622 lines
41 KiB
Markdown
622 lines
41 KiB
Markdown
# TradeDog — Personal Autonomous Trading Platform Roadmap
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**From Research Framework to a Self-Running Trading System for One**
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*Built on TauricResearch/TradingAgents + LangGraph | NYSE + NASDAQ | Long-Only | Single User*
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For code snippets, schemas, and architecture patterns see [design_reference.md](design_reference.md).
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> **Scope decision (v2):** This platform is built for personal use only — one user, one brokerage account, runs locally. No auth, no KYC, no payment rails, no RIA registration required. The dashboard IS the product.
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> **Last updated:** March 16, 2026
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---
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## What You Already Have
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| Component | Role | Status |
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| ----------------------- | -------------------------------------------- | ---------- |
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| Fundamentals Analyst | Financials, earnings, insider data | ✅ Done |
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| Sentiment Analyst | Reddit/Twitter mood scoring | ✅ Done |
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| News Analyst | Macro/event impact | ✅ Done |
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| Technical Analyst | Indicators, patterns | ✅ Done |
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| Bull/Bear Researcher | Debate-based conviction | ✅ Done |
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| Trader Agent | Decision synthesis | ✅ Done |
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| Risk Manager | Exposure checks | ✅ Done |
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| Fund Manager | Final approval | ✅ Done |
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| LangGraph orchestration | Multi-agent pipeline with state management | ✅ Done |
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| Multi-LLM support | OpenAI, Google, Anthropic, XAI, OpenRouter | ✅ Done |
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| Data layer | yfinance + Alpha Vantage with fallback/cache | ✅ Done |
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| Rich CLI | Interactive terminal UI with live output | ✅ Done |
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| Docs & flow diagram | Architecture docs, propagation flow diagram | ✅ Done |
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| Memory system | FinancialSituationMemory for learning | ✅ Done |
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**What's missing:** Tests, execution layer, auto-buy logic, exit/monitoring loop, position tracking, conviction scoring, risk config UI, dashboard, and notifications.
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**What exists but needs hardening:** Data validation, logging (still uses print), dependency pinning.
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---
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## Your Immediate TODO (This Week — Mar 16–22)
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These are the remaining Phase 0 tasks you should tackle now:
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1. **Set up `pytest`** with a conftest and one smoke test per agent (~3h)
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2. **Create `dev` branch** — all new work goes there (~0.5h)
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3. **Replace `print()` with `logging`** across `tradingagents/` (~3h)
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4. **Pin all dependency versions** in `requirements.txt` (~1h)
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5. **Add type hints/docstrings** to core functions (~4h)
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6. **Create `docs/agent_contracts.md`** with each agent's I/O schema (~2h)
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7. **Update `docs/architecture.md`** with the flow diagram (~1h)
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**Total: ~14.5 hours this week** — then Phase 0 is complete and you move to data hardening.
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---
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## What You Dropped (Single-User Simplification)
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These items are **not needed** when building for yourself:
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| Dropped | Why |
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| ------------------------------ | ---------------------------------------------------- |
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| User auth / login system | It's just you on localhost |
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| KYC / identity verification | Not required for trading your own money |
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| Payment rails / deposit flow | Fund Alpaca directly via their website |
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| RIA registration / legal setup | Only required when managing other people's money |
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| Multi-tenant architecture | No user isolation needed, one account, one portfolio |
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| Cloud hosting / deployment | Runs locally on your machine |
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---
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## Phase Overview (Updated March 16, 2026)
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| Phase | Focus | Target Dates | Status | Milestone |
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| ------ | ---------------------------------------- | ------------------------- | -------------- | --------- |
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| **0** | Codebase audit and cleanup | Mar 16 – Mar 30, 2026 | 🟡 In Progress | v0.1 |
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| **1** | Data layer hardening + watchlist | Mar 31 – Apr 13, 2026 | ⬜ Not Started | v0.1 |
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| **2** | Paper trading execution layer | Apr 14 – May 11, 2026 | ⬜ Not Started | v0.1 |
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| **3** | Conviction scoring + signal control | May 12 – Jun 1, 2026 | ⬜ Not Started | v0.2 |
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| **4** | Position monitoring and auto-exit | Jun 2 – Jun 29, 2026 | ⬜ Not Started | v0.2 |
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| **5** | Portfolio-level risk controls | Jun 30 – Jul 13, 2026 | ⬜ Not Started | v0.3 |
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| **6** | Dashboard and observability *(main UI)* | Jul 14 – Aug 3, 2026 | ⬜ Not Started | v0.3 |
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| **6B** | Risk config UI | Aug 4 – Aug 10, 2026 | ⬜ Not Started | v0.3 |
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| **6C** | Telegram notifications | Aug 11 – Aug 17, 2026 | ⬜ Not Started | v0.3 |
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| **7** | Live trading (gradual rollout) | Aug 18, 2026 → Ongoing | ⬜ Not Started | v1.0 |
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**Milestone targets:**
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- **v0.1** (Minimal end-to-end loop): **~May 11, 2026**
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- **v0.2** (Conviction + auto-exit): **~Jun 29, 2026**
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- **v0.3** (Dashboard + risk controls): **~Aug 17, 2026**
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- **v1.0** (Live trading): **~Sep 2026** (after 60+ days paper trading)
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**Total realistic timeline: ~5 months** of building (Mar–Aug 2026), then ongoing live trading rollout.
