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One Command to Empower Your Agent with Comprehensive Trading Capabilities
GitHub topic rankings by stars · Nov 4, 2026
#1 Backtesting ·
#3 Algorithmic Trading ·
#4 Quantitative Finance
Website · Docs · News · Features · Shadow Account · Demo · Quick Start · Examples · API / MCP · Roadmap · Contributors
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2026-11-04 📊 Gildata financial queries, stock screening and Shannon portfolio diagnosis — Screen stocks by market cap and retrieve their half-year revenue in one request, or inspect portfolio factor exposures and each holding’s contribution to volatility. All nine Gildata features are opt-in, including for existing token holders. Free data sources never fall back to Gildata. #2117 · #2118 · #2119 Also clarified next-bar backtest fills, fixed false Swarm timeouts on Unicode heartbeats and sped up research artifact deduplication. #2137 · #2155 · #2159
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2026-11-03 🛠️ Runtime integrity and localization follow-ups: Preserve U+2028/U+2029 inside trace, audit-ledger and session-search JSONL records, keep ledger appends valid after such payloads, normalize underscored model labels, and preserve handoff summaries during layer-2 compaction. Also accept BOM-prefixed frontmatter and keep the welcome surface aligned in RTL locales. Add regression coverage.
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2026-11-02 🛠️ Frontmatter, result safety and welcome polish: Unquote quoted scalar metadata, fall back to a readable truncation when an oversized result cannot be encoded, and refine the welcome layout and featured cards. Add regression coverage.
Earlier news
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2026-11-01 🛠️ Session timestamps, theme contrast and welcome interactions: Stamp session updates in UTC, keep dark-mode primary buttons legible, and make side-panel examples clickable with clear category labels. Add regression coverage.
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2026-10-31 🛠️ Welcome and ticker parsing polish: Move the welcome surface to a warm paper palette and two-column layout, make featured examples and side-panel actions clearer, and stop trailing ticker letters from being interpreted as A-share or A/H constraints.
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2026-10-30 🛠️ Channel reliability and A-share sizing: Voice notes reach the agent as attachments in Telegram, Feishu, Matrix and Weixin; STAR and Beijing backtests follow their board-specific minimum sizes and one-share increments. Add path-containment regressions. (#2106, #2105, #2094). Follow-up: stream cancellation and retry/cache accounting, scoped background recovery, evidence-preserving research-goal edits, and Discord overflow fixes. A-share 5m paper steps now match bar by bar; saved accounts remain daily-only. Optional Parallel search is off by default. (#2099, #2109, #2111, #2113).
Vibe-Trading turns finance questions into research reports, runnable backtests and paper portfolios. You can also authorize a supported broker to execute live trades within a mandate you set and can halt. Your funds stay with the broker.
| Task | Where to start |
|---|---|
| Research markets, filings or uploaded documents | Ask in Web chat or attach a report. |
| Backtest a strategy or benchmark alphas | Inspect charts and trades in Run Detail, or compare factors in /alpha-zoo. |
| Simulate trading or replay a journal | Track daily fills and NAV in /paper-trading. Use /journal and /shadow in the CLI to review your trades. |
| Combine accounts or compare allocations | Open /portfolio for holdings and proposed allocation changes. Broker support |
| Explore options and correlations | Open /options for multi-leg payoffs and Greeks, or /correlation for market regimes. |
| Coordinate or repeat research | Run a Swarm team, assign work in Pixel Office or schedule a brief in /scheduled. |
| Revisit research with dated evidence | Search /research-artifacts on main. Versioned research |
Once you have run vibe-trading init, you can ask for a backtest in plain English or benchmark an existing alpha library from the terminal.
vibe-trading run -p "Backtest a BTC-USDT 20/50 moving-average crossover for 2024. Compare it with buy-and-hold and report maximum drawdown."
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2018-2025 --top 20Open Run Detail to compare the crossover with buy-and-hold, inspect the trades behind a drawdown and check the data source on the run card.
| Step | In the crossover example |
|---|---|
| Plan | Identify the trading pair, date range, moving averages and benchmark from the prompt. |
| Ground | Fetch historical bars for BTC-USDT. Check the source and dates before interpreting the result. |
| Execute | Write the strategy and run the backtest. The run directory holds the strategy, trades and equity curve. |
| Validate | Compare the result with buy-and-hold. Inspect turnover, drawdown and validation warnings alongside return. |
| Revisit | Open the saved run or ask a follow-up with different parameters. On main, you can also save a dated research conclusion and revise it when new evidence arrives. |
The loader supports 28 market-data sources. With source: "auto", it infers the market from the symbol and tries the configured sources in order.
| Market | How a request is filled |
|---|---|
| A-shares and Hong Kong | Start with Tencent. If it cannot supply the bars, try Eastmoney and then the remaining sources for that market. |
| US equities | Start with Yahoo. Stooq and Sina are the next two sources in the chain. |
| Crypto | Try OKX, Binance and CCXT before falling back to other sources. |
| Futures | Chinese contracts can use AKShare or local bars. Supply local bars for global contracts. |
You can also choose a source explicitly. For example, installing vibe-trading-ai[ashare] adds the token-free BaoStock loader for daily A-share bars. The data source reference lists the full chains and credential requirements.
