virattt/ai-hedge-fund v2.6.0

ai-hedge-fund 2.6.0

on GitHub

Changes

• Intraday paper trading — a fund can rebalance on minute bars (rebalance: minute) inside a New York trading window, from 04:00 to 20:00. aihf paper run <name> stays up and advances one bar per interval; aihf paper stop <name> stops it after the bar in flight. Each bar is its own ledger record at ledger/<date>/<HHMMSS>.json, with a daily checkpoint so replay does not walk every bar. The shortest interval is 1 second, down from 10.

• Scorecard — a finished backtest and a paper fund's session history now grade every analyst on hit rate, slugging, and information coefficient, each rate shown next to the count behind it, and attribute P&L, win rate, and drawdown to each strategy sleeve. It is computed from the sessions already on the ledger. Nothing new is stored.

• The standalone per-model backtest (python -m hedge_fund.backtesting) and the event study are gone. Backtests run through the fund.