feat: add daily log rotation, llama health wait, factor auto-fixer, and README updates

- Add rdagent/log/daily_log.py: daily-rotating structured logs per command
  (fin_quant, strategies, evaluate, parallel) with loguru; all.log combined sink
- predix.py: route TeeWriter output to logs/YYYY-MM-DD/ instead of root dir;
  wrap quant() and evaluate() in daily_log.session() for start/stop/duration tracking
- rdagent/app/cli.py: fin_quant_cli waits for llama.cpp /health endpoint before
  starting pipeline (up to 300 s); daily_log integration for fin_quant,
  generate_strategies, eval_all, parallel commands
- scripts/predix_gen_strategies_real_bt.py: daily_log integration with
  per-strategy ACCEPTED/REJECTED entries and summary on completion
- rdagent/components/coder/factor_coder/auto_fixer.py: new module that patches
  common LLM-generated factor issues (min_periods, inf/NaN, groupby.transform,
  MultiIndex corrections)
- rdagent/components/coder/factor_coder/prompts.yaml: add critical rules for
  EURUSD 1-min intraday factors (min_periods, inf handling, groupby, date range)
- README.md: document --reasoning off and --n-gpu-layers 28 for llama-server;
  explain VRAM constraints when Ollama is running alongside llama.cpp
- .bandit.yml: suppress B615 (HuggingFace unsafe download) for RL benchmark files

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
TPTBusiness
2026-04-16 07:20:08 +02:00
parent 005107a461
commit 2cec08bc91
11 changed files with 748 additions and 37 deletions
+20 -3
View File
@@ -331,7 +331,17 @@ print(json.dumps(result))
# ============================================================================
def main(target_count=10):
"""Generate strategies in parallel with real backtesting."""
import sys as _sys
_sys.path.insert(0, str(Path(__file__).parent.parent))
from rdagent.log import daily_log as _dlog
_log = _dlog.setup(
"strategies_bt",
style=TRADING_STYLE,
forward_bars=FORWARD_BARS,
target=target_count,
workers=N_WORKERS,
)
console.print(f"\n[bold cyan]{STYLE_EMOJI} Parallel Strategy Generation[/bold cyan]")
console.print(f" Style: {STYLE_DESC}")
console.print(f" Forward bars: {FORWARD_BARS}")
@@ -446,18 +456,25 @@ def main(target_count=10):
pass
accepted.append(strategy)
_log.success(f"ACCEPTED {strategy['strategy_name']} IC={ic:.4f} Sharpe={sharpe:.3f} Trades={trades} DD={dd:.1%}")
feedback_history.append(f"Excellent! IC={ic:.4f}, Sharpe={sharpe:.2f}, Trades={trades}. Try to improve further.")
progress.console.print(f"[green]✓ Strategy #{len(accepted)}:[/green] {strategy['strategy_name']} "
f"IC={ic:.4f}, Sharpe={sharpe:.3f}, Trades={trades}, DD={dd:.1%}")
else:
_log.info(f"REJECTED IC={ic:.4f} Sharpe={sharpe:.2f} Trades={trades} DD={dd:.1%}")
feedback_history.append(f"Failed: IC={ic:.4f}, Sharpe={sharpe:.2f}, Trades={trades}, DD={dd:.1%}. Need |IC|>{MIN_IC}, Sharpe>{MIN_SHARPE}, Trades>{MIN_TRADES}")
progress.update(task, advance=1)
# Summary
_log.info(f"DONE accepted={len(accepted)} target={target_count}")
for i, s in enumerate(sorted(accepted, key=lambda x: x['real_backtest'].get('ic', 0), reverse=True), 1):
bt = s['real_backtest']
_log.info(f" #{i} {s['strategy_name']} IC={bt.get('ic',0):.4f} Sharpe={bt.get('sharpe',0):.3f} Monthly={bt.get('monthly_return_pct',0):.2f}%")
console.print(f"\n[bold green]✓ Generated {len(accepted)}/{target_count} accepted strategies[/bold green]\n")
if accepted:
accepted.sort(key=lambda x: x['real_backtest'].get('ic', 0), reverse=True)
console.print("[bold]Results:[/bold]")