294 lines
15 KiB
Python
294 lines
15 KiB
Python
import os
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DEFAULT_CONFIG = {
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"project_dir": os.path.abspath(os.path.join(os.path.dirname(__file__), "..")),
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"results_dir": os.getenv("TRADINGAGENTS_RESULTS_DIR", "./results"),
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"data_dir": os.path.join(os.path.dirname(__file__), "..", "data"),
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"tickers_file": os.path.join(os.path.dirname(__file__), "..", "data", "tickers.txt"),
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"data_cache_dir": os.path.join(
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os.path.abspath(os.path.join(os.path.dirname(__file__), ".")),
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"dataflows/data_cache",
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),
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# LLM settings
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"llm_provider": "google",
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"deep_think_llm": "gemini-3-pro-preview", # For Google: gemini-2.0-flash or gemini-1.5-pro-latest
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"quick_think_llm": "gemini-2.5-flash-lite", # For Google: gemini-2.0-flash or gemini-1.5-flash-latest
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"backend_url": "https://api.google.com/v1",
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# Debate and discussion settings
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"max_debate_rounds": 1,
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"max_risk_discuss_rounds": 1,
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"max_recur_limit": 100,
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# Discovery settings
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"discovery": {
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# ========================================
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# GLOBAL SETTINGS (ranking, analysis, output)
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# ========================================
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"max_candidates_to_analyze": 200, # Maximum candidates for deep dive analysis
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"analyze_all_candidates": False, # If True, skip truncation and analyze all candidates
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"final_recommendations": 15, # Number of final opportunities to recommend
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"deep_dive_max_workers": 1, # Parallel workers for deep-dive analysis (1 = sequential)
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"discovery_mode": "hybrid", # "traditional", "semantic", or "hybrid"
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"universe_source": "russell1000", # "russell1000" or "" (uses tickers_file)
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# Ranking context truncation
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"truncate_ranking_context": False, # True = truncate to save tokens, False = full context
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"max_news_chars": 500, # Only used if truncate_ranking_context=True
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"max_insider_chars": 300, # Only used if truncate_ranking_context=True
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"max_recommendations_chars": 300, # Only used if truncate_ranking_context=True
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# Tool execution logging
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"log_tool_calls": True, # Capture tool inputs/outputs to results logs
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"log_tool_calls_console": False, # Mirror tool logs to Python logger
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"log_prompts_console": False, # Show LLM prompts in console (always saved to log file)
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"tool_log_max_chars": 10_000, # Max chars stored per tool output
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"tool_log_exclude": ["validate_ticker"], # Tool names to exclude from logging
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# Console price charts (output formatting)
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"console_price_charts": True, # Render mini price charts in console output
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"price_chart_library": "plotille", # "plotille" (prettier) or "plotext" fallback
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"price_chart_windows": ["1d", "7d", "1m", "6m", "1y"], # Windows to render
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"price_chart_lookback_days": 30, # Lookback window for charts
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"price_chart_width": 60, # Chart width (characters)
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"price_chart_height": 12, # Chart height (rows)
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"price_chart_max_tickers": 10, # Max tickers to chart per run
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"price_chart_show_movement_stats": True, # Show movement stats in console
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# ========================================
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# FILTER STAGE SETTINGS
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# ========================================
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"filters": {
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# Liquidity filter
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"min_average_volume": 500_000, # Minimum average volume
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"volume_lookback_days": 10, # Days to average for liquidity check
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# Same-day mover filter (remove stocks that already moved today)
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"filter_same_day_movers": True, # Enable/disable filter
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"intraday_movement_threshold": 10.0, # Intraday % change threshold
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# Recent mover filter (remove stocks that moved in recent days)
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"filter_recent_movers": True, # Enable/disable filter
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"recent_movement_lookback_days": 7, # Days to check for recent moves
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"recent_movement_threshold": 10.0, # % change threshold
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"recent_mover_action": "filter", # "filter" or "deprioritize"
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# Volume / compression detection
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"volume_cache_key": "default", # Cache key for volume data
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"min_market_cap": 0, # Minimum market cap in billions (0 = no filter)
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"compression_atr_pct_max": 2.0, # Max ATR % for compression detection
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"compression_bb_width_max": 6.0, # Max Bollinger bandwidth for compression
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"compression_min_volume_ratio": 1.3, # Min volume ratio for compression
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},
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# ========================================
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# ENRICHMENT STAGE SETTINGS
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# ========================================
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"enrichment": {
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"batch_news_vendor": "google", # Vendor for batch news: "openai" or "google"
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"batch_news_batch_size": 150, # Tickers per API call
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"news_lookback_days": 0.5, # Days of news history for enrichment
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"context_max_snippets": 2, # Max news snippets per candidate
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"context_snippet_max_chars": 140, # Max chars per snippet
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},
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# ========================================
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# PIPELINES (priority and budget per pipeline)
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# ========================================
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"pipelines": {
