Oracle - Quantitative Trading Platform

Vision

Oracle is an open-source quantitative trading platform designed to democratize algorithmic trading for individual investors and teams. Our mission is to provide a powerful, extensible, and user-friendly platform for:

Stocks - Equities trading with real-time market data
Bonds - Fixed income instruments (future roadmap)
Crypto - Cryptocurrency trading (future roadmap)

The platform enables users to build custom trading strategies visually, backtest them against historical data, and deploy automated trading bots - all through an intuitive interface inspired by Robinhood's clean design.

Core Principles

Accessibility - Make quantitative trading accessible to everyone, not just institutions
Transparency - Open-source core with community-driven development
Extensibility - Plugin architecture for custom indicators, strategies, and integrations
Reliability - Production-grade infrastructure with real-time processing
Consistency - Same feature definitions for backtesting and live trading

System Architecture

┌─────────────────────────────────────────────────────────────────────────────────────────┐
│                                    ORACLE SYSTEM                                        │
├─────────────────────────────────────────────────────────────────────────────────────────┤
│                                                                                         │
│  ┌─────────────────────────────────────────────────────────────────────────────────┐    │
│  │                           FRONTEND (React + ReactFlow)                          │    │
│  │  ┌──────────┐ ┌──────────┐ ┌──────────┐ ┌──────────┐ ┌───────────┐ ┌──────────┐ │    │
│  │  │Dashboard │ │Portfolio │ │Strategy  │ │Backtest  │ │ Bot       │ │Settings  │ │    │
│  │  │          │ │ View     │ │ Builder  │ │ Results  │ │ Manager   │ │          │ │    │
│  │  │ • P&L    │ │ • Assets │ │ReactFlow │ │ • Charts │ │ • Create  │ │ • API    │ │    │
│  │  │ • Charts │ │ • Orders │ │ • Nodes  │ │ • Metrics│ │ • Schedule│ │ • Theme  │ │    │
│  │  │ • News   │ │ • History│ │ • Canvas │ │ • Compare│ │ • Monitor │ │ • Alerts │ │    │
│  │  └──────────┘ └──────────┘ └──────────┘ └──────────┘ └───────────┘ └──────────┘ │    │
│  └─────────────────────────────────────────────────────────────────────────────────┘    │
│                                          │                                              │
│                                          ▼                                              │
│  ┌─────────────────────────────────────────────────────────────────────────────────┐    │
│  │                              API GATEWAY (FastAPI)                              │    │
│  │      Auth (JWT + OAuth) │ Rate Limit │ Routing │ WebSocket │ API Versioning     │    │
│  └─────────────────────────────────────────────────────────────────────────────────┘    │
│                                          │                                              │
│         ┌────────────────────────────────┼────────────────────────────────┐             │
│         ▼                                ▼                                ▼             │
│  ┌─────────────────┐           ┌─────────────────────┐          ┌─────────────────┐     │
│  │  STRATEGY       │           │   FEATURE           │          │   EXECUTION     │     │
│  │  SERVICE        │           │   SERVICE           │          │   SERVICE       │     │
│  │  (Python)       │           │   (Python + Flink)  │          │   (Python)      │     │
│  │                 │           │                     │          │                 │     │
│  │  ┌───────────┐  │           │  ┌───────────────┐  │          │  ┌───────────┐  │     │
│  │  │ LiteFlow  │  │           │  │ Feature Store │  │          │  │ Order     │  │     │
│  │  │ Engine    │  │◄─────────►│  │               │  │◄────────►│  │ Manager   │  │     │
│  │  │           │  │           │  │ • Definition  │  │          │  │           │  │     │
│  │  │ • Rules   │  │           │  │ • Registry    │  │          │  │ • Submit  │  │     │
│  │  │ • Flows   │  │           │  │ • Versioning  │  │          │  │ • Cancel  │  │     │
│  │  │ • Chains  │  │           │  │               │  │          │  │ • Track   │  │     │
│  │  └───────────┘  │           │  └───────────────┘  │          │  └───────────┘  │     │
│  │                 │           │          │          │          │        │        │     │
│  │  ┌───────────┐  │           │          ▼          │          │        ▼        │     │
│  │  │ Strategy  │  │           │  ┌───────────────┐  │          │  ┌───────────┐  │     │
│  │  │ DSL       │  │           │  │ Flink Feature │  │          │  │ Risk      │  │     │
│  │  │ Parser    │  │           │  │ Processor     │  │          │  │ Manager   │  │     │
│  │  └───────────┘  │           │  │               │  │          │  │           │  │     │
│  └─────────────────┘           │  │ • Streaming   │  │          │  │ • Limits  │  │     │
│                                │  │ • Windowing   │  │          │  │ • Checks  │  │     │
│                                │  │ • Aggregation │  │          │  └───────────┘  │     │
│                                │  └───────────────┘  │          └─────────────────┘     │
