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Open-Finance-LabLLM-powered trading agent playground for research and simulation
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Summary
Open-Finance-Lab/AgenticTrading offers an experimental, open-source platform for developing and evaluating LLM-powered trading agents. It targets students, researchers, and developers, enabling prototyping, traceable backtests, paper-trading simulations, decision inspection, and performance benchmarking under realistic financial constraints.
How It Works
The platform uses a backtest -> API -> dashboard pipeline. A CLI backtest engine fetches market data, runs agent/baseline logic, and stores results in SQLite. A FastAPI REST API exposes endpoints for backtest results, paper trading (via Alpaca API), and dashboard data. The frontend visualizes agent performance. A key component is the integrated FinAgent Orchestration Framework, providing multi-agent capabilities, memory, and DAG planning.
Quick Start & Requirements
pip. Backtesting via scripts (e.g., scripts/backtest_hourly_agent.py). FastAPI backend runs locally.docs/README.md. Full docs at finagent-orchestration.readthedocs.io.Highlighted Details
Maintenance & Community
The project incorporates the FinAgent Orchestration Framework by Jifeng Li et al. No specific community channels or active maintenance signals beyond future roadmap items are detailed.
Licensing & Compatibility
Licensed under OpenMDW-1.0 (Copyright Jifeng Li @ SecureFinAI Lab). Specific terms for commercial use or closed-source linking are not detailed.
Limitations & Caveats
Described as an "experimental playground" and "research platform," it may not be production-ready. The leaderboard uses mock data, pending integration of real multi-agent runs. LLM integration requires specific configuration, with only an example provided.
4 hours ago
Inactive