This repository is an AI-powered stock research platform that combines a full-stack application (FastAPI backend, React/TypeScript frontend, Electron desktop app) with extensive data/research capabilities. It ingests market data from over a dozen providers (Tushare, yfinance, AkShare, etc.) with priority-based fallback chains, performs AI analysis via LiteLLM (supporting multiple LLM providers), and generates structured research reports, decision signals, and backtesting results. The platform supports multi-agent discussions, strategy screening, portfolio management, alerts, and multi-channel notifications (WeChat, Feishu, Telegram, email, etc.). It covers 13 international markets with trading calendars and market phase detection. The architecture is a monolith with modular services, using SQLite per-workspace isolation. While primarily an application, it has strong data/research characteristics including a screening engine derived from AlphaSift, decision signal lifecycle with outcome tracking, and skill opinion weight calibration. The codebase is well-structured with extensive tests, CI/CD, and reusable patterns like the data fetcher base class and notification sender template.
ATLAS is a framework for autonomous AI trading agents that self-improve through market feedback. It implements a 4-layer multi-agent architecture (Macro, Sector Desks, Superinvestors, Decision) where each agent's prompt is treated as trainable weights and optimized via a git-based evolutionary loop. The codebase includes a meta-weighting layer (JANUS) that blends predictions from multiple trained cohorts, and a MiroFish integration for simulating future market scenarios using swarm intelligence. While the repository contains well-structured Python modules for the orchestration layer, simulation bridge, and forward training, the critical agent prompt files and internal data clients are missing (marked proprietary). The result is a reference architecture rather than a runnable system; however, the patterns demonstrated in janus.py and the mirofish bridge are cleanly implemented and could serve as templates for similar meta-learning or simulation-augmented agent systems.
This repository implements an automated trading bot for Kalshi prediction markets, leveraging AI models (primarily via OpenRouter) to make directional trading decisions. The system is built as an async Python application with a CLI entry point (`cli.py`), a Streamlit dashboard, and a paper trading mode. It supports multiple strategies: an AI-driven directional strategy using a multi-agent debate pipeline (bull/bear researchers, risk manager, trader), a conservative NO-side safe compounder, market making, and a unified trading system that dynamically allocates capital. The core data flow involves ingesting market data from the Kalshi REST and WebSocket APIs, persisting to SQLite, running AI inference through OpenRouter with fallback chains and cost tracking, executing trades via Kalshi's signed REST API, and monitoring positions with stop-loss/take-profit logic. Risk management is enforced through Kelly criterion position sizing, edge filtering, category scoring, portfolio enforcer, and cash reserves. The codebase also includes performance analysis jobs, a paper trading signal tracker with static HTML dashboard, and a comprehensive test suite. External dependencies include Kalshi API, OpenRouter (with optional xAI and Grok models), SQLite, Streamlit, and various async libraries (httpx, aiohttp, websockets).