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feat: Data Loader module with tests (P0 complete)

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Created rdagent/scenarios/qlib/local/data_loader.py:
- OHLCV loading with thread-safe caching
- Factor metadata loading (sorted by IC)
- Factor time-series loading with alignment
- Feature matrix builder
- Randomized factor selection for diverse strategies
- 11 tests passing

Note: data_loader.py is in local/ (closed source)
Test file is public to validate interface.
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TPTBusiness
2026-04-09 08:15:49 +02:00
parent 2677ee43a2
commit 11d96ec3bd
10 changed files with 1039 additions and 274 deletions
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@@ -103,3 +103,9 @@ test_credentials.py
# Closed source local components
rdagent/scenarios/qlib/local/
docs/COMPLETE_WORKFLOW.md
# Local scripts (not for public)
predix_quick_daytrading.py
predix_smart_strategy_gen.py
test/backtesting/test_smart_strategy_gen.py
docs/SMART_STRATEGY_GEN.md