🚀 LEAN Trading Bot Stack

Professional Algorithmic Trading Platform powered by QuantConnect LEAN Engine with integrated Smart Money Trading (SMT) concepts, AI/ML models, and comprehensive web dashboard.

🎯 Key Features

🔧 Official QuantConnect LEAN Engine - Local execution, no API dependency
🤖 AI/ML Integration - Import/Export models (ONNX, TensorFlow, PyTorch, Scikit-learn)
📊 Smart Money Trading (SMT) - Order Blocks, Fair Value Gaps, Break of Structure
🌐 Web Dashboard - Complete broker management, portfolio analytics
🔗 Multi-Broker Support - Binance, Interactive Brokers, Paper Trading
🎛️ Advanced Risk Management - Position sizing, drawdown protection
📈 Real-time Monitoring - Live trading dashboard with P&L tracking
🔒 Security First - Encrypted credentials, rate limiting, SSL/TLS support
⚡ High Performance - Optimized Docker containers, caching, load balancing
🔄 CI/CD Ready - Automated testing, security scanning, deployment

🏗️ Architecture

graph TB
    A[Nginx Proxy] --> B[React Frontend]
    A --> C[Flask Backend]
    A --> D[Jupyter Research]
    A --> E[SMT Integration]
    
    C --> F[LEAN Engine]
    C --> G[PostgreSQL]
    C --> H[Redis]
    
    E --> I[ML Models]
    E --> J[SMT Indicators]
    
    F --> K[Algorithms]
    F --> L[Data]
    F --> M[Results]
    
    style A fill:#3b82f6
    style F fill:#10b981
    style G fill:#8b5cf6
    style H fill:#ef4444

🔧 Tech Stack

Component	Technology	Purpose
LEAN Engine	QuantConnect LEAN	Core trading engine
Frontend	React 18, TailwindCSS	Interactive dashboard
Backend	Flask, Python 3.11	REST API server
Database	PostgreSQL 15	Data persistence
Cache	Redis 7	Real-time data cache
ML/AI	TensorFlow, PyTorch, ONNX	Model management
Proxy	Nginx	Load balancing, SSL
Research	Jupyter Lab	Algorithm development
Containers	Docker, Docker Compose	Orchestration

⚡ Quick Start

1. Prerequisites

Docker and Docker Compose installed
Git for repository cloning
4GB+ RAM recommended
10GB+ disk space for data and models

2. Installation

# Clone repository
git clone https://github.com/szarastrefa/lean-trading-bot-stack.git
cd lean-trading-bot-stack

# Make installer executable
chmod +x install.sh

# Run automated installation
./install.sh

3. Access Dashboard

After installation completes:

🌐 Dashboard: Your tunnel URL (displayed after install)
🔬 Research: Your_URL/research (Jupyter Lab)
🔗 API: Your_URL/api
📊 SMT API: Your_URL/smt

4. Default Credentials

👤 Username: admin
🔑 Password: (randomly generated during install - displayed in terminal)
💾 Backup: Credentials saved to ~/.lean-bot-credentials-TIMESTAMP

📚 Documentation

🚀 Quick Commands

# Start all services
docker-compose up -d

# View logs
docker-compose logs -f

# Stop services
docker-compose down

# Restart single service
docker-compose restart webui-backend

# Update images
docker-compose pull && docker-compose up -d

🔧 Development Setup

# Development mode with hot reload
docker-compose -f docker-compose.yml up -d

# Build specific service
docker-compose build webui-backend

# Run tests
docker-compose run --rm webui-backend python -m pytest

📊 Adding Custom Algorithms

Place Python files in algorithms/ directory
Follow LEAN algorithm structure:

from AlgorithmImports import *

class MyStrategy(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Hour)
        
    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 1)

🤖 ML Model Integration

Upload models via SMT API:

curl -X POST "http://localhost:8000/models/upload" \
  -F "file=@model.pkl" \
  -F 'metadata={"type":"classification","accuracy":0.85}'

Use in algorithms:

# In your LEAN algorithm
model_predictions = self.smt_api.predict("my_model", features)

🛠️ Configuration

🔒 Environment Variables

Key configuration options in .env:

