mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 23:47:46 +00:00
docs: Update QWEN.md with implementation guide
Added comprehensive implementation guide: - How to use Prompt Loader (auto-loads local prompts) - How to use Model Loader (auto-loads local models) - Creating improved prompts (step-by-step) - Creating improved models (step-by-step) - Backup private assets to private repo - Security best practices - Open Source vs. Closed Source overview Updated architecture section: - Added prompts/ and models/ directory structure - Documented loader.py and model_loader.py - Clarified what's open vs. closed source
This commit is contained in:
@@ -0,0 +1,798 @@
|
||||
# Predix - QWEN.md Context File
|
||||
|
||||
## Project Overview
|
||||
|
||||
**Predix** is an autonomous AI-powered quantitative trading agent for EUR/USD forex markets. Built on the RD-Agent framework, it automates the full research and development cycle for trading strategies.
|
||||
|
||||
### Core Purpose
|
||||
- Generate trading factors (signals) autonomously using LLMs
|
||||
- Backtest and validate factors on 1-minute EUR/USD data
|
||||
- Optimize portfolios using modern portfolio theory
|
||||
- Target: 1-3% monthly returns with Sharpe > 2.0
|
||||
|
||||
### Key Technologies
|
||||
- **Python 3.10/3.11** - Primary language
|
||||
- **PyTorch** - Deep learning models
|
||||
- **Qlib** - Backtesting engine
|
||||
- **LLM (Qwen3.5-35B)** - Factor generation via local llama.cpp
|
||||
- **Flask** - Web dashboard API
|
||||
- **SQLite** - Results database
|
||||
- **Rich/Typer** - CLI interface
|
||||
|
||||
### Architecture
|
||||
|
||||
```
|
||||
Predix/
|
||||
├── rdagent/ # Core agent framework
|
||||
│ ├── app/
|
||||
│ │ └── cli.py # Main CLI entry point (rdagent command)
|
||||
│ ├── components/
|
||||
│ │ ├── backtesting/ # Backtest engine, metrics, database
|
||||
│ │ ├── coder/
|
||||
│ │ │ └── factor_coder/ # Factor generation & EURUSD-specific modules
|
||||
│ │ ├── loader.py # Prompt loader (auto-loads local prompts)
|
||||
│ │ └── model_loader.py # Model loader (auto-loads local models)
|
||||
│ └── scenarios/
|
||||
│ └── qlib/ # Qlib integration for FX trading
|
||||
├── prompts/ # LLM Prompts
|
||||
│ ├── standard_prompts.yaml # Standard prompts (in Git)
|
||||
│ └── local/ # Your improved prompts (NOT in Git!)
|
||||
│ ├── factor_discovery_v2.yaml
|
||||
│ ├── factor_evolution_v2.yaml
|
||||
│ └── model_coder_v2.yaml
|
||||
├── models/ # ML Models
|
||||
│ ├── standard/ # Standard models (in Git)
|
||||
│ │ ├── xgboost_factor.py
|
||||
│ │ └── lightgbm_factor.py
|
||||
│ └── local/ # Your improved models (NOT in Git!)
|
||||
│ ├── transformer_factor.py
|
||||
│ ├── tcn_factor.py
|
||||
│ ├── patchtst_factor.py
|
||||
│ └── cnn_lstm_hybrid.py
|
||||
├── results/ # Backtest results (NOT in git)
|
||||
│ ├── backtests/ # Individual factor backtests (JSON/CSV)
|
||||
│ ├── db/ # SQLite database
|
||||
│ ├── factors/ # Factor analysis
|
||||
│ ├── runs/ # Run results & risk reports
|
||||
│ └── logs/ # Backtest logs
|
||||
├── web/ # Dashboard frontend
|
||||
│ ├── dashboard_api.py # Flask API backend
|
||||
│ └── dashboard.html # Web UI
|
||||
├── .env # Environment config (API keys, etc.)
