Vibe-Trading

Professional finance research toolkit with AI-powered backtesting (11 engines), multi-agent teams, 90 specialized skills, the Alpha Zoo (478 pre-built quantitative alphas across qlib158 / alpha101 / gtja191 / academic / fundamental with one-line CLI benchmarking), and the Shadow Account loop — extract your implicit trading rules from a journal, backtest them across A股/港股/美股/crypto, then see where they would have served you better.

Setup

pip install vibe-trading-ai

Package name vs commands: The PyPI package is vibe-trading-ai. Once installed, you get:

Command	Purpose
vibe-trading	Interactive CLI / TUI
vibe-trading serve	Launch FastAPI web server
vibe-trading-mcp	Start MCP server (for Claude Desktop, OpenClaw, Cursor, etc.)

Add to your agent's MCP config:

{
  "mcpServers": {
    "vibe-trading": {
      "command": "vibe-trading-mcp"
    }
  }
}

API Key Requirements

Core research MCP tools work with zero API keys for HK/US/Canada/crypto. After pip install, backtesting, market data, factor analysis, options pricing, chart patterns, web search, document reading, trade journal analysis, shadow-account extraction/backtest/report, the Alpha Zoo (478 pre-built alphas), and all 90 skills are ready to use. IBKR tools require a local TWS / IB Gateway session; run_swarm requires an LLM key.

Feature	Key needed	When
HK/US/Canada equities & crypto	None	Always free (yfinance / stooq / yahoo + OKX)
China A-share data	None	Free via akshare / baostock / tencent / sina / eastmoney fallback (TUSHARE_TOKEN optional for premium quality)
Premium US fundamentals/quotes	FINNHUB_API_KEY / ALPHAVANTAGE_API_KEY / TIINGO_API_KEY / FMP_API_KEY	Only for optional-key providers (graceful fallback to free sources)
Multi-agent swarm (run_swarm)	OPENAI_API_KEY + LANGCHAIN_MODEL_NAME	Swarm spawns internal LLM workers

What You Can Do

Shadow Account — flagship loop

Feed a CSV broker export (同花顺 / 东财 / 富途 / generic), and the agent will:

1. analyze_trade_journal — profile your behavior (holding period, win rate, disposition effect, chasing, overtrading, anchoring).
2. extract_shadow_strategy — distill 3-5 if-then rules that describe your profitable roundtrips.
3. run_shadow_backtest — backtest those rules across A/HK/US/crypto and compute delta-PnL vs your realized trades.
4. render_shadow_report — produce an HTML/PDF report (8 sections + charts) with today's matching signals.
5. scan_shadow_signals — list today's symbols that match your shadow's entry cadence (research only).

Backtesting

Create and run quantitative strategies across 11 engines (ChinaA, GlobalEquity, IndiaEquity, KoreaEquity, VietnamEquity, BrazilEquity, Crypto, ChinaFutures, GlobalFutures, Forex + options) with 29 market-data sources (auto-detect + ordered fallback; the hosted forex tickerall source is explicit-only):