│                                └─────────────────────┘                   │              │
│                                          │                               │              │
│         ┌────────────────────────────────┼───────────────────────────────┘              │
│         ▼                                ▼                                              │
│  ┌─────────────────┐           ┌─────────────────────┐          ┌─────────────────┐     │
│  │  BACKTEST       │           │   DATA              │          │   SCHEDULER     │     │
│  │  SERVICE        │           │   SERVICE           │          │   SERVICE       │     │
│  │                 │           │                     │          │                 │     │
│  │  • Historical   │           │  ┌───────────────┐  │          │  • Cron Jobs    │     │
│  │    Simulation   │◄─────────►│  │ Alpaca API    │  │◄────────►│  • Bot Mgmt     │     │
│  │  • OOT Testing  │           │  │ Connector     │  │          │  • Monitoring   │     │
│  │  • Performance  │           │  │               │  │          │                 │     │
│  │    Metrics      │           │  │ • Market Data │  │          │  ┌───────────┐  │     │
│  │  • A/B Compare  │           │  │ • Account     │  │          │  │ Bot       │  │     │
│  │                 │           │  │ • Trading     │  │          │  │ Runtime   │  │     │
│  └─────────────────┘           │  └───────────────┘  │          │  │           │  │     │
│                                │          │          │          │  │ • Start   │  │     │
│                                │          ▼          │          │  │ • Stop    │  │     │
│                                │  ┌───────────────┐  │          │  │ • Status  │  │     │
│                                │  │ Kafka/Pulsar  │  │          │  └───────────┘  │     │
│                                │  │ Message Bus   │  │          └─────────────────┘     │
│                                │  └───────────────┘  │                                  │
│                                └─────────────────────┘                                  │
│                                          │                                              │
│  ┌─────────────────────────────────────────────────────────────────────────────────┐    │
│  │                              EXTENSION LAYER                                    │    │
│  │  ┌──────────────────┐  ┌──────────────────┐  ┌──────────────────┐               │    │
│  │  │   LLM Agent      │  │   MCP Server     │  │   Skills Engine  │               │    │
│  │  │                  │  │                  │  │                  │               │    │
│  │  │ • Strategy Gen   │  │ • Tool Registry  │  │ • Plugin System  │               │    │
│  │  │ • Analysis       │  │ • Context Mgmt   │  │ • Custom Nodes   │               │    │
│  │  │ • Recommendations│  │ • Extensions     │  │ • Indicators     │               │    │
│  │  └──────────────────┘  └──────────────────┘  └──────────────────┘               │    │
│  └─────────────────────────────────────────────────────────────────────────────────┘    │
│                                                                                         │
│  ┌─────────────────────────────────────────────────────────────────────────────────┐    │
│  │                              DATA STORAGE LAYER                                 │    │
│  │  ┌────────────────────────────────────────────────────────────────────────────┐ │    │
│  │  │                         PostgreSQL (Primary Database)                      │ │    │
│  │  │  ┌──────────────┐  ┌──────────────┐  ┌──────────────┐  ┌──────────────┐    │ │    │
│  │  │  │ Users &      │  │ Strategies   │  │ Orders &     │  │ Market Data  │    │ │    │
│  │  │  │ Auth         │  │ & Configs    │  │ Positions    │  │ (TimescaleDB)│    │ │    │
│  │  │  │              │  │              │  │              │  │              │    │ │    │
│  │  │  │ • users      │  │ • strategies │  │ • orders     │  │ • ohlcv      │    │ │    │
│  │  │  │ • sessions   │  │ • features   │  │ • positions  │  │ • ticks      │    │ │    │
│  │  │  │ • oauth      │  │ • bots       │  │ • trades     │  │ • features   │    │ │    │
│  │  │  │ • profiles   │  │ • backtests  │  │ • pnl        │  │ • signals    │    │ │    │
│  │  │  └──────────────┘  └──────────────┘  └──────────────┘  └──────────────┘    │ │    │
│  │  └────────────────────────────────────────────────────────────────────────────┘ │    │
│  │                                                                                 │    │
│  │  ┌──────────┐  ┌──────────┐  ┌─────────────┐                                    │    │
│  │  │ Redis    │  │ MinIO    │  │ ClickHouse  │                                    │    │
│  │  │ (Cache)  │  │ (Objects)│  │ (Analytics) │                                    │    │
│  │  └──────────┘  └──────────┘  └─────────────┘                                    │    │
│  └─────────────────────────────────────────────────────────────────────────────────┘    │
│                                                                                         │
└─────────────────────────────────────────────────────────────────────────────────────────┘