# Core Settings
ENVIRONMENT=production
LEAN_MODE=BACKTESTING

# Security
ADMIN_PASSWORD=your_secure_password
FLASK_SECRET_KEY=your_secret_key

# Database
POSTGRES_PASSWORD=secure_db_password
REDIS_PASSWORD=secure_cache_password

# ML/AI
PERPLEXITY_API_KEY=your_ai_api_key
SMT_ENABLED=true

# Tunneling
TUNNEL_TYPE=localtunnel
TUNNEL_SUBDOMAIN=your-custom-name

🔄 Broker Configuration

# Interactive Brokers
IB_ACCOUNT=your_ib_account
IB_USERNAME=your_username
IB_PASSWORD=your_password
IB_TRADING_MODE=paper

# Binance
BINANCE_API_KEY=your_api_key
BINANCE_API_SECRET=your_secret
BINANCE_TESTNET=true

🔧 Advanced Usage

📈 Smart Money Trading Features

Order Blocks: Institutional demand/supply zones
Fair Value Gaps: Price imbalances for entries
Break of Structure: Trend change identification
Liquidity Zones: High-volume reversal areas

🧠 AI/ML Capabilities

Model Formats: ONNX, TensorFlow, PyTorch, Scikit-learn
Real-time Predictions: Live trading integration
Model Management: Upload, versioning, metadata
Performance Tracking: Accuracy, confidence scores

📊 Dashboard Features

Portfolio Analytics: Real-time P&L, drawdown
Algorithm Management: Start, stop, configure strategies
Broker Integration: Multi-broker account management
Risk Controls: Position sizing, stop losses
Performance Reports: Backtests, live results

🔒 Security Features

🔐 Encrypted Credentials: All secrets encrypted at rest
🛡️ Rate Limiting: API abuse prevention
🔍 Security Scanning: Automated vulnerability checks
🚦 Access Control: Role-based permissions
📝 Audit Logging: Complete action history
🔒 SSL/TLS: End-to-end encryption

🚀 Production Deployment

☁️ Cloud Setup

AWS/GCP/Azure: Use provided Terraform scripts
DigitalOcean: One-click deployment available
VPS: Manual Docker installation

🔄 CI/CD Pipeline

✅ Automated Testing: Unit, integration, E2E tests
🔍 Security Scanning: Vulnerability assessments
📦 Docker Builds: Multi-arch container images
🚀 Auto Deployment: Zero-downtime updates

📈 Performance

⚡ Response Time: < 100ms API responses
📊 Throughput: 1000+ requests/second
💾 Memory Usage: < 2GB typical operation
🔄 Uptime: 99.9% availability target

🆘 Troubleshooting

Common Issues:

Port Conflicts:

# Check port usage
sudo netstat -tulpn | grep :5000

# Stop conflicting services
sudo systemctl stop apache2

Docker Issues:

# Reset Docker
docker system prune -a
docker volume prune

# Restart services
docker-compose down && docker-compose up -d

Permission Errors:

# Fix permissions
sudo chown -R $USER:$USER .
chmod +x install.sh

🤝 Contributing

Fork the repository
Create feature branch: git checkout -b feature/amazing-feature
Commit changes: git commit -m 'Add amazing feature'
Push branch: git push origin feature/amazing-feature
Open Pull Request

📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

🙏 Acknowledgments

QuantConnect for the LEAN engine
Smart Money Concepts community
All contributors and beta testers

📞 Support

📧 Email: support@lean-trading-bot.com
💬 Discord: Join Community
📖 Documentation: Wiki
🐛 Issues: GitHub Issues

⭐ If this project helped you, please give it a star!

🚀 Happy Trading! 📈

Name		Name	Last commit message	Last commit date
Latest commit History 89 Commits
.github/workflows		.github/workflows
algorithms		algorithms
config		config
data		data
docker		docker
docs		docs
indicators-integration		indicators-integration
logs		logs
models		models
perplexity-integration		perplexity-integration
research		research
results		results
scripts		scripts
smt-integration		smt-integration
webui		webui
.dockerignore		.dockerignore
.env		.env
.env.example		.env.example
.gitignore		.gitignore
README.md		README.md
docker-compose.fast.yml		docker-compose.fast.yml
docker-compose.lean.yml		docker-compose.lean.yml
docker-compose.yml		docker-compose.yml
install.sh		install.sh

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