Claude/dexter forex analyzer nc z aa#216
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…agent Replace stock screener focus with comprehensive forex, index, and commodity trade analysis tools optimized for Fintokei prop trading challenges. New tools: - Market data (Twelve Data API): real-time quotes, historical OHLCV, instrument registry - Technical analysis: SMA, EMA, RSI, MACD, Bollinger Bands, ATR, ADX, Ichimoku, etc. - Economic calendar: event tracking with impact levels and affected instruments - Fintokei rules: challenge rules, position sizing, account health monitoring - Trade journal: record/close trades, performance stats, trade history New skills: - trade-analysis: multi-timeframe analysis with confluence scoring - fintokei-challenge: challenge dashboard and progress tracking - risk-management: position sizing, correlation risk, portfolio heat, drawdown recovery Updated: - SOUL.md: trading philosophy replacing value investing philosophy - Agent prompts: FX/CFD-focused tool usage policy and trading analysis policy - Tool registry: replaced stock finance tools with forex/CFD tools - README.md, AGENTS.md, env.example: updated for new project focus https://claude.ai/code/session_01LAJ1yYfreU7BnS517qBYat
…trategy tools Transform from basic technical analysis to rigorous quantitative framework: Statistical Analysis Engine: - Z-score analysis with mean-reversion probability - Pairwise correlation matrix for portfolio risk decomposition - Return distribution analysis (skewness, kurtosis, VaR, CVaR, Jarque-Bera normality test) - Hurst exponent for regime detection (trending/mean-reverting/random walk) - Volatility regime classification (LOW/NORMAL/HIGH/CRISIS) with position sizing implications - Autocorrelation at multiple lags for momentum/mean-reversion detection Macro/Econometric Analysis: - Interest rate differential and central bank policy divergence scoring - Macro regime classification using leading indicators (GDP, PMI, CPI, unemployment, retail) - Cross-asset risk-on/risk-off regime detection (S&P, gold, JPY, AUD/JPY) Quant Strategy Engine: - Strategy backtesting (SMA crossover, mean-reversion z-score, RSI momentum, Bollinger breakout, Donchian channel) - Full backtest metrics: Sharpe, Sortino, max drawdown, profit factor, Kelly Criterion - Monte Carlo simulation for Fintokei challenge probability (P(pass), P(fail by drawdown), P(fail by daily limit)) - Expected value calculator for probability-weighted trade scenarios Enhanced Trade Journal: - Added Sharpe ratio, Sortino ratio, Kelly Criterion, risk of ruin to trade stats Rewritten Skills: - trade-analysis: 8-step quantitative workflow (regime → distribution → volatility → macro → correlation → events → EV) - fintokei-challenge: Monte Carlo-based challenge optimization with optimal risk parameters - risk-management: Kelly Criterion, volatility-adjusted sizing, correlation factor decomposition Updated SOUL.md: Quant analyst philosophy replacing basic trading philosophy https://claude.ai/code/session_01LAJ1yYfreU7BnS517qBYat
SOUL.md、README.md、AGENTS.md、3つのSKILL.md（trade-analysis、 fintokei-challenge、risk-management）、env.exampleのコメントを 日本語に翻訳。ソースコードには変更なし。 https://claude.ai/code/session_01LAJ1yYfreU7BnS517qBYat
システム全体の名前を「Dexter for Forex」から「Sapiens」に変更。 - パッケージ名: dexter-forex → sapiens - バイナリ名: dexter-ts → sapiens - データディレクトリ: .dexter/ → .sapiens/ - 環境変数: DEXTER_* → SAPIENS_* - UI表示、プロンプト、ドキュメント、コメント全て更新 - SOUL.mdのキャラクター設定を新名称に合わせて更新 - 43ファイル変更、TypeScript型チェック通過 https://claude.ai/code/session_01LAJ1yYfreU7BnS517qBYat
- Twelve Data APIクライアントにレート制限キュー（8req/min）を実装 - 429レスポンスとAPI本文エラーの自動リトライ - rateLimitedFetch()をmacro-analysis/economic-calendarで使用 - daily-routineスキルを新規作成（API負荷を最小化した日次分析ワークフロー） - trade-analysisスキルにAPI制限の注意書きを追加 https://claude.ai/code/session_01LAJ1yYfreU7BnS517qBYat
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