# QuantTrade

Local-first quantitative backtesting on Coolify: Streamlit UI, VectorBT engine, Parquet market data, nightly Yahoo Finance sync, Authentik OIDC via reverse proxy, and SQLite strategy persistence.

## Architecture

| Layer | Technology |
|-------|------------|
| Auth | Authentik (`auth.aexoradao.com`) via reverse proxy headers |
| UI | Streamlit (`streamlit` service, port 8501) |
| Engine | VectorBT + NumPy |
| Market data | Parquet volume (`parquet-data`) |
| Ingestion | `harvester` cron @ 17:00 America/New_York (weekdays) |
| Strategies | SQLite on `strategy-data` volume, keyed by proxy username |
| Telemetry | Bugsink via `sentry-sdk` (`bugsink.aexoradao.com`) |

## Coolify deployment

1. Create a **Docker Compose** resource pointing at this repo.
2. Assign your public domain to the **`streamlit`** service on port **8501**.
3. Enable **Authentik forward auth** on that domain in Coolify (OIDC happens at the proxy; Streamlit never holds client secrets).
4. Set environment variables in Coolify (first deploy extracts defaults from compose):
   - `BUGSINK_DSN` — DSN from your Bugsink project
   - `AUTHENTIK_ISSUER`, `OIDC_ISSUER`, `AUTHENTIK_OUTPOST_URL`, `OIDC_CLIENT_ID` — match your Authentik application/outpost
   - `AUTH_USERNAME_HEADER` — header Coolify/Traefik forwards after login (default `X-Forwarded-User`)
   - `AUTH_REQUIRED` — keep `true` in production
   - `CORE_TICKERS` — optional comma-separated tickers
   - `DEV_USER` — only when `AUTH_REQUIRED=false` for local testing

**Coolify note:** if you change any default above after the first deploy, update the value manually in Coolify UI > Environment Variables. Coolify stores first-seen defaults and will not auto-refresh them from compose.

### Authentik / proxy headers

OIDC login is handled by Authentik + Coolify reverse proxy. The container does not run an OAuth code flow; it trusts identity headers injected after forward auth.

After login, the proxy must forward headers such as:

- `X-Forwarded-User` (default `AUTH_USERNAME_HEADER`)
- `X-Authentik-Uid` (`AUTH_UID_HEADER`)
- `X-Forwarded-Email` (`AUTH_EMAIL_HEADER`)

The app reads them via Streamlit websocket headers (`auth.get_current_user()`). With `AUTH_REQUIRED=true`, missing headers block the UI instead of falling back to anonymous.

Example Traefik middleware (adjust provider labels to your stack):

```yaml
# Forward auth endpoint on Authentik
http:
  middlewares:
    authentik:
      forwardAuth:
        address: https://auth.aexoradao.com/outpost.goauthentik.io/auth/traefik
        trustForwardHeader: true
        authResponseHeaders:
          - X-authentik-username
          - X-authentik-uid
          - X-Forwarded-User
```

Map `X-authentik-username` → `X-Forwarded-User` in your proxy if Streamlit only sees the latter.

## Services

- **`data-seed`** — one-shot 5-year historical download into Parquet (idempotent).
- **`harvester`** — cron container; appends daily bars after US cash close.
- **`streamlit`** — dashboard, backtests, save/load strategies.

## Local development

```bash
cp .env.example .env
python -m venv .venv && source .venv/bin/activate
pip install -r requirements.txt
python sync.py --seed
DEV_USER=you@example.com streamlit run app.py
```

## Manual sync

```bash
python sync.py --seed    # full history
python sync.py --daily   # append latest bars
```

## Strategy storage

SQLite path: `/data/strategies/strategies.db` (Docker volume `strategy-data`). Each row stores username, name, ticker, and JSON parameters (MA windows, cash, fees).

## Bugsink

Set `BUGSINK_DSN` to your project DSN, e.g.:

```text
http://<public-key>@bugsink.aexoradao.com/<project-id>
```

Both `app.py` and `sync.py` initialize the Sentry-compatible SDK with tracing disabled for Bugsink compatibility.