Convert ichiV2VolBins from Freqtrade → vectorbt + Validate

[guibvieira]

Goal

Port the ichiV2VolBins strategy to vectorbt, verify trade-for-trade parity on one pair, document any gaps, then run a broader perf comparison. Push code + notes to freqtrade-strategies.

Scope

1. Transform Freqtrade strategy → vectorbt

2. Compare trades (1 pair, short window) Freqtrade vs vectorbt → trades must match.

• If mismatch: identify root cause(s) and record them.

3. Full comparison (1y, small basket): performance

4. Push & document: code + “how we transformed it” + learnings for future ports.

Acceptance Criteria

Vectorbt port runs end-to-end and is modular.

Trade parity achieved on the single-pair test OR discrepancies clearly documented.

Year-scale comparison and report added.

Code + docs pushed to freqtrade-strategies with clear steps to reproduce.

[kenkunz]

@guibvieira I'm guessing you meant to create this in a different repo?