---
title: Chan Compass · US Stocks
emoji: 🧭
colorFrom: blue
colorTo: purple
sdk: docker
app_port: 7860
pinned: false
license: mit
short_description: Local Chan-theory US stock signals, fine-tuned 1.7B
tags:
  - build-small-hackathon
  - track:backyard
  - achievement:offgrid
  - achievement:welltuned
  - achievement:offbrand
  - achievement:llama
  - achievement:sharing
  - achievement:fieldnotes
---

# 🧭 Chan Compass — US Stocks

Multi-timeframe **缠论 (Chan theory)** signal engine for US stocks — monthly → weekly →
daily → 60m → 30m → 15m → 5m → 1m **nested-interval (区间套) confirmation** — plus a
**sector capital-rotation monitor**, a **today-only watchlist news desk**, a
**multi-agent research desk**, and a **fully local llama.cpp brain** (Qwen3 GGUF +
a **published fine-tune**, all ≤ 32B parameters, no cloud APIs).

UI design language: **Adobe Spectrum 2** (pill buttons, Spectrum blue `#0265DC`,
Source Sans 3 — Adobe's open font), served from `ui_kits/chan-compass/` by
`gradio.Server`.

> **Backyard AI** — this solves a real problem for real people: my family trades
> US stocks with a Chan-theory engine whose reasoning is dense Chinese jargon and
> which had to be run by hand every night. Chan Compass runs it automatically and
> turns each verdict into a plain-English summary they actually read.

## 🔗 Links

- 🎬 **Demo video:** https://www.youtube.com/watch?v=Ynwdzsf_KBA
- 📓 **Blog / Field Notes:** https://huggingface.co/blog/build-small-hackathon/chan-compass
- 🎯 **Fine-tuned model:** https://huggingface.co/ranranrunforit/chan-compass-qwen3-1.7b-gguf
- 📡 **Agent-trace dataset:** https://huggingface.co/datasets/ranranrunforit/chan-compass-agent-traces
- 📣 **Social posts:** [post 1](https://x.com/ranranrunforit/status/2066096644135764377) · [post 2](https://x.com/ranranrunforit/status/2066217978773782669)

## The local sub-agent pool

All language work runs on a pool of small local models through llama.cpp — each
sub-agent has its own lock, so features never block one another:

| Sub-agent | Model | Used by |
|---|---|---|
| **Interpreter** | **Chan-Tuned Qwen3-1.7B** (my published fine-tune) | Signals → AI Interpret |
| **Narrator** | Qwen3-1.7B | Sector Rotation narrative |
| **Reporter** | Qwen3-1.7B | Watchlist News briefs + research support |
| **Analyst** | Qwen3-4B | Auto Research report writing |

The Interpreter sub-agent uses a **fine-tuned** Qwen3-1.7B
(`ranranrunforit/chan-compass-qwen3-1.7b-gguf`, Q8_0), LoRA-trained on
(raw read → English summary) pairs captured from the app's own usage — a small
model doing one focused job well.

## Tabs

| Tab | What it does |
|---|---|
| 📈 Signals | Runs the unchanged Chan engine over your ticker pool (pure rule engine, no LLM on this path): next-session BUY / SELL / HOLD / WAIT with an explicit **buy point**, entry zone, invalidation price, confidence and suggested weight. Pick a ticker for a plain-English raw read, then **AI Interpret** — the Interpreter sub-agent references the multi-timeframe ruling chain (kept backstage) and writes an English-only interpretation. |
| 🔄 Sector Rotation | Where capital is flowing: 11 SPDR sector ETFs (full S&P 500), flow proxy = change% × dollar volume + relative strength vs SPY, over 1/5/20 days, tables instant + an on-demand AI narrative. |
| 📰 Watchlist News | For each holding, checks **today's** news only, streaming each ticker / headline / AI brief as it arrives; quiet tickers are grouped. |
| 🧪 Auto Research | Multi-agent: PLAN → 6 evidence tools in parallel (fundamentals, quarterly financials, price action, the Chan engine itself, money-flow proxy, news) → Analyst (4B) streams valuation · tech moat · supply-chain map (with tickers) · bull/bear while the Reporter (1.7B) writes money-flow · Chan timing · risks in parallel. Every run saves a JSON **agent trace**; new pool tickers get a report **auto-generated** by the daily pipeline. |
| ⏰ Automation | Daily pipeline at **18:10 America/New_York**, with a live Pipeline Log and auto-refreshing trace list. Manual "Run now" too, plus a one-click **Publish traces as a Hub dataset** button (uses your `HF_TOKEN`, no command line). |
| 🧠 Model | Live sub-agent status (auto-refresh), one-click self-test, model picker, and a **fine-tuning dataset export** (download the JSONL the app captured). |

## Email any result

Each of the four result tabs has an **email box + ✉ Send Email** button — send the
current AI result to any address. Delivery uses the **Resend HTTPS API** (works on
HF Spaces, which block outbound SMTP), with SMTP as an off-HF fallback. Set a Space
secret `RESEND_API_KEY` to enable it. Both HTML and clean plain-text are rendered
from the markdown, so reports arrive properly formatted.

## Data

Yahoo Finance via `yfinance`: 10y daily (weekly/monthly resampled), 60m (730d),
30m/15m/5m (60d), 1m (7d). Downloads are parallel with a time budget; whatever
isn't fetched in time is skipped and picked up next run. Cached to parquet.