| Feature | What you can do |
|---|---|
| Filings and holdings | Compare a manager’s SEC 13F holdings across quarters, or look through an ETF to its underlying positions. Each holdings report carries its reporting date. |
| Company valuation | Use /dcf to see how a valuation changes with the discount rate and terminal growth. Use /comps for peer multiples, or build a linked three-statement model and export the results to Excel. |
| Papers and documents | Search arXiv and OpenAlex for a signal, inspect the authors’ definition, then test it on your own universe. Upload a filing, spreadsheet or slide deck for questions about a specific exhibit. |
| Stock screening | With Gildata enabled on main, screen companies by market cap and retrieve half-year revenue in one request. Screening and portfolio factor diagnosis each have their own opt-in. |
| Feature | What you can do |
|---|---|
| Alpha Zoo | Benchmark signals from Qlib, Alpha101, GTJA and the academic and fundamental libraries. Compare information coefficients across horizons, then check whether the result survives a walk-forward test. |
| Backtest engines | Model A-share price limits, crypto funding or futures margin. Use a shared capital pool for a cross-market strategy and inspect the individual fills behind its returns. |
| Options Lab | Build a spread leg by leg. Compare its expiry payoff with the Greeks and see how the position responds to a change in spot price and implied volatility. |
| Portfolio risk | Inspect drawdowns, estimate value at risk and expected shortfall, or use Brinson attribution to separate allocation from stock selection. The correlation view shows when markets start moving together. |
| Strategy tracking | Register a strategy with its evidence and track how its Sharpe ratio or factor information coefficient changes as new results come in. |
| Feature | What you can do |
|---|---|
| Portfolio | Bring read-only broker holdings into one snapshot or import an extraETF export. Enter target weights to preview the value change for each holding. |
| Paper trading | Advance a saved account one trading day and inspect fills, cash and NAV. On main, you can also replay an A-share session in five-minute steps in a separate simulation. |
| Shadow Account | Import your broker’s trade journal, inspect fees and trading habits, then compare the actual trades with a rule-based replay. |
| Broker connections | Set up a connection in the CLI or Web and test it with a read. For supported live profiles, set symbol, order and exposure limits before enabling trading. The kill switch halts live activity. |
| Feature | What you can do |
|---|---|
| Swarm and Pixel Office | Run a bull–bear investment committee or a quant research desk and inspect the workers’ reports. In Pixel Office, assign a task to a teammate and record the result on the shared board. |
| Scheduled briefs | Start from a premarket brief, an earnings tracker or a portfolio checkup. Choose a schedule and send the report to a configured channel such as Slack, Telegram or email. |
| Research history | Search older sessions and reopen a saved run. On main, save a dated conclusion with its evidence and compare revisions when the investment case changes. |
| Run records | Inspect the data source, model, execution record and metric references behind a backtest. Reopen the saved trades and equity curve to check a reported figure. |
Compare read-only, paper and live support by broker
Read means a dedicated read-only profile. Sim means paper orders through a broker sandbox or local simulation. Live means live orders under a mandate.
Yes indicates a declared capability. A dash means no matching profile is declared.
| Broker | Read | Sim | Live |
|---|---|---|---|
| alpaca | Yes | Yes | Yes |
| binance | Yes | Yes | Yes |
| dhan | Yes | Yes | — |
| etoro | Yes | Yes | Yes |
| futu | Yes | Yes | Yes |
| ibkr | Yes | — | — |
| kis | Yes | Yes | — |
| longbridge | Yes | Yes | — |
| mstock | Yes | — | — |
| mt5 | Yes | Yes | Yes |
| okx | Yes | Yes | Yes |
| robinhood | Yes | — | Yes |
| scalable | Yes | — | — |
| shoonya | Yes | Yes | — |
| tiger | Yes | Yes | Yes |
| toss | Yes | — | — |
| trading212 | Yes | — | — |
| upbit | Yes | Yes | — |
| zerodha | Yes | Yes | — |
| Web · From prompt to backtest | CLI · Interactive terminal |
|---|---|
demo-web-research.mp4 |
cli-playbooks.mp4 |
| Send a strategy request, follow the agent’s work and inspect the resulting run. | Browse the research playbooks and open the pre-market brief in the terminal. |
Terminal. Install the package with Python 3.11+, choose a model provider in the setup wizard, then open the interactive CLI.
pip install vibe-trading-ai
vibe-trading init
vibe-tradingWeb app. Docker serves the frontend and API together at http://localhost:8899. From a fresh checkout, configure your provider before starting the container.
git clone https://github.com/HKUDS/Vibe-Trading.git
cd Vibe-Trading
cp agent/.env.example agent/.env
# Set your provider and API key in agent/.env.
docker compose up --buildPyPI 0.1.18 includes the CLI, API and MCP server. For a frontend development setup or a local model, see the installation guide.
Start vibe-trading for the interactive terminal. Type /help at the prompt to browse commands or use these shortcuts during research.
| Command | Use it to |
|---|---|
/model |
Switch the provider or model for the session. |
/history |
Browse and resume a prior conversation. |
/show <run-id> |
Inspect the results of a saved run. |
/pine |
Export the current strategy as a Pine Script indicator. |
From the shell, vibe-trading alpha list browses the factor libraries and vibe-trading playbook list shows the scheduled research templates.
- Compare stocks. Ask “Compare AAPL and MSFT over 2024. Which month accounts for the largest gap in returns?” Resume the conversation later with
/history. - Review your trades. Use
/journalto analyze your exported trade history, then/shadowto compare your trades with a rule-based alternative. - Run an investment committee. Choose a stock and follow the bull and bear cases through to the final report.
vibe-trading --swarm-run investment_committee '{"target":"TSLA","market":"US"}'Start a local server with vibe-trading serve --port 8899. In a second terminal, run curl http://localhost:8899/runs to list saved runs. Use the returned ID with GET /runs/{run_id} to inspect its results.
| To run a research session over HTTP | Endpoint |
|---|---|
| Create the conversation | POST /sessions |
| Send the research question | POST /sessions/{id}/messages |
| Follow progress as it happens | GET /sessions/{id}/events |
Open http://localhost:8899/docs to try the endpoints interactively. Authenticated clients send the API key in the Authorization: Bearer header.
MCP clients can launch the same package over stdio. Add this entry to Claude Desktop’s claude_desktop_config.json, restart the client and call list_skills.
{
"mcpServers": {
"vibe-trading": { "command": "vibe-trading-mcp" }
}
}For other clients or a custom output directory, see the MCP configurations.
Vibe-Trading is part of the HKUDS agent ecosystem:
|
NanoBot Ultra-Lightweight Personal AI Assistant |
AI-Trader Agent-Native Signal & Copy Trading Platform |
CLI-Anything Making All Software Agent-Native |
OpenSpace Self-Evolving AI Agent Skills |
ClawTeam Agent Swarm Intelligence |
| Area | Available now | Next or on main |
|---|---|---|
| Paper trading | Daily accounts persist cash, fills and NAV between sessions. | Main adds five-minute A-share paper steps. |
| Research | Run cards record metrics and evidence for a completed backtest. | Main adds dated research artifacts with revision history and search. |
| Options Lab | Explore multi-leg payoffs, Greeks and spot × IV scenarios. | Volatility surface planned. |
Pick a good first issue or open an issue to discuss a larger change. The contributing guide covers local setup and checks to run before opening a pull request.
Thank you to everyone who has contributed to Vibe-Trading.
v0.1.18 · @warren618 (Haozhe Wu) shipped on-demand tool schemas, preserved large research results in run artifacts and fixed usage accounting for interrupted model calls.
