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feat: Add core trading modules for risk management, backtesting, and execution algorithms, alongside a new ML transparency widget and related frontend dependencies.
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Keven Fox
2025-12-31 21:25:06 -05:00
parent 099432bf3f
commit 7bd6be64a4
743 changed files with 8617 additions and 5042 deletions
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docs/architecture/overview.md
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@@ -97,21 +97,30 @@ Crypto Trader follows a modular architecture with clear separation of concerns:
### 8. Risk Management
- **Components**: Risk manager, stop-loss, position sizing, limits
- **Integration**: Pre-trade checks, real-time monitoring
- **Features**: Drawdown limits, daily loss limits, position limits
- **Components**: Risk manager, stop-loss, position sizing, limits, VaR calculator, correlation analyzer
- **Integration**: Pre-trade checks, real-time monitoring, portfolio-level analysis
- **Features**:
- Drawdown limits, daily loss limits, position limits
- Value at Risk (VaR) calculation (Historical, Parametric, Monte Carlo, CVaR)
- Portfolio correlation analysis and diversification scoring
- Correlation-based position limits
- Advanced position sizing (volatility-adjusted, fractional Kelly, regime-aware, confidence-based)
### 9. Backtesting Engine
- **Features**: Historical data replay, realistic simulation
- **Components**: Engine, metrics, slippage model, fee model
- **Optimization**: Parameter optimization support
- **Features**: Historical data replay, realistic simulation, walk-forward analysis, Monte Carlo simulation
- **Components**: Engine, metrics, slippage model, fee model, walk-forward analyzer, Monte Carlo simulator
- **Optimization**:
- Parameter optimization (grid search, Bayesian, genetic algorithms)
- Walk-forward analysis with rolling window optimization
- Monte Carlo simulation for robustness testing
### 10. Portfolio Management
- **Tracking**: Real-time position tracking
- **Analytics**: Performance metrics, risk analysis
- **Rebalancing**: Automatic portfolio rebalancing (planned)
- **Tracking**: Real-time position tracking, performance analytics
- **Analytics**: Performance metrics, risk analysis, correlation analysis, VaR calculation
- **Rebalancing**: Automatic portfolio rebalancing with threshold and time-based triggers
- **Components**: Portfolio tracker, correlation analyzer, rebalancing engine
## Data Flow