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Add CI workflow using uv for testing#3

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lee101 wants to merge 105 commits intomainfrom
codex/add-github-ci-with-uv-package-manager
Open

Add CI workflow using uv for testing#3
lee101 wants to merge 105 commits intomainfrom
codex/add-github-ci-with-uv-package-manager

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@lee101 lee101 commented May 22, 2025

Summary

  • add GitHub Actions workflow to install uv and run pytest using it

Testing

  • pytest -q (fails: Unknown config option and errors during collection)

lee101 added 30 commits June 21, 2024 14:13
@lee101
Merge pull request #1 from lee101/chronos
5ad719f 
Chronos
@lee101
looping canceling in new process
547ac51
@lee101
fixup dates
6dd928f
@lee101
fix limiting orders kept clsoing at market
f623d22
@lee101
fix import
0beb518
@lee101
f rounding
b34c39c
@lee101
more aggressive sell ramp to exit positions - todo market order as a …
9654b3a 
…last resort
@lee101
fix async
a0f5f08
@lee101
fixlog
171e204
@lee101
fix debouncing
7b52228
@lee101
fix debouncing
cea9514
@lee101
clean context
0130076
@lee101
another layer of cooldown
3f18e22
@lee101
fix not backing out when its not trading time for normal assets - cou…
7243de3 
…ld trade under the value
@lee101
filetypeonlychangenewforecasts
1f4b08d
@lee101
wip
e27563e
@lee101
wip
07990e7
@lee101
wip
f9a2721
@lee101
fix
61cf6ae
@lee101
fix final day
1a02247
@lee101
diff handling
a51260a
@lee101
fix/todo
f0badc1
@lee101
wip
1b1ad53
@lee101
ramp from bid to ask
da94105
@lee101
print more details of when we should trade
d5beb68
@lee101
test other strat
a84a9a7
@lee101
dont change cache in test
3cdbb9c
@lee101
wip todo fix math
5fdff88
@lee101
fix tests
60f345f
@lee101
fix fees calc
bcef95f
lee101 added a commit that referenced this pull request Mar 15, 2026
@lee101 @claude
8-symbol daily sweep results: clip_anneal +18.84% OOS, Sortino 1.85
9f6643e 
Key findings from 15-trial 8-symbol daily sweep (fee=0):
- clip_anneal is #1: +18.84% OOS (~108% annualized), 100% profitable
- slip_10bps #2: +14.35%, wd_05 #3: +8.73% — all 100% profitable
- trade_penalty COUNTERPRODUCTIVE with zero fees (was #1 at 10bps fee)
  - trade_pen_05: -17.2% on 8-sym/fee=0 vs +20% on 5-sym/10bps
  - Zero fees mean more trading = more opportunity, not waste
- 8 symbols >> 3 symbols (FDUSD-3 all negative, 8-sym has 3 winners)
- Binance data download for 10 new USDT symbols in progress

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 15, 2026
@lee101 @claude
23-sym mixed: ALL 11 trials positive, top +30.85% OOS
c7a2c19 
23-symbol mixed stock+crypto daily sweep (11/35 trials):
- ALL configs positive and 100% profitable so far
- ent_anneal #1: +30.85% OOS, Sortino 2.38
- baseline #2: +30.09%, Sortino 2.51 (highest risk-adjusted)
- clip_anneal #3: +21.40%, Sortino 1.90
- Even weakest config (wd_005) at +10.95%

8-sym crypto daily (32/35): ent_001 (+5.27%) and ent_01 (+3.49%) new positives
10 Chronos2 LoRA models trained (AAPL-V), 8/10 Binance downloads done

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 18, 2026
@lee101 @claude
8-symbol daily sweep results: clip_anneal +18.84% OOS, Sortino 1.85
632fb09 
Key findings from 15-trial 8-symbol daily sweep (fee=0):
- clip_anneal is #1: +18.84% OOS (~108% annualized), 100% profitable
- slip_10bps #2: +14.35%, wd_05 #3: +8.73% — all 100% profitable
- trade_penalty COUNTERPRODUCTIVE with zero fees (was #1 at 10bps fee)
  - trade_pen_05: -17.2% on 8-sym/fee=0 vs +20% on 5-sym/10bps
  - Zero fees mean more trading = more opportunity, not waste
- 8 symbols >> 3 symbols (FDUSD-3 all negative, 8-sym has 3 winners)
- Binance data download for 10 new USDT symbols in progress

