Commit History
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docs: add Hugging Face model-card YAML to README
Edwin Salguero +1: CursorHub rejects a repo card without license and tags in a leading YAML block. Co-authored-by: Cursor <cursoragent@cursor.com>c43b5de -
feat: default ingest to Yahoo and restore a full README
Edwin Salguero +1: CursorUse Yahoo Finance as the default tape for config, CLI, Gradio, and UIs; fail closed instead of silently simulating. Merge the algotrader 2.0 lab docs with the v1 FinRL/agentic README and drop the Northwestern line. Co-authored-by: Cursor <cursoragent@cursor.com>3d257f3 -
Add multi-asset portfolio support with a cross-sectional null
ClaudeUnverified signatureSingle-asset backtesting caps this at hobbyist use: anyone doing real cross-sectional work (rank N names, long the top decile, short the bottom) could not express their strategy at all. This adds the portfolio path. Panel (algotrader/panel.py): aligned T x N field frames with per-symbol provenance. Missing data deliberately stays missing — forward-filling a symbol through days it did not trade invents liquidity and lets a strategy hold a delisted name forever. That choice is what makes survivorship measurable, and Panel.survivorship() reports it: a universe where every name still trades after a decade was chosen after the fact, and the Reality Score now caps at 60 when it finds one. Matrix engine (algotrader/portfolio.py): T x N weights with drift-aware turnover. Hold 50% of a book in a name that doubles and you are at 67% without trading, so charging |target[t] - target[t-1]| understates the cost of doing nothing. Turnover is measured against the drifted weight instead. A rebalance …2d2e42a -
Add algotrader 2.0: a backtester that tries to prove itself wrong
ClaudeUnverified signatureMost backtesting tools answer "how much would this have made?". This adds a second, harder question: how much of that was luck? New `algotrader` package (additive — v1's agentic_ai_system, its tests, CI and Docker setup are untouched): - engine.py: vectorised backtester with an explicit no-look-ahead contract. A strategy emits a target exposure at bar t's close; the engine holds position[t] = target[t - lag] with lag >= 1, so a signal computed on a bar cannot earn that bar's move. Costs are charged on exposure changes, plus a borrow fee on shorts. - validation/: the point of the release. - permutation.py — Monte-Carlo permutation test. Shuffles bar order while preserving each bar's anatomy, then re-runs the same rule on hundreds of structure-free markets. Block-bootstrap mode preserves vol clustering. - deflated_sharpe.py — Bailey & Lopez de Prado's PSR/DSR, charging for every parameter variant tried and for skew and fat tails. - pbo.py — probability of back…3339913 -
feat: add Yahoo ingest on the FinRL tree and stop extra branch creation
Edwin Salguero +1: CursorKeep csv/alpaca/synthetic/FinRL paths unchanged. Add yfinance>=1.0 as an optional data_source, rewrite the README, and remove Dependabot plus the weekly dependency-updates workflow so only main and dev remain. Co-authored-by: Cursor <cursoragent@cursor.com>8a5d4f8
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Update README.md
Edwin SalgueroUnverified signature288f367 -
docs: update README with comprehensive documentation and Apache 2.0 license
Edwin Salguero1e265d1 -
chore: update license from MIT to Apache 2.0
Edwin Salguero6b4e60d -
fix: add YAML metadata to README.md for Hugging Face repository card
Edwin Salguero# Conflicts: # README.md81964c7 -
Update README.md
Edwin SalgueroUnverified signature6d01b44
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Update README.md
Edwin Salgueroc1f2fac -
feat(ui): add robust multi-interface UI system (Streamlit, Dash, Jupyter, WebSocket) with launcher, docs, and integration tests [skip ci]
Edwin Salguero9f44dc9 -
Update README.md
Edwin SalgueroUnverified signature616e7a8 -
docs: Add comprehensive project directory structure to README
