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>
255 lines
5.8 KiB
Plaintext
255 lines
5.8 KiB
Plaintext
# Trading AI Secure - Requirements
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# Python 3.11+
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# ============================================================================
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# CORE DEPENDENCIES
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# ============================================================================
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# Web Framework
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fastapi==0.104.1
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uvicorn[standard]==0.24.0
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pydantic==2.5.0
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pydantic-settings==2.1.0
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# Data Processing
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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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# 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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catboost==1.2.2
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hmmlearn==0.3.0 # Hidden Markov Models for regime detection
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# Optimization
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optuna==3.5.0
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hyperopt==0.2.7
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ray[tune]==2.9.0
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# Time Series & Financial
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statsmodels==0.14.1
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arch==6.2.0
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prophet==1.1.5
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# Deep Learning (Optional)
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# tensorflow==2.15.0
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# torch==2.1.2
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# keras-tuner==1.4.6
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# Reinforcement Learning (Optional)
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# stable-baselines3==2.2.1
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# gym==0.26.2
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# ============================================================================
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# DATA SOURCES
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# ============================================================================
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# Market Data
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yfinance==0.2.32
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alpha-vantage==2.3.1
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# twelvedata==1.2.11 # Uncomment if using Twelve Data
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# IG Markets
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# trading-ig==0.0.18 # Uncomment when ready for IG integration
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# lightstreamer-client-lib==1.0.3
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# ============================================================================
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# RISK MANAGEMENT & FINANCE
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# ============================================================================
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# Quantitative Finance
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# quantlib-python==1.31 # Complex installation, optional
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riskfolio-lib==5.0.1
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pypfopt==1.5.5
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# Technical Indicators
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ta-lib==0.4.28 # Requires TA-Lib C library
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pandas-ta==0.3.14b0
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# ============================================================================
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# DATABASE & CACHING
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# ============================================================================
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# SQL
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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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# NoSQL & Cache
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redis==5.0.1
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pymongo==4.6.0
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# Time Series DB
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influxdb-client==1.38.0
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# ============================================================================
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# ASYNC & CONCURRENCY
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# ============================================================================
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asyncio==3.4.3
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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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# ============================================================================
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# MONITORING & LOGGING
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# ============================================================================
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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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# Metrics
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prometheus-client==0.19.0
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# APM
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# sentry-sdk==1.39.1 # Uncomment for error tracking
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# ============================================================================
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# UI & VISUALIZATION
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# ============================================================================
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# Dashboard
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streamlit==1.29.0
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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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# ============================================================================
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# UTILITIES
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# ============================================================================
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# Configuration
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python-dotenv==1.0.0
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pyyaml==6.0.1
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toml==0.10.2
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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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# HTTP Requests
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requests==2.31.0
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requests-oauthlib==1.3.1
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# Validation
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marshmallow==3.20.1
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cerberus==1.3.5
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# Encryption
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cryptography==41.0.7
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# ============================================================================
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# NOTIFICATIONS
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# ============================================================================
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# Telegram
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python-telegram-bot==20.7
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# Email
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sendgrid==6.11.0
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# SMS (Optional)
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# twilio==8.11.0 # Uncomment if using SMS alerts
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# ============================================================================
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# TESTING
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# ============================================================================
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# Test Framework
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pytest==7.4.3
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pytest-asyncio==0.21.1
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pytest-cov==4.1.0
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pytest-mock==3.12.0
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pytest-xdist==3.5.0
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# Fixtures
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faker==20.1.0
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factory-boy==3.3.0
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# ============================================================================
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# CODE QUALITY
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# ============================================================================
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# Linting
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pylint==3.0.3
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flake8==6.1.0
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mypy==1.7.1
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# Formatting
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black==23.12.0
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isort==5.13.2
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autopep8==2.0.4
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# Security
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bandit==1.7.5
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safety==2.3.5
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# ============================================================================
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# DOCUMENTATION
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# ============================================================================
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# API Docs
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mkdocs==1.5.3
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mkdocs-material==9.5.2
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mkdocstrings[python]==0.24.0
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# Sphinx (Alternative)
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# sphinx==7.2.6
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# sphinx-rtd-theme==2.0.0
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# ============================================================================
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# DEPLOYMENT
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# ============================================================================
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# WSGI/ASGI
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gunicorn==21.2.0
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# Process Management
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supervisor==4.2.5
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# Environment
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python-decouple==3.8
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# ============================================================================
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# DEVELOPMENT TOOLS
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# ============================================================================
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# Jupyter
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jupyter==1.0.0
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ipython==8.18.1
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notebook==7.0.6
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# Debugging
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ipdb==0.13.13
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pdbpp==0.10.3
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# Profiling
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memory-profiler==0.61.0
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line-profiler==4.1.1
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# ============================================================================
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# NOTES
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# ============================================================================
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#
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# Installation:
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# pip install -r requirements.txt
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#
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# Optional dependencies:
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# - TA-Lib requires C library: https://github.com/mrjbq7/ta-lib
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# - QuantLib requires compilation: https://www.quantlib.org/
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# - TensorFlow/PyTorch for deep learning (large downloads)
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#
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# Platform-specific:
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# - Windows: Some packages may require Visual C++ Build Tools
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# - Linux: May need python3-dev, build-essential
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# - macOS: May need Xcode Command Line Tools
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#
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# Version pinning:
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# - All versions pinned for reproducibility
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# - Update regularly for security patches
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# - Test thoroughly before updating in production
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#
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