Edwin Salguero
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Parent(s):
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fix: add YAML metadata to README.md for Hugging Face repository card
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README.md
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- **Multi-source Data Ingestion**: CSV files, Alpaca Markets API, and synthetic data generation
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- **Technical Analysis**: 20+ technical indicators including RSI, MACD, Bollinger Bands, and more
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- **Risk Management**: Position sizing, drawdown limits, and portfolio protection
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- **Real-time Execution**: Live order placement and portfolio monitoring
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- **
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- **
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- **Paper Trading**: Risk-free testing with virtual money
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- **Live Trading**: Real market execution (use with caution!)
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- **Market Data**: Real-time and historical data from Alpaca
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- **Account Management**: Portfolio monitoring and position tracking
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- **Order Types**: Market orders, limit orders, and order cancellation
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### π¨ Comprehensive UI System
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- **Streamlit UI**: Quick prototyping and data science workflows
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- **Dash UI**: Enterprise-grade interactive dashboards
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- **Jupyter UI**: Interactive notebook-based interfaces
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- **WebSocket API**: Real-time trading data streaming
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- **Multi-interface Support**: Choose the right UI for your needs
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### Advanced Features
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- **Docker Support**: Containerized deployment for consistency
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- **Comprehensive Logging**: Detailed logs for debugging and performance analysis
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- **Backtesting Engine**: Historical performance evaluation
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- **Live Trading Simulation**: Real-time trading with configurable duration
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- **Performance Metrics**: Returns, Sharpe ratio, drawdown analysis
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## π Prerequisites
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- Python 3.8+
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- Alpaca Markets account (free paper trading available)
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- Docker (optional, for containerized deployment)
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## π οΈ Installation
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### 1. Clone the Repository
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```bash
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cd algorithmic_trading
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```
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```bash
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pip install -r requirements.txt
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```
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### 3. Set Up Alpaca API Credentials
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Create a `.env` file in the project root:
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```bash
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cp env.example .env
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```
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Edit `.env` with your Alpaca credentials:
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```env
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# Get these from https://app.alpaca.markets/paper/dashboard/overview
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ALPACA_API_KEY=your_paper_api_key_here
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ALPACA_SECRET_KEY=your_paper_secret_key_here
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# For live trading (use with caution!)
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# ALPACA_API_KEY=your_live_api_key_here
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# ALPACA_SECRET_KEY=your_live_secret_key_here
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```
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### 4. Configure Trading Parameters
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Edit `config.yaml` to customize your trading strategy:
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```yaml
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# Data source configuration
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data_source:
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type: 'alpaca' # Options: 'alpaca', 'csv', 'synthetic'
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# Trading parameters
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trading:
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symbol: 'AAPL'
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timeframe: '1m'
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capital: 100000
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# Risk management
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risk:
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max_position: 100
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max_drawdown: 0.05
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# Execution settings
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execution:
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broker_api: 'alpaca_paper' # Options: 'paper', 'alpaca_paper', 'alpaca_live'
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order_size: 10
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# FinRL configuration
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finrl:
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algorithm: 'PPO'
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learning_rate: 0.0003
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training:
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total_timesteps: 100000
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save_best_model: true
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```
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## π Quick Start
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### 1. Launch the UI (Recommended)
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```bash
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# Launch Streamlit UI (best for beginners)
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python ui_launcher.py streamlit
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# Launch Dash UI (best for production)
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python ui_launcher.py dash
