Research for evolving vukem-trading, drawn from ten reference projects. Everything here is a pattern or hazard to evaluate, not a promise of profitability. Paper trading and backtesting only; real capital stays out of scope until an ADR and the live gates in risk-and-execution.md are met.
Research date: 2026-11-04. Each page marks what the official docs did not confirm as unverified.
Per-project notes#
| Project | Note | Most useful for |
|---|---|---|
| QuantConnect Lean | Algorithm framework, reality models | Pipeline stages, fill/slippage/fee models |
| Jesse | Strategy API, optimization | Hyperparameters as data, train/test/validation |
| Freqtrade | Callbacks, protections, bias analysis | Fill rules, look-ahead checks, protections |
| OctoBot | Trading modes, node mode | Mode versus strategy separation |
| Hummingbot | Executors, market making, kill switch | Triple barrier, executors, backtest honesty |
| eTape | Local day-trading terminal in Go and React | Risk gate, hotkeys, ladder, wire types |
| OpenBB | Provider contract, MCP | Data-provider interface |
| OpenStock | Retail dashboard (AGPL) | Coverage matrix, alerts |
| OpenTerminal | Widget terminal | Layout, palette, security defaults |
| QuantDinger | AI trading OS | Agent safety model, overfitting statistics |
Cross-cutting guides#
- backtesting.md: fill model, bias, metrics, validation protocol.
- risk-and-execution.md: risk layers, order lifecycle, paper versus live gates.
- strategies-and-markets.md: strategy families, market-specific rules for B3, US, crypto and forex, data sources.
- terminal-and-agents.md: web terminal features, AI and agent boundaries.
Top ten ideas to adopt#
- A provider interface per data type, with declared credentials that fail fast (OpenBB).
- Explicit, configurable fill rules, plus slippage and partial fills (Lean, Freqtrade).
- A look-ahead check that perturbs inputs and compares signals (Freqtrade).
- A three-period split with validation touched once, plus deflated Sharpe and Monte Carlo (Jesse, QuantDinger).
- A default-deny, two-layer risk gate with a master arm switch (eTape).
- Triple-barrier exits with explicit close reasons (Hummingbot).
- Protections: stop-loss streak lock, equity drawdown lock, per-asset cooldown (Freqtrade).
- Agents get paper-only scoped tokens; deterministic risk runs before any LLM; entries fail closed (QuantDinger).
- Generated TypeScript wire types with a drift check; canvas surfaces for high-frequency data (eTape).
- A coverage matrix per market and data mode shown in the UI (OpenStock).