osnava/portfolio_automation — reverse-engineered prompt

Build me a Python weekly market tracker for my portfolio. I want to run one script, give it a simple tickers JSON file, and get a timestamped Excel report that helps me decide what to rebalance.

It should pull market prices, VIX, and FRED liquidity data, cache the data so repeat runs are fast, and only use complete weekly candles so the signals don’t change mid week. The report should have tabs for macro conditions, weekly signals, momentum details, and daily timing. Include RSI, Bollinger Bands, ADX, moving average score, time series momentum, VIX RSI sentiment, KAMA, and simple regime labels like trending up, choppy, mean revert buy, or trend unclear.

Make the Excel file clean and color coded so I can scan it quickly. Add a prompt file I can paste into an LLM so it can explain the report and suggest portfolio actions. Use a .env file for the FRED API key, and look up current docs online if needed.