epistemophiliac b5db15d6ab Initial QuantTrade stack for Coolify deployment.

Streamlit + VectorBT dashboard, Parquet harvester with nightly cron, Authentik header auth, SQLite strategy persistence, and Bugsink telemetry.

Co-authored-by: Cursor <cursoragent@cursor.com>

2026-06-19 00:46:51 -04:00

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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

Create a Docker Compose resource pointing at this repo.
Assign your public domain to the streamlit service on port 8501.
Set environment variables in Coolify (first deploy extracts defaults from compose):
- BUGSINK_DSN — DSN from your Bugsink project
- CORE_TICKERS — optional comma-separated tickers
- DEV_USER — only for unauthenticated local testing
Protect the domain in your reverse proxy with Authentik forward auth.

Authentik / proxy headers

After login, the proxy must forward one of these headers to Streamlit:

X-Forwarded-User (recommended)
X-Authentik-Username
Remote-User

The app reads them via Streamlit websocket headers (auth.get_current_user()). Saved strategies are scoped to that username.

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

# 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

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

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.:

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.

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