Trading Platform Configuration Loader

A comprehensive Python validation utility using Pydantic for loading, validating, and exposing trading platform settings as strongly-typed objects. This module integrates seamlessly with OpenBB Platform and other financial data providers, brokers, and trading systems.

Features

• Comprehensive Validation: Uses Pydantic v2 for strong typing and validation
• OpenBB Integration: Native support for OpenBB Platform configuration
• Multi-Broker Support: Supports Alpaca, Interactive Brokers, and more
• Crypto Exchange Support: Built-in configurations for Binance, Coinbase, Bybit
• Risk Management: Comprehensive risk limits and monitoring configuration
• Environment Variables: Secure credential management with environment variable support
• Production Ready: Environment-specific validation and security checks

Installation

1. Install Pydantic (if not already installed):

   pip install pydantic

2. Copy the configuration loader:

   cp config_loader.py /path/to/your/project/

Quick Start

Basic Usage

from config_loader import ConfigurationLoader, load_config

# Method 1: Using the loader class
loader = ConfigurationLoader('trading_platform.example.json')
config = loader.load_config()

# Method 2: Using the convenience function
config = load_config('trading_platform.example.json')

print(f"Environment: {config.metadata.environment}")
print(f"Configured sections: {len([s for s in [config.data, config.brokers, config.models, config.risk, config.execution, config.backtest, config.system] if s])}")

OpenBB Integration

from config_loader import ConfigurationLoader

loader = ConfigurationLoader('trading_platform.example.json')
config = loader.load_config()

# Get OpenBB-specific configuration
openbb_config = loader.get_openbb_config()
if openbb_config:
    print(f"OpenBB WebSocket URL: {openbb_config.websocket_url}")
    print(f"Rate limits: {openbb_config.rate_limits.requests_per_second} req/s")

    # In real implementation:
    # from openbb import obb
    # obb.account.login(pat=openbb_config.credentials.api_key)

Broker Configuration

# Get broker-specific configurations
alpaca_config = loader.get_broker_config('alpaca')
if alpaca_config:
    print(f"Alpaca Base URL: {alpaca_config.base_url}")
    print(f"Supported assets: {alpaca_config.supported_assets}")

ib_config = loader.get_broker_config('interactive_brokers')
if ib_config:
    print(f"IB Account: {ib_config.account_id}")
    print(f"Gateway: {ib_config.gateway_host}:{ib_config.gateway_port}")

Risk Management

# Get risk limits for different asset classes
portfolio_limits = loader.get_risk_limits()  # Portfolio-level limits
crypto_limits = loader.get_risk_limits('crypto')  # Crypto-specific limits
equity_limits = loader.get_risk_limits('equities')  # Equity-specific limits

if portfolio_limits:
    print(f"Max position size: {portfolio_limits.max_position_size * 100:.1f}%")
    print(f"Stop loss: {portfolio_limits.stop_loss * 100:.1f}%")

Configuration Structure

The configuration supports the following main sections:

• metadata: Version, environment, and creation information
• data: Data providers (OpenBB, Polygon, crypto exchanges) and storage
• brokers: Broker connections and authentication
• models: ML models, pricing models, and analytics
• risk: Risk limits, monitoring, and compliance
• execution: Order management and trading algorithms
• backtest: Backtesting framework configuration
• system: Infrastructure, logging, monitoring, and security

Environment Variables

The configuration loader supports secure credential management through environment variables:

# Set required environment variables
export OPENBB_API_KEY="your_openbb_api_key"
export POLYGON_API_KEY="your_polygon_key"
export ALPACA_API_KEY="your_alpaca_key"
export DATABASE_PASSWORD="your_db_password"
# ... etc

In your configuration file:

{
  "data": {
    "providers": {
      "openbb": {
        "credentials": {
          "environment_variable": "${OPENBB_API_KEY}"
        }
      }
    }
  }
}

Command Line Usage

The configuration loader can be used as a standalone script:

