multi-agent-trading-debate
# Multi-Agent Trading Debate
A structured multi-agent debate system for financial market decisions. Agents represent distinct roles: regime detection, technical analysis, on-chain data, sentiment, bull perspective, bear perspective, and final judgment.
## Workflow
```
Signal Detected
↓
Regime Detection (trend/range/volatility)
↓
Analysts Report (technical + onchain + sentiment)
↓
Bull/Bear Arguments (independent positions)
↓
Trading Judge Verdict (confidence + position size)
↓
Execution → Prediction Log → Reflection
```
## Quick Start
1. Send debate batch to Feishu trading group
2. Wait for analyst reports (timeout: 25 minutes)
3. Collect all responses
4. Synthesize verdict with confidence score
5. Execute if signal confirmed, otherwise hold
## Debate Message Format
```markdown
📊 【批次 #[YYYYMMDD-NNN] 自动辩论触发】
🔍 Regime: [REGIME_RESULT]
当前持仓：[DIRECTION] [SIZE] @ [ENTRY] | 当前：[PRICE]
浮亏：-[AMOUNT] USDT
请各位分析师给出独立判断：
- technical-analyst: K线形态分析
- onchain-analyst: 链上大户动向
- sentiment-analyst: 市场情绪短期
- trading-bull: 看多理由（具体点位）
- trading-bear: 看空理由（具体点位）
@trading-judge 最终裁决，截止 [TIME]
```
## Judge Verdict Template
```markdown
📋 【交易裁决 #YYYYMMDD-NNN】
Regime: [REGIME]
Confidence: [0-100]%
Signal: [BUY/SELL/HOLD]
Position: [SIZE] @ [PRICE]
Bull case: [summary]
Bear case: [summary]
Decision: [ACTION] [REASON]
Risk: [RISK_LEVEL]
Next review: [TIME]
```
## Position Sizing
| Confidence | Max Position | Stop Loss |
|-----------|-------------|-----------|
| >80% | 100% | Tight (1.5%) |
| 60-80% | 75% | Standard (3%) |
| 40-60% | 50% | Wide (5%) |
| <40% | 25% or hold | No entry |
## Regime Detection Rules
| Regime | Description | Preferred Strategy |
|--------|-------------|-------------------|
| TRENDING | ADX > 25, clear direction | Momentum follow |
| RANGING | ADX < 20, no clear trend | Mean reversion |
| VOLATILE | High variance, uncertain | Reduced size, wider SL |
## Prediction Log Entry
After each decision, record in `predictions.jsonl`:
```json
{"timestamp":"ISO8601","regime":"TRENDING","signal":"HOLD","confidence":62,"reason":"No clear entry, ranging market","actual_outcome":"pending","pnl":0}
```
## Key Files
- Regime detector: `regime/detector.py` (ADX + trend analysis)
- Position sizer: `risk/position_sizer.py` (Kelly + risk budget)
- Prediction log: `data/predictions.jsonl`
- TCA log: `data/tca_log.jsonl`
## When to Trigger
✅ **Trigger debate:**
- Cron window: 08:00, 12:00, 16:00, 20:00 CST daily
- Price deviation > 5% from entry
- Major news event detected
- Manual request
🚫 **Skip debate (hold current position):**
- Confidence < 40%
- Regime unclear
- Risk/reward < 1.5
标签
skill
ai
