5 Commits

Author SHA1 Message Date
agentson
63fa6841a2 feat: dashboard background thread with CLI flag (issue #97)
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Add --dashboard CLI flag and DASHBOARD_ENABLED env var to start
FastAPI dashboard in a daemon thread alongside the trading loop.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-15 00:01:29 +09:00
agentson
63f4e49d88 feat: read-only FastAPI dashboard with 7 API endpoints (issue #96)
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Add observability dashboard: status, playbook, scorecard, performance,
context browser, decisions, and active scenarios endpoints.
SQLite read-only on separate connections from trading loop.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 23:56:10 +09:00
agentson
ae7195c829 feat: implement evolution engine for self-improving strategies
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Complete Pillar 4 implementation with comprehensive testing and analysis.

Components:
- EvolutionOptimizer: Analyzes losing decisions from DecisionLogger,
  identifies failure patterns (time, market, action), and uses Gemini
  to generate improved strategies with auto-deployment capability
- ABTester: A/B testing framework with statistical significance testing
  (two-sample t-test), performance comparison, and deployment criteria
  (>60% win rate, >20 trades minimum)
- PerformanceTracker: Tracks strategy win rates, monitors improvement
  trends over time, generates comprehensive dashboards with daily/weekly
  metrics and trend analysis

Key Features:
- Uses DecisionLogger.get_losing_decisions() for failure identification
- Pattern analysis: market distribution, action types, time-of-day patterns
- Gemini integration for AI-powered strategy generation
- Statistical validation using scipy.stats.ttest_ind
- Sharpe ratio calculation for risk-adjusted returns
- Auto-deploy strategies meeting 60% win rate threshold
- Performance dashboard with JSON export capability

Testing:
- 24 comprehensive tests covering all evolution components
- 90% coverage of evolution module (304 lines, 31 missed)
- Integration tests for full evolution pipeline
- All 105 project tests passing with 72% overall coverage

Dependencies:
- Added scipy>=1.11,<2 for statistical analysis

Closes #19

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-04 16:34:10 +09:00
e025136047 Fix Docker runtime errors: migrate to google-genai SDK and fix SQLite permissions
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Migrate from deprecated google-generativeai to google-genai (>=1.0) using the
new Client-based API, and fix SQLite "unable to open database file" in Docker
by chowning the data directory to appuser before switching users.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-04 02:56:31 +09:00
d1750af80f Add complete Ouroboros trading system with TDD test suite
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Implement the full autonomous trading agent architecture:
- KIS broker with async API, token refresh, leaky bucket rate limiter, and hash key signing
- Gemini-powered decision engine with JSON parsing and confidence threshold enforcement
- Risk manager with circuit breaker (-3% P&L) and fat finger protection (30% cap)
- Evolution engine for self-improving strategy generation via failure analysis
- 35 passing tests written TDD-first covering risk, broker, and brain modules
- CI/CD pipeline, Docker multi-stage build, and AI agent context docs

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-04 02:08:48 +09:00