├── .gitignore ├── AGENTS.md ├── QPA.opam ├── README.md ├── agents_workspace ├── .gitignore ├── bin │ ├── b1b2_stream_report.ml │ ├── dune │ ├── list_setup_days.ml │ ├── ml_export_main.ml │ ├── multi_vwap_bench.dune │ ├── multi_vwap_bench.ml │ ├── open_range_breakout_main.ml │ ├── optimize_main.ml │ ├── strategy_fast_main.ml │ ├── vwap_lhs_probe.ml │ └── vwap_revert_main.ml ├── config │ └── optimization_guardrails.yaml ├── dune-project ├── inventory_lightweight_shape.md ├── lib │ ├── cli │ │ ├── cli_helpers.ml │ │ └── cli_helpers.mli │ ├── core │ │ ├── cost_model.ml │ │ ├── cost_model.mli │ │ ├── csv_parser.ml │ │ ├── guardrails.ml │ │ ├── guardrails.mli │ │ ├── parameters.ml │ │ ├── parameters.mli │ │ ├── position_sizing.ml │ │ ├── position_sizing.mli │ │ ├── summary.ml │ │ ├── summary.mli │ │ ├── time_utils.ml │ │ ├── trade_base.ml │ │ ├── trade_base.mli │ │ └── types.ml │ ├── dune │ ├── engine │ │ ├── deprecated │ │ │ ├── dune │ │ │ └── opti │ │ │ │ ├── acquisition_deprecated.ml │ │ │ │ ├── dune │ │ │ │ ├── gp_deprecated.ml │ │ │ │ └── turbo_deprecated.ml │ │ ├── dune │ │ ├── engine_runner.ml │ │ ├── engine_types.ml │ │ ├── engine_types.mli │ │ ├── engine_v2.ml │ │ ├── engine_v2.mli │ │ ├── execution_engine.ml │ │ ├── execution_engine.mli │ │ ├── execution_model.ml │ │ ├── execution_model.mli │ │ ├── execution_params.ml │ │ ├── execution_params.mli │ │ ├── multi_engine.ml │ │ ├── multi_engine.mli │ │ ├── objectives.ml │ │ ├── objectives.mli │ │ ├── opt_algos.ml │ │ ├── opt_algos.mli │ │ ├── opti │ │ │ ├── acquisition.ml │ │ │ ├── botorch_client.ml │ │ │ ├── botorch_client.mli │ │ │ ├── botorch_kernel.ml │ │ │ ├── botorch_kernel.mli │ │ │ ├── gp.ml │ │ │ └── turbo.ml │ │ ├── optimizer.ml │ │ ├── optimizer.mli │ │ ├── optimizer_shared.ml │ │ ├── order_book.ml │ │ ├── order_book.mli │ │ ├── pnl_agg.ml │ │ ├── pnl_agg.mli │ │ ├── robustness.ml │ │ ├── robustness.mli │ │ ├── stat_tests.ml │ │ ├── stat_tests.mli │ │ ├── strategy_sig.ml │ │ ├── strategy_sig.mli │ │ ├── trade_transition.ml │ │ └── trade_transition.mli │ ├── features │ │ ├── amplitude_labeler.ml │ │ ├── features.ml │ │ ├── features.mli │ │ ├── indicators.ml │ │ └── indicators.mli │ ├── patterns │ │ ├── bar_patterns.ml │ │ ├── context.ml │ │ ├── gap_patterns.ml │ │ ├── pattern_types.ml │ │ └── patterns.ml │ ├── plot │ │ ├── plotter.ml │ │ └── plotter.mli │ ├── strategies │ │ ├── b1b2 │ │ │ ├── b1b2_params.ml │ │ │ ├── b1b2_params.mli │ │ │ ├── setup_builder_b1b2.ml │ │ │ ├── setup_builder_b1b2.mli │ │ │ ├── strategy_b1b2.ml │ │ │ ├── strategy_b1b2.mli │ │ │ └── trade_logic.ml │ │ ├── common │ │ │ ├── strategy_common.ml │ │ │ └── strategy_common.mli │ │ ├── open_range_breakout │ │ │ ├── open_range_breakout_strategy.ml │ │ │ └── open_range_breakout_strategy.mli │ │ └── vwap_revert │ │ │ ├── vwap_revert_params.ml │ │ │ ├── vwap_revert_params.mli │ │ │ ├── vwap_revert_strategy.ml │ │ │ └── vwap_revert_strategy.mli │ ├── strategy_fast.ml │ └── strategy_registry.ml ├── lstm30_equity_curve.png ├── plots │ ├── equity_daily.png │ ├── equity_trades.png │ └── pnl_hist.png ├── plots_py │ ├── 6e_1m_labels_3h │ │ ├── 6e_1m_labels_2010-06-07.png │ │ ├── 6e_1m_labels_2010-06-08.png │ │ ├── 6e_1m_labels_2010-06-09.png │ │ ├── 6e_1m_labels_2010-06-10.png │ │ ├── 6e_1m_labels_2010-06-11.png │ │ ├── 6e_1m_labels_2010-06-13.png │ │ ├── 6e_1m_labels_2010-06-14.png │ │ ├── 6e_1m_labels_2010-06-15.png │ │ ├── 6e_1m_labels_2010-06-16.png │ │ ├── 6e_1m_labels_2010-06-17.png │ │ ├── 6e_1m_labels_2010-06-18.png │ │ ├── 6e_1m_labels_2010-06-20.png │ │ ├── 6e_1m_labels_2010-06-21.png │ │ ├── 6e_1m_labels_2010-06-22.png │ │ ├── 6e_1m_labels_2010-06-23.png │ │ ├── 6e_1m_labels_2010-06-24.png │ │ ├── 6e_1m_labels_2010-06-25.png │ │ ├── 6e_1m_labels_2010-06-27.png │ │ ├── 6e_1m_labels_2010-06-28.png │ │ ├── 6e_1m_labels_2010-06-29.png │ │ ├── 6e_1m_labels_2010-06-30.png │ │ ├── 6e_1m_labels_2010-07-01.png │ │ ├── 6e_1m_labels_2010-07-02.png │ │ ├── 6e_1m_labels_2010-07-04.png │ │ ├── 6e_1m_labels_2010-07-05.png │ │ ├── 6e_1m_labels_2010-07-06.png │ │ ├── 6e_1m_labels_2010-07-07.png │ │ ├── 6e_1m_labels_2010-07-08.png │ │ ├── 6e_1m_labels_2010-07-09.png │ │ ├── 6e_1m_labels_2010-07-11.png │ │ ├── 6e_1m_labels_2010-07-12.png │ │ ├── 6e_1m_labels_2010-07-13.png │ │ └── 6e_1m_labels_2010-07-14.png │ ├── b1b2_full │ │ ├── equity_daily_R.png │ │ ├── equity_daily_pct.png │ │ ├── equity_daily_usd.png │ │ ├── equity_trades_R.png │ │ ├── equity_trades_usd.png │ │ ├── pnl_hist_R.png │ │ └── pnl_hist_usd.png │ ├── b1b2_latest │ │ ├── equity_daily_R.png │ │ ├── equity_daily_pct.png │ │ ├── equity_daily_usd.png │ │ ├── equity_trades_R.png │ │ ├── equity_trades_usd.png │ │ ├── pnl_hist_R.png │ │ └── pnl_hist_usd.png │ ├── b1b2_zero_fee_fixed │ │ ├── equity_daily_R.png │ │ ├── equity_daily_pct.png │ │ ├── equity_daily_usd.png │ │ ├── equity_trades_R.png │ │ ├── equity_trades_usd.png │ │ ├── pnl_hist_R.png │ │ └── pnl_hist_usd.png │ ├── equity_daily.png │ ├── equity_trades.png │ ├── es_1m_labels_rth │ │ ├── es_1m_labels_rth_2010-06-07.png │ │ ├── es_1m_labels_rth_2010-06-08.png │ │ ├── es_1m_labels_rth_2010-06-09.png │ │ ├── es_1m_labels_rth_2010-06-10.png │ │ ├── es_1m_labels_rth_2010-06-11.png │ │ ├── es_1m_labels_rth_2010-06-14.png │ │ ├── es_1m_labels_rth_2010-06-15.png │ │ ├── es_1m_labels_rth_2010-06-16.png │ │ ├── es_1m_labels_rth_2010-06-17.png │ │ ├── es_1m_labels_rth_2010-06-21.png │ │ ├── es_1m_labels_rth_2010-06-22.png │ │ ├── es_1m_labels_rth_2010-06-23.png │ │ ├── es_1m_labels_rth_2010-06-24.png │ │ ├── es_1m_labels_rth_2010-06-25.png │ │ ├── es_1m_labels_rth_2010-06-28.png │ │ ├── es_1m_labels_rth_2010-06-29.png │ │ ├── es_1m_labels_rth_2010-06-30.png │ │ ├── es_1m_labels_rth_2010-07-01.png │ │ ├── es_1m_labels_rth_2010-07-02.png │ │ ├── es_1m_labels_rth_2010-07-05.png │ │ ├── es_1m_labels_rth_2010-07-06.png │ │ ├── es_1m_labels_rth_2010-07-07.png │ │ ├── es_1m_labels_rth_2010-07-08.png │ │ ├── es_1m_labels_rth_2010-07-09.png │ │ ├── es_1m_labels_rth_2010-07-12.png │ │ ├── es_1m_labels_rth_2010-07-13.png │ │ ├── es_1m_labels_rth_2010-07-14.png │ │ ├── es_1m_labels_rth_2010-07-15.png │ │ ├── es_1m_labels_rth_2010-07-16.png │ │ └── es_1m_labels_rth_2010-07-19.png │ ├── es_3m_labels_rth_50_20 │ │ ├── es_3m_labels_rth_50_20_2010-06-07.png │ │ ├── es_3m_labels_rth_50_20_2010-06-08.png │ │ ├── es_3m_labels_rth_50_20_2010-06-09.png │ │ ├── es_3m_labels_rth_50_20_2010-06-10.png │ │ ├── es_3m_labels_rth_50_20_2010-06-11.png │ │ ├── es_3m_labels_rth_50_20_2010-06-14.png │ │ ├── es_3m_labels_rth_50_20_2010-06-15.png │ │ ├── es_3m_labels_rth_50_20_2010-06-16.png │ │ ├── es_3m_labels_rth_50_20_2010-06-17.png │ │ ├── es_3m_labels_rth_50_20_2010-06-21.png │ │ ├── es_3m_labels_rth_50_20_2010-06-22.png │ │ ├── es_3m_labels_rth_50_20_2010-06-23.png │ │ ├── es_3m_labels_rth_50_20_2010-06-24.png │ │ ├── es_3m_labels_rth_50_20_2010-06-25.png │ │ ├── es_3m_labels_rth_50_20_2010-06-28.png │ │ ├── es_3m_labels_rth_50_20_2010-06-29.png │ │ ├── es_3m_labels_rth_50_20_2010-06-30.png │ │ ├── es_3m_labels_rth_50_20_2010-07-01.png │ │ ├── es_3m_labels_rth_50_20_2010-07-02.png │ │ ├── es_3m_labels_rth_50_20_2010-07-05.png │ │ ├── es_3m_labels_rth_50_20_2010-07-06.png │ │ ├── es_3m_labels_rth_50_20_2010-07-07.png │ │ ├── es_3m_labels_rth_50_20_2010-07-08.png │ │ ├── es_3m_labels_rth_50_20_2010-07-09.png │ │ ├── es_3m_labels_rth_50_20_2010-07-12.png │ │ ├── es_3m_labels_rth_50_20_2010-07-13.png │ │ ├── es_3m_labels_rth_50_20_2010-07-14.png │ │ ├── es_3m_labels_rth_50_20_2010-07-15.png │ │ ├── es_3m_labels_rth_50_20_2010-07-16.png │ │ └── es_3m_labels_rth_50_20_2010-07-19.png │ └── pnl_hist.png ├── project_inventory.yaml ├── runs │ ├── b1b2 │ │ ├── 2025-11-21T09:06:42.982280Z │ │ │ └── summary.json │ │ ├── 2025-11-26T09:34:21.960313Z │ │ │ └── summary.json │ │ ├── 2025-11-26T13:51:55.059405Z │ │ │ └── summary.json │ │ ├── 2025-11-26T13:53:11.395711Z │ │ │ └── summary.json │ │ ├── 2025-11-26T13:55:21.390793Z │ │ │ └── summary.json │ │ ├── 2025-11-26T13:56:35.154521Z │ │ │ └── summary.json │ │ ├── 2025-11-26T14:02:00.998012Z │ │ │ └── summary.json │ │ ├── 2025-11-26T14:10:07.580142Z │ │ │ └── summary.json │ │ ├── 2025-11-27T01:53:13.233726Z │ │ │ └── summary.json │ │ ├── 2025-11-27T03:39:07.912471Z │ │ │ └── summary.json │ │ ├── 2025-11-27T05:10:27.422498Z │ │ │ └── summary.json │ │ ├── 2025-11-27T05:24:03.978765Z │ │ │ └── summary.json │ │ ├── 2025-11-27T05:29:35.173240Z │ │ │ ├── kernel.log │ │ │ ├── stdout.log │ │ │ └── summary.json │ │ ├── 2025-11-27T08:44:37.728285Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T08:46:40.879656Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T09:01:54.927273Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T09:17:25.526898Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T09:32:38.819637Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T10:10:09.350488Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T10:15:49.930058Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T10:29:31.097241Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ ├── 2025-11-27T10:31:35.827092Z │ │ │ ├── kernel.log │ │ │ └── stdout.log │ │ └── 2025-11-27T13:07:33.088992Z │ │ │ ├── kernel.log │ │ │ ├── stdout.log │ │ │ └── steps │ │ │ ├── iter_0000 │ │ │ ├── params.json │ │ │ └── score.txt │ │ │ └── iter_0020 │ │ │ ├── params.json │ │ │ └── score.txt │ ├── b1b2_year_sharpe_bayes.log.prev.20251127T032847 │ ├── b1b2_year_sharpe_bayes.pid │ ├── b1b2_year_sharpe_bayes.ts │ ├── b1b2_year_sharpe_bayes_20251127T052934.log │ ├── botorch_kernel.log.prev.1764163955 │ ├── botorch_kernel.log.prev.1764164125 │ ├── botorch_kernel.log.prev.20251127T032847 │ ├── botorch_service.log │ ├── botorch_service.pid │ ├── multi_engine.log.prev.1764164125 │ └── vwap_revert │ │ ├── 2025-11-26T09:55:36.788291Z │ │ └── summary.json │ │ ├── 2025-11-26T09:57:08.407977Z │ │ └── summary.json │ │ ├── 2025-11-26T09:57:18.072332Z │ │ └── summary.json │ │ └── 2025-11-26T09:57:24.975149Z │ │ └── summary.json ├── tests │ ├── core_primitives_tests.ml │ ├── csv_parser_tests.ml │ ├── dune │ ├── engine │ │ ├── multi_engine_tests.ml │ │ └── order_book_tests.ml │ ├── pnl_agg_tests.ml │ ├── position_sizing_edge_tests.ml │ ├── property_determinism_tests.ml │ ├── regression_b1b2_tests.ml │ ├── summary_edge_tests.ml │ ├── test_utils.ml │ └── time_utils_tests.ml ├── tmp │ ├── __pycache__ │ │ ├── amp_label_hgb_analysis.cpython-310.pyc │ │ ├── amp_two_stage_stop_xgb.cpython-310.pyc │ │ ├── amp_two_stage_stop_xgb.cpython-311.pyc │ │ ├── stop_label_hgb_analysis.cpython-310.pyc │ │ └── stop_label_hgb_analysis.cpython-311.pyc │ ├── amp_attention100_returns_model.py │ ├── amp_attention120_returns_1m.py │ ├── amp_label_confusion.py │ ├── amp_label_hgb_analysis.py │ ├── amp_label_naive_baseline.py │ ├── amp_label_noise_hgb_signflip.py │ ├── amp_label_oracle_swing_backtest.py │ ├── amp_label_signflip_backtest.py │ ├── amp_label_signflip_model_backtest.py │ ├── amp_label_swing_backtest.py │ ├── amp_label_xgb_all_features.py │ ├── amp_lin30_returns_model.py │ ├── amp_lstm_beta_analysis.py │ ├── amp_lstm_walkforward.py │ ├── amp_noise_indep_lstm.py │ ├── amp_noise_lstm.py │ ├── amp_random_feat_model.py │ ├── amp_ret_closepos_model.py │ ├── amp_stop_edge_bundle.zip │ ├── amp_stop_edge_bundle │ │ ├── README.md │ │ ├── amp_two_ret_model.py │ │ ├── amp_two_stage_stop_xgb.py │ │ ├── amplitude_labeler.ml │ │ ├── bar_patterns.ml │ │ ├── context.ml │ │ ├── features.ml │ │ ├── gap_patterns.ml │ │ ├── ml_export_main.ml │ │ ├── pattern_types.ml │ │ ├── patterns.ml │ │ └── stop_label_hgb_analysis.py │ ├── amp_three_ret_model.py │ ├── amp_two_ret_model.py │ ├── amp_two_stage_stop_xgb.py │ ├── analyze_lr_results.py │ ├── analyze_xgb_results.py │ ├── b1b2_botorch_stream.json │ ├── b1b2_year_sharpe_bayes.json │ ├── bayes_b1b2_20.json │ ├── bayes_b1b2_batch6.json │ ├── bayes_b1b2_batch6.out │ ├── bayes_b1b2_batch6_s40.json │ ├── bayes_b1b2_batch6_s40.out │ ├── bayes_b1b2_full.json │ ├── bayes_b1b2_full.out │ ├── bayes_b1b2_realistic.json │ ├── bayes_b1b2_realistic.out │ ├── bayes_b1b2_realistic_500.json │ ├── bayes_b1b2_realistic_500.out │ ├── bayes_b1b2_run.out │ ├── bayes_run.out │ ├── bayes_vwap_20.json │ ├── botorch_service.log │ ├── corr_stop_es_6e.py │ ├── dump_stop_predictions.py │ ├── feature_importance_hgb.py │ ├── grid_amp_params_6e_1m.py │ ├── grid_hgb_close_bracket.py │ ├── hgb_stop_entry_backtest.py │ ├── job_b1b2.json │ ├── job_b1b2_100.json │ ├── job_b1b2_iters100.json │ ├── job_b1b2_mini.json │ ├── job_b1b2_quick.json │ ├── job_b1b2_tstat.json │ ├── optimize_b1b2_100.log │ ├── optimize_b1b2_iters100.log │ ├── optimize_b1b2_quick.log │ ├── optimize_b1b2_tstat.log │ ├── plot_6e_1m_labels_windows.py │ ├── plot_es_1m_labels_rth.py │ ├── plot_es_3m_labels_rth.py │ ├── stop_daily_equity_extreme.png │ ├── stop_label_hgb_analysis.py │ ├── strat_to_verify_20251202_181221 │ │ ├── Debug.md │ │ ├── amp_stage.py │ │ ├── amp_two_stage_stop_xgb.py │ │ ├── config.py │ │ ├── constants.py │ │ ├── features_adapter.py │ │ ├── main.py │ │ ├── ocaml │ │ │ ├── bin │ │ │ │ └── ml_export_main.ml │ │ │ └── lib │ │ │ │ ├── core │ │ │ │ ├── csv_parser.ml │ │ │ │ ├── time_utils.ml │ │ │ │ └── types.ml │ │ │ │ ├── features │ │ │ │ ├── amplitude_labeler.ml │ │ │ │ ├── features.ml │ │ │ │ └── indicators.ml │ │ │ │ └── patterns │ │ │ │ ├── bar_patterns.ml │ │ │ │ ├── context.ml │ │ │ │ ├── gap_patterns.ml │ │ │ │ ├── pattern_types.ml │ │ │ │ └── strategy_fast.ml │ │ ├── pipeline.py │ │ ├── results.py │ │ ├── stop_label_hgb_analysis.py │ │ └── stop_stage.py │ ├── strat_to_verify_20251202_185634 │ │ ├── Debug.md │ │ ├── __pycache__ │ │ │ ├── config.cpython-311.pyc │ │ │ └── constants.cpython-311.pyc │ │ ├── config.py │ │ ├── constants.py │ │ ├── main.py │ │ └── reference_pipeline │ │ │ ├── README.md │ │ │ ├── amp_two_ret_model.py │ │ │ ├── amp_two_stage_stop_xgb.py │ │ │ ├── amplitude_labeler.ml │ │ │ ├── bar_patterns.ml │ │ │ ├── context.ml │ │ │ ├── features.ml │ │ │ ├── gap_patterns.ml │ │ │ ├── ml_export_main.ml │ │ │ ├── pattern_types.ml │ │ │ ├── patterns.ml │ │ │ └── stop_label_hgb_analysis.py │ ├── test_lightgbm_brooks.py │ ├── train_lstm_attn_returns_amp.py │ ├── train_lstm_bar_close_pos.py │ ├── train_lstm_full_context.py │ ├── train_lstm_returns_amp.py │ ├── train_lstm_returns_amp_1m.py │ ├── train_lstm_returns_amp_6e_1m.py │ └── vwap_lhs_probe.log └── tools │ ├── __pycache__ │ ├── botorch_service.cpython-310.pyc │ └── botorch_service.cpython-314.pyc │ ├── botorch_service.py │ ├── botorch_turbo_bridge.py │ ├── convert_to_et.py │ ├── legacy_b1b2_compare.py │ ├── plot_trades.py │ └── requirements.txt ├── bin ├── dune └── main.ml ├── convert.py ├── dtabento.ipynb ├── dune ├── dune-project ├── filterlogic.ipynb ├── lib ├── dune ├── engine │ └── opti │ │ ├── botorch_kernel.ml │ │ └── botorch_kernel.mli └── types │ └── bar.ml ├── notebooks └── 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