Commit Graph

19 Commits

Author SHA1 Message Date
github-actions[bot] 1dd00e467f research(autonomous): 2026-04-14 — automated research run 2026-04-14 21:17:06 +00:00
Youssef Aitousarrah 37029e554e fix(config): add missing earnings_beat and high_52w_breakout scanner configs
Both scanners were implemented by research PRs but never added to default_config.
Without entries they cannot be disabled or tuned from config and are invisible
to the settings UI. Also updated /research-strategy to make config entry mandatory.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 13:47:21 -07:00
Youssef Aitousarrah 704af1a855 fix(discovery): commit risk_metrics.py and reduce Minervini max_tickers to 50
Two bugs causing zero recommendations:

1. risk_metrics.py was untracked — importing it raised ModuleNotFoundError which
   was caught by the outer try/except in filter.py, silently dropping all 32
   candidates that reached the fundamental risk check stage.

2. Minervini scanner at max_tickers=200 took >5 min to download 200 tickers x 1y
   of OHLCV data. ThreadPoolExecutor.cancel() cannot kill a running thread, so the
   download kept running as a zombie thread for 20 more minutes after the pipeline
   completed, holding the Python process alive until the 30-min workflow timeout
   killed the entire job.

   Reducing to 50 tickers brings the download to ~75s, well under the 300s global
   scanner timeout.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-07 16:24:29 -07:00
Youssef Aitousarrah 957b009da1 fix(minervini): cap ticker universe to prevent CI timeout
yf.download(592 tickers, period=1y) takes 20+ minutes in CI, causing
the 30-minute job timeout to trigger. Add max_tickers=200 (configurable)
to limit the batch download to the first N tickers from the file. The
concurrent scanner pool already has a 5-min global timeout, but the hung
download thread monopolises network connections and starves the filter stage.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-06 14:24:22 -07:00
Youssef Aitousarrah b68a43ec0d feat(scanners): add minervini scanner to registry
minervini.py existed but was never committed. Without the file on the
remote, the __init__.py import added in the previous fix causes an
ImportError in CI.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-06 13:51:42 -07:00
Youssef Aitousarrah f4aceef857 feat: add daily discovery workflow, recommendation history, and scanner improvements
- Add GitHub Actions workflow for daily discovery (8:30 AM ET, weekdays)
- Add headless run_daily_discovery.py script for scheduling
- Expand options_flow scanner to use tickers.txt with parallel execution
- Add recommendation history section to Performance page with filters and charts
- Fix strategy name normalization (momentum/Momentum/Momentum-Hype → momentum)
- Fix strategy metrics to count all recs, not just evaluated ones
- Add error handling to Streamlit page rendering

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-11 22:07:02 -08:00
Youssef Aitousarrah 43bdd6de11 feat: discovery pipeline enhancements with ML signal scanner
Major additions:
- ML win probability scanner: scans ticker universe using trained
  LightGBM/TabPFN model, surfaces candidates with P(WIN) above threshold
- 30-feature engineering pipeline (20 base + 10 interaction features)
  computed from OHLCV data via stockstats + pandas
- Triple-barrier labeling for training data generation
- Dataset builder and training script with calibration analysis
- Discovery enrichment: confluence scoring, short interest extraction,
  earnings estimates, options signal normalization, quant pre-score
- Configurable prompt logging (log_prompts_console flag)
- Enhanced ranker investment thesis (4-6 sentence reasoning)
- Typed DiscoveryConfig dataclass for all discovery settings
- Console price charts for visual ticker analysis

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-09 22:53:42 -08:00
Youssef Aitousarrah f1178b4a57 refactor: organize discovery config into dedicated filter/enrichment sections
- Created nested "filters" section for all filter-stage settings
  (min_average_volume, same-day movers, recent movers, etc.)
- Created nested "enrichment" section for batch news settings
- Updated CandidateFilter to read from new nested structure
- Added backward compatibility fallback for old flat config
- Improved config organization and clarity

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-06 08:22:39 -08:00
Youssef Aitousarrah 369f8c444b feat: discovery system code quality improvements and concurrent execution
Implement comprehensive code quality improvements and performance optimizations
for the discovery pipeline based on code review findings.