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**Assumptions:** You're working ~10-15 hours/week with Claude handling heavy implementation. If you can commit more hours, phases compress. If life gets busy, add buffer weeks between phases.
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---
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# Milestone v0.1 — Minimal End-to-End Loop
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*Manual trigger, single ticker analysis through to a paper trade execution.*
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---
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## Phase 0 — Codebase Audit and Foundation
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**Goal:** Understand every file before adding anything. Establish a clean, documented, testable base.
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**Target:** Mar 16 – Mar 30, 2026 | **Status:** 🟡 In Progress
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### Week 1 — Read and Map (Mar 16–22)
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| # | Task | ~Hours | Status | Files |
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| --- | ---------------------------------------------------------------------------- | ------ | ------ | ---------------------------------------------------------------------------- |
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| 0.1 | Read all files under `tradingagents/` top to bottom | 4h | ✅ Done | `tradingagents/**` |
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| 0.2 | Draw a flow diagram of how `TradingAgentsGraph.propagate()` calls each agent | 2h | ✅ Done | `docs/propagate_flow_diagram.html` |
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| 0.3 | Document what each agent returns (format, fields, meaning) | 3h | ✅ Done | `docs/tradingAgents.md` |
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| 0.4 | Map all data API calls and endpoints used across dataflows | 2h | ✅ Done | `docs/design_reference.md` |
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| 0.5 | Review all config options in `default_config.py` | 1h | ✅ Done | `tradingagents/default_config.py` |
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| 0.6 | Run `main.py` and `test.py` end-to-end in your environment | 2h | ✅ Done | `main.py`, `test.py` |
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| 0.7 | Set up `.env` with all required API keys | 1h | ✅ Done | `.env`, `.env.example` |
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### Week 2 — Clean and Prepare (Mar 23–30)
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| # | Task | ~Hours | Status | Files |
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| ---- | -------------------------------------------------------------------------------- | ------ | -------------- | ------------------------------------------- |
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| 0.8 | Add type hints and docstrings to functions missing them | 4h | ⬜ Not Started | `tradingagents/**` |
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| 0.9 | Create `docs/agent_contracts.md` documenting each agent's I/O schema | 2h | ⬜ Not Started | `docs/agent_contracts.md` |
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| 0.10 | Set up `pytest` with a conftest and one smoke test per agent | 3h | ⬜ Not Started | `tests/conftest.py`, `tests/test_agents.py` |
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| 0.11 | Create `dev` branch — all new work goes there, only tested code merges to `main` | 0.5h | ⬜ Not Started | git |
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| 0.12 | Replace all `print()` with Python `logging` module calls | 3h | ⬜ Not Started | `tradingagents/**` |
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| 0.13 | Pin all dependency versions in `requirements.txt` | 1h | ⬜ Not Started | `requirements.txt` |
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| 0.14 | Update `docs/architecture.md` with your flow diagram from 0.2 | 1h | ⬜ Not Started | `docs/architecture.md` |
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**Remaining effort for Phase 0:** ~14.5 hours (about 1 week at ~2-3h/day)
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### Decision Points (resolve before moving on)
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- Choose LLM provider for production (recommendation: Claude Sonnet for analysts, reasoning model for Trader/Risk Manager)
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- Choose broker for paper trading (recommendation: Alpaca — free paper API, full NYSE/NASDAQ, fractional shares)
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### Definition of Done
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- You can run `main.py` cleanly and get a trading decision for any ticker
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- `pytest` passes with at least one test per agent
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- `docs/architecture.md` and `docs/agent_contracts.md` exist and are accurate
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- All dependencies are pinned
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- Logging works (no raw print statements)
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---
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## Phase 1 — Data Layer Hardening + Watchlist
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**Goal:** Make the data layer robust and production-grade. Reliable, clean OHLCV and fundamental data before any money touches the system.
