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你好,感谢分享这个项目。 看到这个仓库目前还没有 LICENSE,想请教一下:后续有计划正式开源并接受社区贡献吗? 我对这个项目比较感兴趣,所以想先确认一下它的后续定位。感谢。
Problem
Reports are scattered across timestamps in results/, and per-trade diagnostic features (RSI bucket, ATR%, holding bars,
exit-reason breakdowns) are produced by ad-hoc inline Python scripts rather ...
backtest
enhancement
Problem
No funding-rate data adapter exists. Funding-rate sign and extreme values are known precursors to short-squeezes
(negative funding = shorts paying longs) and overheated long crowding (positive ...
research
Problem
The discrete 6-state Markov model uses hand-defined direction and volatility thresholds. The OOS in-sample-vs-OOS gap
(PF 0.86 → 0.60 on the 1h hard-filter experiment) suggests knife-edge classification. ...
research
Problem
All experiments so far run on BTC alone. The 24-month walk-forward sample is 33 baseline trades — small enough that
fold-7 alone drives most of the aggregate return. Cross-asset signal would multiply ...
research
Problem
Donchian-20 was the first trend-following attempt; it failed the adoption criteria (OOS PF 0.90, return -2.16%). The
trend-capture mechanism worked (16+-bar holds at 89.5% win rate) but Donchian-20 ...
research
Problem
Two NaN-handling defaults in the multi-timeframe regime layer silently ignore the gate at fold boundaries:
1. markov_regime.multi_timeframe_score does d_aligned_allowed.reindex(decision_index, ...
backtest
bug
Problem
The live worker (hermes_trading/loop.py) computes per-trade return as (last - entry_price) / entry_price * size with no
cost adjustment. Entries fill at the current close (no slippage), exits ...
bug
live-worker
Problem
hermes_trading/loop.py:_init_markov_live reads only legacy v1 yaml keys (cfg[ allowed_long_states ], cfg[
min_prob_same_or_up ]). The v2 research yaml uses sizing.favorable_states, mode, strategy_routing.routes, ...
bug
live-worker
Goal
Add `ruff` as the project linter and enforce a baseline set of rules in CI.
Rules
| Code | Ruleset | What it catches |
| --- | --- | --- |
| E/W | pycodestyle | style errors, whitespace, line length ...
enhancement

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