openInvest

io.github.longsizhuo由 GitHub 账号 longsizhuo 发布v0.68.6更新于 Nov 8, 2026

Investment runtime for AI agents — LLM investment committee, portfolio ledger, decision accounting

概览

AI 生成的概览

自托管的投资决策引擎,为助手提供多智能体投资委员会、持仓账本和可审计的决策记录。

可以做什么
  • 运行多智能体投资委员会:宏观策略师、量化分析师、风控官与 CIO 共同给出带置信度的买入/加仓/持有/减仓/卖出结论
  • 以带 YAML frontmatter 的 Markdown 文件保存持仓账本与决策记录,并根据自身历史生成总权益曲线
  • 运行带前视偏差防护的长期回测,并与基准组合对比
  • 每晚结合真实市场结果对过往决策做记忆整合
  • 通过 CLI 命令和面向 Claude Code、Codex、Hermes、OpenClaw 的智能体技能暴露同样的能力
适用场景
适合希望助手对自己的持仓做结构化、可审计的投资复盘,并记录每项决策理由,而不是聊天式荐股的用户。也适合愿意自托管、把推理记录和回测留在本地,并清楚它只是决策辅助工具、不会执行交易的人。
运行要求
以 Python 包形式通过 uvx(openinvest-mcp)在本地运行,数据目录由 INVEST_HOME 指定(默认 ~/openInvest)。未声明认证。README 称技能模式下使用宿主智能体自身的推理、不消耗第三方 API Key,但自动化定时任务需要 LLM API Key(默认 DeepSeek,兼容任意 OpenAI 接口)以及用于日报邮件的邮箱密钥。
安装前请注意
涉及私人财务数据:持仓、结论和账本会写入 INVEST_HOME 目录,README 警告无服务器方案若使用公开的 GitHub fork 会泄露这些信息,务必设为私有。自动化运行需要 LLM_API_KEY、EMAIL_SENDER、EMAIL_PASSWORD、DIGEST_EMAIL_TO 等密钥。它只提供决策支持而非投资建议,不执行下单;其自身审计显示方向性判断命中率低于随机。

安装

在 SourceWeft 中

  1. 打开 控制台中的 openInvest,将其添加到工作区。
  2. 为需要使用其工具的对话启用该服务。

Desktop only,通过 STDIO。 STDIO 服务会启动本地进程,因此需要 SourceWeft 桌面宿主。

其他 MCP 客户端

参照 仓库 中的启动说明。

README

[owl-02-lineart-gold]

openInvest

A self-hosted investment decision engine built for modern AI agents. Multi-agent information isolation and cross-challenge protocol, providing an auditable decision trail (Audit Trail).

[Python] [Agents] [License] [Stars] [Glama MCP server]

📚 Full Architecture Wiki · 🇨🇳 中文版


What is OpenInvest?

OpenInvest is a self-hosted investment decision engine built for modern AI agents.

It provides a verifiable investment committee, evidence-based reasoning, long-horizon backtesting, and auditable decision records. Instead of replacing Claude Code, Codex, Hermes, or OpenClaw, OpenInvest is designed to power them.


Live Performance & PnL

[PnL chart] Data feed is automatically updated every 2 hours using `jobs/pnl_snapshot` and pushed to the pnl-data branch
Upper half: 30-day total-equity curve (whole account, time-weighted so deposits/withdrawals don't count as returns, rebased to 100 at the window start) · Lower half: same-window return against 8 benchmark assets (transparent disclosure, not an alpha claim—the committee's proven value is discipline and transparency, not excess return, see ADR-023)
📌 Note: The current chart shows the author's live production portfolio. After self-hosting, the same job draws your own total-equity curve from your own ledger (`memory/portfolio_history.jsonl`) — any holdings, no fixed assets, no symbols or quantities in the public SVG. It appears once the ledger spans 2 trading days.
  • Benchmark Portfolio: The system introduces 8 standard control benchmarks across 4 quadrants (AI advisors / Mutual funds / Wealth management / Broad market index). For details on the comparison methodology and data cleaning logic, see docs/wiki/README.md.

Research & Falsification

System Self-Disclosure: This system is an auditing tool to eliminate human investment cognitive biases and enforce reasoning transparency, not a return-amplifying black box. Latest automated audit (docs/verdict_accuracy.md): Directional verdicts (excluding HOLD) have a true hit rate of 42.2% (n=56, below random); HOLD accounts for 56% of all decisions. The system's value lies in transparency and discipline (mostly staying inactive, low turnover), not directional prediction. Detailed log stream can be found in docs/verdict_accuracy.md.

