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⚡ SYBIL Algo-RADAR

Cross-Asset Opportunity Radar — Live Trading Intelligence Platform

Python Flask Plotly IBKR License

Real-time cross-asset signal scanner with IBKR live data, multi-timeframe charts, GBM forecast cones, order-flow analysis, 3D research surfaces, and a full no-look-ahead backtest engine — all in a single Flask app with zero frontend framework dependencies.

📺 Live Demo

http://localhost:5055          → Main Radar
http://localhost:5055/lab/3d   → 3D Research Lab
http://localhost:5055/research/backtest → Strategy Backtest

🖥️ Screenshots

Main Opportunity Radar

Live tape strip · ranked opportunity list · multi-timeframe chart · GBM forecast cone · volume & order flow · trade structure · news sentiment

┌─────────────────────────────────────────────────────────────────────────────┐
│ RADAR │ SPY -4.71% │ QQQ +0.41% │ GLD +2.59% │ CL -1.55% │ BTC ERR │ IBKR │
├──────────────────┬──────────────────────────────────────────────────────────┤
│ OPPORTUNITY      │  #1  WTI Crude Oil Futures  CL          90.87  -1.60%   │
│ RADAR            │ ─────────────────────────────────────────────────────── │
│                  │  BIAS: LONG │ SETUP: Trend Continuation │ ACTION: LOW   │
│  1  WTI   LONG   │  ENTRY QUALITY: STRONG │ TRIGGER: hold above 85.08     │
│  2  GLD   LONG   │                                                         │
│  3  SLV   LONG   │  ┌─ 1D ──── 1W ──── 1H ──── 5M ────[GBM]──[VOL]──┐   │
│  4  GC=F  LONG   │  │                         ╱╲                      │   │
│  5  SI=F  LONG   │  │     ────────────────╱╲╱  ╲   GBM ±2σ cone      │   │
│  6  SMH   SHORT  │  │  ╱────                   ╲──────────────────    │   │
│  7  QQQ   SHORT  │  │ ╱ candlesticks + EMAs                           │   │
│  8  SPY   SHORT  │  └─────────────────────────────────────────────────┘   │
│  9  SMH   SHORT  │  ▓▓▓▓░░▓▓▓▓░░░▓▓▓  ← Volume (green/red bars)          │
│ 10  XLK   SHORT  │  ────────────────   ← Cumulative Delta (order flow)    │
├──────────────────┴──────────────────────────────────────────────────────────┤
│ LAST: 90.87 │ SESSION: -1.60% │ REAL.VOL: 91.3% │ ATR: 11.57 │ SZ: 3.9%  │
│ ENTRY: 87.98–92.61 │ STOP: 73.52 │ T1: 114.01 │ T2: 124.42 │ R/R: 2x    │
└─────────────────────────────────────────────────────────────────────────────┘

3D Research Lab

Density surface · Regime surface · Stress test surface · 2D/3D toggle · shock sliders

┌──────────────────────────────────────────────────────────────────────────┐
│  3D LAB — Experimental Research Views                                    │
├───────────┬──────────────────────┬──────────────────────┬───────────────┤
│ Controls  │  Return Density      │  Regime Surface      │  Stress Test  │
│           │  3D Surface          │  Vol × Regime Grid   │  Shock Matrix │
│ Instrument│   ╱╲  ╱╲            │   ████░░░░████       │  ┌─────────┐  │
│ [SPY ▾]   │  ╱  ╲╱  ╲ GBM      │   ████████████       │  │ NOW ●   │  │
│           │ ╱   density  ╲      │   ░░░░████████       │  │  stress │  │
│ Horizon   │╱    surface   ╲     │   trend│range│stress  │  │  bands  │  │
│ [20d ▾]   │                     │                       │  └─────────┘  │
│           │ [3D] [2D]           │ [3D] [2D]            │ [3D] [2D]     │
│ EQ shock  │ [⊙] [↑] [→]        │ metric: [conviction▾] │ eq:  ──●── 0%│
│ ──●── 0%  │                     │                       │ vol: ──●── 0%│
└───────────┴──────────────────────┴──────────────────────┴───────────────┘

Backtest Research Page

Strategy validation · IS/OOS split · equity curve · drawdown · trade distribution · metrics · research notes

