
From Poolside Prototypes to Agentic Execution: My Algo-Trading Framework Evolves
Back in Rhodes, piña colada in hand and my feet dipped in the pool, I wrote about building yet another algo-trading framework. That post chronicled the shift from overengineered C++ and Go experiments to a more pragmatic, productive Python setup, powered by GitHub Copilot and AI pair-programming. It was lightweight, testable, and already backtesting a simple RSI trailing stop strategy via Alpaca’s market data API. Since then, that experimental repo has evolved into something far more structured: a FastMCP 2.0-compatible server hosting two composable tools: get_historical_data and run_backtest. These tools, abstracted from my core logic, form the backbone of a modular and agent-friendly trading system. They allow for decoupled execution paths, better observability, and—most importantly—plug-and-play access from LLMs. ...