How ravindhu/algo-pro works
Algo Pro is an Indian-market quant trading system with a documented path from market data and signals through portfolio sizing, safety checks, order execution, and post-trade monitoring. The README also describes research, feedback, audit, and dashboard capabilities; some referenced packages are absent from the supplied tree, so those are represented only where an existing enclosing directory supports them. The older Blue_engine pipeline is separately documented in its source excerpt. Edges use README or excerpt evidence; unsampled implementation details are not inferred.
Main entry points: pipeline.py Stage orchestrator · risk_gate.py Safety gate · models Signals and conviction · monitor TCA and health
Components 30
Data and analysis
- Market inputs
src/quant/data/market_inputs.py - Data and features
src/quant/data - Signals and conviction
src/quant/models - Event scoring
src/quant/models/events - Research validation
src/quant
Portfolio and safety
- Sizing and allocation
src/quant/portfolio - Portfolio risk
Blue_engine/core/risk_engine.py - Session guards
src/quant/core - Safety gate
Blue_engine/core/risk_gate.py - Pre-trade checks
src/quant/execution
Execution
- Order queue
src/quant/execution/queue.py - Order router
src/quant/execution/router.py - OpenAlgo client
src/quant/execution/openalgo_client.py
Monitoring and learning
- Ledger and recon
src/quant/monitor/ledger.py - TCA and health
src/quant/monitor - Kill switch
src/quant/monitor/safe_mode.py - Model improvement
src/quant/feedback - Audit logs
src/quant/audit - Operations dashboard
dashboard/app.py
Blue_engine pipeline
- Stage orchestrator
Blue_engine/core/pipeline.py - Economic regime
Blue_engine/economics/economic_engine.py - Market analysis
Blue_engine/market/market_engine.py - Universe screener
Blue_engine/screener/screener_engine.py - Valuation
Blue_engine/valuation_engine.py - Portfolio engine
Blue_engine/portfolio/portfolio_engine.py - Alpha engine
Blue_engine/alpha/alpha_engine.py - POV execution
Blue_engine/pov/pov_engine.py - Infrastructure engine
Blue_engine/infrastructure/infrastructure_engine.py
Other components
- Broker platform
- Operator
Connections 30
- Market inputs → Data and features: feeds
- Data and features → Signals and conviction: feeds
- Signals and conviction → Sizing and allocation: informs
- Signals and conviction → Event scoring: advises
- Sizing and allocation → Portfolio risk: allocates for
- Portfolio risk → Session guards: passes to
- Session guards → Pre-trade checks: passes to
src/quant/execution/pov_engine.py - Pre-trade checks → Safety gate: checks at
- Safety gate → Order queue: dispatches to
- Order queue → Order router: routes via
- Order router → OpenAlgo client: calls
- OpenAlgo client → Broker platform: sends orders
- Broker platform → Ledger and recon: reconciles through
- Ledger and recon → TCA and health: feeds
- TCA and health → Kill switch: triggers on breach
- Kill switch → Safety gate: blocks at
- TCA and health → Model improvement: informs
- Operator → Operations dashboard: operates
- Operations dashboard → Ledger and recon: presents
dashboard/app.py - Operator → Audit logs: records overrides
- Research validation → Model improvement: validates
- Stage orchestrator → Economic regime: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → Market analysis: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → Universe screener: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → Valuation: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → Portfolio engine: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → Alpha engine: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → Safety gate: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → POV execution: runs stage
Blue_engine/core/pipeline.py - Stage orchestrator → Infrastructure engine: runs stage
Blue_engine/core/pipeline.py