|
||||
├── data_config.yaml # EURUSD data configuration
|
||||
└── requirements.txt # Python dependencies
|
||||
```
|
||||
|
||||
### Open Source vs. Closed Source
|
||||
|
||||
**🟢 OPEN SOURCE (Public on GitHub):**
|
||||
- `rdagent/` - Core framework
|
||||
- `models/standard/` - Base models (XGBoost, LightGBM)
|
||||
- `prompts/standard_prompts.yaml` - Base prompts
|
||||
- `web/` - Dashboards
|
||||
- `test/` - Tests
|
||||
|
||||
**🔒 CLOSED SOURCE (Local Only - NOT on GitHub):**
|
||||
- `models/local/` - Your improved models (Transformer, TCN, PatchTST, CNN+LSTM)
|
||||
- `prompts/local/` - Your improved prompts (v2.0 optimized)
|
||||
- `.env` - API keys
|
||||
- `results/` - Backtest results
|
||||
- `git_ignore_folder/` - Trading data
|
||||
- `QWEN.md`, `TODO.md` - Internal docs
|
||||
|
||||
**Protection:**
|
||||
- `.gitignore` excludes all `local/` directories
|
||||
- Your competitive edge (alpha) stays private
|
||||
- Framework is open, but your best models/prompts are closed
|
||||
|
||||
## Building and Running
|
||||
|
||||
### Installation
|
||||
|
||||
```bash
|
||||
# Clone repository
|
||||
git clone https://github.com/PredixAI/predix
|
||||
cd predix
|
||||
|
||||
# Create conda environment
|
||||
conda create -n predix python=3.10
|
||||
conda activate predix
|
||||
|
||||
# Install in editable mode
|
||||
pip install -e .[test,lint]
