Andrew Kaszubski
4f6f7c1c14
feat(memory): add memory integration for agent prompts - Fixes #21
2025-12-26 20:40:21 +11:00
Andrew Kaszubski
5a0606b59f
feat(graph): integrate new analysts into workflow - Fixes #17
2025-12-26 20:11:28 +11:00
Andrew Kaszubski
a17fc1f029
feat(agents): add Position Sizing Manager with Kelly and risk parity - Fixes #16
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Implements Position Sizing Manager for optimal position sizing calculations.
The manager supports multiple sizing methodologies to accommodate different
trading styles and risk tolerances.
Sizing Methods:
- Kelly Criterion (full, half, quarter) for edge-based optimal sizing
- ATR-based sizing for volatility-adjusted position sizing
- Risk Parity allocation for balanced portfolio risk
- Volatility targeting for consistent risk contribution
- Fixed fractional for controlled percentage risk
Key Features:
- Multiple sizing method comparison for best fit selection
- Risk level presets (conservative, moderate, aggressive)
- Position constraints and drawdown limits
- Stop loss level recommendations based on ATR
- Win/loss ratio analysis for Kelly calculations
Tools:
- calculate_kelly_position_size: Edge-based optimal sizing
- calculate_atr_position_size: Volatility-adjusted position sizing
- calculate_risk_parity_allocation: Multi-asset balanced risk allocation
- calculate_volatility_target_size: Target volatility-based sizing
- get_position_sizing_recommendation: Comprehensive multi-method comparison
Enums:
- SizingMethod: 8 different sizing approaches
- RiskLevel: Conservative, moderate, aggressive presets
Tests: 52 unit tests covering Kelly calculations, ATR sizing, risk parity
weights, volatility targeting, constraints, and integration workflows.
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 17:39:20 +11:00
Andrew Kaszubski
b0140a82b3
feat(agents): add Correlation Analyst for cross-asset analysis - Fixes #15
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Implements Correlation Analyst agent for cross-asset correlation analysis
and sector rotation detection. The agent analyzes inter-market relationships
to identify diversification opportunities and sector leadership changes.
Features:
- Cross-asset correlation analysis (stocks vs bonds, gold, oil, dollar)
- Sector rotation analysis across all 11 S&P 500 sectors
- Rolling correlation trend tracking with breakdown detection
- Relative strength calculation for sector leadership
- Economic cycle phase identification (early/mid/late cycle, recession)
- Cycle-based sector recommendations
Tools:
- get_cross_asset_correlation_analysis: Multi-asset correlation with regime interpretation
- get_sector_rotation_analysis: Sector rankings, leadership, rotation signals
- get_correlation_matrix: Pairwise correlation matrix for portfolio construction
- get_rolling_correlation_trend: Time-series correlation dynamics
Enums:
- CorrelationStrength: 9-level classification from very strong negative to very strong positive
- SectorPhase: Economic cycle phases for rotation timing
- SectorLeadership: Leading, lagging, improving, weakening classifications
Tests: 59 unit tests covering correlation calculations, classification logic,
sector rotation, breakdown detection, and integration scenarios.
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 17:30:53 +11:00
Andrew Kaszubski
bdff87a571
feat(agents): add Macro Analyst with FRED interpretation - Fixes #14
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Implements Macro Analyst agent for economic regime detection and FRED data
interpretation. The agent analyzes macroeconomic indicators to identify
market regimes and provide investment implications.
Features:
- Economic regime detection (expansion, contraction, goldilocks, stagflation)
- Yield curve analysis (normal, inverted, flat, steep)
- Monetary policy stance classification (hawkish, dovish, neutral, emergency)
- Inflation regime tracking (deflation, low, target, elevated, high)
- Recession probability calculation based on yield curve inversions
- Real rate analysis for policy restrictiveness
Tools:
- get_economic_regime_analysis: GDP, unemployment, inflation regime detection
- get_yield_curve_analysis: 2Y-10Y spread analysis with recession probability
- get_monetary_policy_analysis: Fed policy stance interpretation
- get_inflation_regime_analysis: CPI/PCE trajectory and asset implications
Tests: 57 unit tests covering all classification logic, edge cases, and
integration scenarios.