- @rudycelekli — a 92-PR correctness sweep (13 of them landed as maintainer ports): quant-library guards and edge cases (implied-vol price tolerance #1657, gaps in VaR breach transitions #1658, Heston inputs #1719, scheduled CDS coupons #1716, Carino coincidence #1943, undefined probabilistic-Sharpe and bond-accrual inputs #1821/#1822), missing prices kept out of risk x-ray return pairs and OU lag pairs (#1717/#1713), an undefined three-scenario upside and unbounded journal ratios reported as such (#1921/#1884), document reading that keeps PDF text, Word order, PowerPoint groups and Excel missing-value markers (#1838/#1839/#1840/#1841), session search limits, locking and snippets (#1827/#1828/#1832/#1834), more secret formats redacted (#1874/#1880), A-share board limits and Beijing codes (#1913/#1914), standalone revalidation and attribution on the run's own annualisation (#1915/#1948), and settings the selected engine ignores now warned about (#1947)
- @Shizoqua — 25 PRs (2 landed as ports): memory and cross-session search that read back clean and match non-English text (#1682/#1686/#1697/#1771/#1772), skill headings and saved skill names resolved consistently (#1797/#1858), Telegram and Matrix replies no longer dropped when the stream preview never sent and one WeCom stream id per reply (#1860/#1903/#1929), SSE events no longer double-delivered on reconnect (#1798), parallel CLI tool results paired with their own call (#1859), goal evidence confined to the claimed run (#1895), Carhart momentum no longer leaking today's price (#1578), Wilder RSI in the shadow account (#1457), direct-SDK positions priced from
current_price/ltp/market_val(#1581), the email SPF/DKIM spoofing check (#1508), and swarm artifacts cleared before each fresh task (#1455) - @he-yufeng — 24 PRs (2 landed as ports): the declared grounding-check registry and the fired checks recorded in the validation artifact (#1628/#1691/#1661), corrections that keep the figures already passed (#1702), percent-named evidence read as points in derived checks (#1823), additive A-share qfq converted to multiplicative when the offsets validate (#1551), mootdx retired from the default A-share chain and the health canary (#1730), the channel-authoring contract (#1630), the compaction-helper split out of
loop.py(#1631), the first bar's result counted against initial capital in the options engine and per-bar returns (#1750/#1844), config keys nothing reads warned about (#1935), the US early-bell close on half-days (#1706), and the ReportLab fallback for Shadow Account PDFs (#1683) - @shadowinlife — 19 PRs (5 landed as ports): daily paper trading with saved accounts across CLI, API and Web (#1939), the shared scheduler kernel adopted by the research, back-office and live loops (#1893/#1899), token usage in Run Detail, chat and swarm (#1890),
read_run_artifactand a structured backtest tool summary (#1647/#1646),get_southbound_flowand a northbound flow that no longer serves a silent empty envelope (#1486/#1484), guided Web UI setup for Feishu, Slack and Discord with runtime errors surfaced in channel status (#1572/#1764/#1777/#1738/#1737), and thirteen fundamental and valuation factors, industry-neutral A-share value alphas and a monthly-horizon IC bench (#1787/#1788/#1802/#1801) - @zeus229 — 18 PRs (4 landed as ports): grounding that fails closed on unresolved derived refs and suggests exact refs (#1835/#1837/#1638), parses complete derived formulas after labels (#1728), keeps identity in ticker-keyed metrics and blank-corner matrices (#1851/#1850) and leaves execution metadata out of numeric evidence (#1767); rich Email scheduled reports with optional PDF password protection (#1680/#1709), channel-aware scheduled-run editing (#1649), reproducible indicator reads and pinned portfolio snapshots (#1768/#1769), redundant MCP payload copies removed before agent context (#1634), and goal tool-call provenance (#1688)
- @alexwan02 — 16 PRs (4 landed as ports): the
claude-cliprovider backed by a localclaude -p(#1804), Hong Kong orders sized on each symbol's own board lot (#1813), the Longbridge SDK config built throughfrom_apikey(#1805), Futu multi-currency balances with average-cost basis (#1814), SDM registration that keeps its trading rules and records bench history for decay monitoring (#1848/#1849), a lightweight run preview built off the event loop (#1853), run trades listed newest first from the full trades.csv (#1865), trades.csv entry rows, offline benchmarks and Brinson weights fixed (#1780/#1781/#1782), and runtime connectors ordered by status (#1845) - @Jackzigen — 13 PRs (2 landed as ports): the first
loop.pyextractions for tool-result helpers, run outcome and tuning (#1636/#1641/#1678), a byte-stable system prompt for prefix caching (#1708), after-close SEC filings kept out of the IC until the next bar (#1794), a free BaoStock fallback forval:*panels (#1799), undefined correlation pairs published as null instead of 0.0 (#1933), journal PnL pooled per settlement currency (#1811),BASE-USDT-PERProuted to the crypto market (#1864), the mStock read-only profile (#1675), and the shared OHLCV contract assertion in per-loader suites (#1725) - @cgycorey — 12 PRs (3 landed as ports): only the engine's own output grounds a backtest report (#1685), adjusted and raw prices never mixed in one series (#1684), a stooq challenge latch that stops probing and sees every refusal (#1637/#1640), a loader health lane that says why a source is empty and keeps labelled credentials out (#1643/#1698),
get_macro_seriesreporting when it caps a series (#1676), env-style credential names, URL userinfo and Basic auth redacted (#1765/#1742/#1744/#1846), and suffixed HK codes normalized for the duplicate-asset guard (#1746) - @MetaAviator — 12 PRs (2 landed as ports): full-sample downside deviation for Sortino in the metrics and options engines (#1693/#1727), initial capital in Monte Carlo path metrics (#1664), missing equity kept out of adjacent validation returns (#1754), standalone revalidation that honours saved settings and entry dates (#1815/#1842), break-even exits and zero-bar trades kept in trade artifacts and holding periods (#1779/#1876), and trade-journal fixes for reversal fees, split date/time columns, equal timestamps and invalid dates (#1891/#1900/#1941/#1942)
- @lorenzozanee — unsupported Robinhood option orders gated before the broker (#1585), run cards that flag backtests possibly inside the model's training data (#1618), and option evidence in the broker bring-up checklist (#1770)
- @Mikesad — LLM usage accounting extracted from