|
||||
```
|
||||
|
||||
### Configuration
|
||||
|
||||
1. **Create `.env` file:**
|
||||
```bash
|
||||
# Local LLM (llama.cpp)
|
||||
OPENAI_API_KEY=local
|
||||
OPENAI_API_BASE=http://localhost:8081/v1
|
||||
CHAT_MODEL=qwen3.5-35b
|
||||
|
||||
# Embedding (Ollama)
|
||||
LITELLM_PROXY_API_KEY=local
|
||||
LITELLM_PROXY_API_BASE=http://localhost:11434/v1
|
||||
EMBEDDING_MODEL=nomic-embed-text
|
||||
|
||||
# Paths
|
||||
QLIB_DATA_DIR=~/.qlib/qlib_data/eurusd_1min_data
|
||||
```
|
||||
|
||||
2. **Start LLM server (llama.cpp):**
|
||||
```bash
|
||||
~/llama.cpp/build/bin/llama-server \
|
||||
--model ~/models/qwen3.5/Qwen3.5-35B-A3B-Q3_K_M.gguf \
|
||||
--n-gpu-layers 36 \
|
||||
--ctx-size 80000 \
|
||||
--port 8081
|
||||
```
|
||||
|
||||
### Running the Trading Loop
|
||||
|
||||
```bash
|
||||
# Start trading loop (24/7)
|
||||
./start_loop.sh
|
||||
|
||||
# Or single run
|
||||
rdagent fin_quant
|
||||
|
||||
# With dashboard
|
||||
rdagent fin_quant --with-dashboard
|
||||
|
||||
# With CLI dashboard
|
||||
rdagent fin_quant --cli-dashboard
|
||||
```
|
||||
|
||||
### Running the Dashboard
|
||||
|
||||
```bash
|
||||
# Web dashboard (runs with fin_quant --with-dashboard)
|
||||
# Access at: http://localhost:5000/dashboard.html
|
||||
|
||||
# Or standalone
|
||||
python web/dashboard_api.py
|
||||
```
|
||||
|
||||
### Testing
|
||||
|
||||
```bash
|
||||
# Run all tests
|
||||
pytest test/
|
||||
|
||||
# Run with coverage
|
||||
pytest --cov=rdagent --cov-report=html
|
||||
|
||||
# Test backtesting module
|
||||
python rdagent/components/backtesting/backtest_engine.py
|
||||
python rdagent/components/backtesting/results_db.py
|
||||
python rdagent/components/backtesting/risk_management.py
|
||||
```
|
||||
|
||||
### Code Quality
|
||||
|
||||
```bash
|
||||
# Linting
|
||||
ruff check rdagent/
|
||||
|
||||
# Type checking
|
||||
mypy rdagent/
|
||||
|
||||
# Format
|
||||
black rdagent/
|
||||
|
||||
# Pre-commit (install first)
|
||||
pre-commit install
|
||||
pre-commit run --all-files
|
||||
```
|
||||
|
||||
## Development Conventions
|
||||
|
||||
### Language Policy
|
||||
|
||||
**ALL code comments and documentation MUST be in English.**
|
||||
|
||||
❌ **Wrong (German):**
|
||||
```python
|
||||
# Inspiriert von: TradingAgents
|
||||
# Berechnet den Sharpe Ratio
|
||||
# Achtung: Division durch Null möglich!
|
||||
# Hinweis: Diese Funktion ist experimentell
|
||||
```
|
||||
|
||||
✅ **Correct (English):**
|
||||
```python
|
||||
# Inspired by: TradingAgents
|
||||
# Calculates the Sharpe ratio
|
||||
# Warning: Division by zero possible!
|
||||
# Note: This function is experimental
|
||||
```
|
||||
|
||||
**Rationale:**
|
||||
- International collaboration
|
||||
- Better searchability
|
||||
- Professional codebase
|
||||
- Consistent with commit messages (also English-only)
|
||||
|
||||
**Enforcement:**
|
||||
- All new code must have English comments
|
||||
- Existing German comments should be translated when modified
|
||||
- PRs with German comments will be rejected
|
||||
|
||||
### Code Style
|
||||
|
||||
- **Line length:** 120 characters (configured in pyproject.toml)
|
||||
- **Type hints:** Required for all public functions
|
||||
- **Docstrings:** Google style for public APIs
|
||||
- **Imports:** Sorted automatically with isort
|
||||
|
||||
### Testing Practices
|
||||
- Unit tests in `test/` directory
|
||||
- Test files named `test_*.py`
|
||||
- Use pytest fixtures for common setup
|
||||
- Mock external APIs (LLM, yfinance)
|
||||
- Minimum 80% coverage target
|
||||
|
||||
### Commit Conventions
|
||||
```bash
|
||||
git commit --author="TPTBusiness <tpt.requests@pm.me>" -m "type: description"
|
||||
|
||||
# Types:
|
||||
# - feat: New feature
|
||||
# - fix: Bug fix
|
||||
# - docs: Documentation
|
||||
# - style: Formatting
|
||||
# - refactor: Code restructuring
|
||||
# - test: Tests
|
||||
# - chore: Maintenance
|
||||
```
|
||||
|
||||
### Module Structure
|
||||
```python
|
||||
"""
|
||||
Module Name - Brief description
|
||||
|
||||
Longer description if needed.
|
||||
"""
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from typing import Dict, List, Optional
|
||||
from datetime import datetime
|
||||
|
||||
class ClassName:
|
||||
"""Class docstring."""
|
||||
|
||||
def __init__(self, param: type) -> None:
|
||||
"""Initialize."""
|
||||
pass
|
||||
|
||||
def method(self, param: type) -> ReturnType:
|
||||
"""
|
||||
Method docstring.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
param : type
|
||||
Description
|
||||
|
||||
Returns
|
||||
-------
|
||||
ReturnType
|
||||
Description
|
||||
"""
|
||||
pass
|
||||
```
|
||||
|
||||
### Backtesting Module Usage
|
||||
|
||||
```python
|
||||
from rdagent.components.backtesting import (
|
||||
FactorBacktester,
|
||||
ResultsDatabase,
|
||||
PortfolioOptimizer,
|
||||
AdvancedRiskManager
|
||||
)
|
||||
|
||||
# Run backtest
|