# Validate a configuration file
python config_loader.py --config trading_platform.example.json --validate

# Export configuration (after environment variable resolution)
python config_loader.py --config trading_platform.example.json --export output.json

# Create default configuration
python config_loader.py

Integration Example

Run the comprehensive integration example:

# Set environment variables
export OPENBB_API_KEY=your_key
export ALPACA_API_KEY=your_key
# ... other required variables

# Run integration demo
python integration_example.py --config trading_platform.example.json

This will demonstrate:

• Configuration loading and validation
• OpenBB Platform integration setup
• Broker connection initialization
• Risk management system setup
• Data source configuration
• Execution engine initialization

Configuration Examples

Basic OpenBB Configuration

{
  "metadata": {
    "version": "1.0.0",
    "environment": "development"
  },
  "data": {
    "providers": {
      "openbb": {
        "credentials": {
          "environment_variable": "${OPENBB_API_KEY}"
        },
        "websocket_url": "wss://websocket.openbb.co",
        "rate_limits": {
          "requests_per_second": 10,
          "requests_per_hour": 5000
        },
        "symbols": {
          "equities": ["AAPL", "GOOGL", "MSFT"],
          "futures": ["ES", "NQ", "YM"]
        }
      }
    }
  }
}

Broker Configuration

{
  "brokers": {
    "connections": {
      "alpaca": {
        "credentials": {
          "environment_variable": "${ALPACA_API_KEY}"
        },
        "base_url": "https://paper-api.alpaca.markets",
        "supported_assets": ["stocks", "etfs", "options", "crypto"]
      },
      "interactive_brokers": {
        "account_id": "DU123456",
        "gateway_host": "localhost",
        "gateway_port": 7497,
        "client_id": 1
      }
    }
  }
}

Risk Management Configuration

{
  "risk": {
    "limits": {
      "portfolio_level": {
        "max_position_size": 0.05,
        "max_daily_loss": 0.02,
        "stop_loss": 0.015,
        "take_profit": 0.03
      },
      "asset_class_level": {
        "crypto": {
          "max_position_size": 0.03,
          "max_daily_loss": 0.05
        }
      }
    },
    "monitoring": {
      "real_time": true,
      "kill_switch": {
        "enabled": true,
        "threshold": 0.08
      }
    }
  }
}

Validation Features

The configuration loader provides comprehensive validation:

• Type Safety: All fields are strongly typed using Pydantic
• Range Validation: Numeric fields have min/max constraints
• Format Validation: URLs, patterns, and formats are validated
• Business Logic: Cross-field validation (e.g., production environment security requirements)
• Environment Variables: Validates environment variable patterns and resolution

Error Handling

The loader provides detailed error messages:

try:
    config = load_config('invalid_config.json')
except ValueError as e:
    print(f"Configuration error: {e}")
except FileNotFoundError as e:
    print(f"File not found: {e}")
except json.JSONDecodeError as e:
    print(f"Invalid JSON: {e}")

Advanced Features

Production Environment Validation

if loader.is_production():
    print("Production environment detected!")
    # Additional production-specific logic

Configuration Export

# Export resolved configuration
loader.export_config('resolved_config.json')

Custom Validation

The configuration models can be extended for custom validation:

from config_loader import TradingPlatformConfig
from pydantic import field_validator

class CustomConfig(TradingPlatformConfig):
    @field_validator('custom_field')
    @classmethod
    def validate_custom_field(cls, v):
        # Custom validation logic
        return v

📚 Complete Documentation

Downloading CI Artifacts (Exported Config)

When the CI runs, it generates and uploads an exported configuration artifact at artifacts/exported_config.json. You can download it from any workflow run as follows:

• In GitHub, go to Actions > Trading Platform CI.
• Click the latest run for your branch (main/develop or your PR).
• In the Summary page, scroll to the Artifacts section.
• Download the artifact named "exported-config". It contains exported_config.json.

Notes:

• The artifact is produced by the Integration Tests job. It runs on both push and pull_request events.
• Exported artifacts are ignored by git and not committed to the repository.

