forked from 5025560411/LTSM-Forex-Bot
334 lines
13 KiB
JSON
334 lines
13 KiB
JSON
{
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"$schema": "./ledger.schema.json",
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"entries": [
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{
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"id": "20250101-1200-project-scaffold",
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"actor": "agent:cursor",
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"intent": "Scaffold complete LSTM trading bot project structure",
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"inputs": {
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"timeframes": ["15m", "30m", "1h", "2h"],
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"symbols": ["EURUSD", "BTCUSD", "ETHUSD"],
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"architecture": "multi_lstm_fusion",
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"framework": "pytorch"
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},
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"relatedFiles": [
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"config/config.yaml",
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"requirements.txt",
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"src/utils/config.py",
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"src/utils/logging.py",
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"src/utils/seeds.py",
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"src/utils/times.py"
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],
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"status": "done",
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"evidence": "Project structure created with all major components",
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"notes": [
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"Set up basic project structure with directories and config files",
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"Created comprehensive configuration system",
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"Implemented utility modules for logging, seeds, and time handling"
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],
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"fingerprint": "sha256:scaffold_project_structure_2025"
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},
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{
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"id": "20250101-1300-data-pipeline",
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"actor": "agent:cursor",
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"intent": "Implement data loading and feature engineering pipeline",
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"inputs": {
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"sources": ["csv", "alpaca", "binance", "oanda"],
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"features": ["rsi", "macd", "bollinger_bands", "lagged_returns"],
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"timeframes": ["15m", "30m", "1h", "2h"]
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},
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"relatedFiles": [
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"src/data/loaders.py",
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"src/features/build_dataset.py",
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"src/features/indicators.py"
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],
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"status": "done",
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"evidence": "Data pipeline implemented with multi-source support and comprehensive feature engineering",
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"notes": [
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"Created pluggable data loaders for multiple exchanges",
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"Implemented technical indicators and feature engineering",
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"Added data leakage protection and multi-timeframe alignment"
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],
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"fingerprint": "sha256:data_pipeline_implementation_2025"
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},
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{
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"id": "20250101-1400-lstm-models",
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"actor": "agent:cursor",
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"intent": "Create LSTM model architectures with fusion strategies",
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"inputs": {
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"architectures": ["single_lstm", "multi_lstm_fusion"],
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"fusion_strategies": ["concatenate", "attention", "dense"],
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"output_modes": ["regression", "classification"]
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},
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"relatedFiles": [
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"src/models/lstm_fusion.py"
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],
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"status": "done",
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"evidence": "LSTM model architectures implemented with multiple fusion strategies",
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"notes": [
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"Created single LSTM and multi-LSTM fusion architectures",
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"Implemented attention mechanisms and layer normalization",
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"Added support for regression and classification outputs"
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],
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"fingerprint": "sha256:lstm_model_architectures_2025"
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},
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{
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"id": "20250101-1500-training-framework",
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"actor": "agent:cursor",
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"intent": "Build training framework with Optuna optimization",
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"inputs": {
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"optimizer": "optuna",
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"trials": 50,
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"metrics": ["sharpe", "max_drawdown", "accuracy"],
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"validation": "walk_forward"
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},
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"relatedFiles": [
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"src/training/train.py",
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"src/training/metrics.py"
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],
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"status": "done",
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"evidence": "Training framework implemented with hyperparameter optimization",
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"notes": [
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"Created comprehensive training pipeline with early stopping",
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"Implemented Optuna-based hyperparameter optimization",
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"Added trading-specific metrics and validation strategies"
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],
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"fingerprint": "sha256:training_framework_optuna_2025"
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},
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{
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"id": "20250101-1600-backtesting-engine",
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"actor": "agent:cursor",
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"intent": "Implement backtesting engine with risk management",
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"inputs": {
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"framework": "backtrader",
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"slippage": 0.0001,
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"commission": 0.0002,
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"risk_management": true
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},
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"relatedFiles": [
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"src/backtest/engine.py",
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"src/backtest/strategy.py"
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],
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"status": "done",
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"evidence": "Backtesting engine implemented with realistic trading conditions",
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"notes": [
