docs: C10 — strategy result is a broker-independent position table
Supersede 'broker is part of the strategy'. A strategy outputs a time-ordered table of position events (event_ts, action[buy/sell/close], position_id, instrument_id, volume; open time = opening event's event_ts, so no open_ts; unsigned volume, direction in action). Brokers become downstream swappable plugins: a deterministic frictionless sim-optimal broker yields synthetic pip-equity for neutral comparison/optimization; realistic broker plugins add currency friction/constraints for viability/deploy. Stays within C7 (scalar columns). Updates CLAUDE.md invariant 7, the walking-skeleton line, provenance, and the day-in-the-life doc. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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@@ -69,9 +69,12 @@ recorded before it enters a backtest, and only with your per-session consent.
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2. **Claude** (via the skills pipeline) writes `nodes/third-candle-long/`,
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implements `schema` + `eval` against `aura-core`.
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3. **Backtest:** `aura backtest nodes/third-candle-long --symbol GER40
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--from 2020 --to 2024 --broker pepperstone` → a metrics table (trades,
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hit-rate, P&L, max-DD, Sharpe) + a run record (manifest + metrics) under
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`runs/`.
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--from 2020 --to 2024` → the strategy produces a broker-independent
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**position table** (open/close events); the default **sim-optimal broker**
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projects it into a synthetic **pip**-equity, yielding a metrics table
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(trades, hit-rate, pip-P&L, max-DD, Sharpe) + a run record (manifest +
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metrics) under `runs/`. Add `--broker pepperstone` to project the same table
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through a realistic broker (currency, friction) for viability. (Contract C10.)
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4. **Sweep + Monte-Carlo:** `aura sweep … --grid lookback=5..50,thresh=0.5..0.9
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--mc-seeds 1000` → a distribution of metrics, best params, robustness bands.
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5. **Compose:** "combine it with `momentum-filter` as a weighted sum" → Claude
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