Key Features

User Management & Authentication

Self-registration with username/password
Google OAuth integration
JWT-based session management
User profiles and preferences

Strategy Building

Visual drag-and-drop strategy builder (ReactFlow)
Pre-built technical indicators (RSI, MACD, Bollinger, etc.)
Custom indicator support
Strategy versioning and sharing

Backtesting & Analysis

Historical simulation engine
Out-of-time (OOT) testing
Performance metrics (Sharpe, Sortino, Max Drawdown, etc.)
A/B strategy comparison

Live Trading

Bot scheduling and management
Real-time order execution via Alpaca
Risk management controls
Position monitoring

Data & Features

Real-time market data streaming
Consistent feature computation (online = offline)
Feature store with versioning
Apache Flink for stream processing

Component Work Items

1. Authentication & User Management

Priority	Item	Description
P0	User Registration	Email/password signup with validation
P0	User Login	JWT-based authentication
P0	Password Hashing	Secure password storage (bcrypt)
P0	PostgreSQL User Schema	Users, sessions, profiles tables
P1	Google OAuth	OAuth 2.0 integration for Google login
P1	Password Reset	Email-based password recovery
P1	Email Verification	Verify email on registration
P2	Two-Factor Auth	TOTP-based 2FA
P2	API Keys	Personal API key management
P2	SSO Integration	Enterprise SSO support

2. Frontend (React + ReactFlow)

Priority	Item	Description
P0	Project Setup	Vite + React + TypeScript + TailwindCSS
P0	Robinhood Theme	Clean, minimal UI design system
P0	Auth Pages	Login, Register, Forgot Password
P0	Dashboard Shell	Main layout with navigation
P0	Strategy Builder Canvas	ReactFlow integration
P0	Basic Node Types	Data, Indicator, Condition, Action nodes
P1	Portfolio View	Holdings, P&L, performance charts
P1	Backtest Results	Charts, metrics, trade history
P1	Bot Manager	Create, schedule, monitor bots
P1	Real-time Charts	TradingView or Lightweight Charts
P1	Settings Page	User preferences, API keys
P2	Dark Mode	Theme toggle support
P2	Mobile Responsive	Mobile-friendly layouts
P2	PWA Support	Progressive Web App features

3. Backend API (Python + FastAPI)

Priority	Item	Description
P0	Project Setup	FastAPI + SQLAlchemy + Alembic
P0	Auth Endpoints	Register, login, refresh, logout
P0	User CRUD	User profile management
P0	Strategy CRUD	Create, read, update, delete strategies
P0	Bot CRUD	Bot configuration management
P0	WebSocket Server	Real-time data streaming
P1	Google OAuth	OAuth callback handlers
P1	Backtest Endpoints	Trigger and retrieve backtests
P1	Order Endpoints	Submit, cancel, list orders
P1	Position Endpoints	Current positions, history
P1	Rate Limiting	Request throttling
P2	API Versioning	/v1/, /v2/ support
P2	GraphQL	Optional GraphQL endpoint
P2	Webhook System	External integrations

4. Database (PostgreSQL)

Priority	Item	Description
P0	Schema Design	Core tables and relationships
P0	Users Table	id, email, password_hash, created_at
P0	Strategies Table	id, user_id, name, config_json, version
P0	Bots Table	id, strategy_id, schedule, status
P0	Orders Table	id, bot_id, symbol, side, quantity, status
P0	Alembic Migrations	Database versioning
P1	Positions Table	id, user_id, symbol, quantity, avg_price
P1	Trades Table	Executed trade history
P1	Backtests Table	Backtest runs and results
P1	TimescaleDB Extension	Time-series hypertables for OHLCV
P2	Features Table	Computed feature storage
P2	Audit Logs	User action logging
P2	Read Replicas	Scaling for analytics