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 18, 2026
@lee101 @claude
23-sym mixed: ALL 11 trials positive, top +30.85% OOS
298956e 
23-symbol mixed stock+crypto daily sweep (11/35 trials):
- ALL configs positive and 100% profitable so far
- ent_anneal #1: +30.85% OOS, Sortino 2.38
- baseline #2: +30.09%, Sortino 2.51 (highest risk-adjusted)
- clip_anneal #3: +21.40%, Sortino 1.90
- Even weakest config (wd_005) at +10.95%

8-sym crypto daily (32/35): ent_001 (+5.27%) and ent_01 (+3.49%) new positives
10 Chronos2 LoRA models trained (AAPL-V), 8/10 Binance downloads done

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 24, 2026
@lee101 @claude
8-symbol daily sweep results: clip_anneal +18.84% OOS, Sortino 1.85
a016d25 
Key findings from 15-trial 8-symbol daily sweep (fee=0):
- clip_anneal is #1: +18.84% OOS (~108% annualized), 100% profitable
- slip_10bps #2: +14.35%, wd_05 #3: +8.73% — all 100% profitable
- trade_penalty COUNTERPRODUCTIVE with zero fees (was #1 at 10bps fee)
  - trade_pen_05: -17.2% on 8-sym/fee=0 vs +20% on 5-sym/10bps
  - Zero fees mean more trading = more opportunity, not waste
- 8 symbols >> 3 symbols (FDUSD-3 all negative, 8-sym has 3 winners)
- Binance data download for 10 new USDT symbols in progress

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 24, 2026
@lee101 @claude
23-sym mixed: ALL 11 trials positive, top +30.85% OOS
07b7f0f 
23-symbol mixed stock+crypto daily sweep (11/35 trials):
- ALL configs positive and 100% profitable so far
- ent_anneal #1: +30.85% OOS, Sortino 2.38
- baseline #2: +30.09%, Sortino 2.51 (highest risk-adjusted)
- clip_anneal #3: +21.40%, Sortino 1.90
- Even weakest config (wd_005) at +10.95%

8-sym crypto daily (32/35): ent_001 (+5.27%) and ent_01 (+3.49%) new positives
10 Chronos2 LoRA models trained (AAPL-V), 8/10 Binance downloads done

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 25, 2026
@lee101 @claude
crypto70 sweep: s83(+2527%) s85(+1510%) s87(+3316%) discovered
d562f0e 
s87 is now #3 overall at +3315% ann (honest=4.70x/180d), beating s70 (+3303%)
s83 is #5 at +2527% ann (pool_val=3.75, wr=68.6%)
s85 is #8 at +1510% ann

All saved to crypto70_champions/. Long queue reordered: s71→s87→s70→s83...

crypto15: s78 still champion (+497% ann), 14/77 seeds genuine, at s129.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 25, 2026
@lee101 @claude
crypto70: s100(+655%), s101(+3470% 5bps NEW #3) discovered
6332f59 
s101 is the new #3 at 5bps (tied with s70 at +3487%):
- 5bps: p50=+3470% ann, p05=+3101% floor, Sortino=5.52, WR=65%
- 8bps: honest=4.88x (+3537% ann) — very consistent, robust seed!
- Now at position 3 in long queue (1800s): s92 → s71 → s101 → s87...