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**Target:** Mar 31 – Apr 13, 2026 | **Status:** ⬜ Not Started
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**Prereqs:** Phase 0 complete
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| # | Task | ~Hours | Files |
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| ---- | ------------------------------------------------------------------------------------------- | ------ | ----------------------------------------- |
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| 1.1 | Add yfinance as a fallback in `dataflows/` — if primary source errors, fall through | 3h | `tradingagents/dataflows/interface.py` |
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| 1.2 | Add rate limit handling and retry logic for API calls | 2h | `tradingagents/dataflows/interface.py` |
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| 1.3 | Create a `MarketData` dataclass — standardized OHLCV format used by all agents | 2h | `tradingagents/dataflows/models.py` (new) |
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| 1.4 | Add data validation — reject and log any ticker returning incomplete data | 2h | `tradingagents/dataflows/interface.py` |
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| 1.5 | Add disk caching for API responses (pickle or SQLite) so re-runs don't re-hit APIs | 3h | `tradingagents/dataflows/` |
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| 1.6 | Create `watchlist/watchlist.json` with starter tickers (~36 across sectors) | 1h | `watchlist/watchlist.json` (new) |
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| 1.7 | Implement liquidity filter (min volume + min market cap) | 2h | `watchlist/filters.py` (new) |
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| 1.8 | Test: run `propagate()` on 10 tickers, verify clean data with no empty fields or NaN prices | 2h | `tests/test_data_layer.py` (new) |
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| 1.9 | Test: simulate API failure and verify fallback activates | 1h | `tests/test_data_layer.py` |
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| 1.10 | Log API call counts per run to estimate monthly costs | 1h | `tradingagents/dataflows/` |
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See [design_reference.md — Watchlist Design](design_reference.md#watchlist-design) and [Data Source Strategy](design_reference.md#data-source-strategy) for details.
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### Definition of Done
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- `propagate()` works on 10+ tickers with no data errors
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- API failure gracefully falls back to yfinance
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- Watchlist JSON exists with ~36 tickers
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- API calls are cached so a second run is instant
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---
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## Phase 2 — Paper Trading Execution Layer
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**Goal:** Connect the agent decision to an actual order. Paper trading only, no real money. This is the most critical phase.
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**Target:** Apr 14 – May 11, 2026 | **Status:** ⬜ Not Started
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**Prereqs:** Phase 1 complete
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| # | Task | ~Hours | Files |
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| ---- | ------------------------------------------------------------------------------- | ------ | -------------------------------------------------------------------------- |
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| 2.1 | Create `database/schema.sql` and `database/db.py` with SQLite setup | 3h | `database/schema.sql`, `database/db.py` (new) |
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| 2.2 | Create `database/models.py` with `Position`, `Order`, `AccountInfo` dataclasses | 2h | `database/models.py` (new) |
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| 2.3 | Define `BrokerInterface` abstract base class | 2h | `execution/broker_interface.py` (new) |
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| 2.4 | Build `PaperBroker` implementing `BrokerInterface` with SQLite backend | 4h | `execution/paper_broker.py` (new) |
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| 2.5 | Wire Fund Manager agent approval to `BrokerInterface.place_market_buy()` | 3h | `tradingagents/graph/trading_graph.py`, `execution/order_manager.py` (new) |
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| 2.6 | Test: run `propagate()` on AAPL and NVDA, confirm position records are created | 2h | `tests/test_execution.py` (new) |
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| 2.7 | Add position sizing logic (use formula from design ref) | 2h | `portfolio/position_sizer.py` (new) |
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| 2.8 | Build `AlpacaBroker` implementing `BrokerInterface` | 4h | `execution/alpaca_broker.py` (new) |
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| 2.9 | Add Alpaca paper credentials to `.env` and config | 1h | `.env`, `tradingagents/default_config.py` |
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| 2.10 | Switch config to use `AlpacaBroker` with paper mode | 1h | `tradingagents/default_config.py` |
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| 2.11 | Run 10 paper trades end-to-end, inspect results in DB | 3h | manual |
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See [design_reference.md — Execution Layer Architecture](design_reference.md#execution-layer-architecture), [Broker Interface](design_reference.md#broker-interface), [Position Sizing Formula](design_reference.md#position-sizing-formula), and [Database Schema](design_reference.md#database-schema) for implementation details.
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### Definition of Done
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- Running `propagate()` on a ticker results in a paper trade being recorded in SQLite
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- `PaperBroker` and `AlpacaBroker` both pass the same test suite
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- 10 paper trades executed end-to-end with no errors
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- Position records visible in the database
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---
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# Milestone v0.2 — Conviction + Profit Guardian
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*Only buy when confident. Auto-exit when conditions are met.*
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---
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## Phase 3 — Conviction Scoring and Auto-Buy Control
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**Goal:** Not every agent decision should trigger a buy. Add conviction scoring so the platform only buys when multiple agents agree strongly.