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 17:23:30 +11:00
Andrew Kaszubski
8522b4bd53
feat(agents): add Momentum Analyst with multi-TF analysis - Fixes #13
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Implements specialized Momentum Analyst agent with:
- Multi-timeframe ROC (Rate of Change) analysis across periods
- ADX (Average Directional Index) trend strength measurement
- RSI momentum divergence detection for reversal signals
- create_momentum_analyst factory for LangChain integration
Tests: 47 unit tests covering ROC, ADX, RSI, divergence detection
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 17:12:01 +11:00
Andrew Kaszubski
edae1ab2cc
feat(llm): add DeepSeek provider and HuggingFace embedding fallback (Issue #41 )
2025-12-26 11:07:48 +11:00
Andrew Kaszubski
9ee81be48b
fix(memory): use get_or_create_collection for idempotent ChromaDB init - Fixes #30
2025-12-26 09:20:04 +11:00
Andrew Kaszubski
5443aaa209
feat(llm): add OpenRouter API support with proper headers and API key handling
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- Add explicit OPENROUTER_API_KEY environment variable handling
- Add HTTP-Referer and X-Title headers for OpenRouter attribution
- Fix case sensitivity for provider names (ollama now case-insensitive)
- Add embedding fallback to OpenAI when using OpenRouter (since OpenRouter lacks embedding API)
- Add comprehensive test suite (30 tests) for OpenRouter integration
- Update README.md and PROJECT.md with OpenRouter configuration docs
- Add CHANGELOG.md documenting the changes
Patterns borrowed from ~/.claude/lib/genai_validate.py for multi-provider support.
Closes #1
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-25 15:51:25 +11:00
Andrew Kaszubski
0bd3741e8a
feat: Add Anthropic LLM support and fix data vendor compatibility
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- Switch to Anthropic Claude as LLM provider in main.py
- Add get_google_global_news() wrapper for proper signature matching
- Add get_fundamentals() to yfinance vendor
- Register yfinance and google as vendors for fundamentals and global news
- Make memory system fail gracefully when OpenAI embeddings unavailable
2025-12-25 15:23:28 +11:00
luohy15
86bc0e793f
minor fix
2025-09-27 00:04:59 +08:00
luohy15
8b04ec307f
minor fix
2025-09-26 23:25:33 +08:00
luohy15
0ab323c2c6
Add Alpha Vantage API integration as primary data provider
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- 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
mirza-samad-ahmed-baig
f704828f89
Fix: Prevent infinite loops, enable reflection, and improve logging
2025-07-03 17:43:40 +05:00
Max Wong
43aa9c5d09
Local Ollama ( #53 )
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- Fix typo 'Start' 'End'
- Add llama3.1 selection
- Use 'quick_think_llm' model instead of hard-coding GPT
2025-06-26 00:27:01 -04:00
Yijia Xiao
26c5ba5a78
Revert "Docker support and Ollama support ( #47 )" ( #57 )
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This reverts commit 78ea029a0b .
2025-06-26 00:07:58 -04:00
Geeta Chauhan
78ea029a0b
Docker support and Ollama support ( #47 )
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- Added support for running CLI and Ollama server via Docker
- Introduced tests for local embeddings model and standalone Docker setup
- Enabled conditional Ollama server launch via LLM_PROVIDER
2025-06-25 23:57:05 -04:00
Yijia Xiao
b575bd0941
Merge pull request #52 from TauricResearch/dev
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Merge dev into main. Add support for Anthropic and OpenRouter.
2025-06-23 20:38:14 -04:00
Edward Sun
52284ce13c
fixed anthropic support. Anthropic has different format of response when it has tool calls. Explicit handling added
2025-06-21 12:51:34 -07:00
Yijia Xiao
c2f897fc67
Merge pull request #43 from AtharvSabde/patch-1
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fundamentals_analyst.py (spelling mistake in instruction: Makrdown -> Markdown)
2025-06-19 15:05:08 -04:00
Atharv Sabde
2af7ef3d79
fundamentals_analyst.py(spelling mistake.markdown)
2025-06-19 21:48:16 +05:30
Edward Sun
7eaf4d995f
update clear msg bc anthropic needs at least 1 msg in chat call
2025-06-15 23:14:47 -07:00
Edward Sun
da84ef43aa
main works, cli bugs
2025-06-15 22:20:59 -07:00
maxer137
99789f9cd1
Add support for other backends, such as OpenRouter and olama
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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