e4ef947c3b
feat(execution): add abstract broker base interface - Fixes #22
2025-12-26 20:49:17 +11:00
4f6f7c1c14
feat(memory): add memory integration for agent prompts - Fixes #21
2025-12-26 20:40:21 +11:00
25c31d5f5d
feat(memory): add risk profiles memory for user preferences - Fixes #20
2025-12-26 20:30:21 +11:00
dbfcea3740
feat(memory): add trade history memory with outcome tracking - Fixes #19
2025-12-26 20:22:03 +11:00
d72c214d4d
feat(memory): add layered memory system with FinMem pattern - Fixes #18
2025-12-26 20:17:26 +11:00
5a0606b59f
feat(graph): integrate new analysts into workflow - Fixes #17
2025-12-26 20:11:28 +11:00
a17fc1f029
feat(agents): add Position Sizing Manager with Kelly and risk parity - Fixes #16
...
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
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
bdff87a571
feat(agents): add Macro Analyst with FRED interpretation - Fixes #14
...
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
8522b4bd53
feat(agents): add Momentum Analyst with multi-TF analysis - Fixes #13
...
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
ae7899a6fc
feat(dataflows): add data caching layer with rate limit awareness - Fixes #12
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Implements [DATA-11] Data caching layer - FRED rate limits with:
- CacheEntry: Generic cache entries with TTL and metadata
- CacheStats: Hit/miss/stale statistics tracking
- RateLimitState: Per-source rate limit tracking with exponential backoff
- MemoryCache: In-memory LRU cache backend
- FileCache: File-based JSON cache backend
- DataCache: Main cache with source-specific TTLs and stale-while-rate-limited
- @cached decorator: Function result caching
Features:
- Multi-backend support (memory, file)
- TTL-based expiration with configurable per-source defaults
- Stale-while-revalidate when rate limited
- Thread-safe operations throughout
- 41 tests covering all components
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 16:51:48 +11:00
2c802647e4
feat(dataflows): add vendor registry pattern for extensible data vendor routing - Fixes #11
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Implements [DATA-10] Interface routing - add new data vendors with:
- VendorRegistry: Thread-safe singleton for centralized vendor registration
- VendorCapability enum: STOCK_DATA, FUNDAMENTALS, NEWS, MACROECONOMIC, etc.
- BaseVendor ABC: 3-stage lifecycle (transform_query, extract_data, transform_data)
- SimpleVendor: Wrapper for migrating existing vendor functions
- Decorators: @register_vendor, @vendor_method, @rate_limited, @with_retry, @cache_result
- RateLimiter: Thread-safe sliding window rate limiting
- 84 tests covering registry, base vendor, and decorators
Files:
- tradingagents/dataflows/vendor_registry.py (253 lines)
- tradingagents/dataflows/base_vendor.py (222 lines)
- tradingagents/dataflows/vendor_decorators.py (188 lines)
- tests/unit/dataflows/test_vendor_registry.py (30 tests)
- tests/unit/dataflows/test_base_vendor.py (27 tests)
- tests/unit/dataflows/test_vendor_decorators.py (27 tests)
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 16:47:41 +11:00
bbd85c91b6
feat(dataflows): add benchmark data module with SPY, sector ETFs, RS, correlation, beta - Fixes #10
2025-12-26 16:14:57 +11:00
19171a4b31
feat(dataflows): add multi-timeframe OHLCV aggregation - Fixes #9
2025-12-26 15:48:40 +11:00
4d693fb331
feat(dataflows): add FRED API integration for economic data - Fixes #8
2025-12-26 15:25:54 +11:00
68be12c451
feat(db): fix Alembic migrations and add documentation ( #7 ) - SQLite batch mode for constraints, migrations README
2025-12-26 14:50:09 +11:00
1ea006e41f
feat(db): add Trade model with CGT tracking and Australian FY support ( #6 ) - TradeSide/TradeStatus/TradeOrderType enums, 50% discount for >12mo holdings, multi-currency FX, 87 tests
2025-12-26 14:46:06 +11:00
1c6c2fadf1
feat(db): add Settings model with risk profiles and alert preferences ( #5 ) - Implements RiskProfile enum, risk parameters, JSON alert_preferences, one-to-one User relationship, CheckConstraints, cascade delete, 43 tests
2025-12-26 14:16:42 +11:00
0d09f15bd6
feat(db): add Portfolio model with LIVE/PAPER/BACKTEST types - Fixes #4
2025-12-26 13:46:39 +11:00
d3892b0da9
feat(db): add User model fields for tax, timezone, API key - Fixes #3
2025-12-26 13:15:37 +11:00
9933a929df
feat(api): add FastAPI backend with JWT auth and strategies endpoint ( #48 )
...