• HK/US equities via yfinance / stooq / yahoo (free, no API key); optionally via Longbridge historical OHLCV (longbridge, requires the optional SDK and LONGBRIDGE_APP_KEY / LONGBRIDGE_APP_SECRET / LONGBRIDGE_ACCESS_TOKEN). To force it for a run, set "source": "longbridge" in config.json.
• Canada equities (TSX/TSXV) via yahoo / yfinance using Yahoo's canonical <TICKER>.TO (TSX, e.g. TD.TO) or <TICKER>.V (TSXV, e.g. PNG.V) suffixes — free, no API key. The GlobalEquity engine uses CAD identity, whole-share orders, configurable Canadian commission/slippage, and the TSX/TSXV price-increment grid.
• India equities (NSE/BSE) via yahoo / yfinance using <SYMBOL>.NS (NSE, e.g. RELIANCE.NS) or <SCRIP>.BO (BSE, e.g. 500325.BO) — free, no API key. The IndiaEquityEngine models T+1 delivery, no overnight shorts (set allow_short for intraday), configurable circuit bands, 1-share lots, and the STT/stamp-duty/exchange/GST cost stack. Optionally back-fill from your live broker via the india_broker source (Shoonya/Dhan; requires broker login).
• Korea equities (KRX: KOSPI/KOSDAQ) via pykrx using <CODE>.KS (KOSPI, e.g. 005930.KS) or <CODE>.KQ (KOSDAQ, e.g. 247540.KQ) — free, no API key (pip install "vibe-trading-ai[krx]"; yahoo/yfinance fallback needs no extra). pykrx serves daily bars only (an intraday request falls through to another source) and its adjusted series is Naver-backed rather than a verbatim KRX print. The KoreaEquityEngine models same-day round trips (no T+1), the ±30% daily price limit measured from the previous close and quantized to the KRX tick grid, tick-rounded fills, the 0.20% sell-side transaction tax (2026 rate), and 1-share lots. It is long-only: allow_short is refused, because KRX covered-short and uptick rules cannot be enforced on daily bars.
• Vietnam equities (HOSE) via yahoo / yfinance using <TICKER>.VN (e.g. VIC.VN) — no API key. Yahoo officially lists HOSE but not HNX or UPCOM; those venues are unsupported and need the local source. yfinance is an unofficial Yahoo client, so availability is best-effort and subject to Yahoo's personal-use terms. The VietnamEquityEngine approximates the formal T+2 settlement cycle — shares bought on day T normally become sellable during the afternoon session on T+2, informally called T+1.5 — as a two-bar hold on daily data (vn_settlement_bars covers scenario testing and future rule changes). It applies HOSE's normal ±7% band around the reference price, rounding the ceiling down and the floor up to the 10/50/100-VND tick grid, and uses 100-share round lots; odd-lot trading is not modelled. Costs are configurable brokerage plus, for individual investors, 0.1% sell-side personal income tax on gross proceeds. It is long-only, because operational cash-equity short selling is not generally available in Vietnam.
• Cryptocurrency via OKX or CCXT/100+ exchanges (free, no API key)
• China A-shares via AKShare / baostock / tencent / sina / eastmoney (free, no API key) — TUSHARE_TOKEN optional for premium quality
• Futures, forex, macro via AKShare (free, no API key)
• Forex / metals with no local terminal via the hosted TickerAll MetaTrader 5 feed (source="tickerall", TICKERALL_API_KEY + TICKERALL_ACCOUNT_ID, read-only) — the same broker feed as the mt5 loader but over a hosted API on any OS. Explicit-only (never an automatic fallback).
• HK & A-share equities via Futu (broker login required, optional)
• Local CSV/parquet bars via the local loader (offline, no network)
• Premium cross-market data via QVeris (optional API key)
• Premium US data via optional-key finnhub / alphavantage / tiingo / fmp (graceful fallback to free sources)

Factors: the Alpha101 and QLib158 zoos are tagged for the equity_in and equity_kr universes, so they compute on NSE/BSE and KRX bars (the GTJA191 zoo stays China-only). Live/paper India trading uses the Shoonya / Dhan connectors (paper + read-only live; live order placement is structurally disabled because those brokers expose no paper/live switch). Live/paper Korea equity trading uses the KIS connector (한국투자증권; genuine 모의투자 paper sandbox on a separate host/port from 실전투자 live, plus read-only live — no mandate-gated live-trade profile yet). Live/paper Korea crypto trading uses the Upbit connector (KRW markets; paper + read-only live — no runtime paper/live discriminator, so live order placement is structurally disabled, same as Shoonya/Dhan). Read-only Korea/US equity access is also available via the Toss Securities connector (토스증권) — no verified sandbox, so order placement always refuses, same as Trading 212.

Example workflow:

1. Use list_skills() to discover strategy patterns
2. Use load_skill("strategy-generate") for the strategy creation guide
3. Use write_file() to create config.json and code/signal_engine.py
4. Use backtest() to run and get metrics (Sharpe, return, drawdown, etc.)