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**Target:** May 12 – Jun 1, 2026 | **Status:** ⬜ Not Started
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**Prereqs:** Phase 2 complete
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| # | Task | ~Hours | Files |
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| ---- | ------------------------------------------------------------------------------------ | ------ | ------------------------------------------------------------------------------------ |
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| 3.1 | Add `conviction_score: float` field to `TradingAgentsGraph` output state | 2h | `tradingagents/agents/utils/agent_states.py`, `tradingagents/graph/trading_graph.py` |
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| 3.2 | Update each analyst agent prompt to return structured JSON with signal + conviction | 3h | `tradingagents/agents/analysts/*.py` |
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| 3.3 | Parse structured conviction output from each agent in the graph state | 2h | `tradingagents/graph/signal_processing.py` |
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| 3.4 | Implement `calculate_conviction()` weighted scoring function | 2h | `portfolio/conviction_gate.py` (new) |
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| 3.5 | Build `ConvictionGate` — checks threshold, min agents agree, cooldown, max positions | 3h | `portfolio/conviction_gate.py` |
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| 3.6 | Add `signals` database table for logging all decisions | 2h | `database/schema.sql`, `database/db.py` |
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| 3.7 | Wire ConvictionGate between graph output and execution | 2h | `execution/order_manager.py` |
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| 3.8 | Test: force high-conviction scenario, verify buy fires | 1h | `tests/test_conviction.py` (new) |
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| 3.9 | Test: force low-conviction scenario, verify buy is blocked | 1h | `tests/test_conviction.py` |
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| 3.10 | Add dry-run mode flag — logs what would have happened without executing | 2h | `tradingagents/default_config.py`, `execution/order_manager.py` |
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See [design_reference.md — Conviction Scoring Design](design_reference.md#conviction-scoring-design), [Auto-Buy Rules](design_reference.md#auto-buy-rules), and [Agent Prompt Additions](design_reference.md#agent-prompt-additions) for implementation details.
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### Definition of Done
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- Every `propagate()` call outputs a conviction score
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- Trades only fire when conviction exceeds threshold AND 3+ agents agree
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- All signals are logged to the `signals` table (bought, skipped, or rejected)
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- Dry-run mode works
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---
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## Phase 4 — Position Monitoring and Auto-Exit
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**Goal:** Once a position is open, a monitoring loop checks it on a schedule and auto-exits based on predefined rules (profit target, trailing stop, stop loss, reversal, time-based).
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**Target:** Jun 2 – Jun 29, 2026 | **Status:** ⬜ Not Started
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**Prereqs:** Phase 3 complete
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| # | Task | ~Hours | Files |
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| ---- | ----------------------------------------------------------------------------------------- | ------- | --------------------------------------- |
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| 4.1 | Ensure `positions` table has `highest_price` column for trailing stop tracking | 1h | `database/schema.sql`, `database/db.py` |
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| 4.2 | Build `PriceFeed` class using yfinance for near-real-time quotes | 2h | `monitoring/price_feed.py` (new) |
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| 4.3 | Implement profit target exit rule (>= 15% gain) | 1h | `monitoring/exit_rules.py` (new) |
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| 4.4 | Implement trailing stop exit rule (7% drop from peak) | 2h | `monitoring/exit_rules.py` |
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| 4.5 | Implement stop loss exit rule (>= 8% loss from entry) | 1h | `monitoring/exit_rules.py` |
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| 4.6 | Implement time-based exit rule (30 days max hold) | 1h | `monitoring/exit_rules.py` |
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| 4.7 | Implement reversal detection using only Technical Analyst (lightweight, no full pipeline) | 3h | `monitoring/exit_rules.py` |
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| 4.8 | Build the async monitor loop — checks all positions every 5 min | 3h | `monitoring/position_monitor.py` (new) |
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| 4.9 | Wire exit signals to `broker.place_market_sell()` and log exit reason | 2h | `monitoring/position_monitor.py` |
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| 4.10 | Build alert manager — log exits + send Telegram notification | 2h | `monitoring/alert_manager.py` (new) |
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| 4.11 | Test each exit rule in isolation with mocked prices | 3h | `tests/test_exit_rules.py` (new) |
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| 4.12 | Run paper trading for 2 weeks, verify exits fire correctly | ongoing | manual |
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See [design_reference.md — Exit Conditions and Rules](design_reference.md#exit-conditions-and-rules), [Monitor Loop](design_reference.md#monitor-loop), [Trailing Stop Implementation](design_reference.md#trailing-stop-implementation), and [Reversal Detection](design_reference.md#reversal-detection) for implementation details.
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### Definition of Done
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- Monitor loop runs continuously during market hours
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- Each exit rule fires correctly when its condition is met
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- All exits are logged with reason
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- Telegram alerts work
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- 2 weeks of paper trading with no missed exits
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---
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# Milestone v0.3 — Portfolio Risk + Dashboard + Personal Controls
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*Protect the whole portfolio. See what's happening. Control it without touching code.*
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---
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## Phase 5 — Portfolio-Level Risk Controls
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**Goal:** Protect the portfolio as a whole, not just individual positions. Enforce hard limits on exposure, concentration, and drawdown.
