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Browse files- __pycache__/strategy_generator.cpython-311.pyc +0 -0
- __pycache__/utils.cpython-311.pyc +0 -0
- app.py +24 -3
- strategy_generator.py +188 -0
__pycache__/strategy_generator.cpython-311.pyc
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Binary file (8.38 kB). View file
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__pycache__/utils.cpython-311.pyc
CHANGED
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Binary files a/__pycache__/utils.cpython-311.pyc and b/__pycache__/utils.cpython-311.pyc differ
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app.py
CHANGED
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@@ -4,6 +4,7 @@ import os
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os.environ.setdefault("MPLBACKEND", "Agg")
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import io
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import sys
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from datetime import datetime
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import pandas as pd
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import yfinance as yf
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@@ -11,8 +12,7 @@ from dotenv import load_dotenv
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import gradio as gr
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import yaml
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import traceback
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-
from
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from strategy_generator_agent import LLM_MODEL
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from utils import (
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write_output,
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_to_float_or_default,
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@@ -111,6 +111,17 @@ final_value, total_return, tmp_img, df_trades, df_transactions = run_bt(
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return output.getvalue(), tmp_img, df_trades, df_transactions
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def run_gradio_app():
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""" Run the Gradio app for strategy generation and backtesting. """
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market_list = list[market_to_ticker](market_to_ticker.keys())
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@@ -141,7 +152,12 @@ def run_gradio_app():
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adjust_prices_in = gr.Checkbox(label="Use adjusted (dividend/split) prices", value=config.get("adjust_prices", True))
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#period = gr.Dropdown(["30d", "10d", "60d"], value="60d", label="Period")
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with gr.Row():
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-
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with gr.Tab("Charts"):
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image_output = gr.Gallery(
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label="Charts",
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@@ -203,6 +219,11 @@ def run_gradio_app():
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inputs=[trades_df],
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outputs=[trades_csv]
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)
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ui.launch(inbrowser=True, share=False, debug=True)
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if __name__ == "__main__":
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os.environ.setdefault("MPLBACKEND", "Agg")
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import io
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import sys
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import tempfile
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from datetime import datetime
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import pandas as pd
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import yfinance as yf
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import gradio as gr
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import yaml
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import traceback
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from strategy_generator import stream_manager
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from utils import (
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write_output,
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_to_float_or_default,
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return output.getvalue(), tmp_img, df_trades, df_transactions
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def save_strategy_to_file(code_text: str):
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"""Persist generated strategy code into a temp file Gradio can expose."""
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if not code_text:
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return None
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tmp_file = tempfile.NamedTemporaryFile(delete=False, suffix=".py", prefix="strategy_")
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tmp_file.write(code_text.encode("utf-8"))
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tmp_file.flush()
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tmp_file.close()
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return tmp_file.name
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+
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+
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def run_gradio_app():
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""" Run the Gradio app for strategy generation and backtesting. """
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market_list = list[market_to_ticker](market_to_ticker.keys())
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adjust_prices_in = gr.Checkbox(label="Use adjusted (dividend/split) prices", value=config.get("adjust_prices", True))
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#period = gr.Dropdown(["30d", "10d", "60d"], value="60d", label="Period")
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with gr.Row():