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# Launch Jupyter Lab
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python ui_launcher.py jupyter
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# Launch all UIs
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python ui_launcher.py all
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```
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### 2. Run the Demo
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```bash
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python demo.py
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```
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This will:
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- Test data ingestion from Alpaca
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- Demonstrate FinRL training
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- Show trading workflow execution
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- Run backtesting on historical data
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### 3. Start Paper Trading
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```bash
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python -m agentic_ai_system.main --mode live --duration 60
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```
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### 4. Run Backtesting
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```bash
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python -m agentic_ai_system.main --mode backtest --start-date 2024-01-01 --end-date 2024-01-31
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```
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## π Usage Examples
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### Basic Trading Workflow
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```python
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from agentic_ai_system.main import load_config
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from agentic_ai_system.orchestrator import run
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# Load configuration
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config = load_config()
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# Run single trading cycle
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result = run(config)
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print(f"Trading result: {result}")
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```
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### FinRL Training
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```python
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from agentic_ai_system.finrl_agent import FinRLAgent, FinRLConfig
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from agentic_ai_system.data_ingestion import load_data
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# Load data and configuration
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config = load_config()
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data = load_data(config)
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# Initialize FinRL agent
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finrl_config = FinRLConfig(algorithm='PPO', learning_rate=0.0003)
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agent = FinRLAgent(finrl_config)
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# Train the agent
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result = agent.train(
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data=data,
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config=config,
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total_timesteps=100000,
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use_real_broker=False # Use simulation for training
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)
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print(f"Training completed: {result}")
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```
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### Alpaca Integration
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```python
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from agentic_ai_system.alpaca_broker import AlpacaBroker
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# Initialize Alpaca broker
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config = load_config()
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broker = AlpacaBroker(config)
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# Get account information
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account_info = broker.get_account_info()
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print(f"Account balance: ${account_info['buying_power']:,.2f}")
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# Place a market order
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result = broker.place_market_order(
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symbol='AAPL',
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quantity=10,
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side='buy'
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)
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print(f"Order result: {result}")
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```
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### Real-time Trading with FinRL
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```python
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from agentic_ai_system.finrl_agent import FinRLAgent
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# Load trained model
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agent = FinRLAgent(FinRLConfig())
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agent.model = agent._load_model('models/finrl_best/best_model', config)
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# Make predictions with real execution
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result = agent.predict(
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data=recent_data,
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config=config,
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use_real_broker=True # Execute real trades!
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)
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```
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## ποΈ Architecture
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### System Components
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```
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βββββββββββββββββββ βββββββββββββββββββ βββββββββββββββββββ
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β Data Sources β β Strategy Agent β β Execution Agent β
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β β β β β β
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β β’ Alpaca API βββββΆβ β’ Technical βββββΆβ β’ Alpaca Broker β
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β β’ CSV Files β β Indicators β β β’ Order Mgmt β
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β β’ Synthetic β β β’ Signal Gen β β β’ Risk Control β
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βββββββββββββββββββ βββββββββββββββββββ βββββββββββββββββββ
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β β β
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βΌ βΌ βΌ
