feat: add Kronos CLI commands, expand tests, document in README

- predix kronos-factor: generate KronosPredReturn alpha factor via CLI
- predix kronos-eval: evaluate Kronos IC/hit-rate vs LightGBM via CLI
- 19 tests covering adapter, factor builder, model evaluator, CLI (mock-based)
- README: Kronos section in Features + CLI commands table
- Total test suite: 153 passed

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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TPTBusiness
2026-04-18 09:53:56 +02:00
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| `python predix_gen_strategies_real_bt.py` | Generate 10 strategies with LLM + real backtest |
| `python predix_gen_strategies_real_bt.py 20` | Generate 20 strategies |
### Kronos Foundation Model
| Command | Description |
|---------|-------------|
| `python predix.py kronos-factor` | Generate Kronos predicted-return factor (daily stride, ~15 min GPU) |
| `python predix.py kronos-factor --pred 30` | 30-bar prediction horizon |
| `python predix.py kronos-factor --device cpu` | CPU inference (slower) |
| `python predix.py kronos-eval` | Evaluate Kronos IC / hit rate vs LightGBM baseline |
| `python predix.py kronos-eval --pred 96` | Daily horizon evaluation |
### Factor Evaluation
| Command | Description |
@@ -398,6 +408,25 @@ Real-time dashboard for monitoring:
- Cumulative returns and drawdowns
- Code diffs and implementation history
### 🤖 Kronos Foundation Model Integration
Predix integrates [Kronos-mini](https://github.com/shiyu-coder/Kronos) — a 4.1M parameter OHLCV foundation model pretrained on 12+ billion K-lines from 45 global exchanges (AAAI 2026, MIT):
- **Option A — Alpha Factor**: Rolling daily inference generates a `KronosPredReturn` factor. Every 96 bars (one trading day), Kronos predicts the next day's return from the previous 512 bars of EUR/USD OHLCV data. The factor is forward-filled to 1-min frequency and plugs directly into Predix's factor evaluation pipeline.
- **Option B — Model Evaluation**: Kronos runs alongside LightGBM as a standalone predictor. IC (Information Coefficient), IC IR, and directional hit rate are computed over the full dataset for direct comparison with LightGBM-generated models.
```bash
# One-time setup
git clone https://github.com/shiyu-coder/Kronos ~/Kronos
# Generate factor (Option A) — saves to results/factors/
python predix.py kronos-factor
# Evaluate as model (Option B) — prints IC vs LightGBM reference
python predix.py kronos-eval
```
### 🔒 Security & Quality
Automated quality assurance: