Agents 🤖

Signed-off-by: Finbarrs Ọkẹ́túnjí <f@finbarrs.eu>

.github/dependabot.yaml

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+version: 2
+updates:
+ - package-ecosystem: "devcontainers"
+   directory: "/"
+   schedule:
+     interval: weekly

.gitignore

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+.DS_Store
+.env
+.ruff_cache
+__pycache__
+*.csv
+*.json
+venv
+.venv

CHANGELOG.md

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+## CHANGELOG
+
+## 1.0.0 (14/12/2024)
+ * Initial Release

CODEOWNERS

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+@0xnu

CODE_OF_CONDUCT.md

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+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+We as members, contributors, and leaders pledge to make participation in our
+community a harassment-free experience for everyone, regardless of age, body
+size, visible or invisible disability, ethnicity, sex characteristics, gender
+identity and expression, level of experience, education, socio-economic status,
+nationality, personal appearance, race, religion, or sexual identity
+and orientation.
+
+We pledge to act and interact in ways that contribute to an open, welcoming,
+diverse, inclusive, and healthy community.
+
+## Our Standards
+
+Examples of behavior that contributes to a positive environment for our
+community include:
+
+* Demonstrating empathy and kindness toward other people
+* Being respectful of differing opinions, viewpoints, and experiences
+* Giving and gracefully accepting constructive feedback
+* Accepting responsibility and apologizing to those affected by our mistakes,
+  and learning from the experience
+* Focusing on what is best not just for us as individuals, but for the
+  overall community
+
+Examples of unacceptable behavior include:
+
+* The use of sexualized language or imagery, and sexual attention or
+  advances of any kind
+* Trolling, insulting or derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or email
+  address, without their explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Enforcement Responsibilities
+
+Community leaders are responsible for clarifying and enforcing our standards of
+acceptable behavior and will take appropriate and fair corrective action in
+response to any behavior that they deem inappropriate, threatening, offensive,
+or harmful.
+
+Community leaders have the right and responsibility to remove, edit, or reject
+comments, commits, code, wiki edits, issues, and other contributions that are
+not aligned to this Code of Conduct, and will communicate reasons for moderation
+decisions when appropriate.
+
+## Scope
+
+This Code of Conduct applies within all community spaces, and also applies when
+an individual is officially representing the community in public spaces.
+Examples of representing our community include using an official e-mail address,
+posting via an official social media account, or acting as an appointed
+representative at an online or offline event.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported to the community leaders responsible for enforcement at
+f@finbarrs.eu.
+All complaints will be reviewed and investigated promptly and fairly.
+
+All community leaders are obligated to respect the privacy and security of the
+reporter of any incident.
+
+## Enforcement Guidelines
+
+Community leaders will follow these Community Impact Guidelines in determining
+the consequences for any action they deem in violation of this Code of Conduct:
+
+### 1. Correction
+
+**Community Impact**: Use of inappropriate language or other behavior deemed
+unprofessional or unwelcome in the community.
+
+**Consequence**: A private, written warning from community leaders, providing
+clarity around the nature of the violation and an explanation of why the
+behavior was inappropriate. A public apology may be requested.
+
+### 2. Warning
+
+**Community Impact**: A violation through a single incident or series
+of actions.
+
+**Consequence**: A warning with consequences for continued behavior. No
+interaction with the people involved, including unsolicited interaction with
+those enforcing the Code of Conduct, for a specified period of time. This
+includes avoiding interactions in community spaces as well as external channels
+like social media. Violating these terms may lead to a temporary or
+permanent ban.
+
+### 3. Temporary Ban
+
+**Community Impact**: A serious violation of community standards, including
+sustained inappropriate behavior.
+
+**Consequence**: A temporary ban from any sort of interaction or public
+communication with the community for a specified period of time. No public or
+private interaction with the people involved, including unsolicited interaction
+with those enforcing the Code of Conduct, is allowed during this period.
+Violating these terms may lead to a permanent ban.
+
+### 4. Permanent Ban
+
+**Community Impact**: Demonstrating a pattern of violation of community
+standards, including sustained inappropriate behavior,  harassment of an
+individual, or aggression toward or disparagement of classes of individuals.
+
+**Consequence**: A permanent ban from any sort of public interaction within
+the community.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage],
+version 2.0, available at
+https://www.contributor-covenant.org/version/2/0/code_of_conduct.html.
+
+Community Impact Guidelines were inspired by [Mozilla's code of conduct
+enforcement ladder](https://github.com/mozilla/diversity).
+
+[homepage]: https://www.contributor-covenant.org
+
+For answers to common questions about this code of conduct, see the FAQ at
+https://www.contributor-covenant.org/faq. Translations are available at
+https://www.contributor-covenant.org/translations.

LICENSE

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+BSD 3-Clause License
+
+Copyright (c) 2024, Finbarrs Oketunji. All Rights Reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+* Redistributions of source code must retain the above copyright notice, this
+  list of conditions and the following disclaimer.
+
+* Redistributions in binary form must reproduce the above copyright notice,
+  this list of conditions and the following disclaimer in the documentation
+  and/or other materials provided with the distribution.
+
+* Neither the name of the copyright holder nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

README.md

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+## Automated Day Trading Agents (ADTA)
+
+ADTA leverages [CrewAI](https://www.crewai.com/) and OpenAI's [GPT-4 Turbo](https://platform.openai.com/docs/models/gpt-4) for market analysis, signal generation, and risk management—operating strictly during US market hours.
+
+> [!WARNING]
+> Disclaimer: ADTA provides simulated trading signals for educational purposes only. Real-time trading behaviour may differ. Not intended for actual investment decisions. Consult a qualified financial advisor.
+
+### Features
+
+* Real-time market data collection and validation (WIP; might evolve in the future)
+* Technical analysis using RSI, MACD, and Bollinger Bands
+* Risk management and portfolio protection
+* Data processing with Polars DataFrames
+* Market schedule awareness (9:30 AM - 4:00 PM ET, weekdays only)
+* Multi-agent system using CrewAI framework
+
+### Prerequisites
+
+* Python 3.8+
+* OpenAI API key
+* Required Python packages:
+    - crewai
+    - langchain-openai
+    - polars
+    - tqdm
+    - icecream
+    - python-dotenv
+    - pydantic
+
+### Installation
+
+1. Clone the repository:
+
+```bash
+git clone git@github.com:0xnu/day_trading_agents.git
+cd day_trading_agents
+```
+
+2. Install dependencies:
+
+```bash
+## Prerequisites
+python3 -m venv .venv
+source .venv/bin/activate
+uv pip install -r requirements.txt
+python3 -m pip install --upgrade pip
+
+## When you finish
+deactivate
+```
+
+3. Set up environment variables:
+
+```bash
+cp .env.example .env
+# Edit .env file with your OpenAI API key
+```
+
+### Configuration
+
+The system uses a `Config` class that supports:
+
+* OpenAI API settings (GPT-4 Turbo model)
+* Storage paths for signals and results
+* Default stock list:
+    - AAPL (Apple Inc.)
+    - MSFT (Microsoft Corporation)
+    - GOOGL (Alphabet Inc.)
+    - AMZN (Amazon.com Inc.)
+    - NVDA (NVIDIA Corporation)
+* Model parameters (temperature, max tokens)
+
+### Project Structure
+
+```bash
+day_trading_agents/
+├── trading_data/
+│ ├── signals/
+│ │ ├── csv/    # Polars DataFrame storage
+│ │ └── json/   # JSON signal storage
+│ └── results/  # Trading session results
+├── day_trading_agents.py
+├── requirements.txt
+└── .env
+```
+
+### Debug Mode
+
+Enable debug tracking:
+
+```python
+# In day_trading_agents.py
+DEBUG = True  # Enables icecream logging
+```
+
+Debug features include:
+
+* Configuration validation
+* Agent initialisation tracking
+* Signal processing progress
+* File storage operations
+* Exception details
+
+### Usage
+
+Run the trading system:
+
+```bash
+python3 -m day_trading_agents
+```
+
+The system will:
+
+1. Verify market hours (US Eastern Time)
+2. Process each stock with progress tracking
+3. Generate and store trading signals
+4. Track all operations with debug logging when enabled
+
+### Agents
+
+#### MarketDataAgent
+
+Collects and validates real-time market data using GPT-4 Turbo, ensuring data quality and completeness.
+
+#### TechnicalAnalysisAgent
+
+Analyses market data using technical indicators (RSI, MACD, Bollinger Bands) to generate trading signals with confidence scores.
+
+#### RiskManagementAgent
+
+Evaluates trading signals, manages risk parameters, and provides portfolio protection strategies.
+
+### Data Models
+
+* `Config`: System configuration and parameters
+* `StockInfo`: Basic stock information
+* `MarketData`: Market data validation model
+* `TechnicalSignal`: Technical analysis signals with confidence scores
+
+### Contributing
+
+1. Fork the repository
+2. Create a feature branch
+3. Commit your changes
+4. Push to the branch
+5. Create a Pull Request
+
+### License
+
+This project is licensed under the [BSD 3-Clause](LICENSE) License.
+
+### Citation
+
+```tex
+@misc{afoadta2024,
+  author       = {Oketunji, A.F.},
+  title        = {Automated Day Trading Agents (ADTA)},
+  year         = 2024,
+  version      = {1.0.0},
+  publisher    = {Zenodo},
+  doi          = {10.5281/zenodo.14502412},
+  url          = {https://doi.org/10.5281/zenodo.14502412}
+}
+```
+
+### Copyright
+
+(c) 2024 [Finbarrs Oketunji](https://finbarrs.eu). All Rights Reserved.

SECURITY.md

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+### Security Policy
+
+#### Reporting a Vulnerability
+
+Please report security issues to [0xnu](mailto:f@finbarrs.eu)