🚀 Getting Started

• QUICK_SETUP_CHECKLIST.md - 20-minute setup guide with step-by-step instructions
• TRADING_PLATFORM_GUIDE.md - Comprehensive documentation covering all features, setup, usage, and troubleshooting
• FEATURES_OVERVIEW.md - Complete feature list and capabilities overview

🔧 Configuration & Setup

• CONFIGURATION_PRECEDENCE.md - Environment variable precedence and override behavior
• PRE_COMMIT_CI_README.md - Pre-commit hooks and CI/CD pipeline documentation
• SETUP_COMPLETE.md - Summary of complete setup and validation

📖 Developer Documentation

• docs/SCHEMA_USAGE_GUIDE.md - How to extend and modify the configuration schema
• docs/CONTRIBUTION_GUIDE.md - Contribution guidelines and development workflow
• docs/SCHEMA_REFERENCE.md - Complete schema reference documentation

🧪 Testing & Quality

• test_README.md - Testing documentation and test suite overview
• Test files: test_config_loader.py, test_pre_commit_setup.py, ci_integration_test.py

📁 Key Files

Core System

• config_loader.py - Main configuration loader with Pydantic models
• trading_platform.example.json - Comprehensive example configuration
• trading_platform.schema.json - JSON schema for validation
• .env.example - Environment variables template

Integration Examples

• integration_example.py - Basic integration example
• enhanced_integration_example.py - Advanced example with .env support
• exported_config.json - Example exported configuration

Development & CI/CD

• .pre-commit-config.yaml - Pre-commit hooks configuration
• .github/workflows/ci.yml - GitHub Actions CI/CD pipeline
• .flake8 - Python linting configuration
• requirements.txt - Python dependencies

Utilities & Scripts

• scripts/regenerate_docs.sh - Documentation regeneration
• scripts/validate_examples.py - Configuration validation
• scripts/extract_schema_docs.py - Schema documentation extractor

🎯 Quick Start Options

Option 1: Immediate Setup (5 minutes)

# Follow the quick setup checklist
open QUICK_SETUP_CHECKLIST.md

Option 2: Comprehensive Setup (20 minutes)

# Follow the complete guide
open TRADING_PLATFORM_GUIDE.md

Option 3: Explore Features First

# Review all capabilities
open FEATURES_OVERVIEW.md

🔧 System Requirements

• Python 3.9.6+ (tested with 3.9, 3.10, 3.11, 3.12)
• Pydantic 2.x for configuration validation
• Optional: python-dotenv for .env file support
• Development: pre-commit, pytest, black, flake8, isort

✨ Key Features Highlight

• 🔒 Type-Safe Configuration - Pydantic v2 validation
• 🌐 Multi-Asset Support - Stocks, Options, Crypto, Forex, Futures
• 🔗 Broker Integration - Alpaca, IB, Binance, Coinbase, Bybit
• 📊 Data Providers - OpenBB, Polygon, crypto exchanges
• 🤖 ML Model Support - LSTM, RL, custom models
• ⚡ Risk Management - Multi-level limits and monitoring
• 🔐 Security - Environment variables, secret masking
• ✅ Production Ready - CI/CD, testing, documentation

🤝 Contributing

1. Read docs/CONTRIBUTION_GUIDE.md
2. Setup pre-commit hooks: pre-commit install
3. Follow the development workflow in the comprehensive guide
4. Test your changes: pytest and pre-commit run --all-files
5. Update documentation when adding features

📞 Support & Help

• Troubleshooting: See the troubleshooting section in TRADING_PLATFORM_GUIDE.md
• Examples: Review integration examples and test files
• Schema Extension: Use docs/SCHEMA_USAGE_GUIDE.md
• Issues: Check environment variables and run validation tools

🚀 Production Deployment

This system is production-ready with:

• ✅ Comprehensive testing and validation
• ✅ Security scanning and secret management
• ✅ CI/CD pipeline with multi-Python support
• ✅ Performance optimization and monitoring
• ✅ Complete documentation and troubleshooting guides

Ready to use in your trading platform immediately!