/ai-hedge-fund

An AI Hedge Fund Team

Primary LanguagePython

AI Hedge Fund

An AI-powered hedge fund that uses multiple agents to make trading decisions. The system employs several agents working together:

  1. Market Data Analyst - Gathers and preprocesses market data
  2. Sentiment Agent - Analyzes market sentiment and generates trading signals
  3. Fundamentals Agent - Analyzes fundamental data and generates trading signals
  4. Quant Analyst - Analyzes technical indicators and generates trading signals
  5. Risk Manager - Evaluates portfolio risk and sets position limits
  6. Portfolio Manager - Makes final trading decisions and generates orders
Screenshot 2024-12-11 at 12 20 37 AM

Note: the system simulates trading decisions, it does not actually trade.

Disclaimer

This project is for educational and research purposes only.

  • Not intended for real trading or investment
  • No warranties or guarantees provided
  • Past performance does not indicate future results
  • Creator assumes no liability for financial losses
  • Consult a financial advisor for investment decisions

By using this software, you agree to use it solely for learning purposes.

Table of Contents

Setup

Clone the repository:

git clone https://github.com/virattt/ai-hedge-fund.git
cd ai-hedge-fund
  1. Install Poetry (if not already installed):
curl -sSL https://install.python-poetry.org | python3 -
  1. Install dependencies:
poetry install
  1. Set up your environment variables:
# Create .env file for your API keys
cp .env.example .env

export OPENAI_API_KEY='your-api-key-here' # Get a key from https://platform.openai.com/
export FINANCIAL_DATASETS_API_KEY='your-api-key-here' # Get a key from https://financialdatasets.ai/

Usage

Running the Hedge Fund

poetry run python src/agents.py --ticker AAPL

You can also specify a --show-reasoning flag to print the reasoning of each agent to the console.

poetry run python src/agents.py --ticker AAPL --show-reasoning

You can optionally specify the start and end dates to make decisions for a specific time period.

poetry run python src/agents.py --ticker AAPL --start-date 2024-01-01 --end-date 2024-03-01

Running the Backtester

poetry run python src/backtester.py --ticker AAPL

Example Output:

Starting backtest...
Date         Ticker Action Quantity    Price         Cash    Stock  Total Value
----------------------------------------------------------------------
2024-01-01   AAPL   buy       519.0   192.53        76.93    519.0    100000.00
2024-01-02   AAPL   hold          0   185.64        76.93    519.0     96424.09
2024-01-03   AAPL   hold          0   184.25        76.93    519.0     95702.68
2024-01-04   AAPL   hold          0   181.91        76.93    519.0     94488.22
2024-01-05   AAPL   hold          0   181.18        76.93    519.0     94109.35
2024-01-08   AAPL   sell        519   185.56     96382.57      0.0     96382.57
2024-01-09   AAPL   buy       520.0   185.14       109.77    520.0     96382.57

You can optionally specify the start and end dates to backtest over a specific time period.

poetry run python src/backtester.py --ticker AAPL --start-date 2024-01-01 --end-date 2024-03-01

Project Structure

ai-hedge-fund/
├── src/
│   ├── agents.py # Main agent definitions and workflow
│   ├── backtester.py # Backtesting functionality
│   ├── tools.py # Agent tools
├── pyproject.toml # Poetry configuration
├── .env.example # Environment variables
└── README.md # Documentation

Contributing

  1. Fork the repository
  2. Create a feature branch
  3. Commit your changes
  4. Push to the branch
  5. Create a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.