gavindiaz/AlphaMaster
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
69 Commits 1 Branch 0 Tags
9c42ca0b394f2b42a0fda3b6141137521b38a55b
Commit Graph
69 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
qq564020069 9c42ca0b39 1 2026-07-18 23:44:50 +08:00
rosemarycox5334-debug 380a4f9268 0.999 2026-07-18 21:53:13 +08:00
rosemarycox5334-debug e8403b14dd remove web_settings.json from tracking (contains credentials) 2026-07-18 21:28:27 +08:00
rosemarycox5334-debug b9d9da8d91 add web_settings.json with tqsdk credentials 2026-07-18 21:25:32 +08:00
rosemarycox5334-debug 545053b5ef feat: 新增国内期货数据源（tqsdk 实时行情） 
- 新建 web/data_sources/domestic_futures_source.py：
  60 个品种 × 4 周期（15m/30m/1h/1d），tqsdk 实时拉取 + 前复权
  品种中文命名（螺纹钢主连、沪铜主连、沪深300主连...）
  tqsdk 主连代码 KQ.m@{交易所}.{品种}，大小写敏感
- factory.py 注册 domestic_futures 数据源
- index.html + app.js：品种字段支持 select 下拉框
  （presets>20 时自动切换为下拉，如国内期货 60 个品种）
- web_settings.example.json 加 tqsdk_user/tqsdk_password 空字段
  （真实账号在 web_settings.json，已被 .gitignore 排除）
- start_web.bat 指定系统 Python 3.13 路径
 2026-07-18 21:21:48 +08:00
qq564020069 8d596a41ba Update README.md 2026-07-18 09:27:33 +08:00
qq564020069 669473ce84 0.998 2026-07-17 21:46:07 +08:00
qq564020069 ea34014326 0.998 2026-07-17 16:08:18 +08:00
qq564020069 542bec9263 0.997 2026-07-17 09:03:05 +08:00
qq564020069 f69daea168 0.996 2026-07-15 23:18:36 +08:00
qq564020069 97368db073 0.995 2026-07-15 14:08:41 +08:00
qq564020069 66d0ab0c8a 0.994 2026-07-15 09:13:25 +08:00
qq564020069 939da46a01 0.994 2026-07-14 21:36:10 +08:00
qq564020069 4cf76ce51f 0.994 2026-07-14 19:08:12 +08:00
qq564020069 3728825adc 0.993 2026-07-14 15:33:15 +08:00
qq564020069 babe401406 0.992 2026-07-13 21:29:00 +08:00
qq564020069andCursor baaa7bad04 Keep local secrets and temp downloads out of GitHub. 
Ignore tmp_downloads, local settings, and zip artifacts; remove already-tracked temp strategy/zip files. Add a blank web_settings.example.json template with no API keys.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-13 20:49:24 +08:00
qq564020069andCursor e8f5f6f0b5 Stop tracking strategy JSON and force offline Parquet for train/backtest. 
Ignore strategies/*.json so only project code is pushed; keep strategy files locally. Persist data_file in strategies, use it for backtest, and show errors in a popup.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-13 20:46:54 +08:00
qq564020069 06df8f2b7f 0.992 2026-07-12 12:54:23 +08:00
qq564020069 7502cee8ab 0.992 2026-07-12 00:22:48 +08:00
qq564020069 149a3f468d 0.991 2026-07-11 18:49:18 +08:00
qq564020069 d9b62df636 0.99 2026-07-11 14:04:56 +08:00
qq564020069andCursor 6076f5e9d4 Rename project to AlphaMaster and switch license to AGPL-3.0. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-10 18:25:50 +08:00
qq564020069 913eb2c34f Merge branch 'main' of https://github.com/rosemarycox5334-debug/MT5_AlphaGPT 2026-07-10 18:15:06 +08:00
qq564020069 5347ed21ad 0.96 2026-07-10 18:14:59 +08:00
rosemarycox5334-debug 2bb61b1086 0.95 2026-07-10 18:09:21 +08:00
qq564020069andCursor 0e255fae26 chore: tighten gitignore and add .env.example for GitHub 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-10 09:20:32 +08:00
rosemarycox5334-debug 0d09ed1ab6 0.95 2026-07-09 09:02:57 +08:00
rosemarycox5334-debug feaf26362a 0.95 2026-07-08 21:59:07 +08:00
qq564020069 e811af9745 0.94 2026-07-08 10:59:05 +08:00
rosemarycox5334-debug 76f554af4f 0.94 2026-07-08 08:59:05 +08:00
qq564020069 3436401af6 0.93 2026-07-07 15:17:53 +08:00
rosemarycox5334-debug 1808e9c87e 0.93 2026-07-07 14:11:22 +08:00
rosemarycox5334-debug e908dd3286 0.92 2026-07-07 11:37:16 +08:00
rosemarycox5334-debug 1c2ec388de 0.92 2026-07-07 09:26:54 +08:00
rosemarycox5334-debug 662e7ac5d2 precious_metals_v1: 黄金单品种策略 (Sharpe 2.66, MDD -11%, 8年数据验证) 
策略: DMI_ADX_14 -> KYLE_LAMBDA -> EMA_20 -> KYLE_LAMBDA -> MFI14 -> SCALE -> TS_CORR_10 -> IF_GT
- 微型市场体制切换模型: 流动性驱动时用Kyle动量, 流动性紊乱时退守趋势
- 推荐用法: XAUUSD单品种
- 回测: 年化+28.2%, Sharpe 2.66, 换手109笔/年, Walk-Forward 3/4折盈利

