Initial commit — Trading AI Secure project complet
Architecture Docker (8 services), FastAPI, TimescaleDB, Redis, Streamlit. Stratégies : scalping, intraday, swing. MLEngine + RegimeDetector (HMM). BacktestEngine + WalkForwardAnalyzer + Optuna optimizer. Routes API complètes dont /optimize async. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
21
docker/api/Dockerfile
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21
docker/api/Dockerfile
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FROM python:3.11-slim
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WORKDIR /app
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# Dépendances système
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RUN apt-get update && apt-get install -y --no-install-recommends \
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libpq-dev \
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&& rm -rf /var/lib/apt/lists/*
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# Installation des dépendances Python
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COPY docker/requirements/base.txt docker/requirements/api.txt ./requirements/
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RUN pip install --no-cache-dir \
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-r requirements/base.txt \
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-r requirements/api.txt
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# Le code source est monté en volume (dev)
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# En production : COPY src/ ./src/ && COPY config/ ./config/
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EXPOSE 8100
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CMD ["uvicorn", "src.api.app:app", "--host", "0.0.0.0", "--port", "8100", "--reload"]
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19
docker/dashboard/Dockerfile
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docker/dashboard/Dockerfile
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FROM python:3.11-slim
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WORKDIR /app
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RUN apt-get update && apt-get install -y --no-install-recommends \
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libpq-dev \
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&& rm -rf /var/lib/apt/lists/*
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COPY docker/requirements/base.txt docker/requirements/dashboard.txt ./requirements/
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RUN pip install --no-cache-dir \
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-r requirements/base.txt \
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-r requirements/dashboard.txt
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EXPOSE 8501
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CMD ["streamlit", "run", "src/ui/dashboard.py", \
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"--server.port=8501", \
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"--server.address=0.0.0.0", \
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"--server.headless=true"]
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36
docker/jupyter/Dockerfile
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36
docker/jupyter/Dockerfile
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FROM python:3.11-slim
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WORKDIR /app
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# Dépendances système + TA-Lib C (nécessaire pour feature engineering ML)
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RUN apt-get update && apt-get install -y --no-install-recommends \
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build-essential \
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wget \
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libpq-dev \
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libgomp1 \
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git \
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&& wget https://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz \
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&& tar -xzf ta-lib-0.4.0-src.tar.gz \
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&& cd ta-lib && ./configure --prefix=/usr && make && make install \
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&& cd .. && rm -rf ta-lib ta-lib-0.4.0-src.tar.gz \
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&& rm -rf /var/lib/apt/lists/*
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# Toutes les dépendances (base + ml + dev)
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COPY docker/requirements/base.txt docker/requirements/ml.txt ./requirements/
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RUN pip install --no-cache-dir \
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-r requirements/base.txt \
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-r requirements/ml.txt \
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&& pip install --no-cache-dir \
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jupyterlab==4.0.9 \
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ipywidgets==8.1.1 \
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ipdb==0.13.13 \
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memory-profiler==0.61.0
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EXPOSE 8888
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CMD ["jupyter", "lab", \
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"--ip=0.0.0.0", \
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"--port=8888", \
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"--no-browser", \
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"--allow-root", \
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"--notebook-dir=/app/notebooks"]
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19
docker/ml/Dockerfile
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docker/ml/Dockerfile
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FROM python:3.11-slim
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WORKDIR /app
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# Dépendances système (LightGBM)
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RUN apt-get update && apt-get install -y --no-install-recommends \
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libpq-dev \
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libgomp1 \
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&& rm -rf /var/lib/apt/lists/*
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# Installation des dépendances Python
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COPY docker/requirements/base.txt docker/requirements/ml.txt ./requirements/
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RUN pip install --no-cache-dir \
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-r requirements/base.txt \
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-r requirements/ml.txt
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EXPOSE 8200
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CMD ["uvicorn", "src.ml.service:app", "--host", "0.0.0.0", "--port", "8200", "--reload"]
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14
docker/prometheus/prometheus.yml
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docker/prometheus/prometheus.yml
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global:
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scrape_interval: 15s
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evaluation_interval: 15s
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scrape_configs:
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- job_name: 'trading-api'
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static_configs:
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- targets: ['trading-api:8100']
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metrics_path: /metrics
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- job_name: 'trading-ml'
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static_configs:
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- targets: ['trading-ml:8200']
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metrics_path: /metrics
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22
docker/requirements/api.txt
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docker/requirements/api.txt
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# ============================================================
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# API - Container trading-api (FastAPI backend)
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# ============================================================
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# Serveur ASGI
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uvicorn[standard]==0.24.0
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# Market Data
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yfinance>=1.0.0
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alpha-vantage==2.3.1
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# Technical Analysis (pandas-based, pas de lib C requise)
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ta==0.11.0
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# Optimisation paramètres
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optuna>=4.0.0
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# Monitoring
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prometheus-client==0.19.0
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# Notifications
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python-telegram-bot==20.7
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42
docker/requirements/base.txt
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docker/requirements/base.txt
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# ============================================================
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# BASE - Partagé entre tous les containers
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# ============================================================
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# Data
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numpy==1.26.2
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pandas==2.1.3
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scipy==1.11.4
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# Database
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sqlalchemy==2.0.23
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psycopg2-binary==2.9.9
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alembic==1.13.0
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# Cache
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redis==5.0.1
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# Async
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aiohttp==3.9.1
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aiofiles==23.2.1
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httpx==0.25.2
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# HTTP
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requests==2.31.0
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requests-oauthlib==1.3.1
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# Config
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python-dotenv==1.0.0
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pyyaml==6.0.1
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# Date/Time
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python-dateutil==2.8.2
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pytz==2023.3.post1
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# Logging
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loguru==0.7.2
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python-json-logger==2.0.7
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# API Framework (utilisé par api + ml services)
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fastapi==0.104.1
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pydantic==2.5.0
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pydantic-settings==2.1.0
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15
docker/requirements/dashboard.txt
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docker/requirements/dashboard.txt
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# ============================================================
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# DASHBOARD - Container trading-dashboard (Streamlit UI)
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# ============================================================
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# UI Framework
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streamlit==1.29.0
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# Visualisation
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plotly==5.18.0
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matplotlib==3.8.2
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seaborn==0.13.0
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# HTTP client pour appels API
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httpx==0.25.2
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requests==2.31.0
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24
docker/requirements/ml.txt
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docker/requirements/ml.txt
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# ============================================================
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# ML - Container trading-ml (Machine Learning engine)
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# ============================================================
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# Serveur ASGI
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uvicorn[standard]==0.24.0
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# Machine Learning
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scikit-learn==1.3.2
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xgboost==2.0.3
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lightgbm==4.1.0
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hmmlearn==0.3.0
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# Optimisation
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optuna==3.5.0
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# Time Series
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statsmodels==0.14.1
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# Technical Analysis (feature engineering, pandas-based)
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ta==0.11.0
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# Market Data (pour entraînement)
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yfinance>=1.0.0
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