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#!/usr/bin/env python3
"""
Demonstration script for the Algorithmic Trading System
This script demonstrates the key features of the system:
- Synthetic data generation
- Trading workflow execution
- Backtesting
- Logging
"""
import yaml
import pandas as pd
from agentic_ai_system.synthetic_data_generator import SyntheticDataGenerator
from agentic_ai_system.logger_config import setup_logging
from agentic_ai_system.orchestrator import run, run_backtest
from agentic_ai_system.main import load_config
def main():
"""Main demonstration function"""
print("🚀 Algorithmic Trading System Demo")
print("=" * 50)
# Load configuration
try:
config = load_config()
print("✅ Configuration loaded successfully")
except Exception as e:
print(f"❌ Error loading configuration: {e}")
return
# Setup logging
setup_logging(config)
print("✅ Logging system initialized")
# Demo 1: Synthetic Data Generation
print("\n📊 Demo 1: Synthetic Data Generation")
print("-" * 30)
try:
generator = SyntheticDataGenerator(config)
# Generate OHLCV data
print("Generating OHLCV data...")
ohlcv_data = generator.generate_ohlcv_data(
symbol='AAPL',
start_date='2024-01-01',
end_date='2024-01-02',
frequency='1H'
)
print(f"✅ Generated {len(ohlcv_data)} OHLCV data points")
# Show sample data
print("\nSample OHLCV data:")
print(ohlcv_data.head())
# Generate different market scenarios
print("\nGenerating market scenarios...")
scenarios = ['normal', 'volatile', 'trending', 'crash']
for scenario in scenarios:
scenario_data = generator.generate_market_scenarios(scenario)
avg_price = scenario_data['close'].mean()
print(f" {scenario.capitalize()} market: {len(scenario_data)} points, avg price: ${avg_price:.2f}")
except Exception as e:
print(f"❌ Error in synthetic data generation: {e}")
# Demo 2: Trading Workflow
print("\n🤖 Demo 2: Trading Workflow")
print("-" * 30)
try:
print("Running trading workflow...")
result = run(config)
if result['success']:
print("✅ Trading workflow completed successfully")
print(f" Data loaded: {result['data_loaded']}")
print(f" Signal generated: {result['signal_generated']}")
print(f" Order executed: {result['order_executed']}")
print(f" Execution time: {result['execution_time']:.2f} seconds")
if result['order_executed'] and result['execution_result']:
exec_result = result['execution_result']
print(f" Order details: {exec_result['action']} {exec_result['quantity']} {exec_result['symbol']} @ ${exec_result['price']:.2f}")
else:
print("❌ Trading workflow failed")
print(f" Errors: {result['errors']}")
except Exception as e:
print(f"❌ Error in trading workflow: {e}")
# Demo 3: Backtesting
print("\n📈 Demo 3: Backtesting")
print("-" * 30)
try:
print("Running backtest...")
backtest_result = run_backtest(config, '2024-01-01', '2024-01-07')
if backtest_result['success']:
print("✅ Backtest completed successfully")
print(f" Initial capital: ${backtest_result['initial_capital']:,.2f}")
print(f" Final value: ${backtest_result['final_value']:,.2f}")
print(f" Total return: {backtest_result['total_return']:.2%}")
print(f" Total trades: {backtest_result['total_trades']}")
print(f" Positions: {backtest_result['positions']}")
else:
print("❌ Backtest failed")
print(f" Error: {backtest_result['error']}")
except Exception as e:
print(f"❌ Error in backtesting: {e}")
# Demo 4: System Statistics
print("\n📊 Demo 4: System Statistics")
print("-" * 30)
try:
# Show configuration summary
print("Configuration Summary:")
print(f" Trading symbol: {config['trading']['symbol']}")
print(f" Timeframe: {config['trading']['timeframe']}")
print(f" Capital: ${config['trading']['capital']:,.2f}")
print(f" Max position: {config['risk']['max_position']}")
print(f" Max drawdown: {config['risk']['max_drawdown']:.1%}")
print(f" Broker API: {config['execution']['broker_api']}")
# Show synthetic data parameters
print("\nSynthetic Data Parameters:")
print(f" Base price: ${config['synthetic_data']['base_price']:.2f}")
print(f" Volatility: {config['synthetic_data']['volatility']:.3f}")
print(f" Trend: {config['synthetic_data']['trend']:.3f}")
print(f" Noise level: {config['synthetic_data']['noise_level']:.3f}")
except Exception as e:
print(f"❌ Error showing statistics: {e}")
print("\n🎉 Demo completed!")
print("\n📝 Check the logs directory for detailed logs:")
print(" - logs/trading_system.log")
print(" - logs/trading.log")
print(" - logs/performance.log")
print(" - logs/errors.log")
if __name__ == '__main__':
main() |