This project systematically attempts to falsify its own edge and publishes negative results as-is. The deterministic features the committee reads, and the timing signals around them, were tested against pre-registered statistical gates — none survived as tradable alpha.

TestResultVerdict
Q1 cross-sectional stock picking6 features, mean-IC 0.025–0.067, Holm-corrected p=0.397No significant stock-picking signal
M1 multivariate GBM (out-of-sample)mean OOS IC +0.003, p=0.925Feature combination doesn't help either — no signal
Q2 gold MA200 trendp_holm=0.016, significant — but trend_dca shows it is beta, not tradable alpha: timing terminal value 3.07 vs 15.10 buy-and-hold, Sharpe +0.36 vs +0.68, max drawdown deeper (−57% vs −44%)Statistically significant, economically untradable
Per-asset multi-signal families3 assets × 4 signal families × parameter grid = 24 variants per asset; after costs + DSR deflation, none passes DSR > 0.95No tradable signal in any family
Positive controlA cheating perfect-foresight timing signal scores DSR = 1.00The harness can detect a real signal

Methodology: Newey-West HAC t-statistics, Deflated Sharpe Ratio (Bailey & López de Prado 2014, re-derived equation by equation), Holm correction, zero lookahead, and LLM training-cutoff probes.

Details: experiments/signal-eval/README.md · docs/verdict_accuracy.md · ADR-022 · ADR-023


Product Philosophy

Most AI investment assistants try to become better chatbots. OpenInvest instead builds a transparent, verifiable, and auditable decision engine that plugs into personal agents such as Claude Code, Codex, Hermes, and OpenClaw — every improvement in those agents automatically makes OpenInvest more capable.

The division of labor is deliberate: your agent handles long-term memory, natural conversation, and user understanding; OpenInvest handles the verifiable investment committee, evidence-based reasoning, long-horizon backtesting, and auditable decision records.

                   User                     │         ┌───────────┴───────────┐         ▼                       ▼    Your Agent             OpenInvest(User Understanding)   (Market Understanding)         │                       │         └───────────┬───────────┘                     ▼            Better Investment Decisions

Your agent knows you. OpenInvest knows investing.

Avoiding User Ownership

OpenInvest intentionally avoids "owning" the user. Most AI products try to own everything—memory, persona, chat history, and workspaces. OpenInvest takes a back seat. It exposes clean APIs, CLI commands, and agent skills (Claude Code / Codex / Hermes / OpenClaw), letting your primary agent manage the conversation and context while OpenInvest powers the underlying investment intelligence.


Features

  • Multi-Agent Investment Committee: Isolated analysis and round-rebuttal debate.
  • Coordinator-Worker Architecture: Prevents context contamination and role hallucination.
  • Information Isolation: Rigidly blocks quant and risk analysts from out-of-boundary contexts.
  • Auditable Decision Trail: Clean logs showing exactly "why" each decision was made.
  • Markdown-as-a-Database: Frontmatter (YAML) + Markdown (Body) as the single source of truth.
  • Long-Horizon Backtesting: Built-in test harness with lookahead bias protections.
  • Dreaming-Based Memory Consolidation: Nightly memory distillation to prevent context drift.
  • Self-Hosted / Zero-Cost: Powered directly by your local agent's reasoning resources.
  • Agent Skill: Lightweight plugin for Claude Code / Codex / Hermes / OpenClaw, with interactive bootstrap wizard.
  • Automated Deployment: GitHub Actions workflow to run the committee and email reports daily.

Quick Start

1. Integrate with your agent (Recommended)

Add the lightweight skill from your agent's plugin registry. The host agent will automatically pull the core code and align dependencies on first run:

bash
# Claude Code/plugin marketplace add longsizhuo/openInvest/plugin install invest@openinvest
# Codexcodex plugin marketplace add longsizhuo/openInvestcodex plugin add invest@openinvest
# Hermes Agent (official plugin catalog)hermes plugins install openinvest --enable# older Hermes without the catalog: hermes plugins install longsizhuo/openInvest/plugin --enable
# OpenClawopenclaw plugins install clawhub:openinvest

Any other MCP client: register the MCP server from step 2 below (full walkthrough in the agent tutorial).