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**Target:** Jun 30 – Jul 13, 2026 | **Status:** ⬜ Not Started
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**Prereqs:** Phase 4 complete
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| # | Task | ~Hours | Files |
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| ---- | --------------------------------------------------------------------------------------------- | ------ | --------------------------------------- |
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| 5.1 | Create `watchlist/sector_map.json` mapping each ticker to its sector | 1h | `watchlist/sector_map.json` (new) |
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| 5.2 | Implement `PortfolioGuard` class with `can_open_position()` method | 4h | `portfolio/portfolio_guard.py` (new) |
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| 5.3 | Implement max positions check (10 max) | 1h | `portfolio/portfolio_guard.py` |
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| 5.4 | Implement sector exposure check (no sector > 30%) | 2h | `portfolio/portfolio_guard.py` |
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| 5.5 | Implement single position size check (no stock > 8%) | 1h | `portfolio/portfolio_guard.py` |
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| 5.6 | Implement daily loss limit (stop buys if down 3% on the day) | 2h | `portfolio/portfolio_guard.py` |
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| 5.7 | Implement cash reserve check (always keep 10%) | 1h | `portfolio/portfolio_guard.py` |
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| 5.8 | Insert `PortfolioGuard.can_open_position()` between Fund Manager approval and order execution | 2h | `execution/order_manager.py` |
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| 5.9 | Add `portfolio_snapshots` table for daily P&L tracking | 2h | `database/schema.sql`, `database/db.py` |
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| 5.10 | Create `portfolio_summary()` function (needed for dashboard) | 2h | `portfolio/portfolio_guard.py` |
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| 5.11 | Test: 10 positions open, verify 11th is blocked | 1h | `tests/test_portfolio_guard.py` (new) |
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| 5.12 | Test: simulate 3% daily loss, verify no new buys | 1h | `tests/test_portfolio_guard.py` |
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See [design_reference.md — Portfolio Guard Design](design_reference.md#portfolio-guard-design) for implementation details.
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### Definition of Done
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- All guard rules pass tests
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- 11th position attempt is blocked when 10 are open
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- Daily loss limit halts buying
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- Portfolio snapshots are recorded daily
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---
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## Phase 6 — Dashboard and Observability *(Your Main Interface)*
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**Goal:** The Streamlit dashboard is not just a dev tool — for this personal platform, it IS the product. This is how you interact with your running trading system every day.
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**Target:** Jul 14 – Aug 3, 2026 | **Status:** ⬜ Not Started
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**Prereqs:** Phase 5 complete
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| # | Task | ~Hours | Files |
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| ---- | ---------------------------------------------------------------------------------------- | ------ | ------------------------------------ |
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| 6.1 | Install Streamlit, Plotly, Pandas dependencies | 0.5h | `requirements.txt` |
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| 6.2 | Set up Streamlit app shell with sidebar navigation | 2h | `dashboard/app.py` (new) |
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| 6.3 | Connect app to SQLite database | 1h | `dashboard/app.py` |
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| 6.4 | Build Page 1: Portfolio Overview (positions table, total value, daily P&L, sector chart) | 4h | `dashboard/app.py` |
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| 6.5 | Build Page 2: Signal Feed (agent decisions log, conviction scores, pending signals) | 3h | `dashboard/app.py` |
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| 6.6 | Build Page 3: Trade History (closed trades, win rate, monthly returns chart) | 3h | `dashboard/app.py` |
|
||
| 6.7 | Build Page 4: Agent Monitor (tickers analyzed, agent breakdown, API cost tracker) | 3h | `dashboard/app.py` |
|
||
| 6.8 | Add auto-refresh every 60 seconds | 1h | `dashboard/app.py` |
|
||
| 6.9 | Add "pause trading" toggle that sets a flag in the DB | 2h | `dashboard/app.py`, `database/db.py` |
|
||
| 6.10 | Test: run dashboard locally alongside paper trading loop | 1h | manual |
|
||
|
||
See [design_reference.md — Dashboard Specs](design_reference.md#dashboard-specs) for page layouts.
|
||
|
||
### Definition of Done
|
||
|
||
- Dashboard runs locally and shows live portfolio data
|
||
- All 4 pages render correctly
|
||
- Auto-refresh works
|
||
- Pause toggle actually stops the trading loop
|
||
|
||
---
|
||
|
||
## Phase 6B — Risk Config UI *(New — Personal Platform Addition)*
|
||
|
||
**Goal:** Replace manual edits to `default_config.py` with a dedicated settings page in the dashboard. You should be able to tune your risk parameters without touching code.
