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Self-learning quant trading system - CFA-level market research, prediction tracking, paper trading
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DraftSOS Research 1d2699a3bd Merge feat/market-snapshot: BatKave→VPS market data snapshot cascade
2026-06-30 22:25:32 -04:00
.claude/data/sessions feat: initial PRD, audits, and swarm launcher infrastructure 2026-05-23 10:51:29 -04:00
agent feat(ingest): snapshot-file cascade for VPS market data 2026-06-30 22:24:38 -04:00
alembic fix(agent+data): W1-00 partial_fill clobber + missing-symbol files; W1-01/03 ingest+schema 2026-06-18 07:22:28 -04:00
audits feat(GAP-fix): LIVE_CONFIRM gate + hmmlearn dep; SHIP verdict 25/25 2026-06-19 14:15:37 -04:00
backtest feat(portfolio): VIX-weighted multi-strategy ensemble — PMCC + long-vol + cash 2026-06-19 20:19:48 -04:00
briefs Initial commit: Trading Intelligence System 2026-01-30 19:52:15 -05:00
broker fix(gap-09): cold-audit iter-1 — token alignment, gate polarity, broker defense-in-depth 2026-06-19 17:21:00 -04:00
config fix(gap-09): cold-audit iter-1 — token alignment, gate polarity, broker defense-in-depth 2026-06-19 17:21:00 -04:00
dashboard fix(dashboard): add pydantic-settings dep + copy requirements.txt before pip install 2026-06-30 21:56:32 -04:00
data feat(portfolio): VIX-weighted multi-strategy ensemble — PMCC + long-vol + cash 2026-06-19 20:19:48 -04:00
deploy feat(W5): broker + observability + deploy + RUNBOOK; mark W5 passes:true 2026-06-19 13:23:29 -04:00
desks Initial commit: Trading Intelligence System 2026-01-30 19:52:15 -05:00
docs feat(W5): broker + observability + deploy + RUNBOOK; mark W5 passes:true 2026-06-19 13:23:29 -04:00
journal feat: SPX Rolling Call Options Trading Intelligence — full codebase 2026-05-23 10:51:55 -04:00
launchers fix(rlm): canonical PRD + scaffolding passes mega-chief preflight 2026-06-10 11:29:25 -04:00
logs feat(backtest): remediate stress-regime robustness — long-leg regime flatten 2026-06-19 18:20:14 -04:00
monitoring feat: SPX Rolling Call Options Trading Intelligence — full codebase 2026-05-23 10:51:55 -04:00
observability feat(W5): broker + observability + deploy + RUNBOOK; mark W5 passes:true 2026-06-19 13:23:29 -04:00
options chore(lint): apply ruff auto-fixes across agent/backtest/scripts/tests 2026-06-19 12:58:59 -04:00
prd feat: initial PRD, audits, and swarm launcher infrastructure 2026-05-23 10:51:29 -04:00
prompts fix(rlm): canonical PRD + scaffolding passes mega-chief preflight 2026-06-10 11:29:25 -04:00
prompts-money-path feat(structure): add test package __init__.py files 2026-06-09 22:15:00 -04:00
regime feat(W3): regime + risk modules; mark W3 passes:true (hand-verified) 2026-06-19 10:15:17 -04:00
research feat: SPX Rolling Call Options Trading Intelligence — full codebase 2026-05-23 10:51:55 -04:00
risk chore(lint+state): finish ruff fixes (conftest, risk_manager) + record W4-01 pass 2026-06-19 12:59:38 -04:00
scripts feat(ingest): snapshot-file cascade for VPS market data 2026-06-30 22:24:38 -04:00
ship/sp-call-options feat(backtest): remediate stress-regime robustness — long-leg regime flatten 2026-06-19 18:20:14 -04:00
strategies feat(execution): ship broker path + faithful tuned PMCC config 2026-06-20 07:39:26 -04:00
swarm feat: Olympus cherry-pick complete — 14 features ported, 183 tests, remediated 2026-05-24 14:51:57 -04:00
tests feat(execution): ship broker path + faithful tuned PMCC config 2026-06-20 07:39:26 -04:00
.env.sample fix(gap-09): cold-audit iter-1 — token alignment, gate polarity, broker defense-in-depth 2026-06-19 17:21:00 -04:00
.gitignore feat(execution): ship broker path + faithful tuned PMCC config 2026-06-20 07:39:26 -04:00
alembic.ini feat: SPX Rolling Call Options Trading Intelligence — full codebase 2026-05-23 10:51:55 -04:00
ARCHITECTURE.md Initial commit: Trading Intelligence System 2026-01-30 19:52:15 -05:00
BRIEF_TEMPLATE.md Final brief template - comprehensive data + tin foil analysis 2026-01-30 20:07:15 -05:00
conftest.py chore(lint+state): finish ruff fixes (conftest, risk_manager) + record W4-01 pass 2026-06-19 12:59:38 -04:00
DATA_SOURCES.md Initial commit: Trading Intelligence System 2026-01-30 19:52:15 -05:00
docker-compose.trading.yml feat(dashboard): trading monitor (FastAPI+Jinja) + dockerized VPS deploy 2026-06-30 21:40:10 -04:00
docker-compose.yml feat(W5): broker + observability + deploy + RUNBOOK; mark W5 passes:true 2026-06-19 13:23:29 -04:00
Dockerfile fix(gap-09): cold-audit iter-1 — token alignment, gate polarity, broker defense-in-depth 2026-06-19 17:21:00 -04:00
prd-money-path.json fix(rlm): canonical PRD + scaffolding passes mega-chief preflight 2026-06-10 11:29:25 -04:00
prd.json feat: initial PRD, audits, and swarm launcher infrastructure 2026-05-23 10:51:29 -04:00
pyproject.toml fix(dashboard): add pydantic-settings dep + copy requirements.txt before pip install 2026-06-30 21:56:32 -04:00
README.md feat: Olympus cherry-pick complete — 14 features ported, 183 tests, remediated 2026-05-24 14:51:57 -04:00
trading.db.bak fix(W3): ruff build-gate + vix_ensemble API contract 2026-06-19 11:00:48 -04:00
trading.db.test_backup fix(W3): ruff build-gate + vix_ensemble API contract 2026-06-19 11:00:48 -04:00
TRADING_SYSTEM.md Add canonical brief template - comprehensive data + CFA synthesis 2026-01-30 19:59:22 -05:00
uv.lock chore: refresh uv.lock for hmmlearn dep; drop spent watchdog.alert 2026-06-19 15:11:51 -04:00
WORKFLOW.md Initial commit: Trading Intelligence System 2026-01-30 19:52:15 -05:00

