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CLAUDE.md

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@@ -80,7 +80,7 @@ Jupyter Notebooks (research + validation) ← Phase 1 + 3a
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├── run_sweep() → data/sweeps/*.parquet
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├── run_walk_forward() → in-memory DataFrame
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└── load_sweeps() ← reads from data/sweeps/
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└── notebooks/charts.py → reports/*.html (TVLC interactive)
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└── notebooks/charts.py → reports/charts/*.html (TVLC interactive)
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PostgreSQL+TimescaleDB (persistence)
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Redis (cache)
@@ -174,7 +174,7 @@ React Frontend ←WebSocket/REST→ FastAPI Gateway ← Phase 3b (future)
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- **Sweep results auto-persist to Parquet.** Use `run_sweep()` instead of manual `run_single_backtest` loops. Results land in `data/sweeps/` with deterministic filenames.
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- **Strategy factory pattern.** Each backtest notebook defines a `strategy_factory(engine, params)` callable that `run_sweep` and `run_walk_forward` use. This keeps sweep/validation code strategy-agnostic.
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- **Shared config in Cell 1.** All tuneable values live in Cell 1: `EXCHANGE`, `ASSET`, `INSTRUMENT_ID` (via `make_instrument_id(ASSET, EXCHANGE)`), `BAR_INTERVAL`, `SAVE_TEARSHEET`, `RESULT_NAME`, etc. `RESULT_NAME` is the canonical filename stem used by tearsheet save, TradingView HTML export, and notebook snapshot save.
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- **`notebooks/utils.py` helpers.** `make_instrument_id(asset, exchange)` builds the correct instrument ID format per exchange (Hyperliquid vs Binance). `save_tearsheet(html, result_name)` saves tearsheet HTML to `reports/tearsheets/`. `save_notebook` and `save_notebook_html` copy/export notebooks to `reports/`.
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- **`notebooks/utils.py` helpers.** `make_instrument_id(asset, exchange)` builds the correct instrument ID format per exchange (Hyperliquid vs Binance). `save_tearsheet(html, result_name)` saves tearsheet HTML to `reports/tearsheets/`. `save_notebook` and `save_notebook_html` copy/export notebooks to `reports/notebooks/{category}/` and `reports/html/{category}/` respectively (default `category="backtest"`).
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## Project Structure
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@@ -226,9 +226,13 @@ data/
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├── catalog/ # ParquetDataCatalog root (gitignored)
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└── sweeps/ # Sweep result Parquet files (gitignored)
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reports/ # Generated reports (gitignored)
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├── backtest/ # TradingView Lightweight Charts HTML reports
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├── html/ # Exported notebook HTML snapshots
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├── notebooks/ # Copied notebook snapshots (.ipynb)
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├── charts/ # TradingView Lightweight Charts HTML reports
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├── html/
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│ ├── backtest/ # Notebook HTML exports from backtest_*.ipynb
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│ └── validate/ # Notebook HTML exports from validate_strategy.ipynb
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├── notebooks/
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│ ├── backtest/ # Notebook snapshots from backtest_*.ipynb
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│ └── validate/ # Notebook snapshots from validate_strategy.ipynb
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└── tearsheets/ # NT tearsheet HTML (saved when SAVE_TEARSHEET=True)
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tests/ # unit/ and integration/
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```

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