Production Readiness
The project includes no unit tests, though production code should cover window, log return, and order logic edge cases. The live system uses static dollar position sizing and does not implement compounding or Kelly-criterion sizing. The AR…
1 sources - 4 claims
The project includes no unit tests, though production code should cover window, log return, and order logic edge cases. The live system uses static dollar position sizing and does not implement compounding or Kelly-criterion sizing. The AR1 model on 1-minute data is stated not to be profitable after fees. The educational implementation does not include production-grade logging.