┌─────────────┬────────────────────────────┬──────────────────────────────┐
│  CONTROLS   │  EQUITY CURVE              │  DRAWDOWN                    │
│             │                            │                              │
│ Strategy    │  1.35 ┤         ╱strategy  │   0% ┤──────────────────    │
│ [RAT ▾]     │  1.20 ┤    ╱───╱           │  -5% ┤      ╲──╱           │
│             │  1.05 ┤───╱    benchmark── │ -15% ┤  ╲──╱    ╲──────    │
│ Ticker      │  1.00 ┤IS split│OOS →      │ -25% ┤                      │
│ [SPY]       │       └────────────────    │      └────────────────       │
│             ├────────────────────────────┴──────────────────────────────┤
│ Benchmark   │  TRADES & DISTRIBUTION     │  METRICS & RESEARCH NOTES    │
│ [SPY]       │  [Distribution][Log][Regime│  [Metrics][Notes]            │
│             │                            │                              │
│ Range       │  Wins ███░░ 54%            │  Sharpe:     1.40            │
│ [5Y ▾]      │  Loss ░░███ 46%            │  CAGR:       12.0%           │
│             │                            │  Max DD:    -18.0%           │
│ [Run ▶]     │  Trades: 77 | WR: 54%      │  IS Sharpe:  1.70            │
│             │  Avg Win: +1.8%            │  OOS Sharpe: 0.80            │
│ IS: 70%     │  Profit Factor: 1.62       │  Overfit:    MEDIUM          │
└─────────────┴────────────────────────────┴──────────────────────────────┘

✨ Features

🎯 Live Opportunity Radar

  • 26-instrument universe across equities, ETFs, commodities, crypto, forex
  • Tradeability scoring — ranks opportunities by actionability, not just momentum
  • Regime detection — trend / range / stress classification per instrument
  • Actionability bar — Bias · Setup Type · Actionability · Entry Quality · Trigger
  • Trade structure — Entry zone · Stop (invalidation) · T1 · T2 · R/R · Risk note

📊 Multi-Timeframe Charts

  • 5 timeframes: 5M · 1H · 1D · 1W
  • GBM forecast cone — correct ±1σ/±2σ lognormal diffusion (sqrt-scaled, not linear)
  • Volume subplot — green/red bars + cumulative delta order-flow line
  • Indicators — EMA 12/26 · Bollinger Bands · Support/Resistance levels
  • Toggles — GBM on/off · Volume on/off

🔴 Live Market Data

  • IBKR ib_insync — live or delayed quotes, historical bars
  • yfinance fallback — seamless if IBKR unavailable
  • Market tape — 14-symbol scrolling ticker strip with live prices
  • News sentiment — per-instrument headlines with tag classification (policy / earnings / geo-risk / earnings)

🧪 3D Research Lab (/lab/3d)

  • Return Density Surface — GBM-derived probability distribution over time horizon
  • Regime Surface — metric heatmap across vol-regime quartiles
  • Stress Test Surface — portfolio P&L under equity × vol shock grid
  • 2D/3D toggle per chart · camera presets · shock range sliders · "NOW" annotation

📈 Backtest Engine (/research/backtest)

  • 4 strategies: Regime Adaptive Trend · Mean Reversion · Momentum Breakout · Volatility Filtered Trend
  • No look-ahead bias — signal at bar T close → execute at bar T+1 open
  • Transaction costs — 0.05% per side (0.10% round-trip)
  • IS/OOS split — default 70/30 chronological, configurable
  • Full metrics — Sharpe · Sortino · CAGR · Max DD · Overfit Risk flag
  • Deterministic research notes — threshold-based summary, strengths, weaknesses, next tests