## Key Improvements

### 1. Common Utilities (DRY Principle)
- Created `tradingagents/dataflows/discovery/common_utils.py`
- Extracted ticker parsing logic (eliminates 40+ lines of duplication)
- Centralized stopwords list (71 common non-ticker words)
- Added ReDoS protection (100KB text length limit)
- Provides `validate_candidate_structure()` for output validation

### 2. Scanner Output Validation
- Two-layer validation approach:
  - Registration-time: Check scanner class structure
  - Runtime: Validate each candidate dictionary
- Added `scan_with_validation()` wrapper in BaseScanner
- Validates required keys: ticker, source, context, priority
- Graceful error handling with structured logging

### 3. Configuration-Driven Design
- Moved magic numbers to `default_config.py`:
  - `ticker_universe`: Top 20 liquid options tickers
  - `min_volume`: 1000 (options flow threshold)
  - `min_transaction_value`: $25,000 (insider buying filter)
- Fixed hardcoded absolute paths to relative paths
- Improved portability across development environments

### 4. Concurrent Scanner Execution (37% Performance Gain)
- Implemented ThreadPoolExecutor for parallel scanner execution
- Configuration: `scanner_execution.concurrent`, `max_workers`, `timeout_seconds`
- Performance: 42s vs 67s (37% faster with 8 scanners)
- Thread-safe state management (each scanner gets copy)
- Per-scanner timeout with graceful degradation
- Error isolation (one failure doesn't stop others)

### 5. Error Handling Improvements
- Changed bare `except:` to `except Exception:` (avoid catching KeyboardInterrupt)
- Added structured logging with `exc_info=True` and extra fields
- Implemented graceful degradation throughout pipeline

## Files Changed

### Core Implementation
- `tradingagents/__init__.py` (NEW) - Package initialization
- `tradingagents/default_config.py` - Scanner execution config, magic numbers
- `tradingagents/graph/discovery_graph.py` - Concurrent execution logic
- `tradingagents/dataflows/discovery/common_utils.py` (NEW) - Shared utilities
- `tradingagents/dataflows/discovery/scanner_registry.py` - Validation wrapper
- `tradingagents/dataflows/discovery/scanners/*.py` - Use common utilities

### Testing & Documentation
- `tests/test_concurrent_scanners.py` (NEW) - Comprehensive test suite
- `verify_concurrent_execution.py` (NEW) - Performance verification
- `CONCURRENT_EXECUTION.md` (NEW) - Implementation documentation

## Test Results

All tests passing (exit code 0):
-  Concurrent execution: 42s, 66-69 candidates
-  Sequential fallback: 56-67s, 65-68 candidates
-  Timeout handling: Graceful degradation with 1s timeout
-  Error isolation: Individual failures don't cascade

## Performance Impact

- Scanner execution: 37% faster (42s vs 67s)
- Time saved: ~25 seconds per discovery run
- At scale: 4+ minutes saved daily in production
- Same candidate quality (65-69 tickers in both modes)

## Breaking Changes

None. Concurrent execution is opt-in via config flag.
Sequential mode remains available as fallback.

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 23:27:01 -08:00
Youssef Aitousarrah ea4ee9176b Update 2025-12-09 23:16:53 -08:00
Youssef Aitousarrah 5cf57e5d97 Update 2025-12-02 20:49:42 -08:00
luohy15 b01051b9f4 Switch default data vendor
🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-09-30 12:43:27 +08:00
luohy15 0ab323c2c6 Add Alpha Vantage API integration as primary data provider
- Replace FinnHub with Alpha Vantage API in README documentation
- Implement comprehensive Alpha Vantage modules:
  - Stock data (daily OHLCV with date filtering)
  - Technical indicators (SMA, EMA, MACD, RSI, Bollinger Bands, ATR)
  - Fundamental data (overview, balance sheet, cashflow, income statement)
  - News and sentiment data with insider transactions
- Update news analyst tools to use ticker-based news search
- Integrate Alpha Vantage vendor methods into interface routing
- Maintain backward compatibility with existing vendor system

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-09-26 22:57:50 +08:00
luohy15 a6734d71bc WIP 2025-09-26 16:17:50 +08:00
Huijae Lee ee3d499894
Merge branch 'TauricResearch:main' into save_results 2025-06-25 08:43:19 +09:00
Edward Sun da84ef43aa main works, cli bugs 2025-06-15 22:20:59 -07:00
ZeroAct 9647359246 save reports & logs under results_dir 2025-06-12 11:25:07 +09:00
maxer137 99789f9cd1 Add support for other backends, such as OpenRouter and olama
This aims to offer alternative OpenAI capable api's.
This offers people to experiment with running the application locally
2025-06-11 14:19:25 +02:00
Yijia-Xiao cc97cb6d5d chore(release): v0.1.0 – initial public release of TradingAgents 2025-06-05 04:27:57 -07:00