kroutony/bifitnex-trading
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kroutony 32aa6e40cd Add non-price context filters to backtest (BTC trend, buy pressure, funding) 
V3 backtest: add context parameter to signal_generator with three new filters:
- BTC trend filter: skip altcoin BUYs when BTC 1h EMA9<EMA21 + ADX>20
- Buy pressure (OHLCV proxy): penalize BUY score when close near low, boost SELL
- Funding sentiment (BTC perp basis): penalize BUY on overleveraged longs, boost SELL

Results: return -19.07% → -13.48%, max DD -27.19% → -18.25%, BUYs 385 → 189.
Added --no-context CLI flag for A/B comparison.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-17 16:54:22 +00:00
backtest Add non-price context filters to backtest (BTC trend, buy pressure, funding) 2026-03-17 16:54:22 +00:00
memory Backup Claude memory files to project repo 2026-03-13 11:23:22 +00:00
.env.example Initial commit: LLM-driven crypto trading bot 2026-03-13 03:25:18 +00:00
.gitignore Remove stop_orders.json from git, add to gitignore with deposit_cache.json 2026-03-15 13:19:15 +00:00
check_errors.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
config.py Align cost basis start date to 2026-03-10 UTC 2026-03-15 10:27:11 +00:00
cost_tracking.json Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
data_fetcher.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
indicators.py Add non-price context filters to backtest (BTC trend, buy pressure, funding) 2026-03-17 16:54:22 +00:00
llm_analyzer.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
main.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
portfolio.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
requirements.txt Initial commit: LLM-driven crypto trading bot 2026-03-13 03:25:18 +00:00
risk_manager.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
setup.sh Add Claude auto-fix to check_errors.py, distinguish LLM failure in Slack reports 2026-03-16 03:08:06 +00:00
slack_notifier.py Add Claude auto-fix to check_errors.py, distinguish LLM failure in Slack reports 2026-03-16 03:08:06 +00:00
sync_cost_basis.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
trade_logger.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00
trader.py Fix SELL P&L calculation, add debug logging, and multiple improvements 2026-03-17 06:23:54 +00:00