- Add FastAPI application with async/await support (tradingagents/api/)
- Implement JWT authentication with Argon2 password hashing (PyJWT, pwdlib)
- Create /api/v1/auth/login endpoint for user authentication
- Create /api/v1/strategies CRUD endpoints (list, create, get, update, delete)
- Add SQLAlchemy 2.0 async models (User, Strategy) with PostgreSQL/SQLite
- Add Alembic migrations for database schema management
- Add comprehensive test suite (208 tests in tests/api/)
- Add Pydantic schemas for request/response validation
- Add CORS and error handling middleware
- Update documentation (CHANGELOG.md, README.md)
Security: Argon2 password hashing, JWT expiration, user isolation,
SQL injection prevention via SQLAlchemy ORM, no hardcoded secrets
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 11:50:03 +11:00
e5575250df
feat(tests): add UAT and evaluation tests for agent outputs - Fixes #53
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- Created tradingagents/utils/output_validator.py with ValidationResult dataclass
- Added validate_report_completeness(), validate_decision_quality() for content validation
- Added validate_debate_state(), validate_agent_state() for state coherence
- Created tests/unit/test_output_validators.py with 54 unit tests
- Created tests/e2e/test_uat_agent_outputs.py with 23 UAT scenarios
- Added agent state fixtures to tests/conftest.py (sample_agent_state, debates)
- Total: 77 tests covering report quality, signal extraction, and state integrity
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 11:38:37 +11:00
b4653ca37b
feat(tests): add test fixtures directory with mock data - Fixes #51
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- Created tests/fixtures/ with FixtureLoader class (14 loader methods)
- Added stock_data fixtures: US, CN (with Chinese columns), standardized OHLCV
- Added metadata fixtures: 5 analysis examples with datetime parsing
- Added report_sections fixtures: 7 complete analyst report sections
- Added api_responses fixtures: OpenAI embeddings and error responses
- Added configurations fixtures: vendor and LLM provider configs
- Created comprehensive README.md (595 lines) documenting fixture usage
- Updated docs/testing/writing-tests.md with fixture examples
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 11:23:29 +11:00
edae1ab2cc
feat(llm): add DeepSeek provider and HuggingFace embedding fallback (Issue #41 )
2025-12-26 11:07:48 +11:00
5ea9e905c5
feat(tests): restructure tests into unit/integration/e2e directories - Fixes #50
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- Moved 5 unit tests to tests/unit/ (exceptions, logging, report, docs, conftest)
- Moved 4 integration tests to tests/integration/ (openrouter, akshare, cli, deepseek)
- Created tests/e2e/ directory with README.md and conftest.py placeholder
- Added pytestmark = pytest.mark.unit/integration to all test files
- Updated pytest.ini with testpaths for new structure
- Updated docs/testing/README.md with new directory structure
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 11:04:20 +11:00
d6b9df162e
feat(dataflows): add AKShare data vendor for US and Chinese stock data (Issue #16 )
2025-12-26 10:42:15 +11:00
36de8f0470
feat(tests): add pytest conftest.py hierarchy with shared fixtures - Fixes #49
...
