Travel Replay Bar: Interactive calendar date-time picker with $O(\log N)$ Binary Search.

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🧪 Verification:

• 101 / 101 Automated Tests Passing (100%)
• TypeScript 0 errors, Vite production build verified

v1.0.0 - Quant Backtest Pro Official Launch 🚀

We are thrilled to announce the official launch of Quant Backtest Pro (v1.0.0)! 🚀

Quant Backtest Pro is a modern, high-performance, open-source trading simulation and backtesting platform built for quantitative traders, manual price-action traders, and algorithmic developers. It brings together ultra-smooth candlestick/tick replay, realistic order execution matching, AI-powered strategy creation, backtest session persistence, and instant multi-platform trading bot exportation.

⚡ Core Features

• High-Speed Historical Replay: Step forward, backward, or auto-play candlestick replay from 0.1x to 50x speed.
• Multi-Timeframe Resampling: Live resampling from raw M1 data to all major timeframes (M5 to Monthly).
• Realistic Order Matching: Market, Limit, and Stop orders matching with custom spreads, commissions, and slippage.
• Economic Calendar Overlay: Live indicators for major macroeconomic events like FOMC, CPI, NFP.

🧠 AI Strategy Studio & Multi-LLM Copilot

• Natural Language to Code: Instantly generate executable sandbox code from text prompts.
• Multi-Provider LLM Support: Connect to OpenAI, Google Gemini, Anthropic Claude, DeepSeek, Local Ollama, and Custom Proxies.
• 1-Click Activate & Run: Auto-trading execution directly in the sandbox on each incoming candle.

🤖 Multi-Platform Strategy Bot Exporter

Export your backtested strategies in seconds to:

• TradingView (Pine Script v5)
• MetaTrader 5 (MQL5 EA)
• MetaTrader 4 (MQL4 EA)
• Python Bot (CCXT + Pandas-TA)
• cTrader (C# cBot)

🛡️ Prop Firm Challenge Shield (Drawdown Guard)

• Set daily maximum loss limits and maximum total drawdown.
• Real-time audio and visual circuit breakers to protect funded accounts during evaluation simulation.

📅 Dual-Mode Heatmap & Institutional Analytics

• PnL Calendar Heatmap: Visual calendar breakdown of daily, weekly, and monthly net profitability.
• Monte Carlo Simulation: 500-iteration stress testing to calculate risk-of-ruin and confidence intervals.
• Session Comparison Matrix: Compare metrics side-by-side (Win Rate, Profit Factor, Sharpe Ratio) across SQLite persistent sessions.

🚀 Installation Guide

Get started locally with Node.js 18+:

git clone https://github.com/thieucong98/quant-backtest-pro.git
cd quant-backtest-pro
npm install
npm run dev

Open http://localhost:5173/ in your browser.

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💖 Sponsorship & Support

If you find this project valuable, please consider supporting us:

• 🌟 Star this repository on GitHub to help more traders discover the project.
• 💖 GitHub Sponsors: Support continuous maintenance and new features.