🏗️ Architecture

radar_v1/
├── app.py                    # Flask entry point — all routes
├── services/
│   ├── signals.py            # Signal engine (EMA, RSI, BB, regime, trade structure)
│   ├── ibkr_client.py        # IBKR ib_insync wrapper (historical bars, live quotes)
│   ├── backtest.py           # Walk-forward backtest engine (no look-ahead)
│   ├── contract_map.py       # IBKR contract mappings for universe symbols
│   └── massive_client.py     # Optional external data client
├── templates/
│   ├── index.html            # Main radar page
│   ├── lab_3d.html           # 3D research lab
│   └── backtest.html         # Backtest research page
├── static/
│   ├── css/app.css           # SYBIL design token system + full UI
│   ├── css/backtest.css      # Backtest page styles
│   ├── js/app.js             # Radar frontend (Plotly charts, GBM, tape, signals)
│   ├── js/backtest.js        # Backtest frontend (equity curve, distribution, metrics)
│   └── js/lab3d.js           # 3D lab frontend (surface/heatmap toggle, sliders)
├── data/
│   └── universe.json         # 26-instrument universe definition
├── .env.example              # Environment variable template
└── requirements.txt          # Python dependencies

🚀 Quick Start

1. Clone & install

git clone https://github.com/akariba/Algo-RADAR.git
cd Algo-RADAR
python3.11 -m venv venv
source venv/bin/activate
pip install -r requirements.txt

2. Configure environment

cp .env.example .env

Edit .env:

IBKR_HOST=127.0.0.1
IBKR_PORT=4001          # TWS paper: 7497 | TWS live: 7496 | IB Gateway: 4001/4002
IBKR_CLIENT_ID=1
IBKR_CONNECT_TIMEOUT=6
APP_PORT=5055

3. Start IBKR (optional but recommended)

Open TWS or IB Gateway and enable API connections:

  • TWS: Edit → Global Configuration → API → Settings → Enable ActiveX and Socket Clients
  • Port: 4001 (Gateway) or 7496/7497 (TWS live/paper)

Without IBKR, the app automatically falls back to yfinance for all data.

4. Run

python3.11 app.py

Open http://localhost:5055

📡 API Reference

Endpoint Method Description
/ GET Main radar page
/lab/3d GET 3D research lab
/research/backtest GET Backtest research page
/api/health GET IBKR connection status
/api/market/tape GET Live tape (14 symbols)
/api/opportunities GET Ranked top-12 opportunities
/api/instrument?ticker=SPY&tf=1d GET Full signal + chart + news
/api/backtest?strategy=regime_adaptive_trend&ticker=SPY GET Run backtest

Backtest parameters

Param Default Options
strategy regime_adaptive_trend mean_reversion · momentum_breakout · volatility_filtered
ticker SPY Any yfinance symbol
benchmark SPY Any yfinance symbol
start 5Y ago YYYY-MM-DD
end today YYYY-MM-DD
fast 12 EMA fast period
slow 26 EMA slow period
stop_atr 2.0 ATR stop multiplier
target_atr 4.0 ATR target multiplier
is_pct 0.70 IS/OOS split ratio
vol_filter true Volatility gate on/off

🎨 Design System

Built on the SYBIL design token system:

--sybil-bg-main:    #07101e   /* deep navy background */
--sybil-accent-1:   #3b7ae8   /* electric blue — primary action */
--sybil-accent-2:   #00bfa0   /* teal — brand identity */
--sybil-text-main:  #b4caeb   /* primary text */
--sybil-pos:        #2db87a   /* long / profit */
--sybil-danger:     #e05252   /* short / loss / stop */

📦 Requirements

flask>=3.0
flask-cors
ib_insync
yfinance
numpy
pandas
python-dotenv

⚙️ Signal Engine

The signal engine (services/signals.py) computes per-instrument:

Signal Method
Direction bias EMA 12/26 cross + RSI filter
Technical conviction Multi-factor score (0–100)
Tradeability score Conviction × location × regime × R/R
Actionability state WAIT / LOW / MEDIUM / HIGH / PRIME
Entry quality poor / acceptable / good / strong
Setup type trend continuation / mean-reversion / breakout / range-fade
Regime trend / ranging / stress
Trade structure Entry zone · Stop · T1 · T2 · R/R · Risk note
GBM expected 5D Lognormal drift projection
Realized vol Annualised from log returns

⚠️ Disclaimer

This software is for research and educational purposes only. It does not constitute financial advice. Past backtest performance does not guarantee future results. Use at your own risk. Always paper-trade before going live.

📄 License

MIT License — see LICENSE

Built with Python · Flask · Plotly · ib_insync · yfinance

SYBIL Algo-RADAR — serious tools for serious research

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