autohedge 0.0.5

autohedge - TGSC

AutoHedge 🚀

AutoHedge is an enterprise-grade autonomous trading system powered by swarm intelligence and advanced AI agents. It provides a comprehensive framework for automated market analysis, risk management, and trade execution.

🌟 Features

• Multi-Agent Architecture: Leverages specialized AI agents for different aspects of trading

  • Director Agent for strategy and thesis generation
  • Quant Agent for technical analysis
  • Risk Management Agent for position sizing and risk assessment
  • Execution Agent for trade implementation

• Real-Time Market Analysis: Integrates with market data providers for live analysis

• Risk-First Approach: Built-in risk management and position sizing

• Structured Output: JSON-formatted trade recommendations and analysis

• Comprehensive Logging: Detailed logging system for trade tracking and debugging

• Extensible Framework: Easy to customize and extend with new capabilities

📋 Requirements

• Python 3.8+
• swarms package
• tickr-agent
• Additional dependencies listed in requirements.txt

🚀 Quick Start

Installation

pip install -U autohedge

Environment Variables

OPENAI_API_KEY=""
WORKSPACE_DIR="agent_workspace"

Basic Usage

# Example usage
from autohedge import AutoFund

# Define the stocks to analyze
stocks = ["NVDA"]

# Initialize the trading system with the specified stocks
trading_system = AutoFund(stocks)

# Define the task for the trading cycle
task = "Let's analyze nvidia to see if we should buy it, we have 50k$ in allocation"

# Run the trading cycle and print the results
print(trading_system.run(task=task))

🏗️ Architecture

AutoHedge uses a multi-agent architecture where each agent specializes in a specific aspect of the trading process:

graph TD
    A[Director Agent] --> B[Quant Agent]
    B --> C[Risk Manager]
    C --> D[Execution Agent]
    D --> E[Trade Output]

Agent Roles

1. Director Agent

   • Generates trading theses
   • Coordinates overall strategy
   • Analyzes market conditions

2. Quant Agent

   • Performs technical analysis
   • Evaluates statistical patterns
   • Calculates probability scores

3. Risk Manager

   • Assesses trade risks
   • Determines position sizing
   • Sets risk parameters

4. Execution Agent

   • Generates trade orders
   • Sets entry/exit points
   • Manages order execution

📊 Output Format

AutoHedge generates structured output using Pydantic models:

class AutoHedgeOutput(BaseModel):
    id: str                         # Unique identifier
    name: Optional[str]             # Strategy name
    description: Optional[str]      # Strategy description
    stocks: Optional[List[str]]     # List of stocks
    task: Optional[str]             # Analysis task
    thesis: Optional[str]           # Trading thesis
    risk_assessment: Optional[str]  # Risk analysis
    order: Optional[Dict]           # Trade order details
    timestamp: str                  # Timestamp
    current_stock: str              # Current stock being analyzed

🔧 Configuration

AutoHedge can be configured through environment variables or initialization parameters:

trading_system = AutoFund(
    name="CustomStrategy",
    description="My Trading Strategy",
    stocks=["NVDA", "AAPL"],
    output_dir="custom_outputs"
)

📝 Logging

AutoHedge uses the loguru library for comprehensive logging:

logger.add(
    "trading_system_{time}.log",
    rotation="500 MB",
    retention="10 days",
    level="INFO",
    format="{time:YYYY-MM-DD at HH:mm:ss} | {level} | {message}"
)

🔍 Advanced Usage

Custom Agent Configuration

from autohedge import TradingDirector, QuantAnalyst, RiskManager

# Custom director configuration
director = TradingDirector(
    stocks=["NVDA", "AAPL"],
    output_dir="custom_outputs"
)

# Custom analysis
analysis = director.generate_thesis(
    task="Generate comprehensive analysis",
    stock="NVDA"
)

Risk Management

from autohedge import RiskManager

risk_manager = RiskManager()
assessment = risk_manager.assess_risk(
    stock="NVDA",
    thesis=thesis,
    quant_analysis=analysis
)

Diagrams

🏗️ System Architecture

High-Level Component Overview

flowchart TB
    subgraph Client
        A[AutoHedge Client] --> B[Trading System]
    end
    
    subgraph Agents["Multi-Agent System"]
        B --> C{Director Agent}
        C --> D[Quant Agent]
        C --> E[Risk Agent]
        C --> F[Execution Agent]
        
        D --> G[Technical Analysis]
        D --> H[Statistical Analysis]
        
        E --> I[Risk Assessment]
        E --> J[Position Sizing]
        
        F --> K[Order Generation]
        F --> L[Trade Execution]
    end
    
    subgraph Output
        K --> M[JSON Output]
        L --> N[Trade Logs]
    end

Trading Cycle Sequence

sequenceDiagram
    participant C as Client
    participant D as Director
    participant Q as Quant
    participant R as Risk
    participant E as Execution
    
    C->>D: Initialize Trading Cycle
    activate D
    D->>D: Generate Thesis
    D->>Q: Request Analysis
    activate Q
    Q-->>D: Return Analysis
    deactivate Q
    D->>R: Request Risk Assessment
    activate R
    R-->>D: Return Risk Profile
    deactivate R
    D->>E: Generate Order
    activate E
    E-->>D: Return Order Details
    deactivate E
    D-->>C: Return Complete Analysis
    deactivate D

Trade State Machine

stateDiagram-v2
    [*] --> Initialization
    Initialization --> ThesisGeneration
    
    ThesisGeneration --> QuantAnalysis
    QuantAnalysis --> RiskAssessment
    
    RiskAssessment --> OrderGeneration: Risk Approved
    RiskAssessment --> ThesisGeneration: Risk Rejected
    
    OrderGeneration --> OrderExecution
    OrderExecution --> Monitoring
    
    Monitoring --> ThesisGeneration: New Cycle
    Monitoring --> [*]: Complete

Data Flow

flowchart LR
    subgraph Input
        A[Market Data] --> B[Technical Indicators]
        A --> C[Fundamental Data]
    end
    
    subgraph Processing
        B --> D[Quant Analysis]
        C --> D
        D --> E[Risk Analysis]
        E --> F[Order Generation]
    end
    
    subgraph Output
        F --> G[Trade Orders]
        F --> H[Risk Reports]
        F --> I[Performance Metrics]
    end

Class Structure

classDiagram
    class AutoFund {
        +String name
        +String description
        +List stocks
        +Path output_dir
        +run()
    }
    
    class TradingDirector {
        +Agent director_agent
        +TickrAgent tickr
        +generate_thesis()
    }
    
    class QuantAnalyst {
        +Agent quant_agent
        +analyze()
    }
    
    class RiskManager {
        +Agent risk_agent
        +assess_risk()
    }
    
    class ExecutionAgent {
        +Agent execution_agent
        +generate_order()
    }
    
    AutoFund --> TradingDirector
    AutoFund --> QuantAnalyst
    AutoFund --> RiskManager
    AutoFund --> ExecutionAgent

🤝 Contributing

We welcome contributions! Please see our Contributing Guidelines for details.

1. Fork the repository
2. Create your feature branch (git checkout -b feature/AmazingFeature)
3. Commit your changes (git commit -m 'Add some AmazingFeature')
4. Push to the branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

📜 License

This project is licensed under the MIT License - see the LICENSE file for details.

🙏 Acknowledgments

• Swarms for the AI agent framework
• Tickr Agent for market data integration

📞 Support

• Issue Tracker: GitHub Issues
• Discord: Join our community

---

Created with ❤️ by The Swarm Corporation