5. Strategy Engine (Python + LiteFlow-style)

Priority	Item	Description
P0	ReactFlow Parser	Convert ReactFlow JSON to executable
P0	Node Executor	Base node execution framework
P0	Data Nodes	Price, Volume, OHLCV data access
P0	Indicator Nodes	RSI, MACD, SMA, EMA, Bollinger
P0	Condition Nodes	Compare, threshold, crossover
P0	Action Nodes	Buy, Sell, Hold signals
P1	Flow Control	Branch, loop, parallel execution
P1	Custom Node API	Plugin interface for custom nodes
P1	Strategy Validation	Validate strategy before execution
P2	Strategy Optimizer	Parameter optimization
P2	ML Integration	Integrate ML model nodes

6. Backtest Engine

Priority	Item	Description
P0	Historical Data Loader	Load OHLCV from database
P0	Event-Driven Simulator	Tick-by-tick simulation
P0	Order Simulator	Simulated order execution
P0	Basic Metrics	Returns, Sharpe ratio
P1	Transaction Costs	Slippage, commissions
P1	Advanced Metrics	Sortino, Max DD, Calmar
P1	Trade Analysis	Win rate, avg profit/loss
P1	OOT Testing	Walk-forward validation
P2	Monte Carlo	Randomized backtests
P2	A/B Comparison	Side-by-side strategy comparison

7. Bot Scheduler

Priority	Item	Description
P0	Cron Scheduler	APScheduler or Celery Beat
P0	Bot Runtime	Execute strategy on schedule
P0	Bot Status	Running, stopped, error states
P0	Basic Logging	Execution logs
P1	Graceful Shutdown	Clean bot termination
P1	Error Recovery	Retry logic, alerts
P1	Resource Limits	CPU/memory constraints
P2	Distributed Bots	Multi-node execution
P2	Bot Versioning	A/B bot deployments

8. Data Service & Alpaca Integration

Priority	Item	Description
P0	Alpaca REST Client	Market data, account info
P0	Alpaca WebSocket	Real-time quotes, trades
P0	OHLCV Storage	Store historical bars
P0	Symbol Universe	Supported symbols list
P1	Order Execution	Submit orders via Alpaca
P1	Position Sync	Sync positions from broker
P1	Account Balance	Real-time balance updates
P2	Multiple Brokers	Abstract broker interface
P2	Paper Trading	Alpaca paper trading mode

9. Feature Service (Flink)

Priority	Item	Description
P1	Feature DSL	YAML/JSON feature definitions
P1	Flink Job Setup	Basic Flink cluster
P1	Technical Indicators	RSI, MACD via Flink
P1	Feature Sink	Write to Redis/PostgreSQL
P2	Feature Registry	Central feature catalog
P2	Feature Versioning	Track feature changes
P2	Batch Processor	Offline feature computation

10. Extension Layer

Priority	Item	Description
P2	LLM Agent	Claude/OpenAI strategy assistant
P2	MCP Server	Model Context Protocol support
P2	Skills System	Plugin architecture
P2	Custom Indicators	User-defined indicators
P2	Webhook Triggers	External signal integration

11. Infrastructure & DevOps

Priority	Item	Description
P0	Docker Compose	Local development setup
P0	PostgreSQL Container	Database container
P0	Redis Container	Cache container
P0	Environment Config	.env file management
P1	Vercel Deployment	Frontend deployment
P1	Backend Deployment	API deployment (Railway/Fly.io)
P1	CI/CD Pipeline	GitHub Actions
P1	Database Migrations	Automated migrations
P2	Kubernetes	Production orchestration
P2	Monitoring	Prometheus + Grafana
P2	Log Aggregation	ELK or Loki stack

MVP Scope

The Minimum Viable Product includes all P0 items, enabling:

User Registration & Login - Create account, authenticate
Strategy Builder - Visual drag-and-drop strategy creation
Backtesting - Run stubbed simulations on historical data
Bot Scheduling - Schedule strategies with start/stop control
Results Dashboard - View P&L, trades, and performance

MVP User Flow

Register → Login → Create Strategy (ReactFlow) → Backtest → Review Results → Schedule Bot → Monitor

Tech Stack

Layer	Technology	Notes
Frontend	React 18, TypeScript	Vite build tool
	ReactFlow	Strategy builder canvas
	TailwindCSS	Utility-first styling
	Zustand	State management
	React Query	Data fetching
Backend	Python 3.11+	Primary language
	FastAPI	REST + WebSocket API
	SQLAlchemy	ORM
	Alembic	Migrations
	Pydantic	Validation
Database	PostgreSQL 15	Primary database
	TimescaleDB	Time-series extension
	Redis	Caching, sessions
Streaming	Apache Flink	Feature computation
	Kafka	Message queue (optional)
Workflow	LiteFlow (Python port)	Strategy execution
Deployment	Vercel	Frontend hosting
	Docker	Containerization
	GitHub Actions	CI/CD
External	Alpaca API	Market data & trading
	Google OAuth	Social login

