Scanning the universe

The scanner filters a list of candidate symbols down to the ones worth trading right now. It runs a ScannerStrategy over each symbol's recent bars and keeps those that produce an actionable scan signal.

make scan
# or
uv run python main.py scan --scanner volume --symbols NVDA,META,TSLA,AMD

Example output:

SYMBOL    SIGNAL
NVDA      SCANNER_BUY
TSLA      SCANNER_SELL

The volume scanner

The bundled volume scanner flags a symbol when its latest bar shows unusually high volume (relative to its moving average) and a meaningful price move. It is pure pandas/numpy — see Scanners for the internals.

How it feeds the other commands

backtest, live, and optimize accept a --scanner option. When set, they run the scanner first and trade only the flagged symbols; if the scanner flags nothing, they fall back to the candidate list. Pass --scanner none to skip scanning and use the symbols as-is.

uv run python main.py backtest --scanner none --symbols AAPL,MSFT --start 2024-01-02 --end 2024-04-01