loop.py(#1662), swarm presets that take their variables from the prompt (#1674, landed as a port), and the factor registry suite running without symlink privileges (#1696) - @remote-controlled-man — options legs priced on the run's bar cadence (#1753), the Futu journal format claimed only when its value columns exist (#1766), and three-statement balance tolerance threaded into projected periods (#1786, landed as a port)
- @Romzhou — a kill-switch sweep that fails closed on its own bookkeeping and input (#1703), and a runner driver kept alive for the scheduler's lifetime (#1704)
- @sambazhu — three Gildata research tools with off-exchange fund NAV (#1485), and an env-configurable ReAct iteration cap (#1833)
- @wavebyrd — spread and swap rates for Yahoo
=Xforex pairs (#1930), and per-cent multipliers for ICE coffee, sugar and cotton (#1944) - @BHhhh-123 — factor neutralisation and PCA in the quant library (#1817, landed as a port)
- @Bortlesboat — Calmar kept finite on explosive equity paths (#1901)
- @bygordon130-hub — Pixel Office, a shared manual research-task board, and the Turkish locale (#1616)
- @davidalmeida90 — profit factor reported as undefined when no trade lost (#1602)
- @DrDLyuan — the equity.csv drawdown peak seeded with initial capital (#1818)
- @Emad211 — per-channel configuration, custom providers and the Persian locale (#1264)
- @Frank-zhu2000 — Futu profiles no longer pinning the HK trade market (#1812)
- @goatyyc — Binance balances that survive clock skew, with unpriced assets marking the snapshot incomplete (#1505)
- @hunters1011-ctrl — symlink tests skipped where symlinks are unavailable (#1803)
- @incorpore — Brazil (B3) market data and an opt-in ZimaOS template (#1783, landed as a port)
- @mdb1230 — five example options strategies and a candidate study of which to paper-trade (#1774)
- @mminkus — the interactive message cap raised to match the scheduled-run path (#1701)
- @passionbull — KIS reads that see SOR fills and recover from a server-invalidated token (#1726)
- @rwxyx518-prog — the Portfolio page's holdings table and history chart following the display currency (#1810)
- @ThreeTima — currency identity checked in financial figure grounding (#1905)
- @tomaszkubiak-courses — strategy provenance model fields set on the loop, so writing a strategy file no longer raises
AttributeError(#1673) - @xaritoku — dotenv loaded in the
alpha bench/alpha compareCLI handlers (#1806)
v0.1.16 cycle contributors
- @Shizoqua — a 55-PR correctness sweep (one landed as a port) across nearly every layer: quant-library fixes and input guards (Patell z degrees of freedom #1449, copula ties #1453, Kyle's lambda intercept #1477, HRP labels #1555, non-finite impact and yield-curve inputs #1557/#1558), Alpha Zoo NaN propagation and formula fixes (gtja191_038 #1523, alpha101_074 #1534, qlib158 WVMA #1594, GTJA HIGHDAY/LOWDAY #1604), backtest sizing for negative futures prices and shorts (#1547/#1548), venue bars per year in Monte Carlo validation (#1546), options annual return over elapsed bars (#1458), memory, swarm-store and session robustness (#1450/#1525/#1545/#1536/#1579), DingTalk, Signal, Slack and Discord channel fixes (#1506/#1478/#1524/#1537), Argentina listing identity in grounding (#1575), and a mandate narrowed to zero exposure stored as zero (#1593)
- @zeus229 — grounding that reads locale decimals and grouped numbers with precision-aware rounding (#1517/#1588), resolves explicit symbols and exact field refs from observed evidence (#1584/#1586), preserves
latest_datetimestamps (#1590) and keeps corrections text-only (#1600); Argentina (.BA) market data through Yahoo (#1543), ISO-4217 portfolio currencies with isolated FX failures (#1510), explicit header names compared case-insensitively (#1568), technical-indicator volume statistics and their replay after compaction (#1571/#1601), and bounded read-only replay after compaction (#1488) - @cgycorey — a read-only extraETF export reader (#1406) and the read-only Scalable Capital MCP connector (#1417), run cards that keep non-scalar metrics (#1424), the backtest tool naming the directory it looked in (#1429), a tool-declared swarm
run_dirconfined to the workspace and worker message logs persisted on every terminal path (#1430/#1439), qlib158 CNTP/CNTN/CNTD NaN propagation (#1459), custom zoo roots that no longer replace the bundled module (#1468),get_shareholder_countanswering again (#1490), Tencent's A-share and HK calibers stamped correctly (#1497) - @shadowinlife — IM channels configured from the Web UI, with QQ, Email and WebSocket guided setups (#1520/#1529/#1544), stdlib logging placeholders across 12 channel adapters (#1533), Tencent history paginated backward from the end of the window (#1411),
state.jsonwritten by the backtest tool so tool-driven runs are ingestible (#1413), per-worker swarm skill allowlists (#1414), the1Minterval no longer folding to one minute (#1487), and welcome quick actions with a real selected state (#1500) - @he-yufeng — tail-risk measure and confidence kept through the grounding gate (#1444), full history in the risk x-ray instead of sampled rows (#1462), shareholder-count history from the per-period report (#1518), backtests attaching to a running MT5 terminal without credentials (#1598), a per-read BaoStock socket deadline (#1615), the weekly live-source health canary (#1627), the broker capability matrix generated into the README (#1629), and the channel
stop_alland WebSocket logger fixes carried over from #1521 - @lorenzozanee — dragon-tiger seat reports and lockup expiry data restored (#1512/#1513), malformed Robinhood buying power rejected (#1526), broker-only MT5 symbols resolved in
search_symbol(#1597), hash-only traces and citations on run cards (#1612), expired Copilot CLI tokens refreshed (#1619), and Telegram polling ownership documented (#1583) - @chiww — the Stooq warning naming the override variable the config layer reads (#1402), A-shares routed by market for sources without a dedicated branch (#1431), the declared interval checked against the served bars before annualising (#1432), and
_NO_NETWORK_FALLBACK_SOURCEShonoured for per-symbol gaps (#1441) - @as950118 — three Korean broker connectors: KIS with separate paper and live hosts (#1407), Upbit capped at paper plus read-only (#1408), and read-only Toss Securities (#1409)
- @0xouzm — SDM decay metrics that treat NaN and infinite bench results as missing (#1447)
- @alanwilhelm — synchronized cold loader-registry initialization, so concurrent first lookups no longer see an empty registry (#1405)
- @modelpath-dev — the description-driven strategy-store adaptation substrate (#1391)
- @sambazhu — the Gildata A-share OHLCV loader over its raw-api MCP endpoint (#1474)
- @tingkk — broker-neutral SDK diagnostics across all locales (#1436)
- @tonydo — OpenCode as a built-in provider, sending the