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βββββββββββββββββββ βββββββββββββββββββ βββββββββββββββββββ
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β Data Ingestion β β FinRL Agent β β Portfolio β
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β β β β β Management β
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β β’ Validation β β β’ PPO/A2C/DDPG β β β’ Positions β
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β β’ Indicators β β β’ Training β β β’ P&L Tracking β
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β β’ Preprocessing β β β’ Prediction β β β’ Risk Metrics β
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βββββββββββββββββββ βββββββββββββββββββ βββββββββββββββββββ
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```
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### Data Flow
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1. **Data Ingestion**: Market data from Alpaca, CSV, or synthetic sources
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2. **Preprocessing**: Technical indicators, data validation, and feature engineering
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3. **Strategy Generation**: Traditional technical analysis or FinRL predictions
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4. **Risk Management**: Position sizing and portfolio protection
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5. **Order Execution**: Real-time order placement through Alpaca
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6. **Performance Tracking**: Continuous monitoring and logging
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## π Project Directory Structure
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```
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algorithmic_trading/
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βββ π README.md # Project documentation
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βββ π LICENSE # Alpaca 2 License
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βββ π requirements.txt # Python dependencies
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βββ π config.yaml # Main configuration file
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βββ π env.example # Environment variables template
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βββ π .gitignore # Git ignore rules
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βββ π pytest.ini # Test configuration
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β
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βββ π³ Docker/
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β βββ π Dockerfile # Container definition
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β βββ π docker-entrypoint.sh # Container startup script
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β βββ π .dockerignore # Docker ignore rules
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β βββ π docker-compose.yml # Default compose file
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β βββ π docker-compose.dev.yml # Development environment
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β βββ π docker-compose.prod.yml # Production environment
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β βββ π docker-compose.hub.yml # Docker Hub deployment
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β
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βββ π€ agentic_ai_system/ # Core AI trading system
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β βββ π main.py # Main entry point
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β βββ π orchestrator.py # System coordination
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β βββ π agent_base.py # Base agent class
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β βββ π data_ingestion.py # Market data processing
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β βββ π strategy_agent.py # Trading strategy logic
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β βββ π execution_agent.py # Order execution
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β βββ π finrl_agent.py # FinRL reinforcement learning
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β βββ π alpaca_broker.py # Alpaca API integration
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β βββ π synthetic_data_generator.py # Test data generation
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β βββ π logger_config.py # Logging configuration
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β
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βββ π¨ ui/ # User interface system
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β βββ π __init__.py # UI package initialization
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β βββ π streamlit_app.py # Streamlit web application
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β βββ π dash_app.py # Dash enterprise dashboard
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β βββ π jupyter_widgets.py # Jupyter interactive widgets
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β βββ π websocket_server.py # Real-time WebSocket server
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β
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βββ π§ͺ tests/ # Test suite
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β βββ π __init__.py
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β βββ π test_data_ingestion.py
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β βββ π test_strategy_agent.py
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β βββ π test_execution_agent.py
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β βββ π test_finrl_agent.py
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β βββ π test_synthetic_data_generator.py
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β βββ π test_integration.py
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β
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βββ π data/ # Market data storage
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β βββ π synthetic_market_data.csv
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β
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βββ π§ models/ # Trained AI models
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β βββ π finrl_best/ # Best FinRL models
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β
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βββ π plots/ # Generated charts/visualizations
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β
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βββ π logs/ # System logs
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β βββ π trading_system.log
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β βββ π trading.log
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β βββ π performance.log
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β βββ π errors.log
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β βββ π finrl_tensorboard/ # FinRL training logs
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β βββ π finrl_eval/ # Model evaluation logs
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β
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βββ π§ scripts/ # Utility scripts
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β βββ π docker-build.sh # Docker build automation
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β βββ π docker-hub-deploy.sh # Docker Hub deployment
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β
