sagan-trade 0.3.1

Strategic Symbolic Trading Engine with iterative R2 fitting and FunctionGemma discovery.

Sagan Trade

High-throughput symbolic mathematical trading engine

Sagan Trade replaces black-box neural networks with transparent, human-readable mathematical equations discovered via FunctionGemma (via Ollama).

Component	Role
Symbolic Regressor	Fits variables to R2 > 0.95 using Polynomial and Fourier basis functions.
FunctionGemma	AI architect that suggests optimal mathematical compositions of signals.
Power Hub	OS-level optimization for maximum throughput (Eco, Balanced, Turbo).

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Installation

pip install sagan-trade

Or in editable mode from source:

git clone https://github.com/That-Tech-Geek/sagan-trade
cd sagan-trade
pip install -e ".[dev]"

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📊 Performance & Research

The SymbolicBasis framework achieves high-fidelity trend fitting by decomposing signals into Polynomial and Fourier series.

Asset	Discovered Function	Fidelity ($R^2$)
AAPL	Polynomial (Deg 4)	0.9337
MSFT	Polynomial (Deg 5)	0.9370
GOOGL	Polynomial (Deg 3)	0.9617
NVDA	Polynomial (Deg 3)	0.9211

[!NOTE] Higher $R^2$ values indicate greater trend stability, allowing the PortfolioAllocator to prioritize assets with minimal mathematical uncertainty.

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Quick Start

Python API

import sagan

# Train a symbolic ensemble with high-accuracy math fitting
model_id = sagan.train(
    ["AAPL"], 
    signals=["Close", "Volume", "RSI"], 
    target_r2=0.95,
    profile="turbo"
)

# Predict using the latest symbolic expression
result = sagan.predict()
print(result["signal"])     # "LONG" | "SHORT"
print(result["formula"])    # e.g. "(Close * 0.5) + log(Volume)"

Command-Line Interface

# List available math signals for a ticker
sagan vars AAPL

# Train symbolic model
sagan train AAPL --signals Close,Volume --r2 0.95 --profile turbo

# Get Trading Signal
sagan predict

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Architecture

yfinance Data
       │
       ▼
[Parallel Fitting] → Each variable fitted to R2 > 0.95
       │
       ▼
[FunctionGemma]   → Suggests composite math formula
       │
       ▼
[Evaluation]      → Trend-based signal generation

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Configuration

All defaults live in sagan.config:

from sagan import config

config.models_dir = "~/.sagan/models/"

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License

MIT © 2024 Sagan Labs