Vibe-Trading: Your Personal Trading Agent

📰 News

2026-07-14

🌉 Longbridge market data + modern MCP transport + provider reliability
Longbridge joins the historical-data fallback layer with key-gated credentials, date-window splitting, strict completeness checks, and an opt-in SDK dependency; four China-market flow tools gain verified Tushare fallbacks, and negative final equity no longer crashes backtest metrics. The MCP server now supports Streamable HTTP, `write_file` safely recovers aliased or missing path arguments, hypothesis updates reject unsupported fields, and Correlation requests are authenticated. NVIDIA NIM is now a first-class provider across Web Settings and both CLI onboarding paths, with a versioned compatibility User-Agent to address the reported 403; Web Settings now writes to the canonical `~/.vibe-trading/.env`, migrates legacy configuration, and reports permission failures clearly, fixing the DeepSeek save-time 500.

2026-07-13

🔒 Security hardening: all 10 external-audit findings closed + contributor batch
every finding from the 2026-07-10 external security audit is now addressed on `main` — Docker multi-stage rebuild with digest-pinned images, an AST-hardened backtest sandbox blocking network/subprocess/eval/os.environ/unsafe-open (including inside nested function bodies), short-lived single-use SSE auth tickets, hardened Compose (read-only rootfs, dropped capabilities, resource limits), auth + rate limiting on `/correlation`, security headers, hash-locked dependencies, and more. Also merged: opt-in **TAP mode** for Alpaca key isolation, realized portfolio turnover surfaced in backtest metrics, a **Frazzini-Pedersen betting-against-beta** academic factor, a look-ahead-bias fix across all 5 portfolio optimizers, and two preflight/provider-config fixes.

2026-07-12

🧪 Strategy Development Manager + contributor fix batch
the new `strategy-dev-manager` skill turns academic papers and broker research into registered factors/strategies with a persistent artifact store and automated IC/Sharpe decay monitoring — `sdm_register` / `sdm_status` / `sdm_decay_scan` drive an active → monitoring → decayed → disabled lifecycle over `~/.vibe-trading/`. Also merged: the Correlation tab accepts bare tickers (`AAPL,SPY`) and walks the full loader fallback chain, the `local` loader honors requested intervals via OHLCV resampling, Binance USD-M perpetual history lands with explicit `BTC-USDT-PERP` routing + execution/mark price separation as the first slice, FastMCP transport imports now work across both module layouts, and Requesty is available as an OpenAI-compatible LLM gateway provider.

✨ Key Features

🔍 Self-Improving Trading Agent

• Natural-language market research
• Strategy drafts and file/web analysis
• Memory-backed workflows

🐝 Multi-Agent Trading Teams

• Investment, quant, crypto, and risk teams
• Streaming progress and persisted reports
• Workers grounded with fetched market data

📊 Cross-Market Data & Backtesting

• A/HK/US equities, crypto, futures, and forex
• Data fallback and composite backtests
• PIT data, validation, and run cards

👥 Shadow Account

• Broker-journal behavior diagnostics
• Rule-based Shadow Account comparisons
• Exportable audit reports and strategy code

💡 What You Can Do

Task	Output
Ask a trading question	Market research with tools, data, documents, and reusable session context.
Backtest a strategy idea	Strategy code, metrics, benchmark context, validation artifacts, and run cards.
Review your own trades	Broker-journal parsing, behavior diagnostics, rule extraction, and Shadow Account comparisons.
Improve repeated research	Persistent memory and editable skills turn useful routines into reusable workflows.
Run analyst teams	Multi-agent research reviews for investment, quant, crypto, macro, and risk workflows.
Put research into IM channels	Run the same session runtime through WebSocket, Telegram, Slack, Discord, Matrix, WhatsApp, Signal, QQ/NapCat, WeChat/WeCom, Feishu/Lark, DingTalk, Teams, email, and Mochat.
Ship usable artifacts	Reports, TradingView Pine Script, TDX, MetaTrader 5, MCP tools, and later research sessions.
Bench a pre-built alpha zoo	One-line IC + alive/reversed/dead categorisation across 461 alphas on your universe.

👥 Shadow Account

Shadow Account starts from your own trading records instead of a generic strategy template.

Step	Agent output
1. Read your journal	Parses broker exports from 同花顺, 东方财富, 富途, and generic CSV formats.
2. Profile your behavior	Holding days, win rate, PnL ratio, drawdown, disposition effect, overtrading, momentum chasing, and anchoring checks.
3. Extract your rules	Turns recurring entries/exits into an explicit strategy profile instead of a hand-wavy summary.
4. Run the shadow	Backtests the extracted rules and highlights rule breaks, early exits, missed signals, and alternative trade paths.
5. Deliver the report	Produces an HTML/PDF report that can be inspected, archived, or refined in a later session.

🎬 Demo

☝️ Natural-language backtest & multi-agent swarm debate — Web UI + CLI

🚀 Quick Start

                    One-line install (PyPI):

                    pip install vibe-trading-ai

                    Then run a first research task:

                    vibe-trading init

                    vibe-trading run -p "Backtest a BTC-USDT 20/50 moving-average strategy for 2024 and summarize return and drawdown"

                    Quick example:

                    Natural-language research

                    vibe-trading run -p "Backtest a BTC-USDT 20/50 moving-average strategy for 2024, summarize return and drawdown, then export the report"

                    Bench a pre-built alpha zoo

                    vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2018-2025 --top 20

💡 Examples

Strategy & Backtesting

• Moving average crossover on US equities
• RSI mean-reversion on crypto
• Multi-factor strategy on A-shares
• Export to TradingView / TDX / MetaTrader 5

Market Research

• Equity deep-dive (earnings, analyst consensus, option flow)
• Macro analysis (Fed rates, USD strength, EM impact)
• Crypto on-chain (whale flows, exchange balances, funding rates)

Swarm Workflows

• Bull/bear debate on stocks
• Quant strategy from screening to backtest
• Crypto desk: funding + liquidation + flow → risk manager
• Global macro portfolio allocation

🌐 API Server

vibe-trading serve --port 8899

Method	Endpoint	Description
GET	/runs	List runs
GET	/runs/{run_id}	Run details
GET	/runs/{run_id}/pine	Multi-platform indicator export
POST	/sessions	Create session
POST	/sessions/{id}/messages	Send message
GET	/sessions/{id}/events	SSE event stream
POST	/upload	Upload PDF/file
GET	/swarm/presets	List swarm presets
POST	/swarm/runs	Start swarm run
GET	/swarm/runs/{id}/events	Swarm SSE stream
GET	/alpha/list	List alphas (filter by zoo/theme/universe)
GET	/alpha/{alpha_id}	Alpha metadata + source code
POST	/alpha/bench	Start a bench job (returns `job_id`)
GET	/alpha/bench/{job_id}/stream	SSE progress stream

🗺 Roadmap

Trust Layer

• Reproducible run cards are emitted and shown in Run Detail
• Tool traces and citations
Status: v1 Shipped

Hypothesis Registry

• Durable research hypotheses with lifecycle status
• Data sources, skills, run-card links
• Invalidation notes
Status: Backend MVP Shipped

Research Autopilot

• Manual-first research loop: hypothesis → deterministic backtest → evidence report
Status: Phase 1–3 Shipped

Data Bridge

• Bring-your-own data: local CSV/Parquet/SQL connectors
• Schema mapping
Status: Local loader Shipped

🤝 Contributing

We welcome contributions! See CONTRIBUTING.md for guidelines.

Good first issues are tagged with good first issue — pick one and get started.

Want to contribute something bigger? Check the Roadmap above and open an issue to discuss before starting.