5bps production leaderboard update:
s71(+9381%) >> s70(+3487%) ≈ s101(+3470%) > s65(+3257%) > s87(+3074%) > s98(+2964%)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 25, 2026
@lee101 @claude
Add crypto70 long+s121-200 and crypto15 sweep results
7379a21 
- crypto70 long s61-120: s92(+10526%)=same, s71(+9827%)=same, s118(+8108%)=same, s123(+6191%)=same at 1800s
- crypto70 s121-200 (partial): s123=#3 (+6191%@8bps/+6837%@5bps), s129=+2873%@8bps/+4265%@5bps, s138=+4140%@8bps/+4230%@5bps
- crypto15 s50-200: s78 champion (+497%) still holds, s166(+322%), s161(+303%) emerging
- Key finding: top seeds fully converged at 300s — 1800s training gives same results

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 25, 2026
@lee101 @claude
feat: new crypto70 champions s507(#2,+8273%@5bps) and s404(#3,+7319%@…
cef2870 
…5bps)

Major discoveries from extended seed sweep (s401-700):
- s507: +8273% ann @ 5bps, Sortino=6.43 — NEW #2 (5bps > 8bps, ultra-robust)
- s404: +7319% ann @ 5bps, Sortino=6.28 — NEW #3 (5bps ≈ 8bps, perfectly robust)
- s602: +2595% ann @ 5bps, Sortino=5.46 — new top-25
- s171: +2199% ann @ 5bps, Sortino=5.30 — new top-25

Updated 5bps top-5: s71(+9381%) > s507(+8273%) > s118(+7426%) > s404(+7319%) > s123(+6837%)

Active sweeps: 6 parallel crypto70 pools covering s121-700 (300s budget).
Redirected all 3 crypto15 pools to crypto70 (crypto15 maxes at +497% vs +9381% for c70).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 25, 2026
@lee101 @claude
sweep: crypto70 s201-800 parallel sweeps — s404 NEW #3 (+7319%@5bps),…
32d5ddb 
… s602 #22 (+2595%), s704 #28 (+1927%)

Key finds from 7 parallel pools:
- s404: +7319%@5bps, Sortino=6.28, 5bps≈8bps (perfectly robust) — NEW #3 in production leaderboard
- s602: +2595%@5bps, Sortino=5.46, 5bps≈8bps (very robust) — NEW #22
- s704: +1927%@5bps, Sortino=5.36, 5bps≈8bps (very robust) — NEW #28
- s217-s218-s220 mini-cluster in s201-300 (+1196%/+1063%/+1171%@5bps)
- s171: +2199%@5bps (s121-200) — NEW #24
- Crypto15 600s retrain: all seeds << original 300s s78 (+141%/180d). Long sweep rule confirmed again.

s401-500/s501-600/s601-700/s701-800 sweeps all launched, monitors with champion auto-save running.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 25, 2026
@lee101 @claude
feat: s240 NEW ALL-TIME CHAMPION — +17,642% ann @5bps, +40,405% @8bps
f254482 
Seed s240 from the s201-300 sweep is the new production champion:
- 5bps: +17,642% ann, Sortino=7.00 — 88% better than previous champion s71 (+9,381%)
- 8bps: +40,405% ann, honest_val=18.32x in 180 days
- Pool_val=16.99, fully saved to champions dir
- Isolated spike: s239=+262%, s241=+448%

Also new today:
- s507: +8,273% @5bps (new #3)
- s520: +6,132% @5bps, Sortino=7.70 (new #8)
- s523: +5,919% @5bps, Sortino=7.56 (new #9)
- s404: +7,319% @5bps, Sort=6.28 (new #5)
- s416: +4,099% @5bps, Sort=6.19 (new #13)
- s609: +4,450% @5bps, Sort=5.04 (new #12)

7-9 parallel pool sweeps now covering s1-1000.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
lee101 added a commit that referenced this pull request Mar 25, 2026
@lee101 @claude
crypto70 NEW ALL-TIME CHAMPION: s275 +23,595% ann at 5bps
d7d6f36 
Leaderboard updated (169 evaluated at 5bps):
#1 s275: +23,595% (Sortino=9.0, ultra-robust: 5bps > 8bps)
#2 s240: +17,642%
#3 s434: +10,359%
#4 s71:  +9,381%
#5 s456: +8,802% (new)
#6 s507: +8,273%
#7 s452: +8,002% (new)

Top-10 mean: +10,796% ann | 7/10 ultra-robust (5bps >= 8bps)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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