||||
backtester = FactorBacktester()
|
||||
metrics = backtester.run_backtest(
|
||||
factor_values=factor_series,
|
||||
forward_returns=forward_returns,
|
||||
factor_name="MyFactor"
|
||||
)
|
||||
|
||||
# Save to database
|
||||
db = ResultsDatabase()
|
||||
db.add_backtest("MyFactor", metrics)
|
||||
|
||||
# Query top factors
|
||||
top = db.get_top_factors('sharpe_ratio', limit=20)
|
||||
|
||||
# Portfolio optimization
|
||||
optimizer = PortfolioOptimizer()
|
||||
weights = optimizer.mean_variance(expected_returns, cov_matrix)
|
||||
|
||||
# Risk management
|
||||
risk_manager = AdvancedRiskManager()
|
||||
report = risk_manager.generate_risk_report(returns, weights)
|
||||
```
|
||||
|
||||
### Key Metrics
|
||||
|
||||
| Metric | Target | Minimum |
|
||||
|--------|--------|---------|
|
||||
| IC (Information Coefficient) | > 0.05 | > 0.02 |
|
||||
| Sharpe Ratio | > 2.0 | > 1.0 |
|
||||
| Max Drawdown | < 15% | < 25% |
|
||||
| Win Rate | > 55% | > 45% |
|
||||
| Annualized Return | > 10% | > 5% |
|
||||
|
||||
### Important Files
|
||||
|
||||
- `rdagent/app/cli.py` - Main CLI entry point
|
||||
- `rdagent/components/backtesting/` - Backtest engine
|
||||
- `rdagent/components/coder/factor_coder/` - Factor generation
|
||||
- `results/README.md` - Results documentation
|
||||
- `data_config.yaml` - EURUSD configuration
|
||||
- `web/dashboard_api.py` - Dashboard API
|
||||
- `requirements.txt` - Dependencies
|
||||
|
||||
### External Dependencies
|
||||
|
||||
- **llama.cpp** - Local LLM inference (Qwen3.5-35B)
|
||||
- **Ollama** - Embedding models
|
||||
- **Qlib** - Backtesting engine
|
||||
- **yfinance** - Live market data
|
||||
|
||||
### Common Issues
|
||||
|
||||
1. **LLM Connection Errors:** Ensure llama.cpp server is running on port 8081
|
||||
2. **Embedding Errors:** Check Ollama is running with nomic-embed-text loaded
|
||||
3. **Database Lock:** Close all connections before running multiple processes
|
||||
4. **Memory Issues:** Reduce batch size or context length for LLM
|
||||
|
||||
### Project Status
|
||||
|
||||
- ✅ Factor Generation (110+ factors created)
|
||||
- ✅ Backtesting Engine (IC, Sharpe, Drawdown)
|
||||
- ✅ Results Database (SQLite with queries)
|
||||
- ✅ Risk Management (Correlation, Portfolio Optimization)
|
||||
- ✅ Dashboards (Web + CLI)
|
||||
- ⏳ Live Trading (Paper trading pending)
|
||||
|
||||
### Next Steps
|
||||
|
||||
1. Backtest all 110 factors
|
||||
2. Select top 20 by IC/Sharpe
|
||||
3. Portfolio optimization
|
||||
4. 4 weeks paper trading
|
||||
5. Live trading with small capital
|
||||
|
||||
---
|
||||
|
||||
## Git Commit Guidelines
|
||||
|
||||
### Language Policy
|
||||
|
||||
**ALL commit messages MUST be in English.**
|
||||
|
||||
❌ **Wrong (German):**
|
||||
```bash
|
||||
git commit -m "feat: Neue Funktion hinzugefügt"
|
||||
git commit -m "fix: Fehler behoben"
|
||||
git commit -m "chore: QWEN.md zu .gitignore hinzugefügt"
|
||||
```
|
||||
|
||||
✅ **Correct (English):**
|
||||
```bash
|
||||
git commit -m "feat: Add new feature"
|
||||
git commit -m "fix: Fix bug"
|
||||
git commit -m "chore: Add QWEN.md to .gitignore"
|
||||
```
|
||||
|
||||
### Pre-Commit Checklist
|
||||
|
||||
**BEFORE every commit, you MUST:**
|
||||
|
||||
1. **Run `git status`** and verify:
|
||||
- Only intended files are staged
|
||||
- No generated files (.qwen/, results/, *.db, etc.)
|
||||
- No sensitive data (.env, API keys, etc.)
|
||||
|
||||
2. **Check .gitignore** is working:
|
||||
```bash
|
||||
git status
|
||||
# Verify .qwen/, results/, *.db are NOT shown
|
||||
```
|
||||
|
||||
3. **Review staged changes:**
|
||||
```bash
|
||||
git diff --staged
|
||||
# Review what will be committed
|
||||
```
|
||||
|
||||
4. **Run tests** (if applicable):
|
||||
```bash
|
||||
pytest test/backtesting/ -v
|
||||
# Ensure all tests pass
|
||||
```
|
||||
|
||||
### Commit Message Format
|
||||
|
||||
Use [Conventional Commits](https://www.conventionalcommits.org/):
|
||||
|
||||
```
|
||||
<type>: <description in English>
|
||||
|
||||
[optional body]
|
||||
```
|
||||
|
||||
**Types:**
|
||||
- `feat:` - New feature
|
||||
- `fix:` - Bug fix
|
||||
- `test:` - Tests
|
||||
- `docs:` - Documentation
|
||||
- `chore:` - Maintenance
|
||||
- `style:` - Formatting
|
||||
- `refactor:` - Code restructuring
|
||||
|
||||
**Examples:**
|
||||
```bash
|
||||
feat: Add backtesting tests with 98% coverage
|
||||
fix: Remove .qwen/ from Git tracking
|
||||
test: Add unit tests for ResultsDatabase
|
||||
docs: Update QWEN.md with commit guidelines
|
||||
chore: Add pytest to requirements.txt
|
||||
```
|
||||
|
||||
### Protected Files (NEVER commit)
|
||||
|
||||
These files/directories MUST NEVER be committed:
|
||||
|
||||
```
|
||||
.qwen/ # AI agent files (generated)
|
||||
results/ # Backtest results (sensitive data)
|
||||
*.db # SQLite databases
|
||||
.env # Environment variables (API keys!)