Multi-Agent Swarm Teams

30 pre-built agent teams for complex research:

• Investment Committee: bull/bear debate → risk review → PM decision
• Global Equities Desk: A-share + HK/US + crypto → global strategist
• Crypto Trading Desk: funding/basis + liquidation + flow → risk manager
• Earnings Research Desk: fundamentals + revisions + options → earnings strategist
• Macro/Rates/FX Desk: rates + FX + commodities → macro PM
• Quant Strategy Desk: screening → factor research → backtest → risk audit
• Risk Committee: drawdown, tail risk, regime analysis
• And 23 more specialized teams

Use list_swarm_presets() to see all teams, then run_swarm() to execute.

Alpha Zoo (478 pre-built alphas)

One-line cross-sectional IC / IR / alive-reversed-dead categorisation across five bundled zoos:

• qlib158 (154 alphas) — Microsoft Qlib's Alpha158 feature handler, Apache-2.0 with pinned commit SHA.
• alpha101 (101 alphas) — Kakushadze (2015) "101 Formulaic Alphas" (arXiv:1601.00991), written from the paper appendix.
• gtja191 (191 alphas) — Guotai Junan 2014 "191 Short-period Trading Alpha Factors" research report.
• academic (12 factors) — Fama-French 5 + Carhart momentum + Jegadeesh reversal + George-Hwang 52-week-high + Amihud illiquidity + Harvey-Siddique skew + Frazzini-Pedersen betting-against-beta (price-based proxies) + a correlation-rewiring stability score (from the in-repo correlation-regime skill).
• fundamental (20 factors) — PIT-safe earnings yield, ROE, gross profitability and asset growth, plus ten SEC XBRL additions: book-to-market, FCF yield, accruals, ROA, CFO yield, operating margin, cash-to-assets, leverage, revenue growth and earnings growth, from daily fundamental panels; three CN A-share daily-valuation factors (PB, PS_TTM, dividend yield) fed by the val:* panel namespace from tushare daily_basic; and three industry-neutralized variants of those CN value factors, z-scored within Shenwan L1 peers against a PIT SW2021 industry tag from tushare index_member_all (membership is point-in-time; the SW2021 taxonomy itself is retroactive).

Each alpha ships with __alpha_meta__ (formula LaTeX + theme + universe + warmup + columns required), guarded by an AST purity gate + 300-row lookahead sentinel test. Use the vibe-trading alpha {list,show,bench,compare,export-manifest} CLI, the /alpha/* REST routes (browser at /alpha-zoo), or compose multi-factor signals via ZooSignalEngine.from_zoo(...).

Finance Skills (90)

Comprehensive knowledge base covering:

• Technical analysis (candlestick, Elliott wave, Ichimoku, SMC, harmonic, chanlun)
• Quantitative methods (factor research, ML strategy, pair trading, multi-factor)
• Risk management (VaR/CVaR, stress testing, hedging)
• Options (Black-Scholes, Greeks, multi-leg strategies, payoff diagrams)
• HK/US equities (SEC filings, earnings revisions, ETF flows, ADR/H-share arbitrage)
• Crypto trading desk (funding rates, liquidation heatmaps, stablecoin flows, token unlocks, DeFi yields)
• Behavioral finance, trade journal diagnostics, shadow account
• Macro analysis, credit research, sector rotation, and more

Use load_skill(name) to access full methodology docs with code templates.

Available MCP Tools (76)

