mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 23:47:46 +00:00
feat: Add 6 new CLI commands - all scripts integrated with local LLM
New CLI commands: - rdagent parallel: Run parallel factor experiments (-n 10 -k 2) - rdagent eval_all: Evaluate factors with full data (--top 500 -p 8) - rdagent batch_backtest: Batch backtest factors (--all -p 4) - rdagent simple_eval: Direct IC/Sharpe computation (--top 100 -p 4) - rdagent rebacktest: Re-backtest existing strategies - rdagent report: Generate PDF performance reports All commands: - Default to local llama.cpp (no cloud models) - Have proper --help documentation - Support parallel workers for speed - Handle Ctrl+C gracefully Updated CLI help with complete command list.
This commit is contained in:
TPTBusiness
@@ -65,6 +65,16 @@ Available Commands:
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start_loop Start strategy generator loop
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start_loop --target 5 Generate 5 strategies per run
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Parallel & Evaluation:
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parallel Run parallel factor experiments
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eval_all Evaluate factors with full data
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simple_eval Simple IC/Sharpe computation
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batch_backtest Batch backtest factors
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Strategy Tools:
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rebacktest Re-backtest existing strategies
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report Generate PDF performance reports
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RL Trading:
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rl_trading --mode train Train RL agent (PPO/A2C/SAC)
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rl_trading --mode backtest Backtest with trained model
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@@ -78,6 +88,9 @@ Examples:
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rdagent generate_strategies --count 5 --optuna --optuna-trials 30
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rdagent start_llama
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rdagent start_loop --target 5
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rdagent parallel --runs 10
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rdagent eval_all --top 500
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rdagent batch_backtest --all
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""",
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)
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@@ -1281,3 +1294,304 @@ def start_loop_cli(
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log("⏳ Waiting 60s before next attempt...")
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time.sleep(60)
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@app.command(name="parallel")
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def parallel_cli(
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runs: int = typer.Option(5, "--runs", "-n", help="Number of parallel runs"),
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api_keys: int = typer.Option(1, "--api-keys", "-k", help="Number of API keys to distribute"),
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):
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"""
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Run multiple factor experiments in parallel.
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Each run gets its own:
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- Log file
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- Result directory
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- Workspace
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Options:
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--runs/-n: Number of parallel runs (default: 5)
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--api-keys/-k: Number of API keys (default: 1)
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Examples:
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rdagent parallel --runs 5 --api-keys 1
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rdagent parallel -n 10 -k 2
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"""
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import subprocess
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent.parent
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script = project_root / "scripts" / "predix_parallel.py"
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if not script.exists():
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typer.echo(f"❌ Script not found: {script}")
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raise typer.Exit(code=1)
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cmd = [sys.executable, str(script), "--runs", str(runs), "--api-keys", str(api_keys), "-m", "local"]
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typer.echo(f"🚀 Starting {runs} parallel runs...")
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typer.echo(f" Script: {script}")
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typer.echo(f" API Keys: {api_keys}")
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typer.echo(f" Model: local (llama.cpp)")
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try:
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result = subprocess.run(cmd, cwd=str(project_root))
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raise typer.Exit(code=result.returncode)
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except KeyboardInterrupt:
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typer.echo("\n⚠️ Interrupted by user")
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raise typer.Exit(code=1)
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@app.command(name="eval_all")
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def eval_all_cli(
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top: int = typer.Option(100, "--top", "-n", help="Evaluate top N factors"),
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parallel: int = typer.Option(4, "--parallel", "-p", help="Number of parallel workers"),
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full_data: bool = typer.Option(True, "--full-data/--debug-data", help="Use full dataset"),
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):
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"""
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Evaluate factors with full 1-minute data.
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Computes IC, Sharpe, Max DD, Win Rate for existing factors
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using the complete intraday_pv.h5 dataset.
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Options:
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--top/-n: Evaluate top N factors by IC (default: 100)
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--parallel/-p: Number of parallel workers (default: 4)
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--full-data: Use full dataset (default: True)
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Examples:
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rdagent eval_all --top 100
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rdagent eval_all -n 500 -p 8
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"""
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import subprocess
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent.parent
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script = project_root / "scripts" / "predix_full_eval.py"
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if not script.exists():
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typer.echo(f"❌ Script not found: {script}")
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raise typer.Exit(code=1)
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cmd = [sys.executable, str(script)]
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if top > 0:
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cmd.extend(["--top", str(top)])
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if parallel > 1:
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cmd.extend(["--parallel", str(parallel)])
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typer.echo(f"📊 Evaluating top {top} factors with full data...")
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typer.echo(f" Script: {script}")
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typer.echo(f" Workers: {parallel}")
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try:
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result = subprocess.run(cmd, cwd=str(project_root))
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raise typer.Exit(code=result.returncode)
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except KeyboardInterrupt:
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typer.echo("\n⚠️ Interrupted by user")
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raise typer.Exit(code=1)
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@app.command(name="batch_backtest")
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def batch_backtest_cli(
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factors: int = typer.Option(100, "--factors", "-n", help="Number of factors to backtest"),
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parallel: int = typer.Option(4, "--parallel", "-p", help="Number of parallel workers"),
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all_factors: bool = typer.Option(False, "--all", "-a", help="Backtest all factors"),
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):
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"""
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Batch backtest existing factors.
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Scans generated factor code from workspaces, runs Qlib backtests,
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and saves results to JSON + SQLite.
