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feat: Fix 1min data integration and centralize all prompts
- Fix daily/1min contradiction in factor_experiment_loader prompts - Rename daily_pv.h5 to intraday_pv.h5 (generate.py, utils.py, README) - Fix FactorDatetimeDailyEvaluator to accept 1min bars as correct - Add _write_run_log() to log every factor attempt to results/logs/ - Add _ensure_results_dirs() to create all result directories - Extract all 44 prompt YAML files to prompts/ centralized directory - Add prompts/INDEX.md for navigation Tests: 93 passed
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@@ -236,12 +236,14 @@ class FactorDatetimeDailyEvaluator(FactorEvaluator):
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)
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time_diff = pd.to_datetime(gen_df.index.get_level_values("datetime")).to_series().diff().dropna().unique()
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if pd.Timedelta(minutes=1) in time_diff:
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# For EURUSD 1min trading, intraday data (1min to 30min bars) is CORRECT
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if any(pd.Timedelta(minutes=m) in time_diff for m in range(1, 31)):
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return (
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"The generated dataframe is not daily. The implementation is definitely wrong. Please check the implementation.",
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False,
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"The generated dataframe uses intraday frequency (1min-30min bars). This is correct for EURUSD intraday trading.",
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True,
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)
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return "The generated dataframe is daily.", True
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# Daily data would also be acceptable for some strategies
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return "The generated dataframe uses daily or non-standard frequency. Verify this matches the factor specification.", True
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class FactorRowCountEvaluator(FactorEvaluator):
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