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βββ π demo.py # Main demo script
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βββ π finrl_demo.py # FinRL-specific demo
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βββ π ui_launcher.py # UI launcher script
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βββ π UI_SETUP.md # UI setup documentation
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βββ π DOCKER_HUB_SETUP.md # Docker Hub documentation
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β
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βββ π .venv/ # Python virtual environment
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```
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### ποΈ Architecture Overview
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#### **Core Components:**
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- **Data Layer**: Market data ingestion and preprocessing
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- **Strategy Layer**: Technical analysis and signal generation
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- **AI Layer**: FinRL reinforcement learning agents
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- **Execution Layer**: Order management and broker integration
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- **Orchestration**: System coordination and workflow management
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#### **Key Features:**
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- **Modular Design**: Each component is independent and testable
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- **Docker Support**: Complete containerization for deployment
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- **Testing**: Comprehensive test suite for all components
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- **Logging**: Detailed logging for monitoring and debugging
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- **Configuration**: Centralized configuration management
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- **Documentation**: Extensive documentation and examples
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#### **Development Workflow:**
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1. **Data Ingestion** β Market data from Alpaca/CSV/synthetic sources
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2. **Strategy Generation** β Technical indicators and FinRL predictions
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3. **Risk Management** β Position sizing and portfolio protection
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4. **Order Execution** β Real-time trading through Alpaca
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5. **Performance Tracking** β Continuous monitoring and logging
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## π§ Configuration
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### Alpaca Settings
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```yaml
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alpaca:
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api_key: '' # Set via environment variable
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secret_key: '' # Set via environment variable
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paper_trading: true
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base_url: 'https://paper-api.alpaca.markets'
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live_url: 'https://api.alpaca.markets'
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data_url: 'https://data.alpaca.markets'
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account_type: 'paper' # 'paper' or 'live'
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```
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### FinRL Settings
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```yaml
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finrl:
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algorithm: 'PPO' # PPO, A2C, DDPG, TD3
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learning_rate: 0.0003
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batch_size: 64
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buffer_size: 1000000
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training:
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total_timesteps: 100000
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eval_freq: 10000
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save_best_model: true
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model_save_path: 'models/finrl_best/'
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inference:
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use_trained_model: false
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model_path: 'models/finrl_best/best_model'
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```
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| 388 |
-
|
| 389 |
-
risk:
|
| 390 |
-
max_position: 100
|
| 391 |
-
max_drawdown: 0.05
|
| 392 |
-
stop_loss: 0.02
|
| 393 |
-
take_profit: 0.05
|
| 394 |
```
|
| 395 |
|
| 396 |
-
##
|
| 397 |
-
|
| 398 |
-
The project includes a comprehensive UI system with multiple interface options:
|
| 399 |
-
|
| 400 |
-
### Available UIs
|
| 401 |
-
|
| 402 |
-
#### **Streamlit UI** (Recommended for beginners)
|
| 403 |
-
- **URL**: http://localhost:8501
|
| 404 |
-
- **Features**: Interactive widgets, real-time data visualization, easy configuration
|
| 405 |
-
- **Best for**: Data scientists, quick experiments, rapid prototyping
|
| 406 |
-
|
| 407 |
-
#### **Dash UI** (Recommended for production)
|
| 408 |
-
- **URL**: http://localhost:8050
|
| 409 |
-
- **Features**: Enterprise-grade dashboards, advanced charts, professional styling
|
| 410 |
-
- **Best for**: Production dashboards, real-time monitoring, complex analytics
|
| 411 |
-
|
| 412 |
-
#### **Jupyter UI** (For research)
|
| 413 |
-
- **URL**: http://localhost:8888
|
| 414 |
-
- **Features**: Interactive notebooks, code execution, rich documentation
|
| 415 |
-
- **Best for**: Research, experimentation, educational purposes
|
| 416 |
-
|
| 417 |
-
#### **WebSocket API** (For developers)
|
| 418 |
-
- **URL**: ws://localhost:8765
|
| 419 |
-
- **Features**: Real-time data streaming, trading signals, portfolio updates
|
| 420 |
-
- **Best for**: Real-time trading signals, live data streaming
|
| 421 |
-
|
| 422 |
-
### Quick UI Launch
|
| 423 |
-
```bash
|
| 424 |
-
# Launch individual UIs
|
| 425 |
-
python ui_launcher.py streamlit # Streamlit UI
|
| 426 |
-
python ui_launcher.py dash # Dash UI
|
| 427 |
-
python ui_launcher.py jupyter # Jupyter Lab
|
| 428 |
-
python ui_launcher.py websocket # WebSocket server
|
| 429 |
-
|
| 430 |
-
# Launch all UIs at once
|
| 431 |
-
python ui_launcher.py all
|
| 432 |
-
```
|
| 433 |
-
|
| 434 |
-
### UI Features
|
| 435 |
-
- **Real-time Data Visualization**: Live market data charts and indicators
|
| 436 |
-
- **Portfolio Monitoring**: Real-time portfolio value and P&L tracking
|
| 437 |
-
- **Trading Controls**: Start/stop trading, backtesting, risk management
|
| 438 |
-
- **FinRL Training**: Interactive model training and evaluation
|
| 439 |
-
- **Alpaca Integration**: Account management and order execution
|
| 440 |
-
- **Configuration Management**: Easy parameter tuning and strategy setup
|
| 441 |
-
|
| 442 |
-
For detailed UI documentation, see [UI_SETUP.md](UI_SETUP.md).