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"Integrated backtrader for realistic backtesting",
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"Added risk management and position sizing",
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"Implemented comprehensive performance analysis"
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],
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"fingerprint": "sha256:backtesting_engine_backtrader_2025"
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},
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{
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"id": "20250101-1700-live-execution",
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"actor": "agent:cursor",
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"intent": "Create live execution system with broker abstraction",
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"inputs": {
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"brokers": ["alpaca", "oanda", "binance"],
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"streaming": "websocket",
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"execution_modes": ["paper", "live"]
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},
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"relatedFiles": [
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"src/live/broker_base.py",
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"src/live/broker_alpaca.py",
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"src/live/streamer.py",
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"src/live/executor.py"
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],
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"status": "done",
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"evidence": "Live execution system implemented with multiple broker support",
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"notes": [
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"Created broker abstraction layer for multiple exchanges",
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"Implemented real-time streaming and execution",
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"Added paper and live trading modes"
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],
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"fingerprint": "sha256:live_execution_system_2025"
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},
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{
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"id": "20250101-1800-risk-management",
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"actor": "agent:cursor",
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"intent": "Implement comprehensive risk management system",
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"inputs": {
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"position_sizing": "kelly_criterion",
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"circuit_breakers": true,
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"max_drawdown": 0.15,
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"daily_loss_limit": 0.05
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},
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"relatedFiles": [
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"src/live/risk_manager.py"
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],
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"status": "done",
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"evidence": "Risk management system implemented with circuit breakers",
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"notes": [
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"Created position sizing strategies including Kelly criterion",
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"Implemented circuit breakers for excessive drawdown and losses",
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"Added comprehensive risk monitoring and alerts"
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],
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"fingerprint": "sha256:risk_management_system_2025"
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},
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{
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"id": "20250101-1900-cli-entrypoints",
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"actor": "agent:cursor",
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"intent": "Create CLI entrypoints for all major functions",
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"inputs": {
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"commands": ["data", "features", "training", "backtest", "live"],
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"main_dispatcher": "main.py"
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},
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"relatedFiles": [
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"main.py",
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"src/data/loaders_cli.py",
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"src/features/build_dataset_cli.py",
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"src/training/train_cli.py",
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"src/backtest/engine_cli.py",
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"src/live/executor_cli.py"
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],
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"status": "done",
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"evidence": "CLI entrypoints created for all major functions",
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"notes": [
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"Implemented command-line interfaces for all major operations",
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"Created unified main.py dispatcher",
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"Added comprehensive help and usage examples"
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],
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"fingerprint": "sha256:cli_entrypoints_all_functions_2025"
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},
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{
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"id": "20250101-2000-colab-notebooks",
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"actor": "agent:cursor",
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"intent": "Create Colab notebooks for research and paper trading",
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"inputs": {
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"notebooks": [
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"01_data_eda.ipynb",
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"02_train_optuna.ipynb",
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"03_backtest.ipynb",
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"04_live_trading.ipynb"
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]
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},
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"relatedFiles": [
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"notebooks/01_data_eda.ipynb",
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"notebooks/02_train_optuna.ipynb",
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"notebooks/03_backtest.ipynb",
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"notebooks/04_live_trading.ipynb"
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],
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"status": "done",
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"evidence": "Colab notebooks created for complete workflow",
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"notes": [
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"Created step-by-step notebooks for data exploration",
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"Implemented training notebooks with Optuna optimization",
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"Added backtesting and live trading notebooks"
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],
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"fingerprint": "sha256:colab_notebooks_workflow_2025"
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},
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{
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"id": "20250101-2100-documentation",
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"actor": "agent:cursor",
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"intent": "Write comprehensive documentation and setup guides",
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"inputs": {
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"files": ["README.md", "docs/agents/ledger.json", "docs/agents/ledger.schema.json"]
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},
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"relatedFiles": [
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"README.md"
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],
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"status": "done",
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"evidence": "Comprehensive documentation created including README and agent ledger",
