🚧 Pre-alpha. APIs may still change. Nothing here is investment advice — see the disclaimer.

TL;DR — AlphaAgent is an open-source, multi-agent framework for screening stocks and crypto with LLMs, built to avoid the lookahead bias / data leakage that quietly fakes most LLM trading backtests. A point-in-time guard (PIT-Guard) bounds every agent to as-of data, and the profit-proving backtest runs on deterministic rules only — the LLM is never in the measured loop. Runs fully offline with make demo (zero keys, zero network).

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Why another trading-agent repo?

Most LLM trading bots share the same two blind spots: they can't be honestly backtested, and their agents quietly read the future (the model already knows what happened; live web/tool calls return post-date data). AlphaAgent is built around fixing exactly that.

Four things it's built around:

	What it means
🧱 Mechanical / agent separation	The number that proves edge (backtest) runs on deterministic rules only — the LLM is bypassed, so agent hallucination can't inflate your equity curve.
🔌 Pluggable collaboration	panel (parallel experts + judge), debate (bull vs bear), vote — swap the multi-agent topology from config, don't rebuild the orchestration.
🪙 Asset-agnostic	Stocks and crypto through one symbol-routing + provider registry. Add a market = drop one loader file.
🛡️ PIT-Guard	A point-in-time middleware that intercepts every agent tool call, enforces data timestamp ≤ as-of date, and mitigates the model's own parametric leakage (anonymization + evidence-grounding + a leakage probe).

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What is "leakage-aware" (point-in-time) LLM evaluation?

Lookahead bias (a.k.a. data leakage) is when a backtest or an agent uses information it could not have had at decision time — future prices, restated fundamentals, or news published after the as-of date. It makes results look brilliant on paper and fail live.

For LLM trading agents the problem is worse than in classical quant: the model's weights already encode what happened after any historical date, and live web/tool calls return post-date data. Point-in-time (PIT) correctness means every input is filtered to timestamp ≤ as-of date. AlphaAgent enforces this at the tool boundary and additionally bounds the model's parametric memory (anonymization, evidence-grounding, a leakage probe) — collectively PIT-Guard.

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How it works

Two independent gates — AI for the qualitative call, rules for the timing — never mixed:

flowchart TD
    CLI["CLI · run screen / run backtest / demo"] --> ORCH["Pipeline Orchestrator"]

    subgraph S1["① Selection chain"]
        POOL["PoolSource registry<br/>watchlist · strategy · reddit …"] --> FILTER["QuantFilter<br/>cheap, backtestable rules"]
        FILTER --> PANEL["AgentPanel<br/>multi-agent, tool-using"]
    end

    subgraph S2["② Entry chain"]
        ENTRY["EntryTiming<br/>pure rules / technical signals"]
    end

    ORCH --> POOL
    PANEL -->|"Verdict: rating + rationale + risks"| ENTRY
    ENTRY --> REPORT["📄 Report + Entry signal"]
    ORCH --> BT["📊 Backtest<br/>(mechanical layer only, OSS framework)"]

    DATA["DataProvider registry<br/>symbol routing → yfinance / CoinGecko …"] -.-> S1
    DATA -.-> S2
    LLM["LLM abstraction<br/>bring-your-own-key, vendor-agnostic"] -.-> PANEL
    PIT["🛡️ PIT-Guard middleware"] -.-> PANEL

1. Pool — pluggable sources produce a candidate universe (multi-source hits are flagged as signal resonance).
2. Filter — cheap quantitative rules compress the pool to a handful; output is a scored table, not pass/fail.
3. Agents — only survivors go to the expensive layer: specialist agents (fundamental / technical / sentiment / risk) analyze in parallel via tools, a judge aggregates a structured Verdict.
4. Entry — pure technical/rule signals decide when — buy / wait / pass + trigger price. No LLM here.

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Quickstart

git clone https://github.com/kamendula/AlphaAgent.git && cd AlphaAgent
make demo        # runs the whole chain on bundled offline snapshots — zero keys, zero network, zero install

Want live data + a real LLM? Point at a config (free sources like yfinance need no key; set FMP_API_KEY / OPENROUTER_API_KEY in .env for FMP + OpenRouter):

python -m alphaagent screen --config configs/real.toml
python -m alphaagent backtest --symbol NVDA --config configs/demo.toml

The multi-agent panel runs in the demo via a deterministic offline mock LLM — no keys needed. Swap llm = "mock" → "openrouter" / "openai" in the config for real reasoning. Configs are TOML (parsed by the stdlib on Python 3.11+, so the demo needs no YAML library).

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Sample run

A live run (configs/real.toml: FMP market data + fundamentals + news, the HY model via OpenRouter, PIT-Guard on). The mechanical filter ranks the universe, then only the top candidates go to the agent panel; entry timing is pure rules:

 #  SYMBOL   TYPE    SCORE  FACTORS                                      SOURCES
 1  AAPL     equity  0.644  trend=0.82 momentum=0.91 not_overbought=0.20  real
 2  GOOGL    equity  0.594  trend=0.47 momentum=0.82 not_overbought=0.50  real
 3  NVDA     equity  0.584  trend=0.21 momentum=0.65 not_overbought=0.90  real
 ...