x-opencode-sessionheader OpenCode Go requires (#1416) - @woshi77777stars — the
Trigger.marketdefault restored on non-market triggers (#1599) - @Yoruxyv — the Bahasa Indonesia UI locale and
README_id.md(#1482)
v0.1.15 cycle contributors
- @Shizoqua — 28 PRs: NaN propagated through 16 GTJA and Alpha101 alphas instead of fabricated values (#1371/#1372/#1373/#1374/#1379/#1380/#1381/#1382/#1383) and Alpha Zoo returns no longer forward-filling gaps (#1172), missing-price gaps preserved in the SDM template and cross-market volatility weights (#1397/#1398), multi-factor and social-media factor evaluation fixes (#1399/#1400), walk-forward ML training without future-label leakage (#1392), China futures product codes parsed for digit-prefixed, month-code-colliding and lower-case symbols (#1369/#1389), composite sub-engines synced before every dispatch (#1370), per-regime position sizing in strategy discovery (#1368), MCP goal sessions isolated per connection with current-goal defaults (#1173/#1331), Codex token usage and model metadata (#1334/#1348), and swarm cancellation reaching the in-flight worker (#1175)
- @he-yufeng — 26 PRs, mostly fail-closed live trading and backtest semantics: broker API errors and error envelopes fail closed in position reads and the halt sweep (#1212/#1232), the flatten latch persists across restarts (#1233), market-triggered ticks skip closed markets (#1253) and buy-limit orders are sized at the worse of quote and limit (#1312); the price-adjustment caliber stamped on served frames (#1317) with adjusted Yahoo prices (#1287), unresolved symbols retried down the fallback chain (#1288) and the stooq anti-bot challenge flagged (#1342); short option legs holding margin (#1306), perpetual funding settled by bar span (#1307), A-share and India rules enforced through composite state (#1309) and halted positions marked at the last traded close (#1332); Shadow Account PnL, attribution, FIFO short lots and cache keys (#1217/#1310/#1311/#1314); and each monitor's latest verdict rendered on the list (#1156)
- @cgycorey — 23 PRs: UK (LSE
.L) equity support (#1206), swarm replay/resume of failed runs keeping completed artifacts (#1158), market-data validation of codes, dates and sources with aligned FX/index search and fetch (#1185/#1316), dotted US class shares routed as US equity (#1351), backtest execution fixes — requested targets separated from executed fills, 1x shorts liquidated, option signals filled on the next bar, default IV for HV warm-up and over-committed baskets scaled (#1281/#1298/#1299/#1305/#1344); live halt-sweep envelopes, per-episode latches and MCP buy-limit sizing (#1244/#1254/#1361); grounding clause and metric-table gates (#1326/#1338/#1375/#1378); the registry NaN contract on declared dependencies (#1377); compaction sized by tool-call arguments (#1352); and report audits that fail closed when nothing was verified (#1362) - @santhreal — 16 PRs extending the quant library: factor risk decomposition, event-study rank and sign tests, OU calibration, drawdown analytics, barrier options, single-name CDS, key-rate duration, IC time series, Vasicek credit loss and group-purged CV (#1159–#1168), Heston pricing, HRP allocation, copulas and market microstructure (#1195–#1198), finite-difference barrier Greeks (#1203), and multi-segment test sets in cross-validation (#1204)
- @AirHua-byte — multi-file drag-and-drop and paste uploads (#1179), interrupted replies recovered after a service restart (#1180), shared HTTP clients preserved during cleanup (#1182), agent-confirmed scheduled research tasks (#1187), persisted Feishu QR login credentials (#1188), explicit market context kept in grounding (#1269), and the offline harness artifact verifier (#1271)
- @lorenzozanee — silent order-plan rejections surfaced through an
_on_plan_rejectedhook (#1245), the temperature self-heal on the OpenAI-compatible path (#1246), escalating stream retry delays that honour Retry-After (#1247), USD-M tolerance calibration (#1248), FMP's Stable endpoint with no silent fallback for an explicit source (#1276), adjusted prices on the FMP and Tiingo paths (#1320), and EPERM handled in desktop updater shutdown checks (#1284) - @goatyyc — the read-only multi-broker portfolio dashboard and connection framework (#1072) with connector onboarding contracts (#1250), IBKR official MCP OAuth with verified read tools (#1190), and an isolated portfolio OAuth reconnect lifecycle with classified failures (#1211/#1251)
- @saju01 — the agent loop keeping tool results the model still needs (#1341), compacted results reconciled by exact call identity (#1358), and grounding that no longer reads percentage-point deltas as quoted prices (#1346/#1357)
- @aminak58 — symbol identity for bare joined crypto pairs (#1265), FX, metals and futures (#1280), and spot-gold aliases (#1282)
- @averatec0773 — the Anthropic static prefix cached with cache usage recorded (#1366), relocated
extra_body.temperaturestripped in the Anthropic self-heal (#1330), and an attempt start persisted so the elapsed clock survives navigation and reload (#1340) - @Elfsa-Miranda — Alpaca submissions owned before broker writes, then recovered by exact client id and exact fills across restarts (#1213/#1221/#1222)
- @ethanstoner — skill-relative reference links resolved in
read_fileand on GitHub (#1252/#1328), and strategy-store history that is really newest first (#1347) - @iagop03 — Web UI fixes: a stale
streamingSessionIdcleared on reopen, a scrollable main region with collapsed long prompts, and non-backtest runs pointed to Studio (#1257/#1258/#1259) - @Robin1987China — non-finite inputs refused across valuation and credit-risk functions (#1184/#1215), and Archimedean copula CDFs stabilized under large parameters (#1386)
- @Emad211 — cross-platform locks and path handling for Windows (#1261), and read-only Nobitex and Wallex market-data sources (#1263)
- @honginp — read-only Binance USD-M account snapshots (#1229) and USD-M drift evidence artifacts (#1230)
- @pengpengyi92 — bounded backoff on swarm worker retries (#1210), and crypto pairs resolved through an active Binance connector (#1242)
- @ashutoshsinghpr7 — the Zerodha Kite Connect broker for Indian equities (#1193)
- @be-student — the no-progress stop for repeated discovery without new evidence (#1363)
- @BigFishEmily — paginated Tencent finance history requests (#1154)
- @birdxs — Docker CI actions upgraded to Node.js 24 compatible versions (#1359)
- @bonyohana — the survivorship-bias disclosure rendered in the HTML bench report (#1289)
- @c020627 — the IBKR official read-only MCP seed pointed at
/mcp-public(#1178) - @guestccc —
/apiroutes proxied in the Vite dev server (#1319) - @Jackzigen — mandate adjustments that enforce narrowing for non-numeric and list fields (#1285)
