🚀 IntradayJules Trading System

Sophisticated intraday trading system with dual-ticker (NVDA+MSFT) reinforcement learning

🎯 Quick Start

Day 2 Team Execution

# 1. Validate credentials setup
python scripts/validate_credentials.py

# 2. Check system health
curl http://localhost:8000/monitoring/health

# 3. Follow execution guide
cat DAY2_TEAM_EXECUTION_GUIDE.md

Development Setup

# Start infrastructure
docker-compose up timescaledb -d

# Install dependencies
pip install -r requirements.txt

# Run tests
pytest tests/dual_ticker/test_smoke.py -v

📊 System Status

• ✅ Data Infrastructure: TimescaleDB with dual-ticker schema
• ✅ Trading Environment: OpenAI Gym compatible NVDA+MSFT environment
• ✅ Model Architecture: 28-dimension observation space (26 features + 2 positions)
• ✅ Monitoring: FastAPI + Prometheus metrics (/monitoring/*)
• ✅ Position Tracking: OMS with portfolio status logging
• ⏳ Live Data Feeds: Alpha Vantage + Yahoo Finance fallback (Day 2)

🏗️ Architecture

┌─────────────────┐    ┌──────────────────┐    ┌─────────────────┐
│   Data Feeds    │───▶│  Quality Gates   │───▶│   TimescaleDB   │
│ Alpha Vantage   │    │ <5% missing data │    │ dual_ticker_bars│
│ Yahoo Finance   │    │ OHLC validation  │    │ current_positions│
└─────────────────┘    └──────────────────┘    └─────────────────┘
                                                         │
┌─────────────────┐    ┌──────────────────┐    ┌─────────────────┐
│   Monitoring    │    │ Trading Environment│◀───│  Feature Eng   │
│ /health /metrics│    │ NVDA+MSFT Gym Env │    │ RSI, EMA, VWAP │
│ Prometheus      │    │ 28-dim obs space  │    │ Time features   │
└─────────────────┘    └──────────────────┘    └─────────────────┘

📋 Day 2 Progress

Current Status: 🟡 In Progress → Target: 🟢 Green Finish

Component	Owner	Status	ETA
Data Ingestion	DataEng	⏳	11:00
IB Gateway	TradingOps	⏳	15:00
Quality Gates	QualityEng	⏳	12:30
Real-Time Feeds	DataEng	⏳	14:00
OMS Skeleton	TradingDev	⏳	16:00
Monitoring	DevOps	⏳	13:30

Critical Gates: Data Quality + Live Feeds + IB Auth + Monitoring → Day 3 Ready

🔧 Configuration

Environment-Specific Settings

• CI: 5-minute bars (config/ci.yaml)
• Production: 1-minute bars (config/prod.yaml)
• Quality: Configurable thresholds (config/data_quality.yaml)

Required Secrets

# GitHub Repository Settings → Secrets
ALPHA_VANTAGE_KEY=****
IB_USERNAME=****
IB_PASSWORD=****

📊 Monitoring Endpoints

• Health Check: GET /monitoring/health (JSON system status)
• Metrics: GET /monitoring/metrics (Prometheus format)
• Quick Status: GET /monitoring/status (CLI friendly)

🧪 Testing

# Smoke tests
pytest tests/dual_ticker/test_smoke.py -v

# Database pipeline
pytest tests/dual_ticker/test_smoke.py::test_fixture_to_timescale_pipeline -v

# Full test suite
pytest tests/gym_env/test_dual_ticker_env_enhanced.py -v

📚 Documentation

• Day 2 Execution Guide: Complete roadmap
• Completion Tracker: Real-time progress
• Credentials Setup: Security configuration
• Implementation Summary: Current status

🚀 Next Steps

1. Complete Day 2: Data infrastructure + monitoring operational
2. Day 3: Claude training implementation begins
3. Week 2: Live trading deployment with risk management

---

Built with: Python 3.10+ • FastAPI • TimescaleDB • OpenAI Gym • Prometheus • Docker