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$ show chrisworsey55/atlas-gic

[account ↗] [repo ↗] APPLICATION ★ 2169 394 ● active (last update 4 months ago)
reviewed by: deepseek/deepseek-v4-flash

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.

RATING7.5/10
QUALITY7.2/10
MAINTENANCEactive
DRIFTlow
CONTRIBUTORS2
VELOCITY0.22
OPEN ISSUES4
LAST COMMIT4 months ago
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9
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6
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2
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1
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Files by Type (size)
Python
117KB
Other (.png)
60KB
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42KB
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15KB
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5KB
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1KB

The LLM identified 2 files worth highlighting for reuse:

Implements a meta-layer that dynamically weights recommendations from multiple agent cohorts based on rolling accuracy. Features softmax weight allocation with min/max constraints, automatic regime detection (NOVEL_REGIME/HISTORICAL_REGIME/MIXED) from weight differentials, and blended recommendation generation with disagreement penalties. This is a self-contained, reusable pattern for any multi-model ensemble system where confidence weighting and regime detection are needed.

file: src/janus.py ↗ | tags: #meta-weighting #emergent-regime-detection #softmax-weighting

Provides a bridge between swarm intelligence simulations and trading decision-making. Uses a lightweight mode that leverages Claude to simulate multi-agent interactions (hedge fund managers, central bankers, retail) with reflexive feedback loops. Includes seed generation from market data, scenario generation based on agent debates, and a prediction scorer. While dependent on missing internal data clients, the architecture for generating simulation prompts, parsing results, and scoring predictions is cleanly abstracted and could be adapted to other simulation-augmented agent frameworks.

file: src/mirofish/mirofish_bridge.py ↗ | tags: #agent-simulation #scenario-generation #prediction-scoring
Last analyzed: 2026-09-06 09:11:47.798483
Next check: 2026-09-13 09:11:47.793417
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