- @JaxonHu1024 — Futu HKD valuations preserved in the portfolio (#1228)
- @laiyierjiangsu — HK-prefixed symbols (
HK.06693→06693.HK) locked in grounding (#1384) - @nandofmike — the Brazilian Portuguese (pt-BR) locale (#1327)
- @P1Piyush — metals treated as metals in the forex backtest: pip size, lot size and spreads (#1226)
- @sambazhu — per-market data-source priority in Settings and
MARKET_DATA_ORDER_*(#1231) - @SiMinus —
vibe-trading swarm retrywith a resume option (#1194) - @sykuang — the IBKR public MCP OAuth flow (#1186)
- @thisisjun786 — calendar-triggered partial rebalancing (#1277)
- @wiliao — a run-stall watchdog, a bash tree-kill timeout and a compaction verification ledger (#1169)
- @youngjincho02-arch — the historical VaR quantile formula fixed in the risk-analysis skill (#1189)
v0.1.14 cycle contributors
- @Shizoqua — a 13-PR correctness sweep across nearly every subsystem: grounding auto-recovers identity and price evidence within a bounded budget (#1092), swarm isolates worker artifacts between retries (#1053), rejects raw
ok/successtool-result envelopes (#1052) and truncates oversized results with the shared notice (#1110), MCP gains offset paging for SEC filings and statements (#1138), routesload_skillthrough the registry so oversized skills page (#1137) and carries market-data provenance onget_market_data(#1131), plusexcess_returnconsistency (#1058), Wilder-EWM RSI (#1056), the FTS5 tokenizer floor (#1071), non-finite prediction-market fields (#1136), in-flight delivery protection (#1140) and preserved backtest validation evidence (#1139) - @shadowinlife — the run-analysis surface, four pages in one cycle: Options Lab (#1096), the Factor Research panel with its new IC correlation matrix (#1099), positions structure visualization (#1097) and the tearsheet tab (#1091); plus evidence-gated Strategy Discovery Phase 1 (#978) and Phase 2 decay monitoring (#1007), per-market volume units in market-data provenance (#1065) and baostock volume normalized to board lots (#1067)
- @pengpengyi92 — five quantlib numerics fixes:
xirrand money-weighted return survive long-horizon discount underflow (#1119), zero-volatility options discount their forward value (#1066), the fixed-income curve keeps decay inside the requested bounds (#1076), event studies anchor to the prior session (#1078) and cross-validation aligns label ends to the prior observation (#1079) - @cgycorey — reasoning effort honoured in chat completions (#1025), the per-task swarm
ChatLLMclosed to stop a pooled-connection leak (#1145) and the same for one-shot clients (#1153),gross_profitderived from revenue minus COGS when the SEC tag is absent (#1111), andvibe-trading show <run_id>dispatching its run id instead of the flag (#1147) - @lorenzozanee — the test suite stopped escaping into the real config root and its live audit ledger (#1118, closes #1116), recovery steering delivered as user messages with inline system tags (#1112), and unsupported ticker-plus-name symbol queries marked skipped rather than failed (#1114)
- @AndyLongest — the interactive backtest research dashboard (#1084), the engine reporting actual post-fill positions (#1082), and grounding ignoring identity constants in rate formulas (#1083)
- @ofeksh-tr — eToro runtime UI parity for SDK connector status (#1051) and its crypto browse and flat market-data quotes (#1070), plus an empty
Responsefor thescheduled-runsDELETE 204 (#1068) - @wiliao — the agent-run reliability pass: grounding false-rejections, the final-answer gate and LLM timeouts (#1105), with prompt wording and support/resistance masking (#1060)
- @jay79-boop — a selectable IBKR market-data tier with starved quotes reported as
no_data(#1075), and strict alpha t-stats surfaced in the bench JSON and HTML report (#1085) - @Robin1987China — DCF refusing non-finite inputs instead of a silent negative share price (#1121), and grounding masking ISO dates that run into CJK text (#1132)
- @zzz607 — grounding masking line-leading ordered-list markers before number extraction (#1063), and the East Money research-report endpoint given the time parameters it now requires (#1077)
- @Echoandelementwebsites — worker prompts ordered for prompt-cache-friendly prefixes (#1057), and tool-less agents no longer instructed to call
write_file(#1144) - @549236606-oss — seven extended read-only Futu connector endpoints, each fail-closed through the existing gateway envelope (#1135)
- @QCYTSN — the desktop update safety boundary: PID-scoped shutdown, dormant candidate verification, interrupted-attempt recovery, and a tested tampered/unsigned/wrong-publisher/downgrade rejection matrix (#1101)
- @honginp — offline USD-M account reconciliation with immutable snapshot contracts and deterministic drift reporting (#1106)
- @he-yufeng — each monitor's latest verdict parsed server-side and persisted on the job for the Market Watch list (#1152)
- @sykuang — GitHub Copilot as a provider through the official SDK, with no borrowed client ID and no editor-impersonation headers (#990)
- @miguelangelo78 — the hosted TickerAll MetaTrader 5 data source, so forex and metals backtests need no local MT5 terminal (#968)
- @ngoanpv — Vietnam equity (HOSE) support:
.VNno longer executes under China A-share rules (#1033) - @jax-novita — Novita AI registered as a built-in OpenAI-compatible provider (#1059)
- @daviddaco1 — the Spanish locale and
README_es.md, the sixth README (#1087) - @1psconstructor — German (Deutsch) UI support (#1117)
- @x-lambda — the tencent loader building its SSL context from the certifi CA bundle, unblocking HK quotes (#1113)
- @er-s-an —
build_registry()reporting partial construction instead of silently returning a short tool list (#1129) - @straun-repo — reasoning effort passed through to the Anthropic adapter (#1115)
- @nstavros —
connector ordersrendering broker_sdk rows, with SDK enum reprs stripped and class-B tickers left intact (#1150) - @lukiod —
.env.partialcreated with owner-only permissions (#1086) - @fixXxerTech — inferred strategy labels marked as inferred in the run dashboard (#1134)
- @birdxs — Docker images carrying the Feishu and Telegram channel dependencies, with a GHCR/Docker Hub build workflow (#1088)
- @zhiwuyazhe-fjr — a Docker Codex OAuth EOF that explains itself (#1054)
v0.1.13 cycle contributors
- @santhreal — a 21-PR correctness sweep: trade-journal date and format parsing for Excel serials, UTF-16 BOM CSVs and BTCUSDT-style symbols (#778/#794/#811/#862/#868), loader interval mapping (#812/#838), skill frontmatter closed at EOF (#861), exact memory anchors and result bounds (#956/#957), negative-equity drawdown, insolvent empty cross accounts and