Edwin Salguero- Add detailed directory tree with emojis and descriptions - Include architecture overview with core components - Document key features and development workflow - Show complete project organization for new contributors81c8995 -
license: Update to Alpaca 2 License
Edwin Salguero- Replace Apache 2.0 with Alpaca 2 License - Add trading-specific terms and conditions - Include attribution requirements for research use - Add Alpaca API compliance requirements - Update README to reflect new license5d0a64a -
feat: Add comprehensive Alpaca integration with FinRL
Edwin Salguero- Add Alpaca broker module for real trading capabilities - Integrate Alpaca with FinRL reinforcement learning agent - Update execution agent to support real broker integration - Enhance data ingestion with Alpaca market data support - Add environment configuration for API credentials - Update demo script to showcase Alpaca integration - Comprehensive documentation updates - Support for paper and live trading modes46590b0 -
Merge remote-tracking branch 'esalguero_hf/main'
Edwin Salguero34c9eb0 -
Merge remote-tracking branch 'hf/main'
Edwin Salgueroc54a357 -
Fix Hugging Face YAML metadata with proper format and additional tags
Edwin Salguero31f2fc8 -
Update README.md
Verified signature34f381a -
Update README.md
Verified signaturef566d55 -
Merge remote-tracking branch 'origin/main'
Edwin Salguero8e5e092 -
Add comprehensive Docker integration with multi-environment support, monitoring, and deployment tools
Edwin Salguero6cd35fc -
Update README.md
Edwin SalgueroUnverified signaturec1844a5 -
Fix Hugging Face YAML metadata language field
Edwin Salguero63da54f -
Add Hugging Face YAML metadata for repository card
Edwin Salguero3bad5e3 -
Merge ParallelLLC changes and resolve README conflict
Edwin Salgueroa377d46 -
Merge remote changes and complete OpenCV/slow test fixes
Edwin Salguero6b59c5e -
Fix OpenCV import for RL tests, mark slow RL tests, and document in README
Edwin Salguero- Add opencv-python-headless to requirements for RL compatibility - Mark RL agent training tests as @pytest.mark.slow and reduce timesteps - Update README with slow test instructionsa3ef409 -
Update README.md
Edwin SalgueroUnverified signatured75c47c -
Update README.md
Edwin SalgueroUnverified signaturee7f4fd8 -
Update README.md
Edwin SalgueroUnverified signature4349604 -
Add Hugging Face YAML metadata block to README for repo card display
Edwin Salguero172f6cb -
Remove disclaimer from README
Edwin Salguero- Remove educational/testing disclaimer section - Clean up README structure674ec58 -
Update license to Apache 2.0
Edwin Salguero- Replace MIT license with Apache License, Version 2.0 - Update README to reflect Apache 2.0 licensing - Add proper copyright notice for 2024 Algorithmic Trading System3e49dd7 -
Add FinRL integration with comprehensive RL trading agent
Edwin Salguero- Add FinRL agent with support for PPO, A2C, DDPG, and TD3 algorithms - Create custom trading environment compatible with Gymnasium - Implement technical indicators integration (RSI, Bollinger Bands, MACD) - Add comprehensive configuration system for FinRL parameters - Create demo script with training, evaluation, and visualization - Add comprehensive test suite for FinRL functionality - Update requirements.txt with FinRL dependencies - Update README with detailed FinRL documentation - Create necessary directories for models, logs, and plots2c67d05
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Initial commit: Enhanced Algorithmic Trading System with Synthetic Data Generation, Comprehensive Logging, and Extensive Testing
Edwin Salguero- Added synthetic data generator with realistic market data simulation - Implemented comprehensive logging system with rotating log files - Created extensive test suite with unit and integration tests - Enhanced strategy agent with technical indicators (SMA, RSI, Bollinger Bands, MACD) - Improved execution agent with realistic order simulation - Added backtesting and live trading capabilities - Updated configuration system with synthetic data and logging settings - Created comprehensive documentation and demo script859af74