Event-driven backtesting and paper trading engine for ~500 symbols.
Built session by session — see CLAUDE.md for full architecture and progress.
| Agent | File | Status |
|---|---|---|
| MarketDataAgent | agents/market_data.py | DESIGNED |
| SignalAgent | agents/signal_agent.py | DESIGNED |
| RiskAgent | agents/risk.py | PENDING |
| BrokerAgent | agents/broker.py | PENDING |
| PortfolioAgent | agents/portfolio.py | PENDING |
| PerformanceAgent | agents/performance.py | PENDING |
| Engine | core/engine.py | PENDING |
# 1. Install dependencies
pip install -r requirements.txt
# 2. Add price data to data/ (CSV or Parquet)
# Or use SimulatedLiveBackend for synthetic data
# 3. Run
python main.pyMarketDataAgent → SignalAgent → RiskAgent → BrokerAgent → PortfolioAgent → PerformanceAgent
Full diagram: docs/architecture.md Agent details: docs/agent_registry.md
| Session | Goal |
|---|---|
| 1 | Architecture + event types |
| 2 | MarketDataAgent + SignalAgent |
| 3 | RiskAgent |
| 4 | BrokerAgent |
| 5 | PortfolioAgent |
| 6 | Engine + main.py wiring |
| 7 | PerformanceAgent + metrics |