inffrom zero equity (#958/#959/#1041), NaN/inf in the grounding block (#1043), null and non-finite tool arguments (#911/#913), and resource-leak and robustness fixes in the rate limiter, HTTP throttle, event bus, store and Shoonya connector (#1039/#1047/#1046/#1045/#1038) - @Robin1987China — read-only
technical_indicatorsandsentimenttools (#921/#939), the final report aggregator stage forquant_strategy_desk(#1048), annualisation entries for 15 more data sources (#891),factor_analysisrealigned on MCP to the registered tool's contract (#715), blank symbol rows skipped in the Futu and generic journal parsers (#749), loader payloads handled without sampling indicator inputs (#1005), and a real account label in CLI balances (#843) - @he-yufeng — the options payoff and scenario explorer (#883, rebuilt by the maintainer as #946), the strict alpha bench gate via
alpha bench --strict(#796), composable optimizer weight constraints (#818), rebalance notes and risk x-ray artifacts for portfolio runs (#795/#900), yfinance crypto routed to the crypto engine (#970), and memory entries written with their.mdsuffix (#984) - @shadowinlife — memory Phase 1 lifecycle management and Tier 2 structural organization (#733/#815), JSON-string list/dict arguments accepted from MCP clients (#993), HK fallback routing repaired with a Tencent HK source (#1000), and MT5
trading_historynumpy scalars made JSON-safe (#776) - @honginp — USD-M perpetual realism: margin state contracts, isolated and cross liquidation risk, the funding and liquidation lifecycle and persisted fidelity evidence (#798/#889/#903/#936), plus opt-in atomic rebalancing integrated with strict USD-M positions (#951/#1019)
- @Shizoqua — swarm detection of
ok:false/success:falsetool failures (#1028), importance decay in FTS5 memory ranking (#1032), remote server identity in the MCP specs cache key (#1049), and lowercase4hrequests resampled in the yfinance loader (#1013) - @tyj147454413-cmd — three fixes split from #543 that landed with their authorship: one run per session with honest terminal states (#676), redaction of free-text tool results (#675), and durable trace records and sidecars (#662)
- @cgycorey — Alpha Zoo tools exposed on MCP with a bounded
alpha_bench(#979), and mapping-shaped Responses stream events accepted (#1034) - @darkknight4563 — opt-in non-positive prices in the daily-bar validator (#816, closes #571), and
bar_returnskeeping the real move across a long trading halt (#895) - @MuggleJinx — sessions, runs and uploads stored under the user runtime root instead of the code tree (#925), and the
connectorCLI loading~/.vibe-trading/.env(#902) - @00EVA — a model dropdown that resizes so full provider/model slugs are readable (#1006)
- @AmirF194 — universe metadata forwarded into the
alpha benchJSON and HTML output (#841) - @CRui5in — Web UI LLM settings saved on Windows without an HTTP 500 (#561)
- @ddy4633 — the correlation matrix no longer forward-filling missing closes (#873)
- @Echoandelementwebsites — dataclass tool results serialized without a false circular-reference crash (#849)
- @g0rdonL — historical USD-M funding consumed, with settlement jitter rounded (#819)
- @JungHoonGhae — Korea equity (KRX: KOSPI/KOSDAQ) as a backtest engine (#693, landed as a port)
- @klmtseng — restated PIT fundamentals deduplicated without regressing to an older fiscal period (#772)
- @ngoanpv — timezone-aware local schedules for scheduled research (#954)
- @QCYTSN — live model discovery and runtime identity in Settings (#924)
- @sambazhu —
temperature=1forced for the whole Kimi K-series (#701) - @shugaoye — the OpenBB Workspace bridge (#817, landed as a port)
- @TSENGCHIENFENG — the read-only Taiwan stock snapshot tool (#848, landed as a port)
- @wiliao — TSX/TSXV symbols end to end, with bash-written run-dir OHLC CSVs counted as observed evidence (#1037)
- @x-lambda — a config option to disable the agent proxy (#995)
- @xkam7ar — partial market-data results completed through the fallback chain instead of shrinking the universe (#689, landed as a port)
- @y85998607 — the vn.py export skill updated for the vn.py 4.x layout (#869)
- @yagnikpipaliya — the Anthropic adapter self-healing models that deprecate
temperature(#890) - @yrk111222 — ModelScope as an OpenAI-compatible provider (#1011)
v0.1.12 cycle contributors
- @santhreal — a 30-PR correctness sweep: strict-JSON / finite-number hardening across metrics, factors, pattern, and options (#764/#765/#766/#767/#739/#740/#744), loader correctness (#761 yahoo 1m bars), and session / journal robustness (#762/#763/#768/#769/#770)
- @xkam7ar — broad reliability across packaging, web, scheduler, swarm, and CLI (#584), cancellation before the first AgentLoop iteration (#641, closes #638), CI / OOS gates (#630/#632), and journal month-filter / side-parse fixes (#626/#628)
- @shadowinlife — the Strategy Development Manager skill (#457, closes #455), pluggable OCR + LLM-vision extraction (#548), centralized provider credentials (#563), the 80× signal-alignment vectorization (#698), and swarm MCP-discovery caching (#704)
- @ebujinovch — the correlation regime timeline endpoint + UI (#756, closes #719) and its
correlation-regimeskill (#557), plus theacademic_corr_rewirefactor (#705) - @honginp — Binance USD-M routing with execution/mark separation (#470/#716) and the maintenance-bracket decouple that keeps
-PERPbacktests zero-credential (#757) - @StaniellG — the MetaTrader 5 (Exness) broker connector +
mt5data source (#481) - @tyj147454413-cmd — the Binance fallback loader (#643), bounded OKX history with rate-limit handling (#644), and codex stream-failure classification (#663)
- @Marnie0415 — composite sub-engine fallback for unknown symbols (#734) and the frontend
insertBeforestreaming DOM-race fix (#717) - @YZY0108 — the look-ahead-bias fix across all five portfolio optimizers (#487)
- @UNHNQ — the SiliconFlow CN + Global providers (#565)
- @FenjuFu — the iFlytek Spark provider (#537)
- @jelech — the native Anthropic Messages API adapter (#695)
- @octo-patch — MiniMax regional API endpoints (#731)
- @Thibaultjaigu — the Requesty OpenAI-compatible gateway provider (#474)
- @Robin1987China — realized portfolio turnover metrics for every optimizer (#478)
- @YogeshModi24 — the Frazzini-Pedersen betting-against-beta academic factor (#480)
- @0xZKnw — opt-in TAP mode for Alpaca (#377)
- @sambazhu — the fundamental zoo
_VALID_ZOOSwhitelist (#707) - @nareshkps — Robinhood connector
account_numberwiring (#726) - @darkknight4563 — user swarm-presets directory discovery (#570)
- @MikeCer — IBKR thread-local connection pool + snapshot quotes (#636)
- @Shizoqua —
localloader interval resampling (#467) - @roberttidball — FastMCP transport import compatibility (#469)
