alphadesk-trading

name	alphadesk-trading
description	WHAT: Manage the AlphaDesk quant trading system — check portfolio, run signal scans, monitor risk, rebalance strategies, inspect ML ensemble, and query trade history. WHEN: User says "check portfolio", "run signals", "scan markets", "risk check", "rebalance", "show trades", "strategy status", "ML status", "regime check", "daily summary", or any AlphaDesk trading operation.
version	1.0.0
author	ludovicocapuano-dev

AlphaDesk Trading System Skill

You are managing AlphaDesk, a multi-strategy quant trading system on eToro.

System Overview

• Entry point: /root/AlphaDesk/main.py (single cycle), /root/AlphaDesk/scheduler.py (H24)
• Database: /root/AlphaDesk/alphadesk.db (SQLite)
• Venv: /root/AlphaDesk/.venv/
• Logs: /root/AlphaDesk/logs/
• Config: /root/AlphaDesk/.env + /root/AlphaDesk/config/settings.py

Strategies (4+1)

Strategy	File	Allocation	Description
Momentum	strategies/momentum.py	25%	12-1 vol-adjusted, trend following
Mean Reversion	strategies/mean_reversion.py	30%	Z-score + pairs + PCA stat-arb
Factor Model	strategies/factor_model.py	25%	Value/Quality/Momentum scoring
FX Carry	strategies/fx_carry.py	20%	Interest rate differential
PEAD	strategies/pead.py	10%	Post-earnings drift (optional)

Available Operations

1. Portfolio Check

Run scripts/portfolio_check.py to get current portfolio state including:

• Equity, cash, invested amounts
• Open positions with P&L
• Current drawdown level
• Regime fingerprint

2. Signal Scan

Run scripts/signal_scan.py to execute one signal cycle:

• Detects market regime (HMM + volatility + trend)
• Generates signals from all qualified strategies
• ML ensemble filters (veto low-probability trades)
• Meta-labeler gate (per-strategy false positive filter)
• Reports signals with confidence scores

3. Risk Monitor

Run scripts/risk_check.py to assess risk:

• Portfolio drawdown vs graduated circuit breaker levels
• Strategy qualification status (50 trades + Sharpe > 0.3)
• Regime extremity check
• Position concentration

4. Trade History

Query the SQLite database directly for trade history:

-- Recent trades
SELECT * FROM trades ORDER BY opened_at DESC LIMIT 20;

-- Strategy performance
SELECT strategy, COUNT(*) as trades, AVG(pnl_pct) as avg_pnl,
       SUM(CASE WHEN pnl_pct > 0 THEN 1 ELSE 0 END) * 100.0 / COUNT(*) as win_rate
FROM trades WHERE closed_at IS NOT NULL
GROUP BY strategy;

-- Signal log with ML decisions
SELECT * FROM signals ORDER BY created_at DESC LIMIT 20;

5. ML Ensemble Status

Check ML model status, version, and recent prediction accuracy.

6. Regime Check

Run regime detection standalone to assess current market conditions.

Execution Rules

1. Always activate venv: source /root/AlphaDesk/.venv/bin/activate
2. Working directory: cd /root/AlphaDesk
3. Never execute real trades without explicit user confirmation
4. Read-only by default: Portfolio checks and risk monitoring are safe
5. Signal scans: Show signals but require confirmation before execution
6. Database queries: Always use read-only queries unless updating labels

Risk Thresholds (Graduated Drawdown)

Level	Drawdown	Action
0	< 5%	Normal trading
1	5-10%	Reduce size 50%, MR+Factor only
2	10-15%	Reduce size 75%, MR only
3	15-20%	Reduce size 90%, MR only
4	20-25%	Halt new trades
5	> 25%	Close all positions

Key ML Components

• ML Ensemble (core/ml_ensemble.py): PyTorch meta-model, predicts P(profit)
• Meta-Labeler (core/meta_labeler.py): Per-strategy GBM filter (purged K-fold CV)
• Regime Detector (core/regime_detector.py): HMM 2-state + vol/trend regime
• Outcome Labeler (core/outcome_labeler.py): Triple-barrier labels at multiple horizons
• News Sentiment (core/news_sentiment.py): VADER + RSS macro/stock sentiment

Response Format

When reporting results, use this structure:

## AlphaDesk Status [timestamp]

**Portfolio**: $X equity | $Y cash | Z positions
**Regime**: [bull/bear] | Vol: [low/medium/high/extreme] | VIX: X
**Drawdown**: X% (Level N)

### Signals (if applicable)
| Symbol | Strategy | Direction | Confidence | R:R |
|--------|----------|-----------|------------|-----|

### Alerts (if any)
- [risk alerts, regime changes, etc.]