Hugging Face's logo

ParallelLLC
/
algorithmic_trading

Reinforcement Learning
PyTorch
English
finance
algorithmic-trading
quantitative-finance
backtesting
yfinance
Model card Files
xet
 Community
algorithmic_trading / docs /AGENTIC_SYSTEM_V1.md
Edwin Salguero
feat: default ingest to Yahoo and restore a full README
3d257f3
preview code
|
Raw
History Blame Contribute Delete
4.69 kB

Algorithmic Trading

FinRL reinforcement-learning trading with Alpaca execution, plus Yahoo Finance OHLCV as the default public tape. Parallel LLC.

This is research and paper-trading infrastructure. Live capital requires a separate evaluation contract, feature-parity tests, and a rewritten execution path. Do not treat paper_trading: false as a promotion gate.

1. Title and Summary

Algorithmic Trading
Ingest OHLCV, compute indicators or train a FinRL policy, size orders under position and drawdown caps, route to paper or live Alpaca.

GitHub main is the FinRL / Docker / Streamlit tree plus algotrader 2.0. dev is the integration branch. Yahoo is the default data_source.type.

Design themes

  • Four ingest paths: CSV replay, synthetic GBM, Alpaca REST, Yahoo (yfinance>=1.0)
  • FinRL policies (PPO, A2C, DDPG, TD3) on a Gymnasium-style environment
  • Alpaca for authenticated market data and order routing (paper by default)
  • Yahoo for delayed public bars when no broker key is available
  • Secrets from environment (ALPACA_API_KEY, ALPACA_SECRET_KEY), never committed
  • Tests and Docker/CI as already present on this tree

2. Concepts and Methods

Market data

Source When to use Failure modes
CSV Offline replay; default in config.yaml Missing path or OHLCV columns → None
Synthetic Unit tests and demos GBM is not tradable edge
Alpaca Authenticated bars and live/paper orders Auth, feed, and rate-limit failures
Yahoo Real Close without a broker account Unofficial API, ~15 min delay, interval lookback caps (1m ≈ 7 days). Pin yfinance>=1.0; 0.2.x fails against the current chart API

load_data dispatches on data_source.type. Existing alpaca / csv / synthetic branches are unchanged.

Strategy and FinRL

  • StrategyAgent: SMA, RSI, Bollinger, MACD on Close; teaching rule, not an alpha claim
  • FinRLAgent: PPO / A2C / DDPG / TD3 via Stable-Baselines3; persist under models/
  • ExecutionAgent / AlpacaBroker: paper simulation or Alpaca market/limit orders

Backtests in this repo are in-sample passes unless you add a purged walk-forward yourself. Leakage is the null hypothesis.

3. Stack

Layer Tools
Language Python 3.11 (CI); 3.8+ stated for local
RL FinRL / Stable-Baselines3, Gym/Gymnasium, PyTorch
Broker alpaca-py
Market data Alpaca REST; yfinance ≥ 1.0 (Yahoo)
Tabular pandas, NumPy, scikit-learn
UI Streamlit, Dash, Jupyter widgets
Deploy Docker Compose, GitHub Actions
Tests pytest, pytest-cov

4. Structure 

algorithmic_trading/
├── agentic_ai_system/     # ingest, strategy, FinRL, Alpaca, Yahoo
├── ui/                    # Streamlit, Dash, Jupyter, WebSocket
├── tests/
├── models/                # trained artifacts (gitignored bodies)
├── data/                  # generated CSV (gitignored)
├── scripts/               # Docker / deploy helpers
├── .github/workflows/     # CI/CD, release, backtesting
├── config.yaml
├── requirements.txt
├── Dockerfile
└── docker-compose*.yml

Branch policy: main (protected) and dev only. Do not re-enable Dependabot or the Monday dependency-updates workflow; those created extra branches.

5. Quick start 

git clone https://github.com/ParallelLLC/algorithmic_trading.git
cd algorithmic_trading
python -m venv .venv && source .venv/bin/activate
pip install -r requirements.txt
cp .env.example .env   # Alpaca keys if using alpaca ingest or orders

Default ingest is CSV. For Yahoo daily bars without a broker:

data_source:
  type: 'yahoo'
trading:
  symbol: 'AAPL'
  timeframe: '1d'

python demo.py
python -m agentic_ai_system.main --mode backtest --start-date 2024-01-01 --end-date 2024-12-31
pytest tests/ -q

UI launchers and Docker are documented in UI_SETUP.md and DOCKER_HUB_SETUP.md. Paper-trade before live. Yahoo is not a SIP tape.

6. Configuration (additive Yahoo keys)

Key Meaning
data_source.type csv | synthetic | alpaca | yahoo
yahoo.start_date / end_date Historical window; clamped per Yahoo interval limits
yahoo.auto_adjust Passed to yfinance
execution.broker_api paper | alpaca_paper | alpaca_live
finrl.algorithm PPO, A2C, DDPG, TD3

License: Apache License 2.0
Organization: Parallel LLC
Repository: https://github.com/ParallelLLC/algorithmic_trading