Using AI to analyze historical in real time stock market data

I'm looking to use AI to analyze historical and real-time stock market data. I’m interested in somebody creating me a system that will connect real time market data, including information from the depth of Market and other indicators that may be used on a chart to an AI such as chatgpt to allow it to learn from it and collect data sets.

With a goal to be able to ask it questions like why did my strategy fail? What changes in my strategy should I make? And so on.