Project Structure

oracle/
├── frontend/                 # React application
│   ├── src/
│   │   ├── components/       # UI components
│   │   ├── pages/            # Route pages
│   │   ├── hooks/            # Custom hooks
│   │   ├── services/         # API clients
│   │   ├── store/            # State management
│   │   └── styles/           # Theme & styles
│   ├── package.json
│   └── vite.config.ts
│
├── backend/                  # Python API
│   ├── app/
│   │   ├── api/              # Route handlers
│   │   ├── core/             # Config, security
│   │   ├── models/           # SQLAlchemy models
│   │   ├── schemas/          # Pydantic schemas
│   │   ├── services/         # Business logic
│   │   └── main.py           # FastAPI app
│   ├── alembic/              # Migrations
│   ├── tests/
│   ├── requirements.txt
│   └── pyproject.toml
│
├── flink-jobs/               # Flink streaming jobs
│   ├── feature_processor/
│   └── signal_generator/
│
├── docs/                     # Documentation
│   ├── CONTEXT.md            # Project context
│   ├── PROGRESS.md           # Development progress
│   ├── COLLABORATION.md      # Contribution guide
│   ├── COMMERCIAL.md         # Licensing & plans
│   └── ALPACA_INTEGRATION.md # Alpaca API guide
│
├── .claude/                  # Claude Code config
│   └── claude.md             # Code style preferences
│
├── docker-compose.yml        # Local infrastructure
├── .env.example              # Environment template
├── .gitignore
├── AGENT.md                  # AI agent instructions
├── LICENSE                   # AGPL-3.0
└── README.md                 # This file

Getting Started

Prerequisites

Node.js 18+
Python 3.11+
Docker & Docker Compose
Alpaca API account (free)

Local Development

# Clone repository
git clone https://github.com/yourusername/oracle.git
cd oracle

# Start infrastructure
docker-compose up -d

# Setup backend
cd backend
python -m venv venv
source venv/bin/activate  # or `venv\Scripts\activate` on Windows
pip install -r requirements.txt
alembic upgrade head
uvicorn app.main:app --reload

# Setup frontend (new terminal)
cd frontend
npm install
npm run dev

Environment Variables

Copy .env.example to .env and configure:

cp .env.example .env

See .env.example for all required variables.

Contributing

We welcome contributions! See docs/COLLABORATION.md for guidelines.

License

This project is dual-licensed:

Open Source: AGPL-3.0 - Free for personal and open-source use
Commercial: Contact us for commercial licensing options

See docs/COMMERCIAL.md for details.

Roadmap

Phase 1 - Foundation (MVP)

Project structure and documentation
Authentication system
Basic strategy builder
Backtest engine (stubbed run results)
Bot scheduler (start/stop status)

Phase 2 - Core Features

Advanced indicators
Real-time dashboard
Portfolio analytics
Risk management

Phase 3 - Scale

Flink feature processing
Multi-asset support
Performance optimization
Mobile support

Phase 4 - Extensions

LLM integration
MCP support
Marketplace
Enterprise features

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
.claude		.claude
backend		backend
docs		docs
frontend		frontend
scripts		scripts
.gitignore		.gitignore
AGENT.md		AGENT.md
README.md		README.md
docker-compose.yml		docker-compose.yml
package-lock.json		package-lock.json

Folders and files

Latest commit

History

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Oracle - Quantitative Trading Platform

Vision

Core Principles

System Architecture

Key Features

User Management & Authentication

Strategy Building

Backtesting & Analysis

Live Trading

Data & Features

Component Work Items

1. Authentication & User Management

2. Frontend (React + ReactFlow)

3. Backend API (Python + FastAPI)

4. Database (PostgreSQL)

5. Strategy Engine (Python + LiteFlow-style)

6. Backtest Engine

7. Bot Scheduler

8. Data Service & Alpaca Integration

9. Feature Service (Flink)

10. Extension Layer

11. Infrastructure & DevOps

MVP Scope

MVP User Flow

Tech Stack

Project Structure

Getting Started

Prerequisites

Local Development

Environment Variables

Contributing

License

Roadmap

Phase 1 - Foundation (MVP)

Phase 2 - Core Features

Phase 3 - Scale

Phase 4 - Extensions

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