|
| 443 |
-
|
| 444 |
-
## π Performance Monitoring
|
| 445 |
-
|
| 446 |
-
### Logging
|
| 447 |
-
The system provides comprehensive logging:
|
| 448 |
-
- `logs/trading_system.log`: Main system logs
|
| 449 |
-
- `logs/trading.log`: Trading-specific events
|
| 450 |
-
- `logs/performance.log`: Performance metrics
|
| 451 |
-
- `logs/finrl_tensorboard/`: FinRL training logs
|
| 452 |
-
|
| 453 |
-
### Metrics Tracked
|
| 454 |
-
- Portfolio value and returns
|
| 455 |
-
- Trade execution statistics
|
| 456 |
-
- Risk metrics (Sharpe ratio, drawdown)
|
| 457 |
-
- FinRL training progress
|
| 458 |
-
- Alpaca account status
|
| 459 |
-
|
| 460 |
-
### Real-time Monitoring
|
| 461 |
-
```python
|
| 462 |
-
# Get account information
|
| 463 |
-
account_info = broker.get_account_info()
|
| 464 |
-
print(f"Portfolio Value: ${account_info['portfolio_value']:,.2f}")
|
| 465 |
-
|
| 466 |
-
# Get current positions
|
| 467 |
-
positions = broker.get_positions()
|
| 468 |
-
for pos in positions:
|
| 469 |
-
print(f"{pos['symbol']}: {pos['quantity']} shares")
|
| 470 |
-
|
| 471 |
-
# Check market status
|
| 472 |
-
market_open = broker.is_market_open()
|
| 473 |
-
print(f"Market: {'OPEN' if market_open else 'CLOSED'}")
|
| 474 |
-
```
|
| 475 |
-
|
| 476 |
-
## π³ Docker Deployment
|
| 477 |
-
|
| 478 |
-
### Build and Run
|
| 479 |
-
```bash
|
| 480 |
-
# Build the image
|
| 481 |
-
docker build -t algorithmic-trading .
|
| 482 |
-
|
| 483 |
-
# Run with environment variables
|
| 484 |
-
docker run -it --env-file .env algorithmic-trading
|
| 485 |
-
|
| 486 |
-
# Run with Jupyter Lab for development
|
| 487 |
-
docker-compose -f docker-compose.dev.yml up
|
| 488 |
-
```
|
| 489 |
-
|
| 490 |
-
### Production Deployment
|
| 491 |
-
```bash
|
| 492 |
-
# Use production compose file
|
| 493 |
-
docker-compose -f docker-compose.prod.yml up -d
|
| 494 |
-
|
| 495 |
-
# Monitor logs
|
| 496 |
-
docker-compose -f docker-compose.prod.yml logs -f
|
| 497 |
-
```
|
| 498 |
-
|
| 499 |
-
## π§ͺ Testing
|
| 500 |
-
|
| 501 |
-
### Run All Tests
|
| 502 |
-
```bash
|
| 503 |
-
pytest tests/ -v
|
| 504 |
-
```
|
| 505 |
-
|
| 506 |
-
### Test Specific Components
|
| 507 |
-
```bash
|
| 508 |
-
# Test Alpaca integration
|
| 509 |
-
pytest tests/test_alpaca_integration.py -v
|
| 510 |
-
|
| 511 |
-
# Test FinRL agent
|
| 512 |
-
pytest tests/test_finrl_agent.py -v
|
| 513 |
-
|
| 514 |
-
# Test trading workflow
|
| 515 |
-
pytest tests/test_integration.py -v
|
| 516 |
-
```
|
| 517 |
-
|
| 518 |
-
## β οΈ Important Notes
|
| 519 |
-
|
| 520 |
-
### Paper Trading vs Live Trading
|
| 521 |
-
- **Paper Trading**: Uses virtual money, safe for testing
|
| 522 |
-
- **Live Trading**: Uses real money, use with extreme caution
|
| 523 |
-
- Always test strategies thoroughly in paper trading before going live
|
| 524 |
-
|
| 525 |
-
### Risk Management
|
| 526 |
-
- Set appropriate position limits and drawdown thresholds
|
| 527 |
-
- Monitor your portfolio regularly
|
| 528 |
-
- Use stop-loss orders to limit potential losses
|
| 529 |
-
- Never risk more than you can afford to lose
|
| 530 |
-
|
| 531 |
-
### API Rate Limits
|
| 532 |
-
- Alpaca has rate limits on API calls
|
| 533 |
-
- The system includes built-in delays to respect these limits
|
| 534 |
-
- Monitor your API usage in the Alpaca dashboard
|
| 535 |
-
|
| 536 |
-
## π€ Contributing
|