README.md

Trading Intelligence (trading-intelligence)

Self-learning quant trading system with CFA-level research.

Overview

Quantitative trading system that combines CFA-level fundamental analysis with technical indicators. Features prediction tracking, paper trading, performance scoring, and adaptive learning from historical outcomes.

Stack

  • Python

Quick Start

# Clone
git clone ssh://git@192.168.183.110:2222/pook/trading-intelligence.git
cd trading-intelligence

Backtesting

Install dependencies

cd trading-intelligence
uv venv .venv
uv pip install --python .venv/bin/python yfinance

Load historical data

.venv/bin/python scripts/backtest_data.py

Downloads 5 years of daily OHLCV for 27 tickers (equities, crypto, metals, indices) into trading_intelligence.db.

Run backtests

# Single strategy
.venv/bin/python scripts/backtest_engine.py --strategy momentum --start 2023-01-01 --end 2025-12-31
.venv/bin/python scripts/backtest_engine.py --strategy mean_reversion --start 2023-01-01 --end 2025-12-31
.venv/bin/python scripts/backtest_engine.py --strategy macd --start 2023-01-01 --end 2025-12-31
.venv/bin/python scripts/backtest_engine.py --strategy random --start 2023-01-01 --end 2025-12-31

# Compare all strategies
.venv/bin/python scripts/backtest_engine.py --compare all --start 2023-01-01

# Options: --tickers SPY BTC-USD --commission 0.001 --capital 100000 --max-positions 10 --json --no-store

Available strategies

Strategy Description
momentum Top-N momentum with lookback window
mean_reversion RSI-based mean reversion (oversold/overbought)
macd MACD histogram crossover
random Random baseline (statistical control)

Status

In Development

License

Private — All rights reserved