|
||||
git_ignore_folder/ # Generated data
|
||||
*.log # Log files
|
||||
```
|
||||
|
||||
If you accidentally commit any of these:
|
||||
|
||||
```bash
|
||||
# Remove from last commit (keeps files locally)
|
||||
git reset HEAD~1
|
||||
|
||||
# Or remove from tracking
|
||||
git rm -r --cached .qwen/
|
||||
git commit -m "chore: Remove .qwen/ from tracking"
|
||||
```
|
||||
|
||||
### Fixing Past Commits
|
||||
|
||||
**To fix the last 3-5 commits:**
|
||||
|
||||
```bash
|
||||
# For last 5 commits
|
||||
git rebase -i HEAD~5
|
||||
|
||||
# In the editor, change 'pick' to 'reword' for commits to rename
|
||||
# Save and close
|
||||
# Write new English message for each commit
|
||||
```
|
||||
|
||||
**To fix older commits (advanced):**
|
||||
|
||||
```bash
|
||||
# Find the commit hash
|
||||
git log --oneline
|
||||
|
||||
# Start rebase from that commit
|
||||
git rebase -i <commit-hash>^
|
||||
|
||||
# Follow same process as above
|
||||
```
|
||||
|
||||
**Current German commits to fix (as of April 2026):**
|
||||
```
|
||||
73140b68 test: Backtesting Tests mit 98.77% Coverage
|
||||
→ test: Add backtesting tests with 98.77% coverage
|
||||
|
||||
5148d17d chore: QWEN.md zu .gitignore hinzugefügt
|
||||
→ chore: Add QWEN.md to .gitignore
|
||||
|
||||
df93e162 feat: Intelligent Embedding Chunking statt Kürzung
|
||||
→ feat: Intelligent embedding chunking instead of truncation
|
||||
|
||||
01aa183a fix: CLI Dashboard in separatem Terminal-Fenster
|
||||
→ fix: CLI dashboard in separate terminal window
|
||||
|
||||
df356978 feat: predix.py Wrapper für Dashboard-Support
|
||||
→ feat: predix.py wrapper for dashboard support
|
||||
|
||||
89d01f5d feat: Beautiful CLI Dashboard + korrigierter Start-Befehl
|
||||
→ feat: Beautiful CLI dashboard + corrected start command
|
||||
|
||||
48e4f44e feat: Auto-Start Dashboard für fin_quant
|
||||
→ feat: Auto-start dashboard for fin_quant
|
||||
|
||||
59122a19 feat: Dashboard + Live-Daten Integration (Phase 4)
|
||||
→ feat: Dashboard + live data integration (Phase 4)
|
||||
|
||||
a0f414ed feat: EURUSD Trading-Verbesserungen (Phase 2 & 3)
|
||||
→ feat: EURUSD trading improvements (Phase 2 & 3)
|
||||
|
||||
e8b962b5 feat: EURUSD Trading-Verbesserungen implementiert (Phase 1)
|
||||
→ feat: Implement EURUSD trading improvements (Phase 1)