- Created tests/conftest.py with 12 shared fixtures (environment mocks, LangChain/ChromaDB mocking, configuration)
- Created tests/unit/conftest.py with 6 unit-specific fixtures (data vendors, sample data)
- Created tests/integration/conftest.py with 2 integration fixtures (live ChromaDB, temp dirs)
- Added pytest.ini with 7 custom markers (unit, integration, e2e, llm, chromadb, slow, requires_api_key)
- Added tests/test_conftest_hierarchy.py with 83 tests validating fixture infrastructure
- Updated docs/testing/README.md and writing-tests.md with fixture usage documentation
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 10:40:30 +11:00
c0dfb21c00
feat(docs): add comprehensive documentation structure - Fixes #52
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- Add docs/ directory with 17 documentation files
- Architecture: multi-agent-system, data-flow, llm-integration
- API Reference: trading-graph, agents, dataflows
- Guides: adding-new-analyst, adding-llm-provider, adding-data-vendor, configuration
- Testing: README, running-tests, writing-tests
- Development: setup, contributing
- Update PROJECT.md with TESTING STRATEGY requirements
- Add test_documentation_structure.py for validation
🤖 Generated with Claude Code
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 10:18:50 +11:00
436f6cc092
feat(reports): add report exporter with YAML frontmatter and JSON metadata (Issue #21 )
2025-12-26 10:11:42 +11:00
bb0ea33100
feat(logging): add dual-output logging and rate limit error handling - Fixes #39
2025-12-26 09:54:07 +11:00
d8093aa889
chore: improve .env gitignore pattern and remove .env.example
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- Update .gitignore to use .env* wildcard pattern
- Covers all variants: .env.local, .env.backup, .env.production, etc.
- Remove .env.example to prevent accidental secret exposure
🤖 Generated with Claude Code
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 09:30:08 +11:00
9ee81be48b
fix(memory): use get_or_create_collection for idempotent ChromaDB init - Fixes #30
2025-12-26 09:20:04 +11:00
164cb0d2fc
fix(tests): add mock_env_openrouter fixture to all OpenRouter tests
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- Add mock_env_openrouter to tests that use openrouter_config
- Update API key validation tests to expect ValueError when OPENROUTER_API_KEY missing
- All 30 tests now pass
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-25 16:02:04 +11:00
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
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
13b826a31d
Merge pull request #245 from TauricResearch/feat/tooloptim
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Y Finance Tools Optimizations
2025-10-09 00:34:10 -07:00
b2ef960da7
updated readme
2025-10-09 00:32:04 -07:00
a5dcc7da45
update readme
2025-10-06 20:33:12 -07:00
7bb2941b07
optimized yfin fetching to be much faster
2025-10-06 19:58:01 -07:00
32be17c606
Merge pull request #235 from luohy15/data_vendor
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Add Alpha Vantage API Integration and Refactor Data Provider Architecture
2025-10-05 16:01:30 -07:00
c07dcf026b
added fallbacks for tools
2025-10-03 22:40:09 -07:00
d23fb539e9
minor fix
2025-09-30 13:27:48 +08:00
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
8fdbbcca3d
alpha vantage api key url
2025-09-29 18:22:31 +08:00
86bc0e793f
minor fix
2025-09-27 00:04:59 +08:00
7fc9c28a94
Add environment variable configuration support
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- Add .env.example file with API key placeholders
- Update README.md with .env file setup instructions
- Add dotenv loading in main.py for environment variables
🤖 Generated with [Claude Code](https://claude.ai/code )
Co-Authored-By: Claude <noreply@anthropic.com>
2025-09-26 23:58:51 +08:00
7bcc2cbd8a
Update configuration documentation for Alpha Vantage data vendor
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Add data vendor configuration examples in README and main.py showing how to configure Alpha Vantage as the primary data provider. Update documentation to reflect the current default behavior of using Alpha Vantage for real-time market data access.
🤖 Generated with [Claude Code](https://claude.ai/code )
Co-Authored-By: Claude <noreply@anthropic.com>
2025-09-26 23:52:26 +08:00
6211b1132a
Improve Alpha Vantage indicator column parsing with robust mapping
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- Replace hardcoded column indices with column name lookup
- Add mapping for all supported indicators to their expected CSV column names
- Handle missing columns gracefully with descriptive error messages
- Strip whitespace from header parsing for reliability
🤖 Generated with [Claude Code](https://claude.ai/code )
Co-Authored-By: Claude <noreply@anthropic.com>
2025-09-26 23:36:36 +08:00
8b04ec307f
minor fix
2025-09-26 23:25:33 +08:00
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
Andrew Kaszubski
Edward Sun
Edward Sun
Yijia Xiao
luohy15