Tool	Description	API Key
list_skills	List all 90 finance skills	None
load_skill	Load full skill documentation	None
start_research_goal	Create an auditable research goal	None
get_research_goal	Read the current research goal	None
add_goal_evidence	Attach evidence to a research goal	None
update_research_goal_status	Update goal lifecycle status	None
backtest	Run vectorized backtest engine	None*
factor_analysis	IC/IR analysis + layered backtest	None*
alpha_zoo	Browse bundled alpha metadata and registry health	None
alpha_bench	Benchmark one alpha or a complete zoo	None*
analyze_options	Black-Scholes price + Greeks	None
analyze_options_payoff	Multi-leg expiry payoff + spot/IV scenarios	None
pattern_recognition	Detect chart patterns (H&S, double top, etc.)	None
get_market_data	Fetch OHLCV data (auto-detect + ordered fallback across 29 sources)	None*
get_fund_flow	Capital fund-flow (main/retail net inflow)	None*
get_dragon_tiger	Dragon-tiger list (龙虎榜) top buyer/seller seats	None*
get_northbound_flow	Northbound (Stock Connect) net flow	None*
get_southbound_flow	Southbound (Stock Connect) net buy into HK (Eastmoney/HKEX)	None
get_margin_trading	Margin trading & short-selling balances	None*
get_block_trades	Block-trade (大宗交易) records	None*
get_shareholder_count	Shareholder-count history per symbol	None*
get_lockup_expiry	Restricted-share lockup release schedule	None*
get_sector_info	Sector / industry constituents & performance	None*
get_research_reports	Sell-side analyst research reports	None*
get_stock_news	Market & company news headlines	None*
get_sec_filings	SEC EDGAR filings (10-K/10-Q/8-K, etc.)	None
get_financial_statements	Income / balance / cash-flow statements	None*
get_options_chain	Options chain (strikes, IV, OI, Greeks)	None*
get_stock_profile	Valuation, analyst estimates & institutional holdings (US/HK)	None
screen_market	Market screener with fundamental/technical filters	None*
search_symbol	Symbol / ticker search across markets	None
get_macro_series	FRED macroeconomic series	FRED_API_KEY
iwencai_search	A-share natural-language research search	IWENCAI_KEY
qveris_search	Search QVeris premium data/tool marketplace (free discovery)	QVERIS_API_KEY + paid mode
qveris_inspect	Inspect QVeris tool schemas before executing (free)	QVERIS_API_KEY + paid mode
qveris_execute	Execute a QVeris capability; budget-bounded, may be billable	QVERIS_API_KEY + paid mode
web_search	Search the web via DuckDuckGo	None
read_url	Fetch web page as Markdown	None
read_document	Extract text from PDF/DOCX/XLSX/PPTX/images	None
write_file	Write files (config, strategy code)	None
read_file	Read file contents	None
read_run_artifact	Structured run-artifact reads (rows / downsample / meta)	None
list_strategies	Browse discoverable strategies (Alpha Zoo + SDM store)	None
query_strategies	Evidence-gated query: regime / Sharpe / quality / cost filters	None
get_strategy_evidence	Per-regime evidence rows for one strategy	None
refresh_strategy_evidence	Rebuild the disposable strategy-evidence cache from run artifacts	None
analyze_trade_journal	Parse broker CSV → profile + behavior diagnostics	None
extract_shadow_strategy	Distill 3-5 if-then rules from profitable roundtrips	None
run_shadow_backtest	Multi-market backtest + delta-PnL attribution	None*
render_shadow_report	HTML/PDF shadow report (8 sections + charts)	None
scan_shadow_signals	Today's symbols matching the shadow's cadence	None
list_swarm_presets	List multi-agent team presets	None
run_swarm	Execute a multi-agent research team	LLM key
get_swarm_status	Poll swarm run status without blocking	None
get_run_result	Get final report and task summaries	None
list_runs	List recent swarm runs with metadata	None
reap_stale_runs	Finalize stale swarm runs	None
retry_run	Re-run a failed/stale swarm run	LLM key
trading_connections	List selectable connector profiles	None
trading_select_connection	Select the default connector profile	None
trading_check	Check connector readiness	Connector app/OAuth
trading_account	Read account summary from selected connector	Connector app/OAuth
trading_positions	Read positions from selected connector	Connector app/OAuth
trading_orders	Read open orders from selected connector	Connector app/OAuth
trading_quote	Read a quote snapshot from selected connector	Connector app/OAuth
trading_history	Read historical bars from selected connector	Connector app/OAuth
get_institutional_holdings	SEC 13F-HR holdings by manager/ticker + quarter-over-quarter position diffs	None
etf_holdings	ETF look-through — SEC N-PORT (US) and full-book A-share fund reports	None
prediction_market	Event-contract search/market/history as labelled implied probability	None
research_papers	arXiv + OpenAlex search/read with source-anchored claim extraction	None
quantlib_call	Pure-compute finance math — 265 functions across 19 quantlib modules	None
cashflow_performance	XIRR / MOIC / DPI / TVPI / TWR / Modified Dietz over dated cash flows	None
orderbook_depth	Crypto L2 ladder — spread bps, depth imbalance, impact cost	None
sentiment	Local lexicon text scoring + crypto Fear & Greed Index	None
technical_indicators	RSI / MACD / Bollinger / SMA / EMA through the existing loaders	None*
get_fundamentals	PIT-safe SEC fundamentals panels (filed-date anchored)	None