|
||||
```
|
||||
|
||||
**⚠️ Warning:** Rewriting history changes commit hashes. If you've already pushed:
|
||||
|
||||
```bash
|
||||
# After rebasing locally
|
||||
git push --force-with-lease origin master
|
||||
|
||||
# Tell team members to re-clone:
|
||||
git clone <repo-url>
|
||||
```
|
||||
|
||||
### Push Policy
|
||||
|
||||
**BEFORE pushing:**
|
||||
|
||||
1. Verify commit messages are in English
|
||||
2. Verify no protected files are included
|
||||
3. Run tests one final time
|
||||
|
||||
```bash
|
||||
git status
|
||||
git log -3 --oneline # Verify last 3 commits
|
||||
pytest test/backtesting/ -v # Quick test
|
||||
git push origin master
|
||||
```
|
||||
|
||||
### Enforcement
|
||||
|
||||
- All PRs will be rejected if commit messages are not in English
|
||||
- Protected files in commits will be rejected
|
||||
- Tests must pass before merging
|
||||
|
||||
**Remember:** Consistent English commit messages ensure:
|
||||
- International collaboration
|
||||
- Better searchability
|
||||
- Professional project history
|
||||
|
||||
---
|
||||
|
||||
## Implementation Guide: Prompts & Models
|
||||
|
||||
### Using the Prompt Loader
|
||||
|
||||
**Auto-Load Prompts (Local First):**
|
||||
|
||||
```python
|
||||
from rdagent.components.loader import load_prompt
|
||||
|
||||
# Load factor discovery prompt
|
||||
# Automatically loads from prompts/local/ if exists!
|
||||
prompt = load_prompt("factor_discovery")
|
||||
|
||||
# Load specific section
|
||||
system_prompt = load_prompt("factor_discovery", section="system")
|
||||
user_prompt = load_prompt("factor_discovery", section="user")
|
||||
|
||||
# Force local only (raise error if not found)
|
||||
prompt = load_prompt("factor_discovery", local_only=True)
|
||||
|
||||
# List available prompts
|
||||
from rdagent.components.loader import list_available_prompts
|
||||
available = list_available_prompts()
|
||||
print(f"Standard: {available['standard']}")
|
||||
print(f"Local: {available['local']}")
|
||||
```
|
||||
|
||||
**Priority:**
|
||||
1. `prompts/local/factor_discovery_v2.yaml` (loaded first if exists)
|
||||
2. `prompts/local/factor_discovery.yaml`
|
||||
3. `prompts/standard_prompts.yaml` (fallback)
|
||||
|
||||
---
|
||||
|
||||
### Using the Model Loader
|
||||
|
||||
**Auto-Load Models (Local First):**
|
||||
|
||||
```python
|
||||
from rdagent.components.model_loader import load_model
|
||||
|
||||
# Load XGBoost model
|
||||
# Automatically loads from models/local/ if exists!
|
||||
model_factory = load_model("xgboost_factor")
|
||||
|
||||
# Create model instance
|
||||
model = model_factory(max_depth=8, learning_rate=0.03)
|
||||
|
||||
# Train
|
||||
model.fit(X_train, y_train, epochs=50, batch_size=64)
|
||||
|
||||
# Predict
|
||||
predictions = model.predict(X_test)
|
||||
|
||||
# Save/Load
|
||||
model.save("models/my_model.pth")
|
||||
model.load("models/my_model.pth")
|
||||
```
|
||||
|
||||
**Available Models:**
|
||||
|
||||
| Model | Location | Use Case |
|
||||
|-------|----------|----------|
|
||||
| `xgboost_factor` | `models/standard/` | Tabular data, fast training |
|
||||
| `lightgbm_factor` | `models/standard/` | Large datasets, faster than XGBoost |
|
||||
| `transformer_factor` | `models/local/` | Time-series, long-range dependencies |
|
||||
| `tcn_factor` | `models/local/` | Multi-scale patterns |
|
||||
| `patchtst_factor` | `models/local/` | **SOTA** for time-series forecasting |
|
||||
| `cnn_lstm_hybrid` | `models/local/` | Complex pattern recognition |
|
||||
|
||||
**Priority:**
|
||||
1. `models/local/{name}_v2.py` (loaded first if exists)
|
||||
2. `models/local/{name}.py`
|
||||
3. `models/standard/{name}.py` (fallback)
|
||||
|
||||
---
|
||||
|
||||
### Creating Your Improved Prompts
|
||||
|
||||
**Step 1: Create Local Prompt**
|
||||
|
||||
```bash
|
||||
mkdir -p prompts/local
|
||||
nano prompts/local/factor_discovery_v3.yaml
|
||||
```
|
||||
|
||||
**Step 2: Add Your Improvements**
|
||||
|
||||
```yaml
|
||||
# prompts/local/factor_discovery_v3.yaml
|
||||
|
||||
factor_discovery:
|
||||
system: |-
|
||||
YOUR IMPROVED SYSTEM PROMPT HERE
|
||||
|
||||
Add your proprietary insights:
