edge-candidate-agent

Files (16)

• README.md
• SKILL.md
• openai.yaml · agents/
• ideation_loop.md · references/
• pipeline_if_v1.md · references/
• research_ticket_schema.md · references/
• signal_mapping.md · references/
• auto_detect_candidates.py · scripts/
• candidate_contract.py · scripts/
• export_candidate.py · scripts/
• conftest.py · scripts/tests/
• test_auto_detect_candidates.py · scripts/tests/
• test_candidate_contract.py · scripts/tests/
• test_export_candidate.py · scripts/tests/
• test_validate_candidate.py · scripts/tests/
• validate_candidate.py · scripts/

SKILL.md (first lines)

# Edge Candidate Agent

## Overview

Convert daily market observations into reproducible research tickets and Phase I-compatible candidate specs.
Prioritize signal quality and interface compatibility over aggressive strategy proliferation.
This skill can run end-to-end standalone, but in the split workflow it primarily serves the final export/validation stage.

## When to Use

- Convert market observations, anomalies, or hypotheses into structured research tickets.
- Run daily auto-detection to discover new edge candidates from EOD OHLCV and optional hints.
- Export validated tickets as `strategy.yaml` + `metadata.json` for `trade-strategy-pipeline` Phase I.
- Run preflight compatibility checks for `edge-finder-candidate/v1` before pipeline execution.

## Prerequisites

- Python 3.9+ with `PyYAML` installed.
- Access to the target `trade-strategy-pipeline` repository for schema/stage validation.
- `uv` available when running pipeline-managed validation via `--pipeline-root`.

## Output

- `strategies/<candidate_id>/strategy.yaml`: Phase I-compatible strategy spec.
- `strategies/<candidate_id>/metadata.json`: provenance metadata including interface version and ticket context.
- Validation status from `scripts/validate_candidate.py` (pass/fail + reasons).
- Daily detection artifacts:
  - `daily_report.md`
  - `market_summary.json`
  - `anomalies.json`
  - `watchlist.csv`
  - `tickets/exportable/*.yaml`
  - `tickets/research_only/*.yaml`

## Position in Split Workflow

Recommended split workflow:

1. `skills/edge-hint-extractor`: observations/news -> `hints.yaml`
2. `skills/edge-concept-synthesizer`: tickets/hints -> `edge_concepts.yaml`
3. `skills/edge-strategy-designer`: concepts -> `strategy_drafts` + exportable ticket YAML
4. `skills/edge-candidate-agent` (this skill): export + validate for pipeline handoff

## Workflow

1. Run auto-detection from EOD OHLCV:
   - `skills/edge-candidate-agent/scripts/auto_detect_candidates.py`
   - Optional: `--hints` for human ideation input
   - Optional: `--llm-ideas-cmd` for external LLM ideation loop
2. Load the contract and mapping references:
   - `references/pipeline_if_v1.md`
   - `references/signal_mapping.md`
   - `references/research_ticket_schema.md`
   - `references/ideation_loop.md`
3. Build or update a research ticket using `references/research_ticket_schema.md`.
4. Export candidate artifacts with `skills/edge-candidate-agent/scripts/export_candidate.py`.
5. Validate interface and Phase I constraints with `skills/edge-candidate-agent/scripts/validate_candidate.py`.
6. Hand off candidate directory to `trade-strategy-pipeline` and run dry-run first.

## Quick Commands

Daily auto-detection (with optional export/validation):

```bash
python3 skills/edge-candidate-agent/scripts/auto_detect_candidates.py \
  --ohlcv /path/to/ohlcv.parquet \
  --output-dir reports/edge_candidate_auto \
  --top-n 10 \
  --hints path/to/hints.yaml \
  --export-strategies-dir /path/to/trade-strategy-pipeline/strategies \
  --pipeline-root /path/to/trade-strategy-pipeline
```

Create a candidate directory from a ticket:

```bash
python3 skills/edge-candidate-agent/scripts/export_candidate.py \
  --ticket path/to/ticket.yaml \
  --strategies-dir /path/to/trade-strategy-pipeline/strategies
```

Validate interface contract only:

```bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml
```

Validate both interface contract and pipeline schema/stage rules:

```bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml \
  --pipeline-root /path/to/trade-strategy-pipeline \
  --stage phase1
```

## Export Rules

- Keep `validation.method: full_sample`.
- Keep `validation.oos_ratio` omitted or `null`.
- Export only supported entry families for v1:
  - `pivot_breakout` with `vcp_detection`
  - `gap_up_continuation` with `gap_up_detection`
- Mark unsupported hypothesis families as research-only in ticket notes, not as export candidates.

## Guardrails

- Reject candidates that violate schema bounds (risk, exits, empty conditions).
- Reject candidate when folder name and `id` mismatch.
- Require deterministic metadata with `interface_version: edge-finder-candidate/v1`.
- Use `--dry-run` in pipeline before full execution.

## Resources

### `skills/edge-candidate-agent/scripts/export_candidate.py`
Generate `strategies/<candidate_id>/strategy.yaml` and `metadata.json` from a research ticket YAML.

### `skills/edge-candidate-agent/scripts/validate_candidate.py`

From mphinance/alpha-skills, MIT.

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