MetaHarness: trading vertical

A ready-made multi-agent scaffold for quantitative trading workflows on top of Claude Code. Ships a research → strategy → risk → execution pipeline with a non-bypassable risk gate and paper-trading defaults, so you can iterate on signals and backtests without accidentally wiring real capital. Intended for quants, algo-trading hobbyists, and trading-platform integrators who want a sane starting point. It does NOT include broker credentials, a live order router, or any market-data subscription — bring your own broker adapter when you're ready to flip from paper to live.

Quickstart

npx @metaharness/trading@latest my-bot
cd my-bot && npm install && harness doctor

harness doctor verifies the risk gate is wired, the paper-trading flag is on, and Claude Code can see the bundled MCP servers.

What you get

• agents/researcher.md — market-data and news ingestion, Tier 2 (haiku)
• agents/strategist.md — signal generation and feature engineering, Tier 3 (sonnet)
• agents/risk-officer.md — position sizing, VaR/CVaR checks, circuit breakers, Tier 3 (opus) — non-bypassable
• agents/executor.md — order construction and paper-broker dispatch, Tier 2 (haiku)
• agents/backtester.md — walk-forward backtests with cost models, Tier 3 (sonnet)
• mcp/ — pre-wired MCP servers for market data (OHLCV), paper broker, and a risk-policy server
• .claude/settings.json — PAPER_TRADING=true, RISK_GATE=required, deny-list on any live-order tool until risk-officer signs the trade
• policies/risk.yaml — editable position limits, max drawdown, per-symbol exposure caps

Advanced

Run the bundled doctor to confirm the gate is enforced:

$ harness doctor
[ok]  paper-trading flag: true
[ok]  risk-officer agent present
[ok]  deny-list blocks: broker.live.placeOrder, broker.live.cancelOrder
[ok]  mcp/market-data reachable

Validate the policy file before each session:

$ harness validate policies/risk.yaml
policies/risk.yaml: valid
  max_position_pct: 5
  max_drawdown_pct: 15
  per_symbol_cap_usd: 10000

Drive the harness headlessly from a CI job or a research notebook:

claude -p --plugin-dir my-bot \
  "Backtest a mean-reversion signal on SPY 2020-2024 with 5bps slippage. Run risk-officer review before reporting PnL."

Flip to live only after replacing mcp/paper-broker with your broker adapter and editing .claude/settings.json to remove the live-order deny rule. The risk-officer agent must still co-sign.

FAQ

Q: Can I actually place real orders with this? A: Not by default. The scaffold ships with PAPER_TRADING=true and a deny-list that blocks every broker.live.* tool until you explicitly remove it. Even then, the risk-officer agent must approve each order; that gate is not bypassable from prompts.

Q: Where does market data come from? A: The bundled mcp/market-data server is a thin adapter. By default it reads from a local CSV cache under data/. Drop in your own Polygon, Alpaca, or IBKR adapter by editing mcp/market-data/index.mjs — the interface is documented in mcp/market-data/README.md.

Q: How do I add a new strategy? A: Add a markdown spec under strategies/, then ask the strategist agent to implement it. The backtester agent will auto-pick it up. No code changes to the harness itself are needed.

License

MIT. Built on metaharness (https://www.npmjs.com/package/metaharness).

Deep-dive

Full explainer gist: https://gist.github.com/ruvnet/fa8db9614701ebde371cdd327031537e