配置变更:
- AAVUSD移除(实为Aave加密货币)
- COCOA.c移除(交易时段不匹配)
- metals_comm重命名为precious_metals(XAUUSD+XAGUSD)
- 算子溢出修复(_signed_power clamp, _ts_product expm1 clamp)
 2026-07-06 23:05:05 +08:00
qq564020069 ff01074b3b 0.91 2026-07-06 10:53:23 +08:00
qq564020069 0a775aa408 0.91 2026-07-06 10:01:31 +08:00
rosemarycox5334-debug 3793f8283b feat: save all strategy factors + independent verification results 
- Add all 6 strategy factors (forex/index/metals_comm, v1+v2)
- Add independent backtest verification script and results
- Add strategies README with full factor documentation
- Update .gitignore to track strategy files
- Include engine.py anti-beta constraints + entropy floor fixes
- Include config.py new training parameters
 2026-07-06 09:40:39 +08:00
rosemarycox5334-debug 97a5964b34 0.91 2026-07-05 23:19:21 +08:00
rosemarycox5334-debug 1db926cd93 feat: anti-beta-factor constraints - infection model + beta neutral + half consistency 2026-07-05 23:16:08 +08:00
rosemarycox5334-debug 9aa94ea40a feat: index组训练成果保存 + 回测验证 + 引擎分布指标增强 2026-07-05 21:08:39 +08:00
rosemarycox5334-debug 3669cc37ae 0.9 2026-07-05 12:50:50 +08:00
rosemarycox5334-debug 624272b910 0.9 2026-07-05 10:18:17 +08:00
qq564020069 deade581d7 Update main.py 2026-07-05 09:48:30 +08:00
qq564020069 ea3871c6d7 0.9 2026-07-05 03:11:29 +08:00
qq564020069 b03ef0cf77 收益优先重构: 连续仓位+绝对收益奖励(0.40)+组独立数据加载(T:3498->12000)+拿掉在场上限 2026-07-05 02:26:39 +08:00
rosemarycox5334-debug 1e6550ee57 v0.9 forex 组严谨回测:保存 3 个强有效因子 
修复 v0.8 二值算子过拟合问题后,v0.9 训练产生 13 个 New King 因子,
经严谨回测(完整交易笔数/ warmup 跳过 / bootstrap CI / 基准对比)验证,
3 个因子统计显著优于随机:

  #12 (Val=4.876) Sortino=+4.72 CI=[+1.82,+8.52]  冠军
  #8  (Val=2.857) Sortino=+3.84 CI=[+0.32,+7.77]  流动性系
  #10 (Val=4.455) Sortino=+2.90 CI=[+0.24,+6.40]  趋势系

注意:IS_OOS=False,训练-回测同数据,实盘表现大概率打折。
 2026-07-04 20:10:26 +08:00
qq564020069 95a2832c76 Update best_forex.json 2026-07-04 17:12:44 +08:00
qq564020069 23a5b1efc0 修复奖励函数稀疏漏洞+移除二值算子+加强IC门控(P0-P3): 堵死LT/GT训练分虚高问题 2026-07-04 16:59:12 +08:00