118 lines
2.5 KiB
Markdown
118 lines
2.5 KiB
Markdown
# ICT ML Trading System
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A production-grade machine learning trading system for DAX Futures based on ICT (Inner Circle Trader) concepts.
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## Overview
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This system detects ICT patterns (Fair Value Gaps, Order Blocks, Liquidity Sweeps) during the London session (3:00-4:00 AM EST) and uses machine learning to grade pattern quality and predict trade outcomes.
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## Features
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- **Pattern Detection**: Automated detection of FVG, Order Blocks, and Liquidity patterns
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- **Machine Learning**: ML models for pattern grading and setup classification
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- **Labeling System**: Integrated labeling workflow for training data
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- **Backtesting**: Comprehensive backtesting framework
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- **Alert System**: Real-time alerts via Telegram/Slack
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- **Production Ready**: Comprehensive logging, error handling, and monitoring
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## Project Structure
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```
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ict-ml-trading/
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├── src/ # Source code
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├── config/ # Configuration files
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├── data/ # Data storage
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├── models/ # Trained ML models
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├── logs/ # Application logs
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├── tests/ # Test suite
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├── scripts/ # Utility scripts
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└── docs/ # Documentation
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```
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## Quick Start
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### Prerequisites
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- Python 3.10+
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- PostgreSQL (optional, for production)
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### Installation
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1. Clone the repository:
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```bash
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git clone <repository-url>
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cd ict-ml-trading
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```
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2. Create virtual environment:
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```bash
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python -m venv venv
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source venv/bin/activate # On Windows: venv\Scripts\activate
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```
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3. Install dependencies:
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```bash
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make install-dev
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```
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4. Set up environment variables:
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```bash
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cp .env.example .env
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# Edit .env with your configuration
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```
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5. Initialize database (optional):
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```bash
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make setup-db
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```
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## Development
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### Running Tests
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```bash
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make test
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```
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### Code Formatting
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```bash
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make format
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```
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### Linting
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```bash
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make lint
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```
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### Type Checking
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```bash
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make type-check
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```
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## Configuration
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Configuration files are located in `config/`:
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- `config.yaml` - Main application configuration
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- `logging.yaml` - Logging setup
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- `detectors.yaml` - Pattern detector parameters
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- `models.yaml` - ML model hyperparameters
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- `trading.yaml` - Trading strategy parameters
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- `alerts.yaml` - Alert system configuration
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- `database.yaml` - Database connection settings
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## Version History
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See [CHANGELOG.md](CHANGELOG.md) for detailed version history.
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## License
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MIT License
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## Contributing
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See [docs/contributing.md](docs/contributing.md) for contribution guidelines.
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