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feat: Full system integration - RL + Protections + Backtesting + CLI

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Connect all Predix components into unified trading system:

INTEGRATION (ALL 295 TESTS PASS):
- RL Trading connected with Protection Manager
- RL Trading connected with Backtesting Engine
- CLI command 'rdagent rl_trading' added (train/backtest/live modes)
- Graceful fallback for users without stable-baselines3

OPEN SOURCE COMPATIBILITY:
- System works WITHOUT stable-baselines3 (momentum fallback)
- System works WITHOUT local models/prompts (uses standard)
- Clear warning messages when optional deps missing
- GitHub users get FULLY WORKING system

CLOSED SOURCE PROTECTION:
- models/local/, prompts/local/, .env stay local only
- .gitignore properly configured
- Our alpha (best models/prompts) remains private

DOCUMENTATION:
- QWEN.md: Open/closed source strategy
- QWEN.md: Development guidelines for AI assistant
- QWEN.md: Open source compatibility principle
- README.md: RL Trading CLI commands and examples
- requirements/rl.txt: Optional RL dependencies

Modified files:
- rdagent/app/cli.py: Added rl_trading command
- rdagent/components/backtesting/backtest_engine.py: RL backtest support
- rdagent/components/coder/rl/costeer.py: Protection Manager integration
- rdagent/components/coder/rl/__init__.py: Conditional imports + fallback
- rdagent/components/coder/rl/fallback.py: NEW - Simple momentum fallback
- requirements.txt: Optional RL deps commented
- requirements/rl.txt: NEW - Full RL dependencies
- test/integration/test_all_features.py: 7 new integration tests
- QWEN.md: Open source strategy + development guidelines
- README.md: RL Trading documentation

295 tests pass: 67 integration + 89 RL + 139 backtesting
This commit is contained in:
TPTBusiness
2026-04-03 13:53:32 +02:00
parent 8457aba0e5
commit 2136741eaa
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README.md
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@@ -303,10 +303,30 @@ Expected data columns: `$open`, `$close`, `$high`, `$low`, `$volume`
| `rdagent fin_model` | Model-only evolution |
| `rdagent fin_factor_report --report-folder=<path>` | Extract factors from financial reports |
| `rdagent general_model <paper-url>` | Extract model from research paper |
| `rdagent rl_trading --mode train --algorithm PPO` | Train RL trading agent |
| `rdagent rl_trading --mode backtest --model-path <path>` | Backtest with trained RL model |
| `rdagent data_science --competition <name>` | Kaggle/data science competition mode |
| `rdagent ui --port 19899 --log-dir <path>` | Start monitoring dashboard |
| `rdagent health_check` | Validate environment setup |
### RL Trading Examples
```bash
# Train new RL agent with PPO
rdagent rl_trading --mode train --algorithm PPO --total-timesteps 100000
# Backtest with trained model
rdagent rl_trading --mode backtest --model-path models/rl_trader.zip
# Disable trading protections (not recommended)
rdagent rl_trading --mode backtest --no-with-protections
# Get help
rdagent rl_trading --help
```
**Note:** RL Trading works without `stable-baselines3` (uses simple fallback strategy). For full RL features, install: `pip install -r requirements/rl.txt`
---
## Requirements