Research tooling / Case study
ARGUS AI
Challenge a proposed trade before it enters the simulation.
- Type
- Open-source engineering
- Release
- v2.1.0
- Stack
- Python 3.12 · Pydantic · Pandas / NumPy · MCP Server
- Automated tests
- 77
System architecture
- 7-Agent Investment Committee & Devil’s Advocate
- Leakage-Free Walk-Forward Backtester (argus_ai/backtest.py)
- Cryptographic Trade Passports & MCP Server
01 / Problem
Why it exists
Single-agent algorithmic trading bots suffer from confirmation bias, lookahead leakage in backtests, and blind execution during volatility traps or flash crashes.
02 / Design
How it works
Grant the Devil’s Advocate agent unilateral veto authority at >=75% disqualification risk and enforce deterministic 1.5x ATR stops in the Risk Commander.
7-Agent Investment Committee & Devil’s Advocate
Combines Quant, News, Macro, and Options thesis generation with an adversarial Devil’s Advocate agent empowered to downsize or veto proposals.
Leakage-Free Walk-Forward Backtester (argus_ai/backtest.py)
Enforces PointInTimeGuard, deducts spread/commission/ATR-slippage costs, and compares full committee governance against an unfiltered baseline.
Cryptographic Trade Passports & MCP Server
Serializes every committee deliberation into a SHA-256 signed JSON passport with deterministic CLI replay and MCP tool exposure.
Unilateral Devil’s Advocate Veto & Non-Bypassable ATR Risk Gate
- Context
- Weighted averaging across bullish agents allows strong momentum signals to override severe liquidity or macro trap warnings.
- Decision
- Grant the Devil’s Advocate agent unilateral veto authority at >=75% disqualification risk and enforce deterministic 1.5x ATR stops in the Risk Commander.
- Trade-offs
- Reduces total trade frequency in choppy markets, but substantially cuts maximum drawdown and avoids bull-trap reversals.
- Verification
- Verified across 77 pytest tests including tests/test_backtest_engine.py, tests/test_argus_committee.py, tests/test_http_server.py, and tests/test_mcp_and_http.py.
Security and operational constraints
- Paper trading and deterministic simulation enabled by default; live execution requires explicit environment authorization.
- Hard circuit breaker (kill_switch.py) halts execution when daily drawdown or consecutive loss thresholds are breached.
- SHA-256 digest verification detects any post-hoc tampering with recorded Trade Passports.
- Any bar with timestamp > decision_timestamp immediately raises LookaheadLeakageError.
- A Devil’s Advocate disqualification score >= 75% unconditionally vetoes execution regardless of bullish thesis scores.
- Simulation and paper-trading are the default operating modes; no fabricated live trading returns are claimed.
03 / Evidence
How to verify it
Repository-reported / Adversarial Veto Precision
3 Trap Trades Vetoed · 77 TestsWalk-forward simulation where Devil’s Advocate vetoed 3 flash-crash/blow-off traps ($488.37 counterfactual loss avoided)
Reproduce from the command line
git clone https://github.com/codesphere-u/ARGUS-AI.git
cd ARGUS-AI && pytest -v
python -m argus_ai.cli backtest