_{*A-share symbols require TUSHARE_TOKEN. HK/US/Canada/crypto are free. Trading connector rows use the selected connector profile, e.g. IBKR local TWS/Gateway or Robinhood MCP OAuth.}

Quick Start

pip install vibe-trading-ai

That's it — no API keys needed for HK/US/Canada/crypto markets. Start using backtest, get_market_data, analyze_options, analyze_trade_journal, extract_shadow_strategy, web_search, the Alpha Zoo (vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2018-2025), and all 90 skills immediately.

Loading Tools from External MCP Servers

The built-in agent can load tools from your own external MCP servers in addition to its local toolset.

Note: This is the MCP client path — the opposite of the MCP plugin listed above. The plugin above makes Vibe-Trading's tools available to your agents. This section lets Vibe-Trading's own agent call tools from your servers.

Setup

Create ~/.vibe-trading/agent.json:

{
  "mcpServers": {
    "my-server": {
      "command": "uvx",
      "args": ["my-mcp-server"],
      "toolTimeout": 30,
      "enabledTools": ["*"]
    }
  }
}

Ordinary external MCP tools appear automatically in every vibe-trading run / vibe-trading chat call. They are injected after local tools under stable names: mcp_<server>_<tool>. Live-broker MCP servers are consumed through the connector-scoped trading_* tools instead of exposing raw mcp_<broker>_* tools to the agent.

Official IBKR MCP read-only probe

Add Interactive Brokers' official MCP endpoint as a read-only external server:

{
  "mcpServers": {
    "ibkr": {
      "type": "streamableHttp",
      "url": "https://api.ibkr.com/v1/api/mcp-public",
      "auth": {
        "type": "oauth",
        "scopes": ["mcp.read"],
        "clientName": "Vibe-Trading",
        "cacheDir": "~/.vibe-trading/live/ibkr/oauth"
      },
      "enabledTools": ["*"]
    }
  }
}

Authorize it with vibe-trading connector authorize ibkr-live-official-mcp-readonly. The wildcard is accepted only for this mcp.read probe. Generic trading_account and trading_positions calls stay disabled until IBKR publishes stable read tool names that Vibe-Trading can map safely; mcp.write requires an explicit tool allowlist and live order-guard handling. If IBKR issues a pre-registered OAuth client, add clientId and clientSecret inside auth.

Official eToro Public API MCP (discovery + dev)

eToro ships a hosted MCP at https://mcp.public-api.etoro.com with live OpenAPI route discovery (get-all-routes, get-route-spec) and optional execution (execute-read, execute-write). Use it for API exploration and codegen — production agent trading in Vibe-Trading goes through the built-in etoro-* connector profiles and trading_* / etoro_* tools (mandate gate on live writes).

