TradingAgents/scripts/build_historical_memories.py

127 lines
4.0 KiB
Python

#!/usr/bin/env python3
"""
Script to build historical memories for TradingAgents
This script:
1. Fetches historical stock data for specified tickers
2. Analyzes outcomes to create agent-specific memories
3. Saves memories to disk for later use
Usage:
python scripts/build_historical_memories.py
"""
import os
import sys
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
import pickle
from datetime import datetime, timedelta
from tradingagents.agents.utils.historical_memory_builder import HistoricalMemoryBuilder
from tradingagents.default_config import DEFAULT_CONFIG
from tradingagents.utils.logger import get_logger
logger = get_logger(__name__)
def main():
logger.info(
"""
╔══════════════════════════════════════════════════════════════╗
║ TradingAgents - Historical Memory Builder ║
╚══════════════════════════════════════════════════════════════╝
"""
)
# Configuration
tickers = [
"AAPL",
"GOOGL",
"MSFT",
"NVDA",
"TSLA", # Tech
"JPM",
"BAC",
"GS", # Finance
"XOM",
"CVX", # Energy
"JNJ",
"PFE", # Healthcare
"WMT",
"AMZN", # Retail
]
# Date range - last 2 years
end_date = datetime.now()
start_date = end_date - timedelta(days=730) # 2 years
logger.info(f"Tickers: {', '.join(tickers)}")
logger.info(f"Period: {start_date.strftime('%Y-%m-%d')} to {end_date.strftime('%Y-%m-%d')}")
logger.info("Lookforward: 7 days (1 week returns)")
logger.info("Sample interval: 30 days (monthly)\n")
proceed = input("Proceed with memory building? (y/n): ")
if proceed.lower() != "y":
logger.info("Aborted.")
return
# Build memories
builder = HistoricalMemoryBuilder(DEFAULT_CONFIG)
memories = builder.populate_agent_memories(
tickers=tickers,
start_date=start_date.strftime("%Y-%m-%d"),
end_date=end_date.strftime("%Y-%m-%d"),
lookforward_days=7,
interval_days=30,
)
# Save to disk
memory_dir = os.path.join(DEFAULT_CONFIG["data_dir"], "memories")
os.makedirs(memory_dir, exist_ok=True)
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
for agent_type, memory in memories.items():
filename = os.path.join(memory_dir, f"{agent_type}_memory_{timestamp}.pkl")
# Save the ChromaDB collection data
# Note: ChromaDB doesn't serialize well, so we extract the data
collection = memory.situation_collection
# Get all items from collection
results = collection.get(include=["documents", "metadatas", "embeddings"])
with open(filename, "wb") as f:
pickle.dump(
{
"documents": results["documents"],
"metadatas": results["metadatas"],
"embeddings": results["embeddings"],
"ids": results["ids"],
"created_at": timestamp,
"tickers": tickers,
"config": {
"start_date": start_date.strftime("%Y-%m-%d"),
"end_date": end_date.strftime("%Y-%m-%d"),
"lookforward_days": 7,
"interval_days": 30,
},
},
f,
)
logger.info(f"✅ Saved {agent_type} memory to {filename}")
logger.info("\n🎉 Memory building complete!")
logger.info(f" Memories saved to: {memory_dir}")
logger.info("\n📝 To use these memories, update DEFAULT_CONFIG with:")
logger.info(f' "memory_dir": "{memory_dir}"')
logger.info(' "load_historical_memories": True')
if __name__ == "__main__":
main()