|
||
|
||
**Target:** Aug 4 – Aug 10, 2026 | **Status:** ⬜ Not Started
|
||
|
||
**Prereqs:** Phase 6 complete
|
||
|
||
| # | Task | ~Hours | Files |
|
||
| ----- | ---------------------------------------------------------------------------------------------- | ------ | -------------------------------------------------------------- |
|
||
| 6B.1 | Create `config/user_config.json` to store personal runtime parameters (separate from code) | 1h | `config/user_config.json` (new) |
|
||
| 6B.2 | Build `ConfigManager` class to read/write `user_config.json` | 2h | `config/config_manager.py` (new) |
|
||
| 6B.3 | Add Page 5 to dashboard: "Risk Settings" | 1h | `dashboard/app.py` |
|
||
| 6B.4 | Add slider: **Capital deployed** — how much of Alpaca balance the engine is allowed to use | 1h | `dashboard/app.py` |
|
||
| 6B.5 | Add slider: **Max positions** — number of stocks to hold at once (range: 3–15) | 0.5h | `dashboard/app.py` |
|
||
| 6B.6 | Add slider: **Risk per trade** — % of portfolio per position (range: 1–10%) | 0.5h | `dashboard/app.py` |
|
||
| 6B.7 | Add slider: **Conviction threshold** — minimum score to trigger a buy (range: 50–90) | 0.5h | `dashboard/app.py` |
|
||
| 6B.8 | Add slider: **Daily loss limit** — halt all buys if portfolio drops X% (range: 1–10%) | 0.5h | `dashboard/app.py` |
|
||
| 6B.9 | Add slider: **Stop-loss width** — ATR multiples before auto-exit (range: 1.0–3.0×) | 0.5h | `dashboard/app.py` |
|
||
| 6B.10 | Add slider: **Profit target** — % gain before auto-exit (range: 5–30%) | 0.5h | `dashboard/app.py` |
|
||
| 6B.11 | Wire all sliders to write to `user_config.json` on save | 2h | `dashboard/app.py`, `config/config_manager.py` |
|
||
| 6B.12 | Wire engine to read from `user_config.json` at runtime instead of hardcoded config values | 2h | `execution/order_manager.py`, `portfolio/conviction_gate.py` |
|
||
| 6B.13 | Add "Reset to defaults" button | 0.5h | `dashboard/app.py` |
|
||
| 6B.14 | Test: change conviction threshold in UI, verify engine respects new value without restart | 1h | manual |
|
||
|
||
### Definition of Done
|
||
|
||
- All risk parameters are adjustable from the dashboard with no code changes
|
||
- Settings persist across restarts via `user_config.json`
|
||
- Engine reads config at runtime — changes take effect on next analysis cycle
|
||
- "Reset to defaults" restores safe baseline values
|
||
|
||
---
|
||
|
||
## Phase 6C — Telegram Notifications *(New — Personal Platform Addition)*
|
||
|
||
**Goal:** Know what your engine is doing without staring at the dashboard. Telegram gives you mobile-first awareness of every meaningful event.
|
||
|
||
**Target:** Aug 11 – Aug 17, 2026 | **Status:** ⬜ Not Started
|
||
|
||
**Prereqs:** Phase 6 complete (Phase 6B optional but recommended first)
|
||
|
||
| # | Task | ~Hours | Files |
|
||
| ----- | ----------------------------------------------------------------------------------------------- | ------ | -------------------------------------- |
|
||
| 6C.1 | Create a Telegram bot via BotFather, store token in `.env` | 0.5h | `.env` |
|
||
| 6C.2 | Build `TelegramNotifier` class with `send_message()` method | 1h | `notifications/telegram_notifier.py` (new) |
|
||
| 6C.3 | Define message templates for each alert type (see below) | 1h | `notifications/templates.py` (new) |
|
||
| 6C.4 | Alert: **Trade opened** — ticker, price, size, conviction score, key reason | 1h | `execution/order_manager.py` |
|
||
| 6C.5 | Alert: **Trade closed** — ticker, entry/exit price, P&L ($), P&L (%), exit reason | 1h | `monitoring/position_monitor.py` |
|
||
| 6C.6 | Alert: **Portfolio guard triggered** — which rule fired, what was blocked | 0.5h | `portfolio/portfolio_guard.py` |
|
||
| 6C.7 | Alert: **Daily loss limit hit** — current day P&L, engine now in halt mode | 0.5h | `portfolio/portfolio_guard.py` |
|
||