Agent panel verdicts
--------------------
AAPL  ->  BUY  (confidence 0.31)
    · fundamental  cautious  High net margin (26.6%) & revenue +16.6%, but EPS not accelerating and PE 30.8 rich.
    · technical    bullish   Above 50-day SMA (313.9 vs 295.1), 60d momentum +20.5%, RSI 61.8 — strong, not overbought.
    · sentiment    neutral   Mildly positive mega-cap tech tone; no symbol-specific catalyst.
    · risk         neutral   ATR 2.8%, 60d drawdown -12.7%, RSI not crowded — clean.

GOOGL ->  AVOID  (confidence 0.28)
    · fundamental  neutral   Revenue +21.8%, net margin 56.9%, PE 13.9 reasonable — but EPS decelerating.
    · technical    cautious  Below the 50-day SMA; mixed momentum.
    · risk         cautious  16.2% drawdown + elevated ATR 3.2%.

Entry signals (rule-based, no agent)
-----------------------------------
    AAPL   WAIT  trigger=300.10   extended 4.6% above EMA — wait for a pullback
    GOOGL  PASS                   uptrend broken (close 369.69 <= sma50)

🛡️  PIT-Guard: leakage probe 0.00 (clean); agent tools bounded to as-of, evidence-grounded.

The offline make demo produces the same shape instantly (mock LLM + bundled snapshots), so anyone can reproduce the flow with zero setup.

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The moat: PIT-Guard 🛡️

	Typical LLM trading bot	AlphaAgent
Does the backtest include the LLM?	Yes → hallucination inflates returns	No → mechanical layer only
Are agents limited to as-of data?	Rarely enforced	Enforced at the tool boundary
Handles the model "already knowing the future"?	Ignored	Anonymization + evidence-grounding + leakage probe
Reproducible offline?	Needs keys / network	make demo, zero keys

Leakage comes in two flavors. AlphaAgent treats them separately:

① Tool/data leakage — 100% enforceable. A middleware sits at the tool boundary and guarantees every agent only sees data timestamped on or before the as-of date: price series truncated, news date-filtered, fundamentals served as point-in-time snapshots (as-reported, not restated).

② Parametric leakage — the model already knows the future. You can't delete it from the weights, so AlphaAgent bounds it:

• Anonymization — strip ticker/company name; the agent judges "this anonymous security with these features", not "NVDA, which I know 10×'d".
• Evidence-grounding — every claim must cite an evidence_ref from a guarded tool; ungrounded recall is rejected.
• Post-cutoff evaluation + leakage probe — historical agent eval runs only on dates after the model's training cutoff, with a probe that measures residual contamination.

And crucially: the headline backtest never includes the agent, so parametric leakage can't touch it.

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Extending it (one file + one line)

Every extension point is a registry plugin:

from alphaagent.data import register, DataProvider

@register("myexchange")
class MyExchangeProvider(DataProvider):
    def get(self, kind, symbol, as_of): ...

The same pattern works for PoolSource, QuantFilter, Analyst roles, CollaborationPolicy, and EntryRule. See examples/ for a reference implementation of each, and CONTRIBUTING.md.

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Optional: MCP server

AlphaAgent ships a thin, optional MCP server so clients like Claude Code can call it directly. It exposes get_prices, classify_symbol, screen, and list_providers, delegating to the same code the CLI uses. It is not imported by any default path and needs the mcp SDK only when actually run.

pip install "alphaagent[mcp]"
python -m alphaagent.mcp          # serves over stdio

// e.g. Claude Code / Claude Desktop MCP config
{ "mcpServers": { "alphaagent": { "command": "python", "args": ["-m", "alphaagent.mcp"] } } }

🗺️ Roadmap

• M0 — core registries + data model + yfinance provider + make demo
• M1 — selection chain: pool + filter + panel/vote/llm_judge collaboration + 4 analysts + vendor-agnostic LLM (offline mock) + FMP provider
• M2 — entry rules (breakout/pullback) + backtest adapters (simple stdlib + optional backtesting.py) + mechanical-layer report + alphaagent backtest
• M3 — PIT-Guard: boundary (GuardedRouter) + anonymization + evidence-grounding + leakage probe
• M4 — debate policy · optional MCP server · editable prompt files (agents/prompts/*.md) · reference examples for every extension point

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FAQ

Does AlphaAgent prevent lookahead bias / data leakage? Yes — it's the core design. PIT-Guard filters every agent tool call to timestamp ≤ as-of, and the performance backtest excludes the LLM entirely, so agent leakage can't touch the headline number.

How is this different from a normal LLM trading backtest? Most LLM backtests run the model inside the historical loop, so its future knowledge (and post-date news) silently leaks in. AlphaAgent separates a deterministic, backtestable mechanical layer from the (non-backtested) agent layer, and guards the agent layer point-in-time.

Which LLMs does it work with? Any — it's vendor-agnostic. Built-in clients for OpenAI and OpenRouter (including free models), plus a deterministic offline mock LLM so the demo needs no API key.

Does it place real trades? No. It outputs research + rule-based entry signals only. Not investment advice.

Does it support stocks and crypto? Both, through one symbol-routing + provider registry. Data via FMP or yfinance, or bundled offline snapshots for the demo.

Can I add my own data source, strategy, or agent? Yes — every extension point is a one-file, one-decorator plugin: data providers, pool sources, quant filters, analyst roles, collaboration policies, and entry rules.

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⚠️ Disclaimer

AlphaAgent is a research and educational framework. It does not place real orders and is not investment advice. Markets are risky; you are responsible for your own decisions.

License

MIT — see LICENSE.