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"edge": {
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"enabled": True,
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"priority": 1,
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"ranker_prompt": "edge_signals_ranker.txt",
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"deep_dive_budget": 15,
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},
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"momentum": {
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"enabled": True,
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"priority": 2,
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"ranker_prompt": "momentum_ranker.txt",
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"deep_dive_budget": 10,
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},
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"news": {
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"enabled": True,
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"priority": 3,
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"ranker_prompt": "news_catalyst_ranker.txt",
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"deep_dive_budget": 5,
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},
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"social": {
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"enabled": True,
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"priority": 4,
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"ranker_prompt": "social_signals_ranker.txt",
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"deep_dive_budget": 5,
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},
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"events": {"enabled": True, "priority": 5, "deep_dive_budget": 3},
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},
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# ========================================
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# OHLCV CACHE (populated nightly by prefetch workflow)
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# ========================================
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"ohlcv_cache_dir": "data/ohlcv_cache", # Shared cache read by all OHLCV-based scanners
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# ========================================
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# SCANNER EXECUTION SETTINGS
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# ========================================
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"scanner_execution": {
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"concurrent": True, # Run scanners in parallel
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"max_workers": 8, # Max concurrent scanner threads
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"timeout_seconds": 120, # Timeout per scanner (raised — cache load alone ~28s for 1003 tickers)
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},
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# ========================================
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# SCANNERS (each with scanner-specific settings)
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# ========================================
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"scanners": {
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# Edge signals - Early information advantages
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"insider_buying": {
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"enabled": True,
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"pipeline": "edge",
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"limit": 20,
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"lookback_days": 7, # Days to look back for insider purchases
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"min_transaction_value": 25000, # Minimum transaction value ($) to consider
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},
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"options_flow": {
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"enabled": True,
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"pipeline": "edge",
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"limit": 15,
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"unusual_volume_multiple": 2.0, # Min volume/OI ratio for unusual activity
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"min_premium": 25000, # Minimum premium ($) to filter noise
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"min_volume": 1000, # Minimum option volume to consider
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# ticker_universe: explicit list overrides the shared universe (data/tickers.txt)
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"max_tickers": 1000, # Max tickers to scan (from start of file)
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"max_workers": 8, # Parallel option chain fetch threads
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},
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"congress_trades": {
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"enabled": False,
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"pipeline": "edge",
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"limit": 10,
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"lookback_days": 7, # Days to look back for congressional trades
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},
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# Momentum - Price and volume signals
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"volume_accumulation": {
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"enabled": True,
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"pipeline": "momentum",
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"limit": 15,
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"unusual_volume_multiple": 2.0, # Min volume multiple vs average
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"volume_cache_key": "default", # Cache key for volume data
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"compression_atr_pct_max": 2.0, # Max ATR % for compression detection
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"compression_bb_width_max": 6.0, # Max Bollinger bandwidth for compression
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"compression_min_volume_ratio": 1.3, # Min volume ratio for compression
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},
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"obv_divergence": {
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"enabled": True,
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"pipeline": "momentum",
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"limit": 10,
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"lookback_days": 20, # Days to measure price/OBV change over
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"min_obv_pct_gain": 8.0, # Min OBV gain as % of avg_vol × lookback_days
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"max_price_change_pct": 2.0, # Max price change % over lookback (divergence window)
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"volume_cache_key": "default", # Shares cache with volume_accumulation scanner
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"max_tickers": 2000, # Universe size cap
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},
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"market_movers": {
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"enabled": False,
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"pipeline": "momentum",
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"limit": 10,
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},
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# News - Catalyst-driven signals
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"semantic_news": {
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"enabled": True,
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"pipeline": "news",
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"limit": 10,
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"sources": ["google_news", "sec_filings", "alpha_vantage", "gemini_search"],
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"lookback_hours": 6, # How far back to look for news
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"min_news_importance": 5, # Minimum news importance score (1-10)
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"min_similarity": 0.5, # Minimum similarity for ticker matching
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"max_tickers_per_news": 3, # Max tickers to match per news item
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"news_lookback_days": 0.5, # Days of news history to analyze
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},