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"notes": [
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"Created detailed README with installation and usage instructions",
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"Implemented agent ledger for tracking development progress",
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"Added setup guides for Colab and Linux server deployment"
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],
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"fingerprint": "sha256:comprehensive_documentation_2025"
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},
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{
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"id": "20260608-1505-tradelocker-live-fixes",
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"actor": "agent:cursor",
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"intent": "Fix live trading syntax/runtime issues and add TradeLocker broker support",
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"inputs": {
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"brokers": ["alpaca", "tradelocker"],
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"targets": [
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"main.py",
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"requirements.txt",
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"src/live/executor.py",
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"src/live/executor_cli.py",
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"src/live/broker_tradelocker.py",
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"src/utils/config.py",
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"src/utils/logging.py",
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"src/live/risk_manager.py",
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"src/backtest/engine.py",
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"src/backtest/engine_cli.py",
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"src/backtest/strategy.py"
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]
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},
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"relatedFiles": [
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"main.py",
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"requirements.txt",
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"src/live/executor.py",
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"src/live/executor_cli.py",
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"src/live/broker_tradelocker.py",
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"src/utils/config.py",
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"src/utils/logging.py",
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"src/live/risk_manager.py",
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"src/backtest/engine.py",
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"src/backtest/engine_cli.py",
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"src/backtest/strategy.py"
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],
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"status": "done",
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"evidence": "python3 -m py_compile $(rg --files -g '*.py') passed and venv imports succeeded after installing requirements",
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"notes": [
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"Added TradeLocker broker adapter with JWT authentication, account discovery, order placement, and market-data helpers",
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"Fixed malformed f-strings across live trading, backtesting, and structured logging",
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"Updated the CLI dispatcher so nested commands forward their original arguments correctly",
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"Added the missing ta dependency and TradeLocker config fields to align YAML with runtime settings"
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],
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"fingerprint": "sha256:tradelocker_live_fixes_20260608"
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},
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{
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"id": "20260608-1645-tradelocker-studio-standalone",
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"actor": "agent:cursor",
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"intent": "Create a single-file TradeLocker Studio bot strategy for direct paste into the bot code window",
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"inputs": {
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"style": "standalone_backtrader_strategy",
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"strategy": "macd_crossover",
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"imports": ["backtrader"]
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},
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"relatedFiles": [
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"tradelocker_studio_macd_strategy.py",
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"README.md"
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],
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"status": "done",
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"evidence": "Created paste-ready standalone TradeLocker Studio strategy file",
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"notes": [
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"Avoids local project imports so it can run inside the single TradeLocker Studio code window",
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"Uses custom crossover logic and basic stop-loss/take-profit management",
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"Documented the .env setup separately for the repo-based bot"
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],
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"fingerprint": "sha256:tradelocker_studio_standalone_20260608"
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},
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{
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"id": "20260608-2047-tradelocker-studio-tuning",
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"actor": "agent:codex",
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"intent": "Tune TradeLocker Studio EUR/USD 15m strategy after weak flat-to-negative backtest results",
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"inputs": {
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"symbol": "EURUSD",
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"timeframe": "15m",
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"issues": [
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"RSI exhaustion entries",
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"weekend gap entries",
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"fast trend-break churn"
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]
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},
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"relatedFiles": [
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"tradelocker_studio_macd_strategy.py"
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],
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"status": "done",
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"evidence": "python3 -m py_compile tradelocker_studio_macd_strategy.py and git diff --check passed",
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"notes": [
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"Added RSI upper/lower bounds to avoid chasing overextended EUR/USD 15m moves",
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"Added EMA-gap and ATR-percent filters so entries require trend separation and volatility",
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"Blocked fresh entries during Friday/weekend/Monday-open dead zones",
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"Widened ATR exits and delayed trend-break/reversal exits until the minimum hold period",
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"Added v2 internal parameters so TradeLocker cached UI values do not silently override the new tuning",
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"Changed entries from pure MACD crossovers to trend-continuation breakouts with max fast-EMA distance and trailing protection",
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"Added v3 exit defaults after the 2013 EUR/USD run showed fast-EMA trend-break exits were cutting many trades before ATR targets/stops could work",
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"Added v4 entry-hour filter after the latest 2013 EUR/USD run showed profitable trades clustering around 13:00-17:59 while early and late entries caused most losses"
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],
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"fingerprint": "sha256:tradelocker_studio_tuning_20260608"
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}
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]
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}
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