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Options:
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--factors/-n: Number of factors to backtest (default: 100)
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--parallel/-p: Number of parallel workers (default: 4)
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--all/-a: Backtest all factors
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Examples:
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rdagent batch_backtest --factors 100
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rdagent batch_backtest -n 500 -p 8
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rdagent batch_backtest --all
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"""
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import subprocess
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent.parent
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script = project_root / "scripts" / "predix_batch_backtest.py"
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if not script.exists():
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typer.echo(f"❌ Script not found: {script}")
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raise typer.Exit(code=1)
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cmd = [sys.executable, str(script)]
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if all_factors:
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cmd.append("--all")
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elif factors > 0:
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cmd.extend(["--factors", str(factors)])
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if parallel > 1:
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cmd.extend(["--parallel", str(parallel)])
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typer.echo(f"📈 Batch backtesting {factors} factors...")
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typer.echo(f" Script: {script}")
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typer.echo(f" Workers: {parallel}")
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try:
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result = subprocess.run(cmd, cwd=str(project_root))
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raise typer.Exit(code=result.returncode)
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except KeyboardInterrupt:
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typer.echo("\n⚠️ Interrupted by user")
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raise typer.Exit(code=1)
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@app.command(name="simple_eval")
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def simple_eval_cli(
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top: int = typer.Option(100, "--top", "-n", help="Evaluate top N factors"),
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parallel: int = typer.Option(4, "--parallel", "-p", help="Number of parallel workers"),
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all_factors: bool = typer.Option(False, "--all", "-a", help="Evaluate all factors"),
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):
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"""
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Simple factor evaluation - Direct IC/Sharpe computation.
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Computes IC and Sharpe directly from factor values and forward returns
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without Qlib infrastructure (faster but less accurate).
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Options:
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--top/-n: Evaluate top N factors (default: 100)
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--parallel/-p: Number of parallel workers (default: 4)
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--all/-a: Evaluate all factors
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Examples:
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rdagent simple_eval --top 100
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rdagent simple_eval -n 500 -p 8
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rdagent simple_eval --all
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"""
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import subprocess
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent.parent
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script = project_root / "scripts" / "predix_simple_eval.py"
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if not script.exists():
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typer.echo(f"❌ Script not found: {script}")
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raise typer.Exit(code=1)
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cmd = [sys.executable, str(script)]
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if all_factors:
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cmd.append("--all")
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elif top > 0:
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cmd.extend(["--top", str(top)])
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if parallel > 1:
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cmd.extend(["--parallel", str(parallel)])
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typer.echo(f"📊 Simple evaluating top {top} factors...")
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typer.echo(f" Script: {script}")
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typer.echo(f" Workers: {parallel}")
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try:
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result = subprocess.run(cmd, cwd=str(project_root))
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raise typer.Exit(code=result.returncode)
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except KeyboardInterrupt:
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typer.echo("\n⚠️ Interrupted by user")
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raise typer.Exit(code=1)
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@app.command(name="rebacktest")
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def rebacktest_cli(
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strategies_dir: str = typer.Option(
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None, "--strategies-dir", "-d", help="Directory containing strategy JSON files"
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),
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):
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"""
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Re-backtest existing strategies with current settings.
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Options:
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--strategies-dir/-d: Directory with strategy JSON files (default: results/strategies_new/)
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Examples:
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rdagent rebacktest
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rdagent rebacktest -d results/strategies_new/
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"""
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import subprocess
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent.parent
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script = project_root / "scripts" / "predix_rebacktest_strategies.py"
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if not script.exists():
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typer.echo(f"❌ Script not found: {script}")
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raise typer.Exit(code=1)
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cmd = [sys.executable, str(script)]
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if strategies_dir:
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cmd.extend(["--strategies-dir", strategies_dir])
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typer.echo("🔄 Re-backtesting existing strategies...")
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typer.echo(f" Script: {script}")
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try:
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result = subprocess.run(cmd, cwd=str(project_root))
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raise typer.Exit(code=result.returncode)
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except KeyboardInterrupt:
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typer.echo("\n⚠️ Interrupted by user")
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raise typer.Exit(code=1)
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@app.command(name="report")
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def report_cli(
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strategy_path: str = typer.Option(
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None, "--strategy", "-s", help="Path to single strategy JSON (default: all strategies)"
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),
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output: str = typer.Option(
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None, "--output", "-o", help="Output directory (default: results/strategy_reports/)"
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),
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):
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"""
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Generate performance reports for strategies.
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Creates PDF reports with:
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- Equity curve
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- Drawdown chart
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- Signal distribution
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- Monthly returns heatmap
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- Full metrics
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Options:
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--strategy/-s: Path to single strategy JSON (default: all)
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--output/-o: Output directory (default: results/strategy_reports/)
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Examples:
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rdagent report # All strategies
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rdagent report -s results/strategies_new/123_MyStrategy.json
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rdagent report -o custom/reports/
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"""
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import subprocess
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent.parent
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script = project_root / "scripts" / "predix_strategy_report.py"
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if not script.exists():
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typer.echo(f"❌ Script not found: {script}")
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raise typer.Exit(code=1)
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cmd = [sys.executable, str(script)]
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if strategy_path:
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cmd.append(strategy_path)
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if output:
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cmd.extend(["-o", output])
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typer.echo("📊 Generating strategy reports...")
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typer.echo(f" Script: {script}")
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try:
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result = subprocess.run(cmd, cwd=str(project_root))
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raise typer.Exit(code=result.returncode)
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except KeyboardInterrupt:
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typer.echo("\n⚠️ Interrupted by user")
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raise typer.Exit(code=1)
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