"A megalomaniac's Waterloo"

Randomized non-sequential trading simulator. Trading cycles — random ticker × random window, drawn from ~34k listed and delisted US equities (daily bars, split-adjusted, survivorship-bias-free) — are played in shuffled order. Each cycle is anonymized: prices rebased so the first candle opens at 100, dates mapped onto a fixed reference era, ticker hidden. No memory of prices, dates or tickers can leak into your decisions. Complete cycles, then analyse state/results.csv. Fake edges will be exposed.

Run

python3 -m venv .venv
.venv/bin/pip install -e .
.venv/bin/python main.py

First launch scans the equity store into cache/catalog.parquet (~1 min) and generates the shuffled cycle book (state/cycles.json). Cycle windows are filtered: no warrants/units/rights or ETFs, ≥$200k median daily dollar-volume in-window, no sub-$1 prints, no dead tape — knobs in vertex/config.py. python -m vertex.cycles --reset regenerates the book (losing progress); python -m vertex.catalog --rebuild rescans the store. Set Config.market = "btc" for the legacy BTC 15m mode.

Resets (close the app first): full restart = rm -rf state — trades, progress and the played-window ledger all go; the next launch regenerates a fresh book. Partial: delete state/results.csv (trades only), state/played.json (allow re-deals again), or run --reset above (new book, trades/ledger kept). cache/ never needs touching.

Controls

Input	Action
Space / ▶	reveal the next candle — the clock is bar-indexed, weekends/halts don't exist (collapses brackets; a fill pops its play back into focus). Shift+Space fast-forwards 5 bars
on-chart feedback	hover data strip (O/H/L/C · Δ% · range), dotted divider at window start, ▲/✕ trade markers, live R on filled brackets, bar N/120 progress, Done recap with net R
Σ / A	analysis panel: equity in R, rolling form, R distribution, MAE/MFE map, headline stats with recognized/side/LC filters; refreshes on every commit
double-click a candle	draft a play (dashed entry): snaps to the candle's nearest O/H/L/C, SL/TP seeded from ATR; the level's side of the current price decides long vs short
Enter	confirm the draft into a live play — a draft that isn't confirmed never counts: double-clicking elsewhere moves it, advancing discards it
drag entry line	move the whole bracket (focused play only; locked once filled)
drag SL / TP line	adjust exits — snaps to nearby candle OHLC levels
click a table row	pop that play into focus; other plays collapse to slim lines
Esc / Del / right-click / row ✕	discard the draft if one exists, else cancel the focused pending play (filled positions only resolve at SL/TP)
P / PLAYS strip	collapse or expand the plays drawer — collapsed, the chart takes all the space; it never reopens itself (the strip summary keeps updating)
pan / zoom	the ticker's full past history is loaded — scroll back TradingView-style
price axis	drag to scale (y goes manual and stays put while you scroll); chart-drag then pans both axes; double-click the axis to restore auto-fit
1 2 3	D / W / M timeframes (weekly/monthly aggregate the dailies; BTC mode keeps 1m–4h)
✓ Done	commit the cycle: results are saved only here (a cycle is atomic)
cycle completion	trade the whole 120-bar window; Done rotates whenever you choose. (plays_per_cycle can cap resolved trades per chart if you ever want forced rotation.) Committed windows go into state/played.json — a ledger that survives book resets, so no window range is ever dealt twice
recognized	flag the cycle if you recognized the underlying chart (excluded from clean stats)

Drawing toolbar (left edge; every picked point gets a weak OHLC magnet, TradingView-style):

Tool	Use
✛	select / place plays; hovering a drawing reveals its drag handles (click = persistent select, Del removes); drag handles to edit, magnet applies
%	two clicks → vertical % between the prices (horizontal span irrelevant)
╱	ray: anchored at the first click, propagates through the second to the chart edge
─	horizontal ray, one click
✎	freehand brush, drag
φ	fib retracement, two clicks — personal preset (0 · ⅓ · 0.381 · 0.618 · 0.66 · 0.786 · 0.825 · 0.886 · 1)
🗑	clear all drawings (they also reset with each new cycle)

Committing a drawing returns to select mode; Esc aborts one mid-draw. Drawings survive timeframe switches (anchored to time + price, not bar indices).

Fills replay the underlying 1m data: entries are touch-limits nudged 1bp against you, TP can never trigger on the bar that filled you, SL wins when a bar spans both, and MAE/MFE are recorded per trade. Results are stored de-anonymized (real symbol, dates, prices).

Layout

• vertex/ — headless engine (config, data, session, orders, results, cycles, catalog) + ui/
• docs/index.html — living codebase & functionality documentation (open in a browser)
• tests/ — engine tests (.venv/bin/pytest)
• legacy/ — the v0.6 single-file app, kept for reference