Add to ~/.vibe-trading/agent.json (credentials on the connection, not in chat):

{
  "mcpServers": {
    "etoro-public-api": {
      "type": "streamableHttp",
      "url": "https://mcp.public-api.etoro.com",
      "headers": {
        "x-api-key": "YOUR_PUBLIC_API_KEY",
        "x-user-key": "YOUR_USER_KEY"
      },
      "enabledTools": ["get-all-routes", "get-route-spec", "execute-read"]
    }
  }
}

Omit execute-write unless you want the MCP to place trades directly (bypasses Vibe-Trading's live mandate gate). Install skill: https://mcp.public-api.etoro.com/skill

Trading connector profiles

The public trading surface is connector-first. Choose a connector profile, then paper/live is just an attribute under that connector.

pip install "vibe-trading-ai[ibkr]"
vibe-trading connector list
vibe-trading connector use ibkr-paper-local
vibe-trading connector configure ibkr-paper-local --yes
vibe-trading connector check
vibe-trading connector account
vibe-trading connector positions
vibe-trading connector orders
vibe-trading connector quote AAPL
vibe-trading connector history AAPL --duration "30 D" --bar-size "1 day"

Default ports are TWS paper 7497, IB Gateway paper 4002, TWS live-readonly 7496, and IB Gateway live-readonly 4001.

Config fields

Field	Required	Default	Description
type	stdio: no, HTTP: yes	inferred only for stdio	Transport type. Use sse or streamableHttp for URL-based servers.
command	stdio: yes	—	Executable to launch
args	no	[]	Command arguments
env	no	{}	Extra env vars for the subprocess
url	HTTP: yes	—	Remote SSE / streamable HTTP endpoint URL
headers	no	{}	Extra HTTP headers for SSE / streamable HTTP servers
toolTimeout	no	30	Seconds before a tool call is cancelled
enabledTools	no	["*"]	Allowlist of remote tool names. ["*"] enables all

For URL-based transports, type is required. The agent no longer guesses between SSE and streamable HTTP from the URL suffix.

Per-session override (API)

Security — disabled by default. mcpServers defines subprocess command/args/env and is therefore restricted to operator-level trust. API callers cannot inject MCP server definitions through POST /sessions unless the server operator explicitly opts in.

To enable session-level MCP injection, set the environment variable on the server before starting the agent:

export ALLOW_SESSION_MCP_SERVERS=1

With the opt-in active, pass mcpServers inside session.config to extend or replace the global config for that session only:

{
  "config": {
    "mcpServers": {
      "research": {
        "command": "uvx",
        "args": ["research-mcp"],
        "enabledTools": ["search"]
      }
    }
  }
}

Without ALLOW_SESSION_MCP_SERVERS=1, any mcpServers key in session.config is silently stripped before config loading. The global operator config on disk (~/.vibe-trading/agent.json) is always respected regardless of this flag.

v1 limits

• Transport: stdio, SSE, and streamable HTTP.
• Execution: serial only. MCP tools never enter the parallel readonly path.
• Surfaces: tools only. Resources and prompts are not exposed.
• Swarm: MCP tools are excluded from Swarm worker registries in v1.
• Hot reload: not supported. Restart the process to pick up config changes.

Failure handling

Case	Behavior
Missing config file	falls back to empty config — no MCP servers loaded
Invalid config file	logs a warning and falls back to empty config
Server fails to start	that server is skipped; local tools and other servers still load
Tool call times out	returns a normalized error payload instead of raising
Two server names collide after sanitization	deterministic hash suffix appended; operator warning emitted

Examples

Backtest a MACD strategy on Apple:

Backtest AAPL with MACD crossover strategy (fast=12, slow=26, signal=9) for 2024

Analyze my trade journal and build a Shadow Account:

Call analyze_trade_journal on ~/Downloads/tonghuashun.csv, then extract_shadow_strategy with min_support=3, then run_shadow_backtest for the last year, then render_shadow_report.

Run an investment committee review:

Use run_swarm with investment_committee preset to evaluate NVDA. Variables: target=NVDA.US, market=US

Factor analysis on CSI 300:

Run factor_analysis on CSI 300 stocks using pe_ttm factor from 2023 to 2024

Options analysis:

Use analyze_options: spot=100, strike=105, 90 days, vol=25%, rate=3%

Multi-leg options payoff:

Use analyze_options_payoff for a 95/105 bull call spread at spot 100 with 30 days remaining: long one 95 call at premium 8, short one 105 call at premium 3, multiplier 100, commission rate 0.001.