```
|--- data/
|     |--- raw/
|     |--- processed/
|     |--- external/
|
|--- models/
|     |--- saved_models/
|
|--- notebooks/
|
|--- src/
|     |--- data/
|     |--- features/
|     |--- models/
|     |--- visualization/
|
|--- tests/
|     |--- data/
|     |--- features/
|     |--- models/
|     |--- visualization/
|
|--- .gitignore
|--- README.md
|--- requirements.txt
|--- main.py
```

1. `data/`: This directory holds all your data files. `raw/` might contain the data as it was originally obtained, while `processed/` contains data that has been cleaned or transformed for analysis or modeling. `external/` could hold any external data sources.

2. `models/`: This is where you would store trained model files for easy reuse later. `saved_models/` would contain the serialized versions of your trained models.

3. `notebooks/`: This is a good place to put Jupyter notebooks or other interactive documents used for exploration and visualization.

4. `src/`: This directory would contain the source code for your project. `data/` could contain code for loading and cleaning data, `features/` might hold code for feature extraction or selection, `models/` would have the code for your machine learning models, and `visualization/` might contain code for creating plots and other visualizations.

5. `tests/`: Contains unit tests for your project, organized in a similar way to `src/`.

6. `.gitignore`: This file tells git which files or directories to ignore.

7. `README.md`: This file provides an overview of your project and instructions on how to run the code.

8. `requirements.txt`: This file lists the Python dependencies required to run your project.

9. `main.py`: This is the main script that ties together all the parts of your project.

For a trading bot, our goal could be to predict the future price of a specific asset, like a stock, given historical data. This is essentially a time-series forecasting problem.

To keep things relatively simple, we could consider using a linear regression model to start with. This is a good starting point for regression tasks and can give us a baseline to compare with more complex models.

Here's a high-level overview of the steps involved:

Data Preparation: Collect historical price data using the Alpaca API or another data source. Preprocess this data to create useful features and split it into training and testing sets.

Model Training: Train a linear regression model on the training data. This involves fitting the model to the input features and the target variable (the price).

Model Evaluation: Evaluate the model's performance on the testing data. This involves using the model to predict the prices in the testing data and comparing these predictions to the actual prices.