Trading System

Automated portfolio operations to keep capital protected and opportunities in play.

Overview

Guard portfolio capital daily. Propose improvements weekly/monthly.

Features

• Capital protection with daily crash and drawdown checks.
• Portfolio reports in HTML and JSON formats.
• Signals & rebalance proposals for proactive adjustments.
• Backtests to validate strategies before deployment.
• Point-in-time data for reproducible analysis.
• CLI orchestration to coordinate daily and scheduled runs.
• Notifications through Slack and email channels.

Quickstart

git clone https://github.com/aryeko/trading-system
cd trading-system
poetry install

poetry run ts run daily --config configs/sample-config.yml --holdings data/sample-holdings.json --dry-run

Sample onboarding assets live under configs/ (configuration) and data/ (sample holdings). Update the universe, holdings snapshot, and notification settings before running against live capital.

Usage Examples

# Evaluate portfolio risk with point-in-time context
poetry run ts risk evaluate --config configs/sample-config.yml --holdings data/sample-holdings.json

# Execute the full daily pipeline with rebalance proposals
poetry run ts run rebalance --config configs/sample-config.yml --holdings data/sample-holdings.json --dry-run

# Run a historical backtest across a custom period
poetry run ts backtest run --config configs/sample-config.yml --start 2024-01-01 --end 2024-06-30 --output reports/backtests/demo

Documentation

Comprehensive setup guides, operational workflows, and configuration references live in the Wiki. For the original workflow contract and design requirements, see docs/WORKFLOW.md and docs/TECH_DESIGN_REQUIREMENTS.md.

Roadmap

• ✅ Daily capital protection checks
• ✅ Automated HTML/JSON reporting
• ✅ CLI orchestration workflows
• 🔲 Expanded broker integrations
• 🔲 Enhanced scenario backtesting library
• 🔲 Additional notification channels and templates

Track ongoing initiatives on the GitHub Project board.

Contributing

We welcome collaboration! Please review CONTRIBUTING.md before opening an issue or pull request.

Disclaimer

This project is for educational use only and does not provide financial advice.
See DISCLAIMER.md for full details.

License

Released under the MIT License.

Acknowledgements

• Built with a focus on operator experience and repeatable portfolio governance.