| 6C.8 | Alert: **Engine error** — any unhandled exception in the main loop | 1h | `scheduler/main_loop.py` |
|
||
| 6C.9 | Build **weekly digest** — Sunday 6pm ET: week's trades, win rate, portfolio value, best/worst | 2h | `scheduler/main_loop.py` |
|
||
| 6C.10 | Add notification toggles to the dashboard Settings page (which alerts to enable/disable) | 1h | `dashboard/app.py`, `config/user_config.json` |
|
||
| 6C.11 | Test: trigger each alert type manually and confirm delivery on mobile | 1h | manual |
|
||
|
||
### Alert Templates
|
||
|
||
```
|
||
🟢 TRADE OPENED
|
||
NVDA @ $142.30 | 14 shares | $1,992
|
||
Conviction: 82/100
|
||
Reason: RSI reversal + bullish MACD crossover, beat earnings estimate by 12%
|
||
|
||
🔴 TRADE CLOSED
|
||
NVDA | Entry $142.30 → Exit $163.65
|
||
P&L: +$298.10 (+14.9%)
|
||
Reason: Profit target hit (15%)
|
||
|
||
⚠️ PORTFOLIO GUARD
|
||
Blocked: AAPL buy
|
||
Reason: Daily loss limit reached (-3.1%)
|
||
Engine: buys paused until tomorrow open
|
||
|
||
📊 WEEKLY DIGEST — Week of Mar 10
|
||
Portfolio: $24,840 (+2.3% this week)
|
||
Trades: 3 opened, 2 closed
|
||
Win rate: 67% (all-time)
|
||
Best: MSFT +11.2% | Worst: META -4.1%
|
||
```
|
||
|
||
### Definition of Done
|
||
|
||
- Bot created and sending messages to your Telegram chat
|
||
- All 5 alert types fire correctly in paper trading
|
||
- Weekly digest arrives Sunday evening
|
||
- Notification toggles work in the dashboard
|
||
|
||
---
|
||
|
||
# Milestone v1.0 — Live Trading
|
||
|
||
*Real money. Small size. Scaled carefully.*
|
||
|
||
---
|
||
|
||
## Phase 7 — Live Trading (Gradual Rollout)
|
||
|
||
**Goal:** Graduate from paper to live trading. Never rush this phase.
|
||
|
||
**Target:** Aug 18, 2026 → Ongoing | **Status:** ⬜ Not Started
|
||
|
||
**Prereqs:** All previous phases complete + all graduation criteria met
|
||
|
||
### Graduation Criteria (every item must be true before real money)
|
||
|
||
- 60+ consecutive days of paper trading with no critical bugs
|
||
- All exit rules have fired correctly at least 5 times each
|
||
- Portfolio guard rules verified under stress scenarios
|
||
- Trade log showing positive expectancy (average win > average loss)
|
||
- Manual review of every paper trade's entry/exit reasoning
|
||
- Risk Config UI working — you can tune parameters from the dashboard
|
||
- Telegram notifications confirmed working on mobile for all alert types
|
||
|
||
### Go-Live Steps
|
||
|
||
| # | Task | ~Hours | Files |
|
||
| --- | --------------------------------------------------------------------------------------------- | ------- | -------------------------------- |
|
||
| 7.1 | Build `IBKRBroker` implementing `BrokerInterface` (optional, if using IBKR instead of Alpaca) | 4h | `execution/ibkr_broker.py` (new) |
|
||
| 7.2 | Set up Alpaca live account (or IBKR), add live credentials to `.env` | 1h | `.env` |
|
||
| 7.3 | Deploy Week 1: $2,000 max, 2 positions max, $200-300 per trade, monitor hourly | ongoing | config / Risk Config UI |
|
||
| 7.4 | After Week 1 with no execution errors: scale to $10,000, 5 max positions | ongoing | config / Risk Config UI |
|
||
| 7.5 | Month 3+: increase to target capital, weekly agent review, monthly threshold recalibration | ongoing | Risk Config UI |
|
||
|
||
See [design_reference.md — Broker Setup Commands](design_reference.md#broker-setup-commands) and [US Regulatory Note](design_reference.md#us-regulatory-note) for broker details and PDT rules.
|
||
|
||
### Definition of Done
|
||
|
||
- Live trades execute and match paper trading behavior
|
||
- No execution errors in first week
|
||
- Profitable or at least not losing beyond daily limits
|
||
- Telegram alerts firing in real time on your phone
|
||
|
||
---
|
||
|
||
## Weekly Rhythm
|
||
|
||
**Every week:**
|
||
|
||
- Monday: Review last week's signal log — did the agents call it right?
|
||
- Tuesday–Thursday: Build next feature from this roadmap
|
||
- Friday: Write tests, review paper trades, update docs
|
||
|
||
**Every month:**
|
||
|
||
- Recalibrate conviction thresholds from the Risk Config UI based on real data
|
||
- Review which agents are adding value vs noise
|
||
- Upgrade watchlist based on what's been performing
|
||
|
||
---
|
||
|
||
## Risks and Mitigations
|
||
|
||
| Risk | Mitigation |
|
||
| ------------------------------------ | ----------------------------------------------------------------- |
|
||
| LLM hallucination drives a bad trade | Conviction gate + portfolio guard as hard stops |
|
||
| API outage during market hours | Retry logic + fallback to cached data |
|
||
| Broker API failure | Always log intent before execution; reconcile on startup |
|
||
| Runaway losses | Daily loss limit halts all activity automatically |
|
||
| Overfitting to paper trading | Paper trade on different time periods before going live |
|
||
| Low liquidity stocks | Volume filter on watchlist (>1M shares/day avg) |
|
||
| Bad config change via UI | "Reset to defaults" button; config changes logged to `system_log` |
|
||
| Missed alerts (Telegram outage) | Dashboard auto-refresh is always the source of truth |
|
||
|
||
---
|
||
|
||
## Updated Target File Structure
|
||
|
||
```
|
||
TradeDog/
|
||
├── tradingagents/ ← Upstream framework (minimal changes)
|
||
│ ├── agents/
|
||
│ ├── dataflows/
|
||
│ │ ├── yfinance_fallback.py ← NEW: Fallback when FinnHub fails
|
||
│ │ └── data_validator.py ← NEW: Validates data quality
|
||
│ ├── graph/trading_graph.py
|
||
│ └── default_config.py
|
||
│
|
||
├── config/ ← NEW: Personal runtime config
|
||
│ ├── user_config.json ← Personal risk parameters (edited via UI)
|
||
│ └── config_manager.py ← Read/write user_config.json
|
||
│
|
||
├── execution/ ← NEW: Order execution
|
||
│ ├── broker_interface.py
|
||
│ ├── paper_broker.py
|
||
│ ├── alpaca_broker.py
|
||
│ ├── ibkr_broker.py
|
||
│ └── order_manager.py
|
||
│
|
||
├── monitoring/ ← NEW: Position monitoring
|
||
│ ├── position_monitor.py
|
||
│ ├── exit_rules.py
|
||
│ ├── price_feed.py
|
||
│ └── alert_manager.py
|
||
│
|
||
├── portfolio/ ← NEW: Risk management
|
||
│ ├── portfolio_guard.py
|
||
│ ├── conviction_gate.py
|
||
│ └── position_sizer.py
|
||
│
|
||
├── notifications/ ← NEW: Telegram alerts
|
||
│ ├── telegram_notifier.py
|
||
│ └── templates.py
|
||
│
|
||
├── database/ ← NEW: Data persistence
|
||
│ ├── schema.sql
|
||
│ ├── db.py
|
||
│ └── models.py
|
||
│
|
||
├── dashboard/ ← NEW: Streamlit UI (your main interface)
|
||
│ └── app.py
|
||
│ ├── Page 1: Portfolio Overview
|
||
│ ├── Page 2: Signal Feed
|
||
│ ├── Page 3: Trade History
|
||
│ ├── Page 4: Agent Monitor
|
||
│ └── Page 5: Risk Settings ← NEW (Phase 6B)
|
||
│
|
||
├── watchlist/ ← NEW: Curated tickers
|
||
│ ├── watchlist.json
|
||
│ └── sector_map.json
|
||
│
|
||
├── scheduler/ ← NEW: Orchestrates daily run
|
||
│ └── main_loop.py
|
||
│
|
||
├── tests/
|
||
│ └── ...
|
||
│
|
||
├── docs/
|
||
│ ├── architecture.md
|
||
│ ├── agent_contracts.md
|
||
│ ├── design_reference.md
|
||
│ └── TradeDog_Roadmap.md
|
||
│
|
||
├── .env
|
||
├── main.py
|
||
└── requirements.txt
|
||
```
|
||
|
||
---
|
||
|
||
*Finish each phase completely before starting the next. The order matters.*
|
||
|
||
---
|
||
|
||
## Total Work Remaining (Estimated Hours)
|
||
|
||
| Phase | Focus | Est. Hours | Target Completion |
|
||
| ------ | ---------------------------- | ---------- | ----------------- |
|
||
| **0** | Audit & cleanup (remaining) | ~14.5h | Mar 30, 2026 |
|
||
| **1** | Data hardening + watchlist | ~19h | Apr 13, 2026 |
|
||
| **2** | Paper trading execution | ~25h | May 11, 2026 |
|
||
| **3** | Conviction scoring | ~20h | Jun 1, 2026 |
|
||
| **4** | Position monitoring | ~21h | Jun 29, 2026 |
|
||
| **5** | Portfolio risk controls | ~20h | Jul 13, 2026 |
|
||
| **6** | Streamlit dashboard | ~20.5h | Aug 3, 2026 |
|
||
| **6B** | Risk config UI | ~13h | Aug 10, 2026 |
|
||
| **6C** | Telegram notifications | ~10h | Aug 17, 2026 |
|
||
| **7** | Live trading rollout | Ongoing | Sep 2026+ |
|
||
| **---**| **TOTAL BUILD** | **~163h** | **~5 months** |
|
||
|
||
At **10h/week** = ~16 weeks (~4 months). At **15h/week** = ~11 weeks (~3 months). At **8h/week** = ~20 weeks (~5 months).
|
||
|
||
With Claude handling the heavy coding, realistically you guide the architecture and review — actual keyboard time is lower per task. |