Oracle3
Oracle3: 예측시장 거래 엔진·MCP 서버
아직 감지된 업데이트가 없습니다. GitHub 릴리스가 나오면 여기에 보입니다.
개인 계정의 공개 저장소 소유자는 GitHub로 로그인해 운영자를 확인하고 소개를 직접 관리할 수 있습니다. 관리자 승인은 필요하지 않습니다.
로그인한 뒤 확인 파일을 만들어 이 저장소의 기본 브랜치에 30분 안에 커밋해 주세요. 다른 브랜치나 포크의 파일은 인정하지 않습니다. 파일을 올린 뒤 아래에서 확인하면 관리자 승인 없이 관리할 수 있습니다. 자격을 유지하려면 파일을 남겨 두세요.
로그인이 필요하면 로그인 화면으로 이동합니다. 로그인 후 이곳으로 돌아와 원하는 확인 버튼을 다시 눌러 주세요.
프로젝트 폴더에서 /nomorevibe verify를 실행하면 소유권을 확인하고 소개를 직접 관리할 수 있습니다.
1분 만에 확인하기메이커가 쓴 소개는 위의 한 줄이 전부입니다. 더 자세한 내용은 저장소 README에서 읽을 수 있습니다. 저장소 README ↗
README 전체를 불러오는 중입니다.
README 전문 보기 ↗Agentic Trading Lab is an open-source experimental platform for LLM-powered trading agents.
Turn trading ideas into traceable experiments: prototype agents, run backtests, inspect reasoning and decision logs, benchmark against market baselines, and study how agents behave under near-real financial constraints.
Agentic Trading Lab is an interactive research and educational platform for exploring trading systems powered by large language models. Developed alongside a systematic survey of agentic trading research, it helps students, researchers, and developers explore how agents reason, trade, and perform in realistic market environments. Move beyond backtest returns by customizing agents, inspecting their decisions, evaluating risk, and comparing performance on standardized leaderboards, including one that advances forward on live market data.
Talk to agents. Test trading ideas. Start with a market question or trading idea, then turn it into an agent you can run, observe, and improve.
uv venv --python 3.13 .venv
UV_HTTP_TIMEOUT=180 uv pip install --python .venv/bin/python -r requirements.txt -r requirements-vnpy.txt pytest pytest-timeout
dashboard/scripts/run_local_safe.sh # http://127.0.0.1:8765/app, no keys, nothing can trade or bill
Full guide (backtests, tests, credentials, troubleshooting): docs/local-run.md.
AgenticTrading/
├── dashboard/ # Shipping product
│ ├── backend/ # FastAPI package (dashboard.backend.*)
│ │ ├── api/ # /api routers + Agent API v2 (/api/v2)
│ │ ├── domain/ # Business logic (runs, backtesting, leaderboard, trading, …)
│ │ ├── execution/ # v2 execution backends (backtest live; paper stub)
│ │ ├── infrastructure/ # LLM validator, market data, Alpaca + Robinhood brokers
│ │ └── integrations/ # Discord bot, etc.
│ ├── frontend/ # Static assets: landing (/) + dashboard (/app)
│ ├── landing/ # Vite/React landing source (builds into frontend/)
│ ├── scripts/ # CLI backtests (backtest_hourly_agent.py, …)
│ ├── config/ # defaults.json, leaderboard.json, marketplace.json
│ └── storage/ # data/backtest.db + backups/
├── packaging/agentictrading/ # Python SDK (AgentRunner + HTTP client; install from source)
├── credentials/ # Local only — not in git (see alpaca.json.example)
├── docs/ # Sphinx docs + architecture notes
├── orchestration/ # FinAgent multi-agent framework (separate)
├── requirements.txt # Dashboard deps (not root pyproject.toml)
├── Dockerfile / render.yaml # Backend deploy
└── dashboard/frontend/vercel.json # Frontend static deploy (must sit in the Vercel Root Directory)
Agentic Trading Lab is evolving from an experimental playground into an open platform where trading agents, models, data, and tools can be connected, managed, evaluated, and reused.
Progress so far: news sentiment comes from Agentic FinSearch (Home panel + v2 agent context), with Reddit/social sentiment still planned. The live feed is paused for now, so the Home panel shows a labelled demo snapshot. Under Broader agent and tool connectivity, the first external-framework adapter has shipped — TradingAgents runs locally on your own model and data credentials and replays its decisions through the Python SDK (setup guide, written in Simplified Chinese) — while MCP, broker, and data-provider adapters are still ahead.
This repository includes the FinAgent Orchestration Framework under orchestration/, developed by Jifeng Li et al. at Open Finance Lab. The orchestration framework provides multi-agent architecture, memory systems, and DAG-based planning components. See orchestration/README.md for details.
If you use the orchestration framework in research, please cite:
@inproceedings{orchestration_finagents_2025,
title = {Orchestration Framework for Financial Agents: From Algorithmic Trading to Agentic Trading},
author = {Jifeng Li and Arnav Grover and Abraham Alpuerto and Yupeng Cao and Xiao-Yang Liu},
booktitle = {NeurIPS 2025 Workshop on Generative AI in Finance},
year = {2025},
}
Plain-text citation:
Jifeng Li, Arnav Grover, Abraham Alpuerto, Yupeng Cao, and Xiao-Yang Liu. Orchestration Framework for Financial Agents: From Algorithmic Trading to Agentic Trading. NeurIPS 2025 Workshop on Generative AI in Finance, 2025.
Documentation: finagent-orchestration.readthedocs.io. Local preview: docs/README.md
OpenMDW-1.0 — See LICENSE (Copyright @ SecureFinAI Lab)
Pull requests and issues welcome!
Built with Alpaca API, FastAPI, Chart.js, SQLite, and Postgres