| 537 |
-
|
| 538 |
-
1. Fork the repository
|
| 539 |
-
2. Create a feature branch
|
| 540 |
-
3. Make your changes
|
| 541 |
-
4. Add tests for new functionality
|
| 542 |
-
5. Submit a pull request
|
| 543 |
-
|
| 544 |
-
## π License
|
| 545 |
|
| 546 |
-
|
|
|
|
|
|
|
|
|
|
| 547 |
|
| 548 |
-
##
|
| 549 |
|
| 550 |
-
-
|
| 551 |
-
-
|
| 552 |
-
-
|
| 553 |
-
- **Community**: Join our Discord/Telegram for discussions
|
| 554 |
|
| 555 |
-
##
|
| 556 |
|
| 557 |
-
- [
|
| 558 |
-
- [FinRL Documentation](https://finrl.readthedocs.io/)
|
| 559 |
-
- [Stable Baselines3 Documentation](https://stable-baselines3.readthedocs.io/)
|
| 560 |
-
- [Gymnasium Documentation](https://gymnasium.farama.org/)
|
|
|
|
| 1 |
+
---
|
| 2 |
+
title: Algorithmic Trading System
|
| 3 |
+
emoji: π
|
| 4 |
+
colorFrom: blue
|
| 5 |
+
colorTo: green
|
| 6 |
+
sdk: streamlit
|
| 7 |
+
sdk_version: 1.46.1
|
| 8 |
+
app_file: streamlit_app.py
|
| 9 |
+
pinned: false
|
| 10 |
+
license: mit
|
| 11 |
+
---
|
| 12 |
|
| 13 |
+
# Algorithmic Trading System
|
| 14 |
|
| 15 |
+
A comprehensive algorithmic trading platform with multiple AI agents, real-time data processing, and interactive UI interfaces.
|
| 16 |
|
| 17 |
+
## Features
|
|
|
|
|
|
|
|
|
|
|
|
|
| 18 |
|
| 19 |
+
- π€ **Multi-Agent System**: Strategy, Execution, and Data Ingestion agents
|
| 20 |
+
- π **Real-time Data**: Market data ingestion and processing
|
| 21 |
+
- π§ **FinRL Integration**: Deep reinforcement learning for trading strategies
|
| 22 |
+
- π― **Multiple UIs**: Streamlit, Dash, Jupyter, and WebSocket interfaces
|
| 23 |
+
- π **Backtesting**: Comprehensive backtesting and performance analysis
|
| 24 |
+
- π **Risk Management**: Built-in risk controls and monitoring
|
| 25 |
+
- π **Deployment Ready**: Docker and cloud deployment support
|
| 26 |
|
| 27 |
+
## Quick Start
|
|
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|
| 28 |
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|
| 29 |
```bash
|
| 30 |
+
# Clone the repository
|
| 31 |
+
git clone https://github.com/EAName/algorithmic_trading.git
|
| 32 |
cd algorithmic_trading
|
|
|
|
| 33 |
|
| 34 |
+
# Install dependencies
|
|
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|
| 35 |
pip install -r requirements.txt
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| 36 |
|
| 37 |
+
# Run the Streamlit UI
|
| 38 |
+
streamlit run streamlit_app.py
|
|
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|
| 39 |
```
|
| 40 |
|
| 41 |
+
## Architecture
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| 42 |
|
| 43 |
+
- **Agentic AI System**: Core trading logic and agent coordination
|
| 44 |
+
- **Data Pipeline**: Real-time market data ingestion and processing
|
| 45 |
+
- **UI Layer**: Multiple interface options for different use cases
|
| 46 |
+
- **Deployment**: Docker and cloud-ready configuration
|
| 47 |
|
| 48 |
+
## Documentation
|
| 49 |
|
| 50 |
+
- [UI Setup Guide](UI_SETUP.md)
|
| 51 |
+
- [Deployment Guide](STREAMLIT_DEPLOYMENT.md)
|
| 52 |
+
- [Release Checklist](RELEASE_CHECKLIST.md)
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| 53 |
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| 54 |
+
## License
|
| 55 |
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| 56 |
+
MIT License - see [LICENSE](LICENSE) for details.
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