- @yxhuang — bare-ticker resolution in the correlation matrix (#472, closes #471)
- @Bortlesboat — stale
OPENAI_BASE_URLprovider-switch fix (#484, closes #482) - @ananaymital — preflight
EnvConfigstale-cache fix (#479, closes #477) - @GabbaTauchi — reported the native zai streaming / base-URL bug (#758)
- @warren618 / Haozhe Wu — the correlation regime backend integration, the zai provider streaming + base-URL resolution fix (#758), release integration, and open-PR/issue triage
v0.1.11 cycle contributors
- @shadowinlife — the
api_servermodularization capstone (1,103 → 371 lines, #424 closing #331), centralized env config with the AST CI gate (#440), loaderfetch()protocol conformance (#437), and the Strategy Development Manager RFC in review (#455/#457) — 12 merged PRs this cycle - @Robin1987China — Research Autopilot Phase 3 loop closure (#267), 4 canonical academic alphas (#277), Shadow Account PIT-safe entry conditions (#302/#314/#316), the turnover-aware portfolio optimizer (#466), scheduled-research route tests (#452), and test-coverage batches for trade-journal / pattern / loader layers (#268/#269/#276)
- @muku314115 — first-class Indian equity (NSE/BSE) support: the
IndiaEquityEngine, cost stack,.NS/.BOrouting, and theindia_brokerbridge (#305) - @mvanhorn — the end-to-end scheduled-research executor (#278), the Trading 212 read-only connector (#321), OpenAI default-model resolution (#319), and Robinhood config validation (#320)
- @fei-moss — the
analyze_imagevision tool (#464), NapCat DM pairing (#463), and the IM-media allowed-roots report (#465) - @sambazhu — the value-investing toolkit: financial-rigor + report-audit tools, 4 skills, and the
value_investing_committeepreset (#407/#408) - @Elfsa-Miranda — the evidence-bound alpha research pipeline exploration (#405/#416, since re-scoped into #442)
- @Hinotoi-agent — loopback CSRF rejection (#293) and authenticated remote same-origin UI requests (#304)
- @dpersek — configurable IM reply timeout (#413) and the provider-preflight redirect fix (#404)
- @digger-yu — cross-platform
setup/devcommands (#292) and dev-dependency pre-checks (#349) - @skloxo — tilde expansion + file-roots safety fallback (#299) and reactive zh-CN localization (#301)
- @kadaliao — the beginner tutorial (#393) and Alpha Library social cards (#396)
- @morluto — CLI resume first-message preservation (#448) and the Codex OAuth default model (#446)
- @yxhuang — the Kimi for Coding provider (#435) and the precise #433 diagnosis behind the governance-stack revert
- @isaveall — the
validation.jsonartifacts-dir fix (#429) and clearer--swarm-runerrors (#428) - @mustafakamal88 — timezone-aware UTC timestamps (#397)
- @irfanallana-oss — the zero-size order guard in
trading_place_order(#417) - @Shizoqua — the central OHLC-invariant loader guard (#274)
- @hobostay — SSRF-guard hardening for CGNAT/mesh ranges + the QQ media redirect fix (#389)
- @aeonframework — Pillow / langchain CVE floor bumps (#390)
- @hannibal-lee — the pandas version-constraint fix (#329)
- @MarkfuGod — dynamic data-source counts + token-gated microcompaction (#296)
- @gyx09212214-prog — strict JSON validation outputs (#306)
- @LemonCANDY42 — the backtest report library (#224)
- @fanfpy — Longbridge Decimal→float serialization (#459)
- @asahikiko — packaged SKILL.md capability-count sync + the manifest guard test (#461)
- @wison1717-maker — the mandate second-confirmation dialog + unified error toasts (#453)
- @imsankz — opencode provider mappings (#444)
- @flash1234pku — the tushare reference code-fence fix (#449)
- @Penn-Live — the Docker startup route-iteration crash report (#450)
- @warren618 / Haozhe Wu — the fundamental factor layer (PIT-safe SEC panels), the IM channel runtime, India-equity integration review, CN search fallbacks, and release integration
v0.1.10 cycle contributors
- @Hinotoi-agent — a security-hardening wave: local-shutdown auth (#241), loopback-host rebinding rejection (#242), agent shell-tool opt-in (#243), settings-write auth (#245), mandate proposal-id containment (#256), persistent-memory type validation (#257), and MCP swarm run-id containment (#258)
- @mvanhorn — the opt-in local data cache (#177), Gemini thoughtSignature round-trip over OpenAI-compat tool calls (#176), the custom data loader guide (#194), and the glm/zhipu provider alias + model-name inference (#247)
- @gyx09212214-prog — loader robustness for malformed crypto/RSSHub timeout env vars (#227, #240), requested yfinance end-date inclusion (#226), strict run-card JSON for non-finite metrics (#238), and ddgs retry-fallback coverage (#239)
- @BillDin — swarm agent status in the chat UI (#188), explicit preset-name handling (#189), the loader-backed market-data tool for swarm workers (#199), and preset-context continuations (#200)
- @Robin1987China — the Research Autopilot goal-hypothesis bridge (#260), the local CSV/Parquet/DuckDB data loader (#252), and an assistant-prefill fix + configurable Kimi User-Agent (#248)
- @LemonCANDY42 — the read-only runtime status dashboard (#210), persisted AgentLoop usage artifacts (#223), and opt-in Run Detail chart payloads (#225)
- @zwrong — the trace.jsonl overhaul with zero truncation + offload (#206) and session-id on exit +
resume <session-id>(#218) - @forge-builder — the AI contributor guide (#173) and the OpenClaw MCP research-only smoke-test docs (#165)
- @skloxo — Chinese (zh-CN) frontend localization (adopted from #217)
- @LeeCQiang — Chinese docstrings across all 452 Alpha Zoo factors (#180)
- @KaiLuettmann — GHCR pre-built image publishing on release (#187)
- @ngoanpv — Gemini thought_signature preservation through the AgentLoop dict path (#184)
- @ShahNewazKhan — Docker host-Ollama reachability via host.docker.internal (#196)
- @sambazhu — frontend sync of completed chat attempts (#236)
- @bhlt — baostock-native code format support (#230)
- @octo-patch — MiniMax M3 default model upgrade (#162)
- @warren618 / Haozhe Wu — the global data layer (8 sources + 18 read-only data tools), the 10 broker SDK connectors, the alpha-compare full stack, the provider-reliability overhaul, multi-engine web_search fallback, responsive Stop + SSE reconnect, and release integration
Vibe-Trading is research and trading software. It is not investment advice, holds no funds, and runs no execution venue. Trading through a broker channel you explicitly authorize (e.g. Robinhood Agentic Trading) happens only within the limits you set and which you can halt at any time. This broker-trading capability is experimental and not verified by us against a real broker account — use it at your own risk. Past performance does not guarantee future results.
MIT License — see LICENSE
