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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>
42 lines
778 B
TOML
42 lines
778 B
TOML
[project]
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name = "the-ouroboros"
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version = "0.1.0"
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description = "Evolutionary AI Trading Agent for KIS"
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requires-python = ">=3.11"
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dependencies = [
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"aiohttp>=3.9,<4",
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"pydantic>=2.5,<3",
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"pydantic-settings>=2.1,<3",
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"google-genai>=1.0,<2",
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"scipy>=1.11,<2",
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]
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[project.optional-dependencies]
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dev = [
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"pytest>=8.0,<9",
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"pytest-asyncio>=0.23,<1",
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"pytest-cov>=5.0,<6",
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"ruff>=0.5,<1",
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"mypy>=1.10,<2",
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]
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[project.scripts]
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ouroboros = "src.main:main"
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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asyncio_mode = "auto"
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[tool.ruff]
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target-version = "py311"
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line-length = 100
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[tool.ruff.lint]
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select = ["E", "F", "I", "N", "W", "UP"]
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[tool.mypy]
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python_version = "3.11"
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strict = true
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warn_return_any = true
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warn_unused_configs = true
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