|
||||
- Specific EURUSD patterns you've discovered
|
||||
- Your unique factor formulas
|
||||
- Custom session filters
|
||||
- Proprietary risk management rules
|
||||
|
||||
user: |-
|
||||
YOUR IMPROVED USER PROMPT HERE
|
||||
```
|
||||
|
||||
**Step 3: Test**
|
||||
|
||||
```python
|
||||
from rdagent.components.loader import load_prompt
|
||||
|
||||
# Auto-loads your v3!
|
||||
prompt = load_prompt("factor_discovery")
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### Creating Your Improved Models
|
||||
|
||||
**Step 1: Create Local Model**
|
||||
|
||||
```bash
|
||||
mkdir -p models/local
|
||||
nano models/local/my_optimized_model.py
|
||||
```
|
||||
|
||||
**Step 2: Implement Model**
|
||||
|
||||
```python
|
||||
# models/local/my_optimized_model.py
|
||||
"""
|
||||
My Optimized Model v1.0
|
||||
Better than standard with custom improvements.
|
||||
"""
|
||||
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
|
||||
class MyOptimizedModel(nn.Module):
|
||||
def __init__(self, **params):
|
||||
super().__init__()
|
||||
# Your custom architecture
|
||||
pass
|
||||
|
||||
def forward(self, x):
|
||||
# Your custom forward pass
|
||||
pass
|
||||
|
||||
def create_my_optimized_model(**params):
|
||||
"""Factory function."""
|
||||
return MyOptimizedModel(**params)
|
||||
```
|
||||
|
||||
**Step 3: Test**
|
||||
|
||||
```python
|
||||
from rdagent.components.model_loader import load_model
|
||||
|
||||
# Auto-loads your optimized model!
|
||||
model_factory = load_model("my_optimized_model")
|
||||
model = model_factory()
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### Backup Your Private Assets
|
||||
|
||||
**Backup Prompts & Models to Private Repo:**
|
||||
|
||||
```bash
|
||||
# Create private repo on GitHub: predix-private-assets
|
||||
|
||||
# Clone private repo
|
||||
cd ~/Dev
|
||||
git clone git@github.com:TPTBusiness/predix-private-assets.git
|
||||
|
||||
# Copy local assets
|
||||
cp -r ~/Predix/prompts/local/* ~/predix-private-assets/prompts/
|
||||
cp -r ~/Predix/models/local/* ~/predix-private-assets/models/
|
||||
|
||||
# Commit to private repo
|
||||
cd ~/predix-private-assets
|
||||
git add .
|
||||
git commit -m "Backup: prompts v2, models (Transformer, TCN, PatchTST, CNN+LSTM)"
|
||||
git push
|
||||
```
|
||||
|
||||
**Auto-Sync Script:**
|
||||
|
||||
```bash
|
||||
# ~/Predix/sync_private.sh
|
||||
#!/bin/bash
|
||||
echo "Syncing private assets..."
|
||||
rsync -av prompts/local/ ~/predix-private-assets/prompts/
|
||||
rsync -av models/local/ ~/predix-private-assets/models/
|
||||
cd ~/predix-private-assets && git add . && git commit -m "Auto-sync $(date)" && git push
|
||||
echo "Done!"
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### Security Best Practices
|
||||
|
||||
**What to Keep Private:**
|
||||
|
||||
✅ Your proprietary model architectures
|
||||
✅ Optimized prompt templates
|
||||
✅ Best-performing factors
|
||||
✅ Evolution weights
|
||||
✅ Trade secrets & alpha-generating logic
|
||||
|
||||
**What NOT to Commit:**
|
||||
|
||||
❌ Anything in `prompts/local/`
|
||||
❌ Anything in `models/local/`
|
||||
❌ `.env` (API keys)
|
||||
❌ `results/` (backtest performance)
|
||||
❌ `git_ignore_folder/` (trading data)
|
||||
|
||||
**Verify Before Committing:**
|
||||
|
||||
```bash
|
||||
# Check what will be committed
|
||||
git status
|
||||
git diff --staged
|
||||
|
||||
# Verify .gitignore is working
|
||||
git status
|
||||
# Should NOT show prompts/local/, models/local/, .env, results/
|
||||
```
|
||||
Reference in New Issue
Block a user