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alpha-engine (executor) — Code Index

Index of entry points, key files, and data contracts. Companion to README.md. System overview lives in alpha-engine-docs.

Module purpose

Risk-gated trade executor — reads signals + predictions, sizes positions, routes orders through IB Gateway via a morning planner + intraday daemon split.

Entry points

File What it does
executor/main.py Morning order-book planner — never places orders
executor/daemon.py Sole order executor — urgent exits + intraday entry triggers
executor/eod_reconcile.py 1:20 PM PT — NAV, alpha, positions, EOD email
executor/connection_test.py IB Gateway connection check
executor/liquidate_all.py Emergency manual liquidation

Where things live

Concept File
Signal reader (signals.json + predictions.json from S3) executor/signal_reader.py
Hard risk-rule enforcement + graduated drawdown executor/risk_guard.py
Position sizer (equal-weight + adjustments) executor/position_sizer.py
IB Gateway wrapper (NAV, positions, prices, orders) executor/ibkr.py
Trade logger (SQLite + S3 backup) executor/trade_logger.py
Order book (intraday JSON state) executor/order_book.py
Bracket orders (BUY + trailing stop as parent/child) executor/bracket_orders.py
Intraday entry triggers (pullback / VWAP / support / expiry) executor/entry_triggers.py
Intraday exit manager (trail / profit-take / collapse) executor/intraday_exit_manager.py
Strategy layer — ATR stops + time decay executor/strategies/exit_manager.py
Strategy config (YAML override) executor/strategies/config.py
15-min delayed price subscriptions executor/price_monitor.py
Price cache loader (ArcticDB slim → ATR) executor/price_cache.py
Feature lookup (ArcticDB) executor/feature_lookup.py
Decision deciders (entry / hold / reduce / exit logic) executor/deciders.py
EOD email builder (HTML + plain) executor/eod_emailer.py
Telegram push notifications for trades executor/notifier.py
Snapshot capturer (intraday state) executor/snapshot_capturer.py
Market hours helpers executor/market_hours.py
Uptime tracker executor/uptime_tracker.py
Emergency shutdown handler executor/emergency_shutdown.py
Config loader executor/config_loader.py

Inputs / outputs

Reads

Source Path
Research signals s3://alpha-engine-research/signals/{date}/signals.json
Predictor predictions s3://alpha-engine-research/predictor/predictions/{date}.json
Predictor veto threshold + auto-tuned params s3://alpha-engine-research/config/predictor_params.json
Executor risk + sizing params s3://alpha-engine-research/config/executor_params.json
Price slim cache (ATR + intraday lookups) s3://alpha-engine-research/arcticdb/universe_slim/

Writes

Destination Path
Trade audit log s3://alpha-engine-research/trades/trades_full.csv + SQLite trades.db
Daily NAV / alpha / positions s3://alpha-engine-research/trades/eod_pnl.csv + SQLite eod_pnl table
Per-day intraday snapshots s3://alpha-engine-research/trades/snapshots/{date}/
Health status (planner + daemon completion) s3://alpha-engine-research/health/executor_*.json

Run modes

Mode Where Command
Production planner ae-trading EC2 (boot via systemd, ~6:15 AM PT) Weekday SF starts the EC2 instance
Production daemon ae-trading EC2 (boot via systemd, ~6:20 AM PT) Boot-triggered; safety-net systemd timer at 9:29 AM ET
Production EOD ae-trading EC2 (SSM, 1:20 PM PT) EOD Step Function
Local dry run venv python executor/main.py --dry-run
Connection test venv or EC2 python executor/connection_test.py
Manual liquidation venv or EC2 python executor/liquidate_all.py

Deploy: git push origin main && ae-trading "cd ~/alpha-engine && git pull". IB Gateway runs in Docker (gnzsnz/ib-gateway-docker) with TOTP-based 2FA on paper account port 4002.

Tests

pytest tests/ covers risk-guard rules, position sizing math, signal-reader fallbacks, trade-logger SQLite roundtrips, intraday exit manager state machines, entry-trigger evaluation, EOD reconciliation, and bracket-order construction.