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"analyst_upgrade": {
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"enabled": True,
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"pipeline": "news",
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"limit": 5,
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"lookback_days": 1, # Days to look back for rating changes
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},
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# Social - Community signals
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"reddit_trending": {
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"enabled": True,
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"pipeline": "social",
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"limit": 15,
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},
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"reddit_dd": {
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"enabled": True,
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"pipeline": "social",
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"limit": 10,
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},
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# Events - Calendar-based signals
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"earnings_calendar": {
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"enabled": True,
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"pipeline": "events",
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"limit": 10,
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"max_candidates": 25, # Hard cap on earnings candidates
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"max_days_until_earnings": 7, # Only include earnings within N days
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"min_market_cap": 0, # Minimum market cap in billions (0 = no filter)
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},
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"short_squeeze": {
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"enabled": True,
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"pipeline": "events",
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"limit": 5,
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"min_short_interest_pct": 15.0, # Minimum short interest %
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"min_days_to_cover": 5.0, # Minimum days to cover ratio
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},
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"earnings_beat": {
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"enabled": True,
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"pipeline": "events",
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"limit": 10,
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"lookback_days": 14, # Days to look back for recent EPS beats
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"min_surprise_pct": 5.0, # Minimum EPS surprise % to surface
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},
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"ml_signal": {
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"enabled": True,
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"pipeline": "momentum",
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"limit": 15,
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"min_win_prob": 0.35, # Minimum P(WIN) to surface as candidate
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"lookback_period": "6mo", # OHLCV history to fetch (needs ~130 trading days)
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# ticker_universe: explicit list overrides the shared universe (data/tickers.txt)
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"fetch_market_cap": False, # Skip for speed (1 NaN out of 30 features)
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"max_workers": 8, # Parallel feature computation threads
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},
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"minervini": {
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"enabled": True,
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"pipeline": "momentum",
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"limit": 10,
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"min_rs_rating": 70, # Min IBD-style RS Rating (0-100)
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"lookback_period": "1y", # Needs 200 trading days for SMA200
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"sma_200_slope_days": 20, # Days back to check SMA200 slope
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"min_pct_off_low": 30, # Must be 30%+ above 52w low
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"max_pct_from_high": 25, # Must be within 25% of 52w high
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"max_tickers": 0, # 0 = no cap (nightly cache makes full universe fast)
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},
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"high_52w_breakout": {
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"enabled": True,
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"pipeline": "momentum",
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"limit": 10,
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"max_tickers": 0, # 0 = no cap (nightly cache makes full universe fast)
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"min_volume_multiple": 1.5, # Min volume vs 20d avg to confirm breakout
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"vol_avg_days": 20, # Days for volume average baseline
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"freshness_days": 5, # Max days since 52w high was set
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"freshness_threshold": 0.97, # Price must be within X% of 52w high
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"min_price": 5.0, # Filter penny stocks
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"min_avg_volume": 100_000, # Min avg daily volume for liquidity
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},
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},
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},
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# Memory settings
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"enable_memory": False, # Enable/disable embeddings and memory system
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"load_historical_memories": False, # Load pre-built historical memories on startup
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"memory_dir": os.path.join(
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os.path.abspath(os.path.join(os.path.dirname(__file__), "..")), "data/memories"
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), # Directory for saved memories
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# Data vendor configuration
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# Category-level configuration (default for all tools in category)
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"data_vendors": {
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"core_stock_apis": "yfinance", # Options: yfinance, alpha_vantage, local
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"technical_indicators": "yfinance", # Options: yfinance, alpha_vantage, local
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"fundamental_data": "alpha_vantage", # Options: openai, alpha_vantage, local
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"news_data": "reddit,alpha_vantage", # Options: openai, alpha_vantage, google, reddit, local
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},
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# Tool-level configuration (takes precedence over category-level)
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"tool_vendors": {
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# Discovery tools - each tool supports only one vendor
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"get_trending_tickers": "reddit", # Reddit trending stocks
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"get_market_movers": "alpha_vantage", # Top gainers/losers
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# "get_tweets": "twitter", # Twitter API
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# "get_tweets_from_user": "twitter", # Twitter API
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"get_recommendation_trends": "finnhub", # Analyst recommendations
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# Example: "get_stock_data": "alpha_vantage", # Override category default
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# Example: "get_news": "openai", # Override category default
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},
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}
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