## Persistent storage (`/data` bucket)

With a storage bucket attached, the app keeps everything across restarts:
`/data/cache_us` market data · `/data/output` signals + holdings + **the last
pipeline results** (`last_results.json`) and **last-run time** (`last_run.txt`) ·
`/data/reports` research reports · `/data/traces` agent traces · `/data/dataset`
captured fine-tuning pairs · `/data/hf_cache` GGUF models · `/data/pylibs` the
llama.cpp runtime (installed once, persisted).

**Results survive restarts and page reloads.** When the daily pipeline runs (or
you press Run now), the signals table, sector-rotation tables, and watchlist-news
briefs are written to `/data`. Open the app later — even after a restart — and it
loads those last results immediately, no recompute. So if the 18:10 ET schedule
ran at 6 pm, opening the page at 7 pm shows the finished results right away.
(Re-running with a different ticker pool in Signals / News / Auto Research
recomputes just that view.)

## Fine-tuning kit (🎯 Well-Tuned)

`finetune/` contains a ready-to-run Colab notebook and guide: export the captured
(raw read → summary) pairs from the Model tab, LoRA-tune Qwen3-1.7B on a free T4,
convert to GGUF, push to the Hub, and point `MODEL_ZOO` at it. The published
result is already wired in as the **Interpreter sub-agent**.

## Hackathon track & badges

**Track — 🏡 Backyard AI.** A real tool for real people: my family's nightly
Chan-theory routine, automated and made readable.

Bonus badges this build targets:

🎨 **Off Brand** — a hand-built **React + Spectrum 2** frontend served by
`gradio.Server` (the app's own HTML/CSS/JS, not the default Gradio component
render). · 🐜 **Tiny Titan** — the everyday language work (Signals interpret,
rotation narrative, news briefs) all runs on **1.7B** models, and the Interpreter
sub-agent is a **fine-tuned 1.7B** (≤ 4B). · 🤖 **Best Agent** — the multi-agent
Auto Research desk: PLAN → parallel evidence tools → Analyst + Reporter writing
different sections at once, every step logged. · 🎬 **Best Demo** — app + demo
video + social posts (links below). · 🏆 **Bonus Quest Champion** — stacking the
above plus the extras below.

Extra credentials (beyond the current badge list): all inference is **local via
llama.cpp**, zero cloud APIs; a **published fine-tuned model**
(`ranranrunforit/chan-compass-qwen3-1.7b-gguf`) the app actually uses; and each
research run writes a full JSON agent trace, **published as a Hub dataset**
([`ranranrunforit/chan-compass-agent-traces`](https://huggingface.co/datasets/ranranrunforit/chan-compass-agent-traces),
one click from the Automation tab); plus a build write-up
([blog post](https://huggingface.co/blog/build-small-hackathon/chan-compass)).

> Show, Don't Tell: 🎬 [demo video](https://www.youtube.com/watch?v=Ynwdzsf_KBA) ·
> 📣 social posts [1](https://x.com/ranranrunforit/status/2066096644135764377),
> [2](https://x.com/ranranrunforit/status/2066217978773782669).

## Architecture (🎨 Off-Brand)

This is not the default Gradio component UI. `server.py` builds a
**`gradio.Server`** (Gradio's FastAPI-based server) that:

- serves the hand-built **React + Spectrum 2 frontend** (`ui_kits/chan-compass/`)
  as static files at `/`, and
- exposes the unchanged Python backend as JSON + Server-Sent-Events endpoints
  under `/api/*` (signals, rotation, news, research, automation, model, email).

So the whole look-and-feel is the app's own HTML/CSS/JS — a real custom frontend —
while still being a Gradio app (`gradio.Server`) running through llama.cpp.

## Deploy on Hugging Face Spaces

1. Create a Space → SDK **Docker**, hardware **CPU upgrade** (8 vCPU/32GB recommended).
   The included `Dockerfile` runs `uvicorn server:app` on port 7860.
2. Upload every file in this folder (keep names + the `ui_kits/chan-compass/`
   folder structure unchanged); overwrite-upload as a full set each time.
3. First launch installs the llama.cpp runtime once (prebuilt CPU wheel, with a
   compile fallback) into `/data/pylibs`.
4. **Model** tab — sub-agents auto-load; watch the live status until each shows ✅.
5. Optional secrets: `RESEND_API_KEY` (email), `HF_TOKEN` (faster model downloads
   + the one-click trace publisher, silences the unauthenticated-Hub warning).
6. ⚠️ Free Spaces sleep when idle, so the 18:10 ET timer can't fire unattended —
   use "Run now", or pick always-on hardware. Last-run time is persisted to
   `/data`, so it survives restarts.

## Design system

UI follows the **Adobe Spectrum 2** design system. The live frontend is
served from `ui_kits/chan-compass/` by `gradio.Server`; the source
tokens/components are under `design_system/` for reference.

## Files

`chan_engine.py` / `chan_multilevel.py` / `chan_enhance.py` — the original Chan
analysis engine, **verbatim, logic untouched** · `chan_glue.py` — runtime wiring +
analyzer cache · `data_us.py` — yfinance loader · `signal_runner.py` · `rotation.py` ·
`news_watch.py` · `research.py` · `research_agent.py` · `automation.py` ·
`llm_local.py` · `emailer.py` · `finetune_data.py` · `trace_publish.py` · `server.py` (the gr.Server entry) · `ui_kits/chan-compass/` (the React frontend) ·
`finetune/` — the fine-tuning notebook + guide.

*Built with Love for My Family.*