2. Standalone — MCP server or CLI (no clone needed)

The backend ships on PyPI; ~/openInvest holds only your data:

bash
# MCP (any MCP client; add --http for a remote streamable-HTTP server — BETA)claude mcp add openinvest -e INVEST_HOME=~/openInvest -- uvx openinvest-mcp
# or plain CLIINVEST_HOME=~/openInvest uvx openinvest status

Send set up invest (or 帮我初始化 invest) to any skill-enabled AI terminal. The system will trigger an interactive bootstrap wizard to guide you through:

  1. Detecting the memory/ state storage path and .env configuration.
  2. 5-dimensional profiling (Legal name, Risk capacity, Debt structure, Initial holdings, and optional keys).
  3. Running static data migration to immediately generate your first asset exposure memo.

💡 Zero-Cost Execution: In skill interactive mode, the committee's underlying reasoning relies entirely on the host agent's (e.g. Claude Code) reasoning pipeline. No third-party API Key is consumed. You only need to configure an API key when setting up automated crons or calling independent Web APIs.

For self-hosting details, see docs/QUICK_START.md. (The bundled Web GUI was retired on 2026-07-05 — all capabilities are exposed via CLI/MCP; a standalone frontend may return later.)

3. Serverless Self-Hosting (GitHub Actions)

Run the committee automatically via GitHub Actions and receive daily digest emails.

⚠️ Fork must be set to Private: State files (holdings, verdicts) will be committed back to your fork. Public forks will leak your private financial information.

  1. Fork this repository and change its visibility to Private (Settings -> Visibility).
  2. Run set up invest locally to generate the initial memory/ folder, then commit and push it to your private fork:
    bash
    git add -f memory/ && git commit -m "chore: init memory state" && git push
  3. In your fork's Settings -> Secrets and variables -> Actions, add the following Secrets:
    • LLM_API_KEY (or DEEPSEEK_API_KEY): API key to run the committee.
    • EMAIL_SENDER / EMAIL_PASSWORD: Gmail address + App Password.
    • DIGEST_EMAIL_TO: Recipient email address.
  4. Enable Workflows under the Actions tab. The workflow runs automatically at 10:00 AM (Beijing time) daily; you can also manually trigger daily-report via Run workflow.

Architecture & Multi-Agent Orchestration

openInvest does not run a mock debate in a single LLM session. The system enforces an Information Isolation Contract at the core/committee/ layer, orchestrating 4 independent LLM processes in a directed acyclic graph (DAG):

                [ Macro Data Injection ]                           │                 ▼ 1. Macro Alignment Context             ┌──────────────────────────┐             │    Macro Strategist      │ (VIX / Interest rate spread / Currency momentum)             └─────────────┬────────────┘                           │                 ▼ 2. Async Multi-Dimensional Scrutiny (Async DAG)             ┌─────────────┴────────────┐             ▼                          ▼   ┌──────────────────┐        ┌──────────────────┐   │  Quant Analyst   │        │   Risk Officer   │   │ (RSI / Momentum) │        │ (Concentration)  │   │                  │        │                  │   │ 🛑 No Holdings   │        │ 🛑 No Indicators │   └─────────┬────────┘        └─────────┬────────┘             │                           │             └─────────────┬─────────────┘                           │             ▼ 3. Round 2 Rebuttal & Cross-Challenge             │ Mutual feedback loop for signal correction             ▼   ┌──────────────────────────────────────────────┐   │         Chief Investment Officer (CIO)       │   └───────────────────────┬──────────────────────┘                           │             ▼ 4. Deterministic State Persistence          [ BUY / ACCUMULATE / HOLD / TRIM / SELL ]
  1. Macro Strategist: Assesses the global macro landscape (VIX, yield curve spread, core currency matrix) to establish the portfolio's risk threshold.
  2. Quant Analyst: A pure mathematical momentum and technical indicator filter. Strictly blocked from knowing portfolio holdings to eliminate human attachment and loss-aversion biases.
  3. Risk Officer: Focuses entirely on tail risks (drawdown buffers, concentration limits, solvency multipliers). Strictly blocked from technical indicators to make objective asset exposure rulings.
  4. Round 2 Rebuttal: Quant and Risk analysts are fed each other's Round 1 reports in Round 2, challenging boundaries until signals converge or safety valves trigger.
  5. CIO (Chief Investment Officer): Synthesizes the audited reports and outputs a structured Verdict (BUY / ACCUMULATE / HOLD / TRIM / SELL) with a confidence level. No auto-order execution occurs; final action remains strictly up to the human auditor.

