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Author SHA1 Message Date
4d6d8b421b Add the Online FDR library, benches, indicator and Expert
LORD3, LORD++ and SAFFRON driven by an alpha-wealth budget, a causal
stationary-block-bootstrap p-value source, and five deliberately
different signal rules that produce a genuine online stream.

The calibration bench establishes p-value validity and FDR control on
synthetic data with known ground truth before any market data is
involved; the dependence bench maps where the guarantee breaks and what
the throttle recovers; the stream bench runs the whole pipeline on real
bars. AlphaWealth draws the budget draining in a subwindow, and
FdrFilterEA runs the gate against its own control arm.
2026-09-06 05:13:22 +05:00
c31c21f504 Initial commit 2026-09-06 00:10:03 +00:00