rom-trading-agent

Local-first Python trading research agent for backtesting, scoring, and paper trading.

Not a live trading bot. Research and simulation only.

See Project Status for the current version and test baseline.

Safety

• No live trading
• No real exchange orders
• No API keys required for local workflows
• No secrets in the repository
• Paper-only, research-first

Installation

python3 -m venv .venv
source .venv/bin/activate
python -m pip install --upgrade pip
python -m pip install -e ".[dev]"

Current Capabilities

• CSV OHLCV loading and validation
• Local backtesting
• Multi-window strategy comparison
• Multi-asset strategy comparison
• Report display
• Window robustness diagnostics
• Display filters by asset and strategy
• Strategy candidates: rsi_baseline, ema_atr_trend, donchian_breakout

Useful Commands

python -m pytest

tradebot check
tradebot backtest-csv data/btc_usdt_1h.csv

tradebot compare-strategies-windows-csv data/btc_usdt_1h.csv
tradebot compare-strategies-assets-csv \
  --asset BTCUSDT:data/btc_usdt_1h.csv \
  --asset ETHUSDT:data/eth_usdt_1h.csv

tradebot show-comparison-report
tradebot show-assets-comparison-report
tradebot show-assets-comparison-report --asset BTCUSDT
tradebot show-assets-comparison-report --strategy rsi_baseline

Repository Layout

config/        YAML configuration
data/          Local sample data and placeholders
docs/          Project documentation
state/         Append-only state files and history
src/trading_agent/
tests/
outputs/       Generated reports (not committed by default)

Limits

• No live trading
• No strategy declared profitable
• Candidate strategies only — not validated for production use
• No Walk-Forward Analysis yet
• No DSR / PBO yet
• No auto-selection of strategies