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with gr.Column(scale=6):
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py_out = gr.TextArea(label="Python result:", elem_classes=["python"])
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with gr.Column(scale=1):
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with gr.Group():
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download_strategy_btn = gr.Button("Download Strategy Code", variant="primary")
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strategy_file = gr.File(label="Strategy File", visible=True, interactive=False)
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with gr.Tab("Charts"):
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image_output = gr.Gallery(
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label="Charts",
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inputs=[trades_df],
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outputs=[trades_csv]
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)
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download_strategy_btn.click(
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save_strategy_to_file,
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inputs=[code],
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outputs=[strategy_file]
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)
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ui.launch(inbrowser=True, share=False, debug=True)
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if __name__ == "__main__":
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strategy_generator.py
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@@ -0,0 +1,188 @@
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| 1 |
+
import anthropic
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| 2 |
+
import os
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| 3 |
+
from dotenv import load_dotenv
|
| 4 |
+
import yaml
|
| 5 |
+
from openai import OpenAI
|
| 6 |
+
from huggingface_hub import InferenceClient
|
| 7 |
+
|
| 8 |
+
|
| 9 |
+
load_dotenv(override=True)
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| 10 |
+
os.environ['OPENAI_API_KEY'] = os.getenv('OPENAI_API_KEY')
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| 11 |
+
os.environ['ANTHROPIC_API_KEY'] = os.getenv('ANTHROPIC_API_KEY')
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| 12 |
+
google_api_key = os.getenv('GOOGLE_API_KEY')
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| 13 |
+
deepseek_api_key = os.getenv('DEEPSEEK_API_KEY')
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| 14 |
+
grok_api_key = os.getenv("XAI_API_KEY")
|
| 15 |
+
|
| 16 |
+
with open('config/var_dev.yaml', 'r') as f:
|
| 17 |
+
config = yaml.safe_load(f)
|
| 18 |
+
|
| 19 |
+
|
| 20 |
+
# Logging stuff
|
| 21 |
+
if config["local"]:
|
| 22 |
+
hf_token = os.getenv('HF_TOKEN') # Sign in to HuggingFace Hub
|
| 23 |
+
else:
|
| 24 |
+
hf_token = None
|
| 25 |
+
#huggingface_hub.login(hf_token)
|
| 26 |
+
# Initialize clients
|
| 27 |
+
openai = OpenAI()
|
| 28 |
+
deepseek_api= OpenAI(
|
| 29 |
+
api_key=deepseek_api_key,
|
| 30 |
+
base_url="https://api.deepseek.com"
|
| 31 |
+
)
|
| 32 |
+
gemini_api = OpenAI(
|
| 33 |
+
api_key=google_api_key,
|
| 34 |
+
base_url="https://generativelanguage.googleapis.com/v1beta/openai/"
|
| 35 |
+
)
|
| 36 |
+
grok_api = OpenAI(api_key=grok_api_key, base_url="https://api.x.ai/v1")
|
| 37 |
+
claude = anthropic.Anthropic()
|
| 38 |
+
client = InferenceClient() # For HuggingFace Inference API
|
| 39 |
+
|
| 40 |
+
LLM_MODEL = None
|
| 41 |
+
|
| 42 |
+
def user_prompt_for(user_msg):
|
| 43 |
+
return f"""
|
| 44 |
+
Trading strategy description:
|
| 45 |
+
\"\"\"{user_msg}\"\"\"
|
| 46 |
+
|
| 47 |
+
Task:
|
| 48 |
+
- Convert the description into executable Python code.
|
| 49 |
+
- Use only the library {config["api_fin"]}.
|
| 50 |
+
- Respond only with valid Python code, following Python best practices
|
| 51 |
+
"""
|
| 52 |
+
|
| 53 |
+
example_1= f'''
|
| 54 |
+
# User prompt:
|
| 55 |
+
# "Go long when the 10-period SMA crosses above the 100-period SMA,
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| 56 |
+
# and exit when the 10-period SMA crosses below the 100-period SMA."
|
| 57 |
+
|
| 58 |
+
|
| 59 |
+
# Generated Python code:
|
| 60 |
+
|
| 61 |
+
import backtrader as bt
|
| 62 |
+
class SmaCross(bt.Strategy):
|
| 63 |
+
"""
|
| 64 |
+
Simple moving average crossover strategy.
|
| 65 |
+
Buy when fast SMA crosses above slow SMA.
|
| 66 |
+
Sell when fast SMA crosses below slow SMA.
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| 67 |
+
"""
|
| 68 |
+
params = dict(pfast=10, pslow=100)
|
| 69 |
+
|
| 70 |
+
def __init__(self):
|
| 71 |
+
self.sma_fast = bt.ind.SMA(period=self.p.pfast)
|
| 72 |
+
self.sma_slow = bt.ind.SMA(period=self.p.pslow)
|
| 73 |
+
self.crossover = bt.ind.CrossOver(self.sma_fast, self.sma_slow)
|
| 74 |
+
|
| 75 |
+
def next(self):
|
| 76 |
+
if not self.position:
|
| 77 |
+
if self.crossover > 0: # Golden cross
|
| 78 |
+
self.buy()
|
| 79 |
+
elif self.crossover < 0: # Death cross
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| 80 |
+
self.close()
|
| 81 |
+
|
| 82 |
+
# Initialize Cerebro
|
| 83 |
+
cerebro = bt.Cerebro()
|
| 84 |
+
cerebro.addstrategy(SmaCross, pfast=10, pslow=100)
|
| 85 |
+
'''
|
| 86 |
+
list_of_pyclasses = [example_1]
|
| 87 |
+
system_message = f'''
|
| 88 |
+
You are a financial assistant specialized in transforming natural language descriptions of trading strategies into clean, production-ready Python code.
|
| 89 |
+
|
| 90 |
+
Guidelines:
|
| 91 |
+
- Use only the library {config["api_fin"]}.
|
| 92 |
+
- Always create a class with the abreviation of the strategy with the form `NameOfStrategy(bt.Strategy)`.
|
| 93 |
+
- Implement strategy logic in `__init__` (indicators/signals) and `next()` (trade execution).
|
| 94 |
+
- Implement the strategy for this intervall of time {config["interval"]}
|
| 95 |
+
- Finish with initializing the strategy in Cerebro:
|
| 96 |
+
cerebro = bt.Cerebro()
|
| 97 |
+
cerebro.addstrategy(MyStrategy, param1=value, param2=value)
|
| 98 |
+
- Keep code minimal, clear, and follow Java best practices (PEP8, clear naming, modularity).
|
| 99 |
+
- If a strategy cannot be implemented with {config["api_fin"]}, respond with: "Unable to implement with {config["api_fin"]}."
