AGY Quantitative Trading System

An institutional-grade, Event-Driven Architecture (EDA) quantitative trading system designed for extreme scalability, low latency, and absolute state sovereignty.

Architecture Highlights

• Zero-Block EventBus: Built on asynchronous pub/sub principles to bypass Python GIL limitations during high-frequency tick bursts.
• Dual-Engine Backtesting: Decouples Vectorized parameter sweeps from Event-Driven live simulation (achieving 100% code symmetry between backtest and live).
• Risk Sovereignty: The Risk Engine (C16) sits as a mandatory, isolated gateway. It maintains its own parallel ledger via WebSocket fills and active REST reconciliation, completely untrusting strategy-level accounting.

Documentation

• Research & Strategy Matrix
• Technical Implementation Blueprint
• System Premortem & Danger Zones
• Market Data Pipeline
• Risk Engine Specs

Quick Start

pip install -r requirements.txt
python main.py