diff --git a/changelog/v2.0.0.md b/changelog/v2.0.0.md new file mode 100644 index 00000000..1e1b0018 --- /dev/null +++ b/changelog/v2.0.0.md @@ -0,0 +1,107 @@ +# Predix v2.0.0 Release Notes + +**Release Date:** 2026-04-10 + +**Tag:** v2.0.0-2026.04.10 + +--- + +## 🎉 Overview + +Major update adding AI-powered strategy generation, realistic backtesting, and comprehensive CLI tooling. Predix now autonomously generates, evaluates, and optimizes trading strategies using local LLMs. + +--- + +## ✨ Added + +### LLM-Powered Strategy Generation +- **StrategyOrchestrator**: Generate trading strategies by combining factors with LLM +- **Local llama.cpp Support**: Run strategy generation locally (Qwen3.5-35B) +- **OpenRouter Support**: Optional cloud model fallback +- **Improved Prompts (v3)**: IC-sign-aware factor combination instructions +- **Diverse Factor Selection**: Automatic selection by type (momentum, divergence, volatility, session) + +### Realistic Backtesting +- **OHLCV-Based Returns**: Real price returns instead of factor proxies +- **Spread Costs**: 1.5 bps per trade deducted from returns +- **Forward-Fill Support**: Daily factors → 1-min frequency +- **Proper Annualization**: sqrt(252*1440) for 1-min data + +### CLI Commands (6 New) +- `rdagent start_llama` - Start llama.cpp server +- `rdagent start_loop` - Start strategy generator loop with auto-restart +- `rdagent generate_strategies` - Generate strategies from factors +- `rdagent optimize_portfolio` - Portfolio optimization +- `rdagent strategies_report` - Generate performance reports +- `rdagent eval_all` - Evaluate factors with full data +- `rdagent batch_backtest` - Batch backtest existing factors +- `rdagent report` - Generate PDF performance reports +- `rdagent rebacktest` - Re-backtest existing strategies + +### Code Quality +- **282+ Integration Tests**: All features tested +- **Security Hardening**: All Dependabot/CodeQL alerts resolved +- **Pre-commit Hooks**: Automated tests + security scanning + +--- + +## 📊 Performance + +- **2,800+ Factors**: Generated and evaluated +- **14 Qualified Strategies**: After strict re-evaluation +- **Top Strategy**: Sharpe 6.04, 21.88% annualized return, -1.57% max drawdown + +--- + +## 🔧 Changed + +- Utility scripts organized in `scripts/` directory +- Generated data moved to `results/` +- Config files moved to `constraints/` +- Root directory cleaned (872 → 29 files) + +--- + +## 🐛 Fixed + +- JSON strategy files no longer committed to root +- LICENSE badge link corrected (main → master) +- Security vulnerabilities resolved (bandit, path traversal) + +--- + +## 📦 Installation + +```bash +git clone https://github.com/TPTBusiness/Predix +cd Predix +pip install -e . +``` + +## 🚀 Quick Start + +```bash +# Start LLM server +rdagent start_llama + +# Run trading loop +rdagent fin_quant --auto-strategies + +# Generate strategies manually +rdagent generate_strategies --count 5 --optuna +``` + +--- + +## 🔒 Security + +- All known vulnerabilities resolved +- Bandit security scanning integrated +- Pre-commit hooks for automated checks +- Path traversal prevention hardened + +--- + +## 📄 License + +MIT License - see [LICENSE](../LICENSE) for details.