Key trade-offs behind this design are recorded as ADRs in docs/wiki/adr/ (24 to date), including rulings that overturned our own earlier designs — ADR-007 retired the few-shot CIO route, and ADR-009 rejected TA-style analyst agents after a pre-registered experiment.


Core Design

  • Coordinator-Worker Pattern: Workers operate in isolated namespaces. Boundary constraints are hardcoded at the framework layer in Python to prevent attention contamination in large multi-role prompts.
  • Markdown-as-a-Database: The system uses Frontmatter (YAML) + Markdown (Body) as the single source of truth. Leveraging fcntl.flock process file locks and temporary atomic file replacement, it provides a tamper-proof investment audit trail natively tracked by Git.
  • Three-Phase Dreaming Consolidation: Distills daily decisions against actual market outcomes nightly (Light Sleep $\rightarrow$ REM $\rightarrow$ Deep Sleep) to consolidate long-term insights, preventing Large Language Model (LLM) context drift over long execution spans.

Configuration

The system defaults to DeepSeek endpoints and supports any standard OpenAI-compatible API. LLM provider setup and all tunable runtime overrides (ADR-017) are documented in docs/wiki/22-configuration.md.


Disclaimers & Backtest Limitations

  1. No Financial Advice: This system is a decision-support tool powered by LLMs. Output memos represent simulated reasoning based on deterministic data and do not constitute asset allocation advice.
  2. Backtest Time-Lock & Lookahead Guard: The backtest engine (scripts/backtest_runner.py) has a hardcoded safety valve: it rejects backtests for decision_date > 2024-06-30 by default (override with --allow-lookahead). Since mainstream foundation models have training cutoff dates around mid-2024, backtesting on later intervals introduces severe Lookahead Bias (model pre-training leakage). Parameter tuning, Optuna sweeps, and prompt optimization must run strictly on historical windows prior to June 30, 2024.

Acknowledgments

  • Jawz: Thank you for supporting openInvest's continued development.
  • Tencent Cloud: Thank you for supporting openInvest's continued development.
  • Equibles — Optional data provider for A-share and Hong Kong financial statements, and a daily-price fallback when Yahoo Finance is unreachable. Yahoo Finance stays the default; set your own free EQUIBLES_API_KEY to turn it on (setup).
  • Xiaomi MiMo — Special thanks to MiMo Quantitative Lab for sponsoring production-grade high-performance LLM inference (powering mimo-v2.5-pro long-horizon sweeps).
  • OpenClaw Dreaming Guide — Theoretical foundation for the three-phase sleep-cycle memory distillation framework.

License

This project is licensed under the MIT License - see the LICENSE file for details.

来源:README.md,提交 5d3b074

工具

0
SourceWeft 曾在隔离沙箱中以无凭据方式启动该软件包一次,以列出其工具,但未能完成:软件包安装失败。

版本历史

29
  1. v0.68.4Nov 7, 2026
  2. v0.68.1Oct 29, 2026
  3. v0.67.0Oct 20, 2026
  4. v0.64.0Oct 19, 2026
  5. v0.62.0Oct 19, 2026
  6. v0.59.1Oct 19, 2026
  7. v0.58.0Oct 18, 2026
  8. v0.55.0Oct 18, 2026
  9. v0.54.0Oct 18, 2026
  10. v0.53.1Oct 18, 2026
  11. v0.49.0Oct 18, 2026
  12. v0.45.0Oct 17, 2026
  13. v0.44.1Oct 15, 2026
  14. v0.42.4Oct 15, 2026
  15. v0.42.2Oct 14, 2026
  16. v0.42.0Oct 13, 2026
  17. v0.41.3Oct 13, 2026
  18. v0.41.2Oct 11, 2026
  19. v0.41.1Oct 11, 2026
  20. v0.40.4Oct 10, 2026
  21. v0.40.1Oct 9, 2026
  22. v0.40.0Oct 9, 2026
  23. v0.39.2Oct 9, 2026
  24. v0.39.0Oct 8, 2026
  25. v0.37.0Oct 8, 2026
  26. v0.36.2Oct 8, 2026
  27. v0.35.0Oct 7, 2026
  28. v0.34.1Oct 7, 2026
  29. v0.34.0Sep 16, 2026

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