|
| 100 |
+
- If used any addional libraries, add it in the code: import MyUsedLibrary
|
| 101 |
+
- If you don't know the answer, just say that you don't know, don't try to make up an answer.
|
| 102 |
+
|
| 103 |
+
|
| 104 |
+
Example(s) of transformation from user prompt of Python code: \n
|
| 105 |
+
'''
|
| 106 |
+
for pyclass in list_of_pyclasses:
|
| 107 |
+
system_message += pyclass
|
| 108 |
+
# Messages in Openai format
|
| 109 |
+
def messages_for(user_msg):
|
| 110 |
+
return [
|
| 111 |
+
{"role": "system", "content": system_message},
|
| 112 |
+
{"role": "user", "content": user_prompt_for(user_msg)}
|
| 113 |
+
]
|
| 114 |
+
|
| 115 |
+
|
| 116 |
+
def stream_llms(user_msg, typ_llm="gpt"):
|
| 117 |
+
""" Stream responses from different LLMs based on user message and selected model. """
|
| 118 |
+
global LLM_MODEL
|
| 119 |
+
llm_key = typ_llm.lower()
|
| 120 |
+
model_overrides = {
|
| 121 |
+
"deepseek": ("DEEPSEEK_MODEL", config.get("deepseek_model")),
|
| 122 |
+
"gimini": ("GEMINI_MODEL", config.get("gemini_model")),
|
| 123 |
+
"grok4": ("GROK4_MODEL", config.get("grok4_model")),
|
| 124 |
+
"claude": ("CLAUDE_MODEL", config.get("claude_model")),
|
| 125 |
+
"gpt": ("OPENAI_MODEL", config.get("openai_model")),
|
| 126 |
+
}
|
| 127 |
+
if llm_key not in model_overrides:
|
| 128 |
+
raise ValueError("Unknown model")
|
| 129 |
+
env_var, default_model = model_overrides[llm_key]
|
| 130 |
+
if not default_model:
|
| 131 |
+
raise KeyError(f"Missing default model configuration for '{llm_key}'")
|
| 132 |
+
selected_model = os.getenv(env_var) or default_model
|
| 133 |
+
LLM_MODEL = selected_model
|
| 134 |
+
messages = messages_for(user_msg)
|
| 135 |
+
|
| 136 |
+
if llm_key == "deepseek":
|
| 137 |
+
stream = deepseek_api.chat.completions.create(
|
| 138 |
+
model=selected_model,
|
| 139 |
+
messages=messages,
|
| 140 |
+
stream=True
|
| 141 |
+
)
|
| 142 |
+
elif llm_key == "gimini":
|
| 143 |
+
stream = gemini_api.chat.completions.create(
|
| 144 |
+
model=selected_model,
|
| 145 |
+
messages=messages,
|
| 146 |
+
stream=True
|
| 147 |
+
)
|
| 148 |
+
elif llm_key == "grok4":
|
| 149 |
+
stream = grok_api.chat.completions.create(
|
| 150 |
+
model=selected_model,
|
| 151 |
+
messages=messages,
|
| 152 |
+
stream= True
|
| 153 |
+
)
|
| 154 |
+
elif llm_key == "claude":
|
| 155 |
+
stream = claude.messages.stream(
|
| 156 |
+
model=selected_model,
|
| 157 |
+
max_tokens=2000,
|
| 158 |
+
system=messages[0]['content'],
|
| 159 |
+
messages=[messages[1]],
|
| 160 |
+
)
|
| 161 |
+
elif llm_key == "gpt":
|
| 162 |
+
stream = openai.chat.completions.create(model=selected_model, messages=messages, stream=True)
|
| 163 |
+
else:
|
| 164 |
+
raise ValueError("Unknown model")
|
| 165 |
+
|
| 166 |
+
reply = f"# Model {LLM_MODEL}\n"
|
| 167 |
+
|
| 168 |
+
if typ_llm.lower() == "claude":
|
| 169 |
+
with stream as stream_clde:
|
| 170 |
+
for fragment in stream_clde.text_stream:
|
| 171 |
+
reply += fragment
|
| 172 |
+
yield reply.replace("```python\n","").replace("```","")
|
| 173 |
+
|
| 174 |
+
else:
|
| 175 |
+
for chunk in stream:
|
| 176 |
+
if chunk and chunk.choices:
|
| 177 |
+
fragment = chunk.choices[0].delta.content or ""
|
| 178 |
+
reply += fragment
|
| 179 |
+
yield reply.replace("```python\n","").replace("```","")
|
| 180 |
+
|
| 181 |
+
|
| 182 |
+
|
| 183 |
+
def stream_manager(user_msg, model):
|
| 184 |
+
""" Streaming manager for different LLMs based on user message and selected model. """
|
| 185 |
+
result = stream_llms(user_msg, model)
|
| 186 |
+
for stream_so_far in result:
|
| 187 |
+
yield stream_so_far
|
| 188 |
+
|