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TradingAgents: Multi-Agents LLM Financial Trading Framework

News

• [2026-03] TradingAgents v0.2.2 released with GPT-5.4/Gemini 3.1/Claude 4.6 model coverage, five-tier rating scale, OpenAI Responses API, Anthropic effort control, and cross-platform stability.
• [2026-02] TradingAgents v0.2.0 released with multi-provider LLM support (GPT-5.x, Gemini 3.x, Claude 4.x, Grok 4.x) and improved system architecture.
• [2026-01] Trading-R1 Technical Report released, with Terminal expected to land soon.

🎉 TradingAgents officially released! We have received numerous inquiries about the work, and we would like to express our thanks for the enthusiasm in our community.

So we decided to fully open-source the framework. Looking forward to building impactful projects with you!

🚀 TradingAgents | ⚡ Installation & CLI | 🎬 Demo | 📦 Package Usage | 🤝 Contributing | 📄 Citation

TradingAgents Framework

TradingAgents is a multi-agent trading framework that mirrors the dynamics of real-world trading firms. By deploying specialized LLM-powered agents: from fundamental analysts, sentiment experts, and technical analysts, to trader, risk management team, the platform collaboratively evaluates market conditions and informs trading decisions. Moreover, these agents engage in dynamic discussions to pinpoint the optimal strategy.

TradingAgents framework is designed for research purposes. Trading performance may vary based on many factors, including the chosen backbone language models, model temperature, trading periods, the quality of data, and other non-deterministic factors. It is not intended as financial, investment, or trading advice.

Our framework decomposes complex trading tasks into specialized roles. This ensures the system achieves a robust, scalable approach to market analysis and decision-making.

Analyst Team

• Fundamentals Analyst: Evaluates company financials and performance metrics, identifying intrinsic values and potential red flags.
• Sentiment Analyst: Analyzes social media and public sentiment using sentiment scoring algorithms to gauge short-term market mood.
• News Analyst: Monitors global news and macroeconomic indicators, interpreting the impact of events on market conditions.
• Technical Analyst: Utilizes technical indicators (like MACD and RSI) to detect trading patterns and forecast price movements.

Researcher Team

• Comprises both bullish and bearish researchers who critically assess the insights provided by the Analyst Team. Through structured debates, they balance potential gains against inherent risks.

Trader Agent

• Composes reports from the analysts and researchers to make informed trading decisions. It determines the timing and magnitude of trades based on comprehensive market insights.

Risk Management and Portfolio Manager

• Continuously evaluates portfolio risk by assessing market volatility, liquidity, and other risk factors. The risk management team evaluates and adjusts trading strategies, providing assessment reports to the Portfolio Manager for final decision.
• The Portfolio Manager approves/rejects the transaction proposal. If approved, the order will be sent to the simulated exchange and executed.

Installation and CLI

Installation

Clone TradingAgents:

git clone https://github.com/TauricResearch/TradingAgents.git
cd TradingAgents

Create a virtual environment in any of your favorite environment managers:

conda create -n tradingagents python=3.13
conda activate tradingagents

Install the package and its dependencies:

pip install .

Required APIs

TradingAgents supports multiple LLM providers. Set the API key for your chosen provider:

export OPENAI_API_KEY=...          # OpenAI (GPT)
export GOOGLE_API_KEY=...          # Google (Gemini)
export ANTHROPIC_API_KEY=...       # Anthropic (Claude)
export XAI_API_KEY=...             # xAI (Grok)
export OPENROUTER_API_KEY=...      # OpenRouter
export ALPHA_VANTAGE_API_KEY=...   # Alpha Vantage

For local models, configure Ollama with llm_provider: "ollama" in your config.

Alternatively, copy .env.example to .env and fill in your keys:

cp .env.example .env

CLI Usage

Launch the interactive CLI:

tradingagents          # installed command
python -m cli.main     # alternative: run directly from source

You will see a screen where you can select your desired tickers, analysis date, LLM provider, research depth, and more.

An interface will appear showing results as they load, letting you track the agent's progress as it runs.

CLI Commands

Command	Description
analyze	Interactive per-ticker multi-agent analysis (select analysts, LLM, date)
scan	Run the 3-phase macro scanner (geopolitical → sector → synthesis)
pipeline	Full pipeline: macro scan JSON → filter by conviction → per-ticker deep dive
portfolio	Run the Portfolio Manager workflow (requires portfolio ID + scan JSON)
check-portfolio	Review current holdings only — no new candidates
auto	End-to-end: scan → pipeline → portfolio manager (one command)

Examples:

# Per-ticker analysis (interactive prompts for ticker, date, LLM, analysts)
python -m cli.main analyze

# Run macro scanner for a specific date
python -m cli.main scan --date 2026-03-21

# Run the full pipeline (scan → filter → per-ticker analysis)
python -m cli.main pipeline

# Run portfolio manager with a specific portfolio and scan results
python -m cli.main portfolio

# Review current holdings without new candidates
python -m cli.main check-portfolio --portfolio-id main_portfolio --date 2026-03-21

# Full autonomous mode: scan → pipeline → portfolio
python -m cli.main auto --portfolio-id main_portfolio --date 2026-03-21

Running Tests

# Install dev dependencies
pip install -e ".[dev]"

# Run all unit tests (integration and e2e excluded by default)
python -m pytest tests/ -v

# Run only portfolio tests
python -m pytest tests/portfolio/ -v

# Run a specific test file
python -m pytest tests/portfolio/test_models.py -v

# Run tests with coverage (requires pytest-cov)
python -m pytest tests/ --cov=tradingagents --cov-report=term-missing

Note: Integration tests that require network access or database connections auto-skip when the relevant environment variables (SUPABASE_CONNECTION_STRING, FINNHUB_API_KEY, etc.) are not set.

TradingAgents Package

Implementation Details

We built TradingAgents with LangGraph to ensure flexibility and modularity. The framework supports multiple LLM providers: OpenAI, Google, Anthropic, xAI, OpenRouter, and Ollama.

Python Usage

To use TradingAgents inside your code, you can import the tradingagents module and initialize a TradingAgentsGraph() object. The .propagate() function will return a decision. You can run main.py, here's also a quick example:

from tradingagents.graph.trading_graph import TradingAgentsGraph
from tradingagents.default_config import DEFAULT_CONFIG

ta = TradingAgentsGraph(debug=True, config=DEFAULT_CONFIG.copy())

# forward propagate
_, decision = ta.propagate("NVDA", "2026-01-15")
print(decision)

You can also adjust the default configuration to set your own choice of LLMs, debate rounds, etc.

from tradingagents.graph.trading_graph import TradingAgentsGraph
from tradingagents.default_config import DEFAULT_CONFIG

config = DEFAULT_CONFIG.copy()
config["llm_provider"] = "openai"        # openai, google, anthropic, xai, openrouter, ollama
config["deep_think_llm"] = "gpt-5.2"     # Model for complex reasoning
config["quick_think_llm"] = "gpt-5-mini" # Model for quick tasks
config["max_debate_rounds"] = 2

ta = TradingAgentsGraph(debug=True, config=config)
_, decision = ta.propagate("NVDA", "2026-01-15")
print(decision)

See tradingagents/default_config.py for all configuration options.

Contributing

We welcome contributions from the community! Whether it's fixing a bug, improving documentation, or suggesting a new feature, your input helps make this project better. If you are interested in this line of research, please consider joining our open-source financial AI research community Tauric Research.

Citation

Please reference our work if you find TradingAgents provides you with some help :)

@misc{xiao2025tradingagentsmultiagentsllmfinancial,
      title={TradingAgents: Multi-Agents LLM Financial Trading Framework}, 
      author={Yijia Xiao and Edward Sun and Di Luo and Wei Wang},
      year={2025},
      eprint={2412.20138},
      archivePrefix={arXiv},
      primaryClass={